NPORT-P false 0000787623 XXXXXXXX S000025951 C000077984 TRANSAMERICA FUNDS 811-04556 0000787623 54930088ZHZE1VMYEY52 1801 CALIFORNIA STREET SUITE 5200 DENVER 80202 720-493-4256 Transamerica Core Bond S000025951 549300X2MQP8EJ7WT185 2022-10-31 2022-04-30 N 1042588942.30 82119063.48 960469878.82 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3153873.51000000 0.00000000 0.00000000 0.00000000 USD ACMBS UST Fannie Mae B1V7KEBTPIMZEU4LTD58 31394FVB8 10798.04000000 PA USD 10367.96000000 0.001079467480 Long ABS-MBS USGSE US N 2 2035-09-25 None 0.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKP3 725000.00000000 PA USD 724310.60000000 0.075412109840 Long DBT CORP US N 2 2028-04-27 Fixed 4.38000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A 22541QCV2 43580.66000000 PA USD 43220.11000000 0.004499892287 Long ABS-MBS CORP US N 2 2033-06-25 Variable 2.28000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409TVS4 30159.03000000 PA USD 32046.03000000 0.003336495053 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 31393LFK4 209078.48000000 PA USD 230180.04000000 0.023965357485 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417JJR2 22384.32000000 PA USD 23784.87000000 0.002476378543 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.50000000 N N N N N N Countrywide Home Loans N/A 12669FQA4 60069.31000000 PA USD 57467.41000000 0.005983259992 Long ABS-MBS CORP US N 2 2034-04-25 Fixed 5.50000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AW5 367000.00000000 PA USD 297393.14000000 0.030963296877 Long DBT CORP US N 2 2041-10-01 Fixed 2.80000000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 31394JD95 115217.44000000 PA USD 128106.76000000 0.013337925824 Long ABS-MBS USGSE US N 2 2043-07-25 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411BAT0 754.65000000 PA USD 750.83000000 0.000078173195 Long ABS-MBS USGSE US N 2 2036-11-01 Floating 2.20000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AC5 820000.00000000 PA USD 680302.38000000 0.070830162923 Long DBT CORP US N 2 2031-03-15 Fixed 2.38000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBJ8 530000.00000000 PA USD 448710.68000000 0.046717829459 Long DBT US N 2 2028-01-31 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398PGF0 96703.04000000 PA USD 104413.47000000 0.010871082196 Long ABS-MBS USGSE US N 2 2040-04-25 Floating 15.44000000 N N N N N N American Homes 4 Rent N/A 02666BAE6 1155000.00000000 PA USD 1158028.53000000 0.120568958541 Long ABS-O CORP US N 2 2052-10-17 Fixed 6.07000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AE2 133000.00000000 PA USD 145426.24000000 0.015141155720 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 526450.98000000 PA USD 530024.58000000 0.055183883606 Long ABS-O CORP US N 2 2026-06-15 Fixed 4.09000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 925000.00000000 PA USD 731565.36000000 0.076167444303 Long DBT CORP US N 2 2036-11-15 Fixed 3.19000000 N N N N N N UNITED AIR 2018-1 A PTT N/A 90931VAA4 542032.53000000 PA USD 492389.61000000 0.051265492115 Long DBT CORP US N 2 2030-03-01 Fixed 3.70000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 255000.00000000 PA USD 255154.17000000 0.026565556674 Long DBT CORP GB N 2 2025-03-22 Fixed 4.27000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBC3 320000.00000000 PA USD 262973.60000000 0.027379682153 Long DBT US N 2 2030-06-15 Fixed 2.10000000 N N N N N N Northern Trust Corp 549300GLF98S992BC502 665859AS3 343000.00000000 PA USD 329372.82000000 0.034292883854 Long DBT CORP US N 2 2032-05-08 Fixed 3.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828V98 688000.00000000 PA USD 666876.25000000 0.069432291913 Long DBT UST US N 2 2027-02-15 Fixed 2.25000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017CJ6 285000.00000000 PA USD 252846.00000000 0.026325239924 Long DBT CORP US N 2 2046-11-01 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392AHX9 56359.10000000 PA USD 60563.23000000 0.006305583479 Long ABS-MBS USGSE US N 2 2031-11-25 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SN9 3141000.00000000 PA USD 2104470.00000000 0.219108380846 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ABAC5 182472.94000000 PA USD 183033.04000000 0.019056614271 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 2770000.00000000 PA USD 2766362.44000000 0.288021779860 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.04000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2F9 1070000.00000000 PA USD 1025813.86000000 0.106803334765 Long DBT CORP US N 2 2027-06-17 Fixed 3.20000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BU7 700000.00000000 PA USD 581721.67000000 0.060566362655 Long DBT CORP JP N 2 2030-07-17 Fixed 2.05000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GCK3 350000.00000000 PA USD 331981.36000000 0.034564473839 Long DBT CORP US N 2 2027-09-19 Fixed 3.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CH6 400000.00000000 PA USD 378576.02000000 0.039415709784 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAE5 200000.00000000 PA USD 200668.96000000 0.020892790541 Long DBT CORP ES N 2 2023-02-23 Fixed 3.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RN0 2260000.00000000 PA USD 2148324.22000000 0.223674293944 Long DBT UST US N 2 2045-08-15 Fixed 2.88000000 N N N N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 74460DAH2 262000.00000000 PA USD 233058.57000000 0.024265057670 Long DBT US N 2 2028-11-09 Fixed 1.95000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAD3 555000.00000000 PA USD 557890.12000000 0.058085123990 Long DBT CORP KY N 2 2024-05-15 Fixed 5.25000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AR0 339000.00000000 PA USD 333604.37000000 0.034733454672 Long DBT CORP GB N 2 2028-03-22 Fixed 4.38000000 N N N N N N CAMERON LNG LLC 549300C39FLHGVD73K22 133434AD2 554000.00000000 PA USD 489302.04000000 0.050944027583 Long DBT CORP US N 2 2039-01-15 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RDG1 64571.20000000 PA USD 69251.68000000 0.007210187589 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAS4 189000.00000000 PA USD 168143.40000000 0.017506368883 Long DBT CORP IE N 2 2026-01-30 Fixed 1.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGL7 1300000.00000000 PA USD 1255045.08000000 0.130669905186 Long DBT CORP US N 2 2028-04-24 Fixed 3.71000000 N N N N N N Vendee Mortgage Trust N/A 911760BX3 20192.34000000 PA USD 20525.41000000 0.002137017563 Long ABS-MBS CORP US N 2 2023-02-15 Fixed 7.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B6HW4 396966.41000000 PA USD 336698.69000000 0.035055621985 Long ABS-MBS USGSE US N 2 2043-12-15 None 0.00000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17316AAA8 58177.41000000 PA USD 58292.65000000 0.006069180438 Long ABS-MBS CORP US N 2 2033-09-25 Variable 2.52000000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 628530BC0 100000.00000000 PA USD 90639.92000000 0.009437039307 Long DBT CORP US N 2 2043-11-29 Fixed 5.40000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BA7 528000.00000000 PA USD 472905.40000000 0.049236879826 Long DBT CORP US N 2 2045-02-09 Fixed 3.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833PB0 500000.00000000 PA USD 438392.48000000 0.045643542777 Long DBT UST US N 2 2026-11-15 None 0.00000000 N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761J3R8 239000.00000000 PA USD 229165.31000000 0.023859708154 Long DBT CORP US N 2 2026-07-27 Fixed 3.13000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687DF0 300000.00000000 PA USD 339050.35000000 0.035300466727 Long DBT CORP US N 2 2025-10-30 Fixed 7.70000000 N N N N N N NORTHWESTERN MUTUAL GLBL 635400LZXFVELZDVP257 66815L2D0 320000.00000000 PA USD 284181.35000000 0.029587742027 Long DBT CORP US N 2 2028-06-01 Fixed 1.70000000 N N N N N N Brookfield Finance Inc 549300XH8D8K6OYWGD17 11271LAB8 50000.00000000 PA USD 47379.69000000 0.004932969897 Long DBT CORP CA N 2 2047-09-20 Fixed 4.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WQA9 188610.62000000 PA USD 175746.62000000 0.018297983505 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NGR0 14364.95000000 PA USD 14520.71000000 0.001511833980 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N MITSUBISHI HC CAPITAL 353800MZ3QX9RLMH7B09 60682LAA0 294000.00000000 PA USD 293851.39000000 0.030594545074 Long DBT CORP JP N 2 2022-09-19 Fixed 2.65000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAH5 950000.00000000 PA USD 917221.71000000 0.095497186348 Long DBT CORP US N 2 2025-07-01 Fixed 3.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398RPZ2 79506.11000000 PA USD 85416.77000000 0.008893227355 Long ABS-MBS USGSE US N 2 2040-06-25 Variable 6.01000000 N N N N N N Flagship Credit Auto Trust N/A 33844PAE5 858101.72000000 PA USD 861277.38000000 0.089672502906 Long ABS-O CORP US N 2 2024-12-16 Fixed 3.79000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LM0 745000.00000000 PA USD 723241.71000000 0.075300821602 Long DBT UST US N 2 2023-08-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417WCT6 108802.12000000 PA USD 119932.42000000 0.012486848639 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.50000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCY5 380000.00000000 PA USD 322639.58000000 0.033591847814 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374MVH9 142151.02000000 PA USD 153063.40000000 0.015936304029 Long ABS-MBS USGA US N 2 2035-12-20 Fixed 6.00000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAN5 1400000.00000000 PA USD 1232519.40000000 0.128324628099 Long DBT CORP ES N 2 2027-09-14 Fixed 1.72000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397RDJ2 7145.57000000 PA USD 8359.68000000 0.000870373989 Long ABS-MBS USGSE US N 2 2038-02-15 Floating 16.06000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BLRM4 10700000.00000000 PA USD 9117111.55000000 0.949234510217 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 1.58000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 65246QAA7 1552603.22000000 PA USD 1463326.67000000 0.152355290079 Long ABS-O CORP US N 2 2026-11-25 Fixed 3.47000000 N N N N N N FORD FOUNDATION/THE 54930013YZ3DULPNNT44 34531XAC8 190000.00000000 PA USD 135919.56000000 0.014151361015 Long DBT CORP US N 2 2070-06-01 Fixed 2.82000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NQG3 39642.02000000 PA USD 42122.35000000 0.004385598229 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128Q4YY9 58228.05000000 PA USD 58150.51000000 0.006054381431 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 2.78000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AF5 234000.00000000 PA USD 235502.28000000 0.024519486263 Long DBT CORP US N 2 2023-05-30 Fixed 4.13000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DZ0 1000000.00000000 PA USD 725385.98000000 0.075524073788 Long DBT CORP US N 2 2050-08-20 Fixed 2.40000000 N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAM1 425000.00000000 PA USD 404218.56000000 0.042085500952 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396Q5D7 58358.53000000 PA USD 50072.16000000 0.005213298314 Long ABS-MBS USGSE US N 2 2039-09-25 None 0.00000000 N N N N N N MEAD JOHNSON NUTRITION C E4BJRFT3MF4GJDY1SC50 582839AH9 288000.00000000 PA USD 293345.50000000 0.030541873979 Long DBT CORP US N 2 2025-11-15 Fixed 4.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNNT6 1637373.75000000 PA USD 1549763.40000000 0.161354711290 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N LUNDIN ENERGY FI 549300JSNI1KL271GM17 55037AAA6 200000.00000000 PA USD 180551.13000000 0.018798208458 Long DBT CORP NL N 2 2026-07-15 Fixed 2.00000000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BP0 160000.00000000 PA USD 130506.04000000 0.013587728556 Long DBT CORP US N 2 2030-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LETD3 1432614.31000000 PA USD 1381969.26000000 0.143884705858 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 2.38000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAG3 570000.00000000 PA USD 479889.36000000 0.049964019755 Long DBT CORP XX N 2 2031-05-11 Fixed 2.50000000 N N N N N N Renew Financial N/A 75973LAA6 184462.28000000 PA USD 175403.15000000 0.018262222883 Long ABS-O CORP KY N 2 2052-09-20 Fixed 3.67000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AVYL7 335542.81000000 PA USD 326022.42000000 0.033944054591 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 2.56000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398P5R6 90743.28000000 PA USD 99522.73000000 0.010361879346 Long ABS-MBS USGSE US N 2 2040-03-25 Floating 11.32000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397MW94 5457.09000000 PA USD 5583.97000000 0.000581378981 Long ABS-MBS USGSE US N 2 2039-02-25 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375PYG0 35210.53000000 PA USD 2415.81000000 0.000251523764 Long ABS-MBS USGA US N 2 2038-02-20 Floating 5.24000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TA6 1510000.00000000 PA USD 1199742.19000000 0.124912005723 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N Airbus SE MINO79WLOO247M1IL051 009279AC4 150000.00000000 PA USD 134720.54000000 0.014026524201 Long DBT CORP NL N 2 2047-04-10 Fixed 3.95000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017BT5 542000.00000000 PA USD 538241.54000000 0.056039398201 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBF1 290000.00000000 PA USD 230542.38000000 0.024003082770 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373AJZ0 5113.61000000 PA USD 32.77000000 0.000003411871 Long ABS-MBS USGA US N 2 2038-12-20 Floating 5.81000000 N N N N N N Freddie Mac Reference Remic S6XOOCT0IEG5ABCC6L87 31396JT21 174758.60000000 PA USD 191581.49000000 0.019946642182 Long ABS-MBS USGSE US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GTF21 840615.75000000 PA USD 850060.72000000 0.088504672425 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 052528AK2 200000.00000000 PA USD 198947.94000000 0.020713605328 Long DBT CORP AU N 2 2026-05-19 Fixed 4.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834KP2 300000.00000000 PA USD 159578.61000000 0.016614639721 Long DBT UST US N 2 2041-08-15 None 0.00000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KLRA7 44028.78000000 PA USD 48707.24000000 0.005071188703 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CJ3 630000.00000000 PA USD 605743.30000000 0.063067391633 Long DBT CORP US N 2 2052-04-13 Fixed 3.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374DBJ7 11468.41000000 PA USD 10590.72000000 0.001102660295 Long ABS-MBS USGA US N 2 2036-07-20 None 0.00000000 N N N N N N DIVERSIFIED ABS PHASE III LLC N/A 255125AB2 2361555.30000000 PA USD 2361555.30000000 0.245874998485 Long ABS-O CORP US N 2 2039-04-28 Fixed 4.88000000 N N N N N N Flagship Credit Auto Trust N/A 33845FAG1 2200000.00000000 PA USD 2169337.72000000 0.225862129342 Long ABS-O CORP US N 2 2026-01-15 Fixed 3.12000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBD9 110000.00000000 PA USD 113870.03000000 0.011855658621 Long DBT CORP US N 2 2048-11-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396VQJ0 30704.70000000 PA USD 40545.12000000 0.004221383813 Long ABS-MBS USGSE US N 2 2037-04-25 Floating 20.44000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828W71 1000000.00000000 PA USD 989648.44000000 0.103037946511 Long DBT UST US N 2 2024-03-31 Fixed 2.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM6G4 1547168.25000000 PA USD 1465823.22000000 0.152615220146 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828UN8 500000.00000000 PA USD 500371.10000000 0.052096490585 Long DBT UST US N 2 2023-02-15 Fixed 2.00000000 N N N N N N CoreVest American Finance Ltd N/A 21872FAD9 1300000.00000000 PA USD 1265422.86000000 0.131750395083 Long ABS-O CORP US N 2 2052-03-15 Fixed 3.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396WZ90 106576.31000000 PA USD 115697.93000000 0.012045971721 Long ABS-MBS USGSE US N 2 2037-08-25 Fixed 6.00000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AN9 350000.00000000 PA USD 287469.34000000 0.029930073429 Long DBT CORP US N 2 2031-01-15 Fixed 1.80000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FL2 260000.00000000 PA USD 226615.60000000 0.023594243296 Long DBT CORP US N 2 2047-06-15 Fixed 3.88000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBA1 258000.00000000 PA USD 249941.08000000 0.026022792126 Long DBT CORP US N 2 2025-03-01 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396NU46 62005.42000000 PA USD 53847.01000000 0.005606319488 Long ABS-MBS USGSE US N 2 2036-05-15 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374JA30 728261.28000000 PA USD 743959.83000000 0.077457903303 Long ABS-MBS USGA US N 2 2034-11-20 Fixed 4.50000000 N N N N N N AMER AIRLINE 17-1 AA PTT N/A 023761AA7 637815.00000000 PA USD 605002.61000000 0.062990274171 Long DBT CORP US N 2 2029-02-15 Fixed 3.65000000 N N N N N N ADVOCATE HEALTH CORP 549300AEHU3PPOUCIL87 007589AD6 310000.00000000 PA USD 272678.44000000 0.028390108426 Long DBT CORP US N 2 2030-06-15 Fixed 2.21000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 31364HR74 22387.80000000 PA USD 21910.07000000 0.002281182417 Long ABS-MBS USGSE US N 2 2024-12-25 None 0.00000000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AF7 225000.00000000 PA USD 162195.16000000 0.016887063673 Long DBT CORP US N 2 2041-02-10 Fixed 2.50000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QBA3 138000.00000000 PA USD 124742.11000000 0.012987612912 Long DBT CORP US N 2 2042-09-01 Fixed 3.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TDHG4 123576.12000000 PA USD 130952.48000000 0.013634209972 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.50000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 302000.00000000 PA USD 259359.56000000 0.027003403825 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396VD39 78526.44000000 PA USD 72324.33000000 0.007530098714 Long ABS-MBS USGSE US N 2 2037-05-25 None 0.00000000 N N N N N N NATIONAL RETAIL PROP INC 5493008JKH5SOTI0JS97 637417AJ5 218000.00000000 PA USD 213452.88000000 0.022223797404 Long DBT US N 2 2026-12-15 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394EE38 52561.62000000 PA USD 54024.16000000 0.005624763586 Long ABS-MBS USGSE US N 2 2025-08-25 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AAYT4 2586134.87000000 PA USD 2706327.82000000 0.281771232984 Long ABS-MBS USGSE US N 2 2041-05-15 Fixed 5.00000000 N Y N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABQ9 649000.00000000 PA USD 643994.86000000 0.067049979827 Long DBT CORP US N 2 2022-11-10 Fixed 1.15000000 N N N N N N FannieMae Whole Loan 5493001NEANKKEPIN618 31395B5J8 23206.32000000 PA USD 25264.05000000 0.002630384414 Long ABS-MBS USGSE US N 2 2045-12-25 Fixed 7.50000000 N N N N N N UMBS, TBA N/A 01F032658 530000.00000000 PA USD 514596.88000000 0.053577617721 Long ABS-MBS USGSE US N 2 2052-05-15 Fixed 3.50000000 N N N N N N American Municipal Power Inc EARKGGZJJEMVD66XQ486 02765UDV3 640000.00000000 PA USD 868352.77000000 0.090409162134 Long DBT MUN US N 2 2050-02-15 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KHA9 72783.98000000 PA USD 78976.75000000 0.008222720122 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 6.50000000 N N N N N N Mariner Finance Issuance Trust N/A 56847MAB6 1335000.00000000 PA USD 1306934.03000000 0.136072359875 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 330000.00000000 PA USD 326848.28000000 0.034030039588 Long DBT CORP US N 2 2023-09-15 Fixed 2.25000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBJ7 270000.00000000 PA USD 266316.58000000 0.027727738877 Long DBT CORP FR N 2 2025-04-14 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398PSE0 55657.64000000 PA USD 6752.05000000 0.000702994456 Long ABS-MBS USGSE US N 2 2040-05-25 Floating 5.73000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 1575000.00000000 PA USD 1303274.81000000 0.135691377599 Long DBT CORP US N 2 2032-07-21 Fixed 2.38000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2H7 200000.00000000 PA USD 186112.00000000 0.019377182367 Long DBT CORP SA N 2 2025-11-24 Fixed 1.63000000 N N N N N N Academic Loan Funding Trust N/A 00389VAA0 346467.40000000 PA USD 340478.95000000 0.035449206425 Long ABS-O CORP US N 2 2044-12-26 Floating 1.47000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ACX95 97704.76000000 PA USD 103360.25000000 0.010761425452 Long ABS-MBS USGSE US N 2 2038-10-15 Variable 5.67000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TGBL2 25044.05000000 PA USD 26701.44000000 0.002780039290 Long ABS-MBS USGSE US N 2 2028-08-15 Fixed 6.50000000 N N N N N N FREMF Mortgage Trust 549300OFE1DNC7KO4K57 30292NAK9 1405000.00000000 PA USD 1360345.73000000 0.141633356755 Long ABS-MBS USGSE US N 2 2048-01-25 Variable 3.80000000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621XAH1 425000.00000000 PA USD 430616.72000000 0.044833964031 Long DBT CORP US N 2 2023-09-27 Fixed 4.20000000 N N N N N N OGE ENERGY CORP CE5OG6JPOZMDSA0LAQ19 670837AC7 225000.00000000 PA USD 218915.51000000 0.022792542986 Long DBT CORP US N 2 2023-05-26 Fixed 0.70000000 N N N N N N UNITED AIR 2016-2 A PTT N/A 90932DAA3 392492.42000000 PA USD 352335.54000000 0.036683663670 Long DBT CORP US N 2 2028-10-07 Fixed 3.10000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAQ1 330000.00000000 PA USD 300761.87000000 0.031314034581 Long DBT CORP US N 2 2069-05-15 Fixed 4.45000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FEV6 39831.48000000 PA USD 38568.87000000 0.004015625148 Long ABS-MBS CORP US N 2 2033-10-25 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392CH31 90444.71000000 PA USD 97760.39000000 0.010178392072 Long ABS-MBS USGSE US N 2 2032-05-25 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6F37 16184.97000000 PA USD 17438.93000000 0.001815666517 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 7.50000000 N N N N N N CAMPBELL SOUP CO 5493007JDSMX8Z5Z1902 134429BK4 188000.00000000 PA USD 139925.55000000 0.014568447494 Long DBT CORP US N 2 2050-04-24 Fixed 3.13000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CD0 207000.00000000 PA USD 196799.57000000 0.020489926268 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 215897.71000000 PA USD 200572.99000000 0.020882798557 Long DBT CORP US N 2 2030-02-15 Fixed 3.38000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAQ8 320000.00000000 PA USD 284195.95000000 0.029589262117 Long DBT CORP GB N 2 2027-06-14 Fixed 1.67000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAW9 165000.00000000 PA USD 155748.46000000 0.016215860948 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128NHY72 70385.70000000 PA USD 72738.05000000 0.007573173464 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 1.92000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375KB68 136884.09000000 PA USD 13178.93000000 0.001372133607 Long ABS-MBS USGA US N 2 2037-07-20 Floating 6.09000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 356000.00000000 PA USD 288019.44000000 0.029987347479 Long DBT CORP US N 2 2035-11-15 Fixed 3.14000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XDQK2 1609675.68000000 PA USD 1539424.96000000 0.160278317305 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XXAJ8 2042801.74000000 PA USD 1953647.74000000 0.203405414691 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N KOHL'S CORPORATION 549300JF6LPRTRJ0FH50 500255AX2 645000.00000000 PA USD 613571.08000000 0.063882386478 Long DBT CORP US N 2 2031-05-01 Fixed 3.38000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128NHVH3 19998.34000000 PA USD 20594.76000000 0.002144237987 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 2.08000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374FNK6 24030.84000000 PA USD 25173.85000000 0.002620993177 Long ABS-MBS USGA US N 2 2034-02-20 Floating 16.20000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 1727000.00000000 PA USD 1657775.47000000 0.172600464268 Long DBT CORP US N 2 2028-06-05 Fixed 3.69000000 N N N N N N Flagship Credit Auto Trust N/A 33845AAC1 1700000.00000000 PA USD 1596802.69000000 0.166252240201 Long ABS-O CORP US N 2 2027-12-15 Fixed 1.96000000 N N N N N N CVS Pass-Through Trust N/A 126650BY5 458822.98000000 PA USD 492145.91000000 0.051240119118 Long DBT CORP US N 2 2034-01-10 Fixed 5.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AZK6 9637.45000000 PA USD 9764.80000000 0.001016669050 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 6.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BLW22 2500000.00000000 PA USD 2153833.50000000 0.224247896523 Long ABS-MBS USGSE US N 2 2031-11-25 Variable 1.76000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416B3M8 13640.26000000 PA USD 15287.17000000 0.001591634504 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392FA72 101995.23000000 PA USD 108636.07000000 0.011310721178 Long ABS-MBS USGSE US N 2 2032-12-25 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QA9 5154800.00000000 PA USD 5495701.41000000 0.572188834984 Long DBT UST US N 2 2039-02-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LF6B9 5000000.00000000 PA USD 4877885.95000000 0.507864541883 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 2.94000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SW9 12060000.00000000 PA USD 9872711.69000000 1.027904352620 Long DBT UST US N 2 2041-02-15 Fixed 1.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LFM43 2397806.49000000 PA USD 2239601.81000000 0.233177724714 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.44000000 N N N N N N Progress Residential Trust N/A 74333YAJ7 1700000.00000000 PA USD 1526670.55000000 0.158950382897 Long ABS-O CORP US N 2 2041-02-17 Fixed 3.93000000 N N N N N N CITIZENS BANK NA/RI DRMSV1Q0EKMEXLAU1P80 17401QAQ4 475000.00000000 PA USD 477683.81000000 0.049734387359 Long DBT CORP US N 2 2023-03-29 Fixed 3.70000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AL5 187000.00000000 PA USD 183972.13000000 0.019154388290 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398MZR0 53605.60000000 PA USD 7179.52000000 0.000747500797 Long ABS-MBS USGSE US N 2 2040-02-25 Floating 6.43000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BC7 233000.00000000 PA USD 234680.63000000 0.024433939593 Long DBT CORP US N 2 2023-08-01 Fixed 4.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339MWA2 48595.25000000 PA USD 52995.07000000 0.005517619153 Long ABS-MBS USGSE US N 2 2032-01-15 Fixed 6.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 670000.00000000 PA USD 575477.73000000 0.059916270430 Long DBT CORP US N 2 2032-04-22 Fixed 2.69000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MAPX6 1329734.62000000 PA USD 1303992.37000000 0.135766086865 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 330000.00000000 PA USD 284169.50000000 0.029586508256 Long DBT CORP GB N 2 2029-08-17 Fixed 2.21000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884LAF6 264000.00000000 PA USD 252772.08000000 0.026317543691 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N Consumer Receivables Asset Investment Trust N/A 21056K104 1670000.00000000 PA USD 1653703.14000000 0.172176470753 Long ABS-O CORP US N 2 2023-03-24 Floating 3.26000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AS8 419000.00000000 PA USD 370966.71000000 0.038623461097 Long DBT US N 2 2050-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LDLZ4 1000000.00000000 PA USD 975355.36000000 0.101549812389 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 2.64000000 N N N N N N Morgan Stanley Mortgage Loan Trust N/A 61745MA52 76738.62000000 PA USD 76713.66000000 0.007987096908 Long ABS-MBS CORP US N 2 2034-04-25 Variable 5.64000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 31395QDC1 287137.30000000 PA USD 286997.77000000 0.029880975585 Long ABS-MBS USGSE US N 2 2042-08-25 Floating 1.22000000 N N N N N N CAMPBELL SOUP CO 5493007JDSMX8Z5Z1902 134429BJ7 700000.00000000 PA USD 604535.82000000 0.062941674000 Long DBT CORP US N 2 2030-04-24 Fixed 2.38000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TB4 4870000.00000000 PA USD 3836646.88000000 0.399455200480 Long DBT UST US N 2 2051-11-15 Fixed 1.88000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHG7 354000.00000000 PA USD 342681.33000000 0.035678508775 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N FannieMae Grantor Trust N/A 31393YU78 58707.94000000 PA USD 64296.20000000 0.006694244287 Long ABS-MBS USGSE US N 2 2044-02-25 Fixed 7.00000000 N N N N N N DH EUROPE FINANCE II 222100KDGL314CKTZ511 23291KAJ4 134000.00000000 PA USD 116205.25000000 0.012098791702 Long DBT CORP LU N 2 2039-11-15 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M7X55 1489919.39000000 PA USD 1467525.01000000 0.152792403214 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.50000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664BU4 268000.00000000 PA USD 260821.38000000 0.027155602247 Long DBT CORP US N 2 2042-05-15 Fixed 4.40000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBJ3 400000.00000000 PA USD 409488.00000000 0.042634132421 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873AAA6 1418879.91000000 PA USD 1355728.26000000 0.141152605604 Long ABS-MBS CORP US N 2 2051-02-27 Variable 2.24000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411BE41 8827.14000000 PA USD 8783.79000000 0.000914530501 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 2.07000000 N N N N N N Airbus SE MINO79WLOO247M1IL051 009279AA8 327000.00000000 PA USD 319470.13000000 0.033261858288 Long DBT CORP NL N 2 2027-04-10 Fixed 3.15000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CF9 183000.00000000 PA USD 146133.18000000 0.015214759277 Long DBT CORP US N 2 2062-03-17 Fixed 3.04000000 N N N N N N Progress Residential Trust N/A 74331FAA9 4176303.30000000 PA USD 3746133.62000000 0.390031348468 Long ABS-O CORP US N 2 2038-04-17 Fixed 1.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L8UV4 2404203.91000000 PA USD 2383240.36000000 0.248132753827 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 2.92000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396KDK5 25621.27000000 PA USD 28258.42000000 0.002942145362 Long ABS-MBS USGSE US N 2 2036-08-25 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828VB3 4609000.00000000 PA USD 4589015.65000000 0.477788606513 Long DBT UST US N 2 2023-05-15 Fixed 1.75000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376J5Y1 93433.40000000 PA USD 99718.70000000 0.010382282901 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398WRF3 191810.83000000 PA USD 218767.37000000 0.022777119285 Long ABS-MBS USGSE US N 2 2040-02-15 Floating 15.65000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AM1 200000.00000000 PA USD 200221.65000000 0.020846218545 Long DBT CORP GB N 2 2025-12-10 Fixed 4.58000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RK6 2300000.00000000 PA USD 2042687.50000000 0.212675852209 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBG3 476000.00000000 PA USD 482004.33000000 0.050184221351 Long DBT CORP US N 2 2026-01-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395DEB1 19805.46000000 PA USD 17753.89000000 0.001848458800 Long ABS-MBS USGSE US N 2 2034-12-25 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374JBT2 6041.78000000 PA USD 6159.03000000 0.000641251759 Long ABS-MBS USGA US N 2 2034-09-20 Floating 7.00000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YBB5 390000.00000000 PA USD 353051.23000000 0.036758178240 Long DBT CORP US N 2 2027-09-15 Fixed 2.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617Y0BQ2 1042719.15000000 PA USD 997211.62000000 0.103825392340 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419ABT3 26246.22000000 PA USD 27710.25000000 0.002885072255 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 6.00000000 N N N N N N TOTALENERGIES CAPITAL 549300U37G2I8G4RUG09 89153VAX7 650000.00000000 PA USD 535277.37000000 0.055730781548 Long DBT CORP FR N 2 2041-06-29 Fixed 2.99000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGH1 440000.00000000 PA USD 394484.26000000 0.041072007430 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A8TL2 3497000.00000000 PA USD 3679317.84000000 0.383074776329 Long ABS-MBS USGSE US N 2 2041-04-15 Fixed 5.00000000 N N N N N N MLCC Mortgage Investors Inc N/A 59020UGG4 45604.91000000 PA USD 44405.36000000 0.004623295428 Long ABS-MBS CORP US N 2 2029-09-25 Floating 1.55000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 949803AA8 144730.14000000 PA USD 141290.53000000 0.014710563351 Long ABS-MBS CORP US N 2 2034-10-25 Variable 2.82000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394FDH5 49214.12000000 PA USD 52895.33000000 0.005507234653 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 18.29000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 230000.00000000 PA USD 204821.90000000 0.021325176824 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B4MN2 1828848.26000000 PA USD 1786234.10000000 0.185975025286 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LL2 5375000.00000000 PA USD 5299224.16000000 0.551732467290 Long DBT UST US N 2 2023-02-15 None 0.00000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398EP99 9511.78000000 PA USD 9718.66000000 0.001011865152 Long ABS-MBS USGSE US N 2 2039-07-15 Floating 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LDSB0 949013.98000000 PA USD 921462.60000000 0.095938729607 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 2.49000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374EVW4 34893.45000000 PA USD 1976.14000000 0.000205747212 Long ABS-MBS USGA US N 2 2033-11-16 Floating 5.96000000 N N N N N N UNITED AIR 2018-1 AA PTT N/A 909318AA5 569551.11000000 PA USD 528114.33000000 0.054984996577 Long DBT CORP US N 2 2030-03-01 Fixed 3.50000000 N N N N N N FannieMae Whole Loan N/A 31393ELF4 55434.00000000 PA USD 56202.58000000 0.005851571323 Long ABS-MBS USGSE US N 2 2043-06-25 Fixed 4.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395WA31 24062.25000000 PA USD 26872.99000000 0.002797900339 Long ABS-MBS USGSE US N 2 2035-05-15 Floating 19.78000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393RY20 14102.49000000 PA USD 16478.56000000 0.001715676916 Long ABS-MBS USGSE US N 2 2033-06-15 Floating 13.83000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TCVY1 15380.57000000 PA USD 16423.17000000 0.001709909947 Long ABS-MBS USGSE US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300LAQ8 58365.97000000 PA USD 60343.60000000 0.006282716546 Long ABS-MBS USGSE US N 2 2036-11-01 Floating 2.35000000 N N N N N N MARTIN MARIETTA MATERIAL 5299005MZ4WZECVATV08 573284AQ9 276000.00000000 PA USD 267850.84000000 0.027887479441 Long DBT CORP US N 2 2027-06-01 Fixed 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396WFQ4 13564.65000000 PA USD 13563.94000000 0.001412219195 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 1.07000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433UM6 50982.14000000 PA USD 50440.28000000 0.005251625387 Long ABS-MBS CORP US N 2 2034-11-21 Variable 2.76000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BH6 320000.00000000 PA USD 352435.52000000 0.036694073158 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N TRISTATE GEN&TRANS ASSN 549300VDHNFNPADSSV98 89566EAK4 124000.00000000 PA USD 116075.40000000 0.012085272277 Long DBT CORP US N 2 2046-06-01 Fixed 4.25000000 N N N N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 485170BB9 316000.00000000 PA USD 313836.14000000 0.032675271439 Long DBT CORP US N 2 2048-05-01 Fixed 4.70000000 N N N N N N UNITED AIR 2018-1 B PTT N/A 90932NAA1 680442.12000000 PA USD 651716.92000000 0.067853967560 Long DBT CORP US N 2 2026-03-01 Fixed 4.60000000 N N N N N N SOUTHERN NATURAL GAS N/A 843452AZ6 105000.00000000 PA USD 127715.10000000 0.013297147866 Long DBT CORP US N 2 2032-03-01 Fixed 8.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2U4 215000.00000000 PA USD 195076.66000000 0.020310544276 Long DBT CORP US N 2 2026-01-08 Fixed 1.45000000 N N N N N N XYLEM INC 549300DF5MV96DRYLQ48 98419MAL4 235000.00000000 PA USD 203844.74000000 0.021223439120 Long DBT CORP US N 2 2031-01-30 Fixed 2.25000000 N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBG9 123000.00000000 PA USD 120945.61000000 0.012592337632 Long DBT CORP US N 2 2025-02-05 Fixed 3.20000000 N N N N N N COMM Mortgage Trust N/A 12593PAW2 562000.00000000 PA USD 561512.52000000 0.058462272725 Long ABS-MBS CORP US N 2 2048-08-10 Fixed 3.76000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GKU6 20793.36000000 PA USD 23234.94000000 0.002419122193 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 7.50000000 N N N N N N JP Morgan Mortgage Trust N/A 466247LS0 31335.52000000 PA USD 30710.58000000 0.003197453733 Long ABS-MBS CORP US N 2 2035-02-25 Variable 2.63000000 N N N N N N JP Morgan Mortgage Trust N/A 466247DA8 3050.34000000 PA USD 3098.57000000 0.000322609804 Long ABS-MBS CORP US N 2 2034-07-25 Variable 2.30000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAH2 545000.00000000 PA USD 432504.99000000 0.045030562596 Long DBT US N 2 2033-04-01 Fixed 2.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376R5T9 3109458.95000000 PA USD 125699.88000000 0.013087331812 Long ABS-MBS USGA US N 2 2067-06-20 Variable 1.68000000 N N N N N N F&G GLOBAL FUNDI 6354009CCUKJIZ7KFX73 30321L2A9 300000.00000000 PA USD 273663.25000000 0.028492642615 Long DBT CORP US N 2 2026-06-30 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SL3 999000.00000000 PA USD 809853.40000000 0.084318458897 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261LAD0 415000.00000000 PA USD 415704.50000000 0.043281367710 Long DBT CORP US N 2 2023-07-14 Fixed 3.65000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BY4 420000.00000000 PA USD 405205.62000000 0.042188269401 Long DBT CORP US N 2 2039-06-15 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397S5E0 68076.80000000 PA USD 73244.14000000 0.007625865382 Long ABS-MBS USGSE US N 2 2051-05-25 Variable 5.85000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91835EAA7 1239981.04000000 PA USD 1186995.53000000 0.123584878211 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.24000000 N N N N N N Oportun Funding LLC N/A 68377GAA4 900000.00000000 PA USD 844146.63000000 0.087888922767 Long ABS-O CORP US N 2 2031-05-08 Fixed 1.47000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398LR34 116548.23000000 PA USD 99020.58000000 0.010309597644 Long ABS-MBS USGSE US N 2 2039-10-15 None 0.00000000 N N N N N N Golden Bear N/A 380797AA8 28358.39000000 PA USD 27731.30000000 0.002887263891 Long ABS-O CORP US N 2 2047-09-20 Fixed 5.65000000 N N N N N N Accelerated Assets N/A 00439KAB2 964257.86000000 PA USD 896814.10000000 0.093372433615 Long ABS-O CORP US N 2 2040-10-20 Fixed 1.90000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735BF6 133000.00000000 PA USD 130047.09000000 0.013539944652 Long DBT CORP US N 2 2028-01-12 Fixed 3.88000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396YTV4 67082.58000000 PA USD 10666.52000000 0.001110552265 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 6.32000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398LQK7 44769.82000000 PA USD 38088.48000000 0.003965609004 Long ABS-MBS USGSE US N 2 2036-04-15 None 0.00000000 N N N N N N FREMF Mortgage Trust 549300OFE1DNC7KO4K57 30292NAG8 4355000.00000000 PA USD 4294793.00000000 0.447155407442 Long ABS-MBS USGSE US N 2 2048-01-25 Variable 3.80000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RT7 280000.00000000 PA USD 237256.25000000 0.024702102088 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAE0 442174.50000000 PA USD 369242.57000000 0.038443951043 Long DBT CORP JE N 2 2040-09-30 Fixed 2.94000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 1145000.00000000 PA USD 967675.75000000 0.100750244368 Long DBT CORP US N 2 2032-05-01 Fixed 2.56000000 N N N N N N MASTR Resecuritization Trust N/A 576435BB6 5279.62000000 PA USD 4443.23000000 0.000462610030 Long ABS-MBS CORP US N 2 2035-05-28 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MEF5 6207.06000000 PA USD 6324.28000000 0.000658456880 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398GWF2 54471.79000000 PA USD 48155.37000000 0.005013730369 Long ABS-MBS USGSE US N 2 2040-01-25 None 0.00000000 N N N N N N ANHEUSER-BUSCH INBEV FIN 5493000EYEKDT0FBSQ91 035242AM8 154000.00000000 PA USD 152645.57000000 0.015892801363 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3128HXKY0 649363.35000000 PA USD 641750.75000000 0.066816332729 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 718549AE8 144000.00000000 PA USD 143078.56000000 0.014896725358 Long DBT CORP US N 2 2046-10-01 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398SES8 255155.34000000 PA USD 20495.17000000 0.002133869104 Long ABS-MBS USGSE US N 2 2040-11-25 Floating 3.77000000 N N N N N N JP Morgan Mortgage Trust N/A 46628KAT7 8184.84000000 PA USD 8155.95000000 0.000849162496 Long ABS-MBS CORP US N 2 2034-08-25 Variable 2.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394YRX4 61784.45000000 PA USD 67675.65000000 0.007046098112 Long ABS-MBS USGSE US N 2 2034-05-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XXC80 1883570.00000000 PA USD 1989890.75000000 0.207178881283 Long ABS-MBS USGA US N 2 2072-03-20 Floating 2.86000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QBB3 190000.00000000 PA USD 166341.20000000 0.017318731557 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N Progress Residential Trust N/A 74332VAJ4 1500000.00000000 PA USD 1393734.60000000 0.145109662544 Long ABS-O CORP US N 2 2027-04-17 Fixed 4.55000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AQC65 99587.24000000 PA USD 99545.74000000 0.010364275048 Long ABS-MBS USGSE US N 2 2022-11-25 Floating 1.38000000 N N N N N N Progress Residential Trust N/A 74331UAJ7 1660000.00000000 PA USD 1627731.76000000 0.169472442175 Long ABS-O CORP US N 2 2039-04-17 Fixed 5.20000000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAN6 140000.00000000 PA USD 116838.92000000 0.012164766701 Long DBT US N 2 2029-01-15 Fixed 2.00000000 N N N N N N Pretium Mortgage Credit Partners LLC N/A 741389AA8 1517803.27000000 PA USD 1452728.52000000 0.151251856204 Long ABS-O CORP US N 2 2060-09-27 Variable 2.24000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857492706 29747808.75000000 NS USD 29747808.75000000 3.097214124668 Long STIV RF US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392BQR0 232185.20000000 PA USD 250304.56000000 0.026060636103 Long ABS-MBS USGSE US N 2 2032-01-25 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SC3 296000.00000000 PA USD 299723.12000000 0.031205884391 Long DBT UST US N 2 2048-05-15 Fixed 3.13000000 N N N N N N Nvent Finance Sarl 549300KO1OQ4MVFB6X02 67078AAD5 337000.00000000 PA USD 338633.20000000 0.035257034860 Long DBT CORP LU N 2 2028-04-15 Fixed 4.55000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCS8 540000.00000000 PA USD 468281.25000000 0.048755433181 Long DBT UST US N 2 2031-08-15 Fixed 1.25000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAF4 201000.00000000 PA USD 164912.96000000 0.017170029340 Long DBT CORP GB N 2 2031-02-15 Fixed 1.90000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 1420000.00000000 PA USD 1302211.18000000 0.135580637010 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N Sequoia Mortgage Trust N/A 81744FFJ1 105960.13000000 PA USD 100444.48000000 0.010457847998 Long ABS-MBS CORP US N 2 2034-12-20 Floating 1.19000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LCC8 177282.37000000 PA USD 191830.56000000 0.019972574281 Long ABS-MBS USGA US N 2 2034-12-20 Fixed 6.50000000 N N N N N N TVA PRIN STRIP 549300HE1ISW43LNKM54 88059FAV3 2000000.00000000 PA USD 1802113.80000000 0.187628351470 Long DBT USGA US N 2 2025-11-01 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282A7 142000.00000000 PA USD 133746.25000000 0.013925085309 Long DBT UST US N 2 2026-08-15 Fixed 1.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JY4 290000.00000000 PA USD 281719.06000000 0.029331378964 Long DBT CORP US N 2 2023-11-15 Fixed 1.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XXAQ2 2392011.50000000 PA USD 2366143.55000000 0.246352707375 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AG8 425000.00000000 PA USD 425115.39000000 0.044261189171 Long DBT CORP US N 2 2028-03-01 Fixed 4.10000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 200000.00000000 PA USD 231165.30000000 0.024067938526 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828W48 279000.00000000 PA USD 276417.07000000 0.028779358530 Long DBT UST US N 2 2024-02-29 Fixed 2.13000000 N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAD6 200000.00000000 PA USD 165244.18000000 0.017204514544 Long DBT US N 2 2031-10-15 Fixed 2.40000000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAZ6 420000.00000000 PA USD 382656.70000000 0.039840572665 Long DBT US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397UEP0 261566.83000000 PA USD 276790.67000000 0.028818256158 Long ABS-MBS USGSE US N 2 2038-07-25 Fixed 5.50000000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 31392MH39 165206.95000000 PA USD 185745.81000000 0.019339056236 Long ABS-MBS USGSE US N 2 2042-02-25 Fixed 7.50000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A 22541Q4B5 30803.15000000 PA USD 30886.25000000 0.003215743739 Long ABS-MBS CORP US N 2 2033-12-25 Fixed 7.00000000 N N N N N N Chase Mortgage Finance Corporation N/A 161630AG3 32450.12000000 PA USD 32618.38000000 0.003396085678 Long ABS-MBS CORP US N 2 2037-02-25 Variable 2.46000000 N N N N N N Regents of the University of California Medical Center Pooled Revenue N/A 913366KD1 820000.00000000 PA USD 619567.07000000 0.064506663213 Long DBT MUN US N 2 2120-05-15 Fixed 3.71000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBB3 185000.00000000 PA USD 188424.43000000 0.019617942650 Long DBT CORP US N 2 2025-11-15 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398F4S7 5989.66000000 PA USD 696.50000000 0.000072516589 Long ABS-MBS USGSE US N 2 2039-12-25 Floating 5.51000000 N N N N N N American Homes 4 Rent N/A 02666AAA6 869967.20000000 PA USD 853134.47000000 0.088824698078 Long ABS-O CORP US N 2 2052-04-17 Fixed 3.47000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LJVU1 1694204.26000000 PA USD 1665653.39000000 0.173420679474 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 2.98000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAQ3 500000.00000000 PA USD 463079.78000000 0.048213878458 Long DBT US N 2 2030-01-15 Fixed 3.20000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LAA9 300000.00000000 PA USD 340776.82000000 0.035480219371 Long DBT CORP US N 2 2040-05-01 Fixed 5.75000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AQ1 250000.00000000 PA USD 231031.86000000 0.024054045326 Long DBT CORP CH N 2 2026-06-05 Fixed 2.19000000 N N N N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 485170BE3 500000.00000000 PA USD 405610.50000000 0.042230423769 Long DBT CORP US N 2 2050-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374TV48 67963.64000000 PA USD 72216.01000000 0.007518820901 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6.50000000 N N N N N N Oportun Funding LLC N/A 68377BAA5 505000.00000000 PA USD 489995.04000000 0.051016179768 Long ABS-O CORP US N 2 2028-03-08 Fixed 1.21000000 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAC6 220000.00000000 PA USD 185189.90000000 0.019281177274 Long DBT US N 2 2031-11-01 Fixed 2.63000000 N N N N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 775109CD1 370000.00000000 PA USD 329357.36000000 0.034291274225 Long DBT CORP CA N 2 2052-03-15 Fixed 4.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KNJ9 5937.75000000 PA USD 5971.02000000 0.000621676965 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 6.50000000 N N N N N N Salomon Brothers Mortgage Securities VII 549300VB2N1G56GWKB41 79549AYG8 16887.58000000 PA USD 17511.29000000 0.001823200329 Long ABS-MBS CORP US N 2 2033-09-25 Variable 2.24000000 N N N N N N Barrick Gold Corp 0O4KBQCJZX82UKGCBV73 725906AN1 140000.00000000 PA USD 161787.15000000 0.016844583423 Long DBT CORP CA N 2 2035-10-15 Fixed 6.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCZ2 472500.00000000 PA USD 432319.04000000 0.045011202280 Long DBT UST US N 2 2026-09-30 Fixed 0.88000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AF2 200000.00000000 PA USD 199456.00000000 0.020766502354 Long DBT CORP FR N 2 2025-03-17 Fixed 4.38000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2L7 230000.00000000 PA USD 214703.58000000 0.022354014918 Long DBT CORP FR N 2 2026-06-09 Fixed 2.22000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAHY3 1633359.21000000 PA USD 1708506.60000000 0.177882371709 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 4.50000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AF5 765000.00000000 PA USD 715284.14000000 0.074472313580 Long DBT CORP CH N 2 2029-01-12 Fixed 3.87000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 800000.00000000 PA USD 665363.80000000 0.069274822112 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N LIBERTY MUTUAL INSURANCE CNC20I6IOMGF7KY49D67 53079QAB3 200000.00000000 PA USD 224690.27000000 0.023393786203 Long DBT CORP US N 2 2025-05-15 Fixed 8.50000000 N N N N N N UNIV SOUTHERN CALIFORIA 0GMCSQ6M60R4T46U5511 914886AD8 310000.00000000 PA USD 215331.24000000 0.022419364182 Long DBT CORP US N 2 2120-10-01 Fixed 3.23000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418APP7 243876.97000000 PA USD 247609.33000000 0.025780020327 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EH9 688000.00000000 PA USD 584653.33000000 0.060871594507 Long DBT CORP US N 2 2046-08-15 Fixed 3.50000000 N N N N N N RFC PRINCIPAL STRIP N/A 76116FAB3 2000000.00000000 PA USD 1554308.58000000 0.161827935917 Long DBT USGA US N 2 2030-01-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SU3 11585100.00000000 PA USD 9123266.25000000 0.949875311155 Long DBT UST US N 2 2051-02-15 Fixed 1.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409V3L5 242958.12000000 PA USD 254785.15000000 0.026527135896 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AX2 615000.00000000 PA USD 577205.02000000 0.060096108449 Long DBT CORP US N 2 2024-09-01 Fixed 0.98000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CP5 345000.00000000 PA USD 305872.60000000 0.031846141846 Long DBT CORP US N 2 2027-12-02 Fixed 2.45000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BB9 530000.00000000 PA USD 505264.85000000 0.052606006824 Long DBT CORP US N 2 2024-02-15 Fixed 0.97000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAA4 900000.00000000 PA USD 871403.13000000 0.090726752521 Long ABS-O CORP US N 2 2026-03-20 Fixed 1.54000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BH6 200000.00000000 PA USD 172964.00000000 0.018008269058 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396YEP3 125833.90000000 PA USD 13952.34000000 0.001452657736 Long ABS-MBS USGSE US N 2 2038-02-25 Floating 5.33000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAB2 313000.00000000 PA USD 274670.37000000 0.028597499625 Long DBT CORP US N 2 2046-06-01 Fixed 4.38000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 1103000.00000000 PA USD 1068025.08000000 0.111198185758 Long DBT CORP GB N 2 2028-03-13 Fixed 4.04000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398FRT0 150491.05000000 PA USD 127337.91000000 0.013257876463 Long ABS-MBS USGSE US N 2 2037-10-25 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LCMZ5 1804316.95000000 PA USD 1802709.09000000 0.187690330509 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 3.76000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396QHD4 5767.85000000 PA USD 6286.63000000 0.000654536923 Long ABS-MBS USGSE US N 2 2039-07-25 Fixed 7.00000000 N N N N N N CK HUTCHISON INTL 19 LTD 254900FPY8WXG61CMU70 12564CAB2 285000.00000000 PA USD 275982.60000000 0.028734123379 Long DBT CORP KY N 2 2029-04-11 Fixed 3.63000000 N N N N N MID-ATLANTIC INTERSTATE N/A 59524QAA3 195000.00000000 PA USD 190712.86000000 0.019856204156 Long DBT CORP US N 2 2028-05-15 Fixed 4.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LDL50 1477000.00000000 PA USD 1440599.87000000 0.149989073240 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 2.64000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396P5P2 174664.87000000 PA USD 181954.95000000 0.018944368169 Long ABS-MBS USGSE US N 2 2037-03-25 Fixed 6.00000000 N N N N N N FannieMae Grantor Trust N/A 31392B6V3 164217.61000000 PA USD 182011.20000000 0.018950224677 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 7.50000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AC6 260000.00000000 PA USD 278990.97000000 0.029047341947 Long DBT CORP US N 2 2036-01-15 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397AJ95 79845.52000000 PA USD 69428.63000000 0.007228610863 Long ABS-MBS USGSE US N 2 2036-08-15 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KGYU6 915746.68000000 PA USD 925522.80000000 0.096361460198 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415RBR4 174345.10000000 PA USD 192713.64000000 0.020064516779 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 1757000.00000000 PA USD 1721193.32000000 0.179203258525 Long DBT CORP IE N 2 2035-11-15 Fixed 4.42000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RC4 4000000.00000000 PA USD 4277343.76000000 0.445338667492 Long DBT UST US N 2 2043-08-15 Fixed 3.63000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AD0 180000.00000000 PA USD 222337.77000000 0.023148854003 Long DBT CORP GB N 2 2037-09-15 Fixed 6.45000000 N N N N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 89680YAC9 1000000.00000000 PA USD 853065.98000000 0.088817567194 Long DBT CORP BM N 2 2031-06-15 Fixed 3.15000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAC4 95000.00000000 PA USD 95282.40000000 0.009920394392 Long DBT CORP KY N 2 2023-03-15 Fixed 4.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGL8 246000.00000000 PA USD 245729.36000000 0.025584285922 Long DBT CORP US N 2 2027-07-22 Fixed 4.30000000 N N N N N N GSR Mortgage Loan Trust N/A 36228FTW6 104530.14000000 PA USD 102004.43000000 0.010620263295 Long ABS-MBS CORP US N 2 2033-06-25 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396FZ71 22338.53000000 PA USD 21372.20000000 0.002225181702 Long ABS-MBS USGSE US N 2 2035-04-15 None 0.00000000 N N N N N N Chase Mortgage Finance Corporation N/A 16163LAA0 4986.08000000 PA USD 4857.37000000 0.000505728509 Long ABS-MBS CORP US N 2 2035-06-25 Variable 2.44000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BWC2 3997.86000000 PA USD 3993.46000000 0.000415781909 Long ABS-MBS USGA US N 2 2061-05-20 Floating 0.89000000 N N N N N N Progress Residential Trust N/A 74333HAJ4 2365000.00000000 PA USD 2042856.96000000 0.212693495657 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.43000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XXAR0 1978415.91000000 PA USD 1956411.22000000 0.203693136364 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N BXG Receivables Note Trust N/A 12434KAC0 2400000.00000000 PA USD 2394743.76000000 0.249330438445 Long ABS-O CORP US N 2 2037-09-28 Fixed 5.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393YQ99 36484.83000000 PA USD 34826.69000000 0.003626005434 Long ABS-MBS USGSE US N 2 2034-03-25 None 0.00000000 N N N N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 202712BQ7 250000.00000000 PA USD 199917.03000000 0.020814502818 Long DBT CORP AU N 2 2041-03-11 Fixed 3.31000000 N N N N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 00131LAF2 335000.00000000 PA USD 334684.40000000 0.034845902758 Long DBT CORP HK N 2 2028-04-06 Fixed 3.90000000 N N N N N N American Homes 4 Rent N/A 02665UAA3 1916085.99000000 PA USD 1907661.34000000 0.198617508166 Long ABS-O CORP US N 2 2036-10-17 Fixed 3.79000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GTH9 698583.25000000 PA USD 673808.58000000 0.070154056348 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822AH7 200000.00000000 PA USD 198519.52000000 0.020669000077 Long DBT CORP JP N 2 2023-09-13 Fixed 2.53000000 N N N N N N Countrywide Home Loans N/A 12669FZW6 255.11000000 PA USD 255.11000000 0.000026560957 Long ABS-MBS CORP US N 2 2019-06-25 Fixed 4.50000000 N N N N N N Pretium Mortgage Credit Partners LLC N/A 69362GAA9 1478562.95000000 PA USD 1403037.81000000 0.146078272826 Long ABS-O CORP US N 2 2051-07-25 Variable 2.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396LD23 107634.50000000 PA USD 11755.10000000 0.001223890541 Long ABS-MBS USGSE US N 2 2036-12-25 Floating 5.98000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467X1 260000.00000000 PA USD 267069.40000000 0.027806119264 Long DBT CORP US N 2 2025-11-24 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBQ3 8880000.00000000 PA USD 8100225.00000000 0.843360648639 Long DBT UST US N 2 2026-02-28 Fixed 0.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283NBA9 5585.04000000 PA USD 5653.84000000 0.000588653546 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 5.50000000 N N N N N N TEXAS EASTERN TRANSMISSI 549300SIOULUXXIDGA69 882384AD2 60000.00000000 PA USD 57674.64000000 0.006004835890 Long DBT CORP US N 2 2028-01-15 Fixed 3.50000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAM7 1900000.00000000 PA USD 1899318.28000000 0.197748864580 Long ABS-O CORP US N 2 2027-04-25 Fixed 6.19000000 N N N N N N Brookfield Finance Inc 549300XH8D8K6OYWGD17 11271LAC6 211000.00000000 PA USD 205536.09000000 0.021399535220 Long DBT CORP CA N 2 2028-01-25 Fixed 3.90000000 N N N N N N PUBLIC SERVICE OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BP4 360000.00000000 PA USD 278456.82000000 0.028991728542 Long DBT CORP US N 2 2051-08-15 Fixed 3.15000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAK5 500000.00000000 PA USD 492558.85000000 0.051283112657 Long DBT CORP US N 2 2042-02-15 Fixed 6.10000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AH6 109000.00000000 PA USD 118946.34000000 0.012384182224 Long DBT CORP US N 2 2041-03-15 Fixed 5.88000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAG8 465000.00000000 PA USD 450141.12000000 0.046866760731 Long DBT CORP GB N 2 2023-09-02 Fixed 0.75000000 N N N N N N Mayo Clinic 5493001OHMD58DCY4635 578454AD2 198000.00000000 PA USD 193413.60000000 0.020137393609 Long DBT CORP US N 2 2052-11-15 Fixed 4.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A5MR2 112923.77000000 PA USD 3380.79000000 0.000351993339 Long ABS-MBS USGSE US N 2 2039-10-15 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LJ7 355000.00000000 PA USD 353934.51000000 0.036850141561 Long DBT UST US N 2 2022-08-15 None 0.00000000 N N N N N TSMC ARIZONA CORP 2549005GOBWLCSY63Q97 872898AJ0 345000.00000000 PA USD 345997.51000000 0.036023775198 Long DBT CORP US N 2 2052-04-22 Fixed 4.50000000 N N N N N N Impac CMB Trust N/A 45254NPE1 83243.55000000 PA USD 79410.22000000 0.008267851158 Long ABS-MBS CORP US N 2 2035-05-25 Floating 1.27000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LR9 4300000.00000000 PA USD 4073640.56000000 0.424129964908 Long DBT UST US N 2 2024-05-15 None 0.00000000 N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAK6 281000.00000000 PA USD 270385.77000000 0.028151405469 Long DBT US N 2 2026-10-15 Fixed 3.38000000 N N N N N N Wachovia Bank Commercial Mortgage Trust N/A 92976BGA4 452594.40000000 PA USD 4.53000000 0.000000471644 Long ABS-MBS CORP US N 2 2045-03-15 Variable 0.00000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BC3 635000.00000000 PA USD 550288.07000000 0.057293631183 Long DBT CORP US N 2 2031-05-14 Fixed 2.75000000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A 90269CAH3 1547452.01000000 PA USD 683.51000000 0.000071164126 Long ABS-MBS CORP US N 2 2063-05-10 Variable 1.38000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CN0 310000.00000000 PA USD 288268.85000000 0.030013314978 Long DBT CORP US N 2 2025-12-02 Fixed 2.00000000 N N N N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 89680YAB1 450000.00000000 PA USD 423831.24000000 0.044127488987 Long DBT CORP BM N 2 2024-06-07 Fixed 1.15000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AQ5E6 694565.58000000 PA USD 692845.14000000 0.072136061242 Long ABS-MBS USGSE US N 2 2023-01-25 Fixed 2.15000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBG8 500000.00000000 PA USD 407582.75000000 0.042435765971 Long DBT CORP CA N 2 2041-12-02 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396GLR0 123577.47000000 PA USD 135065.10000000 0.014062398309 Long ABS-MBS USGSE US N 2 2036-01-15 Fixed 6.00000000 N N N N N N FREMF Mortgage Trust 549300J7N4IBRYXP6K82 30287EAG5 2000000.00000000 PA USD 1968250.20000000 0.204925760130 Long ABS-MBS USGSE US N 2 2047-11-25 Variable 3.96000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAH4 150000.00000000 PA USD 140939.69000000 0.014674035397 Long DBT CORP KY N 2 2025-02-15 Fixed 2.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QK7 3035000.00000000 PA USD 3365293.34000000 0.350379893655 Long DBT UST US N 2 2040-08-15 Fixed 3.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413K3R0 35681.76000000 PA USD 36697.41000000 0.003820776768 Long ABS-MBS USGSE US N 2 2037-07-01 Floating 1.55000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BG5 200000.00000000 PA USD 199275.38000000 0.020747696975 Long DBT CORP GB N 2 2029-05-18 Fixed 4.89000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375B8A3 636851.03000000 PA USD 636501.27000000 0.066269779410 Long ABS-MBS USGA US N 2 2063-08-20 Floating 0.94000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A0WW1 84115.72000000 PA USD 7654.78000000 0.000796982827 Long ABS-MBS USGSE US N 2 2040-08-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CK88 10503.51000000 PA USD 10812.56000000 0.001125757323 Long ABS-MBS USGSE US N 2 2037-07-01 Floating 1.89000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BP2 266000.00000000 PA USD 268776.36000000 0.027983840610 Long DBT CORP US N 2 2024-01-15 Fixed 3.85000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 264399DK9 500000.00000000 PA USD 550620.00000000 0.057328190309 Long DBT CORP US N 2 2028-12-01 Fixed 6.00000000 N N N N N N CVS PASS-THROUGH TR 2013 N/A 12665UAA2 443114.70000000 PA USD 444197.51000000 0.046247937576 Long DBT CORP US N 2 2036-01-10 Fixed 4.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376CLY3 500000.00000000 PA USD 545324.10000000 0.056776803939 Long ABS-MBS USGA US N 2 2039-09-20 Fixed 5.50000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 16061304.56000000 PA USD 16061304.56000000 1.672234071487 Long RA CORP US N 2 Repurchase N 0.00000000 2022-05-02 16311600.00000000 USD 16382598.69000000 USD UST N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAC7 220000.00000000 PA USD 235032.60000000 0.024470585198 Long DBT CORP US N 2 2036-10-01 Fixed 6.65000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDD5 747000.00000000 PA USD 668515.90000000 0.069603005231 Long DBT CORP US N 2 2026-01-08 Fixed 1.25000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WJA3 800000.00000000 PA USD 811428.64000000 0.084482466123 Long DBT MUN US N 2 2062-10-01 Fixed 4.46000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31358TSD2 26790.74000000 PA USD 27230.93000000 0.002835167515 Long ABS-MBS USGSE US N 2 2023-02-25 Fixed 8.00000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AF6 200000.00000000 PA USD 190677.25000000 0.019852496596 Long DBT CORP IT N 2 2032-06-19 Fixed 5.86000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AJ2 330000.00000000 PA USD 307631.21000000 0.032029240768 Long DBT CORP US N 2 2042-02-15 Fixed 4.49000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAE2 895000.00000000 PA USD 794196.41000000 0.082688320322 Long DBT CORP US N 2 2029-10-01 Fixed 3.25000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAT7 330000.00000000 PA USD 266975.04000000 0.027796294905 Long DBT US N 2 2032-08-01 Fixed 2.10000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAG6 510000.00000000 PA USD 489946.67000000 0.051011143691 Long DBT CORP KY N 2 2026-05-01 Fixed 4.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7C38 10250.72000000 PA USD 10966.39000000 0.001141773442 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 7.50000000 N N N N N N NORTHERN STATES PWR-MINN 3S1GHB0TEH85KX44SB51 665772CC1 89000.00000000 PA USD 107052.67000000 0.011145864369 Long DBT CORP US N 2 2037-07-01 Fixed 6.20000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 270000.00000000 PA USD 224744.07000000 0.023399387628 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BS6F5 1000000.00000000 PA USD 983827.60000000 0.102431905642 Long ABS-MBS USGSE US N 2 2025-09-25 Fixed 2.74000000 N N N N N N TYCO ELECTRONICS GROUP S C33G1C5SYE2YM95EE712 902133AY3 400000.00000000 PA USD 354453.56000000 0.036904182818 Long DBT CORP LU N 2 2032-02-04 Fixed 2.50000000 N N N N N N COCA-COLA FEMSA SAB CV 5493008KEVFYPMGTXO33 191241AH1 835000.00000000 PA USD 753170.00000000 0.078416826660 Long DBT CORP MX N 2 2030-01-22 Fixed 2.75000000 N N N N N N Firstkey Homes Trust N/A 33767JAJ1 2000000.00000000 PA USD 1841782.00000000 0.191758434138 Long ABS-O CORP US N 2 2037-10-19 Fixed 2.67000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAM1 270000.00000000 PA USD 262687.53000000 0.027349897773 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N HF SINCLAIR CORP N/A 403949AF7 224000.00000000 PA USD 230153.34000000 0.023962577596 Long DBT CORP US N 2 2026-04-01 Fixed 5.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCH2 7284500.00000000 PA USD 6585927.81000000 0.685698526859 Long DBT UST US N 2 2028-06-30 Fixed 1.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2K9 385000.00000000 PA USD 339119.91000000 0.035307709015 Long DBT CORP FR N 2 2031-01-13 Fixed 3.05000000 N N N N N N CGI INC 549300WSRCZY73ZG3090 12532HAA2 340000.00000000 PA USD 306217.53000000 0.031882054476 Long DBT CORP CA N 2 2026-09-14 Fixed 1.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133T1WB4 22331.40000000 PA USD 22844.19000000 0.002378438981 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409EL90 7804.98000000 PA USD 7810.50000000 0.000813195725 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 1.97000000 N N N N N N Banc of America Funding Corporation N/A 05946XGP2 31320.96000000 PA USD 30201.29000000 0.003144428645 Long ABS-MBS CORP US N 2 2034-10-25 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377NF41 163836.99000000 PA USD 142290.33000000 0.014814658235 Long ABS-MBS USGA US N 2 2040-12-20 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419ACT2 17039.94000000 PA USD 17266.69000000 0.001797733628 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 6.00000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BN1 310000.00000000 PA USD 270955.78000000 0.028210752463 Long DBT CORP US N 2 2027-11-24 Fixed 1.63000000 N N N N N N SES SA 5493008JPA4HYMH1HX51 78413HAA7 100000.00000000 PA USD 100069.22000000 0.010418777538 Long DBT CORP LU N 2 2023-04-04 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395PMJ8 909110.50000000 PA USD 976012.40000000 0.101618220573 Long ABS-MBS USGSE US N 2 2035-03-15 Fixed 5.50000000 N N N N N N MASSMUTUAL GLOBAL FUNDIN 549300K1IE3K7YU6VG29 57629WCE8 400000.00000000 PA USD 395946.07000000 0.041224204811 Long DBT CORP US N 2 2024-06-22 Fixed 2.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGZ6 200000.00000000 PA USD 195716.94000000 0.020377207481 Long DBT CORP US N 2 2026-01-23 Fixed 3.37000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DD4 435000.00000000 PA USD 429183.13000000 0.044684704795 Long DBT CORP US N 2 2023-02-04 Fixed 1.17000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAE3 240000.00000000 PA USD 222642.84000000 0.023180616582 Long DBT CORP US N 2 2025-10-01 Fixed 1.55000000 N N N N N N FannieMae Whole Loan N/A 31394ALV6 416568.99000000 PA USD 422347.43000000 0.043973001060 Long ABS-MBS USGSE US N 2 2034-08-25 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AJXA7 276172.46000000 PA USD 282127.48000000 0.029373901901 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 313399BB2 19649.96000000 PA USD 23188.09000000 0.002414244372 Long ABS-MBS USGSE US N 2 2031-08-15 Floating 19.49000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBW0 220000.00000000 PA USD 201978.91000000 0.021029176911 Long DBT UST US N 2 2026-04-30 Fixed 0.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LDEM1 2519381.51000000 PA USD 2478468.06000000 0.258047453090 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3.15000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBN9 970000.00000000 PA USD 702463.68000000 0.073137502329 Long DBT CORP US N 2 2050-11-10 Fixed 2.77000000 N N N N N N FannieMae Whole Loan 549300RF7M92JUSGM340 31394FSB2 20790.31000000 PA USD 20722.11000000 0.002157497122 Long ABS-MBS USGSE US N 2 2045-03-25 Floating 0.89000000 N N N N N N HARTFORD FINL SVCS GRP IU7C3FTM7Y3BQM112U94 416515BB9 360000.00000000 PA USD 333720.94000000 0.034745591440 Long DBT CORP US N 2 2043-04-15 Fixed 4.30000000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 31397KYA3 212170.04000000 PA USD 205126.29000000 0.021356868603 Long ABS-MBS USGSE US N 2 2037-10-25 Variable 1.49000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LUNQ5 1215.06000000 PA USD 1207.26000000 0.000125694727 Long ABS-MBS USGSE US N 2 2037-04-01 Floating 2.16000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WCX0 170000.00000000 PA USD 197526.21000000 0.020565580905 Long DBT MUN US N 2 2040-11-01 Fixed 5.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31387W3E5 27386.70000000 PA USD 28764.23000000 0.002994808128 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.00000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAA4 67000.00000000 PA USD 68473.38000000 0.007129154334 Long DBT CORP US N 2 2023-06-15 Fixed 5.45000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384MM66 11213.72000000 PA USD 10943.57000000 0.001139397522 Long ABS-MBS CORP US N 2 2034-05-25 Variable 3.03000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM4X9 1727983.03000000 PA USD 1580580.24000000 0.164563228358 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376JFB5 146770.06000000 PA USD 18555.86000000 0.001931956473 Long ABS-MBS USGA US N 2 2039-11-16 Floating 5.81000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396ELR5 218520.90000000 PA USD 237934.58000000 0.024772726896 Long ABS-MBS USGSE US N 2 2035-11-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288LTK7 89790.05000000 PA USD 94260.53000000 0.009814001675 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N CHILDREN'S HOSPITAL CORP 549300NXFO6BISJLOS32 16876BAB8 300000.00000000 PA USD 217983.90000000 0.022695547752 Long DBT CORP US N 2 2050-02-01 Fixed 2.59000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BX2 366000.00000000 PA USD 332060.21000000 0.034572683362 Long DBT CORP US N 2 2028-03-01 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416JAT8 338772.45000000 PA USD 360371.27000000 0.037520309376 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398QCA3 129683.22000000 PA USD 110450.69000000 0.011499651622 Long ABS-MBS USGSE US N 2 2036-12-15 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A0YK5 122716.23000000 PA USD 139620.75000000 0.014536713027 Long ABS-MBS USGSE US N 2 2036-12-15 Fixed 7.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BBTB8 2672347.32000000 PA USD 2398886.02000000 0.249761712772 Long ABS-MBS USGSE US N 2 2028-09-25 Fixed 0.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381RQY3 1239337.44000000 PA USD 1280118.47000000 0.133280438900 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 4.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288LUU3 200255.30000000 PA USD 220902.31000000 0.022999400071 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAC7 600000.00000000 PA USD 604276.37000000 0.062914661180 Long DBT CORP FR N 2 2024-07-11 Fixed 4.63000000 N N N N N N CarNow Auto Receivables Trust N/A 14369HAC2 1650000.00000000 PA USD 1620771.57000000 0.168747777076 Long ABS-O CORP US N 2 2026-01-15 Fixed 1.30000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 75513ECG4 140000.00000000 PA USD 140306.08000000 0.014608066644 Long DBT CORP US N 2 2024-03-15 Fixed 3.20000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAX2 408000.00000000 PA USD 403342.57000000 0.041994296634 Long DBT US N 2 2026-02-01 Fixed 3.65000000 N N N N N N Precision Castparts Corp 0XOOAY5P5J7Q734SEC89 740189AN5 150000.00000000 PA USD 148788.03000000 0.015491170861 Long DBT CORP US N 2 2035-06-15 Fixed 4.20000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BRQA6 1029006.06000000 PA USD 1027686.05000000 0.106998259150 Long ABS-MBS USGSE US N 2 2022-12-25 Fixed 2.31000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LS7 3175000.00000000 PA USD 2982264.70000000 0.310500596194 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 305000.00000000 PA USD 288784.44000000 0.030066995995 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 684000.00000000 PA USD 677984.20000000 0.070588803975 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N Capital Automotive LP N/A 14576AAC6 422166.67000000 PA USD 392329.58000000 0.040847671400 Long ABS-O CORP US N 2 2050-12-15 Fixed 3.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376JFW9 354974.14000000 PA USD 32190.37000000 0.003351523114 Long ABS-MBS USGA US N 2 2038-02-20 Floating 5.41000000 N N N N N N FannieMae Whole Loan N/A 31396VQB7 35222.02000000 PA USD 36660.72000000 0.003816956763 Long ABS-MBS USGSE US N 2 2037-04-25 Fixed 6.75000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BS5N9 1456000.00000000 PA USD 1424559.57000000 0.148319026074 Long ABS-MBS USGSE US N 2 2026-07-25 Fixed 2.72000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133T6VF5 37519.07000000 PA USD 38905.35000000 0.004050658001 Long ABS-MBS USGSE US N 2 2026-02-15 Fixed 6.50000000 N N N N N N TENN VALLEY AUTH 549300HE1ISW43LNKM54 88059FBG5 1300000.00000000 PA USD 998177.48000000 0.103925953537 Long DBT USGA US N 2 2030-05-01 None 0.00000000 N N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EM8 240000.00000000 PA USD 183266.99000000 0.019080972140 Long DBT CORP US N 2 2050-06-15 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397SMD3 118576.65000000 PA USD 6570.84000000 0.000684127648 Long ABS-MBS USGSE US N 2 2041-04-25 Variable 1.56000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397PAT7 15113.15000000 PA USD 1713.49000000 0.000178401221 Long ABS-MBS USGSE US N 2 2037-11-15 Floating 5.45000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAN0 215000.00000000 PA USD 193011.26000000 0.020095503696 Long DBT CORP GB N 2 2026-03-25 Fixed 1.67000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KN53 40032.62000000 PA USD 43827.34000000 0.004563114467 Long ABS-MBS USGA US N 2 2037-10-15 Fixed 7.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 12546WAA3 1872671.59000000 PA USD 1864037.45000000 0.194075576038 Long ABS-MBS CORP US N 2 2066-10-25 Variable 4.27000000 N N N N N N Business Jet Securities, LLC N/A 12327BAA4 713094.23000000 PA USD 656231.03000000 0.068323957312 Long ABS-O CORP US N 2 2036-04-15 Fixed 2.16000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406D7D2 14332.72000000 PA USD 15019.51000000 0.001563766894 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 8.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166QAF6 2100000.00000000 PA USD 2085649.23000000 0.217148843081 Long ABS-O CORP US N 2 2028-07-17 Fixed 4.56000000 N N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AY6 481000.00000000 PA USD 407688.98000000 0.042446826182 Long DBT CORP US N 2 2031-08-01 Fixed 4.25000000 N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AE5 220000.00000000 PA USD 223168.66000000 0.023235362703 Long DBT CORP US N 2 2027-05-15 Fixed 4.65000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAE7 239000.00000000 PA USD 180342.42000000 0.018776478469 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 680470.70000000 PA USD 13217.46000000 0.001376145185 Long ABS-O USGA US N 2 2038-08-25 Variable 0.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617Y9AU5 408759.07000000 PA USD 408268.98000000 0.042507213292 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BUWM6 300686.34000000 PA USD 301540.47000000 0.031395099070 Long ABS-MBS USGSE US N 2 2023-01-25 Fixed 2.93000000 N N N N N N TRAVELERS PPTY CASUALTY N/A 893939AE8 200000.00000000 PA USD 228996.87000000 0.023842170905 Long DBT CORP US N 2 2026-04-15 Fixed 7.75000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 433674AA6 1076572.41000000 PA USD 1038954.71000000 0.108171503647 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 225000.00000000 PA USD 208914.25000000 0.021751254735 Long DBT CORP US N 2 2060-06-01 Fixed 4.60000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376WBQ7 77727.25000000 PA USD 68558.82000000 0.007138049980 Long ABS-MBS USGA US N 2 2035-11-20 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396QKF5 36736.67000000 PA USD 6414.10000000 0.000667808553 Long ABS-MBS USGSE US N 2 2039-07-25 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396N2Q8 90832.36000000 PA USD 99388.24000000 0.010347876824 Long ABS-MBS USGSE US N 2 2036-04-15 Fixed 6.00000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AM5 85000.00000000 PA USD 82882.15000000 0.008629333603 Long DBT CORP US N 2 2026-06-15 Fixed 3.25000000 N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAW0 300000.00000000 PA USD 264081.13000000 0.027494993421 Long DBT CORP NL N 2 2029-12-13 Fixed 2.47000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AQ9 450000.00000000 PA USD 364794.31000000 0.037980817310 Long DBT CORP US N 2 2030-08-15 Fixed 1.60000000 N N N N N N FannieMae Whole Loan 549300BSAMDSBFTN8J04 31396L7E4 68941.95000000 PA USD 71427.98000000 0.007436774601 Long ABS-MBS USGSE US N 2 2046-09-25 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397EMU6 25806.83000000 PA USD 1765.14000000 0.000183778798 Long ABS-MBS USGSE US N 2 2037-01-15 Floating 5.85000000 N N N N N N FannieMae Grantor Trust N/A 31392A7A0 115038.40000000 PA USD 127010.47000000 0.013223784816 Long ABS-MBS USGSE US N 2 2031-11-25 Fixed 6.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKD3 2140000.00000000 PA USD 1659940.97000000 0.172825926830 Long DBT CORP US N 2 2043-02-01 Fixed 3.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416YJB5 8060.42000000 PA USD 8108.35000000 0.000844206588 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SX7 1020000.00000000 PA USD 902062.50000000 0.093918874489 Long DBT UST US N 2 2051-05-15 Fixed 2.38000000 N N N N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 26443TAA4 1200000.00000000 PA USD 1058784.67000000 0.110236113942 Long DBT CORP US N 2 2046-05-15 Fixed 3.75000000 N N N N N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802AB0 198000.00000000 PA USD 201214.61000000 0.020949601277 Long DBT CORP US N 2 2045-06-15 Fixed 4.60000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAX6 189000.00000000 PA USD 173830.14000000 0.018098447836 Long DBT CORP US N 2 2031-06-01 Fixed 3.05000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAN6 800000.00000000 PA USD 794968.00000000 0.082768654960 Long DBT CORP US N 2 2026-11-15 Fixed 4.38000000 N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2S9 185000.00000000 PA USD 176562.65000000 0.018382945045 Long DBT CORP US N 2 2024-01-08 Fixed 0.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398FTC5 54643.95000000 PA USD 9848.53000000 0.001025386658 Long ABS-MBS USGSE US N 2 2039-10-25 Fixed 5.50000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254BK5 300000.00000000 PA USD 290015.47000000 0.030195165553 Long DBT CORP GB N 2 2033-03-15 Fixed 4.87000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CZ6 600000.00000000 PA USD 582442.18000000 0.060641379062 Long DBT CORP US N 2 2024-02-01 Fixed 1.95000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FE2 112000.00000000 PA USD 118886.79000000 0.012377982133 Long DBT CORP US N 2 2041-06-01 Fixed 5.13000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 9292275C6 2785.97000000 PA USD 2833.98000000 0.000295061829 Long ABS-MBS CORP US N 2 2033-06-25 Floating 15.63000000 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555CM4 303000.00000000 PA USD 299288.17000000 0.031160599264 Long DBT CORP US N 2 2041-09-01 Fixed 5.05000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828WJ5 148000.00000000 PA USD 147375.63000000 0.015344117837 Long DBT UST US N 2 2024-05-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410QPY1 21345.92000000 PA USD 21256.18000000 0.002213102198 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 2.02000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A6CE0 196883.55000000 PA USD 7480.71000000 0.000778859406 Long ABS-MBS USGSE US N 2 2040-01-15 Floating 1.45000000 N N N N N N MLCC Mortgage Investors Inc N/A 59020UNN1 59326.41000000 PA USD 58596.17000000 0.006100781637 Long ABS-MBS CORP US N 2 2034-12-25 Variable 2.09000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAB6 183000.00000000 PA USD 148251.96000000 0.015435357554 Long DBT NUSS MX N 2 2047-01-15 Fixed 4.35000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAF5 265000.00000000 PA USD 255777.25000000 0.026630429088 Long DBT CORP NL N 2 2028-04-06 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAE1 690000.00000000 PA USD 575071.88000000 0.059874015071 Long DBT UST US N 2 2030-08-15 Fixed 0.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395BTU7 123918.29000000 PA USD 106333.74000000 0.011071012464 Long ABS-MBS USGSE US N 2 2036-03-25 None 0.00000000 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 024836AH1 250000.00000000 PA USD 233194.19000000 0.024279177842 Long DBT US N 2 2029-01-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F6J9 13118.08000000 PA USD 13802.75000000 0.001437083067 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 7.00000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BK9 430000.00000000 PA USD 393425.21000000 0.040961743691 Long DBT CORP JP N 2 2039-07-18 Fixed 3.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXA7 450000.00000000 PA USD 429998.99000000 0.044769648635 Long DBT CORP US N 2 2039-04-23 Fixed 4.41000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128NHQ71 22716.90000000 PA USD 23237.03000000 0.002419339795 Long ABS-MBS USGSE US N 2 2036-11-01 Floating 1.89000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375Y6G2 27454.80000000 PA USD 1330.25000000 0.000138499918 Long ABS-MBS USGA US N 2 2039-02-20 Floating 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396H2D0 64347.42000000 PA USD 56541.04000000 0.005886810325 Long ABS-MBS USGSE US N 2 2036-01-15 None 0.00000000 N N N N N N GSMPS Mortgage Loan Trust N/A 362341LL1 509098.75000000 PA USD 442041.99000000 0.046023514089 Long ABS-MBS CORP US N 2 2035-09-25 Floating 1.02000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375DYP7 143176.60000000 PA USD 13598.13000000 0.001415778911 Long ABS-MBS USGA US N 2 2038-12-20 Floating 6.71000000 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 632525AS0 590000.00000000 PA USD 551954.86000000 0.057467170201 Long DBT CORP AU N 2 2034-08-02 Fixed 3.93000000 N N N N N N Goodgreen Trust N/A 38218QAA8 738913.12000000 PA USD 685643.76000000 0.071386284475 Long ABS-O CORP KY N 2 2053-10-15 Fixed 3.26000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBD7 510000.00000000 PA USD 482159.66000000 0.050200393644 Long DBT US N 2 2026-11-18 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A1Y82 655697.60000000 PA USD 728064.65000000 0.075802965408 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 7.00000000 N N N N N N HEALTHCARE TRUST OF AMER 549300IYGAS4GE6VDL07 42225UAH7 280000.00000000 PA USD 227932.58000000 0.023731361599 Long DBT US N 2 2031-03-15 Fixed 2.00000000 N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MBP4 1240000.00000000 PA USD 1128378.75000000 0.117481950749 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04000000 N N N N N N AIB Group PLC 635400AKJBGNS5WNQL34 00135TAA2 700000.00000000 PA USD 706087.74000000 0.073514823897 Long DBT CORP IE N 2 2023-10-12 Fixed 4.75000000 N N N N N N Hilton Grand Vacations Trust N/A 43283AAA3 94053.59000000 PA USD 92871.27000000 0.009669357889 Long ABS-O CORP US N 2 2028-12-26 Fixed 2.66000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128287C8 2500000.00000000 PA USD 2504589.85000000 0.260767141711 Long DBT UST US N 2 2022-07-15 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394FVU6 21238.59000000 PA USD 24406.85000000 0.002541136431 Long ABS-MBS USGSE US N 2 2035-10-25 Floating 15.21000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833PA2 100000.00000000 PA USD 88326.28000000 0.009196153044 Long DBT UST US N 2 2026-08-15 None 0.00000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBB3 400000.00000000 PA USD 377700.19000000 0.039324522124 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B1XJ8 1032712.94000000 PA USD 1019604.20000000 0.106156811627 Long ABS-MBS USGSE US N 2 2028-03-25 Variable 3.16000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398LYU6 96567.48000000 PA USD 82348.47000000 0.008573769132 Long ABS-MBS USGSE US N 2 2040-01-15 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376JMG6 93320.80000000 PA USD 96484.06000000 0.010045506072 Long ABS-MBS USGA US N 2 2039-08-16 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393FH90 57497.86000000 PA USD 60916.40000000 0.006342354023 Long ABS-MBS USGSE US N 2 2032-11-15 Fixed 5.50000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 71644EAE2 100000.00000000 PA USD 114221.21000000 0.011892221975 Long DBT CORP CA N 2 2026-06-15 Fixed 7.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B6QJ3 314120.22000000 PA USD 266695.54000000 0.027767194566 Long ABS-MBS USGSE US N 2 2043-12-15 None 0.00000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69357PAA6 813320.62000000 PA USD 772365.05000000 0.080415332852 Long ABS-MBS CORP US N 2 2026-04-25 Variable 1.87000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129413U9 112458.28000000 PA USD 119046.56000000 0.012394616700 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735BG4 175000.00000000 PA USD 173100.09000000 0.018022438164 Long DBT CORP US N 2 2024-09-08 Fixed 3.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377LK72 159821.75000000 PA USD 175601.62000000 0.018282886727 Long ABS-MBS USGA US N 2 2040-10-16 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374L7K1 388930.92000000 PA USD 407543.56000000 0.042431685676 Long ABS-MBS USGA US N 2 2035-09-20 Fixed 5.50000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAB8 997000.00000000 PA USD 907818.00000000 0.094518112438 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128NHRV7 5952.31000000 PA USD 5933.78000000 0.000617799696 Long ABS-MBS USGSE US N 2 2036-11-01 Floating 2.25000000 N N N N N N INTL LEASE FINANCE CORP N/A 459745GN9 154000.00000000 PA USD 155254.46000000 0.016164427789 Long DBT CORP US N 2 2022-08-15 Fixed 5.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413GLM0 16210.68000000 PA USD 16388.67000000 0.001706317955 Long ABS-MBS USGSE US N 2 2037-08-01 Floating 2.62000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AC5 1253000.00000000 PA USD 1194925.88000000 0.124410552204 Long DBT CORP JP N 2 2027-09-17 Fixed 4.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128S42Q9 12798.73000000 PA USD 12755.21000000 0.001328017700 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 2.51000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBM1 260000.00000000 PA USD 260727.50000000 0.027145827865 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375QK73 27872.96000000 PA USD 1877.57000000 0.000195484527 Long ABS-MBS USGA US N 2 2038-06-20 Floating 5.61000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCLS5 2678740.20000000 PA USD 2454399.19000000 0.255541505686 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N HERO Funding Trust N/A 42770XAA5 135886.47000000 PA USD 132845.82000000 0.013831336404 Long ABS-O CORP US N 2 2042-09-20 Fixed 3.08000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBS9 4015000.00000000 PA USD 3644710.36000000 0.379471594099 Long DBT UST US N 2 2028-03-31 Fixed 1.25000000 N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBJ7 800000.00000000 PA USD 734171.58000000 0.076438792739 Long DBT CORP US N 2 2030-05-15 Fixed 3.63000000 N N N N N N Thornburg Mortgage Securities Trust N/A 885220EW9 16774.62000000 PA USD 16673.22000000 0.001735944079 Long ABS-MBS CORP US N 2 2044-03-25 Variable 1.49000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 693577AA6 1360079.89000000 PA USD 1299554.84000000 0.135304070294 Long ABS-MBS CORP US N 2 2026-01-25 Variable 2.12000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGE4 184000.00000000 PA USD 176141.69000000 0.018339116497 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523BZ2 367000.00000000 PA USD 374694.38000000 0.039011570093 Long DBT CORP US N 2 2026-02-25 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617Y9AT8 1238980.87000000 PA USD 1237495.39000000 0.128842706813 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 177376AG5 119000.00000000 PA USD 115858.77000000 0.012062717692 Long DBT CORP US N 2 2026-03-01 Fixed 1.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BXJ2 6492.48000000 PA USD 6572.89000000 0.000684341086 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6.00000000 N N N N N N SCF Equipment Trust Llc N/A 784033AJ1 1045000.00000000 PA USD 1000651.87000000 0.104183576400 Long ABS-O CORP US N 2 2031-11-20 Fixed 3.79000000 N N N N N N American Homes 4 Rent N/A 02666AAD0 1800000.00000000 PA USD 1753549.74000000 0.182572070053 Long ABS-O CORP US N 2 2052-04-17 Fixed 4.41000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAD2 200000.00000000 PA USD 168769.37000000 0.017571542192 Long DBT NUSS MX N 2 2048-02-10 Fixed 4.60000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LBE0 233000.00000000 PA USD 203572.97000000 0.021195143594 Long DBT CORP US N 2 2050-02-15 Fixed 3.55000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAT6 335000.00000000 PA USD 308547.18000000 0.032124607632 Long DBT CORP US N 2 2047-09-20 Fixed 5.20000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BD2 350000.00000000 PA USD 351104.68000000 0.036555511811 Long DBT CORP GB N 2 2023-09-12 Fixed 3.88000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAP0 172000.00000000 PA USD 157912.12000000 0.016441131937 Long DBT CORP US N 2 2046-12-01 Fixed 4.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWQ3 725000.00000000 PA USD 713634.94000000 0.074300605957 Long DBT CORP US N 2 2025-09-29 Fixed 3.27000000 N N N N N N CGI INC 549300WSRCZY73ZG3090 12532HAD6 609000.00000000 PA USD 502769.32000000 0.052346182955 Long DBT CORP CA N 2 2031-09-14 Fixed 2.30000000 N N N N N N NYU HOSPITALS CENTER N/A 62954RAA4 300000.00000000 PA USD 233502.10000000 0.024311236109 Long DBT CORP US N 2 2055-07-01 Fixed 3.38000000 N N N N N N Progress Residential Trust N/A 74333QAJ4 1845000.00000000 PA USD 1549251.85000000 0.161301450900 Long ABS-O CORP US N 2 2040-11-17 Fixed 2.81000000 N N N N N N FannieMae Whole Loan N/A 3139216U7 9070.04000000 PA USD 9380.84000000 0.000976692784 Long ABS-O USGSE US N 2 2032-01-25 Variable 5.11000000 N N N N N N FannieMae Whole Loan N/A 31393CX24 131610.14000000 PA USD 131151.23000000 0.013654902969 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 1.07000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526BL2 200000.00000000 PA USD 200552.55000000 0.020880670432 Long DBT CORP DE N 2 2022-11-16 Fixed 3.30000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044BV2 175000.00000000 PA USD 214399.29000000 0.022322333550 Long DBT CORP US N 2 2029-09-15 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410Q2C4 42457.92000000 PA USD 44360.16000000 0.004618589398 Long ABS-MBS USGSE US N 2 2036-03-01 Floating 2.73000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BS7 1007000.00000000 PA USD 1011107.41000000 0.105272162333 Long DBT CORP GB N 2 2024-05-18 Fixed 3.95000000 N N N N N N P4 SFR HOLDCO LLC N/A 000000000 1400000.00000000 PA USD 1400000.00000000 0.145761989092 Long ABS-O CORP US N 3 2026-10-11 Fixed 7.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413HJP4 31506.57000000 PA USD 33537.84000000 0.003491815905 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376CXX2 28025.72000000 PA USD 25063.28000000 0.002609481104 Long ABS-MBS USGA US N 2 2037-11-16 None 0.00000000 N N N N N N Headlands Residential N/A 42210AAA3 854738.04000000 PA USD 847733.46000000 0.088262368106 Long ABS-MBS CORP US N 2 2024-11-25 Variable 3.88000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AU9 165000.00000000 PA USD 162125.17000000 0.016879776615 Long DBT CORP US N 2 2023-03-09 Fixed 0.63000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAJ1 1315000.00000000 PA USD 1069908.24000000 0.111394252291 Long DBT CORP FR N 2 2032-01-20 Fixed 2.28000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BX7 119000.00000000 PA USD 126239.53000000 0.013143517853 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAA9 190000.00000000 PA USD 180312.85000000 0.018773399767 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N CK HUTCHISON INTL 16 LTD 254900OULDVPV9SGEO05 12563TAB6 350000.00000000 PA USD 337067.50000000 0.035094020898 Long DBT CORP KY N 2 2026-10-03 Fixed 2.75000000 N N N N N N SAFEHOLD OPERATING PARTN 54930012UY5Z4Q8NL108 78646UAB5 673000.00000000 PA USD 558867.14000000 0.058186847117 Long DBT US N 2 2032-01-15 Fixed 2.85000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDJ7 14241800.00000000 PA USD 12454899.16000000 1.296750625360 Long DBT UST US N 2 2031-11-15 Fixed 1.38000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAC5 300000.00000000 PA USD 299338.61000000 0.031165850861 Long DBT CORP US N 2 2023-05-01 Fixed 3.88000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 3136FAQR4 99615.36000000 PA USD 89912.07000000 0.009361258690 Long ABS-MBS USGSE US N 2 2032-08-25 None 0.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCY3 300000.00000000 PA USD 297954.89000000 0.031021783875 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397NGH2 20169.54000000 PA USD 2462.51000000 0.000256385968 Long ABS-MBS USGSE US N 2 2039-03-25 Floating 5.98000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833Y20 100000.00000000 PA USD 65150.89000000 0.006783230941 Long DBT UST US N 2 2036-05-15 None 0.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2B6 530000.00000000 PA USD 431416.26000000 0.044917208703 Long DBT CORP FR N 2 2035-08-12 Fixed 2.59000000 N N N N N N EDP Finance BV 5299007L43AQDFOW5739 26835PAF7 300000.00000000 PA USD 297411.55000000 0.030965213647 Long DBT CORP NL N 2 2024-07-15 Fixed 3.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GTF39 827222.29000000 PA USD 843510.01000000 0.087822640626 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MDJT6 1038399.10000000 PA USD 983801.31000000 0.102429168440 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N LP LMS 2021-2 Asset Securitization Trust N/A 50214JAA3 1507123.49000000 PA USD 1484392.90000000 0.154548615498 Long ABS-O CORP US N 2 2029-01-15 Fixed 1.75000000 N N N N N N CoreVest American Finance Ltd N/A 21872NAA8 865070.27000000 PA USD 831078.37000000 0.086528311644 Long ABS-O CORP US N 2 2052-10-15 Fixed 2.71000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BA9 600000.00000000 PA USD 482426.63000000 0.050228189414 Long DBT CORP US N 2 2031-01-15 Fixed 1.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L7CT1 971055.95000000 PA USD 969682.80000000 0.100959209797 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 3.29000000 N N N N N N VM Master Issuer, LLC 549300DTHP15ZDVADB72 92859MAA8 2000000.00000000 PA USD 1991200.00000000 0.207315194771 Long ABS-MBS CORP US N 2 2025-05-24 Variable 5.16000000 N N N N N N UNITED AIR 2019-1 A PTT N/A 90931EAA2 478308.02000000 PA USD 465219.03000000 0.048436607983 Long DBT CORP US N 2 2031-08-25 Fixed 4.55000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z94 515000.00000000 PA USD 465109.38000000 0.048425191695 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBD1 214000.00000000 PA USD 150061.79000000 0.015623789283 Long DBT US N 2 2050-06-15 Fixed 3.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HJHS3 397328.16000000 PA USD 397108.06000000 0.041345186221 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAH8 1700000.00000000 PA USD 1568040.22000000 0.163257615317 Long ABS-MBS CORP US N 2 2026-07-25 Variable 3.62000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 69000.00000000 PA USD 71493.88000000 0.007443635826 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N Deutsche Alt-A Securities INC Mortgage Loan Trust N/A 251510CX9 6279.06000000 PA USD 6240.28000000 0.000649711160 Long ABS-MBS CORP US N 2 2020-02-25 Variable 4.36000000 N N N N N N FORTIS INC 549300MQYQ9Y065XPR71 349553AM9 620000.00000000 PA USD 594612.54000000 0.061908504692 Long DBT CORP CA N 2 2026-10-04 Fixed 3.06000000 N N N N N N OKLAHOMA G&E CO 549300VJ8YXGPO8EV472 678858BW0 275000.00000000 PA USD 269010.61000000 0.028008229714 Long DBT CORP US N 2 2023-05-26 Fixed 0.55000000 N N N N N N FannieMae Whole Loan N/A 31392GWB7 74797.32000000 PA USD 75961.96000000 0.007908833132 Long ABS-MBS USGSE US N 2 2042-12-25 Variable 5.39000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6KG2 95729.06000000 PA USD 102001.57000000 0.010619965524 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137GARP4 113647.12000000 PA USD 13545.48000000 0.001410297220 Long ABS-MBS USGSE US N 2 2040-10-15 Floating 5.45000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 62955MAB2 2479231.74000000 PA USD 2292551.29000000 0.238690597233 Long ABS-O CORP US N 2 2026-07-25 Fixed 3.10000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A 22541SUD8 47158.60000000 PA USD 46509.99000000 0.004842420467 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 5.50000000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65559CAE1 228000.00000000 PA USD 204834.34000000 0.021326472023 Long DBT CORP FI N 2 2026-09-30 Fixed 1.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAM7 345000.00000000 PA USD 331919.49000000 0.034558032200 Long DBT CORP IE N 2 2024-08-14 Fixed 2.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEB3 6300000.00000000 PA USD 5889515.63000000 0.613191080727 Long DBT UST US N 2 2029-02-28 Fixed 1.88000000 N N N N N N Home Re Ltd N/A 43730GAA9 1600000.00000000 PA USD 1599985.92000000 0.166583664442 Long ABS-MBS CORP US N 2 2034-10-25 Floating 3.13000000 N N N N N N AIG SUNAMER GLOB FIN X 549300Q3UB1GMKCGGR05 00139PAA6 400000.00000000 PA USD 478579.16000000 0.049827607356 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 194815.83000000 0.020283387776 Long DBT CORP HK N 2 2029-04-09 Fixed 3.60000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLP1 802131.13000000 PA USD 747594.84000000 0.077836364938 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAW2 294000.00000000 PA USD 280809.66000000 0.029236696141 Long DBT CORP US N 2 2046-03-01 Fixed 4.11000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QAZ6 600000.00000000 PA USD 627701.40000000 0.065353574728 Long DBT CORP US N 2 2042-02-01 Fixed 5.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A0ML6 306157.11000000 PA USD 337552.39000000 0.035144505563 Long ABS-MBS USGSE US N 2 2046-11-15 Variable 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377WFA7 148303.91000000 PA USD 14027.47000000 0.001460479949 Long ABS-MBS USGA US N 2 2041-05-20 Floating 6.01000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WCH4 226000.00000000 PA USD 214581.56000000 0.022341310720 Long DBT CORP US N 2 2026-07-14 Fixed 2.35000000 N N N N N N Banc of America Mortgage Securities N/A 0605067V8 4997.00000000 PA USD 5029.13000000 0.000523611423 Long ABS-MBS CORP US N 2 2033-04-25 Variable 2.66000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2K6 1645000.00000000 PA USD 1548495.27000000 0.161222679039 Long DBT CORP US N 2 2026-11-12 Fixed 2.95000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CQ9 377000.00000000 PA USD 367602.24000000 0.038273166926 Long DBT CORP US N 2 2039-06-15 Fixed 4.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375JJ71 22651.50000000 PA USD 1694.60000000 0.000176434476 Long ABS-MBS USGA US N 2 2037-05-20 Floating 5.61000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAH8 200000.00000000 PA USD 164946.36000000 0.017173506805 Long DBT CORP US N 2 2031-02-15 Fixed 2.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31295NJF6 158660.80000000 PA USD 158930.68000000 0.016547180031 Long ABS-MBS USGSE US N 2 2031-12-01 Floating 2.51000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396WQH2 312726.40000000 PA USD 44372.19000000 0.004619841910 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 5.73000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398LQT8 136455.12000000 PA USD 114685.86000000 0.011940599338 Long ABS-MBS USGSE US N 2 2037-05-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359HG81 13152.90000000 PA USD 13541.89000000 0.001409923444 Long ABS-MBS USGSE US N 2 2024-05-17 Fixed 7.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PMT3 1196784.44000000 PA USD 1209513.32000000 0.125929333826 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 4.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DE2 885000.00000000 PA USD 850606.54000000 0.088561500860 Long DBT CORP US N 2 2024-02-04 Fixed 1.43000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAH3 123000.00000000 PA USD 125691.33000000 0.013086441623 Long DBT CORP US N 2 2025-05-25 Fixed 4.42000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828B66 6000000.00000000 PA USD 6011250.00000000 0.625865540664 Long DBT UST US N 2 2024-02-15 Fixed 2.75000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAF5 585000.00000000 PA USD 458422.94000000 0.047729028271 Long DBT CORP XX N 2 2041-05-11 Fixed 3.25000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAN9 500000.00000000 PA USD 423676.95000000 0.044111424974 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375QFE4 14944.19000000 PA USD 1532.30000000 0.000159536497 Long ABS-MBS USGA US N 2 2038-04-16 Floating 7.11000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHLM9 2492398.48000000 PA USD 2441716.63000000 0.254221051991 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CZ1 1125000.00000000 PA USD 1141057.49000000 0.118802006722 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N GSK CONSUMER HEALTHCARE 549300N8C3A3L0UVQB07 36264FAC5 530000.00000000 PA USD 500600.13000000 0.052120336206 Long DBT CORP US N 2 2029-03-24 Fixed 3.38000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433UE4 77816.97000000 PA USD 76984.19000000 0.008015263330 Long ABS-MBS CORP US N 2 2034-04-21 Variable 2.70000000 N N N N N N American Homes 4 Rent N/A 02665XAD1 270000.00000000 PA USD 268040.29000000 0.027907204162 Long ABS-O CORP US N 2 2036-12-17 Fixed 5.04000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334T4 4725000.00000000 PA USD 3525022.98000000 0.367010257971 Long DBT UST US N 2 2032-02-15 None 0.00000000 N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040QAC8 250000.00000000 PA USD 252249.66000000 0.026263151563 Long DBT US N 2 2026-04-01 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QSPN0 10588.94000000 PA USD 10652.21000000 0.001109062369 Long ABS-MBS USGSE US N 2 2037-09-01 Floating 2.02000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGN8 290000.00000000 PA USD 243931.12000000 0.025397060894 Long DBT CORP US N 2 2032-03-15 Fixed 2.36000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AY2 410000.00000000 PA USD 454432.41000000 0.047313551421 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A8J33 655279.34000000 PA USD 670506.85000000 0.069810294397 Long ABS-MBS USGSE US N 2 2041-03-15 Fixed 5.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGQ7 202000.00000000 PA USD 197694.80000000 0.020583133772 Long DBT CORP US N 2 2045-11-17 Fixed 4.90000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 290000.00000000 PA USD 247915.51000000 0.025811898474 Long DBT CORP US N 2 2028-03-25 Fixed 2.26000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JS7 625000.00000000 PA USD 615896.78000000 0.064124528377 Long DBT CORP US N 2 2023-03-10 Fixed 1.37000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAL5 2280000.00000000 PA USD 2187909.52000000 0.227795745420 Long DBT CORP KY N 2 2026-04-15 Fixed 4.25000000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A 90269CAD2 189762.86000000 PA USD 189530.36000000 0.019733087333 Long ABS-MBS CORP US N 2 2063-05-10 Fixed 3.53000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LT5 1600000.00000000 PA USD 1492575.47000000 0.155400549555 Long DBT UST US N 2 2024-11-15 None 0.00000000 N N N N N Toorak Mortgage Corp. N/A 89052LAA1 625991.62000000 PA USD 616324.93000000 0.064169105517 Long ABS-MBS CORP US N 2 2022-09-25 Variable 3.72000000 N N N N N N MEMORIAL HEALTH SERVICES 549300FTIZOMIONZZ882 58601VAC6 720000.00000000 PA USD 620259.25000000 0.064578730023 Long DBT CORP US N 2 2049-11-01 Fixed 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LJ5E6 3797000.00000000 PA USD 3721267.62000000 0.387442407311 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396X4C5 107174.94000000 PA USD 17118.28000000 0.001782281816 Long ABS-MBS USGSE US N 2 2037-12-25 Floating 5.78000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBL6 665000.00000000 PA USD 533484.02000000 0.055544065645 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SY5 4040000.00000000 PA USD 3509907.80000000 0.365436530327 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NGL3 135771.00000000 PA USD 143341.69000000 0.014924121324 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 6.00000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FBV9 66655.73000000 PA USD 65533.71000000 0.006823088515 Long ABS-MBS CORP US N 2 2033-09-25 Variable 2.52000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBS8 545000.00000000 PA USD 522638.46000000 0.054414872504 Long DBT CORP GB N 2 2049-06-19 Fixed 4.88000000 N N N N N N State of California N/A 13063A7D0 520000.00000000 PA USD 687184.78000000 0.071546728861 Long DBT MUN US N 2 2039-10-01 Fixed 7.30000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189TAD6 90000.00000000 PA USD 113141.87000000 0.011779845729 Long DBT CORP US N 2 2036-06-01 Fixed 7.29000000 N N N N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 74460DAJ8 220000.00000000 PA USD 190225.51000000 0.019805463366 Long DBT US N 2 2031-11-09 Fixed 2.25000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CL4 555000.00000000 PA USD 467196.94000000 0.048642539480 Long DBT CORP US N 2 2031-10-15 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128NUEF7 5380.48000000 PA USD 5382.60000000 0.000560413201 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 2.36000000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 06279JAB5 337000.00000000 PA USD 296988.95000000 0.030921214350 Long DBT CORP IE N 2 2027-09-30 Fixed 2.03000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591ES7 365000.00000000 PA USD 398401.20000000 0.041479822406 Long DBT USGA US N 2 2065-09-15 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7EG5 768883.03000000 PA USD 783948.79000000 0.081621382126 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286F2 215000.00000000 PA USD 211649.02000000 0.022035987246 Long DBT UST US N 2 2026-02-28 Fixed 2.50000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAV2 210000.00000000 PA USD 221807.35000000 0.023093628950 Long DBT CORP US N 2 2025-10-01 Fixed 6.13000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CK3 580000.00000000 PA USD 482029.30000000 0.050186821120 Long DBT CORP GB N 2 2031-08-18 Fixed 2.36000000 N N N N N N Freddie Mac - SCRT N/A 35563PDB2 1563964.02000000 PA USD 1546788.25000000 0.161044951446 Long ABS-MBS USGSE US N 2 2057-06-25 Fixed 3.50000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAZ7 228000.00000000 PA USD 224630.19000000 0.023387530931 Long DBT US N 2 2025-01-15 Fixed 3.20000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAH6 303000.00000000 PA USD 251554.36000000 0.026190759913 Long DBT CORP US N 2 2030-05-01 Fixed 2.25000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBJ2 300000.00000000 PA USD 253650.51000000 0.026409002051 Long DBT CORP US N 2 2050-10-15 Fixed 3.95000000 N N N N N N Ohio Edison Co N/A 677347CE4 150000.00000000 PA USD 179713.87000000 0.018711036541 Long DBT CORP US N 2 2036-07-15 Fixed 6.88000000 N N N N N N COTTAGE HEALTH SYSTEM N/A 22170QAA8 360000.00000000 PA USD 302942.42000000 0.031541064085 Long DBT CORP US N 2 2049-11-01 Fixed 3.30000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJZ6 972000.00000000 PA USD 809586.96000000 0.084290718309 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128NHQ97 35643.63000000 PA USD 37168.70000000 0.003869845459 Long ABS-MBS USGSE US N 2 2036-03-01 Floating 2.73000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A8N20 121690.54000000 PA USD 133237.23000000 0.013872088332 Long ABS-MBS USGSE US N 2 2036-04-15 Fixed 6.00000000 N N N N N N FREMF Mortgage Trust N/A 30285FAG4 853000.00000000 PA USD 846819.33000000 0.088167192816 Long ABS-MBS USGSE US N 2 2047-11-25 Variable 4.21000000 N N N N N N WISC ELEC POWER AENKIFMULUAWOUU8Q584 976656CE6 144000.00000000 PA USD 123462.69000000 0.012854405195 Long DBT CORP US N 2 2042-12-15 Fixed 3.65000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCS8 335000.00000000 PA USD 339348.59000000 0.035331518195 Long DBT CORP US N 2 2025-10-15 Fixed 3.95000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PAV4 493000.00000000 PA USD 422692.71000000 0.044008950131 Long DBT CORP US N 2 2031-11-24 Fixed 2.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394MWC0 14259.70000000 PA USD 14162.49000000 0.001474537652 Long ABS-MBS USGSE US N 2 2033-11-15 Floating 8.39000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WCW2 485000.00000000 PA USD 563530.67000000 0.058672393838 Long DBT MUN US N 2 2040-11-01 Fixed 5.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394AJV9 923185.33000000 PA USD 971749.68000000 0.101174404468 Long ABS-MBS USGSE US N 2 2034-07-25 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKK4 1540000.00000000 PA USD 1344200.17000000 0.139952350369 Long DBT CORP US N 2 2033-02-04 Fixed 2.97000000 N N N N N N Goodgreen Trust N/A 38218EAA5 898148.57000000 PA USD 842448.99000000 0.087712171779 Long ABS-O CORP KY N 2 2055-04-15 Fixed 2.76000000 N N N N N N TOTALENERGIES CAPITAL 549300U37G2I8G4RUG09 89153VAU3 200000.00000000 PA USD 169038.69000000 0.017599582634 Long DBT CORP FR N 2 2049-07-12 Fixed 3.46000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RLL8 2014532.76000000 PA USD 2010394.10000000 0.209313602053 Long ABS-MBS USGA US N 2 2065-11-20 Floating 0.84000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397P4L1 11866.73000000 PA USD 1798.26000000 0.000187227110 Long ABS-MBS USGSE US N 2 2037-11-15 Floating 5.90000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABS5 180000.00000000 PA USD 161821.85000000 0.016848196238 Long DBT CORP US N 2 2026-01-08 Fixed 1.30000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAG4 200000.00000000 PA USD 163653.19000000 0.017038867496 Long DBT CORP ES N 2 2030-12-03 Fixed 2.75000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HA8 130000.00000000 PA USD 95643.34000000 0.009957973915 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 23208.58000000 PA USD 22553.18000000 0.002348140269 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 480000.00000000 PA USD 473193.60000000 0.049266885972 Long DBT CORP VG N 2 2027-05-08 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LK4 3100000.00000000 PA USD 3076818.70000000 0.320345152705 Long DBT UST US N 2 2022-11-15 None 0.00000000 N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDY8 280000.00000000 PA USD 264978.38000000 0.027588411239 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398FPB1 12865.29000000 PA USD 13921.25000000 0.001449420779 Long ABS-MBS USGSE US N 2 2038-03-25 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374L5X5 9542.07000000 PA USD 9900.58000000 0.001030805881 Long ABS-MBS USGA US N 2 2035-09-16 Fixed 7.50000000 N N N N N N BOC Aviation Ltd 254900H06V5RMEB3KE72 09681LAJ9 200000.00000000 PA USD 198838.05000000 0.020702164053 Long DBT CORP SG N 2 2024-10-10 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AM2 395000.00000000 PA USD 374852.05000000 0.039027986016 Long DBT CORP US N 2 2029-09-15 Fixed 4.15000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FAS7 13096.07000000 PA USD 13270.52000000 0.001381669565 Long ABS-MBS CORP US N 2 2033-08-25 Variable 2.71000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LEGT2 1220296.65000000 PA USD 1192683.66000000 0.124177101885 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 2.70000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 1000000.00000000 PA USD 802713.79000000 0.083575113358 Long DBT CORP US N 2 2032-02-13 Fixed 1.79000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 31364HT56 22664.75000000 PA USD 22091.90000000 0.002300113776 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. S6XOOCT0IEG5ABCC6L87 3137BYMQ0 3215409.62000000 PA USD 3200384.33000000 0.333210275571 Long ABS-MBS USGSE US N 2 2024-09-25 Fixed 2.81000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAW2 391000.00000000 PA USD 340837.28000000 0.035486514206 Long DBT CORP FR N 2 2030-01-22 Fixed 3.00000000 N N N N N N Chase Mortgage Finance Corporation N/A 161630AC2 174317.37000000 PA USD 173613.11000000 0.018075851604 Long ABS-MBS CORP US N 2 2037-02-25 Variable 2.35000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384MVR0 15857.93000000 PA USD 16146.61000000 0.001681115707 Long ABS-MBS CORP US N 2 2033-07-25 Variable 2.17000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374XBQ7 19886.34000000 PA USD 3213.11000000 0.000334535217 Long ABS-MBS USGA US N 2 2039-03-20 Fixed 6.50000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAC3 380000.00000000 PA USD 368476.58000000 0.038364199453 Long DBT CORP US N 2 2027-04-05 Fixed 3.65000000 N N N N N N FannieMae Whole Loan N/A 31392DP97 174376.21000000 PA USD 192258.46000000 0.020017125392 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 7.00000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 257469AJ5 500000.00000000 PA USD 528923.47000000 0.055069240760 Long DBT CORP US N 2 2033-08-01 Fixed 5.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XVY72 2193238.85000000 PA USD 2246646.72000000 0.233911210496 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 4.00000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAL1 203000.00000000 PA USD 201095.57000000 0.020937207343 Long DBT US N 2 2027-04-01 Fixed 3.85000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJX1 1600000.00000000 PA USD 1473293.06000000 0.153392947815 Long DBT CORP US N 2 2027-06-01 Fixed 2.30000000 N N N N N N FannieMae Whole Loan N/A 31392CT61 82180.56000000 PA USD 88103.77000000 0.009172986258 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398FRR4 37918.30000000 PA USD 33245.86000000 0.003461416201 Long ABS-MBS USGSE US N 2 2037-03-25 None 0.00000000 N N N N N N TOLEDO EDISON COMPANY N/A 889175BD6 200000.00000000 PA USD 234098.51000000 0.024373331757 Long DBT CORP US N 2 2037-05-15 Fixed 6.15000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BA8 462000.00000000 PA USD 466357.42000000 0.048555132262 Long DBT CORP GB N 2 2026-04-05 Fixed 4.80000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LP4 575000.00000000 PA USD 553564.58000000 0.057634767337 Long DBT CORP US N 2 2028-07-24 Fixed 3.67000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393UZG1 3105.45000000 PA USD 3168.41000000 0.000329881245 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 14.86000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAU2 140000.00000000 PA USD 148418.72000000 0.015452719889 Long DBT CORP CA N 2 2049-04-01 Fixed 5.00000000 N N N N N N Chase Mortgage Finance Corporation N/A 161630AU2 22763.04000000 PA USD 23274.07000000 0.002423196241 Long ABS-MBS CORP US N 2 2037-02-25 Variable 2.46000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394UN81 29472.26000000 PA USD 34272.63000000 0.003568319085 Long ABS-MBS USGSE US N 2 2035-11-25 Floating 22.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MCX8 18934.30000000 PA USD 19289.19000000 0.002008307644 Long ABS-MBS USGSE US N 2 2037-11-01 Floating 1.50000000 N N N N N N BRITISH AIR 18-1 A PTT N/A 11043HAA6 412583.25000000 PA USD 387098.73000000 0.040303057757 Long DBT CORP US N 2 2031-09-20 Fixed 4.13000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BF3 260000.00000000 PA USD 246022.76000000 0.025614833471 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NE7 285000.00000000 PA USD 238613.29000000 0.024843391267 Long DBT CORP US N 2 2032-11-03 Fixed 2.52000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300MZIB10PDVAE312 95000FAT3 1915000.00000000 PA USD 1841805.06000000 0.191760835046 Long ABS-MBS CORP US N 2 2048-07-15 Fixed 2.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEEC2 1376150.24000000 PA USD 1342609.70000000 0.139786757461 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334Z0 715000.00000000 PA USD 484286.26000000 0.050421806105 Long DBT UST US N 2 2035-02-15 None 0.00000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAXX7 1693053.65000000 PA USD 1695213.38000000 0.176498338717 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 3.50000000 N N N N N N FELLS POINT FUNDING TR N/A 314382AA0 955000.00000000 PA USD 898934.68000000 0.093593219300 Long DBT CORP US N 2 2027-01-31 Fixed 3.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398TGY1 57550.10000000 PA USD 46844.85000000 0.004877284653 Long ABS-MBS USGSE US N 2 2040-07-25 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398FHB0 18604.83000000 PA USD 2217.01000000 0.000230825562 Long ABS-MBS USGSE US N 2 2039-10-25 Floating 5.23000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F1G44 1097000.00000000 PA USD 1096350.36000000 0.114147292296 Long ABS-MBS USGSE US N 2 2027-04-25 Fixed 3.24000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359X6B0 10223.25000000 PA USD 10058.24000000 0.001047220763 Long ABS-MBS USGSE US N 2 2023-10-25 None 0.00000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCZ2 95000.00000000 PA USD 78445.29000000 0.008167386789 Long DBT CORP US N 2 2050-02-01 Fixed 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412CBL3 82786.86000000 PA USD 87692.57000000 0.009130173879 Long ABS-MBS USGSE US N 2 2036-03-01 Floating 2.70000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JL2 1825000.00000000 PA USD 1750498.34000000 0.182254371386 Long DBT CORP US N 2 2025-07-01 Fixed 3.45000000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAL3 165000.00000000 PA USD 129407.80000000 0.013473384522 Long DBT CORP US N 2 2049-09-15 Fixed 3.15000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDT5 283000.00000000 PA USD 203221.78000000 0.021158579199 Long DBT CORP US N 2 2056-11-01 Fixed 2.94000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 540000.00000000 PA USD 492593.75000000 0.051286746296 Long DBT CORP US N 2 2026-02-04 Fixed 2.20000000 N N N N N N BB-UBS Trust N/A 05538UAA1 1500000.00000000 PA USD 1468200.45000000 0.152862727127 Long ABS-MBS CORP US N 2 2036-11-05 Fixed 3.43000000 N N N N N N BAKER HUGHES HLDGS LLC 549300XU3XH6F05YEQ93 057224AZ0 200000.00000000 PA USD 206925.16000000 0.021544159224 Long DBT CORP US N 2 2040-09-15 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MAH49 1076846.50000000 PA USD 1020226.34000000 0.106221586173 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63859UBH5 1000000.00000000 PA USD 897496.76000000 0.093443509243 Long DBT CORP GB N 2 2026-10-13 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31349UJY5 142125.00000000 PA USD 147063.36000000 0.015311605625 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 2.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396KJ52 99247.08000000 PA USD 85311.69000000 0.008882286876 Long ABS-MBS USGSE US N 2 2036-09-25 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GVM2 65669.42000000 PA USD 69788.79000000 0.007266109176 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 6.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAM3 250000.00000000 PA USD 223321.36000000 0.023251261171 Long DBT CORP KY N 2 2026-02-21 Fixed 2.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7JZ7 42454.82000000 PA USD 44355.84000000 0.004618139618 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 5.50000000 N N N N N N BRITISH AIR 19-1 AA PTT N/A 11043XAA1 403989.90000000 PA USD 371852.14000000 0.038715648267 Long DBT CORP US N 2 2032-12-15 Fixed 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396QAF6 167680.80000000 PA USD 20112.51000000 0.002094028188 Long ABS-MBS USGSE US N 2 2039-06-25 Floating 5.33000000 N N N N N N Emera US Finance LP N/A 29103DAM8 350000.00000000 PA USD 328501.11000000 0.034202125151 Long DBT CORP US N 2 2046-06-15 Fixed 4.75000000 N N N N N N FLEX INTERMEDIATE HOLDCO 549300290TQIGM30A243 33939HAA7 310000.00000000 PA USD 272536.87000000 0.028375368765 Long DBT CORP US N 2 2031-06-30 Fixed 3.36000000 N N N N N N FREMF Mortgage Trust N/A 30295RAS0 920000.00000000 PA USD 891407.14000000 0.092809484155 Long ABS-MBS USGSE US N 2 2049-11-25 Variable 3.70000000 N N N N N N Texas Health Resources 54930008C10TUBW7Z611 882484AA6 175000.00000000 PA USD 179153.78000000 0.018652722375 Long DBT CORP US N 2 2055-11-15 Fixed 4.33000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394VX47 619878.65000000 PA USD 95022.81000000 0.009893366996 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 6.03000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAN6 445000.00000000 PA USD 363556.68000000 0.037851960588 Long DBT CORP CA N 2 2050-01-25 Fixed 3.80000000 N N N N N N Towd Point Mortgage Trust N/A 89179TAA2 2306083.50000000 PA USD 2124771.84000000 0.221222121261 Long ABS-MBS CORP US N 2 2060-11-30 Variable 2.92000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKJ7 1445000.00000000 PA USD 1335899.86000000 0.139088157729 Long DBT CORP US N 2 2028-02-04 Fixed 2.55000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 649902T37 280000.00000000 PA USD 317454.73000000 0.033052023493 Long DBT MUN US N 2 2040-03-15 Fixed 5.60000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAP0 1225000.00000000 PA USD 1227749.95000000 0.127828053442 Long DBT CORP IE N 2 2023-09-15 Fixed 4.50000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAA1 400000.00000000 PA USD 399422.93000000 0.041586200547 Long DBT US N 2 2025-02-01 Fixed 3.85000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FCJK1 965000.00000000 PA USD 968056.93000000 0.100789931193 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 3.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128NHYS6 63917.50000000 PA USD 66300.11000000 0.006902882793 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 2.43000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 2259000.00000000 PA USD 1939850.29000000 0.201968883436 Long DBT CORP KY N 2 2027-11-18 Fixed 2.53000000 N N N N N N Freddie Mac - SCRT N/A 35563PLJ6 943118.42000000 PA USD 886917.43000000 0.092342034826 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200QW59 26534.64000000 PA USD 28666.03000000 0.002984583965 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320AV8 500000.00000000 PA USD 457618.47000000 0.047645270308 Long DBT CORP US N 2 2046-06-01 Fixed 4.50000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAH4 558000.00000000 PA USD 566616.86000000 0.058993714690 Long DBT CORP US N 2 2024-12-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132FYA80 975447.75000000 PA USD 1015205.10000000 0.105698796223 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.50000000 N N N N N N YALE-NEW HAVEN HLTH SRVC 549300AVJD56IH6OKW11 98459HAA0 390000.00000000 PA USD 280368.11000000 0.029190723851 Long DBT CORP US N 2 2050-07-01 Fixed 2.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAE9 600000.00000000 PA USD 573856.43000000 0.059747467635 Long DBT CORP ES N 2 2025-05-28 Fixed 2.75000000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AJ4 1179000.00000000 PA USD 1057672.40000000 0.110120309165 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CL4 375000.00000000 PA USD 359637.34000000 0.037443895735 Long DBT CORP US N 2 2029-06-15 Fixed 4.45000000 N N N N N N UMBS, TBA N/A 01F030652 760000.00000000 PA USD 717398.44000000 0.074692445418 Long ABS-MBS USGSE US N 2 2052-05-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396X6G4 30255.14000000 PA USD 1108.91000000 0.000115454948 Long ABS-MBS USGSE US N 2 2038-01-25 Floating 0.99000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JE8 2310000.00000000 PA USD 2308428.44000000 0.240343657922 Long DBT CORP US N 2 2022-06-16 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SK5 4745000.00000000 PA USD 4190984.19000000 0.436347279848 Long DBT UST US N 2 2049-11-15 Fixed 2.38000000 N N N N N N Freddie Mac - SCRT N/A 35563PJE0 1711324.38000000 PA USD 1678823.08000000 0.174791851053 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 1700000.00000000 PA USD 1616561.79000000 0.168309472857 Long ABS-MBS CORP US N 2 2026-01-25 Variable 4.45000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468G7 457000.00000000 PA USD 452630.63000000 0.047125957823 Long DBT CORP US N 2 2030-01-23 Fixed 4.43000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCU1 162000.00000000 PA USD 162155.38000000 0.016882921950 Long DBT CORP US N 2 2023-03-15 Fixed 2.80000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CE7 335000.00000000 PA USD 304396.17000000 0.031692422293 Long DBT CORP DE Y 2 2026-11-24 Fixed 2.13000000 N N N N N N AMSR Trust N/A 66981FAA8 2000000.00000000 PA USD 1838215.20000000 0.191387074236 Long ABS-O CORP US N 2 2037-11-17 Fixed 1.36000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 1805000.00000000 PA USD 1572863.55000000 0.163759799727 Long DBT CORP GB N 2 2028-09-22 Fixed 2.01000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BSRZ8 76089.73000000 PA USD 76245.89000000 0.007938394704 Long ABS-MBS USGSE US N 2 2022-09-25 Fixed 2.84000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398TGV7 289932.00000000 PA USD 29964.36000000 0.003119760511 Long ABS-MBS USGSE US N 2 2040-07-25 Floating 4.33000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409JVS6 16867.02000000 PA USD 17360.30000000 0.001807479899 Long ABS-MBS USGSE US N 2 2036-06-01 Floating 2.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398GL23 86470.26000000 PA USD 92340.48000000 0.009614094313 Long ABS-MBS USGSE US N 2 2040-02-25 Variable 6.20000000 N N N N N N Independence Plaza Trust N/A 45378YAA2 1590000.00000000 PA USD 1564093.49000000 0.162846698734 Long ABS-MBS CORP US N 2 2035-07-10 Fixed 3.76000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AX2 285000.00000000 PA USD 265605.39000000 0.027653692828 Long DBT US N 2 2031-01-15 Fixed 3.25000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EJ7 451000.00000000 PA USD 529223.03000000 0.055100429661 Long DBT USGA US N 2 2060-09-15 Fixed 4.63000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAN0 345000.00000000 PA USD 241472.58000000 0.025141088265 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 1285000.00000000 PA USD 1118184.87000000 0.116420607731 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 22535WAG2 360000.00000000 PA USD 334419.84000000 0.034818357907 Long DBT CORP FR N 2 2026-06-16 Fixed 1.91000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RV2 164000.00000000 PA USD 160393.28000000 0.016699459664 Long DBT UST US N 2 2047-02-15 Fixed 3.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HL4 220000.00000000 PA USD 170860.23000000 0.017789233558 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 84000.03000000 PA USD 82624.18000000 0.008602474874 Long ABS-MBS CORP US N 2 2033-06-25 Variable 2.58000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M52J8 46983.74000000 PA USD 51341.67000000 0.005345474244 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.50000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AV2 618000.00000000 PA USD 519938.47000000 0.054133761137 Long DBT CORP US N 2 2030-10-15 Fixed 2.65000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABW6 515000.00000000 PA USD 462145.49000000 0.048116604194 Long DBT CORP US N 2 2026-06-15 Fixed 1.50000000 N N N N N N Tricolor Auto Securitization Trust N/A 89615AAA5 342989.27000000 PA USD 343382.82000000 0.035751544902 Long ABS-O CORP US N 2 2026-11-15 Fixed 4.88000000 N N N N N N Sequoia Mortgage Trust N/A 81744FGA9 55670.22000000 PA USD 53635.92000000 0.005584341704 Long ABS-MBS CORP US N 2 2035-01-20 Floating 0.63000000 N N N N N N LHOME Mortgage Trust N/A 501894AA7 810000.00000000 PA USD 778478.28000000 0.081051816112 Long ABS-MBS CORP US N 2 2026-09-25 Variable 2.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MRU8 13700.43000000 PA USD 14452.77000000 0.001504760359 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 6.00000000 N N N N N N MEXICO CITY ARPT TRUST N/A 59284MAD6 200000.00000000 PA USD 159752.00000000 0.016632692343 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375PCK5 58220.09000000 PA USD 53078.67000000 0.005526323226 Long ABS-MBS USGA US N 2 2038-01-20 None 0.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BDXP8 2120112.61000000 PA USD 1943427.51000000 0.202341328224 Long ABS-MBS USGSE US N 2 2033-11-25 Fixed 1.00000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBU8 300000.00000000 PA USD 216948.77000000 0.022587774461 Long DBT CORP US N 2 2050-09-25 Fixed 3.98000000 N N N N N N HEALTHPEAK PROPERTIES PZ9HF5U52KPF0MH0QN75 42250PAD5 575000.00000000 PA USD 510272.25000000 0.053127355813 Long DBT US N 2 2028-12-01 Fixed 2.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398JSS3 70514.18000000 PA USD 6004.25000000 0.000625136730 Long ABS-MBS USGSE US N 2 2039-09-15 Floating 6.25000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AP4 200000.00000000 PA USD 199677.03000000 0.020789515049 Long DBT CORP GB N 2 2023-11-07 Fixed 2.91000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284S6 334000.00000000 PA USD 335878.75000000 0.034970253352 Long DBT UST US N 2 2023-05-31 Fixed 2.75000000 N N N N N N Revolving Single Family Home Notes Series 2021-1 N/A 98879EAA9 362897.13000000 PA USD 355021.36000000 0.036963299717 Long ABS-MBS CORP US N 2 2027-02-18 Fixed 2.25000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAC2 500000.00000000 PA USD 521260.29000000 0.054271383360 Long DBT CORP IT N 2 2040-10-01 Fixed 5.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397YS69 148350.69000000 PA USD 158253.48000000 0.016476672875 Long ABS-MBS USGSE US N 2 2039-01-15 Fixed 5.50000000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AD2 921000.00000000 PA USD 782660.69000000 0.081487270684 Long DBT CORP US N 2 2028-02-10 Fixed 1.30000000 N N N N N N JP Morgan Mortgage Trust N/A 466247ER0 1563.69000000 PA USD 1632.36000000 0.000169954314 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 5.00000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBS8 405000.00000000 PA USD 304368.18000000 0.031689508095 Long DBT CORP US N 2 2052-03-17 Fixed 3.00000000 N N N N N N ORIX Corp 35380016EMHNBOVYE123 686330AH4 201000.00000000 PA USD 201434.87000000 0.020972533802 Long DBT CORP JP N 2 2022-07-18 Fixed 2.90000000 N N N N N N SART 2018 1 N/A 000000000 709353.15000000 PA USD 711835.89000000 0.074113296595 Long ABS-O CORP US N 2 2025-06-15 Fixed 4.75000000 N N N N N N GLS Auto Receivables Trust N/A 36263XAG8 2500000.00000000 PA USD 2418152.75000000 0.251767681977 Long ABS-O CORP US N 2 2028-01-18 Fixed 3.97000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBH3 290000.00000000 PA USD 263786.72000000 0.027464340716 Long DBT UST US N 2 2026-01-31 Fixed 0.38000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AHAX6 167453.92000000 PA USD 169159.32000000 0.017612142111 Long ABS-MBS USGSE US N 2 2041-11-15 Fixed 4.00000000 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78574MAA1 375000.00000000 PA USD 315071.37000000 0.032803878283 Long DBT US N 2 2031-12-01 Fixed 3.20000000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62928CAA0 335000.00000000 PA USD 291382.62000000 0.030337507341 Long DBT CORP US N 2 2031-07-15 Fixed 3.25000000 N N N N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187BD0 300000.00000000 PA USD 303355.30000000 0.031584051378 Long DBT CORP US N 2 2023-09-01 Fixed 4.00000000 N N N N N N Prime Mortgage Trust N/A 74160MDK5 23400.96000000 PA USD 23265.79000000 0.002422334163 Long ABS-MBS CORP US N 2 2034-02-25 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BWP3 8859.68000000 PA USD 8803.59000000 0.000916591992 Long ABS-MBS USGA US N 2 2060-03-20 Floating 0.69000000 N Y N N N N United States Treasury 254900HROIFWPRGM1V77 912810SZ2 2500000.00000000 PA USD 2029687.50000000 0.211322348025 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QGH21 12370.40000000 PA USD 12467.05000000 0.001298015718 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 2.14000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128337N4 110000.00000000 PA USD 85365.47000000 0.008887886219 Long DBT UST US N 2 2030-11-15 None 0.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BP5 1100000.00000000 PA USD 1020348.35000000 0.106234289330 Long DBT CORP GB N 2 2028-05-22 Fixed 3.07000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 96145DAF2 300000.00000000 PA USD 301749.46000000 0.031416858212 Long DBT CORP US N 2 2025-03-15 Fixed 3.75000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CD2 130000.00000000 PA USD 129558.20000000 0.013489043525 Long DBT CORP US N 2 2038-11-01 Fixed 5.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376F4W9 220185.70000000 PA USD 25736.41000000 0.002679564509 Long ABS-MBS USGA US N 2 2039-09-20 Floating 5.50000000 N N N N N N LEAR CORP 549300UPNBTXA1SYTQ33 521865BC8 185000.00000000 PA USD 152853.50000000 0.015914450142 Long DBT CORP US N 2 2032-01-15 Fixed 2.60000000 N N N N N FannieMae Whole Loan N/A 31393XGQ4 44732.22000000 PA USD 48793.29000000 0.005080147860 Long ABS-MBS USGSE US N 2 2044-02-25 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393JLU0 194370.96000000 PA USD 205322.21000000 0.021377266953 Long ABS-MBS USGSE US N 2 2033-01-15 Fixed 5.30000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AQ8 230000.00000000 PA USD 208027.67000000 0.021658947832 Long DBT CORP US N 2 2030-05-14 Fixed 2.95000000 N N N N N N COMM Mortgage Trust N/A 20048JAA8 2410000.00000000 PA USD 2319841.66000000 0.241531953386 Long ABS-MBS CORP US N 2 2033-04-10 Variable 3.94000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BZ2 255000.00000000 PA USD 226835.44000000 0.023617132093 Long DBT CORP GB N 2 2027-01-14 Fixed 1.46000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LJF62 826296.39000000 PA USD 811100.13000000 0.084448263072 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 3.37000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A0GK7 102293.54000000 PA USD 102770.70000000 0.010700044037 Long ABS-MBS USGSE US N 2 2041-08-25 Floating 1.22000000 N N N N N N Impac Secured Assets Corp. N/A 45254TTN4 50352.48000000 PA USD 48873.81000000 0.005088531257 Long ABS-MBS CORP US N 2 2036-05-25 Floating 1.37000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398LSE9 15475.82000000 PA USD 13583.78000000 0.001414284851 Long ABS-MBS USGSE US N 2 2034-07-15 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617QY2W4 2129483.98000000 PA USD 2126930.77000000 0.221446899783 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AZ9 415000.00000000 PA USD 318891.88000000 0.033201653381 Long DBT CORP JP N 2 2050-07-09 Fixed 3.18000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAR4 395000.00000000 PA USD 387585.78000000 0.040353767311 Long DBT CORP GB N 2 2026-03-18 Fixed 3.51000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395BZL0 10980.14000000 PA USD 9768.25000000 0.001017028249 Long ABS-MBS USGSE US N 2 2036-04-25 None 0.00000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AD5 110000.00000000 PA USD 105093.19000000 0.010941851724 Long DBT CORP US N 2 2047-12-01 Fixed 4.38000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBD9 460000.00000000 PA USD 354327.66000000 0.036891074651 Long DBT CORP US N 2 2051-03-15 Fixed 2.90000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBK0 200000.00000000 PA USD 195647.33000000 0.020369959986 Long DBT CORP US N 2 2026-07-28 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ARVZ6 2182482.00000000 PA USD 2262090.43000000 0.235519143273 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 4.00000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABH4 694000.00000000 PA USD 704706.93000000 0.073371059888 Long DBT CORP US N 2 2025-05-01 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397S2U7 310162.84000000 PA USD 319419.31000000 0.033256567128 Long ABS-MBS USGSE US N 2 2041-05-25 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300LJJ5 93548.63000000 PA USD 97471.84000000 0.010148349484 Long ABS-MBS USGSE US N 2 2036-07-01 Floating 2.33000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAQ9 410000.00000000 PA USD 325021.21000000 0.033839812904 Long DBT CORP CA N 2 2051-05-13 Fixed 3.63000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 438000.00000000 PA USD 408000.48000000 0.042479258225 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374TAH7 57182.88000000 PA USD 4875.86000000 0.000507653608 Long ABS-MBS USGA US N 2 2039-02-20 Floating 5.36000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AQV80 3136551.48000000 PA USD 3083575.13000000 0.321048603188 Long ABS-MBS USGSE US N 2 2026-01-25 Variable 2.94000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDM5 225000.00000000 PA USD 211315.10000000 0.022001220929 Long DBT CORP US N 2 2024-10-15 Fixed 1.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AR26 489409.26000000 PA USD 485029.49000000 0.050499188022 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDR9 1533000.00000000 PA USD 1136101.64000000 0.118286024898 Long DBT CORP US N 2 2051-11-01 Fixed 2.89000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BT5 500000.00000000 PA USD 515227.01000000 0.053643224151 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350BK0 230000.00000000 PA USD 247766.51000000 0.025796385234 Long DBT CORP US N 2 2048-11-15 Fixed 5.35000000 N N N N N Firstkey Homes Trust N/A 33767WAJ2 3220000.00000000 PA USD 2824669.97000000 0.294092509540 Long ABS-O CORP US N 2 2038-08-17 Fixed 2.39000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L5RM4 386119.81000000 PA USD 393232.89000000 0.040941720159 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.97000000 N N N N N N Progress Residential Trust N/A 74333DAG9 2000000.00000000 PA USD 1794498.80000000 0.186835510365 Long ABS-O CORP US N 2 2038-04-19 Fixed 2.20000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKH4 940000.00000000 PA USD 783392.44000000 0.081563457353 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BC1 700000.00000000 PA USD 607406.74000000 0.063240581864 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2L4 52000.00000000 PA USD 49806.95000000 0.005185685787 Long DBT CORP US N 2 2025-01-14 Fixed 2.50000000 N N N N N N AIR CANADA 2013-1A PTT N/A 009089AA1 429201.05000000 PA USD 415349.06000000 0.043244360823 Long DBT CORP CA N 2 2025-05-15 Fixed 4.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398KQQ6 58309.20000000 PA USD 49467.86000000 0.005150381192 Long ABS-MBS USGSE US N 2 2036-05-15 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373AQT6 127851.22000000 PA USD 11552.93000000 0.001202841469 Long ABS-MBS USGA US N 2 2039-08-16 Floating 5.46000000 N N N N N N FannieMae Grantor Trust N/A 3136AV6R5 2032497.84000000 PA USD 2002028.87000000 0.208442650222 Long ABS-O USGSE US N 2 2027-06-25 Fixed 2.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QL5 16500000.00000000 PA USD 19143867.27000000 1.993177265852 Long DBT UST US N 2 2040-11-15 Fixed 4.25000000 N N N N N N Structured Asset Securities Corporation N/A 86359BBS9 32771.83000000 PA USD 32864.20000000 0.003421679401 Long ABS-MBS CORP US N 2 2033-12-25 Variable 2.07000000 N N N N N N CFIN 2022-RTL1 ISSUER LLC N/A 12531CAA4 2100000.00000000 PA USD 2100000.00000000 0.218642983638 Long ABS-O CORP US N 2 2026-02-16 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397BRF0 18618.69000000 PA USD 18623.37000000 0.001938985324 Long ABS-MBS USGSE US N 2 2023-08-15 Floating 0.80000000 N N N N N N GTP ACQUISITION PARTNERS N/A 36246MAU3 81000.00000000 PA USD 80162.32000000 0.008346156581 Long DBT CORP US N 2 2025-06-16 Fixed 3.48000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394BMK7 24788.35000000 PA USD 25281.46000000 0.002632197069 Long ABS-MBS USGSE US N 2 2024-09-25 Floating 16.04000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RGW3 36303.26000000 PA USD 37813.10000000 0.003936937621 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397MRT6 11456.74000000 PA USD 12360.92000000 0.001286965918 Long ABS-MBS USGSE US N 2 2038-09-25 Fixed 6.25000000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 31392W7B0 92606.12000000 PA USD 103931.62000000 0.010820914043 Long ABS-MBS USGSE US N 2 2043-09-25 Variable 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ACGA3 422334.46000000 PA USD 406103.85000000 0.042281789252 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395WSE8 15630.56000000 PA USD 18330.83000000 0.001908527316 Long ABS-MBS USGSE US N 2 2035-07-15 Floating 18.56000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L6S66 859491.11000000 PA USD 856463.04000000 0.089171254495 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 3.24000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCQ3 234000.00000000 PA USD 240385.40000000 0.025027895751 Long DBT CORP US N 2 2035-07-15 Fixed 4.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376R5A0 1436799.27000000 PA USD 1430089.99000000 0.148894829659 Long ABS-MBS USGA US N 2 2067-06-20 Floating 0.74000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398TDU2 119956.20000000 PA USD 128126.67000000 0.013339998767 Long ABS-MBS USGSE US N 2 2040-07-25 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F1G51 590000.00000000 PA USD 589518.97000000 0.061378184053 Long ABS-MBS USGSE US N 2 2027-05-25 Fixed 3.33000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AJ5 280000.00000000 PA USD 235216.11000000 0.024489691471 Long DBT CORP US N 2 2030-06-30 Fixed 2.00000000 N N N N N N LL ABS Trust N/A 50203YAB1 1900000.00000000 PA USD 1899681.37000000 0.197786667951 Long ABS-O CORP US N 2 2029-11-15 Fixed 5.05000000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 278058AP7 500000.00000000 PA USD 541704.72000000 0.056399969634 Long DBT CORP US N 2 2024-04-01 Fixed 7.63000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEH2 235000.00000000 PA USD 237939.90000000 0.024773280791 Long DBT CORP US N 2 2025-10-29 Fixed 4.15000000 N N N N N N COCA-COLA FEMSA SAB CV 5493008KEVFYPMGTXO33 191241AJ7 280000.00000000 PA USD 223328.00000000 0.023251952499 Long DBT CORP MX N 2 2032-09-01 Fixed 1.85000000 N N N N N N Prime Mortgage Trust N/A 74160MDQ2 1217.14000000 PA USD 1094.45000000 0.000113949434 Long ABS-MBS CORP US N 2 2034-02-25 None 0.00000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAK1 300000.00000000 PA USD 302223.34000000 0.031466196563 Long DBT CORP US N 2 2024-03-01 Fixed 3.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VUE29 2152635.80000000 PA USD 2272780.22000000 0.236632118311 Long ABS-MBS USGA US N 2 2071-11-20 Floating 2.34000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376WBS3 45537.46000000 PA USD 40019.52000000 0.004166660598 Long ABS-MBS USGA US N 2 2035-08-20 None 0.00000000 N N N N N N FannieMae Grantor Trust N/A 3139216A1 96346.69000000 PA USD 102975.79000000 0.010721397127 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373MA91 66610.20000000 PA USD 77391.90000000 0.008057712345 Long ABS-MBS USGA US N 2 2037-04-20 Floating 21.19000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBP4 35000.00000000 PA USD 26013.98000000 0.002708463906 Long DBT CORP US N 2 2051-06-04 Fixed 2.94000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 9292276K7 35433.07000000 PA USD 34533.70000000 0.003595500573 Long ABS-MBS CORP US N 2 2033-08-25 Variable 2.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LDUX9 1012000.00000000 PA USD 985884.30000000 0.102646040416 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 2.61000000 N N N N N N Chase Mortgage Finance Corporation N/A 16163LAD4 57823.06000000 PA USD 58090.01000000 0.006048082431 Long ABS-MBS CORP US N 2 2035-06-25 Variable 2.42000000 N N N N N N GSR Mortgage Loan Trust N/A 36242DCH4 70109.84000000 PA USD 69469.66000000 0.007232882730 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 6.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400FV0 300000.00000000 PA USD 262417.37000000 0.027321769873 Long DBT CORP US N 2 2042-03-15 Fixed 4.05000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAP8 330000.00000000 PA USD 295807.74000000 0.030798231836 Long DBT CORP GB N 2 2027-05-11 Fixed 1.63000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAX4 400000.00000000 PA USD 370990.08000000 0.038625894281 Long DBT CORP US N 2 2039-10-01 Fixed 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L8V68 1857115.97000000 PA USD 1836056.61000000 0.191162331113 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.11000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VUD53 1536367.17000000 PA USD 1626438.54000000 0.169337797661 Long ABS-MBS USGA US N 2 2071-08-20 Floating 2.41000000 N N N N N N CVS Pass-Through Trust N/A 126650BV1 128314.84000000 PA USD 137833.75000000 0.014350658260 Long DBT CORP US N 2 2033-01-10 Fixed 5.77000000 N N N N N N Bear Stearns Commercial Mortgage Securities Trust N/A 07383F6S2 2746.22000000 PA USD 3.22000000 0.000000335252 Long ABS-MBS CORP US N 2 2041-06-11 Variable 0.72000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXR0 290000.00000000 PA USD 234558.59000000 0.024421233312 Long DBT CORP US N 2 2032-01-27 Fixed 1.99000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDV0 768000.00000000 PA USD 544264.72000000 0.056666505842 Long DBT CORP US N 2 2063-11-01 Fixed 2.99000000 N N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 641423BZ0 52000.00000000 PA USD 55334.37000000 0.005761177025 Long DBT CORP US N 2 2040-09-15 Fixed 5.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396XC69 100297.69000000 PA USD 98863.65000000 0.010293258766 Long ABS-MBS USGSE US N 2 2036-06-27 Floating 0.66000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396XXQ2 44757.23000000 PA USD 6624.65000000 0.000689730115 Long ABS-MBS USGSE US N 2 2037-10-25 Floating 5.78000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AU7 410000.00000000 PA USD 374131.47000000 0.038952962320 Long DBT CORP NL N 2 2026-07-01 Fixed 1.40000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AB7 788000.00000000 PA USD 761278.05000000 0.079261002014 Long DBT CORP JP N 2 2025-09-17 Fixed 3.52000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBJ3 150000.00000000 PA USD 149699.82000000 0.015586102521 Long DBT CORP US N 2 2025-10-29 Fixed 4.20000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAN5 150000.00000000 PA USD 155563.12000000 0.016196564143 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828VS6 2000000.00000000 PA USD 2002734.38000000 0.208516104894 Long DBT UST US N 2 2023-08-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LC7C3 2773831.30000000 PA USD 2709470.29000000 0.282098413469 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 2.63000000 N N N N N N STELLANTIS FIN US INC 549300QZ0AI8Q7LNON33 85855CAB6 312000.00000000 PA USD 258302.96000000 0.026893395170 Long DBT CORP US N 2 2031-09-15 Fixed 2.69000000 N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00080QAF2 600000.00000000 PA USD 603582.00000000 0.062842366357 Long DBT CORP NL N 2 2025-07-28 Fixed 4.75000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DD9 500000.00000000 PA USD 462699.01000000 0.048174234320 Long DBT CORP US N 2 2047-09-12 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828G38 3380000.00000000 PA USD 3330356.25000000 0.346742393847 Long DBT UST US N 2 2024-11-15 Fixed 2.25000000 N N N N N FannieMae Whole Loan 549300NYN2EQDJFDHV88 31395N5A1 53723.60000000 PA USD 53721.35000000 0.005593236309 Long ABS-MBS USGSE US N 2 2046-02-25 Floating 0.89000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A0XM2 214566.48000000 PA USD 240093.86000000 0.024997541858 Long ABS-MBS USGSE US N 2 2036-12-15 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398LNT1 274159.71000000 PA USD 25368.44000000 0.002641253053 Long ABS-MBS USGSE US N 2 2039-12-15 Floating 5.79000000 N N N N N N SUMITOMO LIFE INSUR 549300I5OQCDADQSPI57 86564CAB6 250000.00000000 PA USD 241875.00000000 0.025182986508 Long DBT CORP JP N 2 2077-09-14 Fixed 4.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGT1 165000.00000000 PA USD 153450.07000000 0.015976562449 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 158000.00000000 PA USD 139245.81000000 0.014497675884 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDU6 150000.00000000 PA USD 151681.74000000 0.015792451522 Long DBT CORP US N 2 2023-05-22 Fixed 4.10000000 N N N N N N Thornburg Mortgage Securities Trust N/A 885220DW0 50772.71000000 PA USD 50735.43000000 0.005282355138 Long ABS-MBS CORP US N 2 2043-09-25 Floating 1.31000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MJPB5 1562364.01000000 PA USD 1534749.91000000 0.159791571171 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Life Storage LP X0MIGH67XZCB7HL1A534 53227JAB0 522000.00000000 PA USD 504663.63000000 0.052543410379 Long DBT US N 2 2029-06-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833PD6 550000.00000000 PA USD 474594.43000000 0.049412734377 Long DBT UST US N 2 2027-05-15 None 0.00000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BL9 500000.00000000 PA USD 434383.60000000 0.045226155403 Long DBT CORP US N 2 2030-05-15 Fixed 2.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BXT4 848722.28000000 PA USD 850054.26000000 0.088503999838 Long ABS-MBS USGA US N 2 2062-10-20 Floating 0.77000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394EWU8 6065.02000000 PA USD 6846.65000000 0.000712843801 Long ABS-MBS USGSE US N 2 2035-08-25 Floating 15.21000000 N N N N N N FOMENTO ECONOMICO MEX 549300A8MDWDJNMLV153 344419AC0 550000.00000000 PA USD 441375.00000000 0.045954069953 Long DBT CORP MX N 2 2050-01-16 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375JMV4 50630.36000000 PA USD 4188.12000000 0.000436049072 Long ABS-MBS USGA US N 2 2037-03-20 Floating 5.61000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QB7 1400000.00000000 PA USD 1633460.93000000 0.170068938758 Long DBT UST US N 2 2039-05-15 Fixed 4.25000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAV9 400000.00000000 PA USD 345340.26000000 0.035955345150 Long DBT US N 2 2032-03-15 Fixed 2.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828K74 46800.00000000 PA USD 45467.30000000 0.004733860061 Long DBT UST US N 2 2025-08-15 Fixed 2.00000000 N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAE2 141000.00000000 PA USD 150884.40000000 0.015709435904 Long DBT CORP US N 2 2042-03-15 Fixed 5.63000000 N N N N N N Union Carbide Corp QE84C8O80MNLK8IFRL44 905581AS3 210000.00000000 PA USD 275642.44000000 0.028698707380 Long DBT CORP US N 2 2096-10-01 Fixed 7.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412X5F7 19976.19000000 PA USD 19901.78000000 0.002072087885 Long ABS-MBS USGSE US N 2 2037-07-01 Floating 2.04000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AT5 230000.00000000 PA USD 222928.38000000 0.023210345781 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 253902.00000000 0.026435186110 Long DBT CORP PA N 2 2030-08-11 Fixed 2.50000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAE9 265000.00000000 PA USD 253345.41000000 0.026377236349 Long DBT CORP US N 2 2029-04-05 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413JLA0 6062.78000000 PA USD 6115.11000000 0.000636678997 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJZ3 946000.00000000 PA USD 822414.83000000 0.085626301056 Long DBT CORP US N 2 2029-06-14 Fixed 2.09000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAK3 775000.00000000 PA USD 680385.47000000 0.070838813897 Long DBT CORP US N 2 2030-02-15 Fixed 2.57000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397TXJ6 18356.18000000 PA USD 19936.95000000 0.002075749634 Long ABS-MBS USGSE US N 2 2038-06-15 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCV1 24000000.00000000 PA USD 21471562.56000000 2.235526905474 Long DBT UST US N 2 2028-08-31 Fixed 1.13000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QBG2 615000.00000000 PA USD 616783.50000000 0.064216849856 Long DBT NUSS MX N 2 2026-01-21 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HWSH6 4165000.00000000 PA USD 3884938.69000000 0.404483136397 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.62000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392X2G2 34237.72000000 PA USD 35313.74000000 0.003676714989 Long ABS-MBS USGSE US N 2 2032-10-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128S4X28 43970.25000000 PA USD 45369.38000000 0.004723665051 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 1.89000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873BAA4 480361.93000000 PA USD 460953.05000000 0.047992452461 Long ABS-O CORP US N 2 2051-03-27 Variable 2.24000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AHNE6 225280.93000000 PA USD 187616.37000000 0.019533810912 Long ABS-MBS USGSE US N 2 2043-12-25 None 0.00000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867229AD8 550000.00000000 PA USD 600124.11000000 0.062482345697 Long DBT CORP CA N 2 2034-12-01 Fixed 5.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373QDV0 437955.19000000 PA USD 447853.90000000 0.046628625204 Long ABS-MBS USGA US N 2 2033-04-20 Fixed 5.50000000 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAJ3 330000.00000000 PA USD 303750.62000000 0.031625210399 Long DBT US N 2 2030-01-15 Fixed 3.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DRD3 2855.47000000 PA USD 2849.25000000 0.000296651676 Long ABS-MBS USGSE US N 2 2036-08-01 Floating 2.13000000 N N N N N N American Tower Truste I 5493004YGM0MQZJOEJ36 03027WAJ1 400000.00000000 PA USD 399921.96000000 0.041638157408 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.07000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AV5 225000.00000000 PA USD 202589.58000000 0.021092757250 Long DBT CORP NL N 2 2027-04-01 Fixed 1.73000000 N N N N N N Business Jet Securities, LLC N/A 12326QAA2 1236557.26000000 PA USD 1237644.32000000 0.128858212765 Long ABS-O CORP US N 2 2034-07-15 Fixed 4.21000000 N N N N N N UNITED AIR 2016-1 B PTT N/A 90933HAA3 151203.71000000 PA USD 141407.74000000 0.014722766753 Long DBT CORP US N 2 2026-01-07 Fixed 3.65000000 N N N N N N Chase Funding Mortgage Loan Asset-Backed CTFS N/A 161546HA7 109269.39000000 PA USD 107440.99000000 0.011186294580 Long ABS-O CORP US N 2 2034-11-25 Variable 4.92000000 N N N N N N FannieMae Grantor Trust N/A 31392GVR3 157517.48000000 PA USD 172056.47000000 0.017913780930 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 7.00000000 N N N N N N ACTIVISION BLIZZARD 549300TPQQDBP9GNOF40 00507VAP4 405000.00000000 PA USD 330074.38000000 0.034365927269 Long DBT CORP US N 2 2030-09-15 Fixed 1.35000000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AZ0 535000.00000000 PA USD 508722.27000000 0.052965978550 Long DBT CORP US N 2 2029-11-19 Fixed 3.90000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 1067000.00000000 PA USD 1022996.96000000 0.106510051232 Long DBT CORP US N 2 2028-07-22 Fixed 3.59000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 264399ED4 100000.00000000 PA USD 114818.93000000 0.011954454015 Long DBT CORP US N 2 2032-10-15 Fixed 6.45000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 96145DAB1 350000.00000000 PA USD 346077.90000000 0.036032145060 Long DBT CORP US N 2 2024-09-15 Fixed 3.00000000 N N N N N N ADVANCED MICRO DEVICES R2I72C950HOYXII45366 983919AK7 860000.00000000 PA USD 760929.25000000 0.079224686456 Long DBT CORP US N 2 2030-06-01 Fixed 2.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418XEZ7 133461.40000000 PA USD 142152.25000000 0.014800281938 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FNH7 7390.48000000 PA USD 7313.82000000 0.000761483536 Long ABS-MBS CORP US N 2 2034-06-25 Variable 2.68000000 N N N N N N CAMILLO 2016 SFR1 N/A 133715AA0 1798676.28000000 PA USD 1814887.75000000 0.188958320299 Long ABS-O CORP US N 2 2023-12-05 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RRU2 2146442.26000000 PA USD 2147717.46000000 0.223611120698 Long ABS-MBS USGA US N 2 2066-03-20 Floating 0.94000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBD0 680000.00000000 PA USD 643387.15000000 0.066986707671 Long DBT CORP JP N 2 2026-05-25 Fixed 2.23000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8RN6 3498189.76000000 PA USD 3653441.77000000 0.380380671019 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 25389JAR7 154000.00000000 PA USD 149251.23000000 0.015539397256 Long DBT US N 2 2027-08-15 Fixed 3.70000000 N N N N N N American General Mortgage Loan Trust N/A 02639MAL0 497.87000000 PA USD 525.84000000 0.000054748203 Long ABS-MBS CORP US N 2 2035-12-25 Variable 5.75000000 N N N N N N American Homes 4 Rent N/A 02666AAE8 825000.00000000 PA USD 824474.48000000 0.085840742971 Long ABS-O CORP US N 2 2052-04-17 Fixed 5.64000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392DA93 107765.74000000 PA USD 114127.05000000 0.011882418440 Long ABS-MBS USGSE US N 2 2031-05-25 Fixed 6.00000000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAM8 523000.00000000 PA USD 444259.24000000 0.046254364639 Long DBT US N 2 2031-04-15 Fixed 2.75000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 240000.00000000 PA USD 212295.29000000 0.022103274103 Long DBT CORP US N 2 2030-10-01 Fixed 2.78000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283LA48 1927.13000000 PA USD 2024.28000000 0.000210759342 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 10.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828XG0 1000000.00000000 PA USD 1002369.23000000 0.104362380549 Long DBT UST US N 2 2022-06-30 Fixed 2.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412EJ23 5894.92000000 PA USD 5989.51000000 0.000623602065 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 1.79000000 N N N N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103HAF4 747000.00000000 PA USD 733287.14000000 0.076346708644 Long DBT CORP US N 2 2027-09-01 Fixed 3.60000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AJ2 150000.00000000 PA USD 133248.11000000 0.013873221111 Long DBT CORP US N 2 2042-07-01 Fixed 4.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VUE60 1745541.15000000 PA USD 1843230.01000000 0.191909194722 Long ABS-MBS USGA US N 2 2071-11-20 Floating 2.34000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873CAA2 2007072.92000000 PA USD 1934254.31000000 0.201386254025 Long ABS-O CORP US N 2 2051-02-27 Variable 1.89000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VAM5 161000.00000000 PA USD 198582.09000000 0.020675514597 Long DBT CORP US N 2 2038-04-15 Fixed 7.55000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAJ7 153000.00000000 PA USD 144234.96000000 0.015017124761 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 106338.70000000 PA USD 103593.10000000 0.010785668794 Long ABS-MBS CORP US N 2 2034-10-19 Floating 1.21000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687CP9 200000.00000000 PA USD 211654.52000000 0.022036559882 Long DBT CORP US N 2 2023-04-26 Fixed 8.88000000 N N N N N N ESTEE LAUDER CO INC 549300VFZ8XJ9NUPU221 29736RAQ3 549000.00000000 PA USD 500830.79000000 0.052144351535 Long DBT CORP US N 2 2030-04-15 Fixed 2.60000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374ECZ8 276135.01000000 PA USD 287060.40000000 0.029887496352 Long ABS-MBS USGA US N 2 2033-11-20 Fixed 6.00000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AN7 165000.00000000 PA USD 171131.73000000 0.017817500972 Long DBT CORP US N 2 2027-06-15 Fixed 5.75000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TUUU0 16950.15000000 PA USD 17967.02000000 0.001870648980 Long ABS-MBS USGSE US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396N7B6 13127.45000000 PA USD 11316.92000000 0.001178269121 Long ABS-MBS USGSE US N 2 2036-04-15 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BPM4 46945.94000000 PA USD 51025.97000000 0.005312604916 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 7.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDL7 360000.00000000 PA USD 298800.84000000 0.031109860557 Long DBT CORP US N 2 2031-06-10 Fixed 2.70000000 N N N N N N HANOVER INSURANCE GROUP JJYR6MFKFF6CF8DBZ078 410867AG0 250000.00000000 PA USD 212719.30000000 0.022147420204 Long DBT CORP US N 2 2030-09-01 Fixed 2.50000000 N N N N N N CADILLAC FAIRVIEW PRP TR N/A 68327LAB2 325000.00000000 PA USD 323410.25000000 0.033672086666 Long DBT CORP CA N 2 2027-03-20 Fixed 3.88000000 N N N N N N AIR CANADA 2017-1A PTT N/A 00908PAB3 332424.00000000 PA USD 307729.02000000 0.032039424326 Long DBT CORP CA N 2 2030-01-15 Fixed 3.55000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TD0 1950000.00000000 PA USD 1681875.00000000 0.175109603860 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VAY9 161000.00000000 PA USD 145995.19000000 0.015200392351 Long DBT CORP US N 2 2043-02-15 Fixed 4.45000000 N N N N N N LYB INT FINANCE III N/A 50249AAF0 128000.00000000 PA USD 117422.50000000 0.012225526545 Long DBT CORP US N 2 2025-10-01 Fixed 1.25000000 N N N N N N MRCD Mortgage Trust N/A 55348UAQ1 1443000.00000000 PA USD 1333941.38000000 0.138884249200 Long ABS-MBS CORP US N 2 2036-12-15 Fixed 2.72000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HP5 205000.00000000 PA USD 189857.61000000 0.019767159198 Long DBT CORP US N 2 2026-03-01 Fixed 2.95000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49306SAA4 250000.00000000 PA USD 250175.19000000 0.026047166654 Long DBT CORP US N 2 2022-05-22 Fixed 3.18000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HBH65 1187237.49000000 PA USD 1210484.45000000 0.126030443712 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 4.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAE3 200000.00000000 PA USD 199617.87000000 0.020783355563 Long DBT CORP CH N 2 2023-08-15 Fixed 2.86000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BL4 370000.00000000 PA USD 359524.38000000 0.037432134825 Long DBT CORP GB N 2 2030-05-08 Fixed 4.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LFVK7 2593165.00000000 PA USD 2403471.58000000 0.250239141591 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.58000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395NXA0 62421.78000000 PA USD 62214.70000000 0.006477527444 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 0.96000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396NGH3 18533.46000000 PA USD 16685.04000000 0.001737174727 Long ABS-MBS USGSE US N 2 2036-04-15 None 0.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBT2 180000.00000000 PA USD 177762.26000000 0.018507843287 Long DBT CORP US N 2 2027-01-17 Fixed 4.35000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RE0 4790000.00000000 PA USD 5125300.00000000 0.533624230496 Long DBT UST US N 2 2044-02-15 Fixed 3.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300LLL7 106416.96000000 PA USD 110278.07000000 0.011481679168 Long ABS-MBS USGSE US N 2 2036-02-01 Floating 2.36000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDE3 149000.00000000 PA USD 120781.14000000 0.012575213722 Long DBT CORP US N 2 2031-01-08 Fixed 2.35000000 N N N N N N UNITED AIR 2016-2 AA PTT N/A 90932EAA1 457272.72000000 PA USD 424343.83000000 0.044180857657 Long DBT CORP US N 2 2028-10-07 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MVC8 31847.22000000 PA USD 33592.93000000 0.003497551640 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 6.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2R4 775000.00000000 PA USD 662205.19000000 0.068945961201 Long DBT CORP FR N 2 2029-09-15 Fixed 2.16000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GGB3 20.55000000 PA USD 20.57000000 0.000002141660 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 6.00000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DD3 300000.00000000 PA USD 301739.65000000 0.031415836837 Long DBT CORP US N 2 2023-02-22 Fixed 3.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398LZP6 32473.00000000 PA USD 28122.19000000 0.002927961680 Long ABS-MBS USGSE US N 2 2040-01-15 None 0.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578AAP3 435000.00000000 PA USD 389309.09000000 0.040533190950 Long DBT CORP FR N 2 2026-01-20 Fixed 1.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LZH2 134293.63000000 PA USD 147128.09000000 0.015318345035 Long ABS-MBS USGA US N 2 2039-09-20 Fixed 5.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Q5 450000.00000000 PA USD 424637.54000000 0.044211437481 Long DBT CORP US N 2 2026-04-28 Fixed 2.19000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBG4 490000.00000000 PA USD 390613.42000000 0.040668992189 Long DBT US N 2 2030-10-15 Fixed 1.88000000 N N N N N N JP Morgan Mortgage Trust N/A 466247K93 56761.56000000 PA USD 56880.52000000 0.005922155525 Long ABS-MBS CORP US N 2 2033-11-25 Variable 2.28000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLJ9 211000.00000000 PA USD 163722.24000000 0.017046056686 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDN5 173000.00000000 PA USD 167673.40000000 0.017457434501 Long DBT CORP GB N 2 2027-09-19 Fixed 3.28000000 N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175BR4 400000.00000000 PA USD 398058.12000000 0.041444102389 Long DBT CORP US N 2 2029-03-30 Fixed 5.05000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DA0 580000.00000000 PA USD 548115.32000000 0.057067413782 Long DBT CORP US N 2 2026-02-01 Fixed 2.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374XSE6 16861.90000000 PA USD 1555.43000000 0.000161944693 Long ABS-MBS USGA US N 2 2038-09-20 Floating 7.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENZ93 644830.85000000 PA USD 639049.81000000 0.066535122453 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A0Y41 128718.40000000 PA USD 144835.53000000 0.015079653531 Long ABS-MBS USGSE US N 2 2036-11-15 Fixed 7.50000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAD9 300000.00000000 PA USD 300638.65000000 0.031301205444 Long DBT US N 2 2024-05-01 Fixed 3.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148LAC0 178000.00000000 PA USD 176443.90000000 0.018370581305 Long DBT CORP US N 2 2025-01-23 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LA5W5 1774564.94000000 PA USD 1766513.08000000 0.183921757355 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 3.08000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617V33F2 1655025.13000000 PA USD 1624298.76000000 0.169115012955 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MD3V8 2183709.95000000 PA USD 2158486.48000000 0.224732344823 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.50000000 N N N N N N DT Auto Owner Trust N/A 23345EAE5 761000.00000000 PA USD 729152.99000000 0.075916278696 Long ABS-O CORP US N 2 2027-02-16 Fixed 1.10000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AR4 250000.00000000 PA USD 235538.39000000 0.024523245881 Long DBT CORP US N 2 2027-01-15 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403JMK9 179628.54000000 PA USD 188703.97000000 0.019647047154 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAT6 195000.00000000 PA USD 189831.09000000 0.019764398049 Long DBT CORP US N 2 2026-07-15 Fixed 3.90000000 N N N N N N TOLL BROS FINANCE CORP N/A 88947EAS9 500000.00000000 PA USD 497308.22000000 0.051777596670 Long DBT CORP US N 2 2027-03-15 Fixed 4.88000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BQ6 500000.00000000 PA USD 414908.63000000 0.043198505143 Long DBT CORP US N 2 2031-02-02 Fixed 1.70000000 N N N N N N CRH America Inc 549300RN11MJ182CNF63 12626PAN3 200000.00000000 PA USD 209309.17000000 0.021792372110 Long DBT CORP US N 2 2045-05-18 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F3Q6 1895.44000000 PA USD 1893.57000000 0.000197150378 Long ABS-MBS USGSE US N 2 2037-04-01 Floating 2.22000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CE2 307000.00000000 PA USD 250505.64000000 0.026081571689 Long DBT CORP US N 2 2052-03-17 Fixed 2.92000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAN3 287000.00000000 PA USD 231098.02000000 0.024060933621 Long DBT CORP GB N 2 2031-09-02 Fixed 2.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375DUZ9 220328.36000000 PA USD 17600.67000000 0.001832506191 Long ABS-MBS USGA US N 2 2038-09-20 Floating 5.31000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418VUQ3 154547.26000000 PA USD 164298.99000000 0.017106105420 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AJ9 700000.00000000 PA USD 583639.20000000 0.060766007645 Long DBT CORP US N 2 2050-03-01 Fixed 3.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TC2 440000.00000000 PA USD 365131.25000000 0.038015898056 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N NY STATE ELECTRIC & GAS 549300GEC6J0YHUXA160 649840CQ6 151000.00000000 PA USD 146888.87000000 0.015293438476 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409GMT0 12191.66000000 PA USD 13087.29000000 0.001362592444 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.50000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBC5 150000.00000000 PA USD 120702.26000000 0.012567001075 Long DBT CORP US N 2 2043-01-31 Fixed 4.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395WV87 37962.47000000 PA USD 49352.51000000 0.005138371445 Long ABS-MBS USGSE US N 2 2035-06-15 Floating 22.26000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEZ3 465000.00000000 PA USD 471184.36000000 0.049057692530 Long DBT CORP US N 2 2035-12-09 Fixed 4.70000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B2HA3 2032000.00000000 PA USD 2049902.53000000 0.213427050155 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 3.48000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHLE7 2492589.83000000 PA USD 2438609.98000000 0.253897600932 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AW9 1500000.00000000 PA USD 1322147.45000000 0.137656315846 Long DBT CORP IT N 2 2027-06-03 Fixed 1.98000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 290000.00000000 PA USD 293780.45000000 0.030587159106 Long DBT CORP US N 2 2025-05-01 Fixed 4.88000000 N N N N N N AIR CANADA 2015-1A PTT N/A 009090AA9 416924.29000000 PA USD 394741.71000000 0.041098812019 Long DBT CORP CA N 2 2027-03-15 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ABB59 190909.60000000 PA USD 189819.60000000 0.019763201760 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 5.50000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AQ0 720000.00000000 PA USD 596972.58000000 0.062154221924 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N Washington Mutual MSC Mortgage Pass-Through CTFS N/A 939336R54 27837.32000000 PA USD 28651.93000000 0.002983115934 Long ABS-MBS CORP US N 2 2033-07-25 Fixed 7.00000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBC7 393000.00000000 PA USD 355383.12000000 0.037000964615 Long DBT CORP US N 2 2032-03-01 Fixed 2.90000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAF9 640000.00000000 PA USD 559065.84000000 0.058207534908 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N American Homes 4 Rent N/A 02665UAE5 200000.00000000 PA USD 201851.70000000 0.021015932352 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 294000.00000000 PA USD 259809.77000000 0.027050277757 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 150000.00000000 PA USD 157994.97000000 0.016449757924 Long DBT CORP US N 2 2055-10-23 Fixed 6.83000000 N N N N N N GAIF BOND ISSUER P/L 2138007UNQRHCRSBNZ86 361435AA8 353000.00000000 PA USD 346269.69000000 0.036052113411 Long DBT CORP AU N 2 2026-09-30 Fixed 3.40000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HN6 215000.00000000 PA USD 217474.06000000 0.022642465401 Long DBT CORP US N 2 2048-11-15 Fixed 4.75000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFT6 1427000.00000000 PA USD 1082247.90000000 0.112679004710 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828U24 469000.00000000 PA USD 450075.12000000 0.046859889094 Long DBT UST US N 2 2026-11-15 Fixed 2.00000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAX7 120000.00000000 PA USD 117345.76000000 0.012217536706 Long DBT CORP US N 2 2027-06-15 Fixed 3.43000000 N N N N N N FannieMae Whole Loan N/A 31393U4Q3 184102.80000000 PA USD 199782.71000000 0.020800517997 Long ABS-MBS USGSE US N 2 2033-12-25 Fixed 7.00000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 59020ULR4 28288.27000000 PA USD 28102.77000000 0.002925939753 Long ABS-MBS CORP US N 2 2034-08-25 Variable 2.74000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AUCC0 3988292.55000000 PA USD 3788353.86000000 0.394427138584 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N HERO Funding Trust 549300Z5C0ID42MSJA91 42771AAB2 529758.13000000 PA USD 519806.62000000 0.054120033481 Long ABS-O CORP KY N 2 2048-09-20 Fixed 3.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617QY2S3 1911041.58000000 PA USD 1908746.67000000 0.198730508066 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.50000000 N N N N N N Southern Power Co 5LADC78JBG2BMZD5XF57 843646AH3 260000.00000000 PA USD 253671.32000000 0.026411168699 Long DBT CORP US N 2 2041-09-15 Fixed 5.15000000 N N N N N N INTACT US HOLDINGS INC N/A 68245JAB6 500000.00000000 PA USD 503804.68000000 0.052453980193 Long DBT CORP US N 2 2022-11-09 Fixed 4.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410PXH1 56234.66000000 PA USD 57694.20000000 0.006006872393 Long ABS-MBS USGSE US N 2 2036-09-01 Floating 1.82000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBT1 195000.00000000 PA USD 146021.18000000 0.015203098318 Long DBT CORP US N 2 2040-09-25 Fixed 3.73000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAL7 170000.00000000 PA USD 140896.61000000 0.014669550092 Long DBT CORP US N 2 2031-08-16 Fixed 2.50000000 N N N N N N CHILDREN'S HOSPITAL/DC 549300C1PQZDYQ6KZS51 16876DAA6 340000.00000000 PA USD 247982.07000000 0.025818828416 Long DBT CORP US N 2 2050-07-15 Fixed 2.93000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374UF97 25559.73000000 PA USD 1605.42000000 0.000167149437 Long ABS-MBS USGA US N 2 2039-06-20 Floating 5.36000000 N N N N N N Morgan Stanley Capital I Trust N/A 617451CU1 3163558.90000000 PA USD 230.31000000 0.000023978888 Long ABS-MBS CORP US N 2 2052-10-12 Variable 0.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398GJB6 68157.34000000 PA USD 70885.82000000 0.007380327229 Long ABS-MBS USGSE US N 2 2039-12-25 Floating 2.01000000 N N N N N N AMER AIRLINE 16-3 AA PTT N/A 023771R91 751268.24000000 PA USD 691122.83000000 0.071956741719 Long DBT CORP US N 2 2028-10-15 Fixed 3.00000000 N N N N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 75886FAE7 920000.00000000 PA USD 748202.57000000 0.077899639176 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 589929W61 27414.00000000 PA USD 26837.77000000 0.002794233384 Long ABS-MBS CORP US N 2 2033-07-25 Variable 2.56000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375XHT4 244627.06000000 PA USD 13510.48000000 0.001406653170 Long ABS-MBS USGA US N 2 2038-07-20 Floating 5.56000000 N N N N N N COOF Securitization Trust N/A 12631UAA3 155229.37000000 PA USD 12746.97000000 0.001327159787 Long ABS-O USGA US N 2 2040-06-25 Variable 2.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YX2 445000.00000000 PA USD 422245.90000000 0.043962430192 Long DBT UST US N 2 2026-12-31 Fixed 1.75000000 N N N N N N HARTFORD HEALTHCARE CORP 549300W3L482NUDOFF24 41652PAC3 780000.00000000 PA USD 667567.85000000 0.069504298335 Long DBT CORP US N 2 2054-07-01 Fixed 3.45000000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 31393LFM0 111743.60000000 PA USD 120480.56000000 0.012543918623 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128S42W6 4440.94000000 PA USD 4453.73000000 0.000463703245 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 2.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398PKD0 55119.05000000 PA USD 6636.66000000 0.000690980544 Long ABS-MBS USGSE US N 2 2040-04-25 Floating 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397ARM7 110835.81000000 PA USD 115499.80000000 0.012025343276 Long ABS-MBS USGSE US N 2 2036-08-15 Fixed 5.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400FP3 130000.00000000 PA USD 134596.27000000 0.014013585742 Long DBT CORP US N 2 2040-03-15 Fixed 5.50000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526BY4 700000.00000000 PA USD 694842.72000000 0.072344040695 Long DBT CORP DE N 2 2024-05-30 Fixed 3.70000000 N N N N N N Ohio State University/The JFC10ZULKO4X2E3HBY86 677632PA3 1370000.00000000 PA USD 1396146.59000000 0.145360788587 Long DBT MUN US N 2 2111-06-01 Fixed 4.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396HVT3 45726.26000000 PA USD 40679.50000000 0.004235374882 Long ABS-MBS USGSE US N 2 2036-02-15 None 0.00000000 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAG6 578000.00000000 PA USD 563932.01000000 0.058714179635 Long DBT CORP US N 2 2027-04-01 Fixed 3.50000000 N N N N N N Structured Asset Securities Corporation N/A 86359BMB4 34693.00000000 PA USD 34553.82000000 0.003597595381 Long ABS-O CORP US N 2 2034-03-25 Variable 6.05000000 N N N N N N SLG Office Trust N/A 78449RAA3 1620000.00000000 PA USD 1443897.74000000 0.150332433305 Long ABS-MBS CORP US N 2 2041-07-15 Fixed 2.59000000 N N N N N N TIME WARNER ENTERTAINMEN N/A 88731EAJ9 250000.00000000 PA USD 303343.54000000 0.031582826977 Long DBT CORP US N 2 2033-07-15 Fixed 8.38000000 N N N N N N OFFICE PPTY INCOME TRST N/A 38376AAB9 416000.00000000 PA USD 416312.63000000 0.043344683595 Long DBT US N 2 2022-07-15 Fixed 4.00000000 N N N N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 012725AD9 200000.00000000 PA USD 204920.22000000 0.021335413480 Long DBT CORP US N 2 2044-12-01 Fixed 5.45000000 N N N N N N Foundation Finance Trust 549300QVJKB4ZVR88F06 35041KAA0 867209.11000000 PA USD 865051.58000000 0.090065456405 Long ABS-O CORP US N 2 2040-07-16 Fixed 3.54000000 N N N N N N FTF 2019 1 A FRN 15 AUG 2020 N/A 000000000 182771.05000000 PA USD 180943.34000000 0.018839043679 Long ABS-O CORP US N 2 2024-08-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXQS4 1449074.06000000 PA USD 1419850.93000000 0.147828782693 Long ABS-MBS USGSE US N 2 2060-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375LUZ1 228565.40000000 PA USD 240301.48000000 0.025019158361 Long ABS-MBS USGA US N 2 2037-10-20 Fixed 5.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 450000.00000000 PA USD 448606.93000000 0.046707027455 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UDJ6 1233016.77000000 PA USD 1231338.39000000 0.128201666408 Long ABS-MBS USGA US N 2 2064-02-20 Floating 0.89000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393X5V5 56444.46000000 PA USD 67636.19000000 0.007041989706 Long ABS-MBS USGSE US N 2 2034-05-25 Floating 17.69000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7VE3 178076.97000000 PA USD 191856.13000000 0.019975236520 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.50000000 N N N N N N FannieMae Whole Loan N/A 31392JAA7 101484.82000000 PA USD 108367.98000000 0.011282808799 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BNZ7 36581.53000000 PA USD 38242.15000000 0.003981608465 Long ABS-MBS USGSE US N 2 2037-11-01 Floating 2.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396LUS7 603378.66000000 PA USD 644450.34000000 0.067097402449 Long ABS-MBS USGSE US N 2 2036-11-25 Fixed 5.50000000 N N N N N N Residential Asset Mortgage Products, INC. N/A 7609856C0 61651.64000000 PA USD 61233.73000000 0.006375393060 Long ABS-MBS CORP US N 2 2031-10-25 Fixed 7.00000000 N N N N N N JP Morgan Mortgage Trust N/A 466247DX8 7766.23000000 PA USD 7518.64000000 0.000782808515 Long ABS-MBS CORP US N 2 2034-09-25 Variable 2.24000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAK9 320000.00000000 PA USD 282021.22000000 0.029362838566 Long DBT US N 2 2028-04-01 Fixed 2.25000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BS1 545000.00000000 PA USD 409468.82000000 0.042632135481 Long DBT CORP US N 2 2040-10-01 Fixed 2.60000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BV5 375000.00000000 PA USD 265317.38000000 0.027623706463 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAE0 1042000.00000000 PA USD 1003904.48000000 0.104522224188 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560AQ8 570000.00000000 PA USD 539694.96000000 0.056190722051 Long DBT CORP US N 2 2049-03-15 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282U3 398000.00000000 PA USD 389651.33000000 0.040568823509 Long DBT UST US N 2 2024-08-31 Fixed 1.88000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397PGA2 139813.55000000 PA USD 122061.97000000 0.012708568242 Long ABS-MBS USGSE US N 2 2032-09-15 None 0.00000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAH6 193000.00000000 PA USD 175337.15000000 0.018255351246 Long DBT CORP GB N 2 2025-09-02 Fixed 1.20000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBG9 251000.00000000 PA USD 239549.38000000 0.024940852939 Long DBT CORP MX N 2 2049-04-22 Fixed 4.38000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393EF61 89905.09000000 PA USD 94836.73000000 0.009873993145 Long ABS-MBS USGSE US N 2 2033-09-25 Fixed 5.50000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 5899293T3 11668.10000000 PA USD 11427.95000000 0.001189829088 Long ABS-MBS CORP US N 2 2033-08-25 Variable 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QHUA6 15387.87000000 PA USD 16113.38000000 0.001677655942 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 2.20000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAC0 1260000.00000000 PA USD 1115983.02000000 0.116191360563 Long DBT CORP US N 2 2027-06-22 Fixed 2.30000000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAK1 200000.00000000 PA USD 165776.85000000 0.017259973858 Long DBT CORP HK N 2 2040-09-16 Fixed 3.20000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYM0 330000.00000000 PA USD 296622.09000000 0.030883018462 Long DBT CORP US N 2 2027-10-21 Fixed 1.95000000 N N N N N N Vendee Mortgage Trust N/A 911760LQ7 107361.57000000 PA USD 114475.47000000 0.011918694435 Long ABS-MBS CORP US N 2 2028-06-15 Fixed 6.75000000 N N N N N N SOUTHERN NATURAL GAS N/A 84346LAA8 136000.00000000 PA USD 129481.16000000 0.013481022451 Long DBT CORP US N 2 2047-03-15 Fixed 4.80000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAD2 139000.00000000 PA USD 142579.03000000 0.014844716439 Long DBT US N 2 2024-02-15 Fixed 5.00000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBT4 820000.00000000 PA USD 755160.46000000 0.078624064809 Long DBT CORP US N 2 2048-10-06 Fixed 4.44000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BF2 500000.00000000 PA USD 487600.85000000 0.050766906985 Long DBT CORP US N 2 2037-08-22 Fixed 3.88000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBA6 402000.00000000 PA USD 361876.51000000 0.037677028502 Long DBT CORP JP N 2 2030-09-13 Fixed 2.87000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKG6 140000.00000000 PA USD 122424.42000000 0.012746304980 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 76016.40000000 PA USD 75227.90000000 0.007832405956 Long ABS-MBS CORP US N 2 2034-06-25 Variable 2.68000000 N N N N N N NEW ENGLAND POWER CO 549300DTVRGN9GYD5U85 644188BF0 140000.00000000 PA USD 121807.28000000 0.012682051013 Long DBT CORP US N 2 2047-12-05 Fixed 3.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AWH7 351627.81000000 PA USD 358214.69000000 0.037295775526 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377ULE6 544207.95000000 PA USD 555013.91000000 0.057785665353 Long ABS-MBS USGA US N 2 2033-01-16 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393XZV2 650290.90000000 PA USD 690807.40000000 0.071923900502 Long ABS-MBS USGSE US N 2 2034-04-25 Fixed 5.50000000 N N N N N N Chase Mortgage Finance Corporation N/A 161630AY4 12402.92000000 PA USD 12492.59000000 0.001300674833 Long ABS-MBS CORP US N 2 2037-02-25 Variable 2.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MJPC3 1768910.98000000 PA USD 1787619.39000000 0.186119255733 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393BP33 7045.09000000 PA USD 6332.19000000 0.000659280435 Long ABS-MBS USGSE US N 2 2033-05-25 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400AXF0 126192.09000000 PA USD 135742.38000000 0.014132913794 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 5.50000000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 556079AD3 405000.00000000 PA USD 334990.28000000 0.034877749670 Long DBT CORP AU N 2 2036-03-03 Fixed 3.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TVUN4 17792.65000000 PA USD 18901.35000000 0.001967927408 Long ABS-MBS USGSE US N 2 2032-04-15 Fixed 6.50000000 N N N N N N Dupont De Nemours Inc 5493004JF0SDFLM8GD76 26078JAE0 145000.00000000 PA USD 152237.77000000 0.015850342978 Long DBT CORP US N 2 2038-11-15 Fixed 5.32000000 N N N N N N Progress Residential Trust N/A 74333FAF6 2750000.00000000 PA USD 2424703.33000000 0.252449700242 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.36000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBK5 141000.00000000 PA USD 97318.98000000 0.010132434358 Long DBT US N 2 2051-01-15 Fixed 2.95000000 N N N N N N Firstkey Homes Trust N/A 33768NAG7 915000.00000000 PA USD 906584.47000000 0.094389682590 Long ABS-O CORP US N 2 2027-05-17 Fixed 5.20000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 467000.00000000 PA USD 394615.00000000 0.041085619518 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.66000000 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 806851AK7 170000.00000000 PA USD 164939.69000000 0.017172812353 Long DBT CORP US N 2 2028-05-17 Fixed 3.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B4KR5 924881.03000000 PA USD 875324.05000000 0.091134981877 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AV6 290000.00000000 PA USD 291362.14000000 0.030335375051 Long DBT US N 2 2025-04-15 Fixed 3.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DFF1 17443.93000000 PA USD 17887.89000000 0.001862410305 Long ABS-MBS USGSE US N 2 2036-04-01 Floating 2.30000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081EU7 100000.00000000 PA USD 111487.51000000 0.011607600868 Long DBT CORP US N 2 2035-09-01 Fixed 5.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828M56 367000.00000000 PA USD 358756.84000000 0.037352221856 Long DBT UST US N 2 2025-11-15 Fixed 2.25000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDU7 495000.00000000 PA USD 489453.25000000 0.050959770919 Long DBT CORP US N 2 2025-04-07 Fixed 3.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414AEX6 40598.49000000 PA USD 43155.59000000 0.004493174742 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AY4 790000.00000000 PA USD 664140.66000000 0.069147474027 Long DBT CORP US N 2 2030-09-01 Fixed 2.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 655000.00000000 PA USD 554041.60000000 0.057684432611 Long DBT CORP US N 2 2032-10-20 Fixed 2.57000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BM2 554000.00000000 PA USD 541315.99000000 0.056359496735 Long DBT CORP GB N 2 2029-11-01 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QZ4 1355000.00000000 PA USD 1342243.95000000 0.139748677142 Long DBT UST US N 2 2043-02-15 Fixed 3.13000000 N N N N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 266233AG0 460000.00000000 PA USD 441909.20000000 0.046009688564 Long DBT CORP US N 2 2027-08-01 Fixed 3.62000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAD8 1293000.00000000 PA USD 1365817.84000000 0.142203089354 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AS5 290000.00000000 PA USD 279293.16000000 0.029078804672 Long DBT CORP US N 2 2029-10-15 Fixed 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828P79 5000000.00000000 PA USD 4980468.75000000 0.518545022579 Long DBT UST US N 2 2023-02-28 Fixed 1.50000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAZ7 519000.00000000 PA USD 521792.17000000 0.054326760422 Long DBT CORP US N 2 2029-05-01 Fixed 4.25000000 N N N N N N PHILLIPS 66 PARTNERS LP 549300TL5L4IG0H4FX64 718549AH1 300000.00000000 PA USD 277413.10000000 0.028883060897 Long DBT CORP US N 2 2029-12-15 Fixed 3.15000000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 31394JY50 108469.60000000 PA USD 116038.00000000 0.012081378350 Long ABS-MBS USGSE US N 2 2043-09-25 Fixed 7.50000000 N N N N N N ALEXANDER FUNDING TRUST N/A 014621AA4 400000.00000000 PA USD 383968.49000000 0.039977150607 Long DBT CORP US N 2 2023-11-15 Fixed 1.84000000 N N N N N N HF SINCLAIR CORP N/A 403949AD2 425000.00000000 PA USD 415961.77000000 0.043308153558 Long DBT CORP US N 2 2023-10-01 Fixed 2.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413HZ35 3931.22000000 PA USD 3934.44000000 0.000409637000 Long ABS-MBS USGSE US N 2 2037-09-01 Floating 2.01000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABG1 215000.00000000 PA USD 202464.04000000 0.021079686564 Long DBT CORP US N 2 2027-02-10 Fixed 3.00000000 N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65557FAD8 384000.00000000 PA USD 386592.20000000 0.040250320028 Long DBT CORP FI N 2 2022-09-21 Fixed 4.25000000 N N N N N N Freddie Mac - SCRT N/A 35563PFP9 2165532.29000000 PA USD 2174841.05000000 0.226435112433 Long ABS-MBS USGSE US N 2 2057-11-25 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398LNP9 0.54000000 PA USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2024-12-15 Fixed 4.50000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057BZ6 555000.00000000 PA USD 563359.59000000 0.058654581723 Long DBT CORP US N 2 2024-04-30 Fixed 4.50000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392EE4 160000.00000000 PA USD 175229.64000000 0.018244157767 Long DBT CORP US N 2 2033-03-15 Fixed 5.60000000 N N N N N N TOTALENERGIES CAPITAL 549300U37G2I8G4RUG09 89153VAV1 605000.00000000 PA USD 480638.37000000 0.050042003460 Long DBT CORP FR N 2 2050-05-29 Fixed 3.13000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAY8 1115000.00000000 PA USD 940954.64000000 0.097968157122 Long DBT CORP US N 2 2039-08-16 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396J4X0 16716.18000000 PA USD 16640.08000000 0.001732493685 Long ABS-MBS USGSE US N 2 2036-03-15 Floating 0.85000000 N N N N N N FMC GMSR ISSUER TR N/A 30259RAG0 2835000.00000000 PA USD 2835000.00000000 0.295168027911 Long ABS-MBS CORP US N 2 2024-02-25 Fixed 3.69000000 N N N N N N Gold Key Resorts LLC 549300MORAF4RGEXUA95 38061LAA7 15443.44000000 PA USD 15360.35000000 0.001599253692 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 4482.97000000 PA USD 4482.35000000 0.000466683037 Long ABS-MBS USGA US N 2 2061-05-20 Floating 0.94000000 N N N N N N Chase Funding Mortgage Loan Asset-Backed CTFS N/A 161546EW2 371968.61000000 PA USD 354362.15000000 0.036894665602 Long ABS-O CORP US N 2 2033-02-25 Floating 1.23000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAQ6 281000.00000000 PA USD 245673.80000000 0.025578501254 Long DBT CORP US N 2 2033-01-25 Fixed 3.06000000 N N N N N N Business Jet Securities, LLC N/A 12327FAA5 363037.73000000 PA USD 346516.90000000 0.036077851855 Long ABS-O CORP US N 2 2035-11-15 Fixed 2.98000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAS8 370000.00000000 PA USD 318648.11000000 0.033176273095 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 618385.88000000 PA USD 596742.37000000 0.062130253447 Long DBT CORP US N 2 2024-07-15 Fixed 4.75000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AL3 135000.00000000 PA USD 132981.75000000 0.013845488852 Long DBT CORP CO N 2 2026-06-26 Fixed 5.38000000 N N N N N N Diamond Resorts Owner Trust N/A 252724AA7 317556.78000000 PA USD 317404.48000000 0.033046791679 Long ABS-O CORP US N 2 2031-01-21 Fixed 3.70000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AV0 220000.00000000 PA USD 199139.54000000 0.020733553898 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AM1 600000.00000000 PA USD 508431.59000000 0.052935714196 Long DBT CORP US N 2 2047-12-01 Fixed 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377EAA2 120287.40000000 PA USD 126579.13000000 0.013178875547 Long ABS-MBS USGA US N 2 2033-10-20 Variable 5.83000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398LQC5 102876.85000000 PA USD 12581.26000000 0.001309906773 Long ABS-MBS USGSE US N 2 2039-12-15 Floating 5.70000000 N N N N N N FREMF Mortgage Trust N/A 30295AAN8 750000.00000000 PA USD 753502.80000000 0.078451476367 Long ABS-MBS USGSE US N 2 2049-07-25 Variable 4.02000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307GBT4 26580.51000000 PA USD 25272.99000000 0.002631315209 Long ABS-MBS CORP US N 2 2033-09-25 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396JF26 8009.35000000 PA USD 8053.73000000 0.000838519788 Long ABS-MBS USGSE US N 2 2034-12-15 Fixed 5.50000000 N N N N N N BOC Aviation Ltd 254900H06V5RMEB3KE72 09681LAD2 270000.00000000 PA USD 269663.59000000 0.028076215188 Long DBT CORP SG N 2 2022-09-18 Fixed 2.75000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAH0 656000.00000000 PA USD 582190.51000000 0.060615176263 Long DBT CORP FR N 2 2027-01-26 Fixed 1.25000000 N N N N N N KGS-Alpha SBA COOF Trust N/A 48249GAA2 130465.42000000 PA USD 9688.88000000 0.001008764586 Long ABS-O USGA US N 2 2040-04-25 Variable 2.69000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017CA5 148000.00000000 PA USD 138612.79000000 0.014431768560 Long DBT CORP US N 2 2045-05-15 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398PQB8 79956.66000000 PA USD 80454.45000000 0.008376571902 Long ABS-MBS USGSE US N 2 2040-04-25 Floating 1.27000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82652TAC9 1053368.74000000 PA USD 1028352.08000000 0.107067603334 Long ABS-O CORP US N 2 2038-10-20 Fixed 3.94000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398QK30 465724.08000000 PA USD 474855.44000000 0.049439909618 Long ABS-MBS USGSE US N 2 2025-06-15 Fixed 4.50000000 N N N N N N FannieMae Grantor Trust N/A 31392A5M6 76612.32000000 PA USD 82391.31000000 0.008578229449 Long ABS-MBS USGSE US N 2 2041-08-25 Fixed 7.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AP4 500000.00000000 PA USD 502882.28000000 0.052357943865 Long DBT CORP GB N 2 2024-03-14 Fixed 4.25000000 N N N N N N BON SECOURS MERCY 5493006NA7JSVYYYF398 09778PAC9 345000.00000000 PA USD 274490.80000000 0.028578803568 Long DBT CORP US N 2 2050-06-01 Fixed 3.21000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L2AF4 1102813.83000000 PA USD 1072357.12000000 0.111649219163 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359VLW1 85682.92000000 PA USD 90537.92000000 0.009426419505 Long ABS-MBS USGSE US N 2 2029-03-25 Fixed 6.00000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAH5 440000.00000000 PA USD 358945.15000000 0.037371827885 Long DBT CORP US N 2 2032-01-15 Fixed 2.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396PAA9 193734.75000000 PA USD 167312.82000000 0.017419892459 Long ABS-MBS USGSE US N 2 2037-01-25 None 0.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BDXR4 13090330.28000000 PA USD 1533610.73000000 0.159672964641 Long ABS-MBS USGSE US N 2 2033-11-25 Variable 2.09000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46627QBE7 931840.71000000 PA USD 12.58000000 0.000001309775 Long ABS-MBS CORP US N 2 2043-06-12 Variable 0.45000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91835DAA9 745934.12000000 PA USD 711873.05000000 0.074117165535 Long ABS-MBS CORP US N 2 2051-05-25 Variable 1.99000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DL9 288000.00000000 PA USD 290312.41000000 0.030226081671 Long DBT CORP US N 2 2048-02-20 Fixed 4.55000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A 22541QP89 5194.93000000 PA USD 4993.23000000 0.000519873669 Long ABS-MBS CORP US N 2 2033-11-25 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396WLY0 68248.20000000 PA USD 9048.50000000 0.000942090970 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 5.95000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAP4 603000.00000000 PA USD 584225.35000000 0.060827035067 Long DBT CORP JP N 2 2025-01-16 Fixed 2.65000000 N N N N N N MASTR Asset Securitization Trust N/A 55265K2U2 120472.11000000 PA USD 116683.58000000 0.012148593368 Long ABS-MBS CORP US N 2 2033-12-25 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398FVM0 77279.18000000 PA USD 80912.46000000 0.008424257937 Long ABS-MBS USGSE US N 2 2039-11-25 Fixed 6.00000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440CA0 420000.00000000 PA USD 327286.42000000 0.034075656844 Long DBT CORP US N 2 2051-08-15 Fixed 2.95000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EY5 371000.00000000 PA USD 288419.59000000 0.030029009379 Long DBT CORP AU N 2 2041-11-18 Fixed 3.13000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAL9 400000.00000000 PA USD 363822.77000000 0.037879664737 Long DBT CORP ES N 2 2026-03-25 Fixed 1.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617Y9AV3 703860.77000000 PA USD 703016.88000000 0.073195099138 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RNP7 2621029.54000000 PA USD 2618912.01000000 0.272669874167 Long ABS-MBS USGA US N 2 2066-01-20 Floating 0.89000000 N N N N N N EVERGY METRO 1128SIJQ26096WL7IO82 485134BM1 500000.00000000 PA USD 534428.20000000 0.055642369613 Long DBT CORP US N 2 2041-10-01 Fixed 5.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LJD98 5000000.00000000 PA USD 4898747.60000000 0.510036567312 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 3.02000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396X2X1 182405.81000000 PA USD 23351.08000000 0.002431214191 Long ABS-MBS USGSE US N 2 2037-12-25 Floating 5.68000000 N N N N N N SCENTRE GROUP TRUST 1/2 N/A 806213AB0 500000.00000000 PA USD 495133.85000000 0.051551210602 Long DBT AU N 2 2025-02-12 Fixed 3.50000000 N N N N N Tricolor Auto Securitization Trust N/A 89615BAD7 330000.00000000 PA USD 321262.56000000 0.033448478404 Long ABS-O CORP US N 2 2026-05-15 Fixed 1.92000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392AJW9 55890.87000000 PA USD 59862.92000000 0.006232670208 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410U2L5 13584.45000000 PA USD 13824.18000000 0.001439314267 Long ABS-MBS USGSE US N 2 2036-09-01 Floating 1.67000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359FC55 18800.32000000 PA USD 18567.14000000 0.001933130898 Long ABS-MBS USGSE US N 2 2023-11-25 None 0.00000000 N N N N N N USASF Receivables LLC N/A 90355EAA9 714520.72000000 PA USD 709137.45000000 0.073832346608 Long ABS-O CORP US N 2 2024-07-15 Fixed 0.79000000 N N N N N N American Homes 4 Rent N/A 02665XAE9 725000.00000000 PA USD 735040.16000000 0.076529225560 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 1470847.67000000 PA USD 1470847.67000000 0.153138344307 Long ABS-O CORP US N 2 2024-06-15 Fixed 7.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAV3 2875000.00000000 PA USD 2439145.52000000 0.253953359057 Long DBT UST US N 2 2030-11-15 Fixed 0.88000000 N N N N N N TEXAS EASTERN TRANSMISSI 549300SIOULUXXIDGA69 882384AC4 462000.00000000 PA USD 461909.61000000 0.048092045381 Long DBT CORP US N 2 2022-10-15 Fixed 2.80000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBD6 400000.00000000 PA USD 341105.80000000 0.035514471356 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N COMM Mortgage Trust N/A 12624KAE6 614001.58000000 PA USD 48.20000000 0.000005018377 Long ABS-MBS CORP US N 2 2045-08-15 Variable 1.68000000 N N N N N N GRAY OAK PIPELINE LLC N/A 38937LAB7 597000.00000000 PA USD 559178.50000000 0.058219264584 Long DBT CORP US N 2 2027-10-15 Fixed 3.45000000 N N N N N N SHIRE ACQ INV IRELAND DA 549300XK5HGW68R8K327 82481LAD1 778000.00000000 PA USD 751274.41000000 0.078219465968 Long DBT CORP IE N 2 2026-09-23 Fixed 3.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397HKD9 7721.93000000 PA USD 6826.97000000 0.000710794804 Long ABS-MBS USGSE US N 2 2037-05-15 None 0.00000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A 22541SU55 99175.85000000 PA USD 95376.15000000 0.009930155239 Long ABS-MBS CORP US N 2 2034-12-25 Fixed 5.50000000 N N N N N N Structured Asset Securities Corporation N/A 86359BJT9 34693.00000000 PA USD 34554.36000000 0.003597651603 Long ABS-O CORP US N 2 2034-03-25 Variable 6.03000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393VXN6 371559.68000000 PA USD 387781.79000000 0.040374175031 Long ABS-MBS USGSE US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Goodgreen Trust N/A 38218AAA3 905197.92000000 PA USD 832844.27000000 0.086712169570 Long ABS-O CORP US N 2 2051-10-20 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDY4 5950000.00000000 PA USD 5440531.25000000 0.566444754798 Long DBT UST US N 2 2032-02-15 Fixed 1.88000000 N N N N N N BVRT Financing Trust N/A 07326VAA1 651422.16000000 PA USD 650039.84000000 0.067679357191 Long ABS-MBS CORP US N 2 2022-11-10 Floating 3.08000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398MRP3 132199.27000000 PA USD 140450.71000000 0.014623124899 Long ABS-MBS USGSE US N 2 2040-03-25 Variable 6.43000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374MN88 16447.69000000 PA USD 16623.83000000 0.001730801805 Long ABS-MBS USGA US N 2 2036-02-20 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397THP0 7978.92000000 PA USD 8487.81000000 0.000883714334 Long ABS-MBS USGSE US N 2 2038-05-15 Fixed 5.50000000 N N N N N N Pretium Mortgage Credit Partners LLC N/A 69359QAA2 2848882.66000000 PA USD 2712184.15000000 0.282380968920 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.49000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494AZ6 100000.00000000 PA USD 102437.59000000 0.010665362054 Long DBT CORP US N 2 2034-08-15 Fixed 4.88000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591CS9 2565000.00000000 PA USD 3196418.59000000 0.332797379749 Long DBT USGA US N 2 2036-04-01 Fixed 5.88000000 N N N N N N UNITED AIR 2019-1 AA PTT N/A 90931CAA6 537524.19000000 PA USD 525896.04000000 0.054754037747 Long DBT CORP US N 2 2031-08-25 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394VX39 169057.82000000 PA USD 140802.85000000 0.014659788204 Long ABS-MBS USGSE US N 2 2036-03-25 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398NXS8 514383.68000000 PA USD 556117.99000000 0.057900617423 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 5.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYA6 1085000.00000000 PA USD 969287.44000000 0.100918046611 Long DBT CORP US N 2 2027-03-09 Fixed 1.43000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BXV9 579944.44000000 PA USD 578044.37000000 0.060183497967 Long ABS-MBS USGA US N 2 2062-10-20 Floating 0.76000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396K4E9 101280.06000000 PA USD 4405.89000000 0.000458722350 Long ABS-MBS USGSE US N 2 2026-10-25 Floating 5.98000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418M2N1 94985.27000000 PA USD 105983.92000000 0.011034590707 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 7.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KA4 1020000.00000000 PA USD 1006533.75000000 0.104795972491 Long DBT CORP US N 2 2024-02-16 Fixed 3.25000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AY2 885000.00000000 PA USD 707599.71000000 0.073672243721 Long DBT CORP JP N 2 2040-07-09 Fixed 3.03000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAZ5 870000.00000000 PA USD 773231.90000000 0.080505585552 Long DBT CORP FR N 2 2026-12-14 Fixed 1.49000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LH1 3905000.00000000 PA USD 3904600.36000000 0.406530225059 Long DBT UST US N 2 2022-05-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SA7 430000.00000000 PA USD 424305.86000000 0.044176904383 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N Goodgreen Trust N/A 38217VAA8 144633.58000000 PA USD 139491.49000000 0.014523255031 Long ABS-O CORP US N 2 2052-10-15 Fixed 3.74000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DN5 218000.00000000 PA USD 189411.48000000 0.019720710058 Long DBT NUSS CL N 2 2032-01-27 Fixed 2.55000000 N N N N N APT Pipelines Ltd 261700SS8OEHDOCOUJ33 00205GAD9 386000.00000000 PA USD 384977.82000000 0.040082237713 Long DBT CORP AU N 2 2027-07-15 Fixed 4.25000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CB3 380000.00000000 PA USD 282748.64000000 0.029438574413 Long DBT CORP US N 2 2051-07-15 Fixed 3.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBQ7 604000.00000000 PA USD 576295.04000000 0.060001365238 Long DBT CORP GB N 2 2024-12-10 Fixed 1.01000000 N N N N N N Credito Real USA Auto Receivables Trust N/A 22551EAA4 423489.12000000 PA USD 415169.38000000 0.043225653313 Long ABS-O CORP US N 2 2027-02-16 Fixed 1.35000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368BGS1 223000.00000000 PA USD 211421.10000000 0.022012257194 Long DBT CORP CA N 2 2032-12-15 Fixed 3.80000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LS8 400000.00000000 PA USD 380907.94000000 0.039658499282 Long DBT CORP US N 2 2028-10-27 Fixed 3.52000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAB6 42000.00000000 PA USD 42455.56000000 0.004420290624 Long DBT CORP KY N 2 2024-02-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397KUV1 20371.03000000 PA USD 17813.51000000 0.001854666178 Long ABS-MBS USGSE US N 2 2037-04-15 None 0.00000000 N N N N N N FIFTH THIRD BANK QFROUN1UWUYU0DVIWD51 31677AAB0 200000.00000000 PA USD 198928.43000000 0.020711574031 Long DBT CORP US N 2 2026-03-15 Fixed 3.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QSVG8 9381.24000000 PA USD 9732.37000000 0.001013292578 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 2.73000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGM0 0.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 2 2032-03-15 Fixed 2.36000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LDCG6 2488928.56000000 PA USD 2472592.80000000 0.257435746245 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 3.02000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BAN0 116000.00000000 PA USD 115131.78000000 0.011987026614 Long DBT CORP US N 2 2041-09-15 Fixed 4.80000000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 31393RGG9 600903.27000000 PA USD 624554.46000000 0.065025928847 Long ABS-MBS USGSE US N 2 2043-05-25 Fixed 5.23000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YY0 505200.00000000 PA USD 490892.58000000 0.051109627779 Long DBT UST US N 2 2024-12-31 Fixed 1.75000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBE0 1000000.00000000 PA USD 866568.91000000 0.090223434290 Long DBT CORP US N 2 2028-02-15 Fixed 1.95000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QAZ1 550000.00000000 PA USD 497932.38000000 0.051842581530 Long DBT NUSS MX N 2 2110-10-12 Fixed 5.75000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 929227T30 83704.84000000 PA USD 81532.40000000 0.008488803428 Long ABS-MBS CORP US N 2 2033-06-25 Fixed 5.50000000 N N N N N N HEALTHPEAK PROPERTIES PZ9HF5U52KPF0MH0QN75 40414LAR0 447000.00000000 PA USD 426504.84000000 0.044405852739 Long DBT US N 2 2029-07-15 Fixed 3.50000000 N N N N N N NATIONAL RETAIL PROP INC 5493008JKH5SOTI0JS97 637417AK2 150000.00000000 PA USD 145007.96000000 0.015097606202 Long DBT US N 2 2027-10-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128NHSG9 44367.60000000 PA USD 45334.46000000 0.004720029331 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 1.83000000 N N N N N N Appalachian Power Co 3SCHO1ABYYIG382BEI70 037735CG0 200000.00000000 PA USD 223771.54000000 0.023298131980 Long DBT CORP US N 2 2036-04-01 Fixed 6.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H3XT5 406717.98000000 PA USD 403404.90000000 0.042000786166 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AW7J0 1640097.24000000 PA USD 1629993.26000000 0.169707899846 Long ABS-MBS USGSE US N 2 2027-05-25 Variable 3.06000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AT5 1255000.00000000 PA USD 1099420.05000000 0.114466895239 Long DBT CORP CH N 2 2027-02-02 Fixed 1.31000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397YZP9 78689.66000000 PA USD 71266.48000000 0.007419959914 Long ABS-MBS USGSE US N 2 2037-02-15 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RMB9 655.32000000 PA USD 654.91000000 0.000068186417 Long ABS-MBS USGA US N 2 2065-10-20 Floating 0.94000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128NHWZ2 15642.98000000 PA USD 15590.46000000 0.001623211757 Long ABS-MBS USGSE US N 2 2037-04-01 Floating 2.67000000 N N N N N N AMER AIRLN 14-1 A PTT N/A 02377AAA6 120058.42000000 PA USD 114324.55000000 0.011902981292 Long DBT CORP US N 2 2026-10-01 Fixed 3.70000000 N N N N N N GSMPS Mortgage Loan Trust N/A 362341LM9 381824.06000000 PA USD 16391.67000000 0.001706630302 Long ABS-MBS CORP US N 2 2035-09-25 Variable 3.73000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AN5 250000.00000000 PA USD 182645.33000000 0.019016247570 Long DBT CORP FR N 2 2041-01-11 Fixed 2.81000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CC5 120000.00000000 PA USD 161962.72000000 0.016862863018 Long DBT CORP US N 2 2038-06-15 Fixed 8.70000000 N N N N N N VNO Mortgage Trust N/A 91830CAA6 1000000.00000000 PA USD 1002552.00000000 0.104381409777 Long ABS-MBS CORP US N 2 2030-11-15 Fixed 3.00000000 N N N N N N PACIFIC LIFE INSURANCE C 8WC3XYHE06SQFW7CQK10 69448FAA9 198000.00000000 PA USD 172836.24000000 0.017994967235 Long DBT CORP US N 2 2067-10-24 Fixed 4.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCJ8 1453000.00000000 PA USD 1336135.66000000 0.139112708213 Long DBT UST US N 2 2026-06-30 Fixed 0.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EVH9 16914.87000000 PA USD 18006.01000000 0.001874708452 Long ABS-MBS USGA US N 2 2038-08-20 Fixed 6.00000000 N N N N N N AIR CANADA 2017-1AA PTT N/A 00908PAA5 562248.00000000 PA USD 531858.55000000 0.055374828688 Long DBT CORP CA N 2 2030-01-15 Fixed 3.30000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31282YNU9 179973.16000000 PA USD 31895.74000000 0.003320847504 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 7.15000000 N N N N N N PEPPERDINE UNIV 549300G0RVHY0VSFWD76 71338QAC0 310000.00000000 PA USD 255257.36000000 0.026576300374 Long DBT CORP US N 2 2059-12-01 Fixed 3.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375B3P5 660464.01000000 PA USD 657687.02000000 0.068475548739 Long ABS-MBS USGA US N 2 2063-05-20 Floating 0.71000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z78 260000.00000000 PA USD 243607.81000000 0.025363399245 Long DBT UST US N 2 2027-01-31 Fixed 1.50000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital 549300TPZNMN50BJ3745 161175BT0 315000.00000000 PA USD 258802.84000000 0.026945440529 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 250000.00000000 PA USD 244704.65000000 0.025477597517 Long DBT CORP US N 2 2023-09-15 Fixed 2.00000000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAB1 335000.00000000 PA USD 314353.31000000 0.032729116959 Long DBT CORP US N 2 2027-06-17 Fixed 3.00000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAP1 370000.00000000 PA USD 299795.76000000 0.031213447356 Long DBT CORP CA N 2 2041-05-13 Fixed 3.44000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WPLK1 235288.01000000 PA USD 243018.75000000 0.025302068847 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395V4X4 9191.63000000 PA USD 9730.06000000 0.001013052071 Long ABS-MBS USGSE US N 2 2035-06-15 Floating 8.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AA6 1520000.00000000 PA USD 1383118.98000000 0.144004409768 Long DBT CORP CH N 2 2030-08-13 Fixed 3.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828L24 4000000.00000000 PA USD 4009062.48000000 0.417406372485 Long DBT UST US N 2 2022-08-31 Fixed 1.88000000 N N N N N N DT Auto Owner Trust N/A 23343JAE6 1175167.26000000 PA USD 1176449.25000000 0.122486844818 Long ABS-O CORP US N 2 2025-07-15 Fixed 2.73000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137GARQ2 126602.35000000 PA USD 19727.08000000 0.002053898871 Long ABS-MBS USGSE US N 2 2040-10-15 Floating 5.45000000 N N N N N N HERO Funding Trust N/A 42771XAC0 405945.40000000 PA USD 404588.77000000 0.042124045628 Long ABS-O CORP US N 2 2047-09-20 Fixed 4.46000000 N N N N N N MASTR Asset Securitization Trust N/A 57643MCH5 15231.74000000 PA USD 14234.45000000 0.001482029818 Long ABS-MBS CORP US N 2 2033-12-27 Fixed 5.50000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AQ6 208000.00000000 PA USD 207570.97000000 0.021611398189 Long DBT CORP US N 2 2026-01-15 Fixed 4.00000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAN8 450000.00000000 PA USD 427600.94000000 0.044519973965 Long DBT CORP CA N 2 2035-03-15 Fixed 4.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MSDJ6 180469.72000000 PA USD 180867.96000000 0.018831195437 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAA1 400000.00000000 PA USD 400472.97000000 0.041695526203 Long DBT CORP CH N 2 2023-05-23 Fixed 3.49000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B1LF9 811454.92000000 PA USD 800017.14000000 0.083294349738 Long ABS-MBS USGSE US N 2 2030-02-25 Variable 3.18000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307GRM2 55287.19000000 PA USD 53734.23000000 0.005594577319 Long ABS-MBS CORP US N 2 2035-05-25 Fixed 5.50000000 N N N N N N UBS-BAMLL Trust N/A 90269PAA9 1000000.00000000 PA USD 998418.40000000 0.103951037093 Long ABS-MBS CORP US N 2 2030-06-10 Fixed 3.66000000 N N N N N N CarNow Auto Receivables Trust N/A 14369GAA8 415208.63000000 PA USD 414230.27000000 0.043127877212 Long ABS-O CORP US N 2 2024-10-15 Fixed 0.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LAX0 85185.28000000 PA USD 89938.35000000 0.009363994851 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 6.00000000 N N N N N N VSE VOI Mortgage LLC 549300E4XED7XGXU7L27 918286AA3 249495.98000000 PA USD 249404.37000000 0.025966912185 Long ABS-O CORP US N 2 2036-02-20 Fixed 3.56000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828P46 38748400.00000000 PA USD 36936609.67000000 3.845681211302 Long DBT UST US N 2 2026-02-15 Fixed 1.63000000 N N N N N N Sequoia Mortgage Trust N/A 81744FFL6 2055.74000000 PA USD 2046.96000000 0.000213120686 Long ABS-MBS CORP US N 2 2034-12-20 Floating 1.19000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AQUG1 226579.95000000 PA USD 225981.26000000 0.023528198539 Long ABS-MBS USGSE US N 2 2037-07-15 Floating 0.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RN28 519598.83000000 PA USD 523967.57000000 0.054553253730 Long ABS-MBS USGA US N 2 2066-12-20 Floating 1.24000000 N N N N N N Structured Asset Securities Corporation N/A 86358RXY8 20413.07000000 PA USD 18857.63000000 0.001963375470 Long ABS-MBS CORP US N 2 2032-02-25 Fixed 3.45000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAH5 309000.00000000 PA USD 280659.48000000 0.029221060044 Long DBT CORP FR N 2 2026-10-06 Fixed 1.65000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AC2 400000.00000000 PA USD 383713.10000000 0.039950560497 Long DBT CORP CH N 2 2028-01-09 Fixed 4.28000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAG3 305000.00000000 PA USD 361255.22000000 0.037612342455 Long DBT CORP US N 2 2037-12-15 Fixed 6.75000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408GH0 340000.00000000 PA USD 383398.12000000 0.039917766132 Long DBT CORP US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216AS0 160000.00000000 PA USD 174393.78000000 0.018157131612 Long DBT CORP US N 2 2096-08-15 Fixed 7.60000000 N N N N N N Foundation Finance Trust 5493002KPTN6JUQ40J20 35041JAA3 288685.83000000 PA USD 288226.96000000 0.030008953571 Long ABS-O CORP US N 2 2034-11-15 Fixed 3.86000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCB5 1435000.00000000 PA USD 1291443.95000000 0.134459599252 Long DBT UST US N 2 2031-05-15 Fixed 1.63000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBC5 310000.00000000 PA USD 273793.42000000 0.028506195356 Long DBT CORP FR N 2 2027-06-09 Fixed 1.79000000 N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAP3 278000.00000000 PA USD 268316.40000000 0.027935951550 Long DBT CORP US N 2 2029-01-24 Fixed 3.77000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LEWE7 1834592.83000000 PA USD 1774722.10000000 0.184776445272 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 2.43000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBE1 160000.00000000 PA USD 133698.66000000 0.013920130443 Long DBT CORP US N 2 2044-06-15 Fixed 4.70000000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869PAP9 457000.00000000 PA USD 412415.68000000 0.042938949892 Long DBT CORP US N 2 2026-04-15 Fixed 1.51000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664DB4 420000.00000000 PA USD 375013.53000000 0.039044798620 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAS2 410000.00000000 PA USD 354121.44000000 0.036869603910 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TECM4 14018.99000000 PA USD 14558.11000000 0.001515727907 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 6.50000000 N N N N N N DELMARVA PWR & LIGHT CO NJ98T8DDD027ZFXUDB24 247109BT7 270000.00000000 PA USD 248152.39000000 0.025836561403 Long DBT CORP US N 2 2045-05-15 Fixed 4.15000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABT3 345000.00000000 PA USD 297624.60000000 0.030987395499 Long DBT CORP US N 2 2028-01-10 Fixed 1.80000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAP4 538000.00000000 PA USD 548140.59000000 0.057070044786 Long DBT CORP US N 2 2041-06-01 Fixed 6.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410QWM9 6114.11000000 PA USD 6096.29000000 0.000634719540 Long ABS-MBS USGSE US N 2 2036-09-01 Floating 2.07000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCD5 690000.00000000 PA USD 601638.87000000 0.062640056004 Long DBT CORP US N 2 2028-03-25 Fixed 2.30000000 N N N N N N FLEX INTERMEDIATE HOLDCO 549300290TQIGM30A243 33939HAB5 220000.00000000 PA USD 183950.26000000 0.019152111279 Long DBT CORP US N 2 2039-12-30 Fixed 4.32000000 N N N N N N PRUDENTIAL INSURANCE CO X574KRZ6V5A7UBU45C31 743917AH9 900000.00000000 PA USD 1013043.81000000 0.105473771987 Long DBT CORP US N 2 2025-07-01 Fixed 8.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KL69 16813.50000000 PA USD 17107.19000000 0.001781127172 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375KPE6 71624.17000000 PA USD 64588.10000000 0.006724635662 Long ABS-MBS USGA US N 2 2037-06-16 None 0.00000000 N N N N N N Structured Asset Securities Corporation N/A 86359BHL8 161313.28000000 PA USD 154970.62000000 0.016134875587 Long ABS-MBS CORP US N 2 2034-02-25 Variable 5.17000000 N N N N N N OFFICE PPTY INCOME TRST N/A 67623CAF6 190000.00000000 PA USD 148995.79000000 0.015512801940 Long DBT US N 2 2031-10-15 Fixed 3.45000000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 0010EPAF5 100000.00000000 PA USD 115720.55000000 0.012048326819 Long DBT CORP US N 2 2033-02-15 Fixed 6.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834KV9 1200000.00000000 PA USD 632490.28000000 0.065852172353 Long DBT UST US N 2 2041-11-15 None 0.00000000 N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BA0 500000.00000000 PA USD 469353.71000000 0.048867093112 Long DBT CORP US N 2 2025-09-15 Fixed 2.20000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BBTD4 13782846.26000000 PA USD 1547018.36000000 0.161068909511 Long ABS-MBS USGSE US N 2 2030-07-25 Variable 2.12000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZK3 493000.00000000 PA USD 453447.22000000 0.047210977668 Long DBT CORP US N 2 2028-02-24 Fixed 2.64000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398PU23 49272.80000000 PA USD 44379.21000000 0.004620572802 Long ABS-MBS USGSE US N 2 2035-10-25 None 0.00000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A 22541SZK7 13644.84000000 PA USD 12468.25000000 0.001298140657 Long ABS-MBS CORP US N 2 2019-08-25 Fixed 5.25000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FG6Q3 970000.00000000 PA USD 963830.61000000 0.100349904901 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 3.34000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BJ2 100000.00000000 PA USD 112005.99000000 0.011661582780 Long DBT CORP US N 2 2037-09-15 Fixed 6.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376YT68 257136.00000000 PA USD 30734.05000000 0.003199897329 Long ABS-MBS USGA US N 2 2037-06-20 Floating 6.11000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MF5 175000.00000000 PA USD 172287.98000000 0.017937884758 Long DBT CORP US N 2 2025-04-24 Fixed 3.35000000 N N N N N N DAI-ICHI LIFE INSURANCE 3538001235ACEIORUV72 23380YAD9 421000.00000000 PA USD 406296.36000000 0.042301832567 Long DBT CORP JP N 2 2026-07-24 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398W2B9 77427.32000000 PA USD 67040.43000000 0.006979961733 Long ABS-MBS USGSE US N 2 2040-01-15 None 0.00000000 N N N N N N Freddie Mac - SCRT N/A 35563P7E3 1850000.00000000 PA USD 1788185.03000000 0.186178147741 Long ABS-MBS USGSE US N 2 2061-11-25 Fixed 3.25000000 N N N N N N DEUTSCHE TELEKOM AG 549300V9QSIG4WX4GJ96 251566AA3 164000.00000000 PA USD 134283.55000000 0.013981026678 Long DBT CORP DE N 2 2050-01-21 Fixed 3.63000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBV6 246000.00000000 PA USD 205743.33000000 0.021421112159 Long DBT CORP GB N 2 2032-11-24 Fixed 2.89000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398FDQ1 240550.01000000 PA USD 250410.90000000 0.026071707767 Long ABS-MBS USGSE US N 2 2039-10-25 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BZV3 9061.11000000 PA USD 9187.18000000 0.000956529736 Long ABS-MBS USGSE US N 2 2024-02-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398CVX3 20472.45000000 PA USD 2748.14000000 0.000286124537 Long ABS-MBS USGSE US N 2 2039-05-15 Floating 5.55000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AS9 200000.00000000 PA USD 198886.85000000 0.020707244900 Long DBT CORP GB N 2 2024-09-11 Fixed 3.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TF5 2600000.00000000 PA USD 2303437.50000000 0.239824022678 Long DBT UST US N 2 2042-02-15 Fixed 2.38000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376XA29 180374.82000000 PA USD 10462.48000000 0.001089308496 Long ABS-MBS USGA US N 2 2034-11-20 Floating 5.51000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAK7 890000.00000000 PA USD 891955.94000000 0.092866622855 Long DBT CORP KY N 2 2026-01-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ASMM5 492031.50000000 PA USD 481386.94000000 0.050119941355 Long ABS-MBS USGSE US N 2 2046-01-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RUS3 280539.45000000 PA USD 279947.99000000 0.029146982760 Long ABS-MBS USGA US N 2 2066-05-20 Floating 0.82000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392PBJ3 26105.71000000 PA USD 28536.85000000 0.002971134298 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 6.50000000 N N N N N N UTAH ACQUISITION SUB 254900JOFV74IJ7H9933 62854AAN4 185000.00000000 PA USD 179756.63000000 0.018715488529 Long DBT CORP US N 2 2026-06-15 Fixed 3.95000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBP3 410000.00000000 PA USD 362953.35000000 0.037789144459 Long DBT CORP JP N 2 2027-05-22 Fixed 1.23000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873EAA8 846370.18000000 PA USD 807230.47000000 0.084045370687 Long ABS-MBS CORP US N 2 2051-05-25 Variable 1.99000000 N N N N N N Progress Residential Trust N/A 74333EAE2 2000000.00000000 PA USD 1792296.60000000 0.186606226756 Long ABS-O CORP US N 2 2038-05-17 Fixed 2.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398GKH1 136945.36000000 PA USD 18233.69000000 0.001898413516 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 5.58000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAK1 1440000.00000000 PA USD 1310529.46000000 0.136446700609 Long ABS-MBS CORP US N 2 2026-10-25 Variable 3.85000000 N N N N N N OFFICE PPTY INCOME TRST N/A 67623CAE9 420000.00000000 PA USD 363411.81000000 0.037836877346 Long DBT CORP US N 2 2027-02-01 Fixed 2.40000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJS9 185000.00000000 PA USD 166154.15000000 0.017299256714 Long DBT CORP US N 2 2027-07-22 Fixed 1.73000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375LV72 22975.22000000 PA USD 1479.14000000 0.000154001706 Long ABS-MBS USGA US N 2 2037-11-20 Floating 5.96000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FQK7 49489.02000000 PA USD 48575.58000000 0.005057480830 Long ABS-MBS CORP US N 2 2034-06-25 Fixed 5.50000000 N N N N N N LSEGA FINANCING PLC 2138009YFYTGEHZNNZ09 50220PAC7 765000.00000000 PA USD 676746.25000000 0.070459913936 Long DBT CORP GB N 2 2028-04-06 Fixed 2.00000000 N N N N N N MASSACHUSETTS ELECTRIC 549300XN8GZY5U5O1B96 575634AT7 201000.00000000 PA USD 176443.91000000 0.018370582346 Long DBT CORP US N 2 2046-08-15 Fixed 4.00000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAV1 272000.00000000 PA USD 235855.01000000 0.024556210996 Long DBT NUSS SA N 2 2033-02-02 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LDCE1 1659400.95000000 PA USD 1650002.75000000 0.171791202034 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 3.04000000 N N N N N N MASTR Alternative Loans Trust N/A 576434KV5 10343.18000000 PA USD 10120.10000000 0.001053661361 Long ABS-MBS CORP US N 2 2033-12-25 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373A2C9 112078.98000000 PA USD 10420.66000000 0.001084954378 Long ABS-MBS USGA US N 2 2039-07-16 Floating 5.51000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397TP89 31582.92000000 PA USD 1949.64000000 0.000202988146 Long ABS-MBS USGSE US N 2 2038-05-15 Floating 5.50000000 N N N N N N PROV ST JOSEPH HLTH OBL N/A 743756AB4 168000.00000000 PA USD 161617.67000000 0.016826937894 Long DBT CORP US N 2 2026-10-01 Fixed 2.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392PAG0 29565.03000000 PA USD 31399.61000000 0.003269192578 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 6.50000000 N N N N N N Countrywide Home Loans N/A 12669FVR1 78825.54000000 PA USD 77482.29000000 0.008067123364 Long ABS-MBS CORP US N 2 2034-06-25 Fixed 5.50000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAY7 996000.00000000 PA USD 981813.61000000 0.102222217651 Long DBT CORP DK N 2 2023-12-08 Fixed 1.17000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359TCU0 27351.92000000 PA USD 28510.07000000 0.002968346080 Long ABS-MBS USGSE US N 2 2028-04-18 Fixed 6.50000000 N N N N N N GSR Mortgage Loan Trust N/A 36242D7M9 5744.07000000 PA USD 5706.75000000 0.000594162308 Long ABS-MBS CORP US N 2 2035-06-25 Floating 1.17000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RG5 3000000.00000000 PA USD 3089648.43000000 0.321680929108 Long DBT UST US N 2 2044-05-15 Fixed 3.38000000 N N N N N N FannieMae Whole Loan N/A 31398F7A3 220051.95000000 PA USD 232894.18000000 0.024247942089 Long ABS-MBS USGSE US N 2 2049-12-25 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395NWL7 18549.42000000 PA USD 16362.73000000 0.001703617194 Long ABS-MBS USGSE US N 2 2036-07-25 None 0.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AX7E9 1414833.24000000 PA USD 1410742.67000000 0.146880469768 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 3.17000000 N N N N N N FannieMae Whole Loan 549300BSAMDSBFTN8J04 31396L5A4 63291.82000000 PA USD 62671.52000000 0.006525089581 Long ABS-MBS USGSE US N 2 2046-10-25 Floating 0.91000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SS8 4275000.00000000 PA USD 3157321.30000000 0.328726737779 Long DBT UST US N 2 2050-11-15 Fixed 1.63000000 N N N N N N ACC Trust N/A 00091HAB8 3000000.00000000 PA USD 2898534.30000000 0.301782946442 Long ABS-O CORP US N 2 2025-02-20 Fixed 2.55000000 N N N N N N Impac Secured Assets Corp. N/A 45254TMS0 24809.86000000 PA USD 22061.88000000 0.002296988222 Long ABS-MBS CORP US N 2 2033-08-25 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411SM94 34987.16000000 PA USD 36132.61000000 0.003761972217 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 1.77000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ADLC9 1000000.00000000 PA USD 1069684.70000000 0.111370978266 Long ABS-MBS USGSE US N 2 2041-07-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393WSZ3 102802.36000000 PA USD 107506.85000000 0.011193151640 Long ABS-MBS USGSE US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Macquarie Group Ltd ACMHD8HWFMFUIQQ8Y590 55608JAP3 600000.00000000 PA USD 607475.37000000 0.063247727325 Long DBT CORP AU N 2 2030-01-15 Fixed 5.03000000 N N N N N N CONTL AIRLINES 2012-2 A N/A 210795QB9 146950.05000000 PA USD 145134.97000000 0.015110829938 Long DBT CORP US N 2 2024-10-29 Fixed 4.00000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBD3 1220000.00000000 PA USD 1000029.32000000 0.104118759166 Long DBT CORP FR N 2 2032-06-09 Fixed 2.89000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AWWF0 1321445.12000000 PA USD 1307488.81000000 0.136130121186 Long ABS-MBS USGSE US N 2 2029-04-25 Variable 3.22000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XDQN6 462750.28000000 PA USD 454159.99000000 0.047285188220 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LY4 500000.00000000 PA USD 448913.68000000 0.046738964948 Long DBT UST US N 2 2026-02-15 None 0.00000000 N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAB3 200000.00000000 PA USD 199848.24000000 0.020807340699 Long DBT CORP CH N 2 2025-09-24 Fixed 4.13000000 N N N N N N Countrywide Home Loans N/A 12669FPC1 90103.96000000 PA USD 86574.96000000 0.009013813125 Long ABS-MBS CORP US N 2 2034-04-25 Fixed 5.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LN8 4570000.00000000 PA USD 4471575.59000000 0.465561251696 Long DBT UST US N 2 2023-05-15 None 0.00000000 N N N N N 2022-05-20 TRANSAMERICA FUNDS Vincent Toner Vincent Toner Treasurer