NPORT-P false 0000804239 XXXXXXXX S000006667 C000018187 C000018186 C000147384 SEI INSTITUTIONAL MANAGED TRUST 811-04878 0000804239 9FTE3UO0Y1HGMNV0D371 2 OLIVER STREET BOSTON 02109 8003455734 SIMT Core Fixed Income Fund S000006667 FPNUFBNI42IT0696WN30 2023-09-30 2022-12-31 N 4357256675.57 823441273.74 3533815401.83 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4868904.88000000 USD N Barclays U.S. Aggregate Index LEH_AGG Government National Mortgage Association N/A 36213RXN2 28910.92000000 PA USD 30239.80000000 0.000855726645 Long DBT USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAEW8 613346.07000000 PA USD 503399.67000000 0.014245216932 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CS9 901000.00000000 PA USD 879737.17000000 0.024894825279 Long DBT CORP US N 2 2032-09-15 Fixed 4.50000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64831TAC1 366165.70000000 PA USD 296028.71000000 0.008377028122 Long ABS-MBS US Y 2 2056-11-27 Floating 1.51625880 N N N N N N TARGA RESOURCES CORP. 5493003QENHHS261UR94 87612GAA9 250000.00000000 PA USD 215090.85000000 0.006086646458 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513EBX8 200000.00000000 PA USD 192570.25000000 0.005449357934 Long DBT CORP US N 2 2024-12-15 Fixed 3.15000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 520000.00000000 PA USD 503841.34000000 0.014257715322 Long DBT CORP DE N 2 2025-12-15 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BDPK5 1494.48000000 PA USD 1402.51000000 0.000039688264 Long DBT USGA US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36200D7J6 23286.37000000 PA USD 24045.52000000 0.000680440749 Long DBT USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417GXM3 171810.38000000 PA USD 164672.63000000 0.004659910359 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBUW8 262493.03000000 PA USD 251325.80000000 0.007112024014 Long DBT USGA US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617JLTA9 0.06000000 PA USD 0.06000000 0.000000001697 Long DBT USGA US N 2 2049-05-20 Fixed 4.50000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543CV3 360000.00000000 PA USD 303835.67000000 0.008597949679 Long DBT CORP US N 2 2049-05-15 Fixed 4.80000000 N N N N N N ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD N/A 03880KAA2 3213000.00000000 PA USD 3055717.22000000 0.086470765236 Long ABS-CBDO CORP KY Y 2 2034-08-15 Floating 5.38786080 N N N N N N Government National Mortgage Association 2 N/A 36179RBW8 608637.33000000 PA USD 555601.95000000 0.015722438407 Long DBT USGA US N 2 2045-04-20 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFT3 7350000.00000000 PA USD 7352296.88000000 0.208055488019 Long SN UST US N 2 2029-10-31 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617YEN63 43971.62000000 PA USD 39112.84000000 0.001106816161 Long DBT USGA US N 2 2047-12-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5E6 25246.87000000 PA USD 25301.75000000 0.000715989578 Long DBT USGA US N 2 2048-10-01 Fixed 5.00000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RAV4 735000.00000000 PA USD 691001.77000000 0.019553986030 Long DBT NUSS FR N 2 2025-01-22 Fixed 2.62500000 N N N N N N Government National Mortgage Association N/A 38382NFF9 471971.91000000 PA USD 460742.00000000 0.013038089079 Long DBT USGA US N 2 2051-02-20 Fixed 5.00000000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464XAL4 286674.95000000 PA USD 259194.81000000 0.007334701463 Long ABS-MBS US N 2 2065-01-26 Floating 2.53100160 N N N N N N GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST N/A 38237GAA7 893382.15000000 PA USD 680633.46000000 0.019260583324 Long ABS-MBS US Y 2 2048-07-20 Fixed 1.93000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KRJH8 23041.16000000 PA USD 23555.91000000 0.000666585752 Long DBT USGA US N 2 2036-04-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 36225BYC6 12869.33000000 PA USD 13637.11000000 0.000385903292 Long DBT USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAM5 40000.00000000 PA USD 44643.98000000 0.001263336505 Long DBT CORP US N 2 2038-04-15 Fixed 7.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9YZ8 988424.97000000 PA USD 990684.70000000 0.028034421364 Long DBT USGA US N 2 2039-12-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X83T2 260626.55000000 PA USD 221761.21000000 0.006275404478 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FCAZ7 939033.35000000 PA USD 851342.57000000 0.024091314151 Long DBT USGA US N 2 2047-10-15 Fixed 3.00000000 N N N N N N GSK CONSUMER HEALTHCARE CAPITAL US LLC 549300N8C3A3L0UVQB07 36264FAL5 285000.00000000 PA USD 256282.33000000 0.007252284028 Long DBT CORP US N 2 2029-03-24 Fixed 3.37500000 N N N N N Chevron U.S.A. Inc. VA8TZDWPEZYU430RZ444 166756AR7 200000.00000000 PA USD 193016.35000000 0.005461981684 Long DBT CORP US N 2 2028-01-15 Fixed 3.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPK89 0.04000000 PA USD 0.04000000 0.000000001131 Long DBT USGA US N 2 2052-06-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 36202T6X9 10542.09000000 PA USD 10815.92000000 0.000306069185 Long DBT USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY N/A G5080AAF9 1033241.94000000 PA USD 1022744.20000000 0.028941641928 Long LON US N 2 2028-05-05 Floating 7.57143000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967JT9 1080000.00000000 PA USD 1060024.73000000 0.029996607334 Long DBT CORP US N 2 2025-06-10 Fixed 4.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796XZ7 14535000.00000000 PA USD 14477012.76000000 0.409670882992 Long DBT UST US N 2 2023-02-09 None 0.00000000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MAN9 1297000.00000000 PA USD 1136855.65000000 0.032170770703 Long ABS-MBS US Y 2 2028-06-26 Fixed 2.33000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFW6 220000.00000000 PA USD 221323.44000000 0.006263016452 Long SN UST US N 2 2025-11-15 Fixed 4.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967JM4 590000.00000000 PA USD 531413.00000000 0.015037938872 Long DBT CORP US N 2 2171-11-15 Fixed 5.95000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJA8 1630000.00000000 PA USD 1275571.27000000 0.036096148919 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJZ3 3305000.00000000 PA USD 2781137.93000000 0.078700713358 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAL7 490000.00000000 PA USD 457136.10000000 0.012936049227 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N Government National Mortgage Association 2 N/A 36179VTV2 408073.40000000 PA USD 344524.66000000 0.009749367774 Long DBT USGA US N 2 2050-09-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36225BDE5 18431.27000000 PA USD 18542.54000000 0.000524717278 Long DBT USGA US N 2 2029-03-15 Fixed 7.50000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 345286AC2 436000.00000000 PA USD 414601.99000000 0.011732417878 Long ABS-MBS US N 2 2026-06-15 Fixed 1.29000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PER9 786000.00000000 PA USD 810906.62000000 0.022947056588 Long DBT CORP US N 2 2033-02-15 Fixed 5.35000000 N N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875PAU5 120000.00000000 PA USD 115999.94000000 0.003282569314 Long DBT CORP US N 2 2030-04-15 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142BNJM7 568368.62000000 PA USD 541028.08000000 0.015310026656 Long DBT USGA US N 2 2052-08-01 Floating 3.98900160 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B93 572000.00000000 PA USD 456890.72000000 0.012929105458 Long DBT CORP US N 2 2029-02-10 Fixed 2.90000000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 42217KBC9 102000.00000000 PA USD 100703.54000000 0.002849711389 Long DBT CORP US N 2 2024-01-15 Fixed 4.50000000 N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCC8 1125000.00000000 PA USD 901169.80000000 0.025501326400 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N United States of America 254900HROIFWPRGM1V77 912810TA6 3905000.00000000 PA USD 2672331.85000000 0.075621716081 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ARAC9 93190.27000000 PA USD 76483.49000000 0.002164331785 Long DBT USGA US N 2 2051-09-01 Fixed 2.00000000 N N N N N N DLLST LLC N/A 23292GAC7 1560000.00000000 PA USD 1517143.06000000 0.042932153706 Long ABS-MBS US Y 2 2025-01-21 Fixed 3.40000000 N N N N N N US Airways Pass Through Trusts N/A 90345WAD6 450884.02000000 PA USD 410689.51000000 0.011621702417 Long DBT CORP US N 2 2025-06-03 Fixed 4.62500000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAN3 90000.00000000 PA USD 68857.40000000 0.001948528493 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D6T4 674617.80000000 PA USD 633655.81000000 0.017931208564 Long DBT USGA US N 2 2051-10-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1Z72 725265.19000000 PA USD 639714.94000000 0.018102669982 Long DBT USGA US N 2 2048-06-25 Fixed 3.00000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CC1 945000.00000000 PA USD 735614.71000000 0.020816444164 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967HB0 950000.00000000 PA USD 955814.67000000 0.027047668350 Long DBT CORP US N 2 2025-09-13 Fixed 5.50000000 N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJT7 1485000.00000000 PA USD 1188570.37000000 0.033634195192 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST N/A 553514AC4 741489.73000000 PA USD 597446.90000000 0.016906567889 Long ABS-MBS US N 2 2030-10-15 Fixed 3.27700000 N N N N N N Government National Mortgage Association N/A 36201EHR4 1641.22000000 PA USD 1688.68000000 0.000047786310 Long DBT USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNK77 506990.19000000 PA USD 483981.39000000 0.013695717941 Long DBT USGA US N 2 2049-07-01 Fixed 4.00000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78445CAD4 2540376.04000000 PA USD 2458337.64000000 0.069566102369 Long ABS-MBS US N 2 2023-07-25 Floating 5.45843160 N N N N N N NEW YORK ST DORM AUTH ST PERS INCOME TAX REV N/A 64990FMT8 400000.00000000 PA USD 410258.24000000 0.011609498328 Long DBT MUN US N 2 2039-03-15 Fixed 5.62800000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508BJ2 290000.00000000 PA USD 238400.67000000 0.006746268349 Long DBT CORP US N 2 2030-05-04 Fixed 1.75000000 N N N N N N BARRICK NORTH AMERICA FINANCE LLC N/A 06849RAK8 290000.00000000 PA USD 292842.59000000 0.008286867215 Long DBT CORP CA N 2 2043-05-01 Fixed 5.75000000 N N N N N N TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC N/A 88240TAA9 1060000.00000000 PA USD 1006120.16000000 0.028471214412 Long DBT CORP US Y 2 2034-08-01 Fixed 4.26500000 N N N N N ILFC E-CAPITAL TRUST II N/A 44965UAA2 400000.00000000 PA USD 258000.00000000 0.007300890699 Long DBT CORP US Y 2 2065-12-21 Floating 6.53829120 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GLQN7 780853.31000000 PA USD 731758.82000000 0.020707330089 Long DBT USGA US N 2 2041-12-01 Fixed 3.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAG5 320000.00000000 PA USD 317383.49000000 0.008981326241 Long DBT CORP US N 2 2024-12-01 Fixed 4.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5ZN6 683970.62000000 PA USD 630202.08000000 0.017833474823 Long DBT USGA US N 2 2035-03-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38375UY79 100762.14000000 PA USD 3113.05000000 0.000088093169 Long DBT USGA US N 2 2067-11-20 Floating 0.00136080 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BQ1 320000.00000000 PA USD 318135.39000000 0.009002603526 Long DBT CORP US N 2 2025-04-15 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5K2 134600.98000000 PA USD 134801.11000000 0.003814605311 Long DBT USGA US N 2 2048-11-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQ4K8 251011.68000000 PA USD 265014.61000000 0.007499390315 Long DBT USGA US N 2 2052-12-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMZL2 684819.10000000 PA USD 643376.81000000 0.018206293675 Long DBT USGA US N 2 2051-10-01 Fixed 4.00000000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAC5 785000.00000000 PA USD 741106.23000000 0.020971843340 Long DBT CORP US N 2 2027-01-15 Fixed 3.20000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AJ3Q3 50092.85000000 PA USD 48866.07000000 0.001382813317 Long DBT USGA US N 2 2041-07-01 Fixed 4.50000000 N N N N N N 3 Month SOFR Opt Sep23C 98.75 N/A 00R9LDCB1 -164.00000000 NC USD -5125.00000000 -0.00014502738 N/A DIR US N 1 3 Month SOFR Opt Sep23C 98.75 N/A Call Written N/A N/A -410000.00000000 98.75000000 USD 2023-09-18 XXXX 50418.10000000 N N N BRK:BANK OF AMERICA N/A N/A 21686000.00000000 NC USD 2765424.70000000 0.078256059967 N/A DIR XX N 2 BRK:BANK OF AMERICA N/A Y 2028-08-15 129562.16000000 USD 0.00000000 USD -21686000.00000000 USD 2635862.54000000 N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAC5 760000.00000000 PA USD 770290.88000000 0.021797711323 Long DBT CORP US N 2 2035-06-15 Fixed 5.62500000 N N N N N COMM MORTGAGE TRUST N/A 12591KAH8 120000.00000000 PA USD 108570.65000000 0.003072335072 Long ABS-MBS US N 2 2046-10-10 Fixed 4.76200000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19425AAB0 363283.85000000 PA USD 301637.92000000 0.008535757692 Long ABS-MBS US Y 2 2052-06-25 Fixed 1.76000000 N N N N N N KINDER MORGAN ENERGY PARTNERS, L.P. 549300PDHUGWPWGOT525 494550BU9 50000.00000000 PA USD 45212.83000000 0.001279433837 Long DBT CORP US N 2 2044-03-01 Fixed 5.50000000 N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BX1 1010000.00000000 PA USD 992087.45000000 0.028074116420 Long DBT CORP US N 2 2024-02-06 Fixed 2.87500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMLS1 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2041-11-01 Fixed 3.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KU4 210000.00000000 PA USD 195456.77000000 0.005531040752 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N VERUS SECURITIZATION TRUST N/A 92539LAA8 498778.20000000 PA USD 398328.61000000 0.011271913348 Long ABS-MBS US Y 2 2066-06-25 Floating 1.04600160 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 706451BG5 767000.00000000 PA USD 556387.32000000 0.015744662828 Long DBT NUSS MX N 2 2035-06-15 Fixed 6.62500000 N N N N N OBX TRUST N/A 67114VAA1 1596989.69000000 PA USD 1368548.62000000 0.038727224384 Long ABS-MBS US Y 2 2061-11-25 Floating 2.30500080 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 360000.00000000 PA USD 334754.79000000 0.009472899739 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 94973VBJ5 90000.00000000 PA USD 87787.59000000 0.002484215501 Long DBT CORP US N 2 2024-08-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MMXV5 974779.67000000 PA USD 937344.33000000 0.026524994189 Long DBT USGA US N 2 2052-07-01 Floating 4.16800080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W9BH2 521355.92000000 PA USD 473797.96000000 0.013407546974 Long DBT USGA US N 2 2043-07-01 Fixed 3.00000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CS7 99000.00000000 PA USD 75439.46000000 0.002134787797 Long DBT CORP US N 2 2046-12-08 Fixed 5.29100000 N N N N N UNIV CALIF REGTS MED CTR POOLED REV N/A 913366KC3 790000.00000000 PA USD 511955.63000000 0.014487333711 Long DBT MUN US N 2 2060-05-15 Fixed 3.25600000 N N N N N N Government National Mortgage Association 2 N/A 36202FKP0 42550.22000000 PA USD 43275.26000000 0.001224604431 Long DBT USGA US N 2 2040-09-20 Fixed 5.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CN8 670000.00000000 PA USD 610641.22000000 0.017279941099 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MBR87 1646714.24000000 PA USD 1459330.72000000 0.041296178607 Long DBT USGA US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X65U1 823968.51000000 PA USD 744143.07000000 0.021057779917 Long DBT USGA US N 2 2048-04-01 Fixed 3.00000000 N N N N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813BY4 425000.00000000 PA USD 386936.22000000 0.010949531200 Long DBT CORP US N 2 2030-04-01 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L4B40 394.31000000 PA USD 322.62000000 0.000009129509 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFF97 185878.05000000 PA USD 158959.17000000 0.004498230720 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MBA6 363000.00000000 PA USD 346780.94000000 0.009813216044 Long ABS-MBS US Y 2 2026-09-25 Fixed 3.73000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BM3 80000.00000000 PA USD 79026.43000000 0.002236291968 Long DBT CORP US N 2 2025-04-01 Fixed 4.50000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WRXK1 19631.38000000 PA USD 19096.05000000 0.000540380518 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MJ6K6 93517.04000000 PA USD 79768.47000000 0.002257290235 Long DBT USGA US N 2 2052-04-01 Fixed 2.50000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EZ2 979000.00000000 PA USD 707893.66000000 0.020031993171 Long DBT CORP US N 2 2040-05-28 Fixed 2.55000000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89114TZT2 1300000.00000000 PA USD 1192227.36000000 0.033737680790 Long DBT NUSS CA N 2 2027-03-10 Fixed 2.80000000 N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAP8 2000000.00000000 PA USD 1731091.16000000 0.048986462595 Long DBT NUSS GB N 2 2027-05-11 Fixed 1.62700000 N N N N N N STRUCTURED ASSET MORTGAGE INVESTORS N/A 86363NAY5 2072172.67000000 PA USD 1797913.57000000 0.050877404888 Long ABS-MBS US N 2 2047-09-25 Floating 4.57871040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5M83 455046.45000000 PA USD 433528.76000000 0.012268008107 Long DBT USGA US N 2 2049-10-01 Fixed 4.00000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96043FAB9 71896.25000000 PA USD 71696.96000000 0.002028882435 Long ABS-MBS US Y 2 2024-10-15 Fixed 0.39000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449DAB2 2293327.57000000 PA USD 2025586.62000000 0.057320102769 Long ABS-MBS US Y 2 2054-09-15 Fixed 1.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416B3M8 24957.83000000 PA USD 26618.86000000 0.000753261191 Long DBT USGA US N 2 2038-11-01 Fixed 7.50000000 N N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 92890HAC6 990000.00000000 PA USD 935663.20000000 0.026477421529 Long DBT CORP FR N 2 2024-09-17 Fixed 3.75000000 N N N N N N United States of America N/A N/A -887.00000000 NC USD -99607328.13000000 -2.81869075782 N/A DIR US N 1 US 10YR NOTE (CBT)MAR23 N/A Short U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Mar 2023 2023-03-25 -100145657.99000000 USD 538329.86000000 N N N CSMC COMMERCIAL MORTGAGE TRUST N/A 12666KAA3 480000.00000000 PA USD 475294.03000000 0.013449882802 Long ABS-MBS US Y 2 2039-06-15 Floating 7.03100160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LVU3 83531.94000000 PA USD 79850.80000000 0.002259620011 Long DBT USGA US N 2 2037-12-01 Fixed 3.50000000 N N N N N N OCTAGON INVESTMENT PARTNERS, LTD. N/A 67590ABP6 3183487.10000000 PA USD 3147771.56000000 0.089075721339 Long ABS-CBDO CORP KY Y 2 2029-07-15 Floating 5.02913880 N N N N N N PETROBRAS GLOBAL FINANCE B.V. 549300FNENFFSMO3GT38 71647NAV1 1278000.00000000 PA USD 1270153.94000000 0.035942849174 Long DBT NUSS BR N 2 2025-01-27 Fixed 5.29900000 N N N N N N WESTERN MIDSTREAM OPERATING, LP L6D8A6MLSY454J2JXJ60 958667AB3 390000.00000000 PA USD 369025.80000000 0.010442701670 Long DBT CORP US N 2 2025-02-01 Fixed 3.35000000 N N N N N N Government National Mortgage Association N/A 36225BPM4 13365.14000000 PA USD 13941.79000000 0.000394525135 Long DBT USGA US N 2 2031-09-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617HCQU0 30312.50000000 PA USD 30296.58000000 0.000857333407 Long DBT USGA US N 2 2048-07-20 Fixed 5.00000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523CK4 120000.00000000 PA USD 85047.70000000 0.002406682022 Long DBT CORP US N 2 2050-03-15 Fixed 3.40000000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 63743HFC1 275000.00000000 PA USD 257887.98000000 0.007297720754 Long DBT CORP US N 2 2025-02-07 Fixed 1.87500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAE3 200000.00000000 PA USD 145788.78000000 0.004125534681 Long DBT NUSS GB N 2 2048-01-09 Fixed 4.34400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H5EK0 84522.28000000 PA USD 81499.61000000 0.002306278079 Long DBT USGA US N 2 2043-08-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJWF1 935619.64000000 PA USD 838498.45000000 0.023727850910 Long DBT USGA US N 2 2047-02-01 Fixed 3.00000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BR4 1410000.00000000 PA USD 1314758.14000000 0.037205059984 Long DBT CORP US N 2 2026-08-08 Fixed 2.40000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NG2 655000.00000000 PA USD 590501.38000000 0.016710023384 Long DBT CORP US N 2 2028-02-24 Fixed 3.07000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38143U8H7 345000.00000000 PA USD 332082.14000000 0.009397269020 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAM1 860000.00000000 PA USD 783704.02000000 0.022177276707 Long DBT NUSS CA N 2 2034-03-01 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BQA9 12434.88000000 PA USD 13036.50000000 0.000368907215 Long DBT USGA US N 2 2038-10-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJBJ1 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339MXM5 169664.98000000 PA USD 174177.88000000 0.004928890170 Long DBT USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78444GAD6 685000.00000000 PA USD 619825.54000000 0.017539839225 Long ABS-MBS US N 2 2083-04-26 Floating 5.55842880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MYA93 290712.37000000 PA USD 281976.04000000 0.007979365301 Long DBT USGA US N 2 2052-09-01 Floating 4.22399880 N N N N N N UNITED RENTALS (NORTH AMERICA), INC. NGIZXNT70J2LYT3FBI09 911365BG8 150000.00000000 PA USD 142147.50000000 0.004022493646 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CC4 116000.00000000 PA USD 92359.46000000 0.002613590397 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N Government National Mortgage Association N/A 36290YHG6 41171.38000000 PA USD 42654.79000000 0.001207046354 Long DBT USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N AEP TEXAS INC. 5493001L78U618KXNZ75 0010EPAF5 500000.00000000 PA USD 517493.59000000 0.014644047047 Long DBT CORP US N 2 2033-02-15 Fixed 6.65000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBU3 112000.00000000 PA USD 85408.32000000 0.002416886857 Long DBT NUSS GB N 2 2050-09-17 Fixed 4.25000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XBA1 1645000.00000000 PA USD 1560941.16000000 0.044171553477 Long DBT CORP US N 2 2025-03-01 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H14D5 3997844.70000000 PA USD 163975.60000000 0.004640185786 Long DBT USGA US N 2 2054-06-25 Floating 0.92544840 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFU8 725000.00000000 PA USD 710402.98000000 0.020103001974 Long DBT CORP US N 2 2026-03-03 Fixed 4.45000000 N N N N N N AON CORPORATION LTS3U8DGK38SETRUWX71 037389AU7 19000.00000000 PA USD 19434.02000000 0.000549944402 Long DBT CORP US N 2 2040-09-30 Fixed 6.25000000 N N N N N N WELLS FARGO MORTGAGE BACKED SECURITIES TRUST N/A 94982PAG4 1347912.06000000 PA USD 1118813.51000000 0.031660213757 Long ABS-MBS US N 2 2035-05-25 Floating 3.11186520 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCC3 418000.00000000 PA USD 333931.15000000 0.009449592353 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713AT3 390000.00000000 PA USD 398767.80000000 0.011284341558 Long DBT CORP GB N 2 2037-06-15 Fixed 7.25000000 N N N N N N/A N/A 00R9LM8Y5 -276.00000000 NC USD -134550.00000000 -0.00380749939 N/A DIR US N 1 3 Month SOFR Opt Dec23C 96.5 N/A Call Written N/A Call Option 96.5 Dec 2023 on CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Dec 2023 -690000.00000000 96.50000000 USD 2023-12-18 XXXX 134207.90000000 N N N LENNAR CORPORATION 529900G61XVRLX5TJX09 526057BZ6 140000.00000000 PA USD 138128.35000000 0.003908759634 Long DBT CORP US N 2 2024-04-30 Fixed 4.50000000 N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 130000.00000000 PA USD 125704.27000000 0.003557182696 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N PARK AEROSPACE HOLDINGS LIMITED 635400CPI3EOIFF6OC33 70014LAB6 100000.00000000 PA USD 98695.95000000 0.002792900555 Long DBT NUSS IE N 2 2024-02-15 Fixed 5.50000000 N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 925524AX8 620000.00000000 PA USD 601941.20000000 0.017033747707 Long DBT CORP US N 2 2036-04-30 Fixed 6.87500000 N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JH1 60000.00000000 PA USD 40624.07000000 0.001149580987 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31390BWF1 106548.90000000 PA USD 108359.12000000 0.003066349191 Long DBT USGA US N 2 2032-04-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F020414 3047000.00000000 PA USD 2709481.74000000 0.076672984632 Long DBT USGA US N 2 2038-01-15 Fixed 2.00000000 N N N N N N CWABS ASSET-BACKED CERTIFICATES TRUST N/A 126698AD1 1155459.27000000 PA USD 1074257.87000000 0.030399377099 Long ABS-MBS US N 2 2047-10-25 Floating 5.18870880 N N N N N N ECOPETROL S.A. 254900IDGKCJICKBPA66 279158AP4 160000.00000000 PA USD 122214.38000000 0.003458425698 Long DBT NUSS CO N 2 2031-11-02 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQGE9 831982.24000000 PA USD 860042.72000000 0.024337511222 Long DBT USGA US N 2 2052-09-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDF5 4480000.00000000 PA USD 3866974.99000000 0.109427758676 Long SN UST US N 2 2028-10-31 Fixed 1.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBLD6 93302.62000000 PA USD 77892.00000000 0.002204189838 Long DBT USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3A6 140044.05000000 PA USD 129929.72000000 0.003676754590 Long DBT USGA US N 2 2047-12-01 Fixed 3.50000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609VAA3 2057000.00000000 PA USD 1981447.62000000 0.056071056201 Long ABS-MBS US Y 2 2036-09-15 Floating 5.01787080 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 785000.00000000 PA USD 635047.97000000 0.017970603944 Long DBT CORP US N 2 2033-01-21 Fixed 2.94300000 N N N N N United States of America 254900HROIFWPRGM1V77 912810TH1 3880000.00000000 PA USD 3401668.75000000 0.096260510615 Long DBT UST US N 1 2042-05-15 Fixed 3.25000000 N N N N N N EQUS MORTGAGE TRUST N/A 29478JAA8 815983.65000000 PA USD 785276.15000000 0.022221764883 Long ABS-MBS US Y 2 2038-10-15 Floating 5.07279960 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BR9 160000.00000000 PA USD 159806.29000000 0.004522202543 Long DBT CORP US N 2 2025-02-01 Fixed 5.37500000 N N N N N N Government National Mortgage Association 2 N/A 21H052629 3300000.00000000 PA USD 3315358.53000000 0.093818101768 Long DBT USGA US N 2 2053-02-15 Fixed 5.50000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAF8 150000.00000000 PA USD 147102.73000000 0.004162716873 Long DBT CORP US N 2 2025-06-01 Fixed 4.30000000 N N N N N SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY N/A 87166PAH4 935000.00000000 PA USD 911810.41000000 0.025802434658 Long ABS-MBS US N 2 2028-07-15 Fixed 3.86000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHA98 2311170.64000000 PA USD 2191823.71000000 0.062024284258 Long DBT USGA US N 2 2052-05-01 Fixed 4.00000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61692BBJ8 576000.00000000 PA USD 457464.38000000 0.012945338903 Long ABS-MBS US N 2 2053-07-15 Fixed 1.79000000 N N N N N N N/A N/A N/A 38.00000000 NC USD 9069650.00000000 0.256653191202 N/A DO US N 1 3 MONTH SOFR FUT DEC23 N/A Long Interest Rate Futures CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Dec 2023 2024-03-22 9096167.30000000 USD -26517.30000000 N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AV2 200000.00000000 PA USD 182065.27000000 0.005152087737 Long DBT CORP BE N 2 2030-06-01 Fixed 3.50000000 N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875PAP6 340000.00000000 PA USD 333312.36000000 0.009432081818 Long DBT CORP US N 2 2026-01-15 Fixed 4.15000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78445RAA7 408095.38000000 PA USD 393390.89000000 0.011132185620 Long ABS-MBS US N 2 2045-01-25 Floating 5.13870840 N N N N N N 3 Month SOFR Opt Jun23C 95.5 N/A 00R9LFTY7 79.00000000 NC USD 17281.25000000 0.000489025261 N/A DIR US N 1 3 Month SOFR Opt Jun23C 95.5 N/A Call Purchased N/A N/A 197500.00000000 95.50000000 USD 2023-06-19 XXXX -8559.65000000 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LW9 81000.00000000 PA USD 74533.38000000 0.002109147522 Long DBT CORP US N 2 2029-04-23 Fixed 4.07500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F062614 1300000.00000000 PA USD 1331167.25000000 0.037669405405 Long DBT USGA US N 2 2053-01-15 Fixed 6.50000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFL3 80000.00000000 PA USD 73358.91000000 0.002075912340 Long DBT CORP US N 2 2025-09-01 Fixed 1.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6PH8 565929.28000000 PA USD 509072.18000000 0.014405737768 Long DBT USGA US N 2 2038-03-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BSPY3 6211153.64000000 PA USD 21791.21000000 0.000616648226 Long DBT USGA US N 2 2023-08-25 Floating 0.91438920 N N N N N N Government National Mortgage Association 2 N/A 36179V7E4 888975.56000000 PA USD 773950.87000000 0.021901281815 Long DBT USGA US N 2 2051-02-20 Fixed 2.50000000 N N N N N N Orbia Advance Corporation S.A.B. de CV 549300MVHZ20SBIOEQ79 68560EAA6 820000.00000000 PA USD 708275.00000000 0.020042784341 Long DBT NUSS MX N 2 2026-05-11 Fixed 1.87500000 N N N N N N ANTARES HOLDINGS LP 5493008EAIGV4283RM42 03666HAE1 649000.00000000 PA USD 524649.65000000 0.014846549418 Long DBT CORP CA N 2 2027-07-15 Fixed 3.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TA6 23515000.00000000 PA USD 16092159.63000000 0.455376351058 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N Government National Mortgage Association 2 N/A 3617GGTU9 143818.21000000 PA USD 136984.19000000 0.003876382165 Long DBT USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST N/A 92938VAT2 110000.00000000 PA USD 105150.88000000 0.002975562332 Long ABS-MBS US N 2 2047-03-15 Floating 4.72299840 N N N N N N N/A N/A N/A 91.00000000 NC USD 22026550.00000000 0.623307883841 N/A DO US N 1 3 MONTH SOFR FUT DEC25 N/A Long Interest Rate Futures CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Dec 2025 2026-03-20 21927712.66000000 USD 98837.34000000 N N N PARK AEROSPACE HOLDINGS LIMITED 635400CPI3EOIFF6OC33 70014LAC4 2030000.00000000 PA USD 2024989.41000000 0.057303202905 Long DBT NUSS IE N 2 2023-03-15 Fixed 4.50000000 N N N N N AVOLON TLB BORROWER 1 (US) LLC N/A 05400KAH3 275100.00000000 PA USD 274167.41000000 0.007758396487 Long LON US N 2 2027-12-01 Floating 6.60286080 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAD8 380000.00000000 PA USD 355611.37000000 0.010063099782 Long DBT CORP US N 2 2026-06-01 Fixed 3.00000000 N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NS6 340000.00000000 PA USD 329038.32000000 0.009311134923 Long DBT CORP US N 2 2028-05-24 Fixed 4.65800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AV6R5 198788.75000000 PA USD 185411.30000000 0.005246773781 Long DBT USGA US N 2 2027-06-25 Fixed 2.89800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HPMS3 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2048-09-01 Fixed 4.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942MAA8 572917.46000000 PA USD 497123.00000000 0.014067599562 Long ABS-MBS US Y 2 2070-07-15 Fixed 2.23000000 N N N N N N Government National Mortgage Association 2 N/A 36179SWZ6 444335.81000000 PA USD 441755.35000000 0.012500804364 Long DBT USGA US N 2 2047-02-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417DVE0 366414.33000000 PA USD 342981.55000000 0.009705700807 Long DBT USGA US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDKM7 358261.47000000 PA USD 293839.35000000 0.008315073556 Long DBT USGA US N 2 2051-10-01 Fixed 2.00000000 N N N N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 87612EBL9 450000.00000000 PA USD 426902.22000000 0.012080490106 Long DBT CORP US N 2 2025-04-15 Fixed 2.25000000 N N N N N N CFK TRUST N/A 12529AAJ3 2840000.00000000 PA USD 2289200.74000000 0.064779861981 Long ABS-MBS US N 2 2039-03-15 Floating 3.45750120 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBK3 320000.00000000 PA USD 311610.69000000 0.008817967396 Long DBT CORP US N 2 2027-05-09 Fixed 4.35000000 N N N N N SLM STUDENT LOAN TRUST N/A 78442GPH3 3000000.00000000 PA USD 2812115.10000000 0.079577306119 Long ABS-MBS US N 2 2040-07-25 Floating 4.52842920 N N N N N N DC OFFICE TRUST N/A 23312BAA8 1240000.00000000 PA USD 985367.49000000 0.027883954818 Long ABS-MBS US N 2 2045-09-15 Fixed 2.96500000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAG9 430000.00000000 PA USD 348217.62000000 0.009853871252 Long DBT CORP US N 2 2040-04-01 Fixed 3.50000000 N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RHJ4 300000.00000000 PA USD 285290.11000000 0.008073146940 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FR4 625000.00000000 PA USD 476026.61000000 0.013470613370 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 1926000.00000000 PA USD 1631432.55000000 0.046166320661 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K82C9 352439.42000000 PA USD 360323.71000000 0.010196449701 Long DBT USGA US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Russia, Federation of (Government) 5493004EHVGF71PDBU58 N/A 24200000.00000000 PA 89506.85000000 0.002532867165 Long DBT NUSS RU N 2 2034-05-10 Fixed 7.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM5S0 2118980.32000000 PA USD 1804239.36000000 0.051056412258 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942LAA0 266571.71000000 PA USD 225143.29000000 0.006371110666 Long ABS-MBS US Y 2 2069-07-15 Fixed 0.94000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AFRX4 200014.95000000 PA USD 12619.80000000 0.000357115428 Long DBT USGA US N 2 2032-09-25 Fixed 3.00000000 N N N N N N NESTLE HOLDINGS, INC. 549300EAEU8YV8MQXP30 641062BB9 473000.00000000 PA USD 461867.16000000 0.013069928886 Long DBT CORP US N 2 2027-10-01 Fixed 4.12500000 N N N N N N NETFLIX, INC. 549300Y7VHGU0I7CE873 64110LAT3 538000.00000000 PA USD 545279.14000000 0.015430323262 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B0SU8 564849.76000000 PA USD 530318.90000000 0.015006978002 Long DBT USGA US N 2 2051-12-01 Fixed 4.00000000 N N N N N N STRUCTURED ASSET SECURITIES CORPORATION N/A 86358RXY8 4078.06000000 PA USD 3513.03000000 0.000099411814 Long ABS-MBS US N 2 2032-02-25 Fixed 3.45000000 N N N N N N METROPOLITAN TRANSN AUTH N Y REV N/A 59261AG76 260000.00000000 PA USD 224380.44000000 0.006349523517 Long DBT MUN US N 2 2049-11-15 Fixed 5.17500000 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST N/A 14043GAD6 1095000.00000000 PA USD 1069656.99000000 0.030269181277 Long ABS-MBS US N 2 2027-05-17 Fixed 3.66000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NEA5 620000.00000000 PA USD 633192.69000000 0.017918103183 Long DBT CORP US N 2 2027-11-15 Fixed 5.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LTAM0 30355.45000000 PA USD 29186.69000000 0.000825925711 Long DBT USGA US N 2 2042-05-01 Fixed 4.00000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DL9 129000.00000000 PA USD 115990.46000000 0.003282301048 Long DBT CORP US N 2 2048-02-20 Fixed 4.55000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MR9 500000.00000000 PA USD 492916.08000000 0.013948552030 Long DBT CORP US N 2 2024-05-15 Fixed 1.67800000 N N N N N Government National Mortgage Association N/A 36290S4M0 33006.53000000 PA USD 34681.65000000 0.000981422232 Long DBT USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXJ8 540000.00000000 PA USD 519286.90000000 0.014694794179 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FMR81 598130.06000000 PA USD 535185.90000000 0.015144704494 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36291TBR8 11604.92000000 PA USD 12200.48000000 0.000345249499 Long DBT USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622AAHA5 71042.52000000 PA USD 65876.29000000 0.001864168964 Long DBT USGA US N 2 2049-10-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EBJ8 187697.95000000 PA USD 158215.35000000 0.004477182082 Long DBT USGA US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9MC6 52204.21000000 PA USD 50037.78000000 0.001415970397 Long DBT USGA US N 2 2037-03-01 Fixed 3.50000000 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST N/A 12532CBA2 371000.00000000 PA USD 341934.60000000 0.009676074189 Long ABS-MBS US N 2 2050-06-15 Fixed 3.57190000 N N N N N N Government National Mortgage Association N/A 38378XAQ4 2927352.76000000 PA USD 15507.07000000 0.000438819469 Long DBT USGA US N 2 2054-05-16 Floating 0.10427040 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TA6 30954000.00000000 PA USD 21182934.69000000 0.599435235893 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46644UBA5 568000.00000000 PA USD 541169.44000000 0.015314026865 Long ABS-MBS US N 2 2048-07-15 Fixed 3.82180000 N N N N N N WESTERN MIDSTREAM OPERATING, LP L6D8A6MLSY454J2JXJ60 958254AF1 40000.00000000 PA USD 37962.40000000 0.001074260980 Long DBT CORP US N 2 2026-07-01 Fixed 4.65000000 N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAV8 800000.00000000 PA USD 745442.30000000 0.021094545561 Long DBT CORP US N 2 2029-07-23 Fixed 4.20300000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AL9 830000.00000000 PA USD 773285.53000000 0.021882454007 Long DBT CORP US N 2 2043-09-15 Fixed 4.80000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BT6 540000.00000000 PA USD 458726.18000000 0.012981045352 Long DBT CORP US N 2 2028-08-12 Fixed 1.60000000 N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXG4 125000.00000000 PA USD 104314.89000000 0.002951905465 Long DBT CORP US N 2 2030-02-07 Fixed 2.60000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46640UAJ1 130000.00000000 PA USD 126112.14000000 0.003568724612 Long ABS-MBS US N 2 2047-01-15 Floating 4.88342160 N N N N N N RACKSPACE TECHNOLOGY GLOBAL, INC. N/A 75009XAB6 374349.75000000 PA USD 232605.96000000 0.006582289495 Long LON US N 2 2028-02-15 Floating 7.38000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EAN0 6321082.32000000 PA USD 5363015.03000000 0.151762738574 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 12635FAS3 477487.75000000 PA USD 454627.31000000 0.012865055423 Long ABS-MBS US N 2 2048-08-15 Fixed 3.44650000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AV7G8 287967.89000000 PA USD 270646.39000000 0.007658758571 Long DBT USGA US N 2 2027-02-25 Floating 2.96100000 N N N N N N TOYOTA AUTO LOAN EXTENDED NOTE TRUST N/A 89231EAA1 766000.00000000 PA USD 725640.38000000 0.020534190315 Long ABS-MBS US N 2 2035-04-25 Fixed 3.82000000 N N N N N N METLIFE CAPITAL TRUST IV N/A 591560AA5 800000.00000000 PA USD 864086.28000000 0.024451935988 Long DBT CORP US N 2 2037-12-15 Fixed 7.87500000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61690YBV3 2879689.26000000 PA USD 80426.84000000 0.002275920806 Long DBT USGA US N 2 2049-11-15 Floating 0.96308280 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46590XAC0 350000.00000000 PA USD 285915.26000000 0.008090837451 Long DBT NUSS US N 2 2031-12-01 Fixed 3.75000000 N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAV5 50000.00000000 PA USD 50902.47000000 0.001440439417 Long DBT CORP US N 2 2025-12-15 Fixed 5.85000000 N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBE4 1720000.00000000 PA USD 1438372.31000000 0.040703096977 Long DBT CORP US N 2 2035-05-15 Fixed 3.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFL74 848257.37000000 PA USD 695107.64000000 0.019670174045 Long DBT USGA US N 2 2052-01-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912803FJ7 5380000.00000000 PA USD 1893386.57000000 0.053579102321 Long DBT UST US N 2 2049-05-15 Fixed 0.00000000 N N N N N N AMMC CLO LIMITED N/A 00176DAQ2 2807621.48000000 PA USD 2777855.08000000 0.078607815183 Long ABS-CBDO CORP KY Y 2 2029-07-24 Floating 5.37456960 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -2334.28000000 -0.00006605551 N/A DFE US N 2 U.S. DOLLARS N/A 300000.00000000 EUR 318245.40000000 USD 2023-01-18 -2334.28000000 N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XDS2 150000.00000000 PA USD 117531.26000000 0.003325902647 Long DBT CORP US N 2 2032-01-12 Fixed 3.10000000 N N N N N BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST N/A 07336NAA7 0.03000000 PA USD 0.03000000 0.000000000848 Long ABS-MBS US Y 2 2051-12-25 Floating 2.99999880 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAZ9 270000.00000000 PA USD 234371.60000000 0.006632253622 Long DBT CORP US N 2 2049-10-01 Fixed 4.87500000 N N N N N N MVW OWNER TRUST N/A 55389TAA9 536724.07000000 PA USD 490097.56000000 0.013868793478 Long ABS-MBS US Y 2 2041-01-22 Fixed 1.14000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGGN3 180167.49000000 PA USD 154732.81000000 0.004378633075 Long DBT USGA US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402RH44 282243.04000000 PA USD 278349.83000000 0.007876750716 Long DBT USGA US N 2 2035-06-01 Fixed 4.50000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DE2 610000.00000000 PA USD 673440.00000000 0.019057022606 Long DBT CORP US N 2 2031-09-15 Fixed 7.87500000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46642CBQ2 380000.00000000 PA USD 338086.27000000 0.009567174047 Long ABS-MBS US N 2 2047-07-15 Floating 4.55959440 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2L6 320000.00000000 PA USD 299969.80000000 0.008488553189 Long DBT CORP US N 2 2031-04-04 Fixed 4.47800000 N N N N N Government National Mortgage Association N/A 38375JSU0 256404.19000000 PA USD 11256.73000000 0.000318543237 Long DBT USGA US N 2 2037-04-20 Floating 1.89713880 N N N N N N HUDSON PACIFIC PROPERTIES, L.P. 5493007NTUGLGZ8T3526 44409MAB2 580000.00000000 PA USD 495523.93000000 0.014022349037 Long DBT CORP US N 2 2029-04-01 Fixed 4.65000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNGA5 1918138.09000000 PA USD 1584645.33000000 0.044842334695 Long DBT USGA US N 2 2052-05-01 Fixed 2.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NU1 797000.00000000 PA USD 746337.10000000 0.021119866635 Long DBT CORP US N 2 2033-05-24 Fixed 4.91000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFN23 181629.23000000 PA USD 161871.27000000 0.004580637401 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L57D2 1755.89000000 PA USD 1434.00000000 0.000040579369 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296JHS8 4081.95000000 PA USD 4112.71000000 0.000116381574 Long DBT USGA US N 2 2033-06-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412QBG3 14782.62000000 PA USD 14654.48000000 0.000414692855 Long DBT USGA US N 2 2039-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFA84 501987.54000000 PA USD 425556.57000000 0.012042410867 Long DBT USGA US N 2 2051-04-01 Fixed 2.50000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523CK4 130000.00000000 PA USD 92135.01000000 0.002607238905 Long DBT CORP US N 2 2050-03-15 Fixed 3.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XG7B9 4536129.79000000 PA USD 4246357.28000000 0.120163528570 Long DBT USGA US N 2 2047-07-01 Fixed 3.50000000 N N N N N N GALAXY PIPELINE ASSETS BIDCO LIMITED 549300L82YB0C6JQIC26 36321PAB6 458000.00000000 PA USD 368600.24000000 0.010430659162 Long DBT NUSS AE N 2 2036-03-31 Fixed 2.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AH6K1 249885.33000000 PA USD 209179.56000000 0.005919368620 Long DBT USGA US N 2 2044-02-25 Fixed 2.50000000 N N N N N N MEDLINE BORROWER, LP N/A 58503UAC7 854950.00000000 PA USD 811330.45000000 0.022959050141 Long LON US N 2 2028-10-23 Floating 7.32143160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJWA2 111264.57000000 PA USD 106363.01000000 0.003009863218 Long DBT USGA US N 2 2037-02-01 Fixed 3.50000000 N N N N N N CINTAS CORP NO 2 549300QVUQTTKMTE0G41 17252MAN0 400000.00000000 PA USD 385589.02000000 0.010911408100 Long DBT CORP US N 2 2027-04-01 Fixed 3.70000000 N N N N N N ALLY AUTO RECEIVABLES TRUST N/A 02008MAD1 680000.00000000 PA USD 681288.46000000 0.019279118531 Long ABS-MBS US N 2 2028-04-17 Fixed 4.87000000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 22945EAU5 256000.00000000 PA USD 213117.41000000 0.006030802001 Long ABS-MBS US N 2 2054-03-15 Fixed 2.80480000 N N N N N N SBL HOLDINGS, INC. N/A 78397DAB4 976000.00000000 PA USD 767545.29000000 0.021720016546 Long DBT CORP US N 2 2031-02-18 Fixed 5.00000000 N N N N N N AMCOR FINANCE (USA) INC. 549300ZMT7FVT8R77U18 02343UAG0 2425000.00000000 PA USD 2294423.98000000 0.064927669363 Long DBT CORP US N 2 2026-04-28 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BGBR9 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2037-07-15 Fixed 1.75000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CH7 1240000.00000000 PA USD 1134756.66000000 0.032111373429 Long DBT CORP US N 2 2032-04-13 Fixed 3.60000000 N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FR4 340000.00000000 PA USD 258958.47000000 0.007328013508 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414AEX6 19132.71000000 PA USD 19486.97000000 0.000551442783 Long DBT USGA US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Prosus N.V. 635400Z5LQ5F9OLVT688 74365PAD0 730000.00000000 PA USD 455393.54000000 0.012886738219 Long DBT NUSS CN N 2 2050-08-03 Fixed 4.02700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CGD0 482789.80000000 PA USD 431533.01000000 0.012211532322 Long DBT USGA US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617YNVK3 132194.91000000 PA USD 117588.60000000 0.003327525256 Long DBT USGA US N 2 2047-01-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6F37 16107.90000000 PA USD 16686.14000000 0.000472184822 Long DBT USGA US N 2 2038-02-01 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DN5J8 990338.62000000 PA USD 844313.56000000 0.023892407044 Long DBT USGA US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WLCJ0 340719.22000000 PA USD 325139.73000000 0.009200812522 Long DBT USGA US N 2 2047-07-01 Fixed 4.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCY3 585000.00000000 PA USD 547021.28000000 0.015479622385 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CV9 480000.00000000 PA USD 470226.72000000 0.013306487932 Long DBT CORP US N 2 2024-05-03 Fixed 3.37500000 N N N N N N Pearl Second Merger Sub LLC N/A 701885AJ4 60000.00000000 PA USD 55100.92000000 0.001559247264 Long DBT CORP US N 2 2028-02-15 Fixed 4.12500000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBM2 220000.00000000 PA USD 203105.49000000 0.005747484429 Long DBT CORP US N 2 2034-08-15 Fixed 4.20000000 N N N N N N CCO HOLDINGS, LLC N/A 1248EPCE1 50000.00000000 PA USD 41307.75000000 0.001168927782 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BV0 395000.00000000 PA USD 385992.53000000 0.010922826636 Long DBT CORP US N 2 2024-06-06 Fixed 3.36300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ECG3 3415534.87000000 PA USD 2879029.31000000 0.081470846171 Long DBT USGA US N 2 2042-03-01 Fixed 2.00000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFK5 60000.00000000 PA USD 45134.37000000 0.001277213574 Long DBT CORP US N 2 2049-09-01 Fixed 3.62500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KRRC5 1166.13000000 PA USD 988.04000000 0.000027959581 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMYN7 812887.65000000 PA USD 782615.93000000 0.022146485908 Long DBT USGA US N 2 2033-12-01 Fixed 3.50000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBV2 390000.00000000 PA USD 340222.45000000 0.009627623724 Long DBT CORP US N 2 2037-05-15 Fixed 4.92600000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CT9 655000.00000000 PA USD 399788.64000000 0.011313229315 Long DBT CORP US N 2 2060-09-01 Fixed 2.45000000 N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NEB3 1240000.00000000 PA USD 1292939.43000000 0.036587633562 Long DBT CORP US N 2 2032-11-15 Fixed 5.50000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7AU0 24868.98000000 PA USD 26249.20000000 0.000742800543 Long DBT USGA US N 2 2038-09-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 36178NF95 349905.96000000 PA USD 320347.08000000 0.009065189987 Long DBT USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL94 1125236.32000000 PA USD 960929.04000000 0.027192394925 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N VIRGIN MEDIA BRISTOL LLC N/A G9368PBC7 1326550.62000000 PA USD 1302394.13000000 0.036855182908 Long LON US N 2 2028-01-31 Floating 6.81786000 N N N N N N HIGHER EDUCATION FUNDING I N/A 429827AY4 275277.98000000 PA USD 275082.45000000 0.007784290312 Long ABS-MBS US N 2 2034-05-25 Floating 5.80728960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FMT30 287710.68000000 PA USD 274867.03000000 0.007778194352 Long DBT USGA US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BYW2 1907.40000000 PA USD 1900.15000000 0.000053770494 Long DBT USGA US N 2 2024-01-01 Fixed 6.00000000 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST N/A 14041NGB1 786000.00000000 PA USD 791998.44000000 0.022411992420 Long ABS-MBS US N 2 2027-10-15 Fixed 4.95000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 105756CB4 1300000.00000000 PA USD 909273.05000000 0.025730632379 Long DBT NUSS BR N 2 2050-01-14 Fixed 4.75000000 N N N N N N Government National Mortgage Association N/A 38382KS87 246785.60000000 PA USD 34517.58000000 0.000976779375 Long DBT USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCQ3 360000.00000000 PA USD 349014.41000000 0.009876418836 Long DBT CORP US N 2 2035-07-15 Fixed 4.62500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HBH73 217645.35000000 PA USD 208235.78000000 0.005892661509 Long DBT USGA US N 2 2043-04-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DU67 649382.66000000 PA USD 553040.90000000 0.015649965748 Long DBT USGA US N 2 2040-12-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDGP5 86765.84000000 PA USD 74705.90000000 0.002114029498 Long DBT USGA US N 2 2051-04-01 Fixed 2.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBX6 155000.00000000 PA USD 139728.47000000 0.003954039872 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13645RBD5 699000.00000000 PA USD 651538.70000000 0.018437259050 Long DBT NUSS CA N 2 2024-12-02 Fixed 1.35000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFPZ8 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEF5 623000.00000000 PA USD 445779.78000000 0.012614687789 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TC2 55712000.00000000 PA USD 39779673.89000000 1.125686244657 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N LEHMAN XS TRUST MORTGAGE PASS-THROUGH CERTIFICATES N/A 52525BAD4 3951472.74000000 PA USD 3270580.25000000 0.092550964838 Long ABS-MBS US N 2 2047-09-25 Floating 6.08870880 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBL4 628000.00000000 PA USD 500976.02000000 0.014176632422 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N SLM STUDENT LOAN TRUST N/A 78445JAA5 1028059.24000000 PA USD 1018095.29000000 0.028810086952 Long ABS-MBS US N 2 2023-04-25 Floating 5.85843120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135GACR0 1343000.00000000 PA USD 958795.89000000 0.027132030991 Long DBT USGA US N 2 2036-01-25 Fixed 1.90000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCS8 90000.00000000 PA USD 88138.11000000 0.002494134525 Long DBT CORP US N 2 2025-10-15 Fixed 3.95000000 N N N N N United States of America 254900HROIFWPRGM1V77 91282CGD7 4930000.00000000 PA USD 4912860.56000000 0.139024255694 Long SN UST US N 2 2024-12-31 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398GJB6 18516.04000000 PA USD 18576.78000000 0.000525686202 Long DBT USGA US N 2 2039-12-25 Floating 3.40310520 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556DD4 461000.00000000 PA USD 372273.91000000 0.010534616771 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556CM2 452000.00000000 PA USD 332652.43000000 0.009413407101 Long DBT CORP US N 2 2041-10-15 Fixed 2.80000000 N N N N N N Government National Mortgage Association N/A 36241KFC7 37928.76000000 PA USD 39006.29000000 0.001103801007 Long DBT USGA US N 2 2035-06-15 Fixed 6.50000000 N N N N N N VERIZON MASTER TRUST N/A 92348KAZ6 1144000.00000000 PA USD 1107777.18000000 0.031347907404 Long ABS-MBS US N 2 2029-01-22 Fixed 3.67000000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAE2 1590000.00000000 PA USD 1432343.23000000 0.040532485914 Long DBT CORP US N 2 2029-07-15 Fixed 4.30000000 N N N N N FIRSTENERGY TRANSMISSION, LLC 549300AINIIPOLYX2R63 33767BAA7 35000.00000000 PA USD 32557.91000000 0.000921324582 Long DBT CORP US N 2 2044-07-15 Fixed 5.45000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286XAE4 850000.00000000 PA USD 826868.27000000 0.023398739774 Long ABS-MBS US N 2 2026-06-15 Fixed 0.90000000 N N N N N N Government National Mortgage Association N/A 36200FPF9 5450.51000000 PA USD 5589.15000000 0.000158161911 Long DBT USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N CLECO POWER LLC TM1ZH54SJKLNHFCBFK92 185508AG3 700000.00000000 PA USD 660141.40000000 0.018680698478 Long DBT CORP US N 2 2040-12-01 Fixed 6.00000000 N N N N N N TSMC Global, Ltd. 549300N2ZLI21P85T117 872882AG0 1365000.00000000 PA USD 1047274.70000000 0.029635806654 Long DBT NUSS TW N 2 2030-09-28 Fixed 1.37500000 N N N N N N Government National Mortgage Association N/A 36291LES0 29539.90000000 PA USD 31331.03000000 0.000886606300 Long DBT USGA US N 2 2034-09-15 Fixed 6.50000000 N N N N N N Rogers Communications Inc. 54930030NVF3Y2OL0A78 775109CD1 349000.00000000 PA USD 270574.83000000 0.007656733565 Long DBT NUSS CA N 2 2052-03-15 Fixed 4.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QEKF8 0.06000000 PA USD 0.05000000 0.000000001414 Long DBT USGA US N 2 2050-08-01 Fixed 2.50000000 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411BA2 390000.00000000 PA USD 294255.00000000 0.008326835630 Long DBT CORP US N 2 2043-04-15 Fixed 4.75000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FMU42 4850000.00000000 PA USD 301757.79000000 0.008539149776 Long DBT USGA US N 2 2029-06-25 Floating 1.14779880 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CP56 499987.42000000 PA USD 473856.43000000 0.013409201560 Long ABS-MBS US N 2 2047-05-01 Fixed 3.94000000 N N N N N N EDP Finance B.V. 5299007L43AQDFOW5739 26835PAJ9 346000.00000000 PA USD 355361.60000000 0.010056031784 Long DBT NUSS PT N 2 2027-10-11 Fixed 6.30000000 N N N N N CAMERON LNG, LLC 549300C39FLHGVD73K22 133434AA8 140000.00000000 PA USD 118096.76000000 0.003341905180 Long DBT CORP US N 2 2031-07-15 Fixed 2.90200000 N N N N N N Government National Mortgage Association 2 N/A 36179TG58 736731.00000000 PA USD 709137.26000000 0.020067184596 Long DBT USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMWN1 2792.68000000 PA USD 2389.34000000 0.000067613605 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBRQ5 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2051-06-01 Fixed 3.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CD2 710000.00000000 PA USD 521159.13000000 0.014747774593 Long DBT CORP US N 2 2050-04-15 Fixed 3.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402RH44 36510.00000000 PA USD 36006.39000000 0.001018909759 Long DBT USGA US N 2 2035-06-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HNH3 6538.25000000 PA USD 6770.23000000 0.000191584144 Long DBT USGA US N 2 2032-02-01 Fixed 6.00000000 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AR8 420000.00000000 PA USD 331968.80000000 0.009394061722 Long DBT CORP US N 2 2031-01-15 Fixed 2.15000000 N N N N N N Government National Mortgage Association N/A 36225BNA2 7476.03000000 PA USD 7775.34000000 0.000220026773 Long DBT USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KKY4 5746000.00000000 PA USD 5458523.02000000 0.154465426155 Long DBT USGA US N 2 2041-10-25 Floating 5.42768040 N N N N N N Government National Mortgage Association N/A 38382LXR7 2061839.05000000 PA USD 227118.38000000 0.006427001814 Long DBT USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H26A1 86572.71000000 PA USD 83558.07000000 0.002364528434 Long DBT USGA US N 2 2047-10-01 Fixed 4.00000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABW4 710000.00000000 PA USD 613297.59000000 0.017355111126 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03066TAB7 906936.15000000 PA USD 896203.38000000 0.025360786518 Long ABS-MBS US N 2 2026-01-20 Fixed 2.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERVZ0 445937.90000000 PA USD 399700.21000000 0.011310726921 Long DBT USGA US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWS4 1209534.84000000 PA USD 1050327.18000000 0.029722185812 Long DBT USGA US N 2 2042-05-01 Fixed 2.50000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023BU8 190000.00000000 PA USD 171443.95000000 0.004851525348 Long DBT CORP US N 2 2027-03-01 Fixed 2.80000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q83V5 818615.89000000 PA USD 800789.36000000 0.022660758102 Long DBT USGA US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAC1 500000.00000000 PA USD 493459.50000000 0.013963929744 Long DBT NUSS GB N 2 2024-08-01 Fixed 4.36300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374CND4 29833.83000000 PA USD 30138.66000000 0.000852864583 Long DBT USGA US N 2 2038-06-01 Fixed 5.00000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833CR9 232000.00000000 PA USD 219875.16000000 0.006222032986 Long DBT CORP US N 2 2027-05-11 Fixed 3.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H32K8 16132.02000000 PA USD 15080.56000000 0.000426750078 Long DBT USGA US N 2 2043-01-01 Fixed 3.50000000 N N N N N N AIR CANADA N/A C0102MAP0 418950.00000000 PA USD 413189.44000000 0.011692445501 Long LON US N 2 2028-08-11 Floating 8.12999880 N N N N N N Government National Mortgage Association N/A 36225BB31 3729.19000000 PA USD 3833.54000000 0.000108481614 Long DBT USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N VANTAGE DATA CENTERS ISSUER LLC N/A 92211MAE3 3344593.42000000 PA USD 3263318.46000000 0.092345470516 Long ABS-MBS US N 2 2043-11-15 Fixed 4.19600000 N N N N N N APOLLO MANAGEMENT HOLDINGS, L.P. 5493006XQW0V5K38YM64 03765HAB7 530000.00000000 PA USD 501360.34000000 0.014187507919 Long DBT CORP US N 2 2026-05-27 Fixed 4.40000000 N N N N N N WISCONSIN ELECTRIC POWER COMPANY AENKIFMULUAWOUU8Q584 976656CN6 421000.00000000 PA USD 412511.82000000 0.011673270193 Long DBT CORP US N 2 2032-09-30 Fixed 4.75000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 260000.00000000 PA USD 239362.88000000 0.006773496993 Long DBT NUSS GB N 2 2029-06-19 Fixed 4.58300000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2N2 1900000.00000000 PA USD 1768249.92000000 0.050037982150 Long DBT CORP US N 2 2026-04-30 Fixed 2.18800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7QH9 782000.00000000 PA USD 667548.75000000 0.018890311861 Long DBT USGA US N 2 2032-05-25 Fixed 2.58000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGB4 282000.00000000 PA USD 200883.59000000 0.005684609045 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297BTM4 28522.05000000 PA USD 29264.90000000 0.000828138900 Long DBT USGA US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 36290YVQ8 12463.83000000 PA USD 12838.77000000 0.000363311846 Long DBT USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BV0 60000.00000000 PA USD 53287.26000000 0.001507924267 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFMQ1 187677.55000000 PA USD 161897.39000000 0.004581376546 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AHQK9 167570.44000000 PA USD 9093.41000000 0.000257325552 Long DBT USGA US N 2 2041-09-25 Floating 1.76128920 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081FB4 569000.00000000 PA USD 456765.32000000 0.012925556885 Long DBT CORP US N 2 2031-08-18 Fixed 1.75000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDG3 280000.00000000 PA USD 255315.58000000 0.007224926912 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N Government National Mortgage Association 2 N/A 36179TXW0 365433.27000000 PA USD 359551.16000000 0.010174588061 Long DBT USGA US N 2 2048-05-20 Fixed 4.50000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RLV2 140000.00000000 PA USD 93706.33000000 0.002651704159 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CX5 51000.00000000 PA USD 45954.58000000 0.001300423898 Long DBT CORP US N 2 2048-11-16 Fixed 4.62500000 N N N N N N TENNESSEE GAS PIPELINE COMPANY, L.L.C. N/A 880451AZ2 730000.00000000 PA USD 611444.36000000 0.017302668376 Long DBT CORP US N 2 2030-03-01 Fixed 2.90000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03066TAC5 274000.00000000 PA USD 265206.63000000 0.007504824102 Long ABS-MBS US N 2 2026-11-18 Fixed 2.45000000 N N N N N N RBS COMMERCIAL FUNDING INC TRUST N/A 74932QAA8 445000.00000000 PA USD 428300.44000000 0.012120056972 Long ABS-MBS US N 2 2032-01-15 Floating 3.83360040 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HJH4 100000.00000000 PA USD 99922.93000000 0.002827621667 Long DBT CORP US N 2 2023-01-25 Fixed 3.20000000 N N N N N N Government National Mortgage Association N/A 36291FAT5 9578.35000000 PA USD 9831.65000000 0.000278216286 Long DBT USGA US N 2 2034-04-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL6J1 535250.16000000 PA USD 439289.68000000 0.012431030771 Long DBT USGA US N 2 2051-06-01 Fixed 2.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MY4 1475000.00000000 PA USD 1164460.24000000 0.032951926107 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404121AJ4 60000.00000000 PA USD 59659.94000000 0.001688258531 Long DBT CORP US N 2 2028-09-01 Fixed 5.62500000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DJ2 240000.00000000 PA USD 134331.81000000 0.003801325047 Long DBT CORP US N 2 2060-05-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AETS6 77294.69000000 PA USD 8305.47000000 0.000235028405 Long DBT USGA US N 2 2043-06-25 Floating 1.76128920 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 413875AT2 180000.00000000 PA USD 161265.18000000 0.004563486251 Long DBT CORP US N 2 2045-04-27 Fixed 5.05400000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BJ2 290000.00000000 PA USD 248346.02000000 0.007027702122 Long DBT CORP US N 2 2028-06-15 Fixed 2.20000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RLV2 295000.00000000 PA USD 197452.62000000 0.005587519367 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAW9 208000.00000000 PA USD 178761.54000000 0.005058598700 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XZQF1 76447.97000000 PA USD 71324.14000000 0.002018332365 Long DBT USGA US N 2 2044-08-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SY5 500000.00000000 PA USD 375878.91000000 0.010636631155 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825CAF1 10000.00000000 PA USD 10670.28000000 0.000301947860 Long DBT CORP US N 2 2032-10-15 Fixed 5.90000000 N N N N N N TARGA RESOURCES PARTNERS LP 6OQWTZ1SPC04IFT4T704 87612BBU5 40000.00000000 PA USD 33655.60000000 0.000952387042 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QHP66 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2036-03-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419MCB5 37943.60000000 PA USD 37614.41000000 0.001064413550 Long DBT USGA US N 2 2041-06-01 Fixed 4.50000000 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST N/A 90270RAL8 108042.03000000 PA USD 102639.93000000 0.002904507404 Long ABS-MBS US N 2 2045-12-10 Floating 4.09574160 N N N N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 04316JAB5 1370000.00000000 PA USD 866316.02000000 0.024515033228 Long DBT CORP US N 2 2052-03-09 Fixed 3.05000000 N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449VAB2 830870.66000000 PA USD 738090.24000000 0.020886496776 Long ABS-MBS US N 2 2054-09-15 Fixed 1.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KXAB2 78985.62000000 PA USD 67662.64000000 0.001914719143 Long DBT USGA US N 2 2050-12-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810ST6 26096000.00000000 PA USD 16965458.19000000 0.480088976385 Long DBT UST US N 1 2040-11-15 Fixed 1.37500000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BV0 1495000.00000000 PA USD 1327740.98000000 0.037572448728 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N AMERICAN ASSETS TRUST, L.P. 549300V1TI0SMG9Z6U69 02401LAA2 1370000.00000000 PA USD 1086661.44000000 0.030750373645 Long DBT CORP US N 2 2031-02-01 Fixed 3.37500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMEM6 1631795.84000000 PA USD 1472013.65000000 0.041655080489 Long DBT USGA US N 2 2047-07-25 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFW6 815000.00000000 PA USD 819902.73000000 0.023201628743 Long SN UST US N 2 2025-11-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNLQ3 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2052-03-01 Fixed 2.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141EC23 330000.00000000 PA USD 322912.90000000 0.009137797628 Long DBT CORP US N 2 2024-07-08 Fixed 3.85000000 N N N N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 02666TAE7 2575000.00000000 PA USD 2166001.19000000 0.061293557916 Long DBT CORP US N 2 2032-04-15 Fixed 3.62500000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EC3 285000.00000000 PA USD 259910.46000000 0.007354952945 Long DBT CORP US N 2 2036-12-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KRV27 7718.86000000 PA USD 7686.10000000 0.000217501457 Long DBT USGA US N 2 2036-06-01 Fixed 5.00000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABR5 100000.00000000 PA USD 90964.10000000 0.002574104463 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N N COMM MORTGAGE TRUST N/A 12593QBJ8 870000.00000000 PA USD 782811.47000000 0.022152019304 Long ABS-MBS US N 2 2048-10-10 Floating 4.46685480 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HJY7 1140000.00000000 PA USD 1115911.21000000 0.031578084396 Long DBT CORP US N 2 2024-09-10 Fixed 3.87500000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RHK1 750000.00000000 PA USD 670941.77000000 0.018986327629 Long DBT CORP US N 2 2039-03-01 Fixed 4.85000000 N N N N N N Government National Mortgage Association 2 N/A 36179S2P1 266886.88000000 PA USD 248182.97000000 0.007023088129 Long DBT USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 44933DAD3 786000.00000000 PA USD 794076.07000000 0.022470785247 Long ABS-MBS US N 2 2027-06-15 Fixed 5.39000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDJ9 6439392.36000000 PA USD 5455152.29000000 0.154370041150 Long DBT USGA US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMT62 151956.57000000 PA USD 125985.25000000 0.003565133875 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N GCAT TRUST N/A 36168YAA5 3007.01000000 PA USD 2506.27000000 0.000070922493 Long ABS-MBS US Y 2 2051-12-25 Floating 2.99999880 N N N N N N ALIMENTATION COUCHE-TARD INC. 549300OSW32RVX8CCZ87 01626PAH9 360000.00000000 PA USD 332737.56000000 0.009415816112 Long DBT NUSS CA N 2 2027-07-26 Fixed 3.55000000 N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 1010000.00000000 PA USD 914584.66000000 0.025880940456 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N SOTERA HEALTH HOLDINGS, LLC N/A 83600VAE1 1370000.00000000 PA USD 1260400.00000000 0.035666831927 Long LON US N 2 2026-12-11 Floating 7.16470920 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBH0 80000.00000000 PA USD 63551.57000000 0.001798383978 Long DBT CORP US N 2 2031-08-01 Fixed 2.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBQ60 87964.19000000 PA USD 75458.34000000 0.002135322064 Long DBT USGA US N 2 2051-06-01 Fixed 2.50000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RML3 1404000.00000000 PA USD 1265280.59000000 0.035804942990 Long DBT CORP US N 2 2026-03-25 Fixed 1.70000000 N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDQ2 90000.00000000 PA USD 79901.03000000 0.002261041421 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAY1 530000.00000000 PA USD 469263.00000000 0.013279216558 Long DBT CORP US N 2 2026-02-24 Fixed 0.75000000 N N N N N N CLOUDERA, INC. N/A 74339VAB4 337450.00000000 PA USD 316571.97000000 0.008958361827 Long LON US N 2 2028-10-08 Floating 7.82142840 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAC5 295000.00000000 PA USD 278504.89000000 0.007881138608 Long DBT CORP US N 2 2027-01-15 Fixed 3.20000000 N N N N N WESTERN MIDSTREAM OPERATING, LP L6D8A6MLSY454J2JXJ60 958667AA5 210000.00000000 PA USD 172998.00000000 0.004895501896 Long DBT CORP US N 2 2050-02-01 Fixed 5.50000000 N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DU8 200000.00000000 PA USD 191670.10000000 0.005423885466 Long DBT CORP US N 2 2030-04-15 Fixed 4.50000000 N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BK4 90000.00000000 PA USD 85882.56000000 0.002430306912 Long DBT CORP US N 2 2036-05-15 Fixed 4.50000000 N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JBB3 44000.00000000 PA USD 36514.49000000 0.001033287986 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676AN5 300000.00000000 PA USD 203241.59000000 0.005751335791 Long DBT CORP US N 2 2040-07-16 Fixed 2.37500000 N N N N N N Government National Mortgage Association N/A 36225BTQ1 4439.26000000 PA USD 4703.38000000 0.000133096369 Long DBT USGA US N 2 2032-06-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617MB5S4 30107.80000000 PA USD 29330.13000000 0.000829984780 Long DBT USGA US N 2 2050-03-20 Fixed 4.00000000 N N N N N N ROHM AND HAAS COMPANY N/A 775371AU1 389000.00000000 PA USD 434419.24000000 0.012293206933 Long DBT CORP US N 2 2029-07-15 Fixed 7.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJMA7 1116701.78000000 PA USD 917550.27000000 0.025964861365 Long DBT USGA US N 2 2050-07-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617FKD38 299565.61000000 PA USD 266531.10000000 0.007542303988 Long DBT USGA US N 2 2047-04-20 Fixed 3.00000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 74977RDP6 1280000.00000000 PA USD 1090410.14000000 0.030856454455 Long DBT NUSS NL N 2 2033-04-06 Fixed 3.75800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYM6 980776.52000000 PA USD 879414.26000000 0.024885687564 Long DBT USGA US N 2 2046-08-01 Fixed 3.00000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBG9 190000.00000000 PA USD 143593.06000000 0.004063400140 Long DBT CORP US N 2 2055-05-15 Fixed 4.37500000 N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FX6 180000.00000000 PA USD 161885.40000000 0.004581037252 Long DBT CORP US N 2 2030-04-01 Fixed 3.35000000 N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGN8 1214000.00000000 PA USD 962340.33000000 0.027232331646 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AP4 510000.00000000 PA USD 500947.15000000 0.014175815458 Long DBT NUSS GB N 2 2024-03-14 Fixed 4.25000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BJ1 251000.00000000 PA USD 221245.92000000 0.006260822789 Long DBT CORP US N 2 2036-09-01 Fixed 4.00000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64829JAA1 538354.68000000 PA USD 505979.32000000 0.014318215935 Long ABS-MBS US N 2 2057-02-25 Floating 3.99999960 N N N N N N PRIME MORTGAGE TRUST N/A 74160MDK5 7449.56000000 PA USD 7158.08000000 0.000202559533 Long ABS-MBS US N 2 2034-02-25 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 3620ACVP6 25103.39000000 PA USD 25221.25000000 0.000713711587 Long DBT USGA US N 2 2039-12-20 Fixed 5.00000000 N N N N N N COMM MORTGAGE TRUST N/A 12591YBD6 285000.00000000 PA USD 273825.78000000 0.007748729032 Long ABS-MBS US N 2 2047-06-10 Fixed 4.01200000 N N N N N N Government National Mortgage Association N/A 36225BWZ7 5148.80000000 PA USD 5455.94000000 0.000154392331 Long DBT USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYUU1 470614.13000000 PA USD 399622.83000000 0.011308537219 Long DBT USGA US N 2 2041-01-01 Fixed 2.00000000 N N N N N N AMWINS GROUP INC. N/A 03234TAW8 272127.61000000 PA USD 266940.86000000 0.007553899387 Long LON US N 2 2028-02-19 Floating 6.32143080 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BF6 463000.00000000 PA USD 450743.31000000 0.012755145890 Long DBT CORP US N 2 2026-11-30 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKDE5 511083.72000000 PA USD 449489.68000000 0.012719670636 Long DBT USGA US N 2 2041-04-01 Fixed 2.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833AL4 220000.00000000 PA USD 189723.55000000 0.005368801944 Long DBT CORP US N 2 2043-05-04 Fixed 3.85000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBN5 130000.00000000 PA USD 85174.05000000 0.002410257478 Long DBT CORP US N 2 2051-04-22 Fixed 3.10900000 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST N/A 61767EAJ3 1030000.00000000 PA USD 889336.61000000 0.025166470482 Long ABS-MBS US N 2 2052-11-15 Floating 4.11099840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AWWM2 284375.05000000 PA USD 231738.49000000 0.006557741807 Long DBT USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DVA7 1421304.54000000 PA USD 1162128.78000000 0.032885950392 Long DBT USGA US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYV71 461758.79000000 PA USD 389235.43000000 0.011014594305 Long DBT USGA US N 2 2041-12-01 Fixed 2.00000000 N N N N N N EMERSON ELECTRIC CO. FGLT0EWZSUIRRITFOA30 291011BS2 280000.00000000 PA USD 180133.79000000 0.005097430666 Long DBT CORP US N 2 2051-12-21 Fixed 2.80000000 N N N N N N Government National Mortgage Association N/A 36210RW63 10647.78000000 PA USD 11285.42000000 0.000319355108 Long DBT USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST N/A 35105JAB4 496738.52000000 PA USD 487883.81000000 0.013806148723 Long ABS-MBS US Y 2 2025-09-15 Fixed 1.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6Q38 2018425.25000000 PA USD 1889018.40000000 0.053455491733 Long DBT USGA US N 2 2047-07-01 Fixed 3.50000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAT8 650000.00000000 PA USD 644615.90000000 0.018241357476 Long DBT NUSS DK N 2 2024-01-12 Fixed 5.37500000 N N N N N N WELLS FARGO HOME EQUITY TRUST N/A 9497EAAF8 5188285.33000000 PA USD 5062084.44000000 0.143246996925 Long ABS-MBS US N 2 2036-07-25 Floating 4.67871120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QGGP6 4189653.02000000 PA USD 3568031.39000000 0.100968244921 Long DBT USGA US N 2 2040-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128HXTR6 251309.01000000 PA USD 229787.51000000 0.006502532924 Long DBT USGA US N 2 2042-08-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JBDV2 162165.09000000 PA USD 157184.56000000 0.004448012760 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N NELNET PRIVATE EDUCATION LOAN TRUST N/A 64035DAB2 481674.21000000 PA USD 426232.50000000 0.012061538352 Long ABS-MBS US Y 2 2062-04-20 Fixed 1.36000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7DU5 23757.38000000 PA USD 22213.50000000 0.000628598199 Long DBT USGA US N 2 2044-02-01 Fixed 3.50000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573EAA5 207103.77000000 PA USD 190546.11000000 0.005392078768 Long ABS-MBS US Y 2 2055-11-25 Floating 1.02700080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNNW9 1073057.61000000 PA USD 1061130.44000000 0.030027896744 Long DBT USGA US N 2 2052-07-01 Fixed 5.00000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CL7 600000.00000000 PA USD 458298.00000000 0.012968928704 Long DBT CORP US N 2 2047-02-15 Fixed 4.10000000 N N N N N GSK CONSUMER HEALTHCARE CAPITAL US LLC 549300N8C3A3L0UVQB07 36264FAB7 410000.00000000 PA USD 381691.88000000 0.010801126731 Long DBT CORP US N 2 2027-03-24 Fixed 3.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BTEH0 1832260.75000000 PA USD 1490685.94000000 0.042183469437 Long DBT USGA US N 2 2053-04-15 Fixed 3.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCTE8 335151.54000000 PA USD 296310.74000000 0.008385009014 Long DBT USGA US N 2 2051-09-01 Fixed 3.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYL2 1370000.00000000 PA USD 1312460.30000000 0.037140035648 Long DBT CORP US N 2 2024-10-21 Fixed 0.92500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBT2 400000.00000000 PA USD 352814.52000000 0.009983954448 Long DBT CORP US N 2 2026-11-19 Fixed 1.04500000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC 5493002SQ1AVQBY41K40 928668BJ0 1055000.00000000 PA USD 1014793.16000000 0.028716643191 Long DBT CORP DE N 2 2023-11-22 Fixed 0.87500000 N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449TAB7 1336222.43000000 PA USD 1270763.70000000 0.035960104179 Long ABS-MBS US N 2 2036-07-15 Fixed 3.44000000 N N N N N N OBX TRUST N/A 67114JAC4 449820.36000000 PA USD 328157.40000000 0.009286206626 Long ABS-MBS US Y 2 2061-07-25 Floating 1.36199880 N N N N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 05964HAN5 390000.00000000 PA USD 333124.91000000 0.009426777353 Long DBT NUSS ES N 2 2027-09-14 Fixed 1.72200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMAF1 1713198.43000000 PA USD 1467090.52000000 0.041515765629 Long DBT USGA US N 2 2051-10-01 Fixed 2.50000000 N N N N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 701094AM6 400000.00000000 PA USD 385184.48000000 0.010899960416 Long DBT CORP US N 2 2024-06-14 Fixed 2.70000000 N N N N N N PNC BANK, NATIONAL ASSOCIATION AD6GFRVSDT01YPT1CS68 20453KAA3 430000.00000000 PA USD 418198.47000000 0.011834191162 Long DBT CORP US N 2 2025-04-10 Fixed 3.87500000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAV1 1430000.00000000 PA USD 1451401.51000000 0.041071797617 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N BON SECOURS MERCY HEALTH, INC. 5493006NA7JSVYYYF398 09778PAA3 855000.00000000 PA USD 764147.59000000 0.021623868343 Long DBT CORP US N 2 2030-06-01 Fixed 3.46400000 N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142DP5 60000.00000000 PA USD 58777.98000000 0.001663300804 Long DBT CORP US N 2 2024-04-22 Fixed 3.30000000 N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAA6 783000.00000000 PA USD 691632.36000000 0.019571830482 Long DBT NUSS NO N 2 2026-07-15 Fixed 2.00000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A65Y6 137645.82000000 PA USD 8403.64000000 0.000237806422 Long DBT USGA US N 2 2042-03-25 Floating 2.26128960 N N N N N N SLM STUDENT LOAN TRUST N/A 78445GAE3 685000.00000000 PA USD 658022.23000000 0.018620730150 Long ABS-MBS US N 2 2075-10-25 Floating 6.60843000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L1UL7 78877.97000000 PA USD 65104.29000000 0.001842322888 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BAQX3 39934.52000000 PA USD 3559.52000000 0.000100727389 Long DBT USGA US N 2 2044-05-15 Floating 1.68213960 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEB7 1800000.00000000 PA USD 1702888.85000000 0.048188392894 Long DBT CORP US N 2 2025-01-22 Fixed 0.79100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KRJH8 67204.05000000 PA USD 68705.42000000 0.001944227759 Long DBT USGA US N 2 2036-04-01 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGF0 524000.00000000 PA USD 488952.80000000 0.013836399030 Long DBT CORP US N 2 2028-01-20 Fixed 3.82400000 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 413875AS4 80000.00000000 PA USD 74542.34000000 0.002109401072 Long DBT CORP US N 2 2035-04-27 Fixed 4.85400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJBJ1 5097590.33000000 PA USD 4714904.39000000 0.133422486855 Long DBT USGA US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 150000.00000000 PA USD 103784.81000000 0.002936905248 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDB2 980000.00000000 PA USD 944305.74000000 0.026721988350 Long DBT CORP US N 2 2024-08-15 Fixed 3.07100000 N N N N N N Government National Mortgage Association N/A 38383TLM3 2271030.13000000 PA USD 1913972.87000000 0.054161653973 Long DBT USGA US N 2 2051-06-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QC6R2 44540.08000000 PA USD 43423.74000000 0.001228806122 Long DBT USGA US N 2 2050-03-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402QYY1 31237.84000000 PA USD 32263.92000000 0.000913005245 Long DBT USGA US N 2 2035-02-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SP4 15970000.00000000 PA USD 8873955.04000000 0.251115410142 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N Compagnie des chemins de fer nationaux du Canada 3SU7BEP7TH9YEQOZCS77 136375DC3 443000.00000000 PA USD 411601.80000000 0.011647518424 Long DBT NUSS CA N 2 2032-08-05 Fixed 3.85000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFK5 459000.00000000 PA USD 345277.91000000 0.009770683262 Long DBT CORP US N 2 2049-09-01 Fixed 3.62500000 N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 001192AH6 700000.00000000 PA USD 695126.91000000 0.019670719348 Long DBT CORP US N 2 2041-03-15 Fixed 5.87500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HELK6 523303.60000000 PA USD 499701.01000000 0.014140552156 Long DBT USGA US N 2 2048-02-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SP4 19530000.00000000 PA USD 10852119.09000000 0.307093547794 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBH4 1160000.00000000 PA USD 1117318.58000000 0.031617910189 Long DBT CORP US N 2 2025-03-19 Fixed 2.99200000 N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MS7 310000.00000000 PA USD 250724.94000000 0.007095020862 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCC7 1030000.00000000 PA USD 922078.00000000 0.026092987186 Long DBT CORP US N 2 2026-03-25 Fixed 1.65000000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DH7 161000.00000000 PA USD 155954.04000000 0.004413191473 Long DBT CORP US N 2 2026-04-01 Fixed 3.90000000 N N N N N PRKCM TRUST N/A 69377CAA1 1762798.69000000 PA USD 1650606.78000000 0.046708913520 Long ABS-MBS US Y 2 2057-04-25 Floating 4.10000040 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGT1 1370000.00000000 PA USD 1100419.37000000 0.031139695905 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFZA2 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36230LNR6 130179.05000000 PA USD 116268.56000000 0.003290170729 Long DBT USGA US N 2 2046-04-15 Fixed 3.00000000 N N N N N N MKT MORTGAGE TRUST N/A 55316PAA5 965000.00000000 PA USD 754661.17000000 0.021355421384 Long ABS-MBS US N 2 2040-02-12 Fixed 2.69400000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KA8 1295000.00000000 PA USD 1234663.83000000 0.034938549120 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXDJ8 159481.94000000 PA USD 152751.55000000 0.004322567328 Long DBT USGA US N 2 2056-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJE90 150734.03000000 PA USD 124364.57000000 0.003519271831 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFX4 61670000.00000000 PA USD 61672408.83000000 1.745207426456 Long SN UST US N 2 2024-11-30 Fixed 4.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFF6 140000.00000000 PA USD 130086.61000000 0.003681194267 Long DBT CORP US N 2 2027-03-22 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QRC6 1177115.66000000 PA USD 1179295.76000000 0.033371742038 Long DBT USGA US N 2 2048-04-01 Floating 3.72200040 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63939NAC7 243255.05000000 PA USD 245348.48000000 0.006942877657 Long ABS-MBS US N 2 2045-12-15 Floating 6.46786080 N N N N N N United States of America 254900HROIFWPRGM1V77 912796ZE2 7040000.00000000 PA USD 6926342.09000000 0.196001808312 Long DBT UST US N 2 2023-05-11 None 0.00000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 345295AD1 665000.00000000 PA USD 671600.06000000 0.019004955936 Long ABS-MBS US N 2 2027-05-17 Fixed 5.27000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H6SL0 699453.86000000 PA USD 635958.63000000 0.017996373825 Long DBT USGA US N 2 2049-07-25 Fixed 2.50000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBF9 304000.00000000 PA USD 283022.02000000 0.008008964470 Long DBT CORP US N 2 2030-01-15 Fixed 4.50000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162CY4 263000.00000000 PA USD 158286.99000000 0.004479209353 Long DBT CORP US N 2 2053-09-01 Fixed 2.77000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687EH5 210000.00000000 PA USD 237824.30000000 0.006729958216 Long DBT CORP US N 2 2037-11-15 Fixed 6.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNHH9 391797.71000000 PA USD 369121.66000000 0.010445414319 Long DBT USGA US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXLJ9 636492.49000000 PA USD 630408.34000000 0.017839311574 Long DBT USGA US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYM52 1061163.83000000 PA USD 869624.93000000 0.024608668849 Long DBT USGA US N 2 2051-03-25 Fixed 1.50000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST N/A 36265WAE3 563000.00000000 PA USD 546309.64000000 0.015459484378 Long ABS-MBS US N 2 2027-12-16 Fixed 3.71000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TJ7 9040000.00000000 PA USD 7448112.50000000 0.210766880922 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BF8 470000.00000000 PA USD 410684.22000000 0.011621552721 Long DBT NUSS NL N 2 2045-05-11 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSE6 1393709.95000000 PA USD 1336986.75000000 0.037834085767 Long DBT USGA US N 2 2048-11-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFL0 104000.00000000 PA USD 103264.69000000 0.002922186878 Long SN UST US N 2 2029-09-30 Fixed 3.87500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAR0 195000.00000000 PA USD 180629.56000000 0.005111459979 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBP38 1856585.46000000 PA USD 1783286.30000000 0.050463482022 Long DBT USGA US N 2 2045-11-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395QDZ0 966897.65000000 PA USD 902298.85000000 0.025533276286 Long DBT USGA US N 2 2042-10-25 Fixed 3.50000000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AL8 960000.00000000 PA USD 737280.00000000 0.020863568584 Long DBT NUSS KE N 2 2034-01-23 Fixed 6.30000000 N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83405YAA0 414987.57000000 PA USD 329537.19000000 0.009325251959 Long ABS-MBS US Y 2 2043-08-17 Fixed 1.03000000 N N N N N N AMERICAN HOME MORTGAGE INVESTMENT TRUST N/A 02660TJB0 2092200.37000000 PA USD 1734596.46000000 0.049085655665 Long ABS-MBS US N 2 2046-03-25 Floating 4.78870920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EKLG8 32967.01000000 PA USD 30853.45000000 0.000873091729 Long DBT USGA US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QN4Q2 10576.26000000 PA USD 9924.26000000 0.000280836967 Long DBT USGA US N 2 2052-05-01 Fixed 4.00000000 N N N N N N PERATON CORP N/A 71360HAB3 1131521.58000000 PA USD 1102995.92000000 0.031212607184 Long LON US N 2 2028-02-01 Floating 7.82142840 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63940FAC1 1130278.00000000 PA USD 1120005.47000000 0.031693943872 Long ABS-MBS US N 2 2065-06-25 Floating 5.88871080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFNS6 1558735.13000000 PA USD 1384273.72000000 0.039172213672 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3ZD2 287691.04000000 PA USD 235516.84000000 0.006664661653 Long DBT USGA US N 2 2047-02-01 Fixed 2.00000000 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131AZ5 265000.00000000 PA USD 228013.48000000 0.006452331377 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D3R1 271159.95000000 PA USD 228573.21000000 0.006468170631 Long DBT USGA US N 2 2041-08-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EDM9 1814169.62000000 PA USD 1575379.94000000 0.044580142448 Long DBT USGA US N 2 2042-05-01 Fixed 2.50000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BH4 48000.00000000 PA USD 41559.18000000 0.001176042754 Long DBT CORP US N 2 2046-04-01 Fixed 4.25000000 N N N N N BRK: CITIGROUP N/A N/A 1300000.00000000 NC USD 380155.34000000 0.010757645682 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2053-07-24 0.00000000 USD 0.00000000 USD -1300000.00000000 USD 380155.34000000 N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582CH3 840000.00000000 PA USD 602516.25000000 0.017050020487 Long DBT NUSS NL N 2 2050-04-06 Fixed 3.25000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89177WAA7 644875.29000000 PA USD 631938.00000000 0.017882597932 Long ABS-MBS US N 2 2058-11-25 Floating 2.99999880 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST N/A 02582JJT8 785000.00000000 PA USD 762005.00000000 0.021563237276 Long ABS-MBS US N 2 2027-05-15 Fixed 3.39000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411W4N4 13004.59000000 PA USD 13513.42000000 0.000382403110 Long DBT USGA US N 2 2037-06-01 Fixed 6.00000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CF9 199000.00000000 PA USD 137493.22000000 0.003890786709 Long DBT CORP US N 2 2062-03-17 Fixed 3.04100000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EE6 229000.00000000 PA USD 161834.36000000 0.004579592921 Long DBT CORP US N 2 2041-02-08 Fixed 2.37500000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83390UAF4 99098.24000000 PA USD 88750.62000000 0.002511467349 Long ABS-MBS US N 2 2046-02-15 Fixed 1.95000000 N N N N N N SANTANDER RETAIL AUTO LEASE TRUST N/A 80287UAC3 1115000.00000000 PA USD 1083988.95000000 0.030674747453 Long ABS-MBS US Y 2 2025-11-20 Fixed 3.28000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 2400000.00000000 PA USD 1803744.82000000 0.051042417752 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N OCP S.A. 213800D26TAPVTCVWG40 67091TAD7 410000.00000000 PA USD 342760.00000000 0.009699431380 Long DBT NUSS MA N 2 2031-06-23 Fixed 3.75000000 N N N N N PILOT TRAVEL CENTERS LLC N/A 72165NBH1 821600.00000000 PA USD 811124.60000000 0.022953224992 Long LON US N 2 2028-08-04 Floating 6.18645960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QL2S4 392464.62000000 PA USD 344460.72000000 0.009747558398 Long DBT USGA US N 2 2051-09-01 Fixed 3.00000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449MAA4 1421514.07000000 PA USD 1245230.40000000 0.035237562192 Long ABS-MBS US Y 2 2053-03-17 Fixed 1.34000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136APB68 223713.08000000 PA USD 7581.17000000 0.000214532145 Long DBT USGA US N 2 2055-08-25 Floating 0.30917520 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J9C63 493506.35000000 PA USD 462152.83000000 0.013078012783 Long DBT USGA US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38380RRS1 517609.13000000 PA USD 401755.37000000 0.011368883892 Long DBT USGA US N 2 2063-06-16 Fixed 1.34000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AP4 241000.00000000 PA USD 211071.19000000 0.005972898015 Long DBT CORP US N 2 2030-01-15 Fixed 4.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 118000.00000000 PA USD 117162.09000000 0.003315455865 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LHUY4 299356.95000000 PA USD 296677.10000000 0.008395376279 Long DBT USGA US N 2 2032-10-01 Fixed 4.41000000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAB9 635000.00000000 PA USD 582385.14000000 0.016480349813 Long DBT NUSS GB N 2 2026-07-26 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LHVK3 200000.00000000 PA USD 195629.67000000 0.005535933481 Long DBT USGA US N 2 2032-11-01 Fixed 4.26000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EX7 670000.00000000 PA USD 613572.86000000 0.017362900724 Long DBT CORP US N 2 2025-05-28 Fixed 0.80000000 N N N N N N Government National Mortgage Association N/A 36200JU99 2130.76000000 PA USD 2263.18000000 0.000064043526 Long DBT USGA US N 2 2033-03-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGDU0 285415.43000000 PA USD 234303.92000000 0.006630338412 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MDS74 199558.67000000 PA USD 181467.73000000 0.005135178535 Long DBT USGA US N 2 2052-02-01 Fixed 3.50000000 N N N N N N STRUCTURED ASSET SECURITIES CORPORATION N/A 86359BBS9 11795.53000000 PA USD 10913.71000000 0.000308836448 Long ABS-MBS US N 2 2033-12-25 Floating 3.83469120 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGQ7 909000.00000000 PA USD 782531.99000000 0.022144110572 Long DBT CORP US N 2 2045-11-17 Fixed 4.90000000 N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 595000.00000000 PA USD 423901.35000000 0.011995571409 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N Government National Mortgage Association N/A 38375BLC4 274045.04000000 PA USD 271890.47000000 0.007693963579 Long DBT USGA US N 2 2061-03-20 Floating 4.32156960 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST N/A 362585AC5 1894000.00000000 PA USD 1834343.92000000 0.051908311878 Long ABS-MBS US N 2 2027-02-16 Fixed 3.10000000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED PUSS41EMO3E6XXNV3U28 744573AU0 363000.00000000 PA USD 290099.16000000 0.008209233562 Long DBT CORP US N 2 2031-11-15 Fixed 2.45000000 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AJ2 410000.00000000 PA USD 382931.55000000 0.010836206945 Long DBT CORP US N 2 2027-03-27 Fixed 2.75000000 N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687DZ6 65000.00000000 PA USD 70652.43000000 0.001999324298 Long DBT CORP US N 2 2034-12-15 Fixed 6.20000000 N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 17327CAQ6 4065000.00000000 PA USD 3280514.96000000 0.092832097519 Long DBT CORP US N 2 2033-01-25 Fixed 3.05700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAH96 601003.78000000 PA USD 491196.83000000 0.013899900649 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BV1 735000.00000000 PA USD 513206.35000000 0.014522726618 Long DBT CORP US N 2 2041-08-12 Fixed 2.80000000 N N N N N PAWNEE EQUIPMENT RECEIVABLES LLC N/A 704100AB2 789629.10000000 PA USD 757473.11000000 0.021434993735 Long ABS-MBS US Y 2 2027-07-15 Fixed 1.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DHY1 744039.32000000 PA USD 652346.13000000 0.018460107725 Long DBT USGA US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHJL2 1253699.65000000 PA USD 1184497.17000000 0.033518931673 Long DBT USGA US N 2 2052-06-01 Fixed 4.00000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46649CAA1 98038.32000000 PA USD 85113.34000000 0.002408539505 Long ABS-MBS US N 2 2048-10-25 Floating 3.49999920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HTTN9 550000.00000000 PA USD 519294.19000000 0.014695000472 Long DBT USGA US N 2 2026-05-01 Fixed 3.02000000 N N N N N N United States of America N/A N/A 19.00000000 NC USD 2551937.50000000 0.072214793638 N/A DIR US N 1 US ULTRA BOND CBT MAR23 N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Mar 2023 2023-03-25 2605335.61000000 USD -53398.11000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHD61 93876.38000000 PA USD 79760.86000000 0.002257074887 Long DBT USGA US N 2 2051-03-01 Fixed 2.50000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAM3 193000.00000000 PA USD 192832.94000000 0.005456791543 Long DBT CORP US N 2 2023-01-15 Fixed 3.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCZ68 526668.62000000 PA USD 451010.36000000 0.012762702878 Long DBT USGA US N 2 2051-10-01 Fixed 2.50000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 4193000.00000000 PA USD 3936034.30000000 0.111382000824 Long DBT CORP DE N 2 2028-12-15 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31334WKY6 278988.86000000 PA USD 271279.90000000 0.007676685654 Long DBT USGA US N 2 2049-06-01 Fixed 4.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EN6 1182000.00000000 PA USD 1092568.06000000 0.030917519331 Long DBT CORP US N 2 2029-08-08 Fixed 3.25000000 N N N N N N CI Financial Corp. 549300M9W7JJQSVCEM78 125491AP5 1020000.00000000 PA USD 601155.21000000 0.017011505742 Long DBT NUSS CA N 2 2051-06-15 Fixed 4.10000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CP2 290000.00000000 PA USD 234525.74000000 0.006636615480 Long DBT CORP US N 2 2030-05-01 Fixed 2.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B2YM8 268378.01000000 PA USD 258176.34000000 0.007305880773 Long DBT USGA US N 2 2047-01-25 Fixed 3.50000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CG2 665000.00000000 PA USD 517566.57000000 0.014646112236 Long DBT CORP US N 2 2052-03-15 Fixed 4.62500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM5J0 188000.75000000 PA USD 160790.22000000 0.004550045820 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BS1 488000.00000000 PA USD 340473.30000000 0.009634722284 Long DBT CORP US N 2 2040-10-01 Fixed 2.60000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 925650AE3 627000.00000000 PA USD 554625.39000000 0.015694803687 Long DBT CORP US N 2 2052-05-15 Fixed 5.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HF4E6 66963.23000000 PA USD 57251.41000000 0.001620101886 Long DBT USGA US N 2 2050-06-01 Fixed 2.50000000 N N N N N N United States of America N/A N/A 51.00000000 NC USD 10458984.38000000 0.295968611563 N/A DIR US N 1 US 2YR NOTE (CBT) MAR23 N/A Long U.S. Treasury Futures US 2-YEAR NOTE (Globex) Mar 2023 2023-04-03 10452301.65000000 USD 6682.73000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F020612 7600000.00000000 PA USD 6182297.98000000 0.174946828767 Long DBT USGA US N 2 2053-01-15 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397EWH4 35398.61000000 PA USD 2985.72000000 0.000084489982 Long DBT USGA US N 2 2037-02-15 Floating 2.11214160 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BZ6 162000.00000000 PA USD 105558.32000000 0.002987092080 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QC6G6 594994.11000000 PA USD 563951.21000000 0.015958705984 Long DBT USGA US N 2 2050-03-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38382NLJ4 679444.79000000 PA USD 672470.22000000 0.019029579746 Long DBT USGA US N 2 2051-02-20 Floating 5.00055840 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BS4 350000.00000000 PA USD 281238.64000000 0.007958498337 Long DBT CORP US N 2 2030-06-03 Fixed 1.50000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AH2 50000.00000000 PA USD 49053.36000000 0.001388113254 Long DBT CORP US N 2 2026-04-15 Fixed 5.37500000 N N N N N MAGNETITE CLO, LIMITED N/A 55951PBA4 912416.44000000 PA USD 899041.33000000 0.025441094900 Long ABS-CBDO CORP KY N 2 2028-01-15 Floating 4.87914120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M9TH0 383953.04000000 PA USD 360417.47000000 0.010199102924 Long DBT USGA US N 2 2051-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36291NZV6 17285.35000000 PA USD 17725.26000000 0.000501589867 Long DBT USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 106025619.54000000 NS USD 106025619.54000000 3.000315734803 Long STIV RF US N 2 N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BK5 191000.00000000 PA USD 178163.68000000 0.005041680442 Long DBT CORP US N 2 2041-11-15 Fixed 5.15000000 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WBB1 680000.00000000 PA USD 500001.29000000 0.014149049487 Long DBT NUSS CN N 2 2041-04-22 Fixed 3.68000000 N N N N N N STORE CAPITAL CORPORATION 5493004EA6C9IHDZ7N66 862121AD2 188000.00000000 PA USD 138017.68000000 0.003905627892 Long DBT CORP US N 2 2031-12-01 Fixed 2.70000000 N N N N N N CAESARS RESORT COLLECTION, LLC N/A 12769LAD1 47544.44000000 PA USD 47382.31000000 0.001340825838 Long LON US N 2 2025-07-21 Floating 7.57143000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5JV6 0.04000000 PA USD 0.04000000 0.000000001131 Long DBT USGA US N 2 2049-12-01 Fixed 3.00000000 N N N N N N BANQUE ROYALE DU CANADA ES7IP3U3RHIGC71XBU11 78015K7G3 760000.00000000 PA USD 753423.28000000 0.021320391540 Long DBT NUSS CA N 2 2023-04-17 Fixed 1.60000000 N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 677000.00000000 PA USD 607637.89000000 0.017194952789 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46590WAE8 1305000.00000000 PA USD 1303530.96000000 0.036887352953 Long ABS-MBS US N 2 2031-01-05 Floating 3.75570000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GBY4 1955000.00000000 PA USD 1827162.84000000 0.051705101490 Long DBT CORP US N 2 2026-12-18 Fixed 3.45000000 N N N N N N FARMERS EXCHANGE CAPITAL N/A 309588AE1 1021000.00000000 PA USD 1089283.55000000 0.030824574182 Long DBT CORP US Y 2 2048-07-15 Fixed 7.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHXD4 0.04000000 PA USD 0.04000000 0.000000001131 Long DBT USGA US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9Y82 316820.99000000 PA USD 293918.29000000 0.008317307402 Long DBT USGA US N 2 2040-03-01 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 1420000.00000000 PA USD 1239665.00000000 0.035080072359 Long DBT CORP US N 2 2031-04-01 Fixed 3.62200000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401BB3 2043000.00000000 PA USD 2091760.65000000 0.059192697188 Long DBT NUSS CH N 2 2033-11-15 Fixed 9.01600000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335B5H5 2884850.65000000 PA USD 2684709.64000000 0.075971983103 Long DBT USGA US N 2 2048-11-01 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAU3 590000.00000000 PA USD 550634.08000000 0.015581857493 Long DBT CORP US N 2 2027-10-01 Fixed 4.00000000 N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AQ1 220000.00000000 PA USD 205356.80000000 0.005811192058 Long DBT CORP AU N 2 2027-10-27 Fixed 3.87500000 N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAS4 1246000.00000000 PA USD 1262099.79000000 0.035714932629 Long DBT NUSS GB N 2 2026-11-21 Fixed 6.83300000 N N N N N N Russia, Federation of (Government) 5493004EHVGF71PDBU58 EJ0370613 315940000.00000000 PA 1168545.21000000 0.033067522695 Long DBT NUSS RU N 2 2027-02-03 Fixed 8.15000000 N N N N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC 449241.77000000 0.012712655272 N/A DFE AU N 2 AUSTRALIAN DOLLAR N/A 8896844.43000000 USD 13772205.00000000 AUD 2023-01-18 449241.77000000 N N N DISCOVER CARD EXECUTION NOTE TRUST 549300CKCX1QE4RUW216 254683CW3 2272000.00000000 PA USD 2205636.92000000 0.062415170833 Long ABS-MBS US N 2 2027-07-15 Fixed 3.56000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WUH30 25117.51000000 PA USD 24318.82000000 0.000688174599 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 92564RAH8 375000.00000000 PA USD 352904.05000000 0.009986487970 Long DBT CORP US N 2 2026-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR56 3869243.36000000 PA USD 3591399.38000000 0.101629512909 Long DBT USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DVA7 2937362.71000000 PA USD 2401732.80000000 0.067964297137 Long DBT USGA US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LHCW8 100000.00000000 PA USD 93498.24000000 0.002645815623 Long DBT USGA US N 2 2032-08-01 Fixed 3.90000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAP4 640000.00000000 PA USD 540341.02000000 0.015290584214 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N Government National Mortgage Association 2 N/A 36179VX21 889901.50000000 PA USD 829322.68000000 0.023468194732 Long DBT USGA US N 2 2050-11-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36213UQX1 6750.92000000 PA USD 6939.31000000 0.000196368774 Long DBT USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 42307TAG3 10000.00000000 PA USD 10849.30000000 0.000307013773 Long DBT CORP US N 2 2032-03-15 Fixed 6.75000000 N N N N N N PHH ALTERNATIVE MORTGAGE TRUST N/A 69337MAC4 3040618.96000000 PA USD 2940269.41000000 0.083203820111 Long ABS-MBS US N 2 2037-07-25 Floating 4.98871080 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDL3 110000.00000000 PA USD 95013.34000000 0.002688689962 Long DBT CORP US N 2 2048-06-15 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGRE1 80942.83000000 PA USD 67109.73000000 0.001899072882 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 21H020618 1283000.00000000 PA USD 1074942.64000000 0.030418754738 Long DBT USGA US N 2 2053-01-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHWE8 60499.91000000 PA USD 54217.48000000 0.001534247656 Long DBT USGA US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38378NK51 54906.90000000 PA USD 332.36000000 0.000009405131 Long DBT USGA US N 2 2048-02-16 Floating 0.14653080 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FNJ3 11343.22000000 PA USD 10398.58000000 0.000294259286 Long ABS-MBS US N 2 2034-06-25 Floating 3.10375080 N N N N N N CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES N/A 12515GAF4 3843000.00000000 PA USD 3453752.52000000 0.097734378491 Long ABS-MBS US N 2 2050-02-10 Fixed 3.83300000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBD4 46000.00000000 PA USD 45518.41000000 0.001288081148 Long DBT CORP US N 2 2027-10-15 Fixed 5.25000000 N N N N N N GSR MORTGAGE LOAN TRUST N/A 36228FYY6 89863.73000000 PA USD 87539.90000000 0.002477206363 Long ABS-MBS US N 2 2033-10-25 Floating 4.12391160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133JLYK9 97173.00000000 PA USD 80731.90000000 0.002284553402 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N BAYVIEW FINANCIAL MORTGAGE PASS-THROUGH TRUST N/A 07325NDA7 151887.28000000 PA USD 151282.56000000 0.004280997811 Long ABS-MBS US N 2 2041-02-28 Floating 5.36370840 N N N N N N MFA TRUST N/A 55283QAA2 549713.02000000 PA USD 481283.86000000 0.013619383167 Long ABS-MBS US Y 2 2060-07-25 Floating 1.13130000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDC5 320000.00000000 PA USD 254233.35000000 0.007194301939 Long DBT CORP US N 2 2046-08-15 Fixed 4.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCUU0 3253683.19000000 PA USD 2808728.67000000 0.079481476835 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36213R2Y2 347.09000000 PA USD 355.93000000 0.000010072116 Long DBT USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N HUNTER DOUGLAS HOLDING B.V. N/A N8137FAB6 1376550.00000000 PA USD 1205706.37000000 0.034119110165 Long LON US N 2 2029-02-26 Floating 7.85881080 N N N N N N CIFC FUNDING LTD N/A 12567HAC6 3500000.00000000 PA USD 3371882.50000000 0.095417618539 Long ABS-CBDO CORP KY Y 2 2035-01-23 Floating 5.45456880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K5T93 1911.80000000 PA USD 1887.38000000 0.000053409128 Long DBT USGA US N 2 2035-05-01 Fixed 4.50000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401BB3 795000.00000000 PA USD 813974.41000000 0.023033868989 Long DBT NUSS CH N 2 2033-11-15 Fixed 9.01600000 N N N N N BENCHMARK MORTGAGE TRUST N/A 08163PBG4 935000.00000000 PA USD 827243.77000000 0.023409365683 Long ABS-MBS US N 2 2055-03-15 Fixed 3.45820000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31384LWG5 9935.14000000 PA USD 9948.73000000 0.000281529419 Long DBT USGA US N 2 2026-09-01 Fixed 7.00000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17328FAW5 2680000.00000000 PA USD 2314766.65000000 0.065503326766 Long ABS-MBS US N 2 2056-08-10 Fixed 2.86870000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QBCR7 0.04000000 PA USD 0.04000000 0.000000001131 Long DBT USGA US N 2 2049-06-01 Fixed 4.50000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CF9 260000.00000000 PA USD 230986.39000000 0.006536458862 Long DBT CORP US N 2 2037-03-03 Fixed 3.62500000 N N N N N N Government National Mortgage Association 2 N/A 21H032613 1288000.00000000 PA USD 1183176.40000000 0.033481556489 Long DBT US N 2 2041-01-15 Fixed 3.50000000 N N N N N N HANESBRANDS INC. GX5LWVWZLL5S4W1L2F20 410345AJ1 30000.00000000 PA USD 29055.83000000 0.000822222631 Long DBT CORP US N 2 2024-05-15 Fixed 4.62500000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 144141DB1 400000.00000000 PA USD 335754.32000000 0.009501184465 Long DBT CORP US N 2 2042-05-15 Fixed 4.10000000 N N N N N COMM MORTGAGE TRUST N/A 12591QAQ5 729000.00000000 PA USD 704961.88000000 0.019949029585 Long ABS-MBS US N 2 2047-08-10 Fixed 3.42000000 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62954HAJ7 581000.00000000 PA USD 454715.74000000 0.012867557817 Long DBT NUSS CN N 2 2032-02-15 Fixed 2.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNB36 2447012.44000000 PA USD 2242985.07000000 0.063472049752 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 1150000.00000000 PA USD 774256.67000000 0.021909935352 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XBT2 110000.00000000 PA USD 104520.74000000 0.002957730614 Long DBT CORP US N 2 2027-01-17 Fixed 4.35000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AJ8 695000.00000000 PA USD 683195.11000000 0.019333072962 Long DBT CORP US N 2 2025-06-01 Fixed 5.25000000 N N N N N N Essential Utilities, Inc. 549300ILTEOF3E3QY357 03836WAC7 1450000.00000000 PA USD 1168049.01000000 0.033053481214 Long DBT CORP US N 2 2049-05-01 Fixed 4.27600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X83X3 170741.09000000 PA USD 146058.33000000 0.004133162414 Long DBT USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J6EW3 158343.29000000 PA USD 165354.39000000 0.004679202821 Long DBT USGA US N 2 2041-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7M91 782000.00000000 PA USD 660666.99000000 0.018695571637 Long DBT USGA US N 2 2032-04-25 Fixed 2.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H93C1 560000.00000000 PA USD 517217.40000000 0.014636231415 Long DBT USGA US N 2 2032-08-25 Floating 3.53000160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JAJ25 47502.79000000 PA USD 47281.93000000 0.001337985282 Long DBT USGA US N 2 2049-03-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179TSH9 113013.25000000 PA USD 108702.01000000 0.003076052301 Long DBT USGA US N 2 2048-02-20 Fixed 4.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BW1 40000.00000000 PA USD 38505.84000000 0.001089639260 Long DBT CORP US N 2 2028-12-06 Fixed 3.90000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKG6 1105000.00000000 PA USD 933229.11000000 0.026408541586 Long DBT CORP US N 2 2028-02-01 Fixed 1.65000000 N N N N N N MACQUARIE GROUP LIMITED ACMHD8HWFMFUIQQ8Y590 55608JBE7 330000.00000000 PA USD 286405.43000000 0.008104708294 Long DBT NUSS AU N 2 2033-06-21 Fixed 4.44200000 N N N N N Government National Mortgage Association N/A 36208YC49 9878.89000000 PA USD 10130.06000000 0.000286660700 Long DBT USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Wynn Macau, Limited 254900NMDQ8ENTHU1I31 98313RAH9 500000.00000000 PA USD 427045.00000000 0.012084530498 Long DBT NUSS MO N 2 2028-08-26 Fixed 5.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPSK4 4704.55000000 PA USD 4415.97000000 0.000124963233 Long DBT USGA US N 2 2052-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPAQ0 285695.32000000 PA USD 269926.44000000 0.007638385408 Long DBT USGA US N 2 2052-05-01 Fixed 4.00000000 N N N N N N CHASE AUTO CREDIT LINKED NOTES N/A 46591HCD0 1049911.68000000 PA USD 989567.80000000 0.028002815299 Long ABS-MBS US Y 2 2029-02-26 Fixed 0.76000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEH1 433000.00000000 PA USD 413514.26000000 0.011701637266 Long DBT CORP US N 2 2029-05-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BXR20 4603530.84000000 PA USD 97751.37000000 0.002766170806 Long DBT USGA US N 2 2027-03-25 Floating 0.60233040 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAR8 1600000.00000000 PA USD 1435760.00000000 0.040629173760 Long DBT CORP US N 2 2029-07-15 Fixed 4.95000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAS2 704000.00000000 PA USD 513929.67000000 0.014543195146 Long DBT CORP US N 2 2062-03-15 Fixed 5.39100000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FT5 1500000.00000000 PA USD 1305728.27000000 0.036949532488 Long DBT CORP US N 2 2048-12-01 Fixed 4.65000000 N N N N N N Government National Mortgage Association 2 N/A 36179TAM7 857019.69000000 PA USD 840214.46000000 0.023776410606 Long DBT USGA US N 2 2047-06-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411ETH0 24176.55000000 PA USD 24984.48000000 0.000707011463 Long DBT USGA US N 2 2037-01-01 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFV8 9787000.00000000 PA USD 9987327.66000000 0.282621657453 Long SN UST US N 2 2032-11-15 Fixed 4.12500000 N N N N N N PRINCIPAL LIFE GLOBAL FUNDING II 635400WSLKBQWSOIIT41 74256LEE5 160000.00000000 PA USD 145512.04000000 0.004117703486 Long DBT CORP US N 2 2025-06-23 Fixed 1.25000000 N N N N N N CITADEL SECURITIES LP N/A 17288YAD4 680918.21000000 PA USD 666789.16000000 0.018868816963 Long LON US N 2 2028-02-02 Floating 6.70093920 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PDH6 590000.00000000 PA USD 561754.82000000 0.015896552482 Long DBT CORP US N 2 2033-07-25 Fixed 4.91200000 N N N N N N SPIRIT IP CAYMAN LTD. N/A 84859BAA9 375194.00000000 PA USD 376402.12000000 0.010651436965 Long DBT NUSS US N 2 2025-09-20 Fixed 8.00000000 N N N N N N Government National Mortgage Association N/A 38383PHZ7 683127.35000000 PA USD 585901.39000000 0.016579852747 Long DBT USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78444YAE5 685000.00000000 PA USD 646911.60000000 0.018306321254 Long ABS-MBS US N 2 2073-07-25 Floating 6.20843040 N N N N N N BRAZOS STUDENT LOAN FINANCE CORPORATION N/A 10620NCE6 3015121.30000000 PA USD 2995475.98000000 0.084766057062 Long ABS-MBS US N 2 2035-02-25 Floating 5.89871160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGWD7 933596.66000000 PA USD 806791.01000000 0.022830592950 Long DBT USGA US N 2 2052-04-01 Fixed 2.50000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBK7 460000.00000000 PA USD 428997.15000000 0.012139772490 Long DBT CORP US N 2 2030-03-19 Fixed 3.48200000 N N N N N Government National Mortgage Association N/A 38381ETU2 300000.00000000 PA USD 175510.95000000 0.004966613420 Long DBT USGA US N 2 2061-02-16 Fixed 1.85000000 N N N N N N CANTOR FITZGERALD, L.P. 549300RLUEEVQEMX0450 138616AK3 1135000.00000000 PA USD 1051369.47000000 0.029751680561 Long DBT CORP US N 2 2027-04-14 Fixed 4.50000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CF4 840000.00000000 PA USD 710769.01000000 0.020113359900 Long DBT CORP US N 2 2032-03-15 Fixed 3.62500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H8TZ4 780000.00000000 PA USD 695873.26000000 0.019691839580 Long DBT USGA US N 2 2032-08-25 Floating 3.12300000 N N N N N N Government National Mortgage Association N/A 38380QAW2 574629.37000000 PA USD 564276.85000000 0.015967920953 Long DBT USGA US N 2 2070-05-20 Floating 2.87978040 N N N N N N CHENIERE ENERGY, INC. MIHC87W9WTYSYZWV1J40 16411RAK5 260000.00000000 PA USD 235005.51000000 0.006650192024 Long DBT CORP US N 2 2028-10-15 Fixed 4.62500000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 194204AA1 346172.02000000 PA USD 338727.94000000 0.009585332041 Long ABS-MBS US N 2 2046-11-26 Floating 6.03870840 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DH0 140000.00000000 PA USD 132852.97000000 0.003759476794 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N PHOENIX NEWCO, INC. N/A 71911KAC8 97650.00000000 PA USD 93879.73000000 0.002656611037 Long LON US N 2 2028-11-15 Floating 7.32143160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LHYX2 300000.00000000 PA USD 299658.07000000 0.008479731845 Long DBT USGA US N 2 2032-11-01 Fixed 4.52000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFV8 4396000.00000000 PA USD 4485980.63000000 0.126944396350 Long SN UST US N 2 2032-11-15 Fixed 4.12500000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 92564RAJ4 445000.00000000 PA USD 433768.60000000 0.012274795106 Long DBT CORP US N 2 2027-02-01 Fixed 5.75000000 N N N N N N MF1 LTD N/A 55284AAA6 875000.00000000 PA USD 836597.13000000 0.023674047307 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 5.41914120 N N N N N N OCP S.A. 213800D26TAPVTCVWG40 67091TAE5 360000.00000000 PA USD 272292.48000000 0.007705339669 Long DBT NUSS MA N 2 2051-06-23 Fixed 5.12500000 N N N N N REGIONALCARE HOSPITAL PARTNERS HOLDINGS, INC. N/A 75915TAD4 308426.41000000 PA USD 290075.04000000 0.008208551014 Long LON US N 2 2025-11-16 Floating 8.16471000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419KXG5 2052.68000000 PA USD 1998.89000000 0.000056564641 Long DBT USGA US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BATZ7 1316153.02000000 PA USD 1126210.95000000 0.031869546706 Long DBT USGA US N 2 2050-07-25 Fixed 2.00000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558AS2 35000.00000000 PA USD 35706.29000000 0.001010417521 Long DBT CORP US N 2 2041-12-01 Fixed 5.65000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBQ8 1340000.00000000 PA USD 1318158.67000000 0.037301288270 Long DBT CORP US N 2 2024-06-01 Fixed 1.51400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417ACX5 1268328.69000000 PA USD 1222124.21000000 0.034583702628 Long DBT USGA US N 2 2041-10-01 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGT0 960000.00000000 PA USD 919701.53000000 0.026025737776 Long DBT CORP US N 2 2025-10-01 Fixed 3.09300000 N N N N N JGWPT LLC N/A 46618AAA2 982610.62000000 PA USD 849239.70000000 0.024031807081 Long ABS-MBS US N 2 2073-01-17 Fixed 3.61000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YG2 300000.00000000 PA USD 291758.36000000 0.008256185647 Long DBT CORP US N 2 2024-01-09 Fixed 3.81000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SN9 19660000.00000000 PA USD 10580305.42000000 0.299401757503 Long DBT UST US N 1 2050-05-15 Fixed 1.25000000 N N N N N N ENEL Finance International N.V. 0YQH6LCEF474UTUV4B96 29278GAZ1 480000.00000000 PA USD 492877.76000000 0.013947467650 Long DBT NUSS IT N 2 2025-10-14 Fixed 6.80000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FXC89 521323.52000000 PA USD 70659.36000000 0.001999520404 Long DBT USGA US N 2 2050-10-25 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFX4 4456000.00000000 PA USD 4456174.05000000 0.126100928975 Long SN UST US N 2 2024-11-30 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138L9U26 76182.08000000 PA USD 69014.49000000 0.001952973830 Long DBT USGA US N 2 2030-06-01 Fixed 2.93000000 N N N N N N Government National Mortgage Association N/A 38378KYP8 232867.09000000 PA USD 210998.52000000 0.005970841597 Long DBT USGA US N 2 2047-11-16 Floating 2.84622840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HTWQ8 180928.64000000 PA USD 167435.25000000 0.004738087052 Long DBT USGA US N 2 2029-05-01 Fixed 3.16000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CA5 59000.00000000 PA USD 49185.11000000 0.001391841519 Long DBT CORP US N 2 2045-05-15 Fixed 4.15000000 N N N N N N Government National Mortgage Association N/A 38379RPH0 525392.64000000 PA USD 15183.32000000 0.000429657983 Long DBT USGA US N 2 2058-07-16 Floating 0.60063120 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYM0 1570000.00000000 PA USD 1372784.37000000 0.038847087747 Long DBT CORP US N 2 2027-10-21 Fixed 1.94800000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFF6 170000.00000000 PA USD 162667.20000000 0.004603160649 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N N Government National Mortgage Association N/A 36290VVJ0 1610.20000000 PA USD 1671.23000000 0.000047292509 Long DBT USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J8GH0 42193.13000000 PA USD 37792.13000000 0.001069442676 Long DBT USGA US N 2 2047-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BDMP8 128042.38000000 PA USD 110402.47000000 0.003124171962 Long DBT USGA US N 2 2044-09-15 Fixed 3.00000000 N N N N N N BAUSCH HEALTH COMPANIES INC. B3BS7ACMDUWISF18KY76 91911KAN2 20000.00000000 PA USD 16990.33000000 0.000480792799 Long DBT NUSS US N 2 2025-11-01 Fixed 5.50000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CX5 500000.00000000 PA USD 509713.10000000 0.014423874539 Long DBT CORP US N 2 2032-11-17 Fixed 5.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468V4 1435000.00000000 PA USD 1257369.53000000 0.035581075608 Long DBT CORP US N 2 2026-12-10 Fixed 0.98500000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017DD8 320000.00000000 PA USD 312621.05000000 0.008846558590 Long DBT CORP US N 2 2025-08-16 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403CUZ2 37653.64000000 PA USD 38941.45000000 0.001101966163 Long DBT USGA US N 2 2035-10-01 Fixed 6.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHV4 240000.00000000 PA USD 206420.02000000 0.005841279085 Long DBT CORP US N 2 2030-07-23 Fixed 3.19400000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CU1 666000.00000000 PA USD 668992.24000000 0.018931159778 Long DBT CORP US N 2 2025-11-17 Fixed 5.00000000 N N N N N N DSLA MORTGAGE LOAN TRUST N/A 23332UAS3 258763.60000000 PA USD 236242.83000000 0.006685205737 Long ABS-MBS US N 2 2044-11-19 Floating 5.13914040 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 263901AD2 30000.00000000 PA USD 24195.31000000 0.000684679510 Long DBT CORP US N 2 2042-03-15 Fixed 4.20000000 N N N N N N DBCCRE MORTGAGE TRUST N/A 23305MAG0 550000.00000000 PA USD 518103.36000000 0.014661302334 Long ABS-MBS US N 2 2034-01-10 Floating 4.93449840 N N N N N N United States of America N/A N/A -114.00000000 NC USD -14289187.50000000 -0.40435579890 N/A DIR US N 1 US LONG BOND(CBT) MAR23 N/A Short U.S. Treasury Futures US Long Bond (CBT) Mar 2023 2023-03-25 -14329261.39000000 USD 40073.89000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ALB2 10980.51000000 PA USD 10787.18000000 0.000305255899 Long DBT USGA US N 2 2042-09-01 Fixed 4.50000000 N N N N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 83192PAA6 670000.00000000 PA USD 523692.78000000 0.014819471886 Long DBT NUSS GB N 2 2030-10-14 Fixed 2.03200000 N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJQ3 5025000.00000000 PA USD 4445635.39000000 0.125802705701 Long DBT CORP US N 2 2027-03-11 Fixed 1.65800000 N N N N N ORIX CORPORATION 35380016EMHNBOVYE123 686330AR2 1130000.00000000 PA USD 1101381.24000000 0.031166914927 Long DBT NUSS JP N 2 2032-09-13 Fixed 5.20000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XJ4A2 23522.21000000 PA USD 23184.12000000 0.000656064829 Long DBT USGA US N 2 2044-03-01 Fixed 4.50000000 N N N N N N BRK: JP MORGAN N/A N/A 5315000.00000000 NC USD 601275.95000000 0.017014922445 N/A DIR XX N 2 BRK: JP MORGAN N/A Y 2048-02-15 5904.01000000 USD 0.00000000 USD -5315000.00000000 USD 595371.94000000 N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AW6 460000.00000000 PA USD 456076.05000000 0.012906051905 Long DBT NUSS JP N 2 2028-11-26 Fixed 5.00000000 N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCN9 60000.00000000 PA USD 54298.40000000 0.001536537533 Long DBT CORP US N 2 2058-10-15 Fixed 4.95000000 N N N N N Government National Mortgage Association N/A 36213UHN3 20024.91000000 PA USD 20584.67000000 0.000582505526 Long DBT USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RAN7 260000.00000000 PA USD 241589.93000000 0.006836518112 Long DBT CORP US N 2 2025-04-24 Fixed 1.60000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ASQR0 60910.86000000 PA USD 59619.88000000 0.001687124912 Long DBT USGA US N 2 2043-08-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413FPB2 3068.31000000 PA USD 3117.04000000 0.000088206078 Long DBT USGA US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F022618 52525000.00000000 PA USD 44463164.13000000 1.258219773080 Long DBT USGA US N 2 2053-01-15 Fixed 2.50000000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35565HBD6 590000.00000000 PA USD 556337.08000000 0.015743241135 Long DBT USGA US N 2 2050-01-25 Floating 6.68871000 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556DB8 700000.00000000 PA USD 690166.79000000 0.019530357744 Long DBT CORP US N 2 2024-04-01 Fixed 4.70000000 N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBH6 379000.00000000 PA USD 283045.31000000 0.008009623531 Long DBT CORP US N 2 2052-03-15 Fixed 3.55000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128284M9 3009000.00000000 PA USD 2911795.19000000 0.082398055894 Long SN UST US N 2 2025-04-30 Fixed 2.87500000 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AL7 210000.00000000 PA USD 170590.54000000 0.004827375530 Long DBT CORP US N 2 2040-03-27 Fixed 3.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B4B64 877101.93000000 PA USD 795904.22000000 0.022522518284 Long DBT USGA US N 2 2048-05-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F042616 5716000.00000000 PA USD 5500256.95000000 0.155646413990 Long DBT USGA US N 2 2053-01-15 Fixed 4.50000000 N N N N N N SOUTHWESTERN ENERGY COMPANY EFWMP121W54QV9MGOP87 845467AR0 20000.00000000 PA USD 18541.20000000 0.000524679359 Long DBT CORP US N 2 2029-02-01 Fixed 5.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9HZ9 267558.41000000 PA USD 263664.82000000 0.007461193922 Long DBT USGA US N 2 2048-07-01 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCR5 1630000.00000000 PA USD 1288402.51000000 0.036459247682 Long DBT CORP US N 2 2032-11-08 Fixed 2.54500000 N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AP4 130000.00000000 PA USD 109649.31000000 0.003102859021 Long DBT CORP US N 2 2042-03-20 Fixed 4.50000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 345295AE9 307000.00000000 PA USD 310395.76000000 0.008783587276 Long ABS-MBS US N 2 2028-03-15 Fixed 5.30000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -90137.62000000 -0.00255071671 N/A DFE US N 2 U.S. DOLLARS N/A 149238943.00000000 JPY 1044034.17000000 USD 2023-01-18 -90137.62000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBK0 1940000.00000000 PA USD 1786857.33000000 0.050564535121 Long DBT NUSS GB N 2 2030-06-20 Fixed 5.08800000 N N N N N N CHEVRON CORPORATION N/A 166764BW9 520000.00000000 PA USD 483734.28000000 0.013688725216 Long DBT CORP US N 2 2025-05-11 Fixed 1.55400000 N N N N N MUFG Bank, Ltd. C3GTMMZIHMY46P4OIX74 064255AR3 200000.00000000 PA USD 198368.00000000 0.005613422814 Long DBT NUSS JP N 2 2023-09-09 Fixed 4.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297BTM4 9641.73000000 PA USD 9892.85000000 0.000279948126 Long DBT USGA US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179TZ65 388192.05000000 PA USD 381716.71000000 0.010801829371 Long DBT USGA US N 2 2048-06-20 Fixed 4.50000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBG4 1430000.00000000 PA USD 1103523.34000000 0.031227532129 Long DBT CORP US N 2 2030-10-15 Fixed 1.87500000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142ES8 230000.00000000 PA USD 197098.69000000 0.005577503847 Long DBT CORP US N 2 2028-09-22 Fixed 1.50000000 N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAY4 1275000.00000000 PA USD 1110814.21000000 0.031433849357 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N MED TRUST N/A 58403YAD8 1314000.00000000 PA USD 1264568.24000000 0.035784784891 Long ABS-MBS US Y 2 2038-11-15 Floating 5.26799880 N N N N N N Government National Mortgage Association N/A 36178DH20 152790.30000000 PA USD 140086.66000000 0.003964175942 Long DBT USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 144141DB1 25000.00000000 PA USD 20984.65000000 0.000593824170 Long DBT CORP US N 2 2042-05-15 Fixed 4.10000000 N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50076QAR7 40000.00000000 PA USD 43394.57000000 0.001227980668 Long DBT CORP US N 2 2039-01-26 Fixed 6.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B1TB7 88638.94000000 PA USD 75897.66000000 0.002147753953 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36202SXK9 13463.41000000 PA USD 14122.75000000 0.000399645946 Long DBT USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FGSM8 189407.66000000 PA USD 163991.69000000 0.004640641101 Long DBT USGA US N 2 2048-08-15 Fixed 3.00000000 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411AY1 90000.00000000 PA USD 73506.47000000 0.002080087996 Long DBT CORP US N 2 2042-02-01 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR56 1550976.38000000 PA USD 1439603.33000000 0.040737932413 Long DBT USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AW8 285000.00000000 PA USD 225157.47000000 0.006371511932 Long DBT NUSS GB N 2 2030-08-06 Fixed 1.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MUZL7 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2052-06-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EGCG7 151713.54000000 PA USD 154656.83000000 0.004376482991 Long DBT USGA US N 2 2039-07-01 Fixed 5.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCU3 730000.00000000 PA USD 698355.66000000 0.019762086600 Long DBT CORP US N 2 2030-10-15 Fixed 4.25000000 N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAF1 770000.00000000 PA USD 671675.74000000 0.019007097531 Long DBT CORP US N 2 2030-04-01 Fixed 2.85000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAT0 1242000.00000000 PA USD 1215214.66000000 0.034388176002 Long DBT NUSS GB N 2 2026-08-11 Fixed 4.71600000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKQL5 797691.04000000 PA USD 677961.72000000 0.019184978356 Long DBT USGA US N 2 2051-05-01 Fixed 2.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCB3 430000.00000000 PA USD 356850.61000000 0.010098167827 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331BG1 251000.00000000 PA USD 227346.60000000 0.006433459990 Long DBT CORP US N 2 2025-06-01 Fixed 1.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 313929RL7 48015.37000000 PA USD 49621.21000000 0.001404182289 Long DBT USGA US N 2 2032-01-01 Fixed 7.50000000 N N N N N N DEVON FINANCING COMPANY, L.L.C. N/A 25179SAD2 660000.00000000 PA USD 744767.27000000 0.021075443545 Long DBT CORP US N 2 2031-09-30 Fixed 7.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBXU9 852692.89000000 PA USD 729542.33000000 0.020644607797 Long DBT USGA US N 2 2051-06-01 Fixed 2.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AK4 210000.00000000 PA USD 162298.19000000 0.004592718394 Long DBT NUSS CH N 2 2033-02-11 Fixed 2.74600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKT82 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X62B6 99867.62000000 PA USD 92369.20000000 0.002613866020 Long DBT USGA US N 2 2048-08-01 Fixed 3.50000000 N N N N N N CONTINENTAL RESOURCES, INC. XXRTID9RYWOZ0UPIVR53 212015AL5 250000.00000000 PA USD 249395.00000000 0.007057386185 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AQ1 1070000.00000000 PA USD 913878.12000000 0.025860946769 Long DBT NUSS CH N 2 2026-06-05 Fixed 2.19300000 N N N N N BEAR STEARNS ARM TRUST N/A 07384MYZ9 253972.97000000 PA USD 229921.35000000 0.006506320332 Long ABS-MBS US N 2 2033-10-25 Floating 4.23681840 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBQ3 10000.00000000 PA USD 7182.88000000 0.000203261324 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N RCKT MORTGAGE TRUST N/A 74938WAB7 611698.17000000 PA USD 491007.06000000 0.013894530533 Long ABS-MBS US Y 2 2052-02-25 Floating 2.49999840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERNP1 69475.81000000 PA USD 62121.02000000 0.001757902236 Long DBT USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175AZ7 10000.00000000 PA USD 9747.85000000 0.000275844912 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGA3 12750000.00000000 PA USD 12668320.31000000 0.358488457077 Long SN UST US N 2 2025-12-15 Fixed 4.00000000 N N N N N N BANQUE ROYALE DU CANADA ES7IP3U3RHIGC71XBU11 78015K7H1 460000.00000000 PA USD 421052.49000000 0.011914954295 Long DBT NUSS CA N 2 2025-06-10 Fixed 1.15000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BU2 20000.00000000 PA USD 19275.54000000 0.000545459731 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CY9 940000.00000000 PA USD 917100.91000000 0.025952145364 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N COX COMMUNICATIONS, INC. 5493001NEDZNIFRP2R92 224044CN5 915000.00000000 PA USD 728664.43000000 0.020619764960 Long DBT CORP US N 2 2031-06-15 Fixed 2.60000000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 22945EAU5 810000.00000000 PA USD 674316.82000000 0.019081834881 Long ABS-MBS US N 2 2054-03-15 Fixed 2.80480000 N N N N N N KKR GROUP FINANCE CO. II LLC N/A 48249DAA9 80000.00000000 PA USD 73564.58000000 0.002081732395 Long DBT CORP US N 2 2043-02-01 Fixed 5.50000000 N N N N N WHEELS SPV, LLC N/A 96328DBT0 401368.91000000 PA USD 396392.18000000 0.011217116202 Long ABS-MBS US N 2 2029-08-20 Fixed 0.51000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FTZS9 1295145.35000000 PA USD 118171.39000000 0.003344017062 Long DBT USGA US N 2 2030-04-25 Floating 1.69699320 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MS7 865000.00000000 PA USD 699603.47000000 0.019797397159 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N UFC HOLDINGS, LLC N/A 90266UAJ2 831122.97000000 PA USD 819121.55000000 0.023179522891 Long LON US N 2 2026-04-29 Floating 7.11000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGTQ2 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2050-03-01 Fixed 3.50000000 N N N N N N KINDER MORGAN ENERGY PARTNERS, L.P. 549300PDHUGWPWGOT525 494550BU9 365000.00000000 PA USD 330053.64000000 0.009339866474 Long DBT CORP US N 2 2044-03-01 Fixed 5.50000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXEF5 1228449.37000000 PA USD 1176603.98000000 0.033295569977 Long DBT USGA US N 2 2056-08-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D2V3 3755758.80000000 PA USD 3165917.86000000 0.089589225808 Long DBT USGA US N 2 2041-07-01 Fixed 2.00000000 N N N N N N MHC COMMERCIAL MORTGAGE TRUST N/A 55293AAA5 1250000.00000000 PA USD 1212361.38000000 0.034307433811 Long ABS-MBS US Y 2 2038-05-15 Floating 5.16800160 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SL3 4840000.00000000 PA USD 3196479.70000000 0.090454065550 Long DBT UST US N 1 2050-02-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EREY2 716443.65000000 PA USD 726264.26000000 0.020551844887 Long DBT USGA US N 2 2046-01-01 Floating 2.73399840 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BJ8 380000.00000000 PA USD 258613.49000000 0.007318251255 Long DBT CORP US N 2 2049-11-15 Fixed 3.25000000 N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449KAC4 203438.16000000 PA USD 202635.09000000 0.005734173038 Long ABS-MBS US N 2 2034-09-15 Floating 5.41785960 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAF3 200000.00000000 PA USD 173253.83000000 0.004902741380 Long DBT CORP US N 2 2034-11-15 Fixed 4.15000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBY8 270000.00000000 PA USD 194641.60000000 0.005507973050 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AY2 362000.00000000 PA USD 265656.17000000 0.007517545196 Long DBT NUSS JP N 2 2040-07-09 Fixed 3.02500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D5F5 2804116.92000000 PA USD 2293969.62000000 0.064914811871 Long DBT USGA US N 2 2041-10-01 Fixed 1.50000000 N N N N N N STATION CASINOS LLC N/A 85769EAZ4 669427.19000000 PA USD 652343.41000000 0.018460030754 Long LON US N 2 2027-02-08 Floating 6.32999880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5H81 499566.95000000 PA USD 462585.51000000 0.013090256773 Long DBT USGA US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622AACC6 486593.88000000 PA USD 465918.63000000 0.013184577489 Long DBT USGA US N 2 2049-02-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617FMXA6 155162.59000000 PA USD 138018.08000000 0.003905639211 Long DBT USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAW1 30000.00000000 PA USD 24592.48000000 0.000695918637 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N Government National Mortgage Association N/A 36241KN53 15685.71000000 PA USD 16489.04000000 0.000466607282 Long DBT USGA US N 2 2037-10-15 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F040628 2600000.00000000 PA USD 2438118.98000000 0.068993954204 Long DBT USGA US N 2 2053-02-15 Fixed 4.00000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAF7 260000.00000000 PA USD 240377.40000000 0.006802205906 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CJ1 800000.00000000 PA USD 684527.33000000 0.019370772158 Long DBT CORP US N 2 2033-04-01 Fixed 4.40000000 N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VAZ4 922000.00000000 PA USD 838610.38000000 0.023731018308 Long DBT CORP US N 2 2027-03-15 Fixed 2.90000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AV0 250000.00000000 PA USD 239604.34000000 0.006780329834 Long DBT CORP AU N 2 2029-03-12 Fixed 4.87500000 N N N N N COMM MORTGAGE TRUST N/A 12630DBB9 850000.00000000 PA USD 817144.27000000 0.023123569770 Long ABS-MBS US N 2 2047-02-10 Floating 4.58978760 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DZ62 431538.11000000 PA USD 367509.04000000 0.010399780356 Long DBT USGA US N 2 2041-06-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXG89 696071.40000000 PA USD 674249.68000000 0.019079934952 Long DBT USGA US N 2 2057-09-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MX6C3 633192.42000000 PA USD 603067.73000000 0.017065626282 Long DBT USGA US N 2 2052-08-01 Floating 3.68399880 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 360000.00000000 PA USD 281722.05000000 0.007972177886 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BNX43 620000.00000000 PA USD 523506.73000000 0.014814207038 Long DBT USGA US N 2 2032-06-25 Fixed 2.59321100 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFTF8 1041604.12000000 PA USD 888016.26000000 0.025129107183 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L3G88 153595.24000000 PA USD 126203.02000000 0.003571296336 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 05971KAE9 1400000.00000000 PA USD 1310246.78000000 0.037077397402 Long DBT NUSS ES N 2 2025-05-28 Fixed 2.74600000 N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAT7 235000.00000000 PA USD 215716.34000000 0.006104346590 Long DBT NUSS MX N 2 2033-05-19 Fixed 4.87500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A4MA1 357333.17000000 PA USD 337841.15000000 0.009560237635 Long DBT USGA US N 2 2050-05-01 Fixed 4.00000000 N N N N N N XILINX, INC. 6EY4K7ZMF9UX1CU6KC79 983919AK7 241000.00000000 PA USD 202646.13000000 0.005734485448 Long DBT CORP US N 2 2030-06-01 Fixed 2.37500000 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19685WAA9 672131.44000000 PA USD 530266.07000000 0.015005483017 Long ABS-MBS US Y 2 2066-08-25 Floating 0.92400120 N N N N N N BUILDERS FIRSTSOURCE, INC. 549300W0SKP6L3H7DP63 12008RAP2 80000.00000000 PA USD 64858.22000000 0.001835359593 Long DBT CORP US N 2 2032-02-01 Fixed 4.25000000 N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3E9 930000.00000000 PA USD 710477.68000000 0.020105115836 Long DBT CORP US N 2 2031-10-04 Fixed 2.64600000 N N N N N N TRTX 2019-FL3 ISSUER LTD. N/A 87276VAA3 490592.16000000 PA USD 490074.59000000 0.013868143473 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.59019880 N N N N N N BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES INC. N/A 07383F6S2 336.24000000 PA USD 0.36000000 0.000000010187 Long DBT USGA US N 2 2041-06-11 Floating 0.71605080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MSTE5 397339.25000000 PA USD 391844.34000000 0.011088421307 Long DBT USGA US N 2 2052-06-01 Fixed 5.00000000 N N N N N N INDIANA MICHIGAN POWER COMPANY JHR9V15J0ZRG02MIRD06 454889AQ9 325000.00000000 PA USD 271623.61000000 0.007686411968 Long DBT CORP US N 2 2046-03-15 Fixed 4.55000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 120000.00000000 PA USD 99495.25000000 0.002815519167 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CG9 310000.00000000 PA USD 289560.60000000 0.008193993377 Long DBT CORP US N 2 2029-04-13 Fixed 3.45000000 N N N N N United States of America 254900HROIFWPRGM1V77 912810SZ2 6491000.00000000 PA USD 4250083.64000000 0.120268977202 Long DBT UST US N 1 2051-08-15 Fixed 2.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GZM9 905000.00000000 PA USD 734842.38000000 0.020794588750 Long DBT CORP US N 2 2033-02-24 Fixed 3.10200000 N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAM7 235000.00000000 PA USD 207007.87000000 0.005857914080 Long DBT NUSS GB N 2 2026-08-21 Fixed 1.53200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296JQB5 22715.66000000 PA USD 22867.62000000 0.000647108504 Long DBT USGA US N 2 2033-06-01 Fixed 5.00000000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAK8 70000.00000000 PA USD 54572.28000000 0.001544287796 Long DBT NUSS BR N 2 2032-01-15 Fixed 3.12500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 1035000.00000000 PA USD 1000799.41000000 0.028320647690 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N FLAGSTAR MORTGAGE TRUST N/A 33851HAD5 39660.51000000 PA USD 38870.25000000 0.001099951343 Long ABS-MBS US N 2 2048-04-25 Floating 3.49999920 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAT8 390000.00000000 PA USD 356395.97000000 0.010085302413 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884LAF6 1020000.00000000 PA USD 941628.54000000 0.026646228875 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CA2 197000.00000000 PA USD 146964.38000000 0.004158801841 Long DBT CORP US N 2 2041-05-12 Fixed 2.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATLW2 1361130.47000000 PA USD 1225548.81000000 0.034680612047 Long DBT USGA US N 2 2038-06-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGW54 614733.16000000 PA USD 562012.77000000 0.015903851958 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128L3C20 55871.36000000 PA USD 58393.53000000 0.001652421628 Long DBT USGA US N 2 2037-07-01 Fixed 6.00000000 N N N N N N CHASE AUTO CREDIT LINKED NOTES N/A 48128U2M0 396394.99000000 PA USD 378835.21000000 0.010720288609 Long ABS-MBS US Y 2 2028-12-26 Fixed 0.88900000 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBJ3 705000.00000000 PA USD 629923.56000000 0.017825593257 Long DBT CORP US N 2 2025-09-15 Fixed 0.90000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BU5 350000.00000000 PA USD 344641.50000000 0.009752674115 Long DBT CORP US N 2 2050-05-01 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407XUW9 32644.18000000 PA USD 31863.90000000 0.000901685469 Long DBT USGA US N 2 2035-11-01 Floating 3.52100160 N N N N N N MID-AMERICA APARTMENTS, L.P. 549300FXWGE3QSYCUJ38 59523UAQ0 272000.00000000 PA USD 255296.88000000 0.007224397739 Long DBT CORP US N 2 2029-03-15 Fixed 3.95000000 N N N N N N BRK : MORGAN STANLEY N/A N/A 4412000.00000000 NC USD 513758.88000000 0.014538362126 N/A DIR XX N 2 BRK : MORGAN STANLEY N/A Y 2048-02-15 299808.81000000 USD 0.00000000 USD -4412000.00000000 USD 213950.07000000 N N N NAVIENT STUDENT LOAN TRUST N/A 63942NAA6 431400.23000000 PA USD 359005.66000000 0.010159151488 Long ABS-MBS US Y 2 2069-12-26 Fixed 1.31000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CC2 295000.00000000 PA USD 258793.53000000 0.007323346031 Long DBT CORP US N 2 2062-08-05 Fixed 5.05000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CXN9 250929.01000000 PA USD 239764.57000000 0.006784864027 Long DBT USGA US N 2 2048-06-01 Fixed 4.00000000 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES INC N/A 073879MR6 224602.00000000 PA USD 220000.51000000 0.006225580144 Long ABS-MBS US N 2 2034-12-25 Floating 4.99114080 N N N N N N CHUBB INA HOLDINGS INC. CZCBJZWDMLTHWJDXU843 00440EAV9 200000.00000000 PA USD 191451.95000000 0.005417712252 Long DBT CORP US N 2 2026-05-03 Fixed 3.35000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CEF7 170773.23000000 PA USD 153329.57000000 0.004338924153 Long DBT USGA US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LRTA6 264739.10000000 PA USD 227100.65000000 0.006426500090 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N HORIZON THERAPEUTICS USA, INC. N/A 44055UAD7 1024400.00000000 PA USD 1023119.50000000 0.028952262177 Long LON US N 2 2028-03-15 Floating 6.18750000 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331BG1 440000.00000000 PA USD 398535.87000000 0.011277778397 Long DBT CORP US N 2 2025-06-01 Fixed 1.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3YD6 100000.00000000 PA USD 90520.22000000 0.002561543536 Long DBT USGA US N 2 2036-01-25 Fixed 3.70000000 N N N N N N Government National Mortgage Association N/A 36290XPA2 18329.59000000 PA USD 18827.50000000 0.000532781083 Long DBT USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 1040000.00000000 PA USD 754136.49000000 0.021340573975 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N United States of America N/A N/A -205.00000000 NC USD -24247656.25000000 -0.68616080617 N/A DIR US N 1 US 10YR ULTRA FUT MAR23 N/A Short U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Mar 2023 2023-03-25 -24292047.52000000 USD 44391.27000000 N N N Government National Mortgage Association 2 N/A 3622ABU83 94485.90000000 PA USD 84491.65000000 0.002390946905 Long DBT USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N FLAGSTAR MORTGAGE TRUST N/A 33853HAB7 5909.27000000 PA USD 4925.24000000 0.000139374569 Long ABS-MBS US Y 2 2051-12-30 Floating 2.99999880 N N N N N N Government National Mortgage Association N/A 36290SLF6 11606.08000000 PA USD 12189.05000000 0.000344926053 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N FORD CREDIT AUTO LEASE TRUST N/A 34528LAE5 635000.00000000 PA USD 617240.83000000 0.017466697034 Long ABS-MBS US N 2 2025-07-15 Fixed 3.37000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YK2P7 101556.00000000 PA USD 94560.29000000 0.002675869541 Long DBT USGA US N 2 2045-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179UCB6 21265.84000000 PA USD 20295.21000000 0.000574314379 Long DBT USGA US N 2 2048-09-20 Fixed 4.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RML3 1135000.00000000 PA USD 1022858.60000000 0.028944879222 Long DBT CORP US N 2 2026-03-25 Fixed 1.70000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AK72 31189.13000000 PA USD 29887.38000000 0.000845753855 Long DBT USGA US N 2 2042-10-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F86B4 700292.88000000 PA USD 111860.02000000 0.003165417750 Long DBT USGA US N 2 2051-01-25 Fixed 2.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967HS3 225000.00000000 PA USD 202618.58000000 0.005733705838 Long DBT CORP US N 2 2044-05-06 Fixed 5.30000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 520000.00000000 PA USD 429700.27000000 0.012159669398 Long DBT CORP US N 2 2031-01-22 Fixed 2.69900000 N N N N N N Government National Mortgage Association N/A 36213FF81 5139.78000000 PA USD 5318.29000000 0.000150497108 Long DBT USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NX5 1805000.00000000 PA USD 1812719.95000000 0.051296396214 Long DBT CORP US N 2 2026-09-29 Fixed 5.61000000 N N N N N NEXSTAR BROADCASTING, INC. N/A 65336RAW8 463578.37000000 PA USD 459290.27000000 0.012997007986 Long LON US N 2 2026-09-18 Floating 6.57142920 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST N/A 61765TAF0 250000.00000000 PA USD 237028.78000000 0.006707446571 Long ABS-MBS US N 2 2048-10-15 Fixed 3.63500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCB3 1115000.00000000 PA USD 925321.93000000 0.026184784002 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EBJ8 7490086.09000000 PA USD 6313582.84000000 0.178661931144 Long DBT USGA US N 2 2042-02-01 Fixed 2.00000000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 15806383.93000000 NS USD 15806383.93000000 0.447289462879 Long STIV RF US N 2 N N N Government National Mortgage Association 2 N/A 36241LL79 139639.04000000 PA USD 140469.23000000 0.003975001917 Long DBT USGA US N 2 2040-07-20 Fixed 5.00000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBB7 645000.00000000 PA USD 418593.98000000 0.011845383315 Long DBT NUSS FR N 2 2041-03-01 Fixed 3.62500000 N N N N N CONNECTICUT AVENUE SECURITIES N/A 20754CAB5 200312.81000000 PA USD 198931.33000000 0.005629363941 Long ABS-MBS US N 2 2040-01-25 Floating 6.43871160 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 44933DAE1 713000.00000000 PA USD 725088.42000000 0.020518570936 Long ABS-MBS US N 2 2028-10-16 Fixed 5.52000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJFK9 845045.94000000 PA USD 755854.39000000 0.021389187154 Long DBT USGA US N 2 2046-11-01 Fixed 3.00000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBQ7 1260000.00000000 PA USD 992456.80000000 0.028084568296 Long DBT CORP GB N 2 2050-04-02 Fixed 5.28200000 N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAH0 226000.00000000 PA USD 202437.71000000 0.005728587574 Long DBT CORP US N 2 2029-04-01 Fixed 3.90000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCB6 120000.00000000 PA USD 113336.00000000 0.003207185070 Long DBT NUSS MX N 2 2026-08-04 Fixed 6.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LL7J8 990000.00000000 PA USD 960598.07000000 0.027183029127 Long DBT USGA US N 2 2024-06-01 Fixed 3.02000000 N N N N N N DIGICERT HOLDINGS INC. N/A 24022KAB5 1327399.87000000 PA USD 1280463.01000000 0.036234575505 Long LON US N 2 2026-10-16 Floating 5.69558880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JMH62 51841.18000000 PA USD 49110.08000000 0.001389718319 Long DBT USGA US N 2 2049-05-01 Fixed 4.00000000 N N N N N N SHIRE ACQUISITIONS INVESTMENTS IRELAND DESIGNATED ACTIVITY COMPANY 549300XK5HGW68R8K327 82481LAC3 231000.00000000 PA USD 227012.53000000 0.006424006468 Long DBT NUSS US N 2 2023-09-23 Fixed 2.87500000 N N N N N N THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 1DU7IM20QESYGDO4HO54 668138AC4 1112000.00000000 PA USD 765222.78000000 0.021654294098 Long DBT CORP US N 2 2059-09-30 Fixed 3.62500000 N N N N N N Government National Mortgage Association 2 N/A 21H032621 800000.00000000 PA USD 735329.68000000 0.020808378378 Long DBT US N 2 2045-02-19 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617HCQV8 13350.86000000 PA USD 13295.87000000 0.000376246874 Long DBT USGA US N 2 2048-07-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDED4 593868.27000000 PA USD 530532.69000000 0.015013027837 Long DBT USGA US N 2 2051-07-01 Fixed 3.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967PA3 1543000.00000000 PA USD 1591823.53000000 0.045045463585 Long DBT CORP US N 2 2033-11-17 Fixed 6.27000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132VQAP1 176939.75000000 PA USD 172823.71000000 0.004890569833 Long DBT USGA US N 2 2049-05-01 Fixed 4.50000000 N N N N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AB3 1660000.00000000 PA USD 1560355.48000000 0.044154979889 Long DBT NUSS US N 2 2028-10-20 Fixed 4.75000000 N N N N N N CONTINENTAL RESOURCES, INC. XXRTID9RYWOZ0UPIVR53 212015AT8 370000.00000000 PA USD 344418.32000000 0.009746358562 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LGWS7 200000.00000000 PA USD 186656.84000000 0.005282020105 Long DBT USGA US N 2 2032-08-01 Fixed 3.85000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FQ5 370000.00000000 PA USD 305357.29000000 0.008641008521 Long DBT CORP US N 2 2048-03-01 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417HBX1 1318713.25000000 PA USD 1235150.76000000 0.034952328278 Long DBT USGA US N 2 2043-07-01 Fixed 3.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFT6 950000.00000000 PA USD 641234.60000000 0.018145673361 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 1200000.00000000 PA USD 994952.47000000 0.028155190830 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MNMN3 2216928.79000000 PA USD 1952105.76000000 0.055240739484 Long DBT USGA US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31325WSM5 284607.26000000 PA USD 24912.53000000 0.000704975420 Long DBT USGA US N 2 2046-12-15 Floating 1.68213960 N N N N N N HF SINCLAIR CORPORATION N/A 403949AB6 620000.00000000 PA USD 620520.57000000 0.017559507202 Long DBT CORP US N 2 2026-04-01 Fixed 5.87500000 N N N N N MPT OPERATING PARTNERSHIP, L.P. WUQXXXF7PXTUPGROE843 55342UAJ3 60000.00000000 PA USD 45755.08000000 0.001294778441 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 9292276K7 12346.16000000 PA USD 11241.38000000 0.000318108863 Long ABS-MBS US N 2 2033-08-25 Floating 3.81915720 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBME9 900000.00000000 PA USD 704564.19000000 0.019937775743 Long DBT USGA US N 2 2050-08-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGFQ7 2819730.15000000 PA USD 2507830.32000000 0.070966647513 Long DBT USGA US N 2 2052-03-01 Fixed 3.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDW9 170000.00000000 PA USD 154060.09000000 0.004359596427 Long DBT CORP US N 2 2026-01-15 Fixed 1.25000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QNEG0 101618.79000000 PA USD 97746.77000000 0.002766040635 Long DBT USGA US N 2 2045-03-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMT61 874052.19000000 PA USD 746346.23000000 0.021120124996 Long DBT USGA US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWW5 417206.08000000 PA USD 360613.21000000 0.010204641980 Long DBT USGA US N 2 2042-06-01 Fixed 2.50000000 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CB51 163242.11000000 PA USD 150520.83000000 0.004259442355 Long ABS-MBS US N 2 2039-04-01 Fixed 2.98000000 N N N N N N Government National Mortgage Association 2 N/A 3622AACR3 84491.53000000 PA USD 77369.04000000 0.002189391102 Long DBT USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N ANTARES CLO LTD N/A 03666LAL6 1400000.00000000 PA USD 1335609.80000000 0.037795120800 Long ABS-CBDO CORP KY Y 2 2033-10-23 Floating 5.78457000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AKW22 335023.95000000 PA USD 258191.77000000 0.007306317411 Long DBT USGA US N 2 2051-05-01 Fixed 1.50000000 N N N N N N United States of America N/A N/A 217.00000000 NC USD 29145812.50000000 0.824768958924 N/A DIR US N 1 US ULTRA BOND CBT MAR23 N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Mar 2023 2023-03-25 29354188.16000000 USD -208375.66000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414L4H8 27478.41000000 PA USD 27123.38000000 0.000767538111 Long DBT USGA US N 2 2038-01-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MSNU5 743494.62000000 PA USD 729761.90000000 0.020650821195 Long DBT USGA US N 2 2052-11-01 Floating 4.25599920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H5YN1 346494.94000000 PA USD 302664.61000000 0.008564810992 Long DBT USGA US N 2 2048-11-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNBV4 194224.23000000 PA USD 172122.72000000 0.004870733199 Long DBT USGA US N 2 2052-04-01 Fixed 3.00000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CY2 1330000.00000000 PA USD 868209.52000000 0.024568615540 Long DBT CORP US N 2 2052-06-15 Fixed 2.90000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGWT2 2435653.69000000 PA USD 2253458.39000000 0.063768424033 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BD4 380000.00000000 PA USD 341972.54000000 0.009677147816 Long DBT CORP US N 2 2046-03-01 Fixed 4.75000000 N N N N N N MPT OPERATING PARTNERSHIP, L.P. WUQXXXF7PXTUPGROE843 55342UAM6 400000.00000000 PA USD 274193.44000000 0.007759133084 Long DBT CORP US N 2 2031-03-15 Fixed 3.50000000 N N N N N KKR GROUP FINANCE CO. III LLC N/A 48250AAA1 535000.00000000 PA USD 464286.98000000 0.013138405015 Long DBT CORP US N 2 2044-06-01 Fixed 5.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQEL5 849554.30000000 PA USD 864720.91000000 0.024469894764 Long DBT USGA US N 2 2052-09-01 Fixed 6.00000000 N N N N N N ALI GROUP NORTH AMERICA CORPORATION N/A 01608UAE7 841133.33000000 PA USD 832873.40000000 0.023568673099 Long LON US N 2 2029-07-30 Floating 6.20093880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QLCX2 1283995.55000000 PA USD 1101418.60000000 0.031167972142 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BH2 360000.00000000 PA USD 332692.40000000 0.009414538173 Long DBT CORP US N 2 2045-05-13 Fixed 4.37500000 N N N N N N MID-AMERICA APARTMENTS, L.P. 549300FXWGE3QSYCUJ38 59523UAA5 278000.00000000 PA USD 276357.19000000 0.007820362938 Long DBT CORP US N 2 2023-10-15 Fixed 4.30000000 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PAE9 2302792.04000000 PA USD 2058173.35000000 0.058242242900 Long ABS-MBS US N 2 2055-09-25 Floating 3.75000120 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYU8 560998.68000000 PA USD 523389.71000000 0.014810895603 Long DBT USGA US N 2 2046-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38376MAW7 75523.57000000 PA USD 3024.11000000 0.000085576343 Long DBT USGA US N 2 2043-06-16 Floating 1.82370960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ANN4 89071.00000000 PA USD 85411.51000000 0.002416977127 Long DBT USGA US N 2 2045-12-01 Fixed 4.00000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922F4P0 162396.39000000 PA USD 152361.32000000 0.004311524589 Long ABS-MBS US N 2 2045-10-25 Floating 5.94870840 N N N N N N DRYDEN SENIOR LOAN FUND N/A 26250UAQ8 1035897.49000000 PA USD 1023417.00000000 0.028960680840 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 4.97913840 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962GXZ2 601000.00000000 PA USD 665616.29000000 0.018835627057 Long DBT CORP US N 2 2032-03-15 Fixed 6.75000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CY2 300000.00000000 PA USD 299270.44000000 0.008468762681 Long DBT CORP US N 2 2023-02-15 Fixed 2.75000000 N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAN4 1470000.00000000 PA USD 1107550.33000000 0.031341487996 Long DBT CORP US N 2 2032-09-15 Fixed 1.85000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 056054AA7 898956.89000000 PA USD 887873.47000000 0.025125066508 Long ABS-MBS US N 2 2036-10-15 Floating 5.37009120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MMX37 1128261.62000000 PA USD 1101968.40000000 0.031183530396 Long DBT USGA US N 2 2052-08-01 Floating 4.31700120 N N N N N N ASURION, LLC N/A 04649VAX8 327378.72000000 PA USD 291164.09000000 0.008239368979 Long LON US N 2 2026-12-23 Floating 7.32143160 N N N N N N TRANSDIGM INC. N/A 89364MBR4 48965.03000000 PA USD 48307.92000000 0.001367018774 Long LON US N 2 2025-12-09 Floating 5.92413840 N N N N N N HAWAIIAN BRAND INTELLECTUAL PROPERTY, LTD. N/A 41984LAA5 50000.00000000 PA USD 45250.00000000 0.001280485674 Long DBT NUSS US N 2 2026-01-20 Fixed 5.75000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9NN9 0.01000000 PA USD 0.01000000 0.000000000282 Long DBT USGA US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EMWM9 754574.66000000 PA USD 744919.97000000 0.021079764653 Long DBT USGA US N 2 2044-04-01 Fixed 4.50000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46642EBC9 415000.00000000 PA USD 398469.43000000 0.011275898276 Long ABS-MBS US N 2 2047-08-15 Fixed 3.99650000 N N N N N N RUBY PIPELINE, L.L.C. 549300VXRTBPBK07QT94 781172AB7 1007575.81000000 PA USD 1093219.75000000 0.030935960872 Long DBT CORP US N 2 2022-04-01 Fixed 8.00000000 Y N N N N MASTER CREDIT CARD TRUST II N/A 576339CX1 700000.00000000 PA USD 704604.60000000 0.019938919266 Long ABS-MBS CA Y 2 2029-04-21 Fixed 6.24000000 N N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304AS6 900000.00000000 PA USD 764599.54000000 0.021636657636 Long DBT CORP US N 2 2044-10-01 Fixed 4.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKLU0 0.01000000 PA USD 0.01000000 0.000000000282 Long DBT USGA US N 2 2036-05-01 Fixed 2.50000000 N N N N N N UBS AG LONDON BRANCH N/A 902674XN5 440000.00000000 PA USD 370455.37000000 0.010483155679 Long DBT NUSS CH N 2 2048-06-26 Fixed 4.50000000 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST 549300CKCX1QE4RUW216 254683CW3 1305000.00000000 PA USD 1266882.12000000 0.035850263127 Long ABS-MBS US N 2 2027-07-15 Fixed 3.56000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F030611 26300000.00000000 PA USD 23074811.54000000 0.652971616119 Long DBT USGA US N 2 2053-01-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QAD49 0.01000000 PA USD 0.01000000 0.000000000282 Long DBT USGA US N 2 2048-12-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7YH6 151104.42000000 PA USD 133820.67000000 0.003786860794 Long DBT USGA US N 2 2050-08-01 Fixed 3.00000000 N N N N N N HOME PARTNERS OF AMERICA TRUST N/A 43730NAA4 2072846.94000000 PA USD 1943567.41000000 0.054999121034 Long ABS-MBS US Y 2 2039-04-17 Fixed 3.93000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABMK5 1889885.81000000 PA USD 1687900.16000000 0.047764242555 Long DBT USGA US N 2 2050-10-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LHPM0 57464.34000000 PA USD 54416.46000000 0.001539878398 Long DBT USGA US N 2 2029-03-01 Fixed 3.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L4F79 164473.40000000 PA USD 134374.58000000 0.003802535354 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7XK0 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2050-08-01 Fixed 3.50000000 N N N N N N EQUITABLE HOLDINGS, INC 549300FIBAKMNHPZ4009 054561AC9 500000.00000000 PA USD 498349.39000000 0.014102303978 Long DBT CORP US N 2 2023-04-20 Fixed 3.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DV74 80859.22000000 PA USD 66095.52000000 0.001870372741 Long DBT USGA US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AZ9 376000.00000000 PA USD 253589.00000000 0.007176068106 Long DBT NUSS JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N Government National Mortgage Association N/A 38375K4K5 32533.91000000 PA USD 1252.58000000 0.000035445541 Long DBT USGA US N 2 2037-08-20 Floating 2.22714000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329KXS8 48870.94000000 PA USD 46715.51000000 0.001321956714 Long DBT USGA US N 2 2038-01-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SX7 9300000.00000000 PA USD 6672023.48000000 0.188805093682 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N BAUSCH HEALTH COMPANIES INC. B3BS7ACMDUWISF18KY76 071734AF4 170000.00000000 PA USD 82076.00000000 0.002322588779 Long DBT NUSS US N 2 2029-05-30 Fixed 7.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BJVY8 1086121.63000000 PA USD 888919.96000000 0.025154680109 Long DBT USGA US N 2 2051-11-25 Fixed 1.50000000 N N N N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409VAY0 1215000.00000000 PA USD 1200811.50000000 0.033980595007 Long DBT CORP US N 2 2028-08-01 Fixed 4.75000000 N N N N N N XPO, INC. 54930096DB9LCLPN7H13 983793AH3 32000.00000000 PA USD 32301.22000000 0.000914060762 Long DBT CORP US N 2 2025-05-01 Fixed 6.25000000 N N N N N N TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC N/A 88240TAA9 1690000.00000000 PA USD 1604097.23000000 0.045392785066 Long DBT CORP US Y 2 2034-08-01 Fixed 4.26500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HRGW7 111763.18000000 PA USD 108392.50000000 0.003067293779 Long DBT USGA US N 2 2027-07-01 Fixed 3.82000000 N N N N N N CREDIT SUISSE FIRST BOSTON CORPORATION N/A 22541QUN0 295768.38000000 PA USD 280379.67000000 0.007934191181 Long ABS-MBS US N 2 2033-10-25 Floating 3.64336560 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAM1 1000000.00000000 PA USD 867422.33000000 0.024546339617 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671DBC8 785000.00000000 PA USD 708101.40000000 0.020037871803 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XYXW2 807015.18000000 PA USD 792771.83000000 0.022433877830 Long DBT USGA US N 2 2048-05-01 Fixed 4.50000000 N N N N N N CME GROUP INC. LCZ7XYGSLJUHFXXNXD88 12572QAG0 51000.00000000 PA USD 49277.25000000 0.001394448900 Long DBT CORP US N 2 2025-03-15 Fixed 3.00000000 N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BT8 900000.00000000 PA USD 847530.77000000 0.023983447736 Long DBT NUSS NL N 2 2026-05-10 Fixed 2.87500000 N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJB6 530000.00000000 PA USD 431651.04000000 0.012214872338 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N Evergy Metro, Inc. 1128SIJQ26096WL7IO82 485134BM1 100000.00000000 PA USD 95442.87000000 0.002700844813 Long DBT CORP US N 2 2041-10-01 Fixed 5.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QLMX1 546993.30000000 PA USD 447696.39000000 0.012668924069 Long DBT USGA US N 2 2051-08-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36213UKM1 13601.37000000 PA USD 14049.28000000 0.000397566890 Long DBT USGA US N 2 2031-07-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HCMV2 52820.53000000 PA USD 51892.75000000 0.001468462386 Long DBT USGA US N 2 2043-12-01 Fixed 4.50000000 N N N N N N ALLIED UNIVERSAL HOLDCO LLC 98450038B4549046D794 019576AA5 20000.00000000 PA USD 18300.00000000 0.000517853875 Long DBT CORP US N 2 2026-07-15 Fixed 6.62500000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYE8 1412000.00000000 PA USD 1358395.43000000 0.038439909150 Long DBT CORP US N 2 2024-09-10 Fixed 0.65700000 N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKK4 690000.00000000 PA USD 555876.89000000 0.015730218667 Long DBT CORP US N 2 2033-02-04 Fixed 2.97200000 N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AK1 250000.00000000 PA USD 217826.90000000 0.006164071272 Long DBT NUSS FR N 2 2033-01-10 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300MEU3 110947.20000000 PA USD 111382.44000000 0.003151903179 Long DBT USGA US N 2 2043-10-01 Floating 2.70299880 N N N N N N Government National Mortgage Association N/A 36211Q4T5 765.47000000 PA USD 790.66000000 0.000022374117 Long DBT USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CCK8 1383471.67000000 PA USD 1283485.53000000 0.036320106854 Long DBT USGA US N 2 2036-10-01 Fixed 3.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QAV0 1210000.00000000 PA USD 1173673.00000000 0.033212629029 Long DBT NUSS MX N 2 2040-01-11 Fixed 6.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MHUK3 353024.90000000 PA USD 301104.03000000 0.008520649659 Long DBT USGA US N 2 2052-03-01 Fixed 2.50000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2X8 2025000.00000000 PA USD 1989694.23000000 0.056304418984 Long DBT CORP US N 2 2024-05-24 Floating 4.51785960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BCMG9 1473.28000000 PA USD 1382.65000000 0.000039126265 Long DBT USGA US N 2 2052-06-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SP4 2080000.00000000 PA USD 1155781.24000000 0.032706327540 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N Government National Mortgage Association N/A 36210KLT0 2172.04000000 PA USD 2230.20000000 0.000063110257 Long DBT USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N BRITISH STERLING POUND N/A N/A 1.00000000 NC 55802.72000000 0.001579106819 N/A DFE GB N 2 BRITISH STERLING POUND N/A 1220805.03000000 USD 1060808.58000000 GBP 2023-01-18 55802.72000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFR29 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617YXFM5 44160.62000000 PA USD 39281.58000000 0.001111591170 Long DBT USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AJ9 500000.00000000 PA USD 464016.39000000 0.013130747852 Long DBT CORP US N 2 2038-08-15 Fixed 4.80000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BC5 66000.00000000 PA USD 65326.02000000 0.001848597410 Long DBT CORP US N 2 2024-02-15 Fixed 3.75000000 N N N N N FANNIE MAE OR FREDDIE MAC N/A 01F020612 -4800000.00000000 PA USD -3904609.25000000 -0.11049273394 Short DBT USGA US N 2 2053-01-15 Fixed 2.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 220000.00000000 PA USD 215133.34000000 0.006087848841 Long DBT NUSS GB N 2 2025-03-22 Fixed 4.26900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABQD8 169410.21000000 PA USD 9404.79000000 0.000266136991 Long DBT USGA US N 2 2042-03-25 Floating 1.76128920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7ZB2 1491000.00000000 PA USD 1310357.30000000 0.037080524900 Long DBT USGA US N 2 2032-06-25 Fixed 2.92000000 N N N N N N Government National Mortgage Association N/A 36230SFP4 130733.24000000 PA USD 116754.15000000 0.003303911968 Long DBT USGA US N 2 2046-06-15 Fixed 3.00000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAN3 2610000.00000000 PA USD 1996864.54000000 0.056507324603 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABS5 595000.00000000 PA USD 520371.14000000 0.014725476031 Long DBT CORP US N 2 2026-01-08 Fixed 1.30000000 N N N N N GLOBAL SC FINANCE II SRL N/A 37952UAE3 265701.86000000 PA USD 258031.82000000 0.007301791142 Long ABS-MBS BB N 2 2029-07-17 Fixed 3.09000000 N N N N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671DAZ8 20000.00000000 PA USD 19946.22000000 0.000564438651 Long DBT CORP US N 2 2023-03-15 Fixed 3.87500000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19423DAB6 221040.82000000 PA USD 205642.14000000 0.005819266617 Long ABS-MBS US N 2 2047-12-26 Fixed 4.13000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFMF5 89339.97000000 PA USD 79807.51000000 0.002258394990 Long DBT USGA US N 2 2051-12-01 Fixed 3.00000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAT4 2320000.00000000 PA USD 2230240.15000000 0.063111393675 Long DBT NUSS IT N 2 2024-06-26 Fixed 5.01700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H24R2 1008636.80000000 PA USD 135952.34000000 0.003847182847 Long DBT USGA US N 2 2049-05-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFWU1 1122663.68000000 PA USD 1053639.72000000 0.029815924155 Long DBT USGA US N 2 2050-04-01 Fixed 3.50000000 N N N N N N ALLY AUTO RECEIVABLES TRUST N/A 02008JAC0 828000.00000000 PA USD 806425.30000000 0.022820244079 Long ABS-MBS US N 2 2026-11-15 Fixed 3.31000000 N N N N N N Government National Mortgage Association N/A 36201YGF7 6642.62000000 PA USD 6811.71000000 0.000192757946 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N SOUTHERN NATURAL GAS COMPANY, L.L.C. N/A 843452AZ6 170000.00000000 PA USD 186472.89000000 0.005276814683 Long DBT CORP US N 2 2032-03-01 Fixed 8.00000000 N N N N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 26078JAC4 830000.00000000 PA USD 816182.07000000 0.023096341409 Long DBT CORP US N 2 2025-11-15 Fixed 4.49300000 N N N N N N VERIZON MASTER TRUST N/A 92348KAS2 1298000.00000000 PA USD 1256750.60000000 0.035563561111 Long ABS-MBS US N 2 2028-11-20 Fixed 3.40000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80287HAC2 773000.00000000 PA USD 758680.41000000 0.021469157942 Long ABS-MBS US N 2 2026-08-17 Fixed 4.11000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B77 521000.00000000 PA USD 452436.40000000 0.012803056995 Long DBT CORP US N 2 2026-08-10 Fixed 2.70000000 N N N N N N CWHEQ REVOLVING HOME EQUITY LOAN TRUST N/A 23242LAB9 194202.12000000 PA USD 177238.99000000 0.005015513541 Long ABS-MBS US N 2 2036-07-15 Floating 4.45785840 N N N N N N CITADEL LIMITED PARTNERSHIP 549300IPM6EKPVUPFL67 17288XAB0 660000.00000000 PA USD 613415.27000000 0.017358441238 Long DBT CORP US N 2 2027-01-15 Fixed 4.87500000 N N N N N Government National Mortgage Association N/A 3622A2CE0 229817.08000000 PA USD 210414.54000000 0.005954316116 Long DBT USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DF4 304000.00000000 PA USD 283951.47000000 0.008035266071 Long DBT CORP US N 2 2026-08-15 Fixed 3.00000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31358DDS0 3564000.00000000 PA USD 2559936.34000000 0.072441145020 Long DBT USGA US N 2 2030-11-15 Fixed 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBP7 1212530.49000000 PA USD 989819.36000000 0.028009933950 Long DBT USGA US N 2 2051-05-01 Fixed 2.00000000 N N N N N N BA CREDIT CARD TRUST N/A 05522RDF2 930000.00000000 PA USD 938978.50000000 0.026571237974 Long ABS-MBS US N 2 2028-04-17 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179TG74 222071.79000000 PA USD 223593.88000000 0.006327265422 Long DBT USGA US N 2 2047-09-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419AZY6 111549.38000000 PA USD 117437.13000000 0.003323238954 Long DBT USGA US N 2 2039-02-01 Fixed 7.00000000 N N N N N N VONTIER CORPORATION 549300VVSQLG4P5K4639 928881AB7 495000.00000000 PA USD 418299.45000000 0.011837048697 Long DBT CORP US N 2 2026-04-01 Fixed 1.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DY71 921649.94000000 PA USD 784906.00000000 0.022211290368 Long DBT USGA US N 2 2041-05-01 Fixed 2.00000000 N N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304BC0 506000.00000000 PA USD 333054.02000000 0.009424771306 Long DBT CORP US N 2 2051-09-15 Fixed 2.85000000 N N N N N N Government National Mortgage Association N/A 36213R5Q6 8787.33000000 PA USD 9032.24000000 0.000255594562 Long DBT USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 38380RTP5 88595.29000000 PA USD 69208.85000000 0.001958473834 Long DBT USGA US N 2 2063-06-16 Fixed 1.40000000 N N N N N N RATE MORTGAGE TRUST N/A 75409JAG2 293513.87000000 PA USD 251653.80000000 0.007121305766 Long ABS-MBS US Y 2 2051-07-25 Floating 2.49999840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKS75 77105.69000000 PA USD 66417.08000000 0.001879472254 Long DBT USGA US N 2 2050-12-01 Fixed 2.50000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3L3 635000.00000000 PA USD 565840.86000000 0.016012179348 Long DBT CORP US N 2 2027-03-08 Fixed 3.20500000 N N N N N N JANE STREET GROUP, LLC N/A 47077DAG5 251163.89000000 PA USD 243392.88000000 0.006887538038 Long LON US N 2 2028-01-26 Floating 6.82143120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBUK0 276010.61000000 PA USD 246612.16000000 0.006978637307 Long DBT USGA US N 2 2051-12-01 Floating 1.61399880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X6PV1 162463.14000000 PA USD 148020.80000000 0.004188696441 Long DBT USGA US N 2 2043-10-01 Fixed 3.00000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EF3 192000.00000000 PA USD 126619.64000000 0.003583085860 Long DBT CORP US N 2 2051-02-08 Fixed 2.65000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 74977RDP6 510000.00000000 PA USD 434460.29000000 0.012294368567 Long DBT NUSS NL N 2 2033-04-06 Fixed 3.75800000 N N N N N N COMM MORTGAGE TRUST N/A 12625KAE5 490217.79000000 PA USD 487106.38000000 0.013784148989 Long ABS-MBS US N 2 2046-06-10 Fixed 3.61200000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAU2 10000.00000000 PA USD 9470.04000000 0.000267983437 Long DBT CORP US N 2 2039-06-15 Fixed 6.75000000 N N N N N N MVW OWNER TRUST N/A 55389TAB7 266942.14000000 PA USD 241666.22000000 0.006838676968 Long ABS-MBS US Y 2 2041-01-22 Fixed 1.44000000 N N N N N N Government National Mortgage Association N/A 36200HF66 3119.35000000 PA USD 3198.66000000 0.000090515763 Long DBT USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B4DF9 656472.45000000 PA USD 616093.07000000 0.017434217692 Long DBT USGA US N 2 2052-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7VH6 404171.28000000 PA USD 400911.26000000 0.011344997245 Long DBT USGA US N 2 2039-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 36225BVX3 20031.27000000 PA USD 20625.57000000 0.000583662915 Long DBT USGA US N 2 2032-12-15 Fixed 6.50000000 N N N N N N MORTGAGE ASSET SECURITIZATION TRANSACTIONS, INC. N/A 576457AD7 5500000.00000000 PA USD 4186911.30000000 0.118481324684 Long ABS-MBS US N 2 2037-05-25 Floating 4.66871040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGXA2 1398051.15000000 PA USD 1226251.68000000 0.034700501881 Long DBT USGA US N 2 2041-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H3HW6 48434.41000000 PA USD 45292.80000000 0.001281696830 Long DBT USGA US N 2 2042-10-01 Fixed 3.50000000 N N N N N N PRIME SECURITY SERVICES BORROWER, LLC N/A 03765VAK6 666975.29000000 PA USD 660372.23000000 0.018687230511 Long LON US N 2 2026-09-23 Floating 6.50417040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HLH6 121.93000000 PA USD 125.36000000 0.000003547440 Long DBT USGA US N 2 2031-04-01 Fixed 7.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGE4 261000.00000000 PA USD 219703.48000000 0.006217174781 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST N/A 98163NAC0 710000.00000000 PA USD 694781.86000000 0.019660955114 Long ABS-MBS US N 2 2025-02-18 Fixed 3.21000000 N N N N N N COMM MORTGAGE TRUST N/A 12591KAG0 130000.00000000 PA USD 118374.28000000 0.003349758449 Long ABS-MBS US N 2 2046-10-10 Fixed 4.30000000 N N N N N N DCP MIDSTREAM OPERATING, LP 549300Y6CTBSE0QIPL28 26439XAH6 110000.00000000 PA USD 107791.54000000 0.003050287797 Long DBT CORP US Y 2 2036-11-03 Fixed 6.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FGVJ1 439554.75000000 PA USD 381314.98000000 0.010790461205 Long DBT USGA US N 2 2048-04-15 Fixed 3.00000000 N N N N N N ONE BRYANT PARK TRUST N/A 68236JAA9 1570000.00000000 PA USD 1285301.38000000 0.036371491825 Long ABS-MBS US N 2 2054-09-15 Fixed 2.51641000 N N N N N N RELIANCE INDUSTRIES LIMITED 5493003UOETFYRONLG31 759470BD8 870000.00000000 PA USD 570838.31000000 0.016153597318 Long DBT NUSS IN N 2 2052-01-12 Fixed 3.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XG2P3 2320229.43000000 PA USD 1900879.31000000 0.053791132072 Long DBT USGA US N 2 2047-03-01 Fixed 2.00000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XAY0 216000.00000000 PA USD 195379.60000000 0.005528856994 Long DBT CORP US N 2 2027-12-01 Fixed 3.62500000 N N N N N N NATIONWIDE MUTUAL INSURANCE COMPANY Z7LVXXWM8HZPKF5T2355 638671AJ6 3735000.00000000 PA USD 3725167.01000000 0.105414872776 Long DBT CORP US N 2 2024-12-15 Floating 7.05899880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418M2N1 23091.08000000 PA USD 24617.21000000 0.000696618447 Long DBT USGA US N 2 2039-04-01 Fixed 7.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SR0 13102000.00000000 PA USD 8200009.60000000 0.232044084582 Long DBT UST US N 1 2040-05-15 Fixed 1.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFC0 18215000.00000000 PA USD 16772741.95000000 0.474635487221 Long SN UST US N 2 2029-07-31 Fixed 2.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFZ9 1250000.00000000 PA USD 1243164.06000000 0.035179088849 Long SN UST US N 2 2027-11-30 Fixed 3.87500000 N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RFP4 611000.00000000 PA USD 590046.79000000 0.016697159384 Long ABS-MBS US Y 2 2029-02-20 Fixed 4.77000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BS2 15000.00000000 PA USD 13270.24000000 0.000375521596 Long DBT CORP US N 2 2036-08-08 Fixed 3.45000000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 20753WAF3 167307.76000000 PA USD 166890.53000000 0.004722672551 Long ABS-MBS US N 2 2039-10-25 Floating 6.48870840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR31 1817259.97000000 PA USD 1690610.76000000 0.047840947184 Long DBT USGA US N 2 2047-12-01 Fixed 3.50000000 N N N N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884LAH2 30000.00000000 PA USD 30070.50000000 0.000850935789 Long DBT CORP US N 2 2025-02-01 Fixed 6.12500000 N N N N N N CHASE AUTO CREDIT LINKED NOTES N/A 46591HAN0 111113.63000000 PA USD 109420.10000000 0.003096372831 Long ABS-MBS US N 2 2028-01-25 Fixed 0.99100000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAF9 355000.00000000 PA USD 330515.41000000 0.009352933654 Long DBT CORP US N 2 2025-02-01 Fixed 2.30000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBD6 61000.00000000 PA USD 47427.59000000 0.001342107173 Long DBT CORP GB N 2 2037-08-15 Fixed 4.39000000 N N N N N N Fideicomiso Fibra UNO (Banco Actinver, S.A. Institucion de Banca Multiple, Grupo Financiero Actinver) 54930011BLQ0JPRBAL73 898339AB2 344000.00000000 PA USD 277665.68000000 0.007857390622 Long DBT NUSS MX N 2 2050-01-15 Fixed 6.39000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDU3 150000.00000000 PA USD 118698.35000000 0.003358928990 Long DBT CORP US N 2 2049-08-15 Fixed 3.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B57L0 904808.67000000 PA USD 826146.91000000 0.023378326710 Long DBT USGA US N 2 2052-03-01 Fixed 3.50000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CG2 1445000.00000000 PA USD 1124637.13000000 0.031825010707 Long DBT CORP US N 2 2052-03-15 Fixed 4.62500000 N N N N N Government National Mortgage Association 2 N/A 3617YNTB6 173487.15000000 PA USD 154319.35000000 0.004366932973 Long DBT USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAK1 1500000.00000000 PA USD 1485689.69000000 0.042042085425 Long DBT NUSS IE N 2 2024-01-16 Fixed 4.87500000 N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 760000.00000000 PA USD 682134.12000000 0.019303049040 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBG7 76000.00000000 PA USD 71050.46000000 0.002010587761 Long DBT CORP US N 2 2059-02-14 Fixed 6.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGKB4 344885.36000000 PA USD 284021.40000000 0.008037244952 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAV7 3530000.00000000 PA USD 3086779.13000000 0.087349755972 Long DBT NUSS IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MKRA6 65222.25000000 PA USD 62644.58000000 0.001772717951 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46651EAA2 1500000.00000000 PA USD 1303452.45000000 0.036885131275 Long ABS-MBS US N 2 2039-06-05 Fixed 3.39730000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAU7 1232000.00000000 PA USD 1063730.96000000 0.030101486326 Long DBT CORP US N 2 2045-06-15 Fixed 5.00000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H62P9 779022.50000000 PA USD 671736.38000000 0.019008813523 Long DBT USGA US N 2 2049-05-25 Fixed 2.50000000 N N N N N N VMWARE, INC. 549300BUDHS3LRWBE814 928563AJ4 912000.00000000 PA USD 795051.09000000 0.022498376389 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DYB2 3785811.36000000 PA USD 3091143.07000000 0.087473246859 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. 5493004T21MOAFINJP35 88167AAP6 200000.00000000 PA USD 180779.95000000 0.005115715719 Long DBT NUSS IL N 2 2027-05-09 Fixed 4.75000000 N N N N N N Government National Mortgage Association 2 N/A 3617BFM90 229714.41000000 PA USD 213985.97000000 0.006055380535 Long DBT USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJY61 1035852.39000000 PA USD 925161.51000000 0.026180244432 Long DBT USGA US N 2 2046-11-01 Fixed 3.00000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 925650AD5 1285000.00000000 PA USD 1189845.75000000 0.033670285929 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N Government National Mortgage Association 2 N/A 3618A0S96 219473.00000000 PA USD 195222.39000000 0.005524408261 Long DBT USGA US N 2 2047-07-20 Fixed 3.00000000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BB1 2650000.00000000 PA USD 2257261.73000000 0.063876051047 Long DBT CORP GB N 2 2045-08-15 Fixed 5.85000000 N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 83208AAD5 1254952.24000000 PA USD 1196111.80000000 0.033847602774 Long ABS-MBS US Y 2 2053-01-15 Floating 5.11786080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KM3V5 1282.45000000 PA USD 1204.39000000 0.000034081859 Long DBT USGA US N 2 2051-10-01 Fixed 4.00000000 N N N N N N NELNET STUDENT LOAN CORPORATION N/A 64031QBX8 1794841.78000000 PA USD 1740907.86000000 0.049264255826 Long ABS-MBS US N 2 2037-03-23 Floating 4.85256960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FLTS3 627586.98000000 PA USD 571763.56000000 0.016179780067 Long DBT USGA US N 2 2050-05-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H64V4 798764.81000000 PA USD 710782.22000000 0.020113733717 Long DBT USGA US N 2 2048-07-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38375UFT2 418634.83000000 PA USD 414962.48000000 0.011742619033 Long DBT USGA US N 2 2064-04-20 Floating 4.44156840 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CP8 345000.00000000 PA USD 262371.74000000 0.007424602311 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N Government National Mortgage Association N/A 36291E7M7 19339.64000000 PA USD 20072.34000000 0.000568007598 Long DBT USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHLP5 586979.70000000 PA USD 526301.69000000 0.014893298889 Long DBT USGA US N 2 2046-07-01 Fixed 3.00000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89180YAA8 476673.57000000 PA USD 445773.25000000 0.012614503003 Long ABS-MBS US Y 2 2062-09-25 Fixed 3.75000000 N N N N N N Government National Mortgage Association N/A 36291AR35 842.45000000 PA USD 869.55000000 0.000024606548 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAJ3 310000.00000000 PA USD 228624.11000000 0.006469611001 Long DBT CORP US N 2 2060-04-01 Fixed 3.70000000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 65412JAD5 240000.00000000 PA USD 183518.40000000 0.005193208448 Long DBT NUSS NG N 2 2030-02-23 Fixed 7.14300000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DG7 20000.00000000 PA USD 18171.25000000 0.000514210504 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638DF6 300000.00000000 PA USD 248168.91000000 0.007022690259 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N DANAHER CORPORATION S4BKK9OTCEWQ3YHPFM11 235851AV4 335000.00000000 PA USD 213635.86000000 0.006045473113 Long DBT CORP US N 2 2050-10-01 Fixed 2.60000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJS9 2028000.00000000 PA USD 1776764.04000000 0.050278914939 Long DBT CORP US N 2 2027-07-22 Fixed 1.73400000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCK0 4070000.00000000 PA USD 3793928.03000000 0.107360673906 Long DBT CORP US N 2 2025-06-23 Fixed 0.96900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AHB7 200047.26000000 PA USD 191674.53000000 0.005424010826 Long DBT USGA US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWN5 1157471.57000000 PA USD 975658.91000000 0.027609221169 Long DBT USGA US N 2 2042-04-01 Fixed 2.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CC4 350000.00000000 PA USD 278670.78000000 0.007885832968 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAG5 1135000.00000000 PA USD 1092331.07000000 0.030910812982 Long DBT CORP BE N 2 2026-02-01 Fixed 3.65000000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAL0 490000.00000000 PA USD 332260.55000000 0.009402317671 Long DBT CORP US N 2 2050-03-01 Fixed 2.95000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BF9 460000.00000000 PA USD 443470.48000000 0.012549339158 Long DBT CORP US N 2 2026-03-01 Fixed 3.65000000 N N N N N N CFK TRUST N/A 12529AAL8 2960000.00000000 PA USD 2300985.30000000 0.065113341766 Long ABS-MBS US N 2 2039-03-15 Floating 3.45750120 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBX9 480000.00000000 PA USD 279431.90000000 0.007907371161 Long DBT NUSS MX N 2 2046-01-23 Fixed 5.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9VH5 108417.38000000 PA USD 103646.56000000 0.002932993046 Long DBT USGA US N 2 2039-08-01 Fixed 3.50000000 N N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875PAT8 450000.00000000 PA USD 428146.92000000 0.012115712659 Long DBT CORP US N 2 2050-04-15 Fixed 4.95000000 N N N N N Teva Pharmaceutical Finance Netherlands III B.V. 5493004T21MOAFINJP35 88167AAQ4 1780000.00000000 PA USD 1585173.91000000 0.044857292465 Long DBT NUSS IL N 2 2029-05-09 Fixed 5.12500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F050619 50025000.00000000 PA USD 49285701.04000000 1.394688047781 Long DBT USGA US N 2 2038-01-01 Fixed 5.00000000 N N N N N N 3 Month SOFR Opt Jun23C 96 N/A N/A -79.00000000 NC USD -7900.00000000 -0.00022355440 N/A DIR US N 1 3 Month SOFR Opt Jun23C 96 N/A Call Written N/A N/A -197500.00000000 96.00000000 USD 2023-06-19 XXXX 1809.10000000 N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2D5 290000.00000000 PA USD 279073.20000000 0.007897220660 Long DBT NUSS FR N 2 2025-01-09 Fixed 3.37500000 N N N N N BRK: JP MORGAN CHASE BANK N/A N/A 5559000.00000000 NC USD 1634222.39000000 0.046245267626 N/A DIR XX N 2 BRK: JP MORGAN CHASE BANK N/A Y 2047-02-15 0.00000000 USD -62485.22000000 USD -5559000.00000000 USD 1696707.61000000 N N N United States of America 254900HROIFWPRGM1V77 912828U24 5213000.00000000 PA USD 4819785.03000000 0.136390401929 Long SN UST US N 2 2026-11-15 Fixed 2.00000000 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAM9 830000.00000000 PA USD 696856.36000000 0.019719659369 Long DBT CORP US N 2 2040-04-15 Fixed 6.87500000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BV0 363000.00000000 PA USD 354722.25000000 0.010037939441 Long DBT CORP US N 2 2024-06-06 Fixed 3.36300000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RCP5 75000.00000000 PA USD 68178.66000000 0.001929321491 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKH4 60000.00000000 PA USD 47029.30000000 0.001330836352 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D3X67 78999.65000000 PA USD 69478.12000000 0.001966093643 Long DBT USGA US N 2 2041-04-01 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2K8 2265000.00000000 PA USD 2111507.84000000 0.059751503683 Long DBT CORP US N 2 2026-02-11 Fixed 2.16400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A0MT8 27865.39000000 PA USD 24975.22000000 0.000706749424 Long DBT USGA US N 2 2050-01-01 Fixed 3.00000000 N N N N N N CSMC TRUST N/A 22945AAD1 1760000.00000000 PA USD 1318422.34000000 0.037308749611 Long ABS-MBS US N 2 2057-07-25 Floating 2.97484920 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBH3 492000.00000000 PA USD 387508.45000000 0.010965724180 Long DBT CORP US N 2 2031-02-15 Fixed 2.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FPJQ9 1516127.22000000 PA USD 45385.87000000 0.001284330527 Long DBT USGA US N 2 2027-06-25 Floating 1.21212360 N N N N N N Government National Mortgage Association N/A 38382HM98 647861.92000000 PA USD 89077.90000000 0.002520728727 Long DBT USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGTU3 372456.13000000 PA USD 343326.69000000 0.009715467588 Long DBT USGA US N 2 2052-01-01 Fixed 3.50000000 N N N N N N N/A N/A N/A 5.00000000 NC USD 1188000.00000000 0.033618054847 N/A DO US N 1 3 MONTH SOFR FUT JUN23 N/A Long Interest Rate Futures CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Jun 2023 2023-09-22 1205823.00000000 USD -17823.00000000 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AU2 550000.00000000 PA USD 380020.54000000 0.010753831108 Long DBT NUSS CH N 2 2032-05-14 Fixed 3.09100000 N N N N N Government National Mortgage Association N/A 36291GXW1 885.11000000 PA USD 907.61000000 0.000025683571 Long DBT USGA US N 2 2034-05-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABQH9 1011265.87000000 PA USD 1026767.26000000 0.029055486584 Long DBT USGA US N 2 2042-04-25 Fixed 5.50000000 N N N N N N CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES N/A 12513XAN2 51087.42000000 PA USD 0.03000000 0.000000000848 Long DBT USGA US N 2 2046-01-15 Floating 0.02300040 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES TRUST N/A 58768PAD6 711000.00000000 PA USD 714549.67000000 0.020220345115 Long ABS-MBS US N 2 2029-02-15 Fixed 5.25000000 N N N N N N DLLST LLC N/A 23292GAC7 880000.00000000 PA USD 855824.29000000 0.024218137980 Long ABS-MBS US Y 2 2025-01-21 Fixed 3.40000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST N/A 380130AD6 840000.00000000 PA USD 825443.47000000 0.023358420747 Long ABS-MBS US N 2 2025-09-22 Fixed 4.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H0RQ3 445290.88000000 PA USD 359730.33000000 0.010179658219 Long DBT USGA US N 2 2049-08-25 Fixed 1.50000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBV4 170000.00000000 PA USD 149676.10000000 0.004235538164 Long DBT CORP US N 2 2029-07-31 Fixed 3.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9PU0 55196.30000000 PA USD 59288.51000000 0.001677747795 Long DBT USGA US N 2 2039-03-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B6T83 188991.27000000 PA USD 161636.13000000 0.004573983403 Long DBT USGA US N 2 2052-03-01 Fixed 2.50000000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAF4 150000.00000000 PA USD 87668.54000000 0.002480846621 Long DBT CORP US N 2 2050-08-15 Fixed 2.05000000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAQ8 445000.00000000 PA USD 378380.26000000 0.010707414422 Long DBT NUSS GB N 2 2027-06-14 Fixed 1.67300000 N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFX2 780000.00000000 PA USD 744386.74000000 0.021064675297 Long DBT CORP US N 2 2026-04-19 Fixed 3.50000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AZ68 97167.36000000 PA USD 95358.99000000 0.002698471175 Long DBT USGA US N 2 2043-11-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LGZM7 99435.09000000 PA USD 94989.48000000 0.002688014771 Long DBT USGA US N 2 2032-07-01 Fixed 3.88000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGBS7 656792.60000000 PA USD 581770.39000000 0.016462953602 Long DBT USGA US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CK8 415000.00000000 PA USD 396251.26000000 0.011213128444 Long DBT NUSS JP N 2 2033-07-20 Fixed 5.13300000 N N N N N N DISH DBS Corporation N/A 25470XAW5 410000.00000000 PA USD 380985.89000000 0.010781148607 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QFW5 247495.72000000 PA USD 237432.61000000 0.006718874162 Long DBT USGA US N 2 2050-02-01 Floating 3.09099960 N N N N N N BANK N/A 06541MBN3 655000.00000000 PA USD 625866.84000000 0.017710796089 Long ABS-MBS US N 2 2055-06-15 Floating 4.49300160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F022618 17200000.00000000 PA USD 14560046.13000000 0.412020563452 Long DBT USGA US N 2 2053-01-15 Fixed 2.50000000 N N N N N N Russia, Federation of (Government) 5493004EHVGF71PDBU58 N/A 162070000.00000000 PA 599436.99000000 0.016962883507 Long DBT NUSS RU N 2 2039-03-16 Floating 2.27000070 N N N N N N Bundesrepublik Deutschland N/A N/A 38.00000000 NC 4694287.03000000 0.132839056266 N/A DIR DE N 1 EURO-BOBL FUTURE MAR23 N/A Long Germany Govt. Bond Futures Euro-BOBL Future Mar 2023 2023-03-11 4776134.64000000 EUR -81847.61000000 N N N CSMC TRUST N/A 12649AAQ2 290000.00000000 PA USD 160747.67000000 0.004548841739 Long ABS-MBS US N 2 2037-09-15 Fixed 4.37330000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36248GAJ9 270000.00000000 PA USD 262937.21000000 0.007440603996 Long ABS-MBS US N 2 2046-11-10 Fixed 5.16100000 N N N N N N BROWN GROUP HOLDINGS, LLC N/A 11565HAB2 573792.66000000 PA USD 562397.14000000 0.015914728870 Long LON US N 2 2028-06-07 Floating 6.57142920 N N N N N N MID-ATLANTIC INTERSTATE TRANSMISSION, LLC N/A 59524QAA3 162000.00000000 PA USD 152444.66000000 0.004313882947 Long DBT CORP US N 2 2028-05-15 Fixed 4.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AF6L0 183895.10000000 PA USD 151100.46000000 0.004275844740 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DK3 160000.00000000 PA USD 133126.53000000 0.003767218002 Long DBT CORP US N 2 2040-04-01 Fixed 4.12500000 N N N N N N COMM MORTGAGE TRUST N/A 12630BBA5 318000.00000000 PA USD 312421.90000000 0.008840923038 Long ABS-MBS US N 2 2046-11-10 Floating 4.19400000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAV5 240000.00000000 PA USD 160475.11000000 0.004541128829 Long DBT CORP US N 2 2046-09-16 Fixed 3.87500000 N N N N N Republique Francaise N/A N/A 72.00000000 NC 9781961.39000000 0.276810197412 N/A DIR DE N 1 EURO-OAT FUTURE MAR23 N/A Long France Govt. Bond Future Eurex Long Term Euro OAT Bond Future Mar 2023 2023-03-11 10340961.26000000 EUR -558999.87000000 N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671DCD5 876000.00000000 PA USD 845164.80000000 0.023916495455 Long DBT CORP US N 2 2029-09-01 Fixed 5.25000000 N N N N N Government National Mortgage Association N/A 38376R5X0 481074.41000000 PA USD 25369.80000000 0.000717915259 Long DBT USGA US N 2 2067-07-20 Floating 1.70258040 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 11500000.00000000 PA 1679863.20000000 0.047536812452 Long DBT NUSS CN N 2 2025-11-30 Fixed 3.31000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TG3 6190000.00000000 PA USD 4959737.50000000 0.140350780559 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DQ7 212000.00000000 PA USD 199576.80000000 0.005647629468 Long DBT CORP US N 2 2025-06-30 Fixed 2.50000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M5AJ4 87586.93000000 PA USD 77010.42000000 0.002179242864 Long DBT USGA US N 2 2051-11-01 Fixed 3.00000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BF2 300000.00000000 PA USD 265775.94000000 0.007520934451 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHL6 600000.00000000 PA USD 594564.00000000 0.016824987510 Long DBT CORP US N 2 2024-07-23 Fixed 3.86400000 N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHF9 860000.00000000 PA USD 856762.86000000 0.024244697658 Long DBT CORP US N 2 2024-03-05 Fixed 3.55000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BR9 230000.00000000 PA USD 216727.72000000 0.006132966648 Long DBT CORP US N 2 2032-06-15 Fixed 3.90000000 N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST N/A 14041NFX4 1036000.00000000 PA USD 863743.24000000 0.024442228633 Long ABS-MBS US N 2 2030-07-15 Fixed 1.39000000 N N N N N N MID-AMERICA APARTMENTS, L.P. 549300FXWGE3QSYCUJ38 59523UAM9 332000.00000000 PA USD 322636.39000000 0.009129972941 Long DBT CORP US N 2 2025-11-15 Fixed 4.00000000 N N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAT4 148000.00000000 PA USD 142973.35000000 0.004045863570 Long DBT CORP US N 2 2052-09-15 Fixed 4.95000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RER1 1460000.00000000 PA USD 1263320.92000000 0.035749488197 Long ABS-MBS US Y 2 2028-02-20 Fixed 1.66000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AX4N2 813583.48000000 PA USD 78566.70000000 0.002223282516 Long DBT USGA US N 2 2057-10-25 Floating 1.71128880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402DF70 68443.09000000 PA USD 70781.80000000 0.002002985214 Long DBT USGA US N 2 2034-08-01 Fixed 6.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CY4 330000.00000000 PA USD 300608.25000000 0.008506620064 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBU6 60000.00000000 PA USD 51127.00000000 0.001446793173 Long DBT CORP US N 2 2049-02-01 Fixed 4.80000000 N N N N N N Government National Mortgage Association 2 N/A 21H022614 17350000.00000000 PA USD 15031312.34000000 0.425356466900 Long DBT USGA US N 2 2053-01-15 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F040610 3100000.00000000 PA USD 2906745.81000000 0.082255168407 Long DBT USGA US N 2 2053-01-15 Fixed 4.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GGM0 1050000.00000000 PA USD 1095877.03000000 0.031011156650 Long DBT CORP US N 2 2041-02-01 Fixed 6.25000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAX4 10000.00000000 PA USD 8772.32000000 0.000248239339 Long DBT CORP US N 2 2039-10-01 Fixed 4.62500000 N N N N N N Government National Mortgage Association N/A 36291NNY3 4475.03000000 PA USD 4588.92000000 0.000129857377 Long DBT USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407XPG0 170299.58000000 PA USD 166992.21000000 0.004725549894 Long DBT USGA US N 2 2035-11-01 Floating 3.62099880 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DP2 500000.00000000 PA USD 345434.85000000 0.009775124354 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N CSMC TRUST N/A 12595KAA9 1190000.00000000 PA USD 1141606.87000000 0.032305220850 Long ABS-MBS US N 2 2030-12-15 Floating 5.26799880 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46644XAK8 30311.54000000 PA USD 29125.80000000 0.000824202644 Long ABS-MBS US N 2 2045-05-25 Floating 4.86345960 N N N N N N OBX TRUST N/A 67448QAC5 49505.86000000 PA USD 46479.44000000 0.001315276400 Long ABS-MBS US N 2 2059-01-25 Floating 3.99999960 N N N N N N Government National Mortgage Association N/A 36201VCJ9 559.79000000 PA USD 574.62000000 0.000016260611 Long DBT USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4EZ5 1619.93000000 PA USD 1585.14000000 0.000044856332 Long DBT USGA US N 2 2049-05-01 Fixed 4.50000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABT1 128000.00000000 PA USD 105770.01000000 0.002993082489 Long DBT CORP US N 2 2031-02-15 Fixed 2.87500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBV0 380000.00000000 PA USD 353393.98000000 0.010000352022 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XB4K3 2553772.95000000 PA USD 2204535.38000000 0.062383999426 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B26P0 305740.81000000 PA USD 257943.40000000 0.007299289030 Long DBT USGA US N 2 2043-05-15 Fixed 1.75000000 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST N/A 36256BAC4 1997005.31000000 PA USD 1909577.42000000 0.054037271415 Long ABS-MBS US N 2 2057-10-25 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QBM47 4898.14000000 PA USD 4834.69000000 0.000136812183 Long DBT USGA US N 2 2049-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ABUS7 156637.76000000 PA USD 134571.60000000 0.003808110631 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N CONTINENTAL RESOURCES, INC. XXRTID9RYWOZ0UPIVR53 212015AQ4 80000.00000000 PA USD 59307.89000000 0.001678296211 Long DBT CORP US N 2 2044-06-01 Fixed 4.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QL65 520407.59000000 PA USD 516702.94000000 0.014621673212 Long DBT USGA US N 2 2049-03-01 Floating 3.45700080 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST N/A 43815PAC3 575000.00000000 PA USD 562752.10000000 0.015924773538 Long ABS-MBS US N 2 2026-07-20 Fixed 3.73000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J0NU7 1300382.73000000 PA USD 1174374.12000000 0.033232469341 Long DBT USGA US N 2 2047-09-15 Fixed 3.00000000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AG9 200000.00000000 PA USD 174500.00000000 0.004938005531 Long DBT NUSS KE N 2 2028-02-28 Fixed 7.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR80 2663161.89000000 PA USD 2554781.24000000 0.072295265866 Long DBT USGA US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38380H3A8 514803.02000000 PA USD 468318.06000000 0.013252476622 Long DBT USGA US N 2 2044-08-20 Fixed 2.50000000 N N N N N N ROPER TECHNOLOGIES, INC. 54930003T4SXCIWVXY35 776743AM8 420000.00000000 PA USD 376304.38000000 0.010648671116 Long DBT CORP US N 2 2025-09-15 Fixed 1.00000000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36264YAA8 2170000.00000000 PA USD 2028334.59000000 0.057397864895 Long ABS-MBS US Y 2 2026-05-15 Floating 5.46800040 N N N N N N Government National Mortgage Association 2 N/A 36179SEH6 17046.96000000 PA USD 15907.01000000 0.000450136982 Long DBT USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5DU4 65671.94000000 PA USD 62618.74000000 0.001771986730 Long DBT USGA US N 2 2049-06-01 Fixed 4.00000000 N N N N N N NORTH TEX TWY AUTH REV N/A 66285WFB7 632000.00000000 PA USD 749054.81000000 0.021196772463 Long DBT MUN US N 2 2049-01-01 Fixed 6.71800000 N N N N N N CHEVRON CORPORATION N/A 166764BT6 560000.00000000 PA USD 547343.38000000 0.015488737179 Long DBT CORP US N 2 2024-03-03 Fixed 2.89500000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HH3 141000.00000000 PA USD 107876.86000000 0.003052702185 Long DBT CORP US N 2 2044-02-15 Fixed 4.75000000 N N N N N N NELNET STUDENT LOAN CORPORATION N/A 64031QBR1 2241584.04000000 PA USD 2162892.11000000 0.061205577090 Long ABS-MBS US N 2 2033-10-25 Floating 4.46843160 N N N N N N AIG CLO N/A 00141UAC7 3400000.00000000 PA USD 3345368.80000000 0.094667333168 Long ABS-CBDO CORP KY Y 2 2032-04-20 Floating 5.36257080 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 629000.00000000 PA USD 672919.65000000 0.019042297728 Long DBT CORP US N 2 2052-11-09 Fixed 6.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDKE5 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X3EH1 720717.88000000 PA USD 654873.66000000 0.018531631835 Long DBT USGA US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8W67 26197.95000000 PA USD 27137.80000000 0.000767946169 Long DBT USGA US N 2 2039-09-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 36213XL51 16339.17000000 PA USD 16754.59000000 0.000474121822 Long DBT USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179T4Q5 91713.45000000 PA USD 89898.39000000 0.002543946974 Long DBT USGA US N 2 2048-07-20 Fixed 4.50000000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19424KAB9 549728.54000000 PA USD 472018.25000000 0.013357184694 Long ABS-MBS US Y 2 2051-07-25 Fixed 1.60000000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST N/A 02582JJV3 1447000.00000000 PA USD 1414573.74000000 0.040029644425 Long ABS-MBS US N 2 2027-08-15 Fixed 3.75000000 N N N N N N Government National Mortgage Association N/A 36201DAB8 3109.86000000 PA USD 3199.60000000 0.000090542363 Long DBT USGA US N 2 2032-07-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYV30 55434.52000000 PA USD 45345.00000000 0.001283173987 Long DBT USGA US N 2 2041-11-01 Fixed 1.50000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XDS2 304000.00000000 PA USD 238196.69000000 0.006740496118 Long DBT CORP US N 2 2032-01-12 Fixed 3.10000000 N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MY4 1400000.00000000 PA USD 1105250.40000000 0.031276404518 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N SLM STUDENT LOAN TRUST N/A 78445AAE6 685000.00000000 PA USD 656694.57000000 0.018583159993 Long ABS-MBS US N 2 2073-04-25 Floating 6.20843040 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83405NAA4 756187.27000000 PA USD 621839.11000000 0.017596819281 Long ABS-MBS US Y 2 2047-02-15 Fixed 1.14000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPHK6 387115.56000000 PA USD 340571.50000000 0.009637501150 Long DBT USGA US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36213H7K9 20838.98000000 PA USD 21433.67000000 0.000606530550 Long DBT USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AH3 810000.00000000 PA USD 781191.50000000 0.022106177351 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABF1 2530000.00000000 PA USD 2291711.32000000 0.064850906439 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134A4NT7 265000.00000000 PA USD 185361.42000000 0.005245362276 Long DBT USGA US N 2 2031-07-15 Fixed 0.00000000 N N N N N N MORGAN STANLEY RESECURITIZATION TRUST N/A 61765PAD3 812190.45000000 PA USD 754943.21000000 0.021363402559 Long ABS-MBS US Y 2 2029-02-26 Floating 7.05999960 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCT1 2070000.00000000 PA USD 1916460.77000000 0.054232056632 Long DBT CORP US N 2 2025-12-10 Fixed 1.56100000 N N N N N CWABS ASSET-BACKED CERTIFICATES TRUST N/A 1266716B7 302196.67000000 PA USD 282616.71000000 0.007997494998 Long ABS-MBS US N 2 2034-10-25 Floating 4.88871000 N N N N N N WESTERN MIDSTREAM OPERATING, LP L6D8A6MLSY454J2JXJ60 958667AC1 1200000.00000000 PA USD 1047504.00000000 0.029642295391 Long DBT CORP US N 2 2030-02-01 Fixed 4.30000000 N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AN8 88000.00000000 PA USD 57671.20000000 0.001631981115 Long DBT CORP US N 2 2070-10-15 Fixed 3.72900000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BG4 64000.00000000 PA USD 61835.25000000 0.001749815510 Long DBT CORP US N 2 2025-05-13 Fixed 3.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KLP7 4.08000000 PA USD 4.06000000 0.000000114889 Long DBT USGA US N 2 2023-02-01 Fixed 6.00000000 N N N N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 05964HAH8 400000.00000000 PA USD 400042.15000000 0.011320403148 Long DBT NUSS ES N 2 2023-04-12 Floating 5.03913960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WEKX9 49201.01000000 PA USD 45766.05000000 0.001295088871 Long DBT USGA US N 2 2046-06-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128282A7 16140000.00000000 PA USD 14711357.89000000 0.416302387566 Long SN UST US N 1 2026-08-15 Fixed 1.50000000 N N N N N N BRK: CITIGROUP CAPITAL MARKETS N/A N/A 3050000.00000000 NC USD 839644.85000000 0.023760291767 N/A DIR XX N 2 BRK: CITIGROUP CAPITAL MARKETS N/A Y 2053-09-28 0.00000000 USD 0.00000000 USD -3050000.00000000 USD 839644.85000000 N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942KAA2 365287.89000000 PA USD 309312.56000000 0.008752934854 Long ABS-MBS US Y 2 2070-04-15 Fixed 1.58000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MQAA7 98929.84000000 PA USD 93355.66000000 0.002641780890 Long DBT USGA US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LWC2 1422400.37000000 PA USD 1274033.70000000 0.036052638724 Long DBT USGA US N 2 2047-09-01 Fixed 3.00000000 N N N N N N BRK:CITADEL SECURITIES LLC N/A N/A 9318000.00000000 NC USD 1146144.64000000 0.032433630783 N/A DIR XX N 2 BRK:CITADEL SECURITIES LLC N/A Y 2028-08-15 0.00000000 USD -498.10000000 USD -9318000.00000000 USD 1146642.74000000 N N N FORD CREDIT AUTO OWNER TRUST N/A 345295AD1 905000.00000000 PA USD 913982.03000000 0.025863887217 Long ABS-MBS US N 2 2027-05-17 Fixed 5.27000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FVQG0 741038.12000000 PA USD 113749.20000000 0.003218877815 Long DBT USGA US N 2 2050-09-25 Fixed 2.50000000 N N N N N N AVALONBAY COMMUNITIES, INC. K9G90K85RBWD2LAGQX17 05348EBH1 1155000.00000000 PA USD 955085.00000000 0.027027020129 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78454XAB0 793234.09000000 PA USD 786417.99000000 0.022254076701 Long ABS-MBS US Y 2 2058-10-15 Floating 5.60732040 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFJ5 906000.00000000 PA USD 860098.36000000 0.024339085724 Long SN UST US N 2 2029-08-31 Fixed 3.12500000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAF3 80000.00000000 PA USD 69301.53000000 0.001961096495 Long DBT CORP US N 2 2034-11-15 Fixed 4.15000000 N N N N N N SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 78413MAA6 390000.00000000 PA USD 265913.54000000 0.007524828259 Long ABS-MBS US N 2 2043-01-05 Fixed 3.87200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F9WP2 2422884.85000000 PA USD 449648.90000000 0.012724176247 Long DBT USGA US N 2 2051-02-25 Fixed 4.00000000 N N N N N N PROGRESS RESIDENTIAL MASTER TRUST N/A 74332WAA1 1059367.30000000 PA USD 1002368.68000000 0.028365054934 Long ABS-MBS US N 2 2036-09-17 Fixed 2.27100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBW71 82512.80000000 PA USD 70884.69000000 0.002005896798 Long DBT USGA US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413ANA7 17572.55000000 PA USD 17837.26000000 0.000504759246 Long DBT USGA US N 2 2037-07-01 Fixed 6.00000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST N/A 36265QAD8 891000.00000000 PA USD 891491.03000000 0.025227436315 Long ABS-MBS US Y 2 2027-08-16 Fixed 4.82000000 N N N N N N EQUATE Petrochemical B.V. 635400Y3Z5R4NJSMQ630 29441WAC9 480000.00000000 PA USD 458530.56000000 0.012975509693 Long DBT NUSS KW N 2 2026-11-03 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHU39 4547591.51000000 PA USD 4438291.33000000 0.125594883300 Long DBT USGA US N 2 2035-03-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 21H040616 600000.00000000 PA USD 567658.46000000 0.016063613840 Long DBT US N 2 2040-01-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 21H042620 2800000.00000000 PA USD 2715973.88000000 0.076856699379 Long DBT USGA US N 2 2045-02-15 Fixed 4.50000000 N N N N N N TRITON WATER HOLDINGS, INC. N/A 89678QAB2 809750.87500000 PA USD 750234.19000000 0.021230146589 Long LON US N 2 2028-03-31 Floating 7.17414120 N N N N N N Government National Mortgage Association N/A 36213UC73 5172.10000000 PA USD 5316.25000000 0.000150439380 Long DBT USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46590XAF3 1205000.00000000 PA USD 997311.74000000 0.028221953514 Long DBT NUSS US N 2 2029-02-02 Fixed 3.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBR2 1105000.00000000 PA USD 684193.79000000 0.019361333635 Long DBT NUSS MX N 2 2045-01-23 Fixed 6.37500000 N N N N N N Schlumberger Investment S.A. 529900EZ29I5KXPV2J32 806854AH8 61000.00000000 PA USD 60248.72000000 0.001704919842 Long DBT NUSS US N 2 2023-12-01 Fixed 3.65000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 934000.00000000 PA USD 765995.21000000 0.021676152342 Long DBT NUSS NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418XEZ7 60601.84000000 PA USD 61460.81000000 0.001739219597 Long DBT USGA US N 2 2040-08-01 Fixed 5.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CY4 235000.00000000 PA USD 214069.51000000 0.006057744552 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFUG4 191376.71000000 PA USD 163675.24000000 0.004631686191 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RFK5 1232000.00000000 PA USD 1202716.96000000 0.034034515763 Long ABS-MBS US Y 2 2027-02-20 Fixed 4.62000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMT95 3539.36000000 PA USD 3017.18000000 0.000085380237 Long DBT USGA US N 2 2051-12-01 Fixed 2.50000000 N N N N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361ZN1 153000.00000000 PA USD 136358.82000000 0.003858685429 Long DBT CORP US N 2 2028-04-19 Fixed 4.37500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNYL1 911669.76000000 PA USD 916038.84000000 0.025922090880 Long DBT USGA US N 2 2052-09-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AKTB9 88851.60000000 PA USD 3815.21000000 0.000107962911 Long DBT USGA US N 2 2044-08-25 Floating 0.25499880 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46654UAB1 1781291.63000000 PA USD 1473532.53000000 0.041698061795 Long ABS-MBS US Y 2 2052-08-25 Floating 2.99999880 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2V2 986000.00000000 PA USD 821604.34000000 0.023249780947 Long DBT CORP US N 2 2028-03-24 Fixed 2.50000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135AZ9 245000.00000000 PA USD 237401.54000000 0.006717994943 Long DBT CORP US N 2 2024-08-22 Fixed 2.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L4FT1 170637.20000000 PA USD 140207.16000000 0.003967585854 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 466247K93 8899.20000000 PA USD 8464.91000000 0.000239540242 Long ABS-MBS US N 2 2033-11-25 Floating 4.19093280 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFPJ4 561663.69000000 PA USD 480370.58000000 0.013593539146 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78448YAH4 1859813.86000000 PA USD 1595713.41000000 0.045155539510 Long ABS-MBS US Y 2 2053-01-15 Fixed 1.07000000 N N N N N N Government National Mortgage Association N/A 36291BRJ8 11957.18000000 PA USD 12296.02000000 0.000347953093 Long DBT USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N UNITED RENTALS (NORTH AMERICA), INC. NGIZXNT70J2LYT3FBI09 911365BP8 300000.00000000 PA USD 244749.00000000 0.006925913557 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBWE8 937152.99000000 PA USD 186879.55000000 0.005288322358 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BT9 845000.00000000 PA USD 646586.29000000 0.018297115623 Long DBT CORP US N 2 2049-06-15 Fixed 3.75000000 N N N N N N VFH PARENT LLC N/A 91820UAS9 410000.00000000 PA USD 398315.00000000 0.011271528212 Long LON US N 2 2029-01-13 Floating 7.42105080 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DK1 51000.00000000 PA USD 44930.09000000 0.001271432853 Long DBT CORP US N 2 2047-11-15 Fixed 4.35000000 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAV3 230000.00000000 PA USD 194435.10000000 0.005502129508 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418A3Z9 1295068.82000000 PA USD 1237668.97000000 0.035023588650 Long DBT USGA US N 2 2043-12-01 Fixed 4.00000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558AW3 410000.00000000 PA USD 403081.20000000 0.011406402264 Long DBT CORP US N 2 2024-04-01 Fixed 3.70000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJDJ4 1165461.38000000 PA USD 1081915.26000000 0.030616066120 Long DBT USGA US N 2 2046-10-01 Fixed 3.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BJ2 85000.00000000 PA USD 76645.10000000 0.002168905029 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JWSP6 205736.82000000 PA USD 188752.52000000 0.005341323712 Long DBT USGA US N 2 2049-09-01 Fixed 3.50000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AG3 300000.00000000 PA USD 292497.31000000 0.008277096473 Long DBT NUSS CH N 2 2024-06-12 Fixed 4.20700000 N N N N N N THE HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866BF4 130000.00000000 PA USD 118649.86000000 0.003357556819 Long DBT CORP US N 2 2025-06-01 Fixed 0.90000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46642NBK1 120000.00000000 PA USD 107139.46000000 0.003031835221 Long ABS-MBS US N 2 2047-09-15 Floating 4.54732200 N N N N N N Government National Mortgage Association N/A 36200XVL0 1002.18000000 PA USD 1047.70000000 0.000029647841 Long DBT USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N CHASE ISSUANCE TRUST N/A 161571HS6 284000.00000000 PA USD 277834.13000000 0.007862157424 Long ABS-MBS US N 2 2027-09-15 Fixed 3.97000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BS2 550000.00000000 PA USD 486575.58000000 0.013769128397 Long DBT CORP US N 2 2036-08-08 Fixed 3.45000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABUU4 392025.96000000 PA USD 339347.36000000 0.009602860404 Long DBT USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PES7 750000.00000000 PA USD 809823.75000000 0.022916413505 Long DBT CORP US N 2 2053-02-15 Fixed 5.87500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 58803000000.00000000 PA 3632697.68000000 0.102798173275 Long DBT NUSS ID N 2 2032-04-15 Fixed 6.37500000 N N N N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450YAG8 400000.00000000 PA USD 371341.07000000 0.010508219241 Long DBT CORP US N 2 2025-06-01 Fixed 1.65000000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46590XAJ5 1010000.00000000 PA USD 961329.59000000 0.027203729699 Long DBT NUSS US N 2 2052-12-01 Fixed 6.50000000 N N N N N United States of America 254900HROIFWPRGM1V77 91282CEW7 7385000.00000000 PA USD 7140660.33000000 0.202066591432 Long SN UST US N 2 2027-06-30 Fixed 3.25000000 N N N N N N HONEYWELL INTERNATIONAL INC. ISRPG12PN4EIEOEMW547 438516CB0 310000.00000000 PA USD 286576.53000000 0.008109550087 Long DBT CORP US N 2 2025-06-01 Fixed 1.35000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAX3 2528000.00000000 PA USD 1976291.20000000 0.055925139693 Long DBT NUSS IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N LCM LIMITED PARTNERSHIP N/A 50189CAN1 304283.63000000 PA USD 302186.51000000 0.008551281706 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 5.12256960 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AM0 320000.00000000 PA USD 312756.34000000 0.008850387030 Long DBT NUSS CH N 2 2026-05-12 Fixed 4.48800000 N N N N N N OBX TRUST N/A 67448WBB3 53041.24000000 PA USD 52809.44000000 0.001494402904 Long ABS-MBS US Y 2 2060-01-25 Floating 5.28870960 N N N N N N COMM MORTGAGE TRUST N/A 12624XAD0 686892.02000000 PA USD 684686.27000000 0.019375269847 Long ABS-MBS US N 2 2046-03-10 Fixed 3.10100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGGA1 94917.04000000 PA USD 86696.16000000 0.002453330186 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RBA9 130000.00000000 PA USD 124477.81000000 0.003522476299 Long DBT CORP US N 2 2041-08-15 Fixed 5.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFBF7 242161.35000000 PA USD 216894.50000000 0.006137686192 Long DBT USGA US N 2 2051-08-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EAW0 2444903.92000000 PA USD 2060895.82000000 0.058319283427 Long DBT USGA US N 2 2042-01-01 Fixed 2.00000000 N N N N N N AREIT LTD. N/A 00217VAA8 2050000.00000000 PA USD 2019938.80000000 0.057160280612 Long ABS-CBDO CORP US Y 2 2039-06-17 Floating 6.56655840 N N N N N N GOLDENTREE LOAN OPPORTUNITIES LIMITED N/A 38123HAN4 2827601.09000000 PA USD 2803283.72000000 0.079327395498 Long ABS-CBDO CORP KY N 2 2029-10-29 Floating 5.52471120 N N N N N N Government National Mortgage Association 2 N/A 36179TZ73 1171837.09000000 PA USD 1169292.19000000 0.033088660754 Long DBT USGA US N 2 2048-06-20 Fixed 5.00000000 N N N N N N PHYSICIANS REALTY L.P. 549300P6Q1UMT0X60U20 71951QAC6 700000.00000000 PA USD 546377.57000000 0.015461406663 Long DBT CORP US N 2 2031-11-01 Fixed 2.62500000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDX7 140000.00000000 PA USD 115510.97000000 0.003268732428 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942JAA5 236173.57000000 PA USD 200774.55000000 0.005681523429 Long ABS-MBS US Y 2 2069-10-15 Fixed 1.06000000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46590XAJ5 1105000.00000000 PA USD 1051751.69000000 0.029762496633 Long DBT NUSS US N 2 2052-12-01 Fixed 6.50000000 N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCP5 270000.00000000 PA USD 263941.19000000 0.007469014648 Long DBT CORP US N 2 2025-07-15 Fixed 3.75000000 N N N N N Government National Mortgage Association N/A 36241KD47 11552.21000000 PA USD 11916.58000000 0.000337215690 Long DBT USGA US N 2 2035-02-15 Fixed 6.50000000 N N N N N N ENSTAR GROUP LIMITED 213800AMAL5QFXVUCN04 29359UAC3 709000.00000000 PA USD 517736.48000000 0.014650920354 Long DBT NUSS US N 2 2031-09-01 Fixed 3.10000000 N N N N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160KAL9 183000.00000000 PA USD 178233.24000000 0.005043648853 Long DBT CORP US N 2 2024-05-18 Fixed 2.75000000 N N N N N SLM STUDENT LOAN TRUST N/A 78445CAE2 685000.00000000 PA USD 621123.89000000 0.017576579967 Long ABS-MBS US N 2 2083-07-26 Floating 6.20843040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AY36 164690.52000000 PA USD 161623.02000000 0.004573612416 Long DBT USGA US N 2 2043-10-01 Fixed 4.50000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63939CAD9 457000.00000000 PA USD 452240.57000000 0.012797515392 Long ABS-MBS US N 2 2031-10-15 Floating 5.91786000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RC4 240000.00000000 PA USD 220631.25000000 0.006243428841 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 480000.00000000 PA USD 359972.02000000 0.010186497568 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410GYN7 70987.63000000 PA USD 72491.77000000 0.002051373989 Long DBT USGA US N 2 2035-10-01 Fixed 5.00000000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 20753KAB8 96428.97000000 PA USD 96309.21000000 0.002725360525 Long ABS-MBS US N 2 2031-08-25 Floating 6.68871000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAQ7 80000.00000000 PA USD 66754.92000000 0.001889032459 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES INC N/A 073879Z43 2348109.81000000 PA USD 442527.59000000 0.012522657232 Long DBT USGA US N 2 2035-11-25 Floating 3.26129040 N N N N N N CHASE AUTO OWNER TRUST N/A 16144JAD3 439000.00000000 PA USD 428347.71000000 0.012121394620 Long ABS-MBS US Y 2 2028-03-27 Fixed 3.99000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAJ0 425000.00000000 PA USD 382167.97000000 0.010814599138 Long SN UST US N 2 2025-08-31 Fixed 0.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GNG80 90955.56000000 PA USD 88484.66000000 0.002503941206 Long DBT USGA US N 2 2047-04-01 Fixed 4.00000000 N N N N N N WATERFALL COMMERCIAL MORTGAGE TRUST N/A 94132LAA5 113893.66000000 PA USD 111689.69000000 0.003160597747 Long ABS-MBS US N 2 2022-09-14 Floating 4.10370120 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MAJ8 1744000.00000000 PA USD 1600820.74000000 0.045300066867 Long ABS-MBS US Y 2 2026-06-25 Fixed 1.99000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBTQ5 1099390.95000000 PA USD 204025.08000000 0.005773507011 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36241KBB3 14748.87000000 PA USD 15625.79000000 0.000442179011 Long DBT USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F052623 1100000.00000000 PA USD 1101982.79000000 0.031183937605 Long DBT USGA US N 2 2053-02-15 Fixed 5.50000000 N N N N N N DONLEN FLEET LEASE FUNDING 2 N/A 257812AD9 776566.60000000 PA USD 750424.42000000 0.021235529722 Long ABS-MBS US Y 2 2034-12-11 Fixed 0.56000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATEP5 2646156.83000000 PA USD 2197724.54000000 0.062191266099 Long DBT USGA US N 2 2046-06-25 Fixed 1.75000000 N N N N N N GARDA WORLD SECURITY CORPORATION N/A C4000KAD6 267955.49000000 PA USD 260050.80000000 0.007358924290 Long LON US N 2 2026-10-30 Floating 8.93000160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMJZ9 5620041.45000000 PA USD 4582050.82000000 0.129662993081 Long DBT USGA US N 2 2051-08-01 Fixed 2.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BC7 70000.00000000 PA USD 64577.58000000 0.001827418035 Long DBT CORP US N 2 2055-10-23 Fixed 6.83400000 N N N N N N FEDERAL REALTY OP LP 549300LI6XZ51GOCJ427 313747AU1 374000.00000000 PA USD 369132.43000000 0.010445719089 Long DBT CORP US N 2 2024-01-15 Fixed 3.95000000 N N N N N N Orbia Advance Corporation S.A.B. de CV 549300MVHZ20SBIOEQ79 68560EAB4 780000.00000000 PA USD 609375.00000000 0.017244109573 Long DBT NUSS MX N 2 2031-05-11 Fixed 2.87500000 N N N N N N Government National Mortgage Association 2 N/A 36179TLT0 495410.55000000 PA USD 475642.11000000 0.013459732779 Long DBT USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331AW7 830000.00000000 PA USD 793371.09000000 0.022450835705 Long DBT CORP US N 2 2024-10-01 Fixed 2.52900000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYN8 1825000.00000000 PA USD 1440964.14000000 0.040776440649 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBYG9 355282.57000000 PA USD 306694.61000000 0.008678852037 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HS2 1216028.00000000 PA USD 327950.15000000 0.009280341860 Long DBT NUSS AR N 2 2030-07-09 Fixed 0.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WDZM6 140499.96000000 PA USD 134946.27000000 0.003818713052 Long DBT USGA US N 2 2045-01-01 Fixed 4.00000000 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAW1 633000.00000000 PA USD 518901.26000000 0.014683881329 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CP1 124000.00000000 PA USD 114754.92000000 0.003247337705 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131YC7K6 36026.49000000 PA USD 34351.42000000 0.000972077375 Long DBT USGA US N 2 2049-05-01 Fixed 4.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 180000.00000000 PA USD 174057.35000000 0.004925479409 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCB0 1380000.00000000 PA USD 1212554.19000000 0.034312889953 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAH7 1200000.00000000 PA USD 905709.14000000 0.025629780761 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450YAH6 2545000.00000000 PA USD 2090720.48000000 0.059163262430 Long DBT CORP US N 2 2030-06-01 Fixed 2.30000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FQ6 1080000.00000000 PA USD 858347.84000000 0.024289549464 Long DBT CORP US N 2 2036-04-06 Fixed 2.89100000 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AK9 150000.00000000 PA USD 134046.76000000 0.003793258695 Long DBT CORP US N 2 2030-03-27 Fixed 2.85000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZF0 1077409.86000000 PA USD 964057.07000000 0.027280911999 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EAB6 92540.35000000 PA USD 78006.12000000 0.002207419209 Long DBT USGA US N 2 2041-12-01 Fixed 2.00000000 N N N N N N VMWARE, INC. 549300BUDHS3LRWBE814 928563AF2 565000.00000000 PA USD 525571.51000000 0.014872636236 Long DBT CORP US N 2 2030-05-15 Fixed 4.70000000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAA0 94000.00000000 PA USD 69465.71000000 0.001965742465 Long DBT CORP US N 2 2031-08-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XEAS3 387867.39000000 PA USD 375433.64000000 0.010624030893 Long DBT USGA US N 2 2038-06-01 Fixed 4.00000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BY4 314000.00000000 PA USD 337105.51000000 0.009539420475 Long DBT CORP US N 2 2063-11-15 Fixed 5.90000000 N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VAX9 517000.00000000 PA USD 354176.42000000 0.010022493529 Long DBT CORP US N 2 2041-04-01 Fixed 2.90000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63935BAA1 364926.78000000 PA USD 327512.95000000 0.009267969963 Long ABS-MBS US Y 2 2069-01-15 Fixed 1.31000000 N N N N N N Government National Mortgage Association N/A 36200MY80 22556.04000000 PA USD 23790.28000000 0.000673217961 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AN9 5000.00000000 PA USD 4791.70000000 0.000135595651 Long DBT CORP US N 2 2024-09-01 Fixed 3.35000000 N N N N N N Government National Mortgage Association N/A 36200KHS9 19894.69000000 PA USD 20431.84000000 0.000578180738 Long DBT USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CG2 200000.00000000 PA USD 181999.30000000 0.005150220917 Long DBT NUSS GB N 2 2026-06-04 Fixed 2.09900000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKT73 285524.75000000 PA USD 246147.96000000 0.006965501363 Long DBT USGA US N 2 2046-05-01 Fixed 2.50000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BA0 10000.00000000 PA USD 8797.65000000 0.000248956128 Long DBT CORP US N 2 2045-02-01 Fixed 4.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGK4 130000.00000000 PA USD 97747.32000000 0.002766056199 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418A6J2 96542.59000000 PA USD 92531.22000000 0.002618450866 Long DBT USGA US N 2 2034-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FKHV1 44972.06000000 PA USD 43976.03000000 0.001244434838 Long DBT USGA US N 2 2047-06-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38378BQJ1 452127.50000000 PA USD 1589.82000000 0.000044988767 Long DBT USGA US N 2 2053-04-16 Floating 0.28258920 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89115A2E1 1440000.00000000 PA USD 1372564.25000000 0.038840858786 Long DBT NUSS CA N 2 2032-06-08 Fixed 4.45600000 N N N N N EDUCATIONAL FUNDING OF THE SOUTH, INC. N/A 28148WAB9 275497.63000000 PA USD 274115.49000000 0.007756927253 Long ABS-MBS US N 2 2035-04-25 Floating 5.00843160 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BH1 345000.00000000 PA USD 331312.05000000 0.009375476993 Long DBT NUSS GB N 2 2026-11-23 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TM0 1930000.00000000 PA USD 1889590.63000000 0.053471684712 Long DBT UST US N 2 2042-11-15 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJS9 3335000.00000000 PA USD 2921848.16000000 0.082682535100 Long DBT CORP US N 2 2027-07-22 Fixed 1.73400000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89175JAC4 1050000.00000000 PA USD 915631.29000000 0.025910558019 Long ABS-MBS US N 2 2057-10-25 Floating 3.25000080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AXN3 1517334.90000000 PA USD 1454282.56000000 0.041153325644 Long DBT USGA US N 2 2033-09-01 Fixed 3.50000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AL3 1195000.00000000 PA USD 1130876.30000000 0.032001566901 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JWQE3 582.72000000 PA USD 537.98000000 0.000015223772 Long DBT USGA US N 2 2049-10-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6U41 295513.28000000 PA USD 261199.06000000 0.007391417782 Long DBT USGA US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKUZ6 135717.14000000 PA USD 129685.37000000 0.003669839967 Long DBT USGA US N 2 2047-04-01 Fixed 4.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBU4 60000.00000000 PA USD 43943.40000000 0.001243511474 Long DBT CORP US N 2 2046-07-15 Fixed 3.40000000 N N N N N N SCENTRE GROUP TRUST 1 549300SQ859FBKRKSI77 80622GAD6 635000.00000000 PA USD 597280.42000000 0.016901856834 Long DBT NUSS AU N 2 2026-01-28 Fixed 3.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F062622 3000000.00000000 PA USD 3067236.93000000 0.086796750288 Long DBT USGA US N 2 2053-02-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWE5 1035167.28000000 PA USD 872573.43000000 0.024692105579 Long DBT USGA US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411UWP2 43564.68000000 PA USD 44048.27000000 0.001246479088 Long DBT USGA US N 2 2037-04-01 Fixed 5.00000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BR6 672000.00000000 PA USD 581944.08000000 0.016467868686 Long DBT CORP US N 2 2027-06-03 Fixed 1.20000000 N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABT1 240000.00000000 PA USD 198318.77000000 0.005612029703 Long DBT CORP US N 2 2031-02-15 Fixed 2.87500000 N N N N N N Government National Mortgage Association N/A 3622AB3S9 2089689.34000000 PA USD 1907854.56000000 0.053988517878 Long DBT USGA US N 2 2047-11-15 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKD0 760000.00000000 PA USD 595233.79000000 0.016843941245 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N Government National Mortgage Association N/A 36241KFR4 10015.54000000 PA USD 10294.69000000 0.000291319404 Long DBT USGA US N 2 2035-02-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 21H040616 8175000.00000000 PA USD 7734346.57000000 0.218866740067 Long DBT US N 2 2040-01-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MM3B2 930862.10000000 PA USD 911866.26000000 0.025804015102 Long DBT USGA US N 2 2052-08-01 Floating 4.64500080 N N N N N N N/A N/A N/A 246658093.72400000 NS USD 246702767.21000000 6.981201312390 Long EC US N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A03E5 49970.47000000 PA USD 1387.04000000 0.000039250493 Long DBT USGA US N 2 2040-04-25 Floating 2.16128880 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RDU5 430000.00000000 PA USD 397900.67000000 0.011259803491 Long ABS-MBS US N 2 2026-08-20 Fixed 2.33000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WU3K7 47614.00000000 PA USD 44472.24000000 0.001258476602 Long DBT USGA US N 2 2043-06-01 Fixed 3.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEA6 50000.00000000 PA USD 33891.68000000 0.000959067640 Long DBT CORP US N 2 2060-05-15 Fixed 3.12500000 N N N N N DBCCRE MORTGAGE TRUST N/A 23305MAA3 1175000.00000000 PA USD 1130935.74000000 0.032003248936 Long ABS-MBS US N 2 2034-01-10 Fixed 4.23820000 N N N N N N Government National Mortgage Association 2 N/A 36179UEB4 159684.44000000 PA USD 160234.44000000 0.004534318343 Long DBT USGA US N 2 2048-10-20 Fixed 5.00000000 N N N N N N Siemens Financieringsmaatschappij N.V. TAFO772JB70PDRN5VS48 82620KAZ6 1120000.00000000 PA USD 998024.42000000 0.028242120951 Long DBT NUSS DE N 2 2026-03-11 Fixed 1.20000000 N N N N N N BRK - CITIGROUP CAPITAL MARKETS N/A N/A 10144000.00000000 NC USD 431464.58000000 0.012209595888 N/A DIR XX N 2 BRK - CITIGROUP CAPITAL MARKETS N/A Y 2029-02-15 0.00000000 USD -18755.58000000 USD -10144000.00000000 USD 450220.16000000 N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BT0 2130000.00000000 PA USD 1546271.50000000 0.043756431057 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAE0 390000.00000000 PA USD 368074.16000000 0.010415772137 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBM3 789000.00000000 PA USD 593984.84000000 0.016808598425 Long DBT CORP US N 2 2051-04-15 Fixed 3.45200000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -21592.13000000 -0.00061101465 N/A DFE US N 2 U.S. DOLLARS N/A 1792800.00000000 CAD 1301800.07000000 USD 2023-01-18 -21592.13000000 N N N Government National Mortgage Association 2 N/A 36179WDR6 613419.10000000 PA USD 534254.09000000 0.015118336111 Long DBT USGA US N 2 2051-04-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179T7L3 565528.43000000 PA USD 555604.67000000 0.015722515378 Long DBT USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N SPRINT CAPITAL CORPORATION 549300L17W0GQBR1PO80 852060AT9 590000.00000000 PA USD 702159.00000000 0.019869713614 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TL2 590000.00000000 PA USD 590829.69000000 0.016719313909 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BAUL6 435976.45000000 PA USD 367311.42000000 0.010394188100 Long DBT USGA US N 2 2050-07-25 Fixed 2.00000000 N N N N N N WORKDAY, INC. 549300J0DYC0N31V7G13 98138HAJ0 1370000.00000000 PA USD 1209349.57000000 0.034222205533 Long DBT CORP US N 2 2032-04-01 Fixed 3.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEZ0 1450000.00000000 PA USD 1362011.62000000 0.038542240188 Long DBT USGA US N 2 2032-07-15 Fixed 0.62500000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RAM0 15000.00000000 PA USD 15696.49000000 0.000444179681 Long DBT CORP US N 2 2035-06-15 Fixed 5.70000000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAL7 328000.00000000 PA USD 250868.10000000 0.007099072007 Long DBT CORP US N 2 2031-08-16 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXKP6 79397.06000000 PA USD 77160.77000000 0.002183497473 Long DBT USGA US N 2 2058-08-01 Fixed 4.50000000 N N N N N N AMERICAN TRANSMISSION SYSTEMS, INCORPORATED N/A 030288AC8 810000.00000000 PA USD 664735.94000000 0.018810714890 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 25601B2B0 2065000.00000000 PA USD 1746908.89000000 0.049434073129 Long DBT NUSS NO N 2 2028-03-30 Fixed 1.60500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JASZ9 47226.62000000 PA USD 45776.33000000 0.001295379774 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38380QBN1 244313.34000000 PA USD 244632.32000000 0.006922611743 Long DBT USGA US N 2 2070-04-20 Floating 5.09157000 N N N N N N Government National Mortgage Association 2 N/A 3617F5Q37 184589.07000000 PA USD 164193.04000000 0.004646338909 Long DBT USGA US N 2 2048-01-20 Fixed 3.00000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST N/A 89239HAE8 389000.00000000 PA USD 396086.34000000 0.011208461534 Long ABS-MBS US N 2 2028-04-17 Fixed 5.43000000 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 605417CD4 503000.00000000 PA USD 320057.87000000 0.009057005915 Long DBT CORP US N 2 2051-07-30 Fixed 3.10000000 N N N N N N WORLD OMNI AUTO RECEIVABLE TRUST N/A 98163TAD5 645000.00000000 PA USD 627503.60000000 0.017757113166 Long ABS-MBS US N 2 2027-10-15 Fixed 3.66000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 1195000.00000000 PA USD 916796.82000000 0.025943540217 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N United States of America N/A N/A 3262.00000000 NC USD 352066640.63000000 9.962790938306 N/A DIR US N 1 US 5YR NOTE (CBT) MAR23 N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Mar 2023 2023-04-03 352986950.95000000 USD -920310.32000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H25Z7 111370.04000000 PA USD 108344.89000000 0.003065946510 Long DBT USGA US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BHAA7 1869003.88000000 PA USD 1527503.23000000 0.043225326065 Long DBT USGA US N 2 2051-05-25 Fixed 1.50000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST N/A 36265QAE6 972000.00000000 PA USD 974611.18000000 0.027579572478 Long ABS-MBS US Y 2 2028-08-16 Fixed 4.88000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BP6 192000.00000000 PA USD 159107.02000000 0.004502414583 Long DBT CORP US N 2 2047-10-15 Fixed 4.03000000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GK3 426000.00000000 PA USD 339936.84000000 0.009619541525 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63938EAC8 2050303.32000000 PA USD 1975792.43000000 0.055911025487 Long ABS-MBS US N 2 2031-06-25 Floating 4.89871080 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAW5 940000.00000000 PA USD 787508.77000000 0.022284943621 Long DBT NUSS IE N 2 2028-10-29 Fixed 3.00000000 N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AP3 730000.00000000 PA USD 566694.81000000 0.016036344448 Long DBT NUSS CH N 2 2031-04-01 Fixed 4.19400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ2M1 600008.55000000 PA USD 549442.58000000 0.015548140395 Long DBT USGA US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AHGQ7 206851.85000000 PA USD 18814.79000000 0.000532421415 Long DBT USGA US N 2 2043-12-25 Floating 1.56129120 N N N N N N Government National Mortgage Association 2 N/A 3622ABUF7 189218.65000000 PA USD 169259.40000000 0.004789706896 Long DBT USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJKU6 359147.35000000 PA USD 305863.38000000 0.008655329869 Long DBT USGA US N 2 2041-04-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHNB9 779479.90000000 PA USD 734366.57000000 0.020781124266 Long DBT USGA US N 2 2052-06-01 Fixed 4.00000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023BY0 196000.00000000 PA USD 144405.67000000 0.004086395399 Long DBT CORP US N 2 2038-03-01 Fixed 3.55000000 N N N N N N Government National Mortgage Association N/A 38380R4L1 2296139.76000000 PA USD 144915.81000000 0.004100831354 Long DBT USGA US N 2 2063-05-16 Floating 0.82572840 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PES7 1160000.00000000 PA USD 1252527.40000000 0.035444052888 Long DBT CORP US N 2 2053-02-15 Fixed 5.87500000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183CN2 205000.00000000 PA USD 198446.29000000 0.005615638267 Long ABS-MBS US N 2 2032-08-15 Fixed 2.83000000 N N N N N N ENTAIN PLC N/A X3000CAB7 156899.87000000 PA USD 155674.48000000 0.004405280477 Long LON US N 2 2027-03-29 Floating 6.17414040 N N N N N N HILTON DOMESTIC OPERATING COMPANY INC. 5493003EG7H0N1E4XV50 432833AH4 150000.00000000 PA USD 145500.00000000 0.004117362778 Long DBT CORP US N 2 2028-05-01 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LL3U8 77392.39000000 PA USD 79391.05000000 0.002246609994 Long DBT USGA US N 2 2042-09-01 Floating 5.49699840 N N N N N N CHASE AUTO CREDIT LINKED NOTES N/A 46591HAU4 277069.25000000 PA USD 270510.30000000 0.007654907493 Long ABS-MBS US Y 2 2028-02-25 Fixed 0.84000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHM4 65000.00000000 PA USD 60612.52000000 0.001715214664 Long DBT CORP US N 2 2029-07-23 Fixed 4.27100000 N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMN9 310000.00000000 PA USD 213879.32000000 0.006052362550 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B2DY3 181746.23000000 PA USD 12990.02000000 0.000367591923 Long DBT USGA US N 2 2042-09-15 Floating 1.93214160 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAD6 355000.00000000 PA USD 273101.23000000 0.007728225697 Long DBT CORP US N 2 2031-10-15 Fixed 2.40000000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508BD5 300000.00000000 PA USD 265473.16000000 0.007512366374 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AVV7 1718405.41000000 PA USD 1611265.70000000 0.045595638616 Long DBT USGA US N 2 2033-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNTN3 669885.01000000 PA USD 596029.48000000 0.016866457701 Long DBT USGA US N 2 2051-12-01 Fixed 3.00000000 N N N N N N SLM PRIVATE CREDIT STUDENT LOAN TRUST N/A 78443CBV5 971774.47000000 PA USD 925723.63000000 0.026196151319 Long ABS-MBS US N 2 2038-12-15 Floating 5.07899880 N N N N N N Government National Mortgage Association 2 N/A 36179UCC4 252421.82000000 PA USD 244953.62000000 0.006931703899 Long DBT USGA US N 2 2048-09-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129882T4 33597.47000000 PA USD 33050.94000000 0.000935276358 Long DBT USGA US N 2 2039-06-01 Fixed 4.50000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CW7 63000.00000000 PA USD 57224.32000000 0.001619335293 Long DBT CORP US N 2 2038-11-16 Fixed 4.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q8K87 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2048-02-01 Fixed 4.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 1250000.00000000 PA USD 1102107.33000000 0.031187461841 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371K7E5 19265.66000000 PA USD 19429.78000000 0.000549824418 Long DBT USGA US N 2 2033-07-01 Fixed 5.00000000 N N N N N N Provincia de Buenos Aires 549300L6AYROPOTQ4L07 N/A 2438860.00000000 PA USD 841406.70000000 0.023810148644 Long DBT NUSS AR N 2 2037-09-01 Fixed 5.25000000 N N N N N N MUNICIPAL ELEC AUTH GA N/A 626207YS7 1052000.00000000 PA USD 1065557.33000000 0.030153168992 Long DBT MUN US N 2 2057-04-01 Fixed 7.05500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYU98 515239.79000000 PA USD 438789.30000000 0.012416871004 Long DBT USGA US N 2 2041-04-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFA68 92922.70000000 PA USD 79436.86000000 0.002247906326 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHY27 293080.94000000 PA USD 226435.15000000 0.006407667754 Long DBT USGA US N 2 2051-01-01 Fixed 1.50000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAL7 1190000.00000000 PA USD 1151763.94000000 0.032592645880 Long DBT NUSS GB N 2 2025-07-09 Fixed 3.87000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPFT0 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2052-05-01 Fixed 3.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BK9 1263000.00000000 PA USD 1160840.46000000 0.032849493479 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBLK4 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2051-05-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 21H040624 5000000.00000000 PA USD 4732049.70000000 0.133907665282 Long DBT US N 2 2045-02-15 Fixed 4.00000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B69 380000.00000000 PA USD 298512.08000000 0.008447302591 Long DBT CORP US N 2 2031-06-17 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFJ5 410000.00000000 PA USD 389227.74000000 0.011014376693 Long SN UST US N 2 2029-08-31 Fixed 3.12500000 N N N N N N VERUS SECURITIZATION TRUST N/A 92537KAA2 241150.59000000 PA USD 228744.84000000 0.006473027421 Long ABS-MBS US N 2 2059-11-25 Fixed 2.64200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L1TP0 158986.53000000 PA USD 131814.97000000 0.003730103443 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N THE NEW YORK AND PRESBYTERIAN HOSPITAL 19EOSPKL8HML7MY3UE63 649322AC8 730000.00000000 PA USD 606237.15000000 0.017155314612 Long DBT CORP US N 2 2036-08-01 Fixed 3.56300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JAWQ7 262439.91000000 PA USD 263859.16000000 0.007466693361 Long DBT USGA US N 2 2045-06-01 Floating 3.07699920 N N N N N N RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS) N/A 45660LAP4 197228.28000000 PA USD 165161.43000000 0.004673742434 Long ABS-MBS US N 2 2034-12-25 Floating 3.43829160 N N N N N N DELL INTERNATIONAL L.L.C. N/A 24703TAF3 286000.00000000 PA USD 293823.26000000 0.008314618240 Long DBT CORP US N 2 2027-07-15 Fixed 6.10000000 N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Z3 1365000.00000000 PA USD 1177409.03000000 0.033318351303 Long DBT CORP US N 2 2026-06-29 Fixed 1.60800000 N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST N/A 17305EGE9 2340000.00000000 PA USD 2296287.16000000 0.064980393679 Long ABS-MBS US N 2 2029-05-14 Floating 5.06214000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941LAB9 868186.90000000 PA USD 820161.93000000 0.023208963591 Long ABS-MBS US N 2 2059-12-15 Fixed 3.39000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 75886AAJ7 690000.00000000 PA USD 684953.64000000 0.019382835890 Long DBT CORP US N 2 2023-11-01 Fixed 4.50000000 N N N N N Republica Del Paraguay 529900UXKJTJPCU0HK83 699149AL4 350000.00000000 PA USD 306363.97000000 0.008669495578 Long DBT NUSS PY N 2 2033-06-28 Fixed 3.84900000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 23724878.81000000 NS USD 23724878.81000000 0.671367236605 Long STIV RF US N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBK82 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2051-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM3S2 2285.69000000 PA USD 2007.46000000 0.000056807155 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAJ5 325000.00000000 PA USD 269748.95000000 0.007633362791 Long DBT CORP US N 2 2038-07-24 Fixed 3.88200000 N N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13645RBF0 114000.00000000 PA USD 94415.99000000 0.002671786136 Long DBT NUSS CA N 2 2031-12-02 Fixed 2.45000000 N N N N N N Government National Mortgage Association N/A 36291K6G7 3960.32000000 PA USD 4061.19000000 0.000114923660 Long DBT USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 87020PAK3 580000.00000000 PA USD 569566.96000000 0.016117620623 Long DBT NUSS SE N 2 2023-06-02 Fixed 1.30000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAL2 119000.00000000 PA USD 100192.63000000 0.002835253645 Long DBT CORP US N 2 2038-07-22 Fixed 3.97100000 N N N N N N CEDAR FUNDING LTD N/A 15033TAS4 3000000.00000000 PA USD 2873727.00000000 0.081320801265 Long ABS-CBDO CORP KY Y 2 2034-10-25 Floating 5.95842840 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406HCV9 530000.00000000 PA USD 519147.40000000 0.014690846605 Long DBT CORP US N 2 2024-05-15 Fixed 3.40000000 N N N N N METROPOLITAN EDISON COMPANY N/A 591894BY5 2775000.00000000 PA USD 2765894.81000000 0.078269363152 Long DBT CORP US N 2 2023-03-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABV33 561035.97000000 PA USD 487928.16000000 0.013807403741 Long DBT USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WBC9 675000.00000000 PA USD 478230.65000000 0.013532983351 Long DBT NUSS CN N 2 2051-04-22 Fixed 3.84000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AU2 1815000.00000000 PA USD 1254067.79000000 0.035487642884 Long DBT NUSS CH N 2 2032-05-14 Fixed 3.09100000 N N N N N ACRES COMMERCIAL REALTY LTD N/A 00103CAA7 1760000.00000000 PA USD 1707587.20000000 0.048321346924 Long ABS-CBDO CORP KY Y 2 2036-06-15 Floating 5.52600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYY0 1870816.97000000 PA USD 1680362.56000000 0.047550943355 Long DBT USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBZ1 1820000.00000000 PA USD 1741120.00000000 0.049270258969 Long DBT CORP US N 2 2024-11-21 Fixed 2.60000000 N N N N N N Government National Mortgage Association N/A 38381RD22 2465.07000000 PA USD 2293.75000000 0.000064908597 Long DBT USGA US N 2 2049-03-20 Fixed 3.50000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EW9 440000.00000000 PA USD 386505.78000000 0.010937350598 Long DBT CORP US N 2 2030-04-01 Fixed 2.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CAH7 241805.33000000 PA USD 224331.28000000 0.006348132386 Long DBT USGA US N 2 2036-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BZA7 8714.09000000 PA USD 7741.47000000 0.000219068319 Long DBT USGA US N 2 2047-09-01 Fixed 3.00000000 N N N N N N CIT EDUCATION LOAN TRUST N/A 17284LAA2 826887.48000000 PA USD 789494.72000000 0.022341142086 Long ABS-MBS US N 2 2042-03-25 Floating 4.81385880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXTS1 188743.55000000 PA USD 156128.80000000 0.004418136836 Long DBT USGA US N 2 2061-09-01 Fixed 2.50000000 N N N N N N FIRSTKEY HOMES TRUST N/A 33767JAA0 3387685.63000000 PA USD 3001721.19000000 0.084942784177 Long ABS-MBS US Y 2 2037-10-19 Fixed 1.26600000 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAN6 600000.00000000 PA USD 552860.91000000 0.015644872386 Long DBT NUSS CN N 2 2029-04-11 Fixed 3.97500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AMS72 85622.62000000 PA USD 75953.38000000 0.002149330719 Long DBT USGA US N 2 2051-06-01 Fixed 3.00000000 N N N N N N NISSAN MOTOR CO.,LTD. 353800DRBDH1LUTNAY26 654744AC5 1100000.00000000 PA USD 997420.52000000 0.028225031773 Long DBT NUSS JP N 2 2027-09-17 Fixed 4.34500000 N N N N N ADVANCED MICRO DEVICES, INC. R2I72C950HOYXII45366 007903BF3 907000.00000000 PA USD 842721.11000000 0.023847343852 Long DBT CORP US N 2 2032-06-01 Fixed 3.92400000 N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBB0 1700000.00000000 PA USD 1553055.23000000 0.043948397225 Long DBT CORP GB N 2 2027-08-15 Fixed 3.55700000 N N N N N N VMED O2 UK FINANCING I PLC 213800MRR46ECNGZ7L69 92858RAB6 630000.00000000 PA USD 511780.50000000 0.014482377877 Long DBT NUSS GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B1MH1 934028.92000000 PA USD 763866.31000000 0.021615908674 Long DBT USGA US N 2 2052-01-01 Fixed 2.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGH1 400000.00000000 PA USD 347151.28000000 0.009823695935 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412NZY5 266342.25000000 PA USD 271734.60000000 0.007689552766 Long DBT USGA US N 2 2039-02-01 Fixed 5.00000000 N N N N N N PROSPECT CAPITAL CORPORATION 549300FSD8T39P5Q0O47 74348TAU6 500000.00000000 PA USD 437606.05000000 0.012383387365 Long DBT CORP US N 2 2026-01-22 Fixed 3.70600000 N N N N N N Government National Mortgage Association N/A 36213FF24 11589.88000000 PA USD 12023.39000000 0.000340238202 Long DBT USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DH0 220000.00000000 PA USD 208768.95000000 0.005907749167 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AYE30 94719.88000000 PA USD 83281.87000000 0.002356712519 Long DBT USGA US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9AZ8 517527.64000000 PA USD 443264.90000000 0.012543521650 Long DBT USGA US N 2 2051-01-01 Fixed 2.50000000 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CBC7 2170000.00000000 PA USD 1948228.99000000 0.055131034546 Long DBT CORP US N 2 2026-04-15 Fixed 1.61800000 N N N N N N Healthcare Realty Holdings, L.P. 549300IYGAS4GE6VDL07 42225UAM6 98000.00000000 PA USD 71637.93000000 0.002027212003 Long DBT CORP US N 2 2031-03-15 Fixed 2.05000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BG6 30000.00000000 PA USD 26330.37000000 0.000745097493 Long DBT CORP US N 2 2047-03-15 Fixed 4.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AG5B4 287259.72000000 PA USD 250529.74000000 0.007089497087 Long DBT USGA US N 2 2042-12-25 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H4S84 710000.00000000 PA USD 585877.59000000 0.016579179254 Long DBT USGA US N 2 2031-11-25 Floating 2.09099880 N N N N N N Government National Mortgage Association N/A 36202W2X6 5465.07000000 PA USD 5604.10000000 0.000158584967 Long DBT USGA US N 2 2033-07-15 Fixed 6.00000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAH6 535000.00000000 PA USD 478793.66000000 0.013548915423 Long DBT NUSS US N 2 2025-09-02 Fixed 1.20000000 N N N N N N Z CAPITAL CREDIT PARTNERS CLO LTD N/A 98877GAQ1 1000000.00000000 PA USD 990298.00000000 0.028023478518 Long ABS-CBDO CORP KY Y 2 2031-07-16 Floating 5.58914040 N N N N N N VMWARE, INC. 549300BUDHS3LRWBE814 928563AG0 1376000.00000000 PA USD 1340051.11000000 0.037920801106 Long DBT CORP US N 2 2023-08-15 Fixed 0.60000000 N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CW3 1390000.00000000 PA USD 1288774.43000000 0.036469772284 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RDH2 25000.00000000 PA USD 22643.10000000 0.000640755031 Long DBT CORP US N 2 2042-03-15 Fixed 5.15000000 N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304BD8 1000000.00000000 PA USD 899027.33000000 0.025440698728 Long DBT CORP US N 2 2052-05-15 Fixed 4.60000000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 65412JAC7 220000.00000000 PA USD 177100.00000000 0.005011580398 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.50000000 N N N N N GLS AUTO RECEIVABLES TRUST N/A 36263LAA7 137291.41000000 PA USD 136579.49000000 0.003864929954 Long ABS-MBS US Y 2 2025-01-15 Fixed 0.42000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413ERH0 10761.30000000 PA USD 11234.56000000 0.000317915870 Long DBT USGA US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Sands China Ltd. 549300EVO6UZDGY05787 80007RAK1 420000.00000000 PA USD 387572.20000000 0.010967528179 Long DBT NUSS MO N 2 2026-01-08 Fixed 4.30000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCD6 229000.00000000 PA USD 147915.46000000 0.004185715527 Long DBT CORP US N 2 2050-05-01 Fixed 2.70000000 N N N N N N CROWLEY CONRO, LLC 5493002RTOQUGXZXJJ02 228023AB3 415151.43000000 PA USD 387188.31000000 0.010956664850 Long DBT CORP US N 2 2043-08-15 Fixed 4.18100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MLCK8 24406.07000000 PA USD 23407.83000000 0.000662395381 Long DBT USGA US N 2 2042-12-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBY38 0.04000000 PA USD 0.04000000 0.000000001131 Long DBT USGA US N 2 2050-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F030629 1200000.00000000 PA USD 1053593.11000000 0.029814605184 Long DBT US N 2 2045-02-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FLFR2 149777.26000000 PA USD 25851.53000000 0.000731547267 Long DBT USGA US N 2 2039-11-25 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDN77 798119.66000000 PA USD 749305.61000000 0.021203869608 Long DBT USGA US N 2 2051-11-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617YNWW6 124635.57000000 PA USD 110991.18000000 0.003140831293 Long DBT USGA US N 2 2046-10-20 Fixed 3.00000000 N N N N N N PENFED AUTO RECEIVABLES OWNER TRUST N/A 706874AC8 648000.00000000 PA USD 638267.36000000 0.018061706326 Long ABS-MBS US Y 2 2026-04-15 Fixed 3.96000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CL6 320000.00000000 PA USD 244003.33000000 0.006904812568 Long DBT CORP US N 2 2063-04-01 Fixed 5.50000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AJX7 17489.04000000 PA USD 16331.57000000 0.000462151191 Long DBT USGA US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38378MVC6 85371.60000000 PA USD 8855.19000000 0.000250584396 Long DBT USGA US N 2 2043-04-20 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGA3 1217000.00000000 PA USD 1209203.59000000 0.034218074587 Long SN UST US N 2 2025-12-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128HXMV4 947166.81000000 PA USD 858753.71000000 0.024301034783 Long DBT USGA US N 2 2042-07-15 Fixed 3.00000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AR0 670000.00000000 PA USD 635892.40000000 0.017994499646 Long DBT NUSS GB N 2 2028-03-22 Fixed 4.37500000 N N N N N Government National Mortgage Association N/A 38376FLM2 182247.75000000 PA USD 7775.58000000 0.000220033564 Long DBT USGA US N 2 2039-07-16 Floating 2.47371120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DSJ2 175277.17000000 PA USD 149602.73000000 0.004233461938 Long DBT USGA US N 2 2050-09-01 Fixed 2.50000000 N N N N N N BBCMS TRUST N/A 05491UBA5 221000.00000000 PA USD 212754.98000000 0.006020545948 Long ABS-MBS US N 2 2051-12-15 Fixed 4.23600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLA98 152.23000000 PA USD 129.98000000 0.000003678177 Long DBT USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H8BK6 425000.00000000 PA USD 375963.84000000 0.010639034506 Long DBT USGA US N 2 2032-06-25 Floating 2.99999880 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BC0 124000.00000000 PA USD 136481.68000000 0.003862162124 Long DBT CORP US N 2 2039-12-16 Fixed 6.85000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 1025000.00000000 PA USD 802125.28000000 0.022698562001 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361ZZ4 580000.00000000 PA USD 592609.20000000 0.016769670529 Long DBT CORP US N 2 2026-01-15 Fixed 7.37500000 N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYJ7 2310000.00000000 PA USD 1792349.07000000 0.050719940522 Long DBT CORP US N 2 2032-07-21 Fixed 2.38300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KGNJ3 0.06000000 PA USD 0.05000000 0.000000001414 Long DBT USGA US N 2 2049-09-01 Fixed 3.00000000 N N N N N N SABINE PASS LIQUEFACTION, LLC 549300KJYBG7C6WJYZ11 785592AJ5 220000.00000000 PA USD 220053.14000000 0.006227069469 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AQ3 120000.00000000 PA USD 118451.09000000 0.003351932020 Long DBT CORP BE N 2 2029-01-23 Fixed 4.75000000 N N N N N N Government National Mortgage Association N/A 38375UM72 220697.91000000 PA USD 9470.15000000 0.000267986550 Long DBT USGA US N 2 2067-10-20 Floating 0.15449040 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CT0 1500000.00000000 PA USD 1488514.55000000 0.042122023386 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464PAA5 4998603.36000000 PA USD 4512676.63000000 0.127699840451 Long ABS-MBS US Y 2 2067-01-25 Floating 3.35300040 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AL4 160000.00000000 PA USD 152282.53000000 0.004309294988 Long DBT CORP BE N 2 2028-04-13 Fixed 4.00000000 N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 26443TAC0 280000.00000000 PA USD 175783.59000000 0.004974328594 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAW3 80876.30000000 PA USD 66117.75000000 0.001871001806 Long DBT USGA US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MWS72 1261097.52000000 PA USD 1244276.61000000 0.035210571818 Long DBT USGA US N 2 2052-08-01 Floating 4.62399840 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SW9 1382000.00000000 PA USD 976793.29000000 0.027641321883 Long DBT UST US N 1 2041-02-15 Fixed 1.87500000 N N N N N N TRANS-ALLEGHENY INTERSTATE LINE COMPANY N/A 893045AE4 198000.00000000 PA USD 191123.02000000 0.005408404182 Long DBT CORP US N 2 2025-06-01 Fixed 3.85000000 N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -84695.01000000 -0.00239670159 N/A DFE US N 2 U.S. DOLLARS N/A 26781100.00000000 CNY 3792443.75000000 USD 2023-01-18 -84695.01000000 N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAH3 797000.00000000 PA USD 752720.92000000 0.021300516139 Long DBT CORP BE N 2 2036-02-01 Fixed 4.70000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBX0 540000.00000000 PA USD 458743.27000000 0.012981528966 Long DBT CORP US N 2 2030-01-31 Fixed 2.80000000 N N N N N N US 10YR FUT OPTN Mar23C 115.5 N/A 018D0BDF9 -290.00000000 NC USD -90625.00000000 -0.00256450860 N/A DIR US N 1 US 10YR FUT OPTN Mar23C 115.5 N/A Call Written N/A N/A -290000.00000000 115.50000000 USD 2023-02-27 XXXX 33701.43000000 N N N CREDIT SUISSE AG (NEW YORK BRANCH) 549300D0YARF5HYP1809 22550L2C4 520000.00000000 PA USD 468001.86000000 0.013243528786 Long DBT NUSS CH N 2 2025-04-09 Fixed 2.95000000 N N N N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 03938LAP9 120000.00000000 PA USD 121780.80000000 0.003446156240 Long DBT NUSS LU N 2 2039-10-15 Fixed 7.00000000 N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEP3 472000.00000000 PA USD 482492.96000000 0.013653598310 Long DBT CORP US N 2 2028-02-15 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EAQJ9 30210.47000000 PA USD 29055.73000000 0.000822219802 Long DBT USGA US N 2 2042-04-01 Fixed 4.00000000 N N N N N N PT Pertamina (Persero) 254900NDAKGNZ2IBBL45 69369EAD1 300000.00000000 PA USD 285924.98000000 0.008091112508 Long DBT NUSS ID N 2 2042-05-03 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QFY1 307255.61000000 PA USD 297767.20000000 0.008426223957 Long DBT USGA US N 2 2049-05-01 Floating 2.81400120 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DB3 380000.00000000 PA USD 350875.85000000 0.009929093914 Long DBT CORP US N 2 2032-08-19 Fixed 6.10000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNP64 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2051-10-01 Fixed 2.50000000 N N N N N N SES GLOBAL AMERICAS HOLDINGS GP 5299000YGN3VJ3R60481 78413KAB8 1200000.00000000 PA USD 918192.61000000 0.025983038319 Long DBT CORP LU N 2 2044-03-25 Fixed 5.30000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 580000.00000000 PA USD 484300.00000000 0.013704733975 Long DBT CORP US N 2 2171-05-15 Fixed 7.12500000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DL6 360000.00000000 PA USD 370436.40000000 0.010482618865 Long DBT CORP US N 2 2046-03-15 Fixed 6.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L05B9 79635.38000000 PA USD 65729.40000000 0.001860012267 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F020612 1132000.00000000 PA USD 920837.01000000 0.026057869619 Long DBT USGA US N 2 2053-01-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1FM1 955977.67000000 PA USD 890270.46000000 0.025192896593 Long DBT USGA US N 2 2048-03-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CEE0 8785.83000000 PA USD 8150.84000000 0.000230652681 Long DBT USGA US N 2 2036-12-01 Fixed 3.00000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABF1 1670000.00000000 PA USD 1512710.63000000 0.042806724686 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CJA3 1692078.89000000 PA USD 1511906.58000000 0.042783971658 Long DBT USGA US N 2 2047-04-01 Fixed 3.00000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05581KAC5 200000.00000000 PA USD 189654.97000000 0.005366861265 Long DBT NUSS FR N 2 2027-03-13 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WXWP8 240191.66000000 PA USD 232553.52000000 0.006580805547 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST N/A 12532CAY1 265045.55000000 PA USD 252915.95000000 0.007157022120 Long ABS-MBS US N 2 2050-06-15 Fixed 3.36740000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EVVB0 34747.61000000 PA USD 31133.91000000 0.000881028193 Long DBT USGA US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179TUD5 804593.10000000 PA USD 812145.41000000 0.022982111900 Long DBT USGA US N 2 2048-03-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 38381XEZ5 302351.45000000 PA USD 270610.99000000 0.007657756821 Long DBT USGA US N 2 2049-07-20 Fixed 3.00000000 N N N N N N CSMC MORTGAGE BACKED TRUST N/A 126405AA7 617372.53000000 PA USD 547404.96000000 0.015490479771 Long ABS-MBS US Y 2 2060-01-25 Floating 2.00000160 N N N N N N NELNET STUDENT LOAN CORPORATION N/A 64031QBC4 395039.23000000 PA USD 383732.38000000 0.010858868853 Long ABS-MBS US N 2 2036-10-27 Floating 4.53843000 N N N N N N CONTINENTAL RESOURCES, INC. XXRTID9RYWOZ0UPIVR53 212015AS0 520000.00000000 PA USD 476455.20000000 0.013482741621 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BJ3 1045000.00000000 PA USD 1087949.17000000 0.030786813862 Long DBT CORP US N 2 2033-10-28 Fixed 6.03700000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833CH1 162000.00000000 PA USD 149162.37000000 0.004221000619 Long DBT CORP US N 2 2047-02-09 Fixed 4.25000000 N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46590XAD8 1520000.00000000 PA USD 1165613.00000000 0.032984546940 Long DBT NUSS US N 2 2032-05-15 Fixed 3.00000000 N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAG2 242000.00000000 PA USD 183122.79000000 0.005182013466 Long DBT CORP US N 2 2032-03-15 Fixed 2.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MAKE3 400410.60000000 PA USD 375974.75000000 0.010639343238 Long DBT USGA US N 2 2051-12-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796ZM4 3630000.00000000 PA USD 3618876.08000000 0.102407049279 Long DBT UST US N 2 2023-01-31 None 0.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RDR0 2420000.00000000 PA USD 2331685.54000000 0.065982097955 Long DBT CORP US N 2 2037-03-01 Fixed 5.25000000 N N N N N ALLIED UNIVERSAL HOLDCO LLC N/A 01957TAH0 998594.13000000 PA USD 946797.05000000 0.026792487505 Long LON US N 2 2028-05-12 Floating 7.82142840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBSR2 85262.00000000 PA USD 73807.41000000 0.002088604004 Long DBT USGA US N 2 2051-06-01 Fixed 2.50000000 N N N N N N VERIZON MASTER TRUST N/A 92348KAH6 610000.00000000 PA USD 570133.21000000 0.016133644380 Long ABS-MBS US N 2 2028-07-20 Fixed 1.53000000 N N N N N N PT Perusahaan Listrik Negara (Persero) 254900OYVDRYS9J51J61 71568PAF6 500000.00000000 PA USD 474975.00000000 0.013440854883 Long DBT NUSS ID N 2 2048-05-21 Fixed 6.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNCA9 1243352.23000000 PA USD 1137567.59000000 0.032190917199 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N MORGAN STANLEY CAPITAL I INC. 3IFG42XD94UUZ7FL2766 61756UAH4 53564.07000000 PA USD 26219.61000000 0.000741963204 Long ABS-MBS US N 2 2049-12-12 Floating 6.07917960 N N N N N N ORIGEN MANUFACTURED HOUSING CONTRACT N/A 68620BAB8 559202.74000000 PA USD 506875.34000000 0.014343571532 Long ABS-MBS US N 2 2037-10-15 Floating 5.40000000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 12635FAU8 813154.13000000 PA USD 791383.96000000 0.022394603849 Long ABS-MBS US N 2 2048-08-15 Fixed 3.44810000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017DD8 190000.00000000 PA USD 185618.75000000 0.005252644207 Long DBT CORP US N 2 2025-08-16 Fixed 3.95000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513EAD3 420000.00000000 PA USD 349500.41000000 0.009890171677 Long DBT CORP US N 2 2030-07-01 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZG8 650168.26000000 PA USD 605296.67000000 0.017128700884 Long DBT USGA US N 2 2047-01-01 Fixed 3.50000000 N N N N N N MF1 LTD N/A 55284AAA6 3240000.00000000 PA USD 3097799.64000000 0.087661614650 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 5.41914120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31378CTK8 32786.30000000 PA USD 33615.68000000 0.000951257385 Long DBT USGA US N 2 2027-05-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LGY55 600000.00000000 PA USD 562096.79000000 0.015906229558 Long DBT USGA US N 2 2032-07-01 Fixed 3.89000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CM9 815000.00000000 PA USD 702702.34000000 0.019885089063 Long DBT NUSS GB N 2 2027-05-24 Fixed 1.58900000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BH0 850000.00000000 PA USD 775485.96000000 0.021944721832 Long DBT CORP US N 2 2040-04-01 Fixed 4.25000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 860000.00000000 PA USD 752744.33000000 0.021301178596 Long DBT CORP GB N 2 2030-05-22 Fixed 3.97300000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBD4 28000.00000000 PA USD 26866.78000000 0.000760276838 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142ET6 110000.00000000 PA USD 89519.93000000 0.002533237303 Long DBT CORP US N 2 2031-09-22 Fixed 1.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XTB80 185387.63000000 PA USD 171998.63000000 0.004867221697 Long DBT USGA US N 2 2047-09-01 Fixed 3.50000000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90276WAR8 394634.31000000 PA USD 366035.16000000 0.010358072462 Long ABS-MBS US N 2 2050-12-15 Fixed 3.41800000 N N N N N N WESTERN MIDSTREAM OPERATING, LP L6D8A6MLSY454J2JXJ60 958254AJ3 162000.00000000 PA USD 133200.75000000 0.003769318282 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N Government National Mortgage Association N/A 36212QV80 11776.61000000 PA USD 11772.71000000 0.000333144453 Long DBT USGA US N 2 2030-09-15 Fixed 8.00000000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BG3 264000.00000000 PA USD 235956.87000000 0.006677113634 Long DBT CORP US N 2 2044-12-15 Fixed 4.68500000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GVS0 370000.00000000 PA USD 324395.51000000 0.009179752565 Long DBT CORP US N 2 2045-10-21 Fixed 4.75000000 N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AZ7 405000.00000000 PA USD 362823.34000000 0.010267184296 Long DBT CORP US N 2 2026-02-15 Fixed 1.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AFRX1 78871.94000000 PA USD 65392.45000000 0.001850477248 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6WH0 1138976.71000000 PA USD 1059351.42000000 0.029977553990 Long DBT USGA US N 2 2047-05-01 Fixed 3.50000000 N N N N N N COMM MORTGAGE TRUST N/A 12636FBH5 368000.00000000 PA USD 349224.31000000 0.009882358592 Long ABS-MBS US N 2 2048-10-10 Fixed 3.52100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSA4 6731.43000000 PA USD 6434.05000000 0.000182070913 Long DBT USGA US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179TE35 168531.25000000 PA USD 166063.20000000 0.004699260745 Long DBT USGA US N 2 2047-08-20 Fixed 4.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967GT2 630000.00000000 PA USD 626958.06000000 0.017741675461 Long DBT CORP US N 2 2023-05-15 Fixed 3.50000000 N N N N N Government National Mortgage Association N/A 38374YVW0 5039.98000000 PA USD 57.04000000 0.000001614119 Long DBT USGA US N 2 2040-01-20 Floating 2.29713840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYC8 300317.25000000 PA USD 281573.35000000 0.007967969969 Long DBT USGA US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FF3Z8 2994882.48000000 PA USD 69284.81000000 0.001960623352 Long DBT USGA US N 2 2027-12-25 Floating 0.57108240 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BE1 1001000.00000000 PA USD 928074.81000000 0.026262685071 Long DBT NUSS NL N 2 2035-05-11 Fixed 4.12500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEK7 2025000.00000000 PA USD 1799320.03000000 0.050917204930 Long DBT CORP US N 2 2028-01-21 Fixed 2.47500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XARA2 76526.28000000 PA USD 65712.11000000 0.001859522995 Long DBT USGA US N 2 2051-04-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDL2 2552000.00000000 PA USD 2216152.82000000 0.062712750044 Long SN UST US N 2 2028-11-30 Fixed 1.50000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QBB3 10080000.00000000 PA USD 8130277.41000000 0.230070801258 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N BACARDI LIMITED 549300R32WTQNHNN5055 067316AE9 1840000.00000000 PA USD 1785358.59000000 0.050522123738 Long DBT NUSS BM N 2 2025-05-15 Fixed 4.45000000 N N N N N N WESTERN MIDSTREAM OPERATING, LP L6D8A6MLSY454J2JXJ60 958254AL8 244000.00000000 PA USD 202513.29000000 0.005730726338 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N Glencore Finance (Canada) Limited 5493005TTO0UJ33KCK70 98417EAC4 324000.00000000 PA USD 340936.46000000 0.009647828797 Long DBT NUSS AU N 2 2037-11-15 Fixed 6.90000000 N N N N N N Government National Mortgage Association N/A 36200QWM2 1643.43000000 PA USD 1691.82000000 0.000047875166 Long DBT USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F032617 455233.00000000 PA USD 413489.37000000 0.011700932928 Long DBT USGA US N 2 2053-01-15 Fixed 3.50000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BM3 810000.00000000 PA USD 776790.70000000 0.021981643398 Long DBT CORP US N 2 2025-01-15 Fixed 2.93000000 N N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAQ0 259000.00000000 PA USD 177836.07000000 0.005032409726 Long DBT CORP US N 2 2051-06-01 Fixed 3.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFA66 1230431.53000000 PA USD 1060952.48000000 0.030022860827 Long DBT USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JJ7 130000.00000000 PA USD 80745.06000000 0.002284925804 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAG6 390000.00000000 PA USD 332808.14000000 0.009417813387 Long DBT NUSS CA N 2 2037-05-04 Fixed 4.58800000 N N N Y Y THE BANK OF NOVA SCOTIA CAD XXXX N N N BBCMS TRUST N/A 054975AE7 298000.00000000 PA USD 311795.67000000 0.008823201965 Long ABS-MBS US N 2 2055-12-15 Floating 5.70999960 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAF7 764000.00000000 PA USD 728547.95000000 0.020616468806 Long DBT NUSS MX N 2 2029-04-22 Fixed 4.50000000 N N N N N Export Finance and Insurance Corporation 213800XAAULSUYWPBB61 30220L2B9 1079000.00000000 PA USD 1089909.73000000 0.030842293840 Long DBT NUSS AU N 2 2027-10-26 Fixed 4.62500000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST N/A 36266FAD1 729000.00000000 PA USD 711228.15000000 0.020126352656 Long ABS-MBS US N 2 2026-05-20 Fixed 3.54000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828R36 6580000.00000000 PA USD 6055913.26000000 0.171370390679 Long SN UST US N 1 2026-05-15 Fixed 1.62500000 N N N N N N HOME PARTNERS OF AMERICA TRUST N/A 43732TAA9 1474546.83000000 PA USD 1284926.15000000 0.036360873557 Long ABS-MBS US N 2 2039-10-19 Fixed 2.70300000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AJ8 80000.00000000 PA USD 78641.16000000 0.002225389587 Long DBT CORP US N 2 2025-06-01 Fixed 5.25000000 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448CAS3 30000.00000000 PA USD 21391.65000000 0.000605341467 Long DBT CORP US N 2 2050-04-05 Fixed 3.57700000 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST 549300CKCX1QE4RUW216 254683CX1 3160000.00000000 PA USD 3191363.95000000 0.090309299924 Long ABS-MBS US N 2 2027-10-15 Fixed 5.03000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBE2 40000.00000000 PA USD 40455.19000000 0.001144802017 Long DBT CORP US N 2 2028-06-15 Fixed 5.87500000 N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851EB6 980000.00000000 PA USD 930506.37000000 0.026331493419 Long DBT CORP DE N 2 2024-03-01 Fixed 0.75000000 N N N N N N SPRINT SPECTRUM CO LLC N/A 85208NAE0 970000.00000000 PA USD 955960.89000000 0.027051806087 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL29 2123180.24000000 PA USD 1825591.88000000 0.051660646423 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967BL4 100000.00000000 PA USD 105305.69000000 0.002979943149 Long DBT CORP US N 2 2032-06-15 Fixed 6.62500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DZ62 237345.96000000 PA USD 202129.97000000 0.005719879139 Long DBT USGA US N 2 2041-06-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HSNS6 775000.00000000 PA USD 761629.65000000 0.021552615612 Long DBT USGA US N 2 2029-01-01 Fixed 4.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ECZ1 1912594.61000000 PA USD 1663207.06000000 0.047065476570 Long DBT USGA US N 2 2042-04-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KLVW9 69845.66000000 PA USD 57617.03000000 0.001630448211 Long DBT USGA US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 38381HGG0 2222091.85000000 PA USD 1478192.38000000 0.041829926351 Long DBT USGA US N 2 2061-09-16 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AQPP6 721888.03000000 PA USD 619865.31000000 0.017540964637 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2F9 965000.00000000 PA USD 895116.91000000 0.025330041561 Long DBT CORP US N 2 2027-06-17 Fixed 3.19600000 N N N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AA5 490000.00000000 PA USD 478035.08000000 0.013527449106 Long DBT NUSS US N 2 2025-10-20 Fixed 4.50000000 N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MQ1 350000.00000000 PA USD 331303.93000000 0.009375247213 Long DBT CORP US N 2 2026-04-08 Fixed 3.10600000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CD5 490000.00000000 PA USD 429676.08000000 0.012158984868 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L1TN5 76287.42000000 PA USD 63391.28000000 0.001793848087 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBTT9 1640450.28000000 PA USD 353937.97000000 0.010015745865 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D4TE3 1275.37000000 PA USD 1109.08000000 0.000031384774 Long DBT USGA US N 2 2042-04-01 Fixed 2.50000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBL6 770000.00000000 PA USD 580883.63000000 0.016437860044 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DC8 210000.00000000 PA USD 183682.27000000 0.005197845645 Long DBT CORP US N 2 2035-01-15 Fixed 3.87500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGUG2 834354.05000000 PA USD 765424.92000000 0.021660014261 Long DBT USGA US N 2 2049-09-01 Fixed 3.50000000 N N N N N N GOLDEN CREDIT CARD TRUST N/A 380881FP2 1940000.00000000 PA USD 1908930.90000000 0.054018976175 Long ABS-MBS CA Y 2 2027-09-15 Fixed 4.31000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7BP8 506011.04000000 PA USD 473189.26000000 0.013390321966 Long DBT USGA US N 2 2043-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJSM1 238874.07000000 PA USD 213661.95000000 0.006046211409 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KRVU5 216020.46000000 PA USD 218151.45000000 0.006173255396 Long DBT USGA US N 2 2036-07-01 Fixed 5.00000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 70000.00000000 PA USD 59682.16000000 0.001688887313 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAD9 970000.00000000 PA USD 793915.31000000 0.022466236057 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N GALAXY PIPELINE ASSETS BIDCO LIMITED 549300L82YB0C6JQIC26 36321PAE0 252264.33000000 PA USD 202542.39000000 0.005731549811 Long DBT NUSS AE N 2 2040-09-30 Fixed 2.94000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBN0 90000.00000000 PA USD 79013.64000000 0.002235930036 Long DBT CORP US N 2 2030-04-15 Fixed 3.05000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MS7 1325000.00000000 PA USD 1071646.94000000 0.030325492934 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N CSMC TRUST N/A 12651QAS8 1000000.00000000 PA USD 902446.60000000 0.025537457319 Long ABS-MBS US N 2 2032-07-15 Floating 9.66800160 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAX2 150000.00000000 PA USD 139203.53000000 0.003939185106 Long DBT CORP US N 2 2052-06-15 Fixed 4.95000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCG4 305000.00000000 PA USD 241384.88000000 0.006830715602 Long DBT CORP US N 2 2052-11-01 Fixed 4.04900000 N N N N N Government National Mortgage Association N/A 38376T3G5 2156600.01000000 PA USD 194803.09000000 0.005512542899 Long DBT USGA US N 2 2040-01-16 Floating 2.06371080 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189TAD6 90000.00000000 PA USD 103937.13000000 0.002941215603 Long DBT CORP US N 2 2036-06-01 Fixed 7.29000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 2335000.00000000 PA USD 1663545.65000000 0.047075057999 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSA4 1561688.10000000 PA USD 1492696.48000000 0.042240363750 Long DBT USGA US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LNV0 770204.57000000 PA USD 756616.25000000 0.021410746288 Long DBT USGA US N 2 2044-10-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617YNXE5 53861.07000000 PA USD 47910.13000000 0.001355762102 Long DBT USGA US N 2 2047-03-20 Fixed 3.00000000 N N N N N N CUBESMART, L.P. 549300MPHKO3I3FJRA97 22966RAH9 844000.00000000 PA USD 695592.04000000 0.019683881609 Long DBT CORP US N 2 2028-12-15 Fixed 2.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B0VP8 264393.87000000 PA USD 231065.73000000 0.006538704027 Long DBT USGA US N 2 2047-03-25 Fixed 2.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGJ7 443000.00000000 PA USD 364304.84000000 0.010309107821 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AN8 1200000.00000000 PA USD 1132467.78000000 0.032046602644 Long DBT CORP AU N 2 2027-03-27 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38382KG64 167889.65000000 PA USD 24647.81000000 0.000697484367 Long DBT USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N SPRINT SPECTRUM CO LLC N/A 85208NAE0 2582000.00000000 PA USD 2544629.91000000 0.072008003267 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM3Q6 713721.48000000 PA USD 613641.48000000 0.017364842534 Long DBT USGA US N 2 2051-03-01 Fixed 2.50000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JU2 244000.00000000 PA USD 180613.77000000 0.005111013153 Long DBT CORP US N 2 2041-06-01 Fixed 4.20000000 N N N N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160KAP0 450000.00000000 PA USD 368669.96000000 0.010432632100 Long DBT CORP US N 2 2030-04-20 Fixed 1.60000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAD0 1610000.00000000 PA USD 1551896.82000000 0.043915616508 Long DBT CORP US N 2 2024-10-01 Fixed 2.90000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AF7 462000.00000000 PA USD 458951.14000000 0.012987411276 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EK3S2 74083.34000000 PA USD 71727.57000000 0.002029748638 Long DBT USGA US N 2 2043-04-01 Fixed 4.00000000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183CL6 1455000.00000000 PA USD 1415573.43000000 0.040057933678 Long ABS-MBS US N 2 2032-08-15 Fixed 1.24000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216CW8 20000.00000000 PA USD 14573.52000000 0.000412401847 Long DBT CORP US N 2 2040-06-01 Fixed 2.50000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BE1 60000.00000000 PA USD 54175.20000000 0.001533051216 Long DBT CORP US N 2 2044-10-01 Fixed 4.95000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDG3 475000.00000000 PA USD 433124.64000000 0.012256572309 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEG6 4860000.00000000 PA USD 4473687.20000000 0.126596516549 Long DBT CORP US N 2 2025-10-21 Fixed 1.16400000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46640NAJ7 925000.00000000 PA USD 908546.19000000 0.025710063675 Long ABS-MBS US N 2 2045-11-15 Fixed 4.41960000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGZ6 631000.00000000 PA USD 601646.85000000 0.017025418183 Long DBT CORP US N 2 2026-01-23 Fixed 3.36600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A4XN1 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2050-05-01 Fixed 3.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2K6 2090000.00000000 PA USD 1885605.77000000 0.053358921041 Long DBT CORP US N 2 2026-11-12 Fixed 2.95000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971XUX4 610000.00000000 PA USD 475101.06000000 0.013444422132 Long DBT MUN US N 2 2032-11-01 Fixed 2.40000000 N N N N N N AQUA FINANCE TRUST N/A 03842VAA5 955088.96000000 PA USD 873248.25000000 0.024711201653 Long ABS-MBS US Y 2 2046-07-17 Fixed 1.54000000 N N N N N N Government National Mortgage Association N/A 36213UNP1 12623.26000000 PA USD 12944.50000000 0.000366303797 Long DBT USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AHY7 735878.60000000 PA USD 705067.93000000 0.019952030590 Long DBT USGA US N 2 2042-08-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJV83 691309.69000000 PA USD 629073.95000000 0.017801550971 Long DBT USGA US N 2 2043-12-01 Fixed 3.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BZ4 546000.00000000 PA USD 386594.06000000 0.010939848748 Long DBT CORP US N 2 2049-12-15 Fixed 3.12500000 N N N N N N BANQUE DE MONTREAL NQQ6HPCNCCU6TUTQYE16 06367WB85 880000.00000000 PA USD 822012.06000000 0.023261318618 Long DBT NUSS CA N 2 2025-05-01 Fixed 1.85000000 N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DR8 370000.00000000 PA USD 293362.33000000 0.008301574831 Long DBT CORP US N 2 2031-09-15 Fixed 2.12500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H93E7 10995557.01000000 PA USD 255516.95000000 0.007230625285 Long DBT USGA US N 2 2032-08-25 Floating 0.26372520 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBV2 108000.00000000 PA USD 94215.45000000 0.002666111250 Long DBT CORP US N 2 2037-05-15 Fixed 4.92600000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 1280000.00000000 PA USD 1251684.89000000 0.035420211518 Long DBT NUSS GB N 2 2025-03-22 Fixed 4.26900000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941HAA0 154925.42000000 PA USD 139247.15000000 0.003940419466 Long ABS-MBS US N 2 2069-05-15 Fixed 1.69000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAP5 240000.00000000 PA USD 207043.47000000 0.005858921490 Long DBT CORP US N 2 2038-04-01 Fixed 5.15000000 N N N N N N AMERICAN TRANSMISSION SYSTEMS, INCORPORATED N/A 030288AC8 410000.00000000 PA USD 336471.28000000 0.009521473018 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N BAYCARE HEALTH SYSTEM, INC. 1H90SRZU22X0SF1UZR52 072722AE1 1595000.00000000 PA USD 1266578.54000000 0.035841672412 Long DBT CORP US N 2 2050-11-15 Fixed 3.83100000 N N N N N N Government National Mortgage Association 2 N/A 36179UH62 127112.45000000 PA USD 127238.68000000 0.003600603470 Long DBT USGA US N 2 2048-12-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QBHQ4 1149.28000000 PA USD 1135.87000000 0.000032142878 Long DBT USGA US N 2 2049-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BMWU5 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2052-09-01 Fixed 5.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63940YAB2 459385.34000000 PA USD 433722.28000000 0.012273484341 Long ABS-MBS US N 2 2068-02-15 Fixed 3.13000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160BV5 170000.00000000 PA USD 142615.25000000 0.004035730047 Long DBT CORP US N 2 2046-03-01 Fixed 3.70000000 N N N N N Healthcare Realty Holdings, L.P. 549300IYGAS4GE6VDL07 42225UAJ3 200000.00000000 PA USD 190961.65000000 0.005403837730 Long DBT CORP US N 2 2025-05-01 Fixed 3.87500000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EZ2 444000.00000000 PA USD 422324.10000000 0.011950938347 Long DBT CORP US N 2 2052-09-09 Fixed 4.50000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAZ3 151000.00000000 PA USD 140278.44000000 0.003969602937 Long DBT CORP US N 2 2032-10-15 Fixed 5.60000000 N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573MAA7 183503.97000000 PA USD 167946.85000000 0.004752564322 Long ABS-MBS US N 2 2065-04-25 Floating 1.48600080 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676AB1 210000.00000000 PA USD 187572.53000000 0.005307932324 Long DBT CORP US N 2 2030-04-01 Fixed 3.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DVB5 2018284.34000000 PA USD 1559331.43000000 0.044126001295 Long DBT USGA US N 2 2050-12-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ARH40 348949.74000000 PA USD 300040.37000000 0.008490550181 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAB2 160000.00000000 PA USD 130016.48000000 0.003679209727 Long DBT CORP US N 2 2046-06-01 Fixed 4.37500000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RBK7 350000.00000000 PA USD 281510.55000000 0.007966192853 Long DBT CORP US N 2 2045-06-15 Fixed 4.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MJT70 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2052-07-01 Fixed 4.50000000 N N N N N N SCHLUMBERGER HOLDINGS CORPORATION 529900IKZG65COT1D505 806851AK7 475000.00000000 PA USD 442551.96000000 0.012523346855 Long DBT CORP US N 2 2028-05-17 Fixed 3.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A2BF6 244.35000000 PA USD 224.96000000 0.000006365923 Long DBT USGA US N 2 2050-02-01 Fixed 3.50000000 N N N N N N SOLRR AIRCRAFT LIMITED N/A 83438LAA9 1005361.26000000 PA USD 805857.67000000 0.022804181270 Long ABS-MBS IE Y 2 2046-10-15 Fixed 2.63600000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAN5 2475000.00000000 PA USD 2312429.97000000 0.065437203335 Long DBT NUSS GB N 2 2025-03-15 Fixed 1.08900000 N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XAM2 295000.00000000 PA USD 270288.21000000 0.007648622784 Long DBT CORP US N 2 2027-01-15 Fixed 3.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ADY52 386443.54000000 PA USD 335163.80000000 0.009484473915 Long DBT USGA US N 2 2043-05-25 Fixed 1.75000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448EY0 530000.00000000 PA USD 523139.61000000 0.014803818267 Long DBT CORP US N 2 2023-05-01 Fixed 0.75000000 N N N N N N BOSTON PROPERTIES LIMITED PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBB9 720000.00000000 PA USD 620070.72000000 0.017546777335 Long DBT CORP US N 2 2029-06-21 Fixed 3.40000000 N N N N N N Government National Mortgage Association 2 N/A 36179VZV5 131116.27000000 PA USD 128732.91000000 0.003642887229 Long DBT USGA US N 2 2050-12-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 38380QDH2 49696.35000000 PA USD 47857.12000000 0.001354262024 Long DBT USGA US N 2 2070-07-20 Floating 3.74923080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QDT20 2621826.02000000 PA USD 2250188.29000000 0.063675886658 Long DBT USGA US N 2 2050-06-01 Fixed 2.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFE9 360000.00000000 PA USD 317462.76000000 0.008983569425 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNXQ0 96563.56000000 PA USD 89671.27000000 0.002537519926 Long DBT USGA US N 2 2042-04-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TC2 7850000.00000000 PA USD 5605084.00000000 0.158612812573 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556CK6 284000.00000000 PA USD 240520.00000000 0.006806241205 Long DBT CORP US N 2 2028-10-15 Fixed 1.75000000 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES INC N/A 073879L55 628438.78000000 PA USD 552497.42000000 0.015634586337 Long ABS-MBS US N 2 2035-09-25 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137APW48 375816.29000000 PA USD 28597.10000000 0.000809241478 Long DBT USGA US N 2 2039-08-15 Floating 1.73214000 N N N N N N CHASE MORTGAGE FINANCE CORPORATION N/A 161630AG3 6175.50000000 PA USD 5740.09000000 0.000162433215 Long ABS-MBS US N 2 2037-02-25 Floating 3.64511160 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAQ6 1429000.00000000 PA USD 1038835.01000000 0.029396980087 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XABM3 86237.23000000 PA USD 70858.74000000 0.002005162464 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A35F4 5192.10000000 PA USD 5286.58000000 0.000149599778 Long DBT USGA US N 2 2039-06-25 Fixed 6.50000000 N N N N N N GSK CONSUMER HEALTHCARE CAPITAL US LLC 549300N8C3A3L0UVQB07 36264FAK7 671000.00000000 PA USD 624671.34000000 0.017676965799 Long DBT CORP US N 2 2027-03-24 Fixed 3.37500000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650BY5 65064.06000000 PA USD 63505.23000000 0.001797072647 Long DBT CORP US N 2 2034-01-10 Fixed 5.92600000 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED N/A 589929W61 7750.46000000 PA USD 7107.01000000 0.000201114353 Long ABS-MBS US N 2 2033-07-25 Floating 3.65037840 N N N N N N Prosus N.V. 635400Z5LQ5F9OLVT688 74365PAE8 320000.00000000 PA USD 193333.72000000 0.005470962628 Long DBT NUSS CN N 2 2051-02-08 Fixed 3.83200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K82C9 278922.73000000 PA USD 285162.40000000 0.008069532999 Long DBT USGA US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179UD90 206914.21000000 PA USD 198018.56000000 0.005603534352 Long DBT USGA US N 2 2048-10-20 Fixed 4.00000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17320QAA7 240000.00000000 PA USD 224694.38000000 0.006358407399 Long ABS-MBS US N 2 2035-05-10 Fixed 3.25100000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCK5 70000.00000000 PA USD 56127.33000000 0.001588292641 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N CSMC TRUST N/A 12649AAC3 1885000.00000000 PA USD 1693480.98000000 0.047922168744 Long ABS-MBS US N 2 2037-09-15 Fixed 3.95300000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 17308CC53 715000.00000000 PA USD 601190.30000000 0.017012498719 Long DBT CORP US N 2 2030-11-05 Fixed 2.97600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283H4W2 7712.27000000 PA USD 7884.65000000 0.000223120030 Long DBT USGA US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MCA96 3252.06000000 PA USD 3240.57000000 0.000091701734 Long DBT USGA US N 2 2024-01-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCXQ6 180212.23000000 PA USD 154235.29000000 0.004364554241 Long DBT USGA US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L7M41 82959.53000000 PA USD 68626.57000000 0.001941996459 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N ACEN MORTGAGE TRUST N/A 01449NAA4 885000.00000000 PA USD 812291.85000000 0.022986255863 Long ABS-MBS US Y 2 2034-04-15 Floating 5.46800040 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62954HAY4 391000.00000000 PA USD 337880.38000000 0.009561347766 Long DBT NUSS CN N 2 2030-05-01 Fixed 3.40000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBH5 130000.00000000 PA USD 122448.58000000 0.003465053096 Long DBT CORP US N 2 2025-05-06 Fixed 2.35000000 N N N N N N CONTINENTAL RESOURCES, INC. XXRTID9RYWOZ0UPIVR53 212015AU5 1850000.00000000 PA USD 1602944.91000000 0.045360176685 Long DBT CORP US N 2 2026-11-15 Fixed 2.26800000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36255MAJ6 1310000.00000000 PA USD 1259337.58000000 0.035636767538 Long ABS-MBS US N 2 2032-10-10 Fixed 3.92400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGMJ5 954055.04000000 PA USD 872349.16000000 0.024685759181 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KBU3 2435000.00000000 PA USD 2418326.34000000 0.068433861563 Long DBT CORP US N 2 2023-03-01 Fixed 0.65000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CFD1 435796.26000000 PA USD 389138.03000000 0.011011838077 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEH1 420000.00000000 PA USD 401099.28000000 0.011350317840 Long DBT CORP US N 2 2029-05-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 21H022614 12100000.00000000 PA USD 10482932.53000000 0.296646296933 Long DBT USGA US N 2 2053-01-15 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B2MQ9 94840.90000000 PA USD 83855.47000000 0.002372944267 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F5AD5 821567.07000000 PA USD 736802.39000000 0.020850053164 Long DBT USGA US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142BAKE1 513282.25000000 PA USD 498831.43000000 0.014115944758 Long DBT USGA US N 2 2052-07-01 Floating 4.30099920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B7XK9 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2052-04-01 Fixed 4.00000000 N N N N N N EDVESTINU PRIVATE EDUCATION LOAN TRUST N/A 28165AAA7 678209.87000000 PA USD 658142.66000000 0.018624138082 Long ABS-MBS US Y 2 2040-11-25 Fixed 5.25000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJT7 2159000.00000000 PA USD 1728029.25000000 0.048899816586 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N SOUTHWESTERN ENERGY COMPANY EFWMP121W54QV9MGOP87 845467AS8 80000.00000000 PA USD 72961.52000000 0.002064666987 Long DBT CORP US N 2 2030-03-15 Fixed 5.37500000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BT5 620000.00000000 PA USD 612516.30000000 0.017333002161 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N CSMC TRUST N/A 12657GAA3 1578158.64000000 PA USD 1381975.06000000 0.039107166132 Long ABS-MBS US Y 2 2060-10-25 Floating 2.00000160 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECD5 1580000.00000000 PA USD 1646878.37000000 0.046603406877 Long DBT NUSS GB N 2 2028-11-02 Fixed 7.38500000 N N N N N Government National Mortgage Association N/A 38383RU96 4338278.53000000 PA USD 3673849.92000000 0.103962700431 Long DBT USGA US N 2 2052-01-20 Fixed 2.50000000 N N N N N N SMALL BUSINESS INVESTMENT COMPANIES N/A 831641FL4 264054.99000000 PA USD 249577.54000000 0.007062551707 Long ABS-MBS US N 2 2028-09-10 Fixed 3.54800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7M91 3565000.00000000 PA USD 3011864.23000000 0.085229812186 Long DBT USGA US N 2 2032-04-25 Fixed 2.45000000 N N N N N N ORANGE LAKE TIMESHARE TRUST N/A 68504UAA9 403551.36000000 PA USD 382156.64000000 0.010814278521 Long ABS-MBS US N 2 2038-04-09 Fixed 3.06000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385XLY1 23582.03000000 PA USD 24081.63000000 0.000681462591 Long DBT USGA US N 2 2033-09-01 Fixed 5.00000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BB7 170000.00000000 PA USD 148294.78000000 0.004196449535 Long DBT CORP US N 2 2042-12-01 Fixed 4.62500000 N N N N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759AT7 335000.00000000 PA USD 318208.22000000 0.009004664472 Long DBT CORP US N 2 2028-05-15 Fixed 3.95000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CU85 1294496.78000000 PA USD 1236883.60000000 0.035001364229 Long DBT USGA US N 2 2048-03-01 Fixed 4.00000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449CAA6 570708.45000000 PA USD 545763.53000000 0.015444030543 Long ABS-MBS US Y 2 2050-05-16 Fixed 4.48000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4T4 148720.09000000 PA USD 149135.22000000 0.004220232328 Long DBT USGA US N 2 2048-07-01 Fixed 5.00000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAE0 315000.00000000 PA USD 314020.09000000 0.008886148660 Long DBT CORP US N 2 2023-10-02 Fixed 4.87500000 N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EC3 530000.00000000 PA USD 483342.27000000 0.013677632106 Long DBT CORP US N 2 2036-12-15 Fixed 4.00000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023BZ7 23000.00000000 PA USD 15048.10000000 0.000425831524 Long DBT CORP US N 2 2048-03-01 Fixed 3.62500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMFR1 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MP3 2110000.00000000 PA USD 1937605.85000000 0.054830420655 Long DBT CORP US N 2 2031-03-31 Fixed 4.41200000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AT5 1340000.00000000 PA USD 1318513.49000000 0.037311328976 Long DBT CORP AU N 2 2024-03-12 Fixed 4.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QAMZ0 699662.29000000 PA USD 672548.93000000 0.019031807084 Long DBT USGA US N 2 2049-02-01 Fixed 4.00000000 N N N N N N MACQUARIE GROUP LIMITED ACMHD8HWFMFUIQQ8Y590 55608JAP3 635000.00000000 PA USD 597196.82000000 0.016899491119 Long DBT NUSS AU N 2 2030-01-15 Fixed 5.03300000 N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGM5 179000.00000000 PA USD 152063.17000000 0.004303087533 Long DBT CORP US N 2 2038-04-24 Fixed 4.24400000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FX1 406000.00000000 PA USD 350494.80000000 0.009918310951 Long DBT CORP US N 2 2032-02-14 Fixed 2.80000000 N N N N N Repubblica Italiana 815600DE60799F5A9309 465410CC0 237000.00000000 PA USD 159382.97000000 0.004510223423 Long DBT NUSS IT N 2 2051-05-06 Fixed 3.87500000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDV3 60000.00000000 PA USD 57948.39000000 0.001639825044 Long DBT CORP US N 2 2047-03-16 Fixed 5.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECE3 947000.00000000 PA USD 992267.77000000 0.028079219120 Long DBT NUSS GB N 2 2033-11-02 Fixed 7.43700000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A76M9 13769.84000000 PA USD 405.03000000 0.000011461549 Long DBT USGA US N 2 2027-09-25 Fixed 4.00000000 N N N N N N KEYSPAN GAS EAST CORPORATION K8TS3HOE1568DUBUJL44 49338CAC7 2295000.00000000 PA USD 1519934.28000000 0.043011139722 Long DBT CORP US N 2 2052-01-18 Fixed 3.58600000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967GD7 360000.00000000 PA USD 356490.00000000 0.010087963276 Long DBT CORP US N 2 2171-07-30 Fixed 5.95000000 N N N N N CASTLELAKE AVIATION ONE N/A 14855NAB2 949106.53000000 PA USD 939444.63000000 0.026584428533 Long LON US N 2 2026-10-22 Floating 7.51899960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GGCG8 245932.62000000 PA USD 236441.51000000 0.006690827989 Long DBT USGA US N 2 2041-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJXR6 260791.64000000 PA USD 242584.37000000 0.006864658801 Long DBT USGA US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDUX2 821532.03000000 PA USD 726325.99000000 0.020553591724 Long DBT USGA US N 2 2051-07-01 Fixed 3.00000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FY7 500000.00000000 PA USD 402504.44000000 0.011390081094 Long DBT CORP US N 2 2040-05-13 Fixed 3.50000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807DF1 1020000.00000000 PA USD 851587.80000000 0.024098253676 Long DBT CORP US N 2 2029-09-13 Fixed 2.45000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CV5 690000.00000000 PA USD 657958.10000000 0.018618915398 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89115A2E1 750000.00000000 PA USD 714877.22000000 0.020229614134 Long DBT NUSS CA N 2 2032-06-08 Fixed 4.45600000 N N N N N STACK INFRASTRUCTURE ISSUER, LLC N/A 85236KAA0 288749.99000000 PA USD 281746.53000000 0.007972870621 Long ABS-MBS US N 2 2044-02-25 Fixed 4.54000000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FV0 5000.00000000 PA USD 3977.41000000 0.000112552851 Long DBT CORP US N 2 2042-03-15 Fixed 4.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGWS4 1443243.53000000 PA USD 1325678.90000000 0.037514095934 Long DBT USGA US N 2 2052-05-01 Fixed 3.50000000 N N N N N N United States of America N/A N/A 46.00000000 NC USD 6178375.00000000 0.174835816177 N/A DIR US N 1 US ULTRA BOND CBT MAR23 N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Mar 2023 2023-03-25 6252699.25000000 USD -74324.25000000 N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BK5 141000.00000000 PA USD 131523.97000000 0.003721868718 Long DBT CORP US N 2 2041-11-15 Fixed 5.15000000 N N N N N N GRIFOLS WORLDWIDE OPERATIONS USA N/A 39843PAG8 1128571.17000000 PA USD 1089545.18000000 0.030831977794 Long LON US N 2 2027-11-15 Floating 6.07142880 N N N N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 05964HAG0 600000.00000000 PA USD 596795.55000000 0.016888135970 Long DBT NUSS ES N 2 2023-04-12 Fixed 3.84800000 N N N N N N API GROUP DE, INC. N/A 00186XAB9 848683.80000000 PA USD 842318.67000000 0.023835955595 Long LON US N 2 2026-10-01 Floating 6.57142920 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63940PAB1 25333.71000000 PA USD 25146.12000000 0.000711585556 Long ABS-MBS US N 2 2042-02-18 Fixed 3.19000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 3990000.00000000 PA USD 3361167.14000000 0.095114395003 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAZ8 300000.00000000 PA USD 239352.47000000 0.006773202411 Long DBT CORP US N 2 2030-06-24 Fixed 1.45000000 N N N N N N SEQUOIA INFRASTRUCTURE FUNDING LTD N/A 81742LAA4 553994.24000000 PA USD 550134.01000000 0.015567706499 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 5.47913880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L2PV9 252237.90000000 PA USD 206382.93000000 0.005840229512 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468J1 360000.00000000 PA USD 344166.97000000 0.009739245853 Long DBT CORP US N 2 2025-07-22 Fixed 2.72000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFMA6 476235.44000000 PA USD 388127.27000000 0.010983235564 Long DBT USGA US N 2 2052-01-01 Fixed 2.00000000 N N N N N N NORTHWEST PIPELINE LLC 549300FFKMN9OW536A14 66775VAB1 219000.00000000 PA USD 207015.21000000 0.005858121787 Long DBT CORP US N 2 2027-04-01 Fixed 4.00000000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46641BAD5 908000.00000000 PA USD 895191.93000000 0.025332164479 Long ABS-MBS US N 2 2046-12-15 Fixed 4.16640000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WXVV6 38610.32000000 PA USD 36931.94000000 0.001045100997 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N BLACKSTONE HOLDINGS FINANCE CO. L.L.C. 549300D2L6J4NC1QVZ22 09261BAK6 930000.00000000 PA USD 937446.12000000 0.026527874645 Long DBT CORP US N 2 2033-04-22 Fixed 6.20000000 N N N N N United States of America 254900HROIFWPRGM1V77 912810TG3 1356000.00000000 PA USD 1086495.00000000 0.030745663721 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TQU47 17167.59000000 PA USD 18521.64000000 0.000524125849 Long DBT USGA US N 2 2031-01-15 Fixed 7.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179TLR4 690556.73000000 PA USD 624653.46000000 0.017676459830 Long DBT USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N PORT AUTH N Y & N J N/A 73358WJA3 505000.00000000 PA USD 438208.95000000 0.012400448245 Long DBT MUN US N 2 2062-10-01 Fixed 4.45800000 N N N N N N DONLEN FLEET LEASE FUNDING 2 N/A 257812AF4 1010000.00000000 PA USD 943284.25000000 0.026693082199 Long ABS-MBS US Y 2 2034-12-11 Fixed 1.20000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JBB3 1555000.00000000 PA USD 1290455.13000000 0.036517332776 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FW3E8 337848.59000000 PA USD 52227.20000000 0.001477926661 Long DBT USGA US N 2 2050-09-25 Fixed 2.50000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAC1 300000.00000000 PA USD 296075.70000000 0.008378357846 Long DBT NUSS GB N 2 2024-08-01 Fixed 4.36300000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBF9 960000.00000000 PA USD 853661.81000000 0.024156944065 Long DBT CORP US N 2 2049-02-14 Fixed 5.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XG4L0 187386.16000000 PA USD 159584.12000000 0.004515915571 Long DBT USGA US N 2 2041-09-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417GUX2 21009.35000000 PA USD 20153.94000000 0.000570316717 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJP5 1305000.00000000 PA USD 1044556.56000000 0.029558888657 Long DBT CORP US N 2 2032-03-11 Fixed 2.65100000 N N N N N N CSMC TRUST N/A 12662GAC2 467650.32000000 PA USD 427254.87000000 0.012090469405 Long ABS-MBS US Y 2 2060-12-27 Floating 1.79561160 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36250HAK9 680000.00000000 PA USD 623340.29000000 0.017639299712 Long ABS-MBS US N 2 2047-11-10 Floating 4.21499880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MST70 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2052-06-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EMFE6 261993.73000000 PA USD 264334.59000000 0.007480147091 Long DBT USGA US N 2 2043-10-01 Floating 2.99000160 N N N N N N ATHENAHEALTH GROUP INC. N/A 04686RAB9 1313519.56000000 PA USD 1182640.47000000 0.033466390728 Long LON US N 2 2029-02-15 Floating 7.82105040 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFQ9 265000.00000000 PA USD 264244.34000000 0.007477593194 Long SN UST US N 2 2024-10-31 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XUSH9 996180.97000000 PA USD 924130.76000000 0.026151076242 Long DBT USGA US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36200NEQ0 4720.87000000 PA USD 4979.30000000 0.000140904360 Long DBT USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N NELNET STUDENT LOAN CORPORATION N/A 64031QBK6 627686.34000000 PA USD 614339.47000000 0.017384594273 Long ABS-MBS US N 2 2037-01-25 Floating 4.51842840 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63940JAC3 2881407.64000000 PA USD 2789685.81000000 0.078942601488 Long ABS-MBS US N 2 2066-07-26 Floating 5.43871080 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAH6 874000.00000000 PA USD 922186.24000000 0.026096050164 Long DBT NUSS BR N 2 2036-11-21 Fixed 6.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134A3ZU3 1213000.00000000 PA USD 910586.85000000 0.025767810325 Long DBT USGA US N 2 2029-12-14 Fixed 0.00000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918AT1 20000.00000000 PA USD 19857.12000000 0.000561917297 Long DBT CORP US N 2 2023-05-01 Fixed 2.37500000 N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941LAB9 334153.86000000 PA USD 315669.67000000 0.008932828518 Long ABS-MBS US N 2 2059-12-15 Fixed 3.39000000 N N N N N N Government National Mortgage Association N/A 36225B2V9 23355.15000000 PA USD 24743.75000000 0.000700199279 Long DBT USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAX3 1590000.00000000 PA USD 1242999.61000000 0.035174435239 Long DBT NUSS IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N VERTIV GROUP CORPORATION 549300ZT8RQ5VK10E643 92535UAB0 140000.00000000 PA USD 119000.00000000 0.003367465089 Long DBT CORP US N 2 2028-11-15 Fixed 4.12500000 N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CQ1 61000.00000000 PA USD 43785.37000000 0.001239039537 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N Government National Mortgage Association N/A 36207KN97 5046.63000000 PA USD 5174.94000000 0.000146440586 Long DBT USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L5GE0 156719.77000000 PA USD 135520.13000000 0.003834952157 Long DBT USGA US N 2 2051-04-01 Fixed 2.50000000 N N N N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 008513AD5 295000.00000000 PA USD 272913.40000000 0.007722910479 Long DBT CORP US N 2 2032-10-01 Fixed 4.80000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818GC6 700000.00000000 PA USD 671014.34000000 0.018988381216 Long DBT CORP US N 2 2052-09-09 Fixed 4.95000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 370000.00000000 PA USD 286261.25000000 0.008100628285 Long DBT NUSS GB N 2 2032-05-24 Fixed 2.80400000 N N N N N N EQUS MORTGAGE TRUST N/A 29478JAG5 789984.17000000 PA USD 754312.28000000 0.021345548485 Long ABS-MBS US Y 2 2038-10-15 Floating 5.41800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WXWT0 176418.96000000 PA USD 169091.35000000 0.004784951412 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQZX6 1901817.26000000 PA USD 1856490.72000000 0.052535022600 Long DBT USGA US N 2 2052-12-01 Fixed 4.50000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAN0 466000.00000000 PA USD 294292.82000000 0.008327905861 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAK6 40000.00000000 PA USD 39175.88000000 0.001108600069 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAW5 1435000.00000000 PA USD 1202207.54000000 0.034020100183 Long DBT NUSS IE N 2 2028-10-29 Fixed 3.00000000 N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJJ0 1065000.00000000 PA USD 1105618.72000000 0.031286827247 Long DBT CORP US N 2 2033-10-21 Fixed 5.85000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5V8 317925.97000000 PA USD 319597.94000000 0.009043990804 Long DBT USGA US N 2 2049-01-01 Fixed 5.00000000 N N N N N N ABN AMRO Bank N.V. BFXS5XCH7N0Y05NIXW11 00080QAF2 360000.00000000 PA USD 349131.60000000 0.009879735082 Long DBT NUSS NL N 2 2025-07-28 Fixed 4.75000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942GAA1 958120.68000000 PA USD 806625.51000000 0.022825909626 Long ABS-MBS US Y 2 2070-02-18 Fixed 1.11000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAF0 1640000.00000000 PA USD 1613470.31000000 0.045658024727 Long DBT NUSS CH N 2 2171-07-31 Fixed 7.00000000 N N N N N N Government National Mortgage Association 2 N/A 21H042612 8365000.00000000 PA USD 8113318.40000000 0.229590894753 Long DBT USGA US N 2 2053-01-15 Fixed 4.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWQ3 1130000.00000000 PA USD 1088900.00000000 0.030813720474 Long DBT CORP US N 2 2025-09-29 Fixed 3.27200000 N N N N N N VERUS SECURITIZATION TRUST N/A 92537QAA9 347213.83000000 PA USD 289355.61000000 0.008188192565 Long ABS-MBS US Y 2 2066-01-25 Floating 0.81500040 N N N N N N United States of America 254900HROIFWPRGM1V77 912828D56 1533000.00000000 PA USD 1479105.47000000 0.041855764996 Long SN UST US N 1 2024-08-15 Fixed 2.37500000 N N N N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450YAH6 300000.00000000 PA USD 246450.35000000 0.006974058403 Long DBT CORP US N 2 2030-06-01 Fixed 2.30000000 N N N N N N OTIS WORLDWIDE CORPORATION 549300ZLBKR8VSU25153 68902VAL1 335000.00000000 PA USD 244313.68000000 0.006913594860 Long DBT CORP US N 2 2040-02-15 Fixed 3.11200000 N N N N N N GALAXY PIPELINE ASSETS BIDCO LIMITED 549300L82YB0C6JQIC26 36321PAD2 665755.20000000 PA USD 565633.95000000 0.016006324204 Long DBT NUSS AE N 2 2034-03-31 Fixed 2.16000000 N N N N N N COMM MORTGAGE TRUST N/A 12624QAT0 590000.00000000 PA USD 549974.87000000 0.015563203151 Long ABS-MBS US N 2 2045-10-15 Fixed 3.25100000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796Z85 8490000.00000000 PA USD 8406649.43000000 0.237891583857 Long DBT UST US N 2 2023-03-28 None 0.00000000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MBJ7 1565000.00000000 PA USD 1444692.35000000 0.040881941633 Long ABS-MBS US Y 2 2028-09-25 Fixed 3.89000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXNS7 502524.64000000 PA USD 478980.75000000 0.013554209700 Long DBT USGA US N 2 2059-08-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J8D67 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AJ9 644000.00000000 PA USD 597653.10000000 0.016912402942 Long DBT CORP US N 2 2038-08-15 Fixed 4.80000000 N N N N N N Government National Mortgage Association N/A 36213JKR5 1688.55000000 PA USD 1735.61000000 0.000049114336 Long DBT USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 N/A 200000.00000000 PA USD 183464.00000000 0.005191669035 Long DBT NUSS KE N 2 2024-06-24 Fixed 6.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6ZU8 40846.02000000 PA USD 37854.27000000 0.001071201115 Long DBT USGA US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AEK0 290181.24000000 PA USD 270613.63000000 0.007657831528 Long DBT USGA US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHFN2 721046.96000000 PA USD 607799.25000000 0.017199518958 Long DBT USGA US N 2 2042-04-01 Fixed 2.00000000 N N N N N N Coterra Energy Inc. FCNMH6O7VWU7LHXMK351 127097AE3 970000.00000000 PA USD 905709.36000000 0.025629786986 Long DBT CORP US N 2 2027-05-15 Fixed 3.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BMV7 42479.94000000 PA USD 44051.85000000 0.001246580395 Long DBT USGA US N 2 2038-08-01 Fixed 5.50000000 N N N N N N MF1 LTD N/A 55285BAA3 675000.00000000 PA USD 670936.50000000 0.018986178498 Long ABS-CBDO CORP US Y 2 2037-09-17 Floating 6.95602080 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DZ0 36000.00000000 PA USD 22391.13000000 0.000633624778 Long DBT CORP US N 2 2050-08-20 Fixed 2.40000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VEU4 714000.00000000 PA USD 666912.86000000 0.018872317429 Long DBT CORP US N 2 2029-12-03 Fixed 4.01600000 N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BL7 191000.00000000 PA USD 149828.53000000 0.004239851632 Long DBT CORP US N 2 2047-05-01 Fixed 5.37500000 N N N N N N DISH DBS Corporation N/A 25470XBE4 170000.00000000 PA USD 143196.95000000 0.004052191009 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BN3 870000.00000000 PA USD 712260.42000000 0.020155563859 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N Government National Mortgage Association N/A 38382NXF9 1261418.86000000 PA USD 1037022.91000000 0.029345701234 Long DBT USGA US N 2 2051-02-20 Fixed 1.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617XSQ60 457747.44000000 PA USD 408549.94000000 0.011561156810 Long DBT USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418RHG9 219238.60000000 PA USD 218716.03000000 0.006189231896 Long DBT USGA US N 2 2025-04-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LHUU2 200000.00000000 PA USD 198027.47000000 0.005603786488 Long DBT USGA US N 2 2032-12-01 Fixed 4.41000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LJZ60 556816.20000000 PA USD 519098.79000000 0.014689471038 Long DBT USGA US N 2 2027-07-01 Fixed 2.82000000 N N N N N N FARMERS EXCHANGE CAPITAL N/A 309588AC5 1000000.00000000 PA USD 1025778.55000000 0.029027508043 Long DBT CORP US Y 2 2028-07-15 Fixed 7.05000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKE1 120000.00000000 PA USD 79816.23000000 0.002258641749 Long DBT CORP US N 2 2052-02-01 Fixed 3.30000000 N N N N N Government National Mortgage Association 2 N/A 36202FLS3 3755.77000000 PA USD 3965.76000000 0.000112223179 Long DBT USGA US N 2 2040-10-20 Fixed 6.00000000 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 961214EP4 450000.00000000 PA USD 334465.38000000 0.009464710007 Long DBT NUSS AU N 2 2035-11-15 Fixed 2.66800000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEP2 860000.00000000 PA USD 792543.75000000 0.022427423616 Long SN UST US N 2 2032-05-15 Fixed 2.87500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABX4 280000.00000000 PA USD 228073.63000000 0.006454033503 Long DBT CORP US N 2 2028-06-15 Fixed 2.00000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAN8 238000.00000000 PA USD 208853.57000000 0.005910143746 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N 1011778 B.C. UNLIMITED LIABILITY COMPANY N/A C6901LAH0 90902.91000000 PA USD 89198.48000000 0.002524140903 Long LON US N 2 2026-11-19 Floating 5.82143040 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AU7 250000.00000000 PA USD 217167.04000000 0.006145398536 Long DBT CORP US N 2 2052-05-15 Fixed 4.55000000 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST N/A 92939FAX7 300000.00000000 PA USD 279064.08000000 0.007896962582 Long ABS-MBS US N 2 2047-08-15 Fixed 4.21300000 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAR2 260000.00000000 PA USD 243844.43000000 0.006900316011 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 448977AD0 1061000.00000000 PA USD 1013697.33000000 0.028685633365 Long ABS-MBS US N 2 2026-10-15 Fixed 2.22000000 N N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13645RBG8 139000.00000000 PA USD 104791.82000000 0.002965401643 Long DBT NUSS CA N 2 2041-12-02 Fixed 3.00000000 N N N N N N MACQUARIE GROUP LIMITED ACMHD8HWFMFUIQQ8Y590 55608JAZ1 1400000.00000000 PA USD 1074055.78000000 0.030393658351 Long DBT NUSS AU N 2 2033-01-14 Fixed 2.87100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DXJ6 1402488.99000000 PA USD 1082906.91000000 0.030644127857 Long DBT USGA US N 2 2051-03-01 Fixed 1.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967EW7 625000.00000000 PA USD 768113.51000000 0.021736096050 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AC7 160000.00000000 PA USD 155084.06000000 0.004388572756 Long DBT CORP US N 2 2024-12-01 Fixed 3.35000000 N N N N N UNIVERSAL HEALTH SERVICES, INC. 549300YGMGQDO0NMJD09 913903AX8 685000.00000000 PA USD 587017.52000000 0.016611437023 Long DBT CORP US N 2 2026-09-01 Fixed 1.65000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PDA1 460000.00000000 PA USD 439293.95000000 0.012431151603 Long DBT CORP US N 2 2028-04-26 Fixed 4.32300000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942BAA2 99306.13000000 PA USD 85860.83000000 0.002429691996 Long ABS-MBS US Y 2 2069-05-15 Fixed 0.84000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKM6 1329052.89000000 PA USD 1282945.32000000 0.036304819978 Long DBT USGA US N 2 2049-07-01 Fixed 4.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CX6 275000.00000000 PA USD 265991.74000000 0.007527041165 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BM5 120000.00000000 PA USD 99906.26000000 0.002827149939 Long DBT CORP US N 2 2038-04-01 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283LA55 27320.33000000 PA USD 28083.59000000 0.000794710159 Long DBT USGA US N 2 2036-12-01 Fixed 7.50000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FR2 765000.00000000 PA USD 714682.32000000 0.020224098848 Long DBT CORP US N 2 2040-03-23 Fixed 4.62500000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XDW3 180000.00000000 PA USD 174360.35000000 0.004934053711 Long DBT CORP US N 2 2027-04-09 Fixed 5.00000000 N N N N N Government National Mortgage Association N/A 36201YHU3 1227.17000000 PA USD 1258.43000000 0.000035611084 Long DBT USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 36201S5C9 1088.69000000 PA USD 1139.35000000 0.000032241355 Long DBT USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 2000000.00000000 PA 291894.07000000 0.008260025972 Long DBT NUSS CN N 2 2025-05-21 Fixed 3.39000000 N N N N N N MARVELL TECHNOLOGY, INC N/A 573874AC8 1030000.00000000 PA USD 909708.71000000 0.025742960697 Long DBT CORP US N 2 2026-04-15 Fixed 1.65000000 N N N N N COX COMMUNICATIONS, INC. 5493001NEDZNIFRP2R92 224044CF2 890000.00000000 PA USD 789056.53000000 0.022328742174 Long DBT CORP US N 2 2035-02-01 Fixed 4.80000000 N N N N N N VENTURE GLOBAL CALCASIEU PASS, LLC 549300GKHS6RS20NLH85 92328MAC7 290000.00000000 PA USD 236901.00000000 0.006703830649 Long DBT CORP US N 2 2033-11-01 Fixed 3.87500000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MEY6 220000.00000000 PA USD 213893.50000000 0.006052763816 Long DBT CORP US N 2 2026-01-30 Fixed 3.70000000 N N N N N Government National Mortgage Association 2 N/A 3622AAUR3 220859.09000000 PA USD 211190.55000000 0.005976275667 Long DBT USGA US N 2 2050-11-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ELYW7 8881.41000000 PA USD 9370.41000000 0.000265164105 Long DBT USGA US N 2 2040-05-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MZ39 988110.57000000 PA USD 1013252.74000000 0.028673052346 Long DBT USGA US N 2 2040-02-01 Fixed 5.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RLJ9 151000.00000000 PA USD 100753.80000000 0.002851133648 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QFS4 454672.37000000 PA USD 437987.87000000 0.012394192118 Long DBT USGA US N 2 2047-11-01 Floating 2.87799840 N N N N N N Government National Mortgage Association N/A 36290YYD4 4108.85000000 PA USD 4213.32000000 0.000119228638 Long DBT USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QDL44 670004.25000000 PA USD 614032.34000000 0.017375903101 Long DBT USGA US N 2 2050-05-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFF3 310000.00000000 PA USD 282293.75000000 0.007988355867 Long SN UST US N 1 2032-08-15 Fixed 2.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFBC4 366963.95000000 PA USD 327136.10000000 0.009257305852 Long DBT USGA US N 2 2051-12-01 Fixed 3.00000000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36266CAE6 1623000.00000000 PA USD 1540890.81000000 0.043604168152 Long ABS-MBS US Y 2 2036-11-15 Floating 5.96786040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBWC6 365182.59000000 PA USD 337933.05000000 0.009562838223 Long DBT USGA US N 2 2048-07-01 Fixed 3.50000000 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST N/A 14041NGA3 931000.00000000 PA USD 905399.46000000 0.025621017428 Long ABS-MBS US N 2 2027-05-15 Fixed 3.49000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNH22 339417.89000000 PA USD 303276.18000000 0.008582117216 Long DBT USGA US N 2 2048-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F032617 14100000.00000000 PA USD 12807068.35000000 0.362414752716 Long DBT USGA US N 2 2053-01-15 Fixed 3.50000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538EAA5 314270.89000000 PA USD 270844.12000000 0.007664353940 Long ABS-MBS US Y 2 2064-04-25 Floating 1.01999880 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LBF2 110000.00000000 PA USD 102834.06000000 0.002910000900 Long DBT CORP US N 2 2031-03-01 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QG5Y9 80465.67000000 PA USD 68355.05000000 0.001934312979 Long DBT USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BT5 30000.00000000 PA USD 29637.89000000 0.000838693780 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N ENERGIZER HOLDINGS N/A 29267YAS1 201950.00000000 PA USD 197658.56000000 0.005593347063 Long LON US N 2 2027-12-22 Floating 6.62500080 N N N N N N CONSTELLATION INSURANCE, INC. 549300K609B872PZT291 67740QAH9 625000.00000000 PA USD 574283.52000000 0.016251089960 Long DBT CORP US N 2 2030-01-24 Fixed 5.80000000 N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAF1 230000.00000000 PA USD 200630.41000000 0.005677444551 Long DBT CORP US N 2 2030-04-01 Fixed 2.85000000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BF5 223000.00000000 PA USD 217457.64000000 0.006153621943 Long DBT CORP US N 2 2024-12-15 Fixed 3.73400000 N N N N N NELNET STUDENT LOAN CORPORATION N/A 64033MAB4 2155000.00000000 PA USD 2096893.66000000 0.059337951238 Long ABS-MBS US N 2 2048-11-25 Floating 5.33871000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818ES3 340000.00000000 PA USD 330340.14000000 0.009347973859 Long DBT CORP US N 2 2025-07-15 Fixed 3.75000000 N N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 92890HAD4 230000.00000000 PA USD 159031.59000000 0.004500280063 Long DBT CORP FR N 2 2044-09-17 Fixed 4.75000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BZ2 1410000.00000000 PA USD 1307609.20000000 0.037002759094 Long DBT CORP US N 2 2026-08-04 Fixed 2.45000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBC6 514000.00000000 PA USD 503182.83000000 0.014239080788 Long DBT CORP US N 2 2026-02-14 Fixed 4.40000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FAQ4 289000.00000000 PA USD 258987.97000000 0.007328848299 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TF5 31605000.00000000 PA USD 24130911.17000000 0.682857150871 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N SETANTA AIRCRAFT LEASING DAC N/A G8057JAB2 1060000.00000000 PA USD 1053110.00000000 0.029800934125 Long LON US N 2 2028-11-05 Floating 5.67414000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DTJ1 4437752.98000000 PA USD 3779414.01000000 0.106949955791 Long DBT USGA US N 2 2040-10-01 Fixed 2.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VEA8 740000.00000000 PA USD 692407.83000000 0.019593774752 Long DBT CORP US N 2 2033-08-10 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 21H060622 100000.00000000 PA USD 101370.14000000 0.002868574853 Long DBT USGA US N 2 2053-02-15 Fixed 6.00000000 N N N N N N EVERBANK MORTGAGE LOAN TRUST N/A 29978CAX8 135777.58000000 PA USD 118386.37000000 0.003350100572 Long ABS-MBS US N 2 2048-02-25 Floating 3.49999920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B4A30 93628.02000000 PA USD 4122.88000000 0.000116669365 Long DBT USGA US N 2 2027-06-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 3622A23F7 68864.11000000 PA USD 68377.28000000 0.001934942044 Long DBT USGA US N 2 2047-08-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FNJ39 842095.80000000 PA USD 803503.77000000 0.022737570547 Long DBT USGA US N 2 2032-02-01 Fixed 3.00000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CB4 680000.00000000 PA USD 601565.79000000 0.017023124345 Long DBT CORP US N 2 2052-08-05 Fixed 4.90000000 N N N N N SLM STUDENT LOAN TRUST N/A 78443HAF0 2016221.68000000 PA USD 1888572.06000000 0.053442861192 Long ABS-MBS US N 2 2041-01-25 Floating 4.51842840 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 1500000.00000000 PA USD 1309505.28000000 0.037056414416 Long DBT CORP US N 2 2031-04-01 Fixed 3.62200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QCK96 158282.91000000 PA USD 150334.86000000 0.004254179771 Long DBT USGA US N 2 2049-12-01 Fixed 4.00000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBT9 1605000.00000000 PA USD 1519778.96000000 0.043006744472 Long DBT CORP US N 2 2028-10-16 Fixed 4.15000000 N N N N N N GSAMP TRUST N/A 36228FVH6 350303.51000000 PA USD 337139.28000000 0.009540376099 Long ABS-MBS US N 2 2033-02-25 Floating 5.18870880 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AT4 110000.00000000 PA USD 98043.76000000 0.002774444866 Long DBT CORP US N 2 2026-01-15 Fixed 1.12500000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAK7 418000.00000000 PA USD 341321.82000000 0.009658733725 Long DBT CORP US N 2 2031-12-15 Fixed 2.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TJ7 9755000.00000000 PA USD 8037205.47000000 0.227437049084 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BS2 160000.00000000 PA USD 120985.91000000 0.003423662422 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N VIRGIN MEDIA SECURED FINANCE PLC 213800X3RLP4NOTPY579 92769XAP0 250000.00000000 PA USD 223945.00000000 0.006337201424 Long DBT NUSS GB N 2 2029-05-15 Fixed 5.50000000 N N N N N N CONTINENTAL RESOURCES, INC. XXRTID9RYWOZ0UPIVR53 212015AN1 200000.00000000 PA USD 194485.46000000 0.005503554597 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N Ressources Teck Limitee T8KI5SQ2JRWHL7XY0E11 878742AS4 30000.00000000 PA USD 28626.84000000 0.000810083061 Long DBT NUSS CA N 2 2040-08-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFVE8 95564.55000000 PA USD 78607.86000000 0.002224447263 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K2RU0 264851.29000000 PA USD 234454.38000000 0.006634596133 Long DBT USGA US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36211RXF1 1397.71000000 PA USD 1412.06000000 0.000039958510 Long DBT USGA US N 2 2030-09-15 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAFA5 244113.76000000 PA USD 210184.77000000 0.005947814079 Long DBT USGA US N 2 2051-03-01 Fixed 2.50000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HX1 202752.00000000 PA USD 53822.02000000 0.001523056919 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TL2 2220000.00000000 PA USD 2223121.88000000 0.062909960685 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5D8 695248.15000000 PA USD 682119.90000000 0.019302646642 Long DBT USGA US N 2 2048-10-01 Fixed 4.50000000 N N N N N N CNH EQUIPMENT TRUST N/A 12664JAC4 1255000.00000000 PA USD 1258058.44000000 0.035600570401 Long ABS-MBS US N 2 2028-04-17 Fixed 5.15000000 N N N N N N BPR TRUST N/A 05592DAA2 915000.00000000 PA USD 893037.35000000 0.025271194118 Long ABS-MBS US Y 2 2037-04-15 Floating 6.23360880 N N N N N N SABRA HEALTH CARE LIMITED PARTNERSHIP 549300OVKLRFSIQG0H81 78572XAG6 715000.00000000 PA USD 598175.26000000 0.016927179039 Long DBT CORP US N 2 2029-10-15 Fixed 3.90000000 N N N N N Government National Mortgage Association N/A 38380AK63 206090.82000000 PA USD 28728.44000000 0.000812958141 Long DBT USGA US N 2 2046-10-16 Floating 1.77370920 N N N N N N FARMERS EXCHANGE CAPITAL II N/A 30958PAA1 1650000.00000000 PA USD 1576998.39000000 0.044625941388 Long DBT CORP US N 2 2053-11-01 Fixed 6.15100000 N N N N N N Government National Mortgage Association 2 N/A 36179SEH6 185966.57000000 PA USD 173530.76000000 0.004910577952 Long DBT USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCZ2 140000.00000000 PA USD 101534.19000000 0.002873217145 Long DBT CORP US N 2 2050-02-01 Fixed 3.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WRJU5 19534.98000000 PA USD 18941.65000000 0.000536011303 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142B3VN5 543790.11000000 PA USD 525858.19000000 0.014880748715 Long DBT USGA US N 2 2052-12-01 Floating 3.88800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXFZ0 88529.68000000 PA USD 84793.48000000 0.002399488098 Long DBT USGA US N 2 2057-01-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X3CH9 87640.35000000 PA USD 81586.66000000 0.002308741423 Long DBT USGA US N 2 2040-02-01 Fixed 3.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38145GAH3 900000.00000000 PA USD 843644.56000000 0.023873475664 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N Government National Mortgage Association N/A 38375CWH9 43845.79000000 PA USD 5344.22000000 0.000151230876 Long DBT USGA US N 2 2042-04-16 Floating 2.27370960 N N N N N N Wynn Macau, Limited 254900NMDQ8ENTHU1I31 98313RAE6 200000.00000000 PA USD 161818.00000000 0.004579129965 Long DBT NUSS MO N 2 2029-12-15 Fixed 5.12500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D6K3 7954128.71000000 PA USD 6507036.22000000 0.184136279915 Long DBT USGA US N 2 2041-11-01 Fixed 1.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GFD1 30000.00000000 PA USD 32010.70000000 0.000905839619 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHEN3 1827347.34000000 PA USD 1616314.98000000 0.045738523273 Long DBT USGA US N 2 2047-12-01 Fixed 2.50000000 N N N N N N GFL ENVIRONMENTAL INC. 549300FYK4MBXWIVZU26 36168QAJ3 250000.00000000 PA USD 238799.16000000 0.006757544830 Long DBT NUSS CA N 2 2025-06-01 Fixed 4.25000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46653TAB5 1942285.41000000 PA USD 1559062.79000000 0.044118399314 Long ABS-MBS US Y 2 2051-12-25 Floating 2.49999840 N N N N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759AU4 385000.00000000 PA USD 368940.63000000 0.010440291527 Long DBT CORP US N 2 2024-08-15 Fixed 2.50000000 N N N N N OCP S.A. 213800D26TAPVTCVWG40 67091TAC9 400000.00000000 PA USD 389308.80000000 0.011016670531 Long DBT NUSS MA N 2 2025-10-22 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TH1 140000.00000000 PA USD 122740.63000000 0.003473317534 Long DBT UST US N 1 2042-05-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7CN2 347381.78000000 PA USD 343939.51000000 0.009732809184 Long DBT USGA US N 2 2043-12-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 38375GB83 108452.00000000 PA USD 10260.45000000 0.000290350480 Long DBT USGA US N 2 2042-08-16 Floating 1.77370920 N N N N N N Sands China Ltd. 549300EVO6UZDGY05787 80007RAN5 460000.00000000 PA USD 393957.80000000 0.011148228053 Long DBT NUSS MO N 2 2027-03-08 Fixed 2.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KSZM2 753844.18000000 PA USD 635434.86000000 0.017981552167 Long DBT USGA US N 2 2042-01-01 Fixed 2.00000000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36258RBA0 328000.00000000 PA USD 270784.66000000 0.007662671339 Long ABS-MBS US N 2 2053-05-12 Fixed 2.37720000 N N N N N N Government National Mortgage Association N/A 38378NF99 242292.54000000 PA USD 6216.79000000 0.000175922884 Long DBT USGA US N 2 2055-09-16 Floating 0.62922960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9U92 318953.76000000 PA USD 312491.35000000 0.008842888336 Long DBT USGA US N 2 2033-09-01 Fixed 4.00000000 N N N N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307BF3 200000.00000000 PA USD 130427.06000000 0.003690828330 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAD4 535000.00000000 PA USD 468063.80000000 0.013245281566 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809HAC1 880000.00000000 PA USD 861967.88000000 0.024391989450 Long DBT CORP US N 2 2040-01-15 Fixed 6.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBH8 660000.00000000 PA USD 610866.85000000 0.017286325983 Long DBT CORP US N 2 2026-03-13 Fixed 2.00500000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286FAC7 935000.00000000 PA USD 915630.91000000 0.025910547266 Long ABS-MBS US N 2 2027-02-16 Fixed 4.14000000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03465JAA8 517810.77000000 PA USD 409328.43000000 0.011583186540 Long ABS-MBS US Y 2 2066-09-25 Floating 1.45800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XC6P8 87564.08000000 PA USD 75663.75000000 0.002141134762 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661EJ2 592000.00000000 PA USD 469339.43000000 0.013281379377 Long DBT CORP US N 2 2052-04-01 Fixed 4.25000000 N N N N N N ADVOCATE HEALTH AND HOSPITALS CORPORATION 549300AEHU3PPOUCIL87 007589AD6 1615000.00000000 PA USD 1324681.67000000 0.037485876294 Long DBT CORP US N 2 2030-06-15 Fixed 2.21100000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796T33 8660000.00000000 PA USD 8607882.56000000 0.243586084195 Long DBT UST US N 2 2023-02-23 None 0.00000000 N N N N N N United States of America N/A N/A -285.00000000 NC USD -33710156.25000000 -0.95393087688 N/A DIR US N 1 US 10YR ULTRA FUT MAR23 N/A Short U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Mar 2023 2023-03-25 -33912400.76000000 USD 202244.51000000 N N N Government National Mortgage Association 2 N/A 36179R4E6 421040.44000000 PA USD 392614.27000000 0.011110208807 Long DBT USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325CU7 830000.00000000 PA USD 564653.89000000 0.015978590441 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9R23 63630.28000000 PA USD 54789.65000000 0.001550438938 Long DBT USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBB0 1300000.00000000 PA USD 1187630.47000000 0.033607597878 Long DBT CORP GB N 2 2027-08-15 Fixed 3.55700000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBT6 1160000.00000000 PA USD 947538.99000000 0.026813482942 Long DBT CORP US N 2 2052-03-14 Fixed 4.95000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46654KAC1 713840.19000000 PA USD 572995.95000000 0.016214654271 Long ABS-MBS US Y 2 2052-01-25 Floating 2.49999840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MDHF2 16922.21000000 PA USD 16259.36000000 0.000460107791 Long DBT USGA US N 2 2042-10-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179UKY7 277011.35000000 PA USD 268895.55000000 0.007609213256 Long DBT USGA US N 2 2049-01-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BKY1 118617.76000000 PA USD 113689.71000000 0.003217194365 Long DBT USGA US N 2 2034-12-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AKQQ9 2714414.94000000 PA USD 6847.65000000 0.000193774977 Long DBT USGA US N 2 2024-06-25 Floating 0.28842840 N N N N N N GSAMP TRUST N/A 36244KAE5 4600000.00000000 PA USD 4293780.76000000 0.121505519438 Long ABS-MBS US N 2 2046-05-25 Floating 4.88871000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBG3 789000.00000000 PA USD 807015.40000000 0.022836942744 Long DBT NUSS GB N 2 2027-10-24 Fixed 5.30000000 N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBB6 368000.00000000 PA USD 348581.61000000 0.009864171451 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AC7 680000.00000000 PA USD 659107.27000000 0.018651434640 Long DBT CORP US N 2 2024-12-01 Fixed 3.35000000 N N N N N QUIKRETE HOLDINGS, INC. N/A 74839XAG4 457700.00000000 PA USD 453553.24000000 0.012834661362 Long LON US N 2 2028-06-11 Floating 7.07142960 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBS3 315000.00000000 PA USD 302733.70000000 0.008566766103 Long DBT CORP US N 2 2024-11-15 Fixed 2.95000000 N N N N N Government National Mortgage Association 2 N/A 3622ABU91 196259.82000000 PA USD 178384.47000000 0.005047928363 Long DBT USGA US N 2 2052-03-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3QC7 1220927.59000000 PA USD 1191998.08000000 0.033731192619 Long DBT USGA US N 2 2048-12-25 Floating 4.68870840 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DG7 915000.00000000 PA USD 831334.81000000 0.023525134039 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N BRK : BNP PARIBAS N/A N/A 4321000.00000000 NC USD 568546.19000000 0.016088734847 N/A DIR XX N 2 BRK : BNP PARIBAS N/A Y 2048-02-15 27936.93000000 USD 0.00000000 USD -4321000.00000000 USD 540609.26000000 N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449GAC3 191086.70000000 PA USD 189696.53000000 0.005368037331 Long ABS-MBS US N 2 2032-02-17 Floating 5.76785880 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449YAA8 895775.43000000 PA USD 799454.49000000 0.022622983916 Long ABS-MBS US Y 2 2051-07-17 Fixed 1.31000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBC2 100000.00000000 PA USD 98999.03000000 0.002801477121 Long DBT CORP US N 2 2023-11-14 Fixed 3.75000000 N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBG4 940000.00000000 PA USD 626951.93000000 0.017741501994 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N RWJ BARNABAS HEALTH, INC. 549300HV60S88R85TC91 78349AAB9 1030000.00000000 PA USD 841420.41000000 0.023810536610 Long DBT CORP US N 2 2046-07-01 Fixed 3.94900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMVK8 87708.79000000 PA USD 77657.12000000 0.002197543198 Long DBT USGA US N 2 2051-02-01 Fixed 3.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWV2 480000.00000000 PA USD 438444.17000000 0.012407104507 Long DBT CORP US N 2 2029-04-23 Fixed 3.81400000 N N N N N N Government National Mortgage Association N/A 36210XV53 1342.45000000 PA USD 1376.58000000 0.000038954496 Long DBT USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 05971KAL3 400000.00000000 PA USD 302042.85000000 0.008547216412 Long DBT NUSS ES N 2 2032-11-22 Fixed 3.22500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CDL5 1205362.53000000 PA USD 1082241.71000000 0.030625304011 Long DBT USGA US N 2 2046-11-01 Fixed 3.00000000 N N N N N N HARBOR FREIGHT TOOLS USA, INC. N/A 41151PAP0 784122.81000000 PA USD 745449.87000000 0.021094759777 Long LON US N 2 2027-10-19 Floating 6.82143120 N N N N N N CSMC TRUST N/A 12661GAA7 1252021.65000000 PA USD 1068803.31000000 0.030245023818 Long ABS-MBS US Y 2 2060-01-25 Floating 2.00000160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKK24 1380095.21000000 PA USD 1189188.20000000 0.033651678562 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDLR5 181829.70000000 PA USD 154366.05000000 0.004368254491 Long DBT USGA US N 2 2051-10-01 Fixed 2.50000000 N N N N N N BANK N/A 06540KAJ8 703000.00000000 PA USD 731976.61000000 0.020713493116 Long ABS-MBS US N 2 2055-11-15 Floating 5.74624080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CEF7 2822366.59000000 PA USD 2534075.42000000 0.071709332034 Long DBT USGA US N 2 2046-12-01 Fixed 3.00000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FQ6 515000.00000000 PA USD 409304.76000000 0.011582516726 Long DBT CORP US N 2 2036-04-06 Fixed 2.89100000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCC4 50000.00000000 PA USD 49829.98000000 0.001410090067 Long DBT CORP US N 2 2023-03-15 Fixed 2.87500000 N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAU9 1395000.00000000 PA USD 1286748.40000000 0.036412439634 Long DBT NUSS IE N 2 2024-10-29 Fixed 1.65000000 N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638BM3 600000.00000000 PA USD 592455.28000000 0.016765314897 Long DBT NUSS PE N 2 2050-11-18 Fixed 5.62500000 N N N N N Prosus N.V. 635400Z5LQ5F9OLVT688 74365PAF5 2100000.00000000 PA USD 1619269.70000000 0.045822136016 Long DBT NUSS CN N 2 2031-07-13 Fixed 3.06100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F040610 13200000.00000000 PA USD 12377111.21000000 0.350247814404 Long DBT USGA US N 2 2053-01-15 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SS8 8530000.00000000 PA USD 5075350.00000000 0.143622386086 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 239000.00000000 PA USD 202446.72000000 0.005728842539 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H3K51 48254.13000000 PA USD 46287.14000000 0.001309834689 Long DBT USGA US N 2 2042-10-01 Fixed 4.00000000 N N N N N N FOCUS FINANCIAL TL 1L B5 N/A BL4054120 970320.13000000 PA USD 957385.76000000 0.027092127095 Long LON US N 2 2028-06-30 Floating 7.33070160 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEV9 2594000.00000000 PA USD 2482336.39000000 0.070245219620 Long SN UST US N 1 2029-06-30 Fixed 3.25000000 N N N N N N THE AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCE3 318000.00000000 PA USD 282380.40000000 0.007990807891 Long DBT CORP US N 2 2026-01-15 Fixed 1.37500000 N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWZ3 1300000.00000000 PA USD 1211103.32000000 0.034271833196 Long DBT CORP US N 2 2029-05-01 Fixed 4.22300000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBF1 438000.00000000 PA USD 309479.57000000 0.008757660907 Long DBT CORP GB N 2 2047-08-15 Fixed 4.54000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 520000.00000000 PA USD 438031.33000000 0.012395421950 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N STARWOOD PROPERTY MORTGAGE LLC N/A 78485WAA7 293044.34000000 PA USD 290037.12000000 0.008207477952 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 5.52020040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APLD9 90503.37000000 PA USD 77817.88000000 0.002202092388 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5H40 372.69000000 PA USD 343.56000000 0.000009722069 Long DBT USGA US N 2 2048-01-01 Fixed 3.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBX6 1170000.00000000 PA USD 1054724.58000000 0.029846623551 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46649KAA3 311440.47000000 PA USD 272888.38000000 0.007722202463 Long ABS-MBS US N 2 2048-10-25 Floating 3.49999920 N N N N N N ASURION LLC N/A 04649VAW0 559160.59000000 PA USD 541888.12000000 0.015334364090 Long LON US N 2 2024-11-03 Floating 7.07142960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNL26 389187.66000000 PA USD 332351.52000000 0.009404891942 Long DBT USGA US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FP4 585000.00000000 PA USD 513595.49000000 0.014533738512 Long DBT CORP US N 2 2043-08-15 Fixed 4.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SE9 1080000.00000000 PA USD 952678.13000000 0.026958910459 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525BR3 463000.00000000 PA USD 405479.26000000 0.011474262628 Long DBT CORP US N 2 2052-05-20 Fixed 4.50000000 N N N N N GS MORTGAGE SECURITIES TRUST N/A 36250GAU9 480000.00000000 PA USD 440287.34000000 0.012459262579 Long ABS-MBS US N 2 2050-05-10 Floating 4.02488280 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAX9 263000.00000000 PA USD 205790.43000000 0.005823462931 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418A3V8 152203.91000000 PA USD 149359.08000000 0.004226567124 Long DBT USGA US N 2 2043-12-01 Fixed 4.50000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBV9 355000.00000000 PA USD 350952.24000000 0.009931255600 Long DBT CORP BE N 2 2049-01-23 Fixed 5.55000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34528EAA9 2218000.00000000 PA USD 2126243.56000000 0.060168495470 Long ABS-MBS US Y 2 2034-11-15 Fixed 3.88000000 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63942WAA6 1046253.63000000 PA USD 902986.88000000 0.025552746177 Long ABS-MBS US Y 2 2070-08-25 Fixed 1.77000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638DU3 214000.00000000 PA USD 168557.87000000 0.004769854982 Long DBT NUSS PE N 2 2034-01-15 Fixed 3.00000000 N N N N N Government National Mortgage Association N/A 36225B2S6 77649.69000000 PA USD 82283.20000000 0.002328452130 Long DBT USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RBM8 1060000.00000000 PA USD 1098789.30000000 0.031093568142 Long DBT CORP US N 2 2033-10-25 Fixed 5.83400000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCQ5 1772000.00000000 PA USD 1627147.79000000 0.046045070411 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DN3 188000.00000000 PA USD 118209.40000000 0.003345092670 Long DBT CORP US N 2 2052-08-15 Fixed 2.65000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BZ6 251000.00000000 PA USD 236721.44000000 0.006698749455 Long DBT CORP US N 2 2037-02-06 Fixed 4.10000000 N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62954HAW8 280000.00000000 PA USD 263544.84000000 0.007457798725 Long DBT NUSS CN N 2 2025-05-01 Fixed 2.70000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XAL0 110000.00000000 PA USD 109545.06000000 0.003099908952 Long DBT CORP US N 2 2023-05-15 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129306U9 12374.89000000 PA USD 12352.17000000 0.000349542027 Long DBT USGA US N 2 2039-02-01 Fixed 5.00000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAF4 735000.00000000 PA USD 574968.33000000 0.016270468731 Long DBT CORP US N 2 2031-06-01 Fixed 2.55000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBU1 645000.00000000 PA USD 643586.42000000 0.018212225224 Long DBT CORP BE N 2 2039-01-23 Fixed 5.45000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAA5 1840000.00000000 PA USD 1829909.11000000 0.051782815510 Long DBT NUSS GB N 2 2024-03-08 Fixed 3.76600000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 04650NAB0 130000.00000000 PA USD 123854.30000000 0.003504832197 Long DBT CORP US N 2 2040-09-01 Fixed 5.35000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128L56F3 39906.17000000 PA USD 41416.13000000 0.001171994722 Long DBT USGA US N 2 2038-02-01 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128283W8 7237000.00000000 PA USD 6804758.89000000 0.192561243761 Long SN UST US N 2 2028-02-15 Fixed 2.75000000 N N N N N N MACQUARIE BANK LIMITED 4ZHCHI4KYZG2WVRT8631 556079AC5 425000.00000000 PA USD 343528.86000000 0.009721188600 Long DBT NUSS AU N 2 2030-06-03 Fixed 3.62400000 N N N Y Y MACQUARIE BANK LIMITED AUD XXXX N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411GRZ7 8894.45000000 PA USD 9116.01000000 0.000257965087 Long DBT USGA US N 2 2037-01-01 Fixed 6.00000000 N N N N N N HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 406216BK6 80000.00000000 PA USD 70835.71000000 0.002004510760 Long DBT CORP US N 2 2045-11-15 Fixed 5.00000000 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AX7 120000.00000000 PA USD 84639.08000000 0.002395118883 Long DBT CORP US N 2 2050-03-12 Fixed 3.35000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAV1 204000.00000000 PA USD 183695.38000000 0.005198216633 Long DBT CORP US N 2 2036-05-14 Fixed 4.30000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBK6 529000.00000000 PA USD 424103.39000000 0.012001288742 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNHU0 957502.88000000 PA USD 935430.08000000 0.026470824693 Long DBT USGA US N 2 2050-09-01 Fixed 4.50000000 N N N N N N UNITED AIRLINES, INC. K1OQBWM7XEOO08LDNP29 90932LAG2 300000.00000000 PA USD 278077.80000000 0.007869052804 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAV5 40000.00000000 PA USD 38742.65000000 0.001096340515 Long DBT CORP US N 2 2042-02-15 Fixed 5.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXF98 388322.11000000 PA USD 370493.02000000 0.010484221100 Long DBT USGA US N 2 2057-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDY93 173384.28000000 PA USD 29032.80000000 0.000821570928 Long DBT USGA US N 2 2051-02-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132FCGS8 1252106.32000000 PA USD 1229506.00000000 0.034792592713 Long DBT USGA US N 2 2048-11-01 Fixed 4.50000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BF2 990000.00000000 PA USD 877060.60000000 0.024819083632 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N CALIFORNIA HEALTH FACS FING AUTH REV N/A 13032UB31 785000.00000000 PA USD 587749.60000000 0.016632153442 Long DBT MUN US N 2 2051-08-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W5GH5 77009.89000000 PA USD 70068.87000000 0.001982810702 Long DBT USGA US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36200NMR9 16267.31000000 PA USD 17015.13000000 0.000481494590 Long DBT USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N KEYSPAN GAS EAST CORPORATION K8TS3HOE1568DUBUJL44 49338CAB9 1025000.00000000 PA USD 915759.04000000 0.025914173092 Long DBT CORP US N 2 2026-08-15 Fixed 2.74200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AP3N0 258426.26000000 PA USD 218631.30000000 0.006186834204 Long DBT USGA US N 2 2045-09-25 Fixed 3.50000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89178UAL6 895215.61000000 PA USD 837118.71000000 0.023688806992 Long ABS-MBS US N 2 2063-02-25 Floating 3.08800080 N N N N N N Government National Mortgage Association 2 N/A 3617Y5N88 462705.94000000 PA USD 411589.29000000 0.011647164415 Long DBT USGA US N 2 2047-09-20 Fixed 3.00000000 N N N N N N ESSEX PORTFOLIO, L.P. 5493003GN3O58H286O74 29717PAY3 709000.00000000 PA USD 590190.85000000 0.016701235998 Long DBT CORP US N 2 2028-03-01 Fixed 1.70000000 N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EWK1 1481000.00000000 PA USD 1452445.92000000 0.041101352358 Long DBT CORP US N 2 2027-09-15 Fixed 4.15000000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MAJ8 920000.00000000 PA USD 844469.66000000 0.023896824366 Long ABS-MBS US Y 2 2026-06-25 Fixed 1.99000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L9WV3 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2048-06-01 Fixed 3.50000000 N N N N N N DANAHER CORPORATION S4BKK9OTCEWQ3YHPFM11 235851AW2 224000.00000000 PA USD 148010.28000000 0.004188398746 Long DBT CORP US N 2 2051-12-10 Fixed 2.80000000 N N N N N United States of America 254900HROIFWPRGM1V77 912810FG8 1506000.00000000 PA USD 1598713.13000000 0.045240425664 Long DBT UST US N 2 2029-02-15 Fixed 5.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCF6 6938000.00000000 PA USD 6187557.75000000 0.175095669875 Long SN UST US N 1 2026-05-31 Fixed 0.75000000 N N N N N N United States of America N/A N/A -251.00000000 NC USD -51474609.38000000 -1.45662983282 N/A DIR US N 1 US 2YR NOTE (CBT) MAR23 N/A Short U.S. Treasury Futures US 2-YEAR NOTE (Globex) Mar 2023 2023-04-03 -51429073.71000000 USD -45535.67000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDRK4 185843.44000000 PA USD 151522.29000000 0.004287781696 Long DBT USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N OWL ROCK CAPITAL CORPORATION III N/A 69122JAC0 383000.00000000 PA USD 315282.72000000 0.008921878597 Long DBT CORP US N 2 2027-04-13 Fixed 3.12500000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CV9 999000.00000000 PA USD 1006296.11000000 0.028476193450 Long DBT CORP US N 2 2027-11-17 Fixed 5.12500000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYM0 699000.00000000 PA USD 611195.08000000 0.017295614244 Long DBT CORP US N 2 2027-10-21 Fixed 1.94800000 N N N N N N Government National Mortgage Association N/A 36225BET1 270.78000000 PA USD 277.66000000 0.000007857229 Long DBT USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N FORD CREDIT AUTO LEASE TRUST N/A 34528LAD7 1264000.00000000 PA USD 1239080.49000000 0.035063531879 Long ABS-MBS US N 2 2025-05-15 Fixed 3.23000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X54C4 412454.54000000 PA USD 396373.96000000 0.011216600612 Long DBT USGA US N 2 2049-12-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CES6 3582000.00000000 PA USD 3327901.88000000 0.094173053812 Long SN UST US N 2 2029-05-31 Fixed 2.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QN5C2 0.04000000 PA USD 0.04000000 0.000000001131 Long DBT USGA US N 2 2042-05-01 Fixed 3.00000000 N N N N N N ICON PUBLIC LIMITED COMPANY N/A L5000DAD9 171908.66000000 PA USD 171243.37000000 0.004845849330 Long LON US N 2 2028-07-03 Floating 5.93750160 N N N N N N Government National Mortgage Association N/A 36202WAA7 60697.55000000 PA USD 62243.68000000 0.001761373272 Long DBT USGA US N 2 2034-04-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TAXN7 23224.50000000 PA USD 23284.47000000 0.000658904536 Long DBT USGA US N 2 2023-12-15 Fixed 6.50000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200JY8 1510000.00000000 PA USD 1468517.42000000 0.041556144082 Long DBT CORP US N 2 2024-05-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 21H030617 1321000.00000000 PA USD 1175930.10000000 0.033276500503 Long DBT USGA US N 2 2043-01-15 Fixed 3.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CY3 700000.00000000 PA USD 534967.61000000 0.015138527318 Long DBT NUSS GB N 2 2032-11-22 Fixed 2.87100000 N N N N N N BRK: CITIGROUP N/A N/A 2600000.00000000 NC USD 777047.96000000 0.021988923348 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2053-07-24 0.00000000 USD 0.00000000 USD -2600000.00000000 USD 777047.96000000 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBC0 440000.00000000 PA USD 439782.74000000 0.012444983395 Long DBT NUSS IT N 2 2023-01-12 Fixed 3.37500000 N N N N N N MEG Energy Corp. 5493002WXPTG5ZC1T326 552704AF5 80000.00000000 PA USD 75442.00000000 0.002134859674 Long DBT NUSS CA N 2 2029-02-01 Fixed 5.87500000 N N N N N N STORE CAPITAL CORPORATION 5493004EA6C9IHDZ7N66 862121AC4 479000.00000000 PA USD 367626.09000000 0.010403092640 Long DBT CORP US N 2 2030-11-18 Fixed 2.75000000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 30711XAK0 1346980.72000000 PA USD 1372244.83000000 0.038831819831 Long DBT USGA US N 2 2024-07-25 Floating 7.38870840 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST N/A 61762DAY7 80000.00000000 PA USD 79003.81000000 0.002235651866 Long ABS-MBS US N 2 2046-05-15 Fixed 3.45600000 N N N N N N Government National Mortgage Association N/A 36201YLK0 8715.15000000 PA USD 8936.73000000 0.000252891817 Long DBT USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L2NR0 86643.84000000 PA USD 71192.71000000 0.002014613156 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N GSR MORTGAGE LOAN TRUST N/A 36242DCH4 7577.66000000 PA USD 7459.93000000 0.000211101292 Long ABS-MBS US N 2 2034-09-25 Fixed 6.00000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAK8 435000.00000000 PA USD 457664.39000000 0.012950998791 Long DBT CORP US N 2 2033-10-28 Fixed 6.12300000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AFXA4 72718.03000000 PA USD 60155.13000000 0.001702271430 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89114QCH9 460000.00000000 PA USD 419641.24000000 0.011875018705 Long DBT NUSS CA N 2 2025-06-12 Fixed 1.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MN2Q2 18585.32000000 PA USD 17847.99000000 0.000505062884 Long DBT USGA US N 2 2043-01-01 Fixed 4.00000000 N N N N N N NELNET STUDENT LOAN CORPORATION N/A 64033LAC4 950000.00000000 PA USD 909082.36000000 0.025725236228 Long ABS-MBS US N 2 2037-07-27 Floating 5.23870920 N N N N N N Glencore Finance (Canada) Limited 5493005TTO0UJ33KCK70 98417EAN0 36000.00000000 PA USD 33891.90000000 0.000959073866 Long DBT NUSS AU N 2 2041-11-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCRV9 1635004.27000000 PA USD 1521029.89000000 0.043042143322 Long DBT USGA US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXTC6 2464087.68000000 PA USD 2038304.00000000 0.057679979518 Long DBT USGA US N 2 2061-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BDCE3 635720.87000000 PA USD 638451.30000000 0.018066911465 Long DBT USGA US N 2 2052-06-01 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFL8 80000.00000000 PA USD 77275.95000000 0.002186756839 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N CSMC TRUST N/A 12653TAB7 1895001.06000000 PA USD 1647446.27000000 0.046619477326 Long ABS-MBS US N 2 2048-02-25 Floating 3.49999920 N N N N N N Government National Mortgage Association N/A 38376RFG6 182716.50000000 PA USD 180733.84000000 0.005114410897 Long DBT USGA US N 2 2065-08-20 Floating 4.31156880 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AN0 470000.00000000 PA USD 505430.65000000 0.014302689657 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCK8 470000.00000000 PA USD 421287.65000000 0.011921608858 Long DBT CORP US N 2 2046-08-21 Fixed 4.86200000 N N N N N Government National Mortgage Association N/A 36200MWY5 8013.35000000 PA USD 8224.35000000 0.000232732869 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCQ76 921215.40000000 PA USD 822970.38000000 0.023288437182 Long DBT USGA US N 2 2051-08-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374CLS3 14738.38000000 PA USD 15670.58000000 0.000443446479 Long DBT USGA US N 2 2036-10-01 Fixed 6.50000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAJ9 1560000.00000000 PA USD 1418157.34000000 0.040131053231 Long DBT CORP BE N 2 2046-02-01 Fixed 4.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDKE5 1993852.30000000 PA USD 1774251.04000000 0.050207802000 Long DBT USGA US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BFPJ3 112.10000000 PA USD 107.99000000 0.000003055903 Long DBT USGA US N 2 2052-07-01 Fixed 4.50000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CM5 300000.00000000 PA USD 271317.97000000 0.007677762960 Long DBT CORP US N 2 2027-02-15 Fixed 3.00000000 N N N N N HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 406216BJ9 60000.00000000 PA USD 55506.82000000 0.001570733433 Long DBT CORP US N 2 2035-11-15 Fixed 4.85000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABV6 270000.00000000 PA USD 237807.77000000 0.006729490450 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36250PAC9 345842.62000000 PA USD 329827.86000000 0.009333477346 Long ABS-MBS US N 2 2048-07-10 Fixed 3.49800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CMG6 454576.88000000 PA USD 434214.14000000 0.012287403008 Long DBT USGA US N 2 2047-07-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SS8 2394000.00000000 PA USD 1424430.00000000 0.040308557126 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N Government National Mortgage Association 2 N/A 36179TJX4 186606.71000000 PA USD 173906.04000000 0.004921197635 Long DBT USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QCCX2 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2049-11-01 Fixed 5.00000000 N N N N N N COMM MORTGAGE TRUST N/A 200474BB9 1488438.00000000 PA USD 1427648.11000000 0.040399623287 Long ABS-MBS US N 2 2048-02-10 Fixed 2.92200000 N N N N N N ITC HOLDINGS CORP. 549300HTO5U9D3SLE207 465685AG0 1152000.00000000 PA USD 1142446.45000000 0.032328979306 Long DBT CORP US N 2 2023-07-01 Fixed 4.05000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 385000.00000000 PA USD 361405.49000000 0.010227061940 Long DBT CORP DE N 2 2028-12-15 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKZN2 698.96000000 PA USD 598.91000000 0.000016947970 Long DBT USGA US N 2 2051-01-01 Fixed 2.50000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2K9 200000.00000000 PA USD 163908.66000000 0.004638291516 Long DBT NUSS FR N 2 2031-01-13 Fixed 3.05200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BA4C2 0.04000000 PA USD 0.04000000 0.000000001131 Long DBT USGA US N 2 2052-05-01 Fixed 4.00000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBU9 1300000.00000000 PA USD 1231631.74000000 0.034852746959 Long DBT CORP US N 2 2028-05-01 Fixed 3.70000000 N N N N N N TRESTLES CLO LTD N/A 89532WAC3 3445000.00000000 PA USD 3318003.52000000 0.093892949764 Long ABS-CBDO CORP KY Y 2 2034-07-21 Floating 5.97756960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJAK9 1901533.25000000 PA USD 1728290.79000000 0.048907217652 Long DBT USGA US N 2 2047-02-01 Fixed 3.00000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286MAB4 432984.56000000 PA USD 431634.43000000 0.012214402307 Long ABS-MBS US N 2 2026-10-15 Fixed 2.12000000 N N N N N N Government National Mortgage Association 2 N/A 3622AA4R2 1240224.06000000 PA USD 1051378.71000000 0.029751942035 Long DBT USGA US N 2 2051-04-20 Fixed 2.50000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CL6 173000.00000000 PA USD 146836.48000000 0.004155182523 Long DBT CORP US N 2 2038-01-15 Fixed 3.40000000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A 17329PAY8 1099.18000000 PA USD 882.31000000 0.000024967631 Long ABS-MBS US Y 2 2051-05-25 Floating 2.49999840 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TK4 30000.00000000 PA USD 26812.50000000 0.000758740821 Long DBT UST US N 2 2042-08-15 Fixed 3.37500000 N N N N N N DELL INTERNATIONAL L.L.C. N/A 24703DBE0 698000.00000000 PA USD 467469.26000000 0.013228457257 Long DBT CORP US N 2 2041-12-15 Fixed 3.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D4V1 921520.53000000 PA USD 866005.18000000 0.024506237070 Long DBT USGA US N 2 2051-09-01 Fixed 4.00000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448EQ7 50000.00000000 PA USD 47593.07000000 0.001346789930 Long DBT CORP US N 2 2025-03-19 Fixed 2.25000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABS3 330000.00000000 PA USD 279355.16000000 0.007905199571 Long DBT CORP US N 2 2029-02-15 Fixed 2.62500000 N N N N N N DELL INTERNATIONAL L.L.C. N/A 24703TAD8 39000.00000000 PA USD 39786.08000000 0.001125867524 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DUA8 56572.64000000 PA USD 48179.98000000 0.001363398325 Long DBT USGA US N 2 2040-11-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGTG4 807955.67000000 PA USD 710682.55000000 0.020110913253 Long DBT USGA US N 2 2042-02-01 Fixed 2.50000000 N N N N N N RECKITT BENCKISER TREASURY SERVICES PLC 213800LAXWIUOOBZ3908 75625QAD1 1505000.00000000 PA USD 1454173.50000000 0.041150239462 Long DBT NUSS GB N 2 2024-06-26 Fixed 2.75000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 74977RDN1 1691000.00000000 PA USD 1557954.69000000 0.044087042271 Long DBT NUSS NL N 2 2028-04-06 Fixed 3.64900000 N N N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884LAN9 320000.00000000 PA USD 271179.57000000 0.007673846513 Long DBT CORP US N 2 2031-05-15 Fixed 3.62500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGGW3 861472.89000000 PA USD 710760.54000000 0.020113120216 Long DBT USGA US N 2 2052-03-01 Fixed 2.00000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HY6 633000.00000000 PA USD 429181.44000000 0.012144987533 Long DBT CORP US N 2 2047-12-01 Fixed 3.95000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FMU26 1989053.30000000 PA USD 89605.06000000 0.002535646314 Long DBT USGA US N 2 2029-06-25 Floating 0.87982560 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397TP97 4454.07000000 PA USD 312.17000000 0.000008833794 Long DBT USGA US N 2 2038-05-15 Floating 1.71213840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K06Q1 4446.20000000 PA USD 4529.82000000 0.000128184963 Long DBT USGA US N 2 2035-12-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFNU1 350896.39000000 PA USD 310831.60000000 0.008795920687 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCP9 702000.00000000 PA USD 607765.63000000 0.017198567578 Long DBT CORP US N 2 2027-09-22 Fixed 1.47000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBJ9 390000.00000000 PA USD 330774.35000000 0.009360261145 Long DBT CORP US N 2 2029-08-26 Fixed 2.37500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EG5M2 70393.07000000 PA USD 73318.79000000 0.002074777023 Long DBT USGA US N 2 2040-10-01 Fixed 6.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AU3 560000.00000000 PA USD 538690.87000000 0.015243888226 Long DBT NUSS GB N 2 2025-08-18 Fixed 4.25000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335B4Y9 0.06000000 PA USD 0.05000000 0.000000001414 Long DBT USGA US N 2 2048-09-01 Fixed 3.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NX5 915000.00000000 PA USD 918913.44000000 0.026003436385 Long DBT CORP US N 2 2026-09-29 Fixed 5.61000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNJF1 362271.04000000 PA USD 310793.86000000 0.008794852720 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N BRIGHTHOUSE FINANCIAL, INC. 5493003T8SZSHOGGAW52 10922NAH6 279000.00000000 PA USD 176115.24000000 0.004983713634 Long DBT CORP US N 2 2051-12-22 Fixed 3.85000000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CU1 284000.00000000 PA USD 201914.92000000 0.005713793649 Long DBT CORP US N 2 2052-04-01 Fixed 3.20000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63940VAB8 35838.00000000 PA USD 35150.92000000 0.000994701646 Long ABS-MBS US N 2 2042-06-16 Fixed 3.52000000 N N N N N N METROPOLITAN EDISON COMPANY N/A 591894CC2 493000.00000000 PA USD 462725.88000000 0.013094228967 Long DBT CORP US N 2 2029-01-15 Fixed 4.30000000 N N N N N N CARGILL, INCORPORATED QXZYQNMR4JZ5RIRN4T31 141781BL7 440000.00000000 PA USD 431041.75000000 0.012197630633 Long DBT CORP US N 2 2023-07-23 Fixed 1.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAM5 5100425.01000000 PA USD 3940492.42000000 0.111508156819 Long DBT USGA US N 2 2050-12-01 Fixed 1.50000000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BL7 392000.00000000 PA USD 317896.96000000 0.008995856428 Long DBT CORP US N 2 2032-12-15 Fixed 2.85000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BS0 156000.00000000 PA USD 172994.56000000 0.004895404550 Long DBT CORP US N 2 2052-11-01 Fixed 6.25000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 802918AC6 1600000.00000000 PA USD 1580158.40000000 0.044715363433 Long ABS-MBS US N 2 2026-11-16 Fixed 4.49000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJFW8 1531737.75000000 PA USD 1413423.62000000 0.039997098299 Long DBT USGA US N 2 2050-04-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419BCJ2 109367.16000000 PA USD 110748.42000000 0.003133961664 Long DBT USGA US N 2 2041-02-01 Fixed 5.00000000 N N N N N N CSMC MORTGAGE BACKED TRUST N/A 12649FCL0 1774090.14000000 PA USD 1292690.43000000 0.036580587354 Long ABS-MBS US N 2 2036-10-27 Floating 4.29613920 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAL8 2425000.00000000 PA USD 2415565.20000000 0.068355726752 Long DBT CORP US N 2 2025-03-15 Fixed 6.05000000 N N N N N Government National Mortgage Association N/A 36297GVY3 162698.39000000 PA USD 148947.57000000 0.004214922203 Long DBT USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833ER7 443000.00000000 PA USD 368227.10000000 0.010420100037 Long DBT CORP US N 2 2062-08-08 Fixed 4.10000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LG3Z3 100000.00000000 PA USD 95152.94000000 0.002692640366 Long DBT USGA US N 2 2032-07-01 Fixed 3.84000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCH7 563000.00000000 PA USD 447514.87000000 0.012663787411 Long DBT CORP US N 2 2031-08-15 Fixed 1.90000000 N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAC7 350000.00000000 PA USD 326749.00000000 0.009246351686 Long DBT NUSS CH N 2 2028-03-23 Fixed 4.25300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DUA8 4409764.48000000 PA USD 3755567.45000000 0.106275145217 Long DBT USGA US N 2 2040-11-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36291QEY6 10573.21000000 PA USD 10842.67000000 0.000306826157 Long DBT USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LRUQ9 184251.46000000 PA USD 157888.07000000 0.004467920704 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N APPLEBEE'S FUNDING LLC/IHOP FUNDING LLC N/A 03789XAD0 1851300.00000000 PA USD 1819065.16000000 0.051475953131 Long ABS-MBS US N 2 2049-06-05 Fixed 4.19400000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAG8 800000.00000000 PA USD 773048.34000000 0.021875741998 Long DBT CORP DE N 2 2024-10-08 Fixed 3.37500000 N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468G7 330000.00000000 PA USD 307132.20000000 0.008691234970 Long DBT CORP US N 2 2030-01-23 Fixed 4.43100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L2QJ5 163059.00000000 PA USD 133980.42000000 0.003791381404 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398W2M5 24292.87000000 PA USD 2202.24000000 0.000062319044 Long DBT USGA US N 2 2040-01-15 Floating 1.91214000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A 17309LAF2 1327923.69000000 PA USD 1319646.74000000 0.037343397714 Long ABS-MBS US N 2 2036-08-25 Floating 4.82370840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKLQ6 805730.10000000 PA USD 766728.86000000 0.021696913189 Long DBT USGA US N 2 2032-03-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EDL1 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2042-05-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNCG6 824517.93000000 PA USD 756263.65000000 0.021400768404 Long DBT USGA US N 2 2052-02-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F5CP6 199697.47000000 PA USD 185320.67000000 0.005244209131 Long DBT USGA US N 2 2046-12-01 Fixed 3.50000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46643ABD4 338986.96000000 PA USD 327670.42000000 0.009272426053 Long ABS-MBS US N 2 2047-09-15 Fixed 3.66960000 N N N N N N GSK CONSUMER HEALTHCARE CAPITAL US LLC 549300N8C3A3L0UVQB07 36264FAD3 490000.00000000 PA USD 430160.37000000 0.012172689319 Long DBT CORP US N 2 2032-03-24 Fixed 3.62500000 N N N N N N REXFORD INDUSTRIAL REALTY, L.P. 549300028US163ELJN70 76169XAB0 147000.00000000 PA USD 112640.33000000 0.003187498983 Long DBT CORP US N 2 2031-09-01 Fixed 2.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBKE9 1552224.72000000 PA USD 1424258.27000000 0.040303697506 Long DBT USGA US N 2 2036-06-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TD0 17917000.00000000 PA USD 12459313.74000000 0.352573983732 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N COSTAR GROUP, INC. N/A 22160NAA7 830000.00000000 PA USD 677852.43000000 0.019181885665 Long DBT CORP US N 2 2030-07-15 Fixed 2.80000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61768HAV8 480000.00000000 PA USD 438190.56000000 0.012399927844 Long ABS-MBS US N 2 2052-03-15 Fixed 3.80600000 N N N N N N EQUINIX, INC. 549300EVUN2BTLJ3GT74 29444UBU9 1715000.00000000 PA USD 1523680.11000000 0.043117139316 Long DBT CORP US N 2 2032-04-15 Fixed 3.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QAJA9 417316.71000000 PA USD 408510.92000000 0.011560052621 Long DBT USGA US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411A5E1 59497.72000000 PA USD 60875.61000000 0.001722659592 Long DBT USGA US N 2 2036-11-01 Fixed 6.00000000 N N N N N N GSK CONSUMER HEALTHCARE CAPITAL US LLC 549300N8C3A3L0UVQB07 36264FAM3 1055000.00000000 PA USD 926161.62000000 0.026208545571 Long DBT CORP US N 2 2032-03-24 Fixed 3.62500000 N N N N N N H&E EQUIPMENT SERVICES, INC. 254900KVLRCDMQRYY541 404030AJ7 70000.00000000 PA USD 59625.30000000 0.001687278287 Long DBT CORP US N 2 2028-12-15 Fixed 3.87500000 N N N N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884LAL3 150000.00000000 PA USD 140813.73000000 0.003984750587 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBV9 120000.00000000 PA USD 118631.74000000 0.003357044058 Long DBT CORP BE N 2 2049-01-23 Fixed 5.55000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 1050000.00000000 PA USD 1123315.79000000 0.031787619393 Long DBT CORP US N 2 2052-11-09 Fixed 6.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPU55 556782.25000000 PA USD 558944.61000000 0.015817029087 Long DBT USGA US N 2 2052-08-01 Fixed 5.50000000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAR6 510000.00000000 PA USD 435519.29000000 0.012324336177 Long DBT NUSS GB N 2 2028-01-11 Fixed 2.46900000 N N N N N N Government National Mortgage Association 2 N/A 36202EWE5 22923.13000000 PA USD 24199.85000000 0.000684807983 Long DBT USGA US N 2 2038-09-20 Fixed 6.00000000 N N N N N N COMM MORTGAGE TRUST N/A 12591UAG8 1328362.61000000 PA USD 10194.78000000 0.000288492149 Long DBT USGA US N 2 2047-03-10 Floating 1.05930360 N N N N N N BRK:MORGAN STANLEY N/A N/A 5290000.00000000 NC USD 678931.00000000 0.019212407067 N/A DIR XX N 2 BRK:MORGAN STANLEY N/A Y 2052-04-21 8669.68000000 USD 0.00000000 USD -5290000.00000000 USD 670261.32000000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHX0 265000.00000000 PA USD 221692.39000000 0.006273457008 Long DBT CORP US N 2 2030-10-22 Fixed 2.88400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMMN1 0.04000000 PA USD 0.04000000 0.000000001131 Long DBT USGA US N 2 2051-11-01 Fixed 3.00000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAV2 320000.00000000 PA USD 325667.18000000 0.009215738315 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N RAYMOND JAMES FINANCIAL, INC. RGUZHJ05YTITL6D76949 754730AF6 180000.00000000 PA USD 160024.22000000 0.004528369532 Long DBT CORP US N 2 2046-07-15 Fixed 4.95000000 N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAN4 1000000.00000000 PA USD 827323.30000000 0.023411616225 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617MKK99 289474.65000000 PA USD 282058.23000000 0.007981691116 Long DBT USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A5J49 111294.33000000 PA USD 115515.91000000 0.003268872220 Long DBT USGA US N 2 2042-05-25 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 3617MKLU1 173271.75000000 PA USD 161704.83000000 0.004575927478 Long DBT USGA US N 2 2050-05-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38382UG39 915551.55000000 PA USD 125195.17000000 0.003542776171 Long DBT USGA US N 2 2051-06-20 Fixed 2.50000000 N N N N N N ALTERRA MOUNTAIN COMPANY N/A 46124CAJ6 559700.00000000 PA USD 551657.11000000 0.015610807223 Long LON US N 2 2028-08-17 Floating 7.57143000 N N N N N N NEWREZ WAREHOUSE SECURITIZATION TRUST N/A 65246PAA9 1957000.00000000 PA USD 1925847.50000000 0.054497682561 Long ABS-MBS US Y 2 2055-05-25 Floating 5.13870840 N N N N N N Government National Mortgage Association N/A 36291J3Q1 7231.49000000 PA USD 7419.71000000 0.000209963146 Long DBT USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F050627 2900000.00000000 PA USD 2856235.84000000 0.080825835965 Long DBT USGA US N 2 2053-02-15 Fixed 5.00000000 N N N N N N GUARDIAN LIFE GLOBAL FUNDING 635400NHILJ5JEKILC36 40139LAG8 190000.00000000 PA USD 172089.20000000 0.004869784650 Long DBT CORP US N 2 2025-06-23 Fixed 1.10000000 N N N N N N OTIS WORLDWIDE CORPORATION 549300ZLBKR8VSU25153 68902VAH0 220000.00000000 PA USD 205836.90000000 0.005824777940 Long DBT CORP US N 2 2025-04-05 Fixed 2.05600000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 220000.00000000 PA USD 185327.51000000 0.005244402690 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N Government National Mortgage Association 2 N/A 36179SSP3 1645400.31000000 PA USD 1486466.22000000 0.042064059691 Long DBT USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449MAA4 745667.85000000 PA USD 653196.69000000 0.018484176894 Long ABS-MBS US Y 2 2053-03-17 Fixed 1.34000000 N N N N N N Sands China Ltd. 549300EVO6UZDGY05787 80007RAF2 1580000.00000000 PA USD 1510530.69000000 0.042745036688 Long DBT NUSS MO N 2 2025-08-08 Fixed 5.62500000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RDY7 2800000.00000000 PA USD 2537445.12000000 0.071804687893 Long ABS-MBS US N 2 2027-02-20 Fixed 2.02000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAT9 660000.00000000 PA USD 629484.60000000 0.017813171555 Long DBT CORP US N 2 2026-03-01 Fixed 3.04300000 N N N N N N Government National Mortgage Association N/A 36201CMP6 19766.92000000 PA USD 20825.59000000 0.000589323086 Long DBT USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 36200M5A7 10283.72000000 PA USD 10557.71000000 0.000298762351 Long DBT USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAB9 510000.00000000 PA USD 447389.56000000 0.012660241385 Long DBT CORP US N 2 2027-05-04 Fixed 1.59300000 N N N N N N Ressources Teck Limitee T8KI5SQ2JRWHL7XY0E11 878742AW5 5000.00000000 PA USD 4902.19000000 0.000138722299 Long DBT NUSS CA N 2 2041-07-15 Fixed 6.25000000 N N N N N N Government National Mortgage Association 2 N/A 36179V4V9 529236.59000000 PA USD 460754.92000000 0.013038454690 Long DBT USGA US N 2 2051-01-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MGR60 464182.91000000 PA USD 381436.42000000 0.010793897717 Long DBT USGA US N 2 2047-03-01 Fixed 2.00000000 N N N N N N HILDENE COMMUNITY FUNDING CDO LTD. N/A 43133KAC9 1240000.00000000 PA USD 1081280.00000000 0.030598089516 Long ABS-CBDO CORP KY Y 2 2035-11-01 Fixed 2.60000000 N N N N N N Gobierno De La Republica De Panama 549300SHS4T08CL0LP14 698299BM5 540000.00000000 PA USD 393414.39000000 0.011132850623 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942JAA5 1107751.21000000 PA USD 941715.26000000 0.026648682880 Long ABS-MBS US Y 2 2069-10-15 Fixed 1.06000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SU3 11440000.00000000 PA USD 7270656.31000000 0.205745221050 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N COMM MORTGAGE TRUST N/A 12595HAA6 410000.00000000 PA USD 382730.29000000 0.010830511684 Long ABS-MBS US N 2 2029-10-10 Fixed 3.24400000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGB4 960000.00000000 PA USD 683859.04000000 0.019351860870 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LFY73 100000.00000000 PA USD 92834.74000000 0.002627039883 Long DBT USGA US N 2 2032-06-01 Fixed 3.52000000 N N N N N N DANONE SA 969500KMUQ2B6CBAF162 23636TAD2 1370000.00000000 PA USD 1341462.71000000 0.037960746599 Long DBT NUSS FR N 2 2023-11-02 Fixed 2.58900000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HRV4 377000.00000000 PA USD 351599.69000000 0.009949577157 Long DBT CORP US N 2 2026-10-01 Fixed 2.95000000 N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46651XAD4 150258.89000000 PA USD 127172.38000000 0.003598727311 Long ABS-MBS US N 2 2050-06-25 Floating 2.99999880 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AS8 200000.00000000 PA USD 198641.98000000 0.005621175907 Long DBT NUSS GB N 2 2023-08-16 Fixed 4.05000000 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST N/A 92939LAF3 202623.40000000 PA USD 198551.99000000 0.005618629368 Long ABS-MBS US N 2 2047-11-15 Fixed 3.36900000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBZ5 220000.00000000 PA USD 158770.74000000 0.004492898523 Long DBT CORP US N 2 2060-01-31 Fixed 3.95000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300MD91 46504.05000000 PA USD 46754.92000000 0.001323071940 Long DBT USGA US N 2 2043-09-01 Floating 2.55600000 N N N N N N AMERICAN HOMES 4 RENT TRUST N/A 02666AAA6 1881763.36000000 PA USD 1791930.42000000 0.050708093554 Long ABS-MBS US N 2 2052-04-17 Fixed 3.46700000 N N N N N N CSMC TRUST N/A 12661GAA7 380959.93000000 PA USD 325211.02000000 0.009202829888 Long ABS-MBS US Y 2 2060-01-25 Floating 2.00000160 N N N N N N Government National Mortgage Association 2 N/A 3622A2R38 83986.38000000 PA USD 78513.62000000 0.002221780457 Long DBT USGA US N 2 2046-01-20 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TM0 4060000.00000000 PA USD 3974993.75000000 0.112484476352 Long DBT UST US N 2 2042-11-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K4E71 134579.11000000 PA USD 124154.35000000 0.003513323020 Long DBT USGA US N 2 2049-11-01 Fixed 3.50000000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46632HAL5 1762.60000000 PA USD 1665.79000000 0.000047138568 Long ABS-MBS US N 2 2051-02-15 Floating 6.51375360 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3C3 30000.00000000 PA USD 24137.17000000 0.000683034263 Long DBT CORP US N 2 2028-08-19 Fixed 1.98500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKFA1 458133.99000000 PA USD 410063.64000000 0.011603991532 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N NESTLE HOLDINGS, INC. 549300EAEU8YV8MQXP30 641062BE3 321000.00000000 PA USD 301897.11000000 0.008543092257 Long DBT CORP US N 2 2053-01-15 Fixed 4.70000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GEU9 1200000.00000000 PA USD 1199589.48000000 0.033946014253 Long DBT CORP US N 2 2023-01-11 Fixed 3.30000000 N N N N N N Government National Mortgage Association 2 N/A 21H032613 2900000.00000000 PA USD 2663984.14000000 0.075385492366 Long DBT US N 2 2041-01-15 Fixed 3.50000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78445AAD8 489264.97000000 PA USD 488159.38000000 0.013813946810 Long ABS-MBS US N 2 2022-07-25 Floating 6.00842880 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FEV6 41523.33000000 PA USD 40041.22000000 0.001133087483 Long ABS-MBS US N 2 2033-10-25 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AAK52 373407.22000000 PA USD 356505.35000000 0.010088397651 Long DBT USGA US N 2 2038-01-01 Fixed 3.50000000 N N N N N N CIM TRUST N/A 12553XAD5 53703.95000000 PA USD 50130.37000000 0.001418590511 Long ABS-MBS US N 2 2048-08-25 Floating 3.99999960 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175AY0 774000.00000000 PA USD 758598.16000000 0.021466830429 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CE2 400000.00000000 PA USD 377085.01000000 0.010670761404 Long DBT NUSS JP N 2 2028-04-19 Fixed 4.08000000 N N N N N N THE FEDERAL HOME LOAN BANKS N/A 3130APYA7 13660000.00000000 PA USD 12931098.44000000 0.365924559423 Long DBT USGA US N 2 2024-06-14 Fixed 1.04000000 N N N N N N Government National Mortgage Association 2 N/A 3617FJYQ7 66049.84000000 PA USD 58752.14000000 0.001662569583 Long DBT USGA US N 2 2047-01-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38380LBS1 264426.99000000 PA USD 261029.74000000 0.007386626360 Long DBT USGA US N 2 2068-02-20 Floating 4.14156960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJNQ2 715836.24000000 PA USD 651397.33000000 0.018433258558 Long DBT USGA US N 2 2044-02-01 Fixed 3.00000000 N N N N N N ECOPETROL S.A. 254900IDGKCJICKBPA66 279158AJ8 1276000.00000000 PA USD 888170.62000000 0.025133475266 Long DBT NUSS CO N 2 2045-05-28 Fixed 5.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XADY5 84046.02000000 PA USD 69526.58000000 0.001967464966 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TG3 2495000.00000000 PA USD 1999118.75000000 0.056571114296 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N HOTWIRE FUNDING LLC N/A 44148JAA7 820000.00000000 PA USD 711381.90000000 0.020130703477 Long ABS-MBS US Y 2 2051-11-20 Fixed 2.31100000 N N N N N N CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CERTIFICATES N/A 161546HA7 23836.73000000 PA USD 23414.13000000 0.000662573658 Long ABS-MBS US N 2 2034-11-25 Floating 4.85252640 N N N N N N TARGA RESOURCES PARTNERS LP 6OQWTZ1SPC04IFT4T704 87612BBS0 662000.00000000 PA USD 597752.90000000 0.016915227085 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361ZP6 381000.00000000 PA USD 376237.50000000 0.010646778544 Long DBT CORP US N 2 2023-04-19 Fixed 3.80000000 N N N N N N Government National Mortgage Association N/A 36291H2J2 23845.23000000 PA USD 24452.27000000 0.000691950971 Long DBT USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FEB0 19335.16000000 PA USD 17913.03000000 0.000506903388 Long ABS-MBS US N 2 2033-10-25 Floating 4.23695880 N N N N N N VONTIER CORPORATION 549300VVSQLG4P5K4639 928881AF8 425000.00000000 PA USD 307091.40000000 0.008690080411 Long DBT CORP US N 2 2031-04-01 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LRU55 89260.90000000 PA USD 76645.23000000 0.002168908708 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEA9 1818000.00000000 PA USD 1690183.44000000 0.047828854872 Long DBT CORP US N 2 2025-05-30 Fixed 0.79000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FY4 130000.00000000 PA USD 101960.88000000 0.002885291629 Long DBT CORP US N 2 2050-04-01 Fixed 3.95000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 29426VAD8 594000.00000000 PA USD 572207.03000000 0.016192329392 Long ABS-MBS US N 2 2054-05-15 Floating 4.58025840 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397A86 200000.00000000 PA USD 179000.00000000 0.005065346647 Long DBT CORP US N 2 2027-08-17 Fixed 4.12500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCZ0 38000.00000000 PA USD 33722.45000000 0.000954278765 Long DBT CORP US N 2 2042-10-01 Fixed 4.62500000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWL4 380000.00000000 PA USD 353069.76000000 0.009991177236 Long DBT CORP US N 2 2028-06-05 Fixed 3.69100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300ME33 188235.11000000 PA USD 190088.09000000 0.005379117706 Long DBT USGA US N 2 2043-10-01 Floating 2.54199960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M3DT4 1126911.23000000 PA USD 1058951.81000000 0.029966245816 Long DBT USGA US N 2 2051-10-01 Fixed 4.00000000 N N N N N N HIT TRUST N/A 40442AAA7 1560000.00000000 PA USD 1535362.76000000 0.043447735249 Long ABS-MBS US Y 2 2024-07-15 Floating 6.72680880 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216CX6 190000.00000000 PA USD 125850.02000000 0.003561307133 Long DBT CORP US N 2 2050-06-01 Fixed 2.60000000 N N N N N N MCAFEE 5/21 N/A 55910RAB9 1504800.00000000 PA USD 1280961.00000000 0.036248667639 Long LON US N 2 2028-07-27 Floating 9.16999920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339UVJ6 217288.36000000 PA USD 192253.66000000 0.005440399062 Long DBT USGA US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36291ETV3 6914.90000000 PA USD 7098.24000000 0.000200866179 Long DBT USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PDF0 713000.00000000 PA USD 670836.21000000 0.018983340489 Long DBT CORP US N 2 2030-06-14 Fixed 4.56500000 N N N N N Government National Mortgage Association 2 N/A 36179TXX8 379121.60000000 PA USD 379463.15000000 0.010738058071 Long DBT USGA US N 2 2048-05-20 Fixed 5.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MP3 640000.00000000 PA USD 587709.83000000 0.016631028029 Long DBT CORP US N 2 2031-03-31 Fixed 4.41200000 N N N N N N Government National Mortgage Association 2 N/A 36202FHY5 4495.50000000 PA USD 4555.48000000 0.000128911091 Long DBT USGA US N 2 2040-07-20 Fixed 5.00000000 N N N N N N GFL ENVIRONMENTAL N/A C7052BAH7 56385.34000000 PA USD 56369.55000000 0.001595146989 Long LON US N 2 2025-05-30 Floating 7.41471120 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FUWQ3 789786.64000000 PA USD 131695.26000000 0.003726715887 Long DBT USGA US N 2 2050-07-25 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411WWL7 9080.75000000 PA USD 9259.35000000 0.000262021326 Long DBT USGA US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KSVF1 6209087.43000000 PA USD 5060792.03000000 0.143210424273 Long DBT USGA US N 2 2051-12-01 Fixed 2.00000000 N N N N N N AETNA INC. 549300QKBENKLBXQ8968 00817YAV0 1175000.00000000 PA USD 1162629.31000000 0.032900114403 Long DBT CORP US N 2 2023-06-15 Fixed 2.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGWC9 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2042-04-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFU0 23429000.00000000 PA USD 23515028.48000000 0.665428886518 Long SN UST US N 2 2027-10-31 Fixed 4.12500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -10481.01000000 -0.00029659189 N/A DFE US N 2 U.S. DOLLARS N/A 1226260.00000000 CAD 894708.04000000 USD 2023-01-18 -10481.01000000 N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CQ6 616000.00000000 PA USD 422920.23000000 0.011967807650 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FAQ4 332000.00000000 PA USD 297522.52000000 0.008419299996 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N Government National Mortgage Association N/A 36178WDM8 436576.80000000 PA USD 399641.59000000 0.011309068090 Long DBT USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N GALAXY PIPELINE ASSETS BIDCO LIMITED 549300L82YB0C6JQIC26 36321PAA8 726731.05000000 PA USD 672302.74000000 0.019024840393 Long DBT NUSS AE N 2 2027-09-30 Fixed 1.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HNGT3 36254.78000000 PA USD 35447.33000000 0.001003089464 Long DBT USGA US N 2 2048-07-01 Fixed 4.50000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BZ2 375000.00000000 PA USD 314182.50000000 0.008890744543 Long DBT CORP US N 2 2045-05-01 Fixed 4.40000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BR2 130000.00000000 PA USD 101443.19000000 0.002870642024 Long DBT CORP US N 2 2032-02-03 Fixed 2.15000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHJF5 483238.89000000 PA USD 455928.98000000 0.012901890114 Long DBT USGA US N 2 2052-06-01 Fixed 4.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDU2 411000.00000000 PA USD 254172.80000000 0.007192588494 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N GSK CONSUMER HEALTHCARE CAPITAL US LLC 549300N8C3A3L0UVQB07 36264FAC5 290000.00000000 PA USD 260778.51000000 0.007379517047 Long DBT CORP US N 2 2029-03-24 Fixed 3.37500000 N N N N N N Government National Mortgage Association N/A 36290SNK3 12508.66000000 PA USD 13014.58000000 0.000368286922 Long DBT USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VAR2 486000.00000000 PA USD 425149.50000000 0.012030891590 Long DBT CORP US N 2 2030-07-01 Fixed 3.30000000 N N N N N N NEUBERGER BERMAN CLO LTD N/A 64129UBS3 347099.29000000 PA USD 342158.68000000 0.009682415211 Long ABS-CBDO CORP KY N 2 2029-04-22 Floating 5.35457160 N N N N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160KAM7 284000.00000000 PA USD 266910.62000000 0.007553043655 Long DBT CORP US N 2 2027-05-18 Fixed 3.00000000 N N N N N CONOCO FUNDING COMPANY XX71EBFZWSRCIL200314 20825UAC8 180000.00000000 PA USD 205138.05000000 0.005805001865 Long DBT NUSS US N 2 2031-10-15 Fixed 7.25000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JQ1 144000.00000000 PA USD 112545.59000000 0.003184818028 Long DBT CORP US N 2 2040-07-01 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DC0 670000.00000000 PA USD 580662.82000000 0.016431611557 Long DBT NUSS GB N 2 2033-03-29 Fixed 4.76200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411JSG2 4769.42000000 PA USD 4848.09000000 0.000137191376 Long DBT USGA US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M33H1 185485.21000000 PA USD 158622.02000000 0.004488690040 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N N/A N/A N/A 336.00000000 NC USD 36750.00000000 0.001039952454 N/A DIR US N 1 US 10YR FUT OPTN Feb23P 109 N/A Put Purchased N/A Put Option 109 Jan 2023 on US 10YR NOTE (Globex) Mar 2023 336000.00000000 109.00000000 USD 2023-01-30 XXXX -1534.41000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B4GZ3 29373196.27000000 PA USD 6955.57000000 0.000196828900 Long DBT USGA US N 2 2023-05-25 Floating 0.06239520 N N N N N N Government National Mortgage Association N/A 38381WDY1 157307.24000000 PA USD 143211.08000000 0.004052590860 Long DBT USGA US N 2 2049-06-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B1J94 50272.85000000 PA USD 7845.77000000 0.000222019803 Long DBT USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N COMM MORTGAGE TRUST N/A 12624XAP3 299000.00000000 PA USD 297359.42000000 0.008414684588 Long ABS-MBS US N 2 2046-03-10 Fixed 3.39700000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABW4 84000.00000000 PA USD 72559.15000000 0.002053280710 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BA2W0 127.93000000 PA USD 120.05000000 0.000003397178 Long DBT USGA US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H8BK6 1491000.00000000 PA USD 1318969.61000000 0.037324236272 Long DBT USGA US N 2 2032-06-25 Floating 2.99999880 N N N N N N HUDSON RIVER TRADING LLC N/A 44413EAF5 23250.00000000 PA USD 21946.37000000 0.000621038948 Long LON US N 2 2028-03-20 Floating 7.20093960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3G50 94276.61000000 PA USD 77185.60000000 0.002184200113 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385JET1 14149.83000000 PA USD 14203.38000000 0.000401927616 Long DBT USGA US N 2 2026-09-01 Fixed 7.00000000 N N N N N N FRESENIUS MEDICAL CARE US FINANCE III, INC. 5299006ZHLMXOOUVTU44 35805BAC2 1345000.00000000 PA USD 1140543.66000000 0.032275134106 Long DBT CORP DE N 2 2026-12-01 Fixed 1.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QDWP5 997643.98000000 PA USD 881790.41000000 0.024952927918 Long DBT USGA US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36213UWG1 667.47000000 PA USD 684.81000000 0.000019378771 Long DBT USGA US N 2 2031-08-15 Fixed 6.00000000 N N N N N N CAESARS RESORT COLLECTION LLC N/A 12769LAB5 155020.51000000 PA USD 154529.09000000 0.004372868201 Long LON US N 2 2024-12-23 Floating 7.13356920 N N N N N N BWAY MORTGAGE TRUST N/A 05604LAA0 1540000.00000000 PA USD 1359217.86000000 0.038463182295 Long ABS-MBS US N 2 2035-01-10 Fixed 2.91700000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BS0 1005000.00000000 PA USD 964386.31000000 0.027290228841 Long DBT CORP US N 2 2030-05-01 Fixed 4.40000000 N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CA8 280000.00000000 PA USD 257650.00000000 0.007290986390 Long DBT CORP US N 2 2027-04-15 Fixed 2.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 135000.00000000 PA USD 122246.46000000 0.003459333499 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAA0 225000.00000000 PA USD 166274.32000000 0.004705235024 Long DBT CORP US N 2 2031-08-15 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H5CE5 544967.30000000 PA USD 479757.17000000 0.013576180854 Long DBT USGA US N 2 2049-05-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402CTT9 146558.65000000 PA USD 151307.68000000 0.004281708657 Long DBT USGA US N 2 2034-02-01 Fixed 6.00000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457BV1 51000.00000000 PA USD 48555.71000000 0.001374030742 Long DBT CORP US N 2 2044-06-24 Fixed 5.75000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LGZP0 200000.00000000 PA USD 190193.61000000 0.005382103714 Long DBT USGA US N 2 2032-08-01 Fixed 3.84000000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AC7 585000.00000000 PA USD 567026.11000000 0.016045719584 Long DBT CORP US N 2 2024-12-01 Fixed 3.35000000 N N N N N CHENIERE ENERGY PARTNERS, L.P. 5493005UEC8AZ34LDV29 16411QAK7 100000.00000000 PA USD 85136.00000000 0.002409180738 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CM5 140000.00000000 PA USD 126372.54000000 0.003576093418 Long DBT CORP US N 2 2027-02-01 Fixed 2.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKLT3 1042363.08000000 PA USD 932995.61000000 0.026401933997 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411X2V6 12122.80000000 PA USD 12312.57000000 0.000348421425 Long DBT USGA US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQQV7 785702.59000000 PA USD 771841.41000000 0.021841588261 Long DBT USGA US N 2 2045-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FVQ54 278342.77000000 PA USD 41351.27000000 0.001170159312 Long DBT USGA US N 2 2050-09-25 Fixed 2.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFM6 1070000.00000000 PA USD 1047273.71000000 0.029635778639 Long DBT CORP US N 2 2025-01-22 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9TA3 72480.66000000 PA USD 61674.76000000 0.001745273959 Long DBT USGA US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MJ7H2 187373.68000000 PA USD 172501.28000000 0.004881445700 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYC2 120000.00000000 PA USD 86436.67000000 0.002445987132 Long DBT CORP US N 2 2042-04-22 Fixed 3.21000000 N N N N N N Government National Mortgage Association 2 N/A 36179ACP9 11505.75000000 PA USD 11180.74000000 0.000316392870 Long DBT USGA US N 2 2063-04-20 Floating 3.62999880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJYN2 440671.44000000 PA USD 423489.22000000 0.011983908943 Long DBT USGA US N 2 2047-02-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFZ9 43360000.00000000 PA USD 43122875.00000000 1.220292236478 Long SN UST US N 2 2027-11-30 Fixed 3.87500000 N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2N2 860000.00000000 PA USD 800365.75000000 0.022648770775 Long DBT CORP US N 2 2026-04-30 Fixed 2.18800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31390BWF1 23386.48000000 PA USD 23783.81000000 0.000673034872 Long DBT USGA US N 2 2032-04-01 Fixed 7.00000000 N N N N N N SMALL BUSINESS INVESTMENT COMPANIES N/A 831641FU4 455000.00000000 PA USD 443225.51000000 0.012542406990 Long ABS-MBS US N 2 2032-09-10 Fixed 4.26200000 N N N N N N TRITON CONTAINER FINANCE LLC 549300GTUDI4TJ0XZQ86 89680HAA0 418933.25000000 PA USD 358421.99000000 0.010142634779 Long ABS-MBS US N 2 2045-09-20 Fixed 2.11000000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962GX74 2400000.00000000 PA USD 1933643.78000000 0.054718301895 Long DBT CORP US N 2 2036-08-15 Floating 5.08614120 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVK2 802338.64000000 PA USD 676331.10000000 0.019138835029 Long DBT USGA US N 2 2041-07-01 Fixed 2.00000000 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EWE5 1255000.00000000 PA USD 1159713.03000000 0.032817589436 Long DBT CORP US N 2 2029-04-18 Fixed 3.35000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78442GHH2 1582962.64000000 PA USD 1551543.68000000 0.043905623344 Long ABS-MBS US N 2 2033-12-15 Floating 5.96900160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DSH6 1415711.77000000 PA USD 1158386.35000000 0.032780047010 Long DBT USGA US N 2 2050-09-01 Fixed 2.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJK6 720000.00000000 PA USD 640101.60000000 0.018113611697 Long DBT CORP US N 2 2026-10-24 Fixed 1.19700000 N N N N N Russia, Federation of (Government) 5493004EHVGF71PDBU58 N/A 63630000.00000000 PA 235343.84000000 0.006659766095 Long DBT NUSS RU N 2 2030-04-10 Fixed 7.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJEJ8 2454017.01000000 PA USD 2395035.35000000 0.067774772523 Long DBT USGA US N 2 2027-01-01 Fixed 4.00000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582CG5 440000.00000000 PA USD 386058.09000000 0.010924681855 Long DBT NUSS NL N 2 2030-04-06 Fixed 2.75000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 92564RAG0 100000.00000000 PA USD 95875.00000000 0.002713073239 Long DBT CORP US N 2 2025-06-15 Fixed 4.62500000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAY1 540000.00000000 PA USD 409424.74000000 0.011585911923 Long DBT NUSS IE N 2 2033-10-29 Fixed 3.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9M93 325597.35000000 PA USD 302076.76000000 0.008548175998 Long DBT USGA US N 2 2038-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AWMS0 912431.41000000 PA USD 802259.14000000 0.022702349975 Long DBT USGA US N 2 2051-11-01 Fixed 3.00000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2E3 464000.00000000 PA USD 462858.72000000 0.013097988077 Long DBT NUSS FR N 2 2023-03-01 Fixed 3.50000000 N N N N N N JACKSON FINANCIAL INC. 213800WXW2KG1N4CO374 46817MAL1 1405000.00000000 PA USD 1076905.47000000 0.030474298952 Long DBT CORP US N 2 2031-11-23 Fixed 3.12500000 N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JXN6 280000.00000000 PA USD 215031.60000000 0.006084969800 Long DBT NUSS IL N 2 2050-01-15 Fixed 3.37500000 N N N N N N CONTINENTAL RESOURCES, INC. XXRTID9RYWOZ0UPIVR53 212015AU5 220000.00000000 PA USD 190620.48000000 0.005394183292 Long DBT CORP US N 2 2026-11-15 Fixed 2.26800000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03065WAD7 490000.00000000 PA USD 480805.10000000 0.013605835204 Long ABS-MBS US N 2 2028-04-18 Fixed 4.38000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBF7 1312000.00000000 PA USD 984783.51000000 0.027867429336 Long DBT CORP US N 2 2033-02-15 Fixed 2.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWP0 248314.48000000 PA USD 215936.40000000 0.006110573854 Long DBT USGA US N 2 2042-04-01 Fixed 2.50000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449YAA8 538105.10000000 PA USD 480243.73000000 0.013589949541 Long ABS-MBS US Y 2 2051-07-17 Fixed 1.31000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63940QAB9 261051.14000000 PA USD 253273.67000000 0.007167144890 Long ABS-MBS US N 2 2059-12-15 Fixed 3.61000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216CU2 490000.00000000 PA USD 432559.97000000 0.012240593262 Long DBT CORP US N 2 2027-06-01 Fixed 1.45000000 N N N N N Government National Mortgage Association N/A 36291LD44 5894.92000000 PA USD 6051.00000000 0.000171231355 Long DBT USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFY2 3975000.00000000 PA USD 3948292.97000000 0.111728896986 Long SN UST US N 2 2029-11-30 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CNE0 1070714.70000000 PA USD 1022586.10000000 0.028937168010 Long DBT USGA US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJFE8 159470.71000000 PA USD 137899.36000000 0.003902279669 Long DBT USGA US N 2 2051-03-01 Fixed 2.50000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B36 470000.00000000 PA USD 385794.80000000 0.010917231267 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LU3 59000.00000000 PA USD 48764.41000000 0.001379936540 Long DBT CORP US N 2 2039-01-24 Fixed 3.87800000 N N N N N N Government National Mortgage Association 2 N/A 36179TV77 256547.52000000 PA USD 252483.84000000 0.007144794260 Long DBT USGA US N 2 2048-04-20 Fixed 4.50000000 N N N N N N CREDIT SUISSE FIRST BOSTON CORPORATION N/A 22541Q4B5 13318.58000000 PA USD 12951.94000000 0.000366514334 Long ABS-MBS US N 2 2033-12-25 Fixed 7.00000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAQ6 1795000.00000000 PA USD 1547736.85000000 0.043797897569 Long DBT CORP DE N 2 2048-06-25 Fixed 4.87500000 N N N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671DCH6 180000.00000000 PA USD 167651.01000000 0.004744192634 Long DBT CORP US N 2 2030-08-01 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4BM4 28880.41000000 PA USD 29526.60000000 0.000835544493 Long DBT USGA US N 2 2036-11-01 Fixed 5.00000000 N N N N N N BRK:- CITIGROUP GLOBAL MARKETS N/A N/A 66350000.00000000 NC USD -2572137.40000000 -0.07278641093 N/A DIR XX N 2 BRK:- CITIGROUP GLOBAL MARKETS N/A Y 2024-06-10 0.00000000 USD 0.00000000 USD -66350000.00000000 USD -2572137.40000000 N N N Government National Mortgage Association N/A 38379FFB0 70348.62000000 PA USD 12491.73000000 0.000353491299 Long DBT USGA US N 2 2045-04-16 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396LQG8 225022.80000000 PA USD 10132.53000000 0.000286730597 Long DBT USGA US N 2 2036-11-25 Floating 2.31129000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCE4 116000.00000000 PA USD 64637.09000000 0.001829102051 Long DBT CORP US N 2 2050-08-01 Fixed 2.05000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BH1 1188000.00000000 PA USD 1154024.92000000 0.032656627151 Long DBT CORP US N 2 2026-01-15 Fixed 3.55000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HU0 738000.00000000 PA USD 691871.03000000 0.019578584372 Long DBT CORP US N 2 2032-11-15 Fixed 4.10000000 N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBM3 200000.00000000 PA USD 150566.50000000 0.004260734726 Long DBT CORP US N 2 2051-04-15 Fixed 3.45200000 N N N N N N Government National Mortgage Association N/A 36200MYB3 20572.99000000 PA USD 21698.88000000 0.000614035469 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 36211EKT4 6203.19000000 PA USD 6397.58000000 0.000181038884 Long DBT USGA US N 2 2029-11-15 Fixed 8.00000000 N N N N N N AETNA INC. 549300QKBENKLBXQ8968 00817YAV0 575000.00000000 PA USD 568946.26000000 0.016100056038 Long DBT CORP US N 2 2023-06-15 Fixed 2.80000000 N N N N N N DISH DBS Corporation N/A 25470XAY1 120000.00000000 PA USD 96766.80000000 0.002738309419 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYH7 795167.13000000 PA USD 735038.44000000 0.020800136861 Long DBT USGA US N 2 2046-06-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBX62 170402.34000000 PA USD 146175.54000000 0.004136479226 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MHS83 184487.55000000 PA USD 164462.54000000 0.004653965227 Long DBT USGA US N 2 2052-03-01 Fixed 3.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CM0 92000.00000000 PA USD 87369.81000000 0.002472393152 Long DBT CORP US N 2 2035-07-20 Fixed 4.87500000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 96950FAN4 84000.00000000 PA USD 76148.00000000 0.002154838081 Long DBT CORP US N 2 2044-03-04 Fixed 5.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFNL1 378916.66000000 PA USD 309160.62000000 0.008748635252 Long DBT USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N EDUCATIONAL FUNDING OF THE SOUTH, INC. N/A 28148WAB9 209851.69000000 PA USD 208798.89000000 0.005908596410 Long ABS-MBS US N 2 2035-04-25 Floating 5.00843160 N N N N N N TARGA RESOURCES PARTNERS LP 6OQWTZ1SPC04IFT4T704 87612BBQ4 130000.00000000 PA USD 122319.60000000 0.003461403216 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TF5 7550000.00000000 PA USD 5764542.93000000 0.163125185515 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N CSMC COMMERCIAL MORTGAGE TRUST N/A 12594PAV3 730000.00000000 PA USD 686338.63000000 0.019422028373 Long ABS-MBS US N 2 2049-12-15 Floating 3.79479960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GW5Z2 300224.14000000 PA USD 278453.26000000 0.007879677581 Long DBT USGA US N 2 2047-08-01 Fixed 3.50000000 N N N N N N CWABS ASSET-BACKED CERTIFICATES TRUST N/A 126673AW2 213127.71000000 PA USD 199806.10000000 0.005654118205 Long ABS-MBS US N 2 2034-12-25 Floating 4.92870960 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBR3 150000.00000000 PA USD 114383.57000000 0.003236829233 Long DBT CORP US N 2 2078-02-15 Fixed 5.37500000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374EAC0 425000.00000000 PA USD 394055.88000000 0.011151003524 Long ABS-MBS US Y 2 2026-12-21 Fixed 0.70000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CK8 1650000.00000000 PA USD 1273540.82000000 0.036038691193 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N DP World Limited 549300M3U2DNF4QVSS04 23330JAB7 990000.00000000 PA USD 926822.16000000 0.026227237549 Long DBT NUSS AE N 2 2048-09-25 Fixed 5.62500000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922F5T1 3590522.92000000 PA USD 3205416.72000000 0.090706965574 Long ABS-MBS US N 2 2045-11-25 Floating 4.90871160 N N N N N N Government National Mortgage Association N/A 36213JLM5 2142.84000000 PA USD 2202.56000000 0.000062328100 Long DBT USGA US N 2 2032-03-15 Fixed 6.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKK4 755000.00000000 PA USD 608242.10000000 0.017212050739 Long DBT CORP US N 2 2033-02-04 Fixed 2.97200000 N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BS7 1220000.00000000 PA USD 1034727.68000000 0.029280750756 Long DBT CORP US N 2 2053-06-15 Fixed 4.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MFNC3 2242714.11000000 PA USD 1890433.09000000 0.053495524667 Long DBT USGA US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LHJK7 200000.00000000 PA USD 188655.44000000 0.005338576539 Long DBT USGA US N 2 2032-09-01 Fixed 3.74000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BGDX3 297892.38000000 PA USD 280001.19000000 0.007923480945 Long DBT USGA US N 2 2052-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMN38 645989.40000000 PA USD 568072.42000000 0.016075328091 Long DBT USGA US N 2 2048-01-25 Fixed 2.00000000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GN7 99000.00000000 PA USD 95780.67000000 0.002710403886 Long DBT CORP US N 2 2025-08-01 Fixed 3.70000000 N N N N N N RATE MORTGAGE TRUST N/A 75409XAA4 2106446.45000000 PA USD 1690834.03000000 0.047847265285 Long ABS-MBS US Y 2 2051-12-25 Floating 2.49999840 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 1285000.00000000 PA USD 1026626.12000000 0.029051492601 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 701094AS3 571000.00000000 PA USD 547160.41000000 0.015483559489 Long DBT CORP US N 2 2029-09-15 Fixed 4.50000000 N N N N N N ROCHE HOLDINGS, INC. PVJRP0EQNV6OGDPZGY95 771196BX9 1051000.00000000 PA USD 855057.73000000 0.024196445845 Long DBT CORP US N 2 2031-12-13 Fixed 2.07600000 N N N N N N INDUSTRIAS PENOLES, S.A.B. DE C.V. 549300WA2HB7776CB324 456472AB5 1005000.00000000 PA USD 927866.25000000 0.026256783235 Long DBT NUSS MX N 2 2029-09-12 Fixed 4.15000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBF1 2145000.00000000 PA USD 1515601.98000000 0.042888544184 Long DBT CORP GB N 2 2047-08-15 Fixed 4.54000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CE2 365000.00000000 PA USD 258237.76000000 0.007307618837 Long DBT CORP US N 2 2052-03-17 Fixed 2.92100000 N N N N N N Government National Mortgage Association 2 N/A 3617MB4M8 44470.89000000 PA USD 43334.31000000 0.001226275429 Long DBT USGA US N 2 2050-01-20 Fixed 4.00000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAD4 1410000.00000000 PA USD 1359341.86000000 0.038466691250 Long DBT CORP US N 2 2025-12-14 Fixed 3.15000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EGEX8 781449.33000000 PA USD 752988.06000000 0.021308075673 Long DBT USGA US N 2 2041-02-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFM8 7652000.00000000 PA USD 7680695.00000000 0.217348506546 Long SN UST US N 2 2027-09-30 Fixed 4.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397UUU1 869290.29000000 PA USD 883556.73000000 0.025002911287 Long DBT USGA US N 2 2041-07-25 Fixed 5.50000000 N N N N N N BAUSCH HEALTH COMPANIES INC. B3BS7ACMDUWISF18KY76 071734AK3 500000.00000000 PA USD 240718.76000000 0.006811865720 Long DBT NUSS US N 2 2029-02-15 Fixed 6.25000000 N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBL3 320000.00000000 PA USD 293677.07000000 0.008310481352 Long DBT CORP US N 2 2030-04-06 Fixed 3.63300000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AL5 1505000.00000000 PA USD 1277902.27000000 0.036162111618 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAU3 600000.00000000 PA USD 559966.86000000 0.015845956744 Long DBT CORP US N 2 2027-10-01 Fixed 4.00000000 N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DC6 110000.00000000 PA USD 109587.50000000 0.003101109920 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N Government National Mortgage Association N/A 38376R6U5 3101157.17000000 PA USD 102313.38000000 0.002895266683 Long DBT USGA US N 2 2067-09-20 Floating 0.16239960 N N N N N N Government National Mortgage Association N/A 36225BMN5 15819.30000000 PA USD 16260.20000000 0.000460131561 Long DBT USGA US N 2 2029-12-15 Fixed 6.50000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAW4 1150000.00000000 PA USD 1100023.53000000 0.031128494415 Long DBT CORP US N 2 2033-03-15 Fixed 4.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9H53 382684.94000000 PA USD 359394.81000000 0.010170163665 Long DBT USGA US N 2 2043-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMSH8 1823464.75000000 PA USD 1557038.73000000 0.044061122411 Long DBT USGA US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38382NT31 472091.09000000 PA USD 80744.62000000 0.002284913353 Long DBT USGA US N 2 2051-02-20 Fixed 2.50000000 N N N N N N LAS VEGAS SANDS CORP. 549300DUOO1KXOHPM605 517834AH0 210000.00000000 PA USD 192984.05000000 0.005461067657 Long DBT CORP US N 2 2025-06-25 Fixed 2.90000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CT0 575000.00000000 PA USD 570597.24000000 0.016146775513 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAT9 820000.00000000 PA USD 819067.63000000 0.023177997061 Long DBT CORP US N 2 2027-12-15 Fixed 5.85000000 N N N N N PRINCIPAL LIFE GLOBAL FUNDING II 635400WSLKBQWSOIIT41 74256LBJ7 1465000.00000000 PA USD 1383585.53000000 0.039152739254 Long DBT CORP US N 2 2024-11-21 Fixed 2.25000000 N N N N N N Government National Mortgage Association 2 N/A 36179SGL5 109211.03000000 PA USD 101851.37000000 0.002882192712 Long DBT USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYN8 1125000.00000000 PA USD 888265.56000000 0.025136161881 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AY8 280000.00000000 PA USD 252818.24000000 0.007154257120 Long DBT NUSS NL N 2 2043-08-12 Fixed 4.55000000 N N N N N N NELNET STUDENT LOAN CORPORATION N/A 64034EAA3 699530.18000000 PA USD 610090.77000000 0.017264364451 Long ABS-MBS US N 2 2067-10-25 Fixed 2.53000000 N N N N N N Government National Mortgage Association 2 N/A 3617GGSX4 138391.12000000 PA USD 131739.06000000 0.003727955340 Long DBT USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3HD2 96374.74000000 PA USD 78791.53000000 0.002229644761 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N OPEN TEXT HOLDINGS, INC. N/A 683720AC0 30000.00000000 PA USD 23318.86000000 0.000659877705 Long DBT CORP CA N 2 2031-12-01 Fixed 4.12500000 N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525BT9 708000.00000000 PA USD 751946.20000000 0.021278593092 Long DBT CORP US N 2 2053-05-20 Fixed 6.00000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZR7 420000.00000000 PA USD 380328.90000000 0.010762557087 Long DBT CORP US N 2 2029-05-03 Fixed 5.11300000 N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFB5 510000.00000000 PA USD 485551.68000000 0.013740154048 Long DBT CORP US N 2 2027-03-01 Fixed 3.50000000 N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83405YAA0 324686.28000000 PA USD 257829.90000000 0.007296077205 Long ABS-MBS US Y 2 2043-08-17 Fixed 1.03000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AM2 837000.00000000 PA USD 748203.05000000 0.021172669336 Long DBT CORP BE N 2 2038-04-15 Fixed 4.37500000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DL1 30000.00000000 PA USD 23877.44000000 0.000675684417 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DYX4 786845.33000000 PA USD 642332.21000000 0.018176733557 Long DBT USGA US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JB3L8 2179921.11000000 PA USD 2134889.11000000 0.060413147469 Long DBT USGA US N 2 2052-10-01 Floating 4.15900080 N N N N N N BEAR STEARNS ARM TRUST N/A 07384MM66 4202.75000000 PA USD 3842.67000000 0.000108739975 Long ABS-MBS US N 2 2034-05-25 Floating 3.20270040 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AM0 685000.00000000 PA USD 669494.04000000 0.018945359727 Long DBT NUSS CH N 2 2026-05-12 Fixed 4.48800000 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62954HBE7 340000.00000000 PA USD 325853.71000000 0.009221016746 Long DBT NUSS CN N 2 2027-06-01 Fixed 4.40000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573AAA3 52277.86000000 PA USD 50041.09000000 0.001416064064 Long ABS-MBS US N 2 2050-02-25 Floating 2.27499840 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404121AH8 155000.00000000 PA USD 153275.94000000 0.004337406530 Long DBT CORP US N 2 2026-09-01 Fixed 5.37500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385W2N8 52985.81000000 PA USD 54793.64000000 0.001550551847 Long DBT USGA US N 2 2033-03-01 Fixed 6.00000000 N N N N N N LEVEL 3 FINANCING, INC. 254900AE5FEFIJOXWL19 527298BQ5 2165000.00000000 PA USD 1708478.12000000 0.048346558202 Long DBT CORP US N 2 2029-11-15 Fixed 3.87500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L6ML5 764512.87000000 PA USD 590186.48000000 0.016701112335 Long DBT USGA US N 2 2051-03-01 Fixed 1.50000000 N N N N N N AETNA INC. 549300QKBENKLBXQ8968 00817YAZ1 90000.00000000 PA USD 69108.40000000 0.001955631297 Long DBT CORP US N 2 2047-08-15 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MFHB6 679869.15000000 PA USD 618604.69000000 0.017505291580 Long DBT USGA US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FLEV4 139550.02000000 PA USD 5951.81000000 0.000168424473 Long DBT USGA US N 2 2027-04-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138NXRT6 131598.68000000 PA USD 117544.44000000 0.003326275615 Long DBT USGA US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XF2G5 7120702.12000000 PA USD 5801645.46000000 0.164175113872 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MNP83 381876.03000000 PA USD 350767.97000000 0.009926041123 Long DBT USGA US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38382HY87 319181.22000000 PA USD 46518.33000000 0.001316376910 Long DBT USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BJ9 830000.00000000 PA USD 822285.14000000 0.023269046243 Long DBT NUSS GB N 2 2024-06-25 Fixed 4.51900000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BA1 110000.00000000 PA USD 99195.15000000 0.002807026930 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1767.97000000 -0.00005003006 N/A DFE US N 2 U.S. DOLLARS N/A 400000.00000000 EUR 425671.60000000 USD 2023-01-18 -1767.97000000 N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BF5 64000.00000000 PA USD 62409.37000000 0.001766061972 Long DBT CORP US N 2 2024-12-15 Fixed 3.73400000 N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 92564RAD7 75000.00000000 PA USD 68080.88000000 0.001926554510 Long DBT CORP US N 2 2027-02-15 Fixed 3.75000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAJ2 655000.00000000 PA USD 566654.96000000 0.016035216771 Long DBT CORP US N 2 2029-03-15 Fixed 4.05400000 N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HJX9 230000.00000000 PA USD 226028.98000000 0.006396173945 Long DBT CORP US N 2 2024-05-13 Fixed 3.62500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DF3 220000.00000000 PA USD 207945.68000000 0.005884452252 Long DBT NUSS GB N 2 2028-06-09 Fixed 4.75500000 N N N N N N WEC ENERGY GROUP, INC. 549300IGLYTZUK3PVP70 92939UAF3 595000.00000000 PA USD 563696.59000000 0.015951500740 Long DBT CORP US N 2 2024-03-15 Fixed 0.80000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCW4 650000.00000000 PA USD 587988.27000000 0.016638907332 Long DBT CORP US N 2 2028-02-24 Fixed 2.94700000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBD6 520000.00000000 PA USD 488347.55000000 0.013819271650 Long DBT NUSS GB N 2 2029-05-16 Fixed 4.97200000 N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABR7 248000.00000000 PA USD 235924.96000000 0.006676210644 Long DBT CORP US N 2 2024-01-08 Fixed 0.80000000 N N N N N N Government National Mortgage Association N/A 36211SD46 34176.22000000 PA USD 35128.75000000 0.000994074279 Long DBT USGA US N 2 2035-05-15 Fixed 6.50000000 N N N N N N BERRY GLOBAL, INC. 549300AP2Q7ERHX6RI89 08576PAF8 2985000.00000000 PA USD 2552984.38000000 0.072244418276 Long DBT CORP US N 2 2027-01-15 Fixed 1.65000000 N N N N N N ROCKFORD TOWER CLO N/A 77341GAJ9 3150000.00000000 PA USD 3064833.45000000 0.086728736549 Long ABS-CBDO CORP KY Y 2 2032-08-20 Floating 5.77542960 N N N N N N AMERICAN TRANSMISSION SYSTEMS, INCORPORATED N/A 030288AC8 195000.00000000 PA USD 160029.02000000 0.004528505363 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AYHA1 969944.23000000 PA USD 882333.48000000 0.024968295727 Long DBT USGA US N 2 2051-11-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJKX0 431442.15000000 PA USD 363684.71000000 0.010291559367 Long DBT USGA US N 2 2042-05-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B1BM2 400363.76000000 PA USD 327753.87000000 0.009274787523 Long DBT USGA US N 2 2051-12-01 Fixed 2.00000000 N N N N N N MFA TRUST N/A 55285QAA0 944938.45000000 PA USD 901095.76000000 0.025499231214 Long ABS-MBS US Y 2 2067-05-25 Fixed 4.00000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286XAD6 668237.44000000 PA USD 666373.59000000 0.018857057152 Long ABS-MBS US N 2 2025-09-15 Fixed 0.59000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A6Q56 21176.27000000 PA USD 18564.31000000 0.000525333326 Long DBT USGA US N 2 2042-03-25 None 0.00000000 N N N N N N Government National Mortgage Association N/A 36225BWW4 48855.33000000 PA USD 50385.56000000 0.001425811885 Long DBT USGA US N 2 2032-11-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 38375BLE0 176576.00000000 PA USD 175360.27000000 0.004962349473 Long DBT USGA US N 2 2061-03-20 Floating 4.34157120 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HLW2 5602.42000000 PA USD 5788.60000000 0.000163805953 Long DBT USGA US N 2 2031-08-01 Fixed 7.50000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FK9 480000.00000000 PA USD 345868.97000000 0.009787409093 Long DBT CORP US N 2 2050-02-05 Fixed 3.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -27535.76000000 -0.00077920765 N/A DFE US N 2 U.S. DOLLARS N/A 506047500.00000000 JPY 3818275.45000000 USD 2023-01-18 -27535.76000000 N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411AW5 205000.00000000 PA USD 169886.06000000 0.004807440137 Long DBT CORP US N 2 2040-09-01 Fixed 5.10000000 N N N N N TIME WARNER CABLE ENTERPRISES LLC N/A 88731EAJ9 270000.00000000 PA USD 299928.59000000 0.008487387027 Long DBT CORP US N 2 2033-07-15 Fixed 8.37500000 N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VBG8 610000.00000000 PA USD 483446.50000000 0.013680581610 Long DBT CORP US N 2 2042-11-01 Fixed 3.85000000 N N N N N N Government National Mortgage Association N/A 38382HS35 238437.44000000 PA USD 34131.68000000 0.000965859166 Long DBT USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKPD4 276726.24000000 PA USD 247975.78000000 0.007017225061 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DYC0 2521127.03000000 PA USD 2141661.51000000 0.060604793020 Long DBT USGA US N 2 2051-04-01 Fixed 2.50000000 N N N N N N Gobierno De La Republica De Panama 549300SHS4T08CL0LP14 698299BN3 620000.00000000 PA USD 459113.36000000 0.012992001782 Long DBT NUSS PA N 2 2032-09-29 Fixed 2.25200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BAS21 420490.90000000 PA USD 244454.57000000 0.006917581769 Long DBT USGA US N 2 2050-07-25 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339S5V3 75837.28000000 PA USD 67111.88000000 0.001899133722 Long DBT USGA US N 2 2049-10-01 Fixed 3.00000000 N N N N N N MACQUARIE GROUP LIMITED ACMHD8HWFMFUIQQ8Y590 55608JAR9 2045000.00000000 PA USD 1782327.58000000 0.050436352138 Long DBT NUSS AU N 2 2027-01-12 Fixed 1.34000000 N N N N N N CLARIOS GLOBAL LP N/A C8000CAG8 923409.09000000 PA USD 903020.22000000 0.025553689633 Long LON US N 2 2026-04-30 Floating 7.32143160 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941BAB1 581128.27000000 PA USD 555320.77000000 0.015714481568 Long ABS-MBS US N 2 2043-01-15 Fixed 3.42000000 N N N N N N HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 406216BG5 17000.00000000 PA USD 16535.14000000 0.000467911821 Long DBT CORP US N 2 2025-11-15 Fixed 3.80000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L1UQ6 426880.67000000 PA USD 348478.44000000 0.009861251943 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31352DC24 11758.03000000 PA USD 449.19000000 0.000012711190 Long DBT USGA US N 2 2038-02-15 Floating 0.07386120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNFK3 14194.57000000 PA USD 12039.90000000 0.000340705402 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N DISCOVERY COMMUNICATIONS, LLC L2Z2MO2EQURH3BREWI15 25470DBL2 330000.00000000 PA USD 198287.67000000 0.005611149634 Long DBT CORP US N 2 2055-09-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBZF6 897116.94000000 PA USD 837880.41000000 0.023710361598 Long DBT USGA US N 2 2046-02-01 Fixed 3.50000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92537HAA9 129639.50000000 PA USD 125027.60000000 0.003538034271 Long ABS-MBS US N 2 2059-07-25 Floating 2.91300120 N N N N N N CITICORP RESIDENTIAL MORTGAGE TRUST N/A 173109AE9 673321.72000000 PA USD 653641.67000000 0.018496768950 Long ABS-MBS US N 2 2037-03-25 Fixed 4.96111000 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331BG1 1055000.00000000 PA USD 955580.31000000 0.027041036424 Long DBT CORP US N 2 2025-06-01 Fixed 1.05000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGJ7 1160000.00000000 PA USD 953935.93000000 0.026994503717 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59982HAC4 341959.23000000 PA USD 315769.56000000 0.008935655208 Long ABS-MBS US Y 2 2060-11-25 Floating 1.12500000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RAP3 420000.00000000 PA USD 406182.00000000 0.011494148782 Long DBT CORP US N 2 2036-12-15 Fixed 6.40000000 N N N N N CHARTER COMMUNICATIONS OPERATING, LLC N/A 16117LBX6 156767.68000000 PA USD 152876.71000000 0.004326109109 Long LON US N 2 2027-02-01 Floating 5.82999840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B36J4 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2053-05-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMLL7 1078151.52000000 PA USD 879208.63000000 0.024879868641 Long DBT USGA US N 2 2051-08-01 Fixed 2.00000000 N N N N N N STRUCTURED ASSET SECURITIES CORPORATION N/A 86359AG98 25749.76000000 PA USD 24078.58000000 0.000681376282 Long ABS-MBS US N 2 2033-07-25 Floating 3.78294480 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAN9 500000.00000000 PA USD 438660.71000000 0.012413232161 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N SIERRA TIMESHARE RECEIVABLES FUNDING LLC N/A 82653GAB8 488677.80000000 PA USD 479013.95000000 0.013555149195 Long ABS-MBS US N 2 2035-09-20 Fixed 3.87000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAZ8 167000.00000000 PA USD 160802.12000000 0.004550382567 Long DBT CORP GB N 2 2024-08-15 Fixed 3.22200000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAM2 3760000.00000000 PA USD 3032547.99000000 0.085815121764 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F042616 2900000.00000000 PA USD 2790543.24000000 0.078966865064 Long DBT USGA US N 2 2053-01-15 Fixed 4.50000000 N N N N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759AX8 1650000.00000000 PA USD 1272019.47000000 0.035995639991 Long DBT CORP US N 2 2031-02-15 Fixed 1.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MNZN3 26062.01000000 PA USD 24963.68000000 0.000706422864 Long DBT USGA US N 2 2042-12-01 Fixed 4.00000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST N/A 380130AE4 921000.00000000 PA USD 902370.84000000 0.025535313461 Long ABS-MBS US N 2 2026-08-20 Fixed 4.11000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394VCF5 16127.81000000 PA USD 16090.20000000 0.000455320897 Long DBT USGA US N 2 2035-11-25 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F030611 11200000.00000000 PA USD 9826535.71000000 0.278071562677 Long DBT USGA US N 2 2053-01-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMTH8 252240.36000000 PA USD 205995.03000000 0.005829252707 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N HILTON DOMESTIC OPERATING COMPANY INC. 5493003EG7H0N1E4XV50 432833AG6 460000.00000000 PA USD 455310.55000000 0.012884389766 Long DBT CORP US N 2 2025-05-01 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288KAB9 13295.12000000 PA USD 13241.49000000 0.000374708027 Long DBT USGA US N 2 2033-06-01 Fixed 5.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFD1 170000.00000000 PA USD 133001.16000000 0.003763670279 Long DBT CORP US N 2 2050-03-22 Fixed 4.00000000 N N N N N N GOLDMAN SACHS CAPITAL II N/A 381427AA1 10000.00000000 PA USD 7513.40000000 0.000212614388 Long DBT CORP US N 2 2171-12-03 Floating 5.52807000 N N N N N RADNOR RE/ESSENT N/A 750496AB7 7218886.95000000 PA USD 7219696.19000000 0.204303150251 Long ABS-MBS BM N 2 2028-03-25 Floating 7.08870960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMV28 12963.88000000 PA USD 11866.29000000 0.000335792582 Long DBT USGA US N 2 2051-02-01 Fixed 3.50000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBS8 1544000.00000000 PA USD 1290147.29000000 0.036508621512 Long DBT NUSS GB N 2 2049-06-19 Fixed 4.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FF0 1932000.00000000 PA USD 2046712.50000000 0.057917923469 Long DBT UST US N 2 2028-11-15 Fixed 5.25000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKD0 1495000.00000000 PA USD 1170887.51000000 0.033133805161 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GVM3 690000.00000000 PA USD 681274.20000000 0.019278715001 Long DBT CORP US N 2 2024-03-03 Fixed 4.00000000 N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971XQZ4 1000000.00000000 PA USD 691745.10000000 0.019575020801 Long DBT MUN US N 2 2035-08-01 Fixed 2.00000000 N N N N N N BX TRUST N/A 05608MAA4 2000000.00000000 PA USD 1616500.00000000 0.045743758974 Long ABS-MBS US Y 2 2044-03-09 Fixed 2.84300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AMB1 206674.87000000 PA USD 198020.45000000 0.005603587835 Long DBT USGA US N 2 2042-11-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QLCV6 2141728.82000000 PA USD 1848832.00000000 0.052318295942 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179TLS2 1820216.28000000 PA USD 1694569.90000000 0.047952983031 Long DBT USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N FLAGSTAR MORTGAGE TRUST N/A 33851HAD5 35261.36000000 PA USD 34558.76000000 0.000977944687 Long ABS-MBS US N 2 2048-04-25 Floating 3.49999920 N N N N N N BUNGE LIMITED FINANCE CORP. 549300QHC068L40NNM71 120568BB5 324000.00000000 PA USD 295044.23000000 0.008349169281 Long DBT CORP US N 2 2025-08-17 Fixed 1.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEQG4 434950.39000000 PA USD 402390.86000000 0.011386867004 Long DBT USGA US N 2 2046-06-01 Fixed 3.50000000 N N N N N N BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 549300BLFX3KJ2IFOA78 10921U2A5 1505000.00000000 PA USD 1417167.91000000 0.040103054315 Long DBT CORP US N 2 2024-04-12 Fixed 1.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397KYA3 63352.19000000 PA USD 54184.43000000 0.001533312407 Long DBT USGA US N 2 2037-10-25 Floating 2.01574080 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAP6 200000.00000000 PA USD 197496.97000000 0.005588774385 Long DBT NUSS DK N 2 2023-09-12 Fixed 3.87500000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC 5493002SQ1AVQBY41K40 928668BL5 1345000.00000000 PA USD 1199003.07000000 0.033929420008 Long DBT CORP DE N 2 2025-11-24 Fixed 1.25000000 N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78450MAA0 1014169.24000000 PA USD 914999.72000000 0.025892685835 Long ABS-MBS US Y 2 2051-02-15 Fixed 1.68000000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAA1 2250000.00000000 PA USD 2150963.42000000 0.060868018711 Long DBT NUSS GB N 2 2024-07-26 Fixed 3.12500000 N N N N N N PARK AEROSPACE HOLDINGS LIMITED 635400CPI3EOIFF6OC33 70014LAC4 40000.00000000 PA USD 39901.27000000 0.001129127174 Long DBT NUSS IE N 2 2023-03-15 Fixed 4.50000000 N N N N N CHENIERE CORPUS CHRISTI HOLDINGS, LLC 549300I7CIEWU1BBLQ53 16412XAJ4 938000.00000000 PA USD 847877.98000000 0.023993273094 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAE2 555000.00000000 PA USD 517740.19000000 0.014651025340 Long DBT NUSS NO N 2 2027-04-06 Fixed 3.00000000 N N N N N N BEAR STEARNS MORTGAGE FUNDING TRUST N/A 07401VAA9 2492852.29000000 PA USD 2077661.76000000 0.058793726433 Long ABS-MBS US N 2 2037-03-25 Floating 4.52871000 N N N N N N Government National Mortgage Association 2 N/A 3617GGSL0 202696.68000000 PA USD 192953.28000000 0.005460196927 Long DBT USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617JGSP8 8891.12000000 PA USD 8740.10000000 0.000247327576 Long DBT USGA US N 2 2069-01-20 Floating 4.53499920 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EY5 420000.00000000 PA USD 345574.00000000 0.009779062025 Long DBT CORP US N 2 2030-05-28 Fixed 1.70000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKPM4 256044.29000000 PA USD 228925.43000000 0.006478137762 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 857524AE2 615000.00000000 PA USD 654425.19000000 0.018518941019 Long DBT NUSS PL N 2 2032-11-16 Fixed 5.75000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBH4 32000.00000000 PA USD 31280.00000000 0.000885162252 Long DBT NUSS MX N 2 2024-01-18 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC76 6128093.51000000 PA USD 5195192.94000000 0.147013704714 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N CSMC TRUST N/A 12649AAC3 250000.00000000 PA USD 224599.60000000 0.006355725312 Long ABS-MBS US N 2 2037-09-15 Fixed 3.95300000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44421GAA1 1225000.00000000 PA USD 1053255.61000000 0.029805054600 Long ABS-MBS US N 2 2039-07-10 Fixed 3.22800000 N N N N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480AM2 262000.00000000 PA USD 243333.57000000 0.006885859682 Long DBT CORP US N 2 2052-07-15 Fixed 4.95000000 N N N N N ELP COMMERCIAL MORTGAGE TRUST N/A 26863LAG9 2500000.00000000 PA USD 2374608.50000000 0.067196732992 Long ABS-MBS US Y 2 2038-11-15 Floating 5.63780160 N N N N N N VERUS SECURITIZATION TRUST N/A 92538HAA8 608988.11000000 PA USD 468539.80000000 0.013258751426 Long ABS-MBS US Y 2 2066-07-25 Floating 0.93800160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X92S3 1174447.30000000 PA USD 971545.91000000 0.027492831388 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N SOUTHERN COPPER CORPORATION 2549007U6NAP46Q9TU15 84265VAG0 2220000.00000000 PA USD 2118284.88000000 0.059943280537 Long DBT CORP MX N 2 2042-11-08 Fixed 5.25000000 N N N N N TOYOTA AUTO LOAN EXTENDED NOTE TRUST N/A 89237JAA4 1360000.00000000 PA USD 1244171.25000000 0.035207590338 Long ABS-MBS US N 2 2033-05-25 Fixed 1.35000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCR5 1340000.00000000 PA USD 1059177.53000000 0.029972633246 Long DBT CORP US N 2 2032-11-08 Fixed 2.54500000 N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 96949LAD7 1044000.00000000 PA USD 982667.65000000 0.027807554675 Long DBT CORP US N 2 2027-06-15 Fixed 3.75000000 N N N N N N DISH DBS Corporation N/A 25470XBF1 30000.00000000 PA USD 23943.75000000 0.000677560859 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 96.16000000 0.000002721138 N/A DFE US N 2 U.S. DOLLARS N/A 759545552.00000000 IDR 49139.26000000 USD 2023-01-18 96.16000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAQG0 416030.74000000 PA USD 404573.50000000 0.011448631408 Long DBT USGA US N 2 2050-10-01 Fixed 4.50000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAJ9 1645000.00000000 PA USD 1495428.74000000 0.042317681314 Long DBT CORP BE N 2 2046-02-01 Fixed 4.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFY88 286034.82000000 PA USD 234287.28000000 0.006629867532 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CK3 370000.00000000 PA USD 282713.91000000 0.008000245566 Long DBT NUSS GB N 2 2031-08-18 Fixed 2.35700000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2N2 2265000.00000000 PA USD 2107940.03000000 0.059650541703 Long DBT CORP US N 2 2026-04-30 Fixed 2.18800000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CX1 160000.00000000 PA USD 145751.08000000 0.004124467846 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N EXPORT-IMPORT BANK OF INDIA 335800OFZ8YEIVN1QI11 30216JAA3 350000.00000000 PA USD 327337.50000000 0.009263005074 Long DBT NUSS IN N 2 2026-08-05 Fixed 3.37500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H56A0 859195.67000000 PA USD 736463.09000000 0.020840451643 Long DBT USGA US N 2 2049-04-25 Fixed 2.50000000 N N N N N N UNITED RENTALS (NORTH AMERICA), INC. NGIZXNT70J2LYT3FBI09 911365BM5 100000.00000000 PA USD 92549.00000000 0.002618954005 Long DBT CORP US N 2 2027-11-15 Fixed 3.87500000 N N N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 701094AR5 856000.00000000 PA USD 830486.47000000 0.023501127692 Long DBT CORP US N 2 2027-09-15 Fixed 4.25000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR64 5137360.85000000 PA USD 4800045.69000000 0.135831817573 Long DBT USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AF0 455000.00000000 PA USD 392645.25000000 0.011111085479 Long DBT CORP US N 2 2040-10-15 Fixed 5.90000000 N N N N N Government National Mortgage Association 2 N/A 3617F96J6 227444.92000000 PA USD 204362.12000000 0.005783044578 Long DBT USGA US N 2 2043-08-20 Fixed 3.00000000 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863BC3 746000.00000000 PA USD 619378.13000000 0.017527178405 Long DBT NUSS ZA N 2 2052-03-16 Fixed 4.75000000 N N N N N CHASE MORTGAGE FINANCE CORPORATION N/A 16163LAA0 5613.45000000 PA USD 5344.29000000 0.000151232857 Long ABS-MBS US N 2 2035-06-25 Floating 3.21478920 N N N N N N Government National Mortgage Association 2 N/A 3617GGQ81 149563.25000000 PA USD 142374.29000000 0.004028911355 Long DBT USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36291APB9 293.42000000 PA USD 301.29000000 0.000008525912 Long DBT USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AUE38 283620.36000000 PA USD 251308.14000000 0.007111524271 Long DBT USGA US N 2 2051-10-01 Fixed 3.00000000 N N N N N N PLAINS ALL AMERICAN PIPELINE, L.P. 5521FA2ITF25TVH63740 72650RBB7 250000.00000000 PA USD 249607.01000000 0.007063385650 Long DBT CORP US N 2 2023-01-31 Fixed 2.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FW5T3 2881560.10000000 PA USD 524188.92000000 0.014833511669 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLE3 523244.52000000 PA USD 451170.00000000 0.012767220375 Long DBT USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AAXW0 128736.21000000 PA USD 12994.59000000 0.000367721245 Long DBT USGA US N 2 2042-12-25 Floating 1.76128920 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAN3 619000.00000000 PA USD 473585.88000000 0.013401545529 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXND8 108869.72000000 PA USD 111305.64000000 0.003149729890 Long DBT USGA US N 2 2036-06-01 Fixed 5.00000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFQ2 290000.00000000 PA USD 265975.45000000 0.007526580190 Long DBT CORP US N 2 2030-07-01 Fixed 3.60000000 N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AQ0 240000.00000000 PA USD 187948.94000000 0.005318583984 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CM4 92000.00000000 PA USD 74927.26000000 0.002120293549 Long DBT CORP US N 2 2048-01-15 Fixed 3.50000000 N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAJ4 520000.00000000 PA USD 473161.43000000 0.013389534432 Long DBT CORP US N 2 2039-01-25 Fixed 5.47600000 N N N N N PFCA Home Equity Investment Trust N/A 717060AJ6 11526.58000000 PA USD 9867.19000000 0.000279221998 Long ABS-MBS US N 2 2035-08-25 Floating 3.41033400 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DZ5 670000.00000000 PA USD 487222.25000000 0.013787427881 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BT9 456000.00000000 PA USD 291536.71000000 0.008249913389 Long DBT CORP US N 2 2050-10-01 Fixed 2.80000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89179YAR4 536842.68000000 PA USD 478954.50000000 0.013553466877 Long ABS-MBS US Y 2 2061-11-25 Floating 2.25000000 N N N N N N BX TRUST N/A 05608UAA6 1285000.00000000 PA USD 1276952.94000000 0.036135247453 Long ABS-MBS US Y 2 2039-10-15 Floating 6.50061000 N N N N N N Government National Mortgage Association N/A 36225BZ92 3598.34000000 PA USD 3807.06000000 0.000107732282 Long DBT USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EDLX7 13473.53000000 PA USD 12939.03000000 0.000366149006 Long DBT USGA US N 2 2042-04-01 Fixed 4.00000000 N N N N N N BPR TRUST N/A 055980AA4 1785000.00000000 PA USD 1756577.98000000 0.049707689289 Long ABS-MBS US Y 2 2024-08-15 Floating 7.56761040 N N N N N N SHIRE ACQUISITIONS INVESTMENTS IRELAND DESIGNATED ACTIVITY COMPANY 549300XK5HGW68R8K327 82481LAC3 692000.00000000 PA USD 680054.86000000 0.019244210086 Long DBT NUSS US N 2 2023-09-23 Fixed 2.87500000 N N N N N N Government National Mortgage Association 2 N/A 3622ABP55 570681.68000000 PA USD 509945.66000000 0.014430455527 Long DBT USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N Province de Quebec 549300WN65YFEQH74Y36 748149AG6 620000.00000000 PA USD 618664.48000000 0.017506983519 Long DBT NUSS CA N 2 2023-02-13 Fixed 2.62500000 N N N N N Government National Mortgage Association N/A 36225BPP7 9468.20000000 PA USD 9708.93000000 0.000274743553 Long DBT USGA US N 2 2031-09-15 Fixed 6.00000000 N N N N N N SALOMON BROTHERS MORTGAGE SECURITIES VII INCORPORATED N/A 79549AYG8 4815.86000000 PA USD 4755.49000000 0.000134570979 Long ABS-MBS US N 2 2033-09-25 Floating 4.23999000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KKH80 71499.77000000 PA USD 59014.64000000 0.001669997815 Long DBT USGA US N 2 2050-08-01 Fixed 2.00000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HT0 335270.00000000 PA USD 85039.77000000 0.002406457619 Long DBT NUSS AR N 2 2035-07-09 Fixed 1.50000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 21684AAC0 2150000.00000000 PA USD 2098512.70000000 0.059383766874 Long DBT NUSS NL N 2 2025-08-04 Fixed 4.37500000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36255TAA0 2639135.33000000 PA USD 2211363.16000000 0.062577212121 Long ABS-MBS US N 2 2031-09-15 Floating 6.11799840 N N N N N N VERUS SECURITIZATION TRUST N/A 92538FAA2 668919.97000000 PA USD 555474.09000000 0.015718820222 Long ABS-MBS US Y 2 2066-02-25 Floating 1.03100040 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBV6 220000.00000000 PA USD 181348.03000000 0.005131791261 Long DBT CORP GB N 2 2052-03-16 Fixed 5.65000000 N N N N N N/A N/A N/A 670000.00000000 PA USD 432792.53000000 0.012247174251 Long ABS-MBS US N 2 2050-08-22 Fixed 3.05000000 N N N N N N PRIME MORTGAGE TRUST N/A 74160MDQ2 1855.01000000 PA USD 1357.62000000 0.000038417966 Long DBT USGA US N 2 2034-02-25 None 0.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617K1ZG1 715636.17000000 PA USD 670973.07000000 0.018987213357 Long DBT USGA US N 2 2049-11-20 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SZ2 6600000.00000000 PA USD 4321453.09000000 0.122288591751 Long DBT UST US N 1 2051-08-15 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AYQM5 91323.06000000 PA USD 80296.07000000 0.002272220273 Long DBT USGA US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Sands China Ltd. 549300EVO6UZDGY05787 80007RAE5 320000.00000000 PA USD 299616.96000000 0.008478568513 Long DBT NUSS MO N 2 2028-08-08 Fixed 5.90000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCB3 1905000.00000000 PA USD 1580931.19000000 0.044737231865 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N CSMC MORTGAGE BACKED TRUST N/A 12593DAA7 7394.42000000 PA USD 7359.22000000 0.000208251398 Long ABS-MBS US N 2 2046-09-27 Floating 2.60916120 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFA7 260000.00000000 PA USD 240277.81000000 0.006799387706 Long DBT CORP US N 2 2045-12-09 Fixed 4.87500000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659BC4 1060000.00000000 PA USD 693961.13000000 0.019637730076 Long DBT CORP US N 2 2051-05-15 Fixed 2.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KHTT3 375.44000000 PA USD 344.44000000 0.000009746972 Long DBT USGA US N 2 2050-03-01 Fixed 3.50000000 N N N N N N STACK INFRASTRUCTURE ISSUER, LLC N/A 85236KAD4 1355000.00000000 PA USD 1205647.97000000 0.034117457560 Long ABS-MBS US N 2 2045-08-25 Fixed 1.89300000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NU1 370000.00000000 PA USD 346480.21000000 0.009804705979 Long DBT CORP US N 2 2033-05-24 Fixed 4.91000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FG8 1030000.00000000 PA USD 795656.05000000 0.022515495562 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBK6 1339000.00000000 PA USD 1073486.65000000 0.030377553095 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABV6 1494000.00000000 PA USD 1315869.63000000 0.037236512957 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FLFG6 121247.32000000 PA USD 19015.47000000 0.000538100263 Long DBT USGA US N 2 2041-11-25 Fixed 3.50000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAY4 130000.00000000 PA USD 113259.49000000 0.003205019988 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 85207UAF2 110000.00000000 PA USD 111538.46000000 0.003156318237 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KHBA3 0.01000000 PA USD 0.01000000 0.000000000282 Long DBT USGA US N 2 2049-10-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36225BXK9 258.89000000 PA USD 268.64000000 0.000007601981 Long DBT USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179S5P8 575444.46000000 PA USD 579393.10000000 0.016395680988 Long DBT USGA US N 2 2047-05-20 Fixed 5.00000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBH3 120000.00000000 PA USD 80000.64000000 0.002263860188 Long DBT CORP US N 2 2052-06-15 Fixed 2.87500000 N N N N N N Government National Mortgage Association N/A 36225BDT2 17710.60000000 PA USD 18161.14000000 0.000513924411 Long DBT USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411W5B9 39188.48000000 PA USD 40912.38000000 0.001157739591 Long DBT USGA US N 2 2037-06-01 Fixed 6.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMN9 849000.00000000 PA USD 585753.37000000 0.016575664073 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N M.D.C. HOLDINGS, INC. 5299005FV4VNV75R8R35 552676AQ1 30000.00000000 PA USD 24372.91000000 0.000689705240 Long DBT CORP US N 2 2043-01-15 Fixed 6.00000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457BB5 100000.00000000 PA USD 109457.74000000 0.003097437968 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138M5DZ9 127819.55000000 PA USD 125793.02000000 0.003559694146 Long DBT USGA US N 2 2042-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGJ83 88344.23000000 PA USD 81234.38000000 0.002298772594 Long DBT USGA US N 2 2050-01-01 Fixed 3.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -140679.17000000 -0.00398094280 N/A DFE US N 2 U.S. DOLLARS N/A 25330000.00000000 CNY 3526381.73000000 USD 2023-01-18 -140679.17000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBMQ2 557959.62000000 PA USD 87151.01000000 0.002466201543 Long DBT USGA US N 2 2050-08-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385XD95 92283.06000000 PA USD 95431.15000000 0.002700513160 Long DBT USGA US N 2 2033-04-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDUT1 727948.17000000 PA USD 648280.26000000 0.018345051630 Long DBT USGA US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K7WH2 345787.91000000 PA USD 334724.56000000 0.009472044290 Long DBT USGA US N 2 2050-03-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6BP5 390772.59000000 PA USD 381118.76000000 0.010784908566 Long DBT USGA US N 2 2050-03-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179SB89 11387.41000000 PA USD 10631.66000000 0.000300854990 Long DBT USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36200Q3L6 5549.65000000 PA USD 5752.64000000 0.000162788356 Long DBT USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D4X7 0.12000000 PA USD 0.10000000 0.000000002829 Long DBT USGA US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZM5 1566356.33000000 PA USD 1401513.16000000 0.039660055793 Long DBT USGA US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BV7 570000.00000000 PA USD 615517.63000000 0.017417933876 Long DBT CORP GB N 2 2040-05-01 Fixed 8.12500000 N N N N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207AU9 660000.00000000 PA USD 610747.01000000 0.017282934747 Long DBT CORP US N 2 2025-05-04 Fixed 1.50000000 N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 390000.00000000 PA USD 342767.61000000 0.009699646728 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62954HAU2 308000.00000000 PA USD 214904.37000000 0.006081369442 Long DBT NUSS CN N 2 2041-05-11 Fixed 3.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HRZ22 1201484.78000000 PA USD 1167626.21000000 0.033041516809 Long DBT USGA US N 2 2025-12-01 Fixed 3.79000000 N N N N N N Government National Mortgage Association N/A 38375BZC9 551048.17000000 PA USD 16813.03000000 0.000475775559 Long DBT USGA US N 2 2062-10-20 Floating 1.69714080 N N N N N N FIRST QUANTUM MINERALS LTD. 549300I7UVBGWRYMYZ18 335934AT2 220000.00000000 PA USD 206409.12000000 0.005840970637 Long DBT NUSS ZM N 2 2027-10-15 Fixed 6.87500000 N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBD0 70000.00000000 PA USD 63760.32000000 0.001804291190 Long DBT CORP US N 2 2048-11-14 Fixed 4.87500000 N N N N N N Government National Mortgage Association 2 N/A 36241LUX2 253240.58000000 PA USD 252744.73000000 0.007152176932 Long DBT USGA US N 2 2041-04-20 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 685000.00000000 PA USD 630629.13000000 0.017845559495 Long DBT NUSS GB N 2 2029-06-19 Fixed 4.58300000 N N N N N N NETFLIX, INC. 549300Y7VHGU0I7CE873 64110LAU0 331000.00000000 PA USD 321070.00000000 0.009085647196 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAJ4 3050000.00000000 PA USD 2998731.06000000 0.084858169400 Long DBT NUSS GB N 2 2024-11-15 Fixed 4.79600000 N N N N N N Government National Mortgage Association N/A 36213LLA6 7193.55000000 PA USD 7394.04000000 0.000209236735 Long DBT USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31326FM21 134047.20000000 PA USD 136903.49000000 0.003874098514 Long DBT USGA US N 2 2043-03-01 Floating 2.30500080 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAR2 200000.00000000 PA USD 183395.96000000 0.005189743638 Long DBT NUSS DK N 2 2028-06-12 Fixed 4.37500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 1563000.00000000 PA USD 1415342.41000000 0.040051396268 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 74432QBS3 10000.00000000 PA USD 9361.47000000 0.000264911121 Long DBT CORP US N 2 2041-05-12 Fixed 5.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300MJK0 91109.63000000 PA USD 91920.23000000 0.002601161055 Long DBT USGA US N 2 2043-08-01 Floating 2.31699960 N N N N N N BMW US CAPITAL, LLC KK5MZM9DIXLXZL9DZL15 05565EBM6 420000.00000000 PA USD 419010.42000000 0.011857167745 Long DBT CORP DE N 2 2023-04-06 Fixed 3.80000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST N/A 89238FAE3 753000.00000000 PA USD 714254.69000000 0.020211997763 Long ABS-MBS US N 2 2027-08-16 Fixed 3.11000000 N N N N N N Government National Mortgage Association N/A 38382NFU6 506932.96000000 PA USD 508467.24000000 0.014388619160 Long DBT USGA US N 2 2051-02-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179TG33 80541.86000000 PA USD 72535.47000000 0.002052610613 Long DBT USGA US N 2 2047-09-20 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGC9 2880000.00000000 PA USD 2863350.00000000 0.081027152649 Long SN UST US N 2 2027-12-31 Fixed 3.87500000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBH4 1240000.00000000 PA USD 1194375.03000000 0.033798455612 Long DBT CORP US N 2 2025-03-19 Fixed 2.99200000 N N N N N STORE CAPITAL CORPORATION 5493004EA6C9IHDZ7N66 862121AB6 345000.00000000 PA USD 309070.84000000 0.008746094655 Long DBT CORP US N 2 2029-03-15 Fixed 4.62500000 N N N N N N Government National Mortgage Association N/A 36213YP63 3317.96000000 PA USD 3410.44000000 0.000096508719 Long DBT USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MABR9 1110362.21000000 PA USD 1039852.72000000 0.029425779271 Long DBT USGA US N 2 2044-04-01 Fixed 3.50000000 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAC9 2250000.00000000 PA USD 1989800.08000000 0.056307414330 Long DBT NUSS JP N 2 2026-04-03 Fixed 1.16200000 N N N N N BHP BILLITON FINANCE (USA) LIMITED 5493003NUVITP3TMY274 055451AV0 410000.00000000 PA USD 397208.20000000 0.011240207957 Long DBT NUSS AU N 2 2043-09-30 Fixed 5.00000000 N N N N N NELNET STUDENT LOAN CORPORATION N/A 64031QCJ8 293653.10000000 PA USD 285447.17000000 0.008077591428 Long ABS-MBS US N 2 2032-03-22 Floating 4.93256880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M34Z0 376124.48000000 PA USD 333738.49000000 0.009444140455 Long DBT USGA US N 2 2052-02-01 Fixed 3.00000000 N N N N N N City of New York 549300ABYZD2SFD5JB29 64966QRP7 610000.00000000 PA USD 481678.88000000 0.013630561453 Long DBT MUN US N 2 2030-08-01 Fixed 1.82300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A1QW8 474421.19000000 PA USD 30806.07000000 0.000871750968 Long DBT USGA US N 2 2041-10-25 Floating 2.16128880 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AR8 660000.00000000 PA USD 521665.25000000 0.014762096790 Long DBT CORP US N 2 2031-01-15 Fixed 2.15000000 N N N N N N BUNKER HILL LOAN DEPOSITARY TRUST N/A 12061RAA9 373165.65000000 PA USD 343093.57000000 0.009708870752 Long ABS-MBS US N 2 2049-07-25 Fixed 2.87900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W9BG4 170068.84000000 PA USD 154881.04000000 0.004382827691 Long DBT USGA US N 2 2043-07-01 Fixed 3.00000000 N N N N N N ATHENE HOLDING LTD. 549300H316CT32FQXI76 04686JAA9 605000.00000000 PA USD 554449.31000000 0.015689820971 Long DBT CORP US N 2 2028-01-12 Fixed 4.12500000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BF8 70000.00000000 PA USD 67101.17000000 0.001898830651 Long DBT CORP US N 2 2027-03-15 Fixed 3.95000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBE5 855000.00000000 PA USD 717016.72000000 0.020290157760 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAQ2 210000.00000000 PA USD 203520.87000000 0.005759238863 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJFA6 164673.64000000 PA USD 135304.98000000 0.003828863837 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N VIATRIS INC. 254900ZZTSW7NL773X71 92556VAD8 140000.00000000 PA USD 109456.80000000 0.003097411368 Long DBT CORP US N 2 2030-06-22 Fixed 2.70000000 N N N N N SEATTLE SPINCO N/A 81271EAB7 43831.47000000 PA USD 43721.89000000 0.001237243178 Long LON US N 2 2024-06-21 Floating 6.82143120 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABF1 285000.00000000 PA USD 258157.20000000 0.007305339148 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884LAM1 10000.00000000 PA USD 9190.35000000 0.000260068762 Long DBT CORP US N 2 2026-05-15 Fixed 3.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM2J3 459798.75000000 PA USD 392036.97000000 0.011093872356 Long DBT USGA US N 2 2051-11-01 Fixed 2.50000000 N N N N N N LIBERTY MUTUAL GROUP INC. QUR0DG15Z6FFGYCHH861 53079EBN3 273000.00000000 PA USD 244937.45000000 0.006931246320 Long DBT CORP US N 2 2052-06-15 Fixed 5.50000000 N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CF0 280000.00000000 PA USD 224893.56000000 0.006364043800 Long DBT CORP US N 2 2045-06-15 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFBK6 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2050-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJVZ0 258428.90000000 PA USD 232921.18000000 0.006591209599 Long DBT USGA US N 2 2045-03-01 Fixed 3.00000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFK5 120000.00000000 PA USD 90268.74000000 0.002554427148 Long DBT CORP US N 2 2049-09-01 Fixed 3.62500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7D68 324427.75000000 PA USD 303047.85000000 0.008575655928 Long DBT USGA US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QADS6 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2048-12-01 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBK1 830000.00000000 PA USD 770485.89000000 0.021803229721 Long DBT CORP US N 2 2026-04-22 Fixed 2.08300000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBP5 1285000.00000000 PA USD 1195979.14000000 0.033843848758 Long DBT CORP US N 2 2035-08-15 Fixed 4.40000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AZ1 6360000.00000000 PA USD 5580221.52000000 0.157909253468 Long DBT NUSS CH N 2 2033-08-12 Fixed 6.53700000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BT0 120000.00000000 PA USD 87113.89000000 0.002465151121 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N UNIVERSITY TEX UNIV REVS N/A 91514AKD6 295000.00000000 PA USD 185277.46000000 0.005242986373 Long DBT MUN US N 2 2049-08-15 Fixed 2.43900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LPCJ9 96468.54000000 PA USD 80535.66000000 0.002279000197 Long DBT USGA US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38381ETV0 688295.31000000 PA USD 38070.99000000 0.001077333863 Long DBT USGA US N 2 2061-02-16 Floating 0.64037880 N N N N N N NELNET PRIVATE EDUCATION LOAN TRUST N/A 64035GAB5 943626.91000000 PA USD 837797.26000000 0.023708008617 Long ABS-MBS US Y 2 2062-04-20 Fixed 1.32000000 N N N N N N Government National Mortgage Association 2 N/A 3617F6FX1 76291.65000000 PA USD 67861.82000000 0.001920355544 Long DBT USGA US N 2 2048-01-20 Fixed 3.00000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61774LBN8 580000.00000000 PA USD 489797.18000000 0.013860293317 Long ABS-MBS US N 2 2055-04-15 Floating 3.79484280 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKQY7 1327825.64000000 PA USD 1167791.03000000 0.033046180889 Long DBT USGA US N 2 2041-05-01 Fixed 2.50000000 N N N N N N CI Financial Corp. 549300M9W7JJQSVCEM78 125491AN0 1255000.00000000 PA USD 951829.00000000 0.026934881757 Long DBT NUSS CA N 2 2030-12-17 Fixed 3.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERQW3 1173450.78000000 PA USD 1119589.78000000 0.031682180665 Long DBT USGA US N 2 2031-12-01 Fixed 3.00000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABR5 1277000.00000000 PA USD 1161611.56000000 0.032871314087 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264AAX3 125000.00000000 PA USD 106674.95000000 0.003018690505 Long DBT CORP US N 2 2040-04-15 Fixed 4.37500000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGC2 195000.00000000 PA USD 136010.62000000 0.003848832056 Long DBT CORP US N 2 2061-03-22 Fixed 3.70000000 N N N N N Government National Mortgage Association N/A 36291ETX9 26723.82000000 PA USD 27459.04000000 0.000777036626 Long DBT USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BV7 240000.00000000 PA USD 240264.06000000 0.006798998608 Long DBT CORP US N 2 2040-04-01 Fixed 5.20000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFY2 1141000.00000000 PA USD 1133333.91000000 0.032071112413 Long SN UST US N 2 2029-11-30 Fixed 3.87500000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DJ6 540000.00000000 PA USD 489597.93000000 0.013854654936 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N Government National Mortgage Association 2 N/A 36179R4E6 378234.67000000 PA USD 352698.49000000 0.009980671028 Long DBT USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36291BX77 26949.39000000 PA USD 27755.78000000 0.000785433783 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DG7 1067000.00000000 PA USD 969436.33000000 0.027433134438 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50076QAE6 120000.00000000 PA USD 108543.19000000 0.003071558009 Long DBT CORP US N 2 2042-06-04 Fixed 5.00000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GF5 420000.00000000 PA USD 275988.87000000 0.007809940209 Long DBT CORP US N 2 2051-11-15 Fixed 2.95000000 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST N/A 14041NGB1 2505000.00000000 PA USD 2524117.16000000 0.071427532934 Long ABS-MBS US N 2 2027-10-15 Fixed 4.95000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 70420.20000000 0.001992752648 N/A DFE US N 2 U.S. DOLLARS N/A 5189635000.00000000 COP 1137928.12000000 USD 2023-01-18 70420.20000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBY7 645750.00000000 PA USD 616667.53000000 0.017450473776 Long DBT NUSS MX N 2 2025-12-15 Fixed 2.46000000 N N N N N N Government National Mortgage Association N/A 36292CN59 13122.26000000 PA USD 13487.99000000 0.000381683491 Long DBT USGA US N 2 2035-06-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APK73 90402.18000000 PA USD 77282.65000000 0.002186946436 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAF4 1375000.00000000 PA USD 1208619.89000000 0.034201557030 Long DBT NUSS GB N 2 2028-02-16 Fixed 2.97200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418B6G6 443720.34000000 PA USD 397389.20000000 0.011245329900 Long DBT USGA US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36201EJS0 12172.87000000 PA USD 12512.14000000 0.000354068862 Long DBT USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179V4V9 132807.17000000 PA USD 115622.31000000 0.003271883130 Long DBT USGA US N 2 2051-01-20 Fixed 2.50000000 N N N N N N ALLY AUTO RECEIVABLES TRUST N/A 02008DAD1 336000.00000000 PA USD 338356.07000000 0.009574808854 Long ABS-MBS US N 2 2031-06-15 Fixed 5.07000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGR4 1364000.00000000 PA USD 1255683.82000000 0.035533373343 Long DBT CORP US N 2 2028-07-21 Fixed 3.59300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q8VY8 200248.32000000 PA USD 185543.51000000 0.005250515063 Long DBT USGA US N 2 2043-04-01 Fixed 3.50000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAA5 457000.00000000 PA USD 449906.03000000 0.012731452519 Long DBT CORP US N 2 2025-05-15 Fixed 4.75000000 N N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875PAN1 390000.00000000 PA USD 347890.72000000 0.009844620627 Long DBT CORP US N 2 2035-04-01 Fixed 3.90000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MNX96 15319.82000000 PA USD 14712.34000000 0.000416330179 Long DBT USGA US N 2 2042-12-01 Fixed 4.00000000 N N N N N N MILEAGE PLUS HOLDINGS, LLC N/A 599191AA1 484500.00000000 PA USD 481690.80000000 0.013630898765 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N PCI GAMING AUTHORITY N/A 70455DAG9 428790.38000000 PA USD 425574.45000000 0.012042916836 Long LON US N 2 2026-05-29 Floating 6.57142920 N N N N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 4042Q1AD9 275000.00000000 PA USD 296253.63000000 0.008383392914 Long DBT CORP US N 2 2039-01-15 Fixed 7.00000000 N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CF9 380000.00000000 PA USD 365980.58000000 0.010356527955 Long DBT NUSS JP N 2 2026-04-17 Fixed 3.83700000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394DEV8 122338.48000000 PA USD 126153.47000000 0.003569894169 Long DBT USGA US N 2 2035-04-25 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BREJ9 729817.96000000 PA USD 749093.50000000 0.021197867313 Long DBT USGA US N 2 2052-12-01 Fixed 6.50000000 N N N N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 136385AE1 50000.00000000 PA USD 51080.43000000 0.001445475334 Long DBT NUSS CA N 2 2033-06-30 Fixed 6.45000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CF1 150000.00000000 PA USD 142350.49000000 0.004028237862 Long DBT CORP US N 2 2027-04-13 Fixed 3.30000000 N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST N/A 89231CAE7 702000.00000000 PA USD 678703.01000000 0.019205955400 Long ABS-MBS US N 2 2028-02-15 Fixed 3.77000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FBV9 18964.04000000 PA USD 17399.36000000 0.000492367541 Long ABS-MBS US N 2 2033-09-25 Floating 4.12427520 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967HA2 70000.00000000 PA USD 74809.75000000 0.002116968248 Long DBT CORP US N 2 2043-09-13 Fixed 6.67500000 N N N N N VOLKSWAGEN AUTO LEASE TRUST N/A 92868AAC9 430000.00000000 PA USD 420757.06000000 0.011906594209 Long ABS-MBS US N 2 2025-07-21 Fixed 3.44000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JB34 470000.00000000 PA USD 426407.50000000 0.012066490507 Long DBT NUSS IL N 2 2030-07-03 Fixed 2.75000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140AS9 223000.00000000 PA USD 217498.46000000 0.006154777068 Long DBT CORP US N 2 2025-07-29 Fixed 3.70000000 N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBU8 460000.00000000 PA USD 301003.99000000 0.008517818724 Long DBT CORP GB N 2 2050-09-25 Fixed 3.98400000 N N N N N N/A N/A N/A 103.00000000 NC USD 24443187.50000000 0.691693954566 N/A DO US N 1 90DAY EURO$ FUTR MAR23 N/A Long Interest Rate Futures 3M -- 90 Day EuroDollar Future (Consolidated) Mar 2023 2023-03-16 24480608.10000000 USD -37420.60000000 N N N MORGAN STANLEY CAPITAL I TRUST N/A 61769GAA5 1508072.86000000 PA USD 1441181.08000000 0.040782579623 Long ABS-MBS US N 2 2036-05-15 Floating 5.96800080 N N N N N N PRIME MORTGAGE TRUST N/A 74159UAC1 631071.62000000 PA USD 539831.54000000 0.015276166936 Long ABS-MBS US N 2 2035-05-25 Fixed 5.50000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDR7 925000.00000000 PA USD 916846.59000000 0.025944948610 Long DBT CORP US N 2 2032-11-15 Fixed 5.37500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBL9 450000.00000000 PA USD 368229.09000000 0.010420156350 Long DBT CORP US N 2 2031-04-22 Fixed 2.52200000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQAE6 633536.32000000 PA USD 644845.88000000 0.018247865456 Long DBT USGA US N 2 2052-10-01 Fixed 6.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967ME8 1860000.00000000 PA USD 1677507.48000000 0.047470150227 Long DBT CORP US N 2 2030-03-20 Fixed 3.98000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAQ4 205000.00000000 PA USD 176882.34000000 0.005005421050 Long DBT CORP US N 2 2048-03-01 Fixed 5.20000000 N N N N N N Government National Mortgage Association 2 N/A 36179UCC4 374354.27000000 PA USD 363278.55000000 0.010280065840 Long DBT USGA US N 2 2048-09-20 Fixed 4.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GZE7 3465000.00000000 PA USD 3344812.35000000 0.094651586731 Long DBT CORP US N 2 2023-12-06 Fixed 1.21700000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MFZY2 1476.36000000 PA USD 1455.94000000 0.000041200227 Long DBT USGA US N 2 2052-06-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 21H022614 2900000.00000000 PA USD 2512438.37000000 0.071097046232 Long DBT USGA US N 2 2053-01-15 Fixed 2.50000000 N N N N N N OBX TRUST N/A 670857AA9 525989.11000000 PA USD 400371.08000000 0.011329711217 Long ABS-MBS US Y 2 2061-05-25 Floating 1.10099880 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2F0 1447000.00000000 PA USD 1368003.09000000 0.038711786962 Long DBT NUSS FR N 2 2028-08-14 Fixed 4.40000000 N N N N N N Government National Mortgage Association N/A 38378GPE2 176147.08000000 PA USD 172872.81000000 0.004891959266 Long DBT USGA US N 2 2041-11-16 Floating 4.52283840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q83U7 1285221.04000000 PA USD 1257627.64000000 0.035588379612 Long DBT USGA US N 2 2048-05-01 Fixed 4.50000000 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EWD7 704000.00000000 PA USD 640591.65000000 0.018127479145 Long DBT CORP US N 2 2027-03-08 Fixed 2.35000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BW9 270000.00000000 PA USD 174823.78000000 0.004947167865 Long DBT CORP US N 2 2051-08-12 Fixed 3.05000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAA4 84000.00000000 PA USD 68690.68000000 0.001943810646 Long DBT CORP US N 2 2048-02-22 Fixed 4.26000000 N N N N N N ML-CFC COMMERCIAL MORTGAGE TRUST N/A 60688CAJ5 13916.79000000 PA USD 13640.26000000 0.000385992431 Long ABS-MBS US N 2 2049-09-12 Floating 6.19300080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AR26 297956.39000000 PA USD 278256.34000000 0.007874105134 Long DBT USGA US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM6P5 0.01000000 PA USD 0.01000000 0.000000000282 Long DBT USGA US N 2 2050-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LXFK6 249424.27000000 PA USD 237911.87000000 0.006732436274 Long DBT USGA US N 2 2052-08-01 Floating 3.96299880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJW66 595474.69000000 PA USD 507068.06000000 0.014349025128 Long DBT USGA US N 2 2052-03-01 Fixed 2.50000000 N N N N N N BRK: DEUTSCHE BANK SECURITIES INC N/A N/A 7680000.00000000 NC USD 2126561.05000000 0.060177479811 N/A DIR XX N 2 BRK: DEUTSCHE BANK SECURITIES INC N/A Y 2047-05-15 332616.24000000 USD 0.00000000 USD -7680000.00000000 USD 1793944.81000000 N N N Teva Pharmaceutical Finance Netherlands III B.V. 5493004T21MOAFINJP35 88167AAN1 390000.00000000 PA USD 387812.10000000 0.010974316875 Long DBT NUSS IL N 2 2025-01-31 Fixed 7.12500000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448EZ7 440000.00000000 PA USD 357884.75000000 0.010127431948 Long DBT CORP US N 2 2030-05-01 Fixed 1.62500000 N N N N N N Government National Mortgage Association 2 N/A 3617JLSR3 0.04000000 PA USD 0.04000000 0.000000001131 Long DBT USGA US N 2 2049-05-20 Fixed 4.50000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543DH3 295000.00000000 PA USD 320308.75000000 0.009064105324 Long DBT CORP US N 2 2053-05-15 Fixed 6.90000000 N N N N N VERUS SECURITIZATION TRUST N/A 92538KAA1 2018594.78000000 PA USD 1611467.83000000 0.045601358496 Long ABS-MBS US Y 2 2066-09-25 Floating 1.01300040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LPKT8 364068.29000000 PA USD 320787.91000000 0.009077664606 Long DBT USGA US N 2 2051-07-01 Fixed 3.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KY6 440000.00000000 PA USD 407070.75000000 0.011519298653 Long DBT CORP US N 2 2026-10-21 Fixed 3.20000000 N N N N N N CCO HOLDINGS, LLC N/A 1248EPCN1 1240000.00000000 PA USD 987040.00000000 0.027931283549 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N NEWELL BRANDS INC. 549300LWGYFM1TVO1Z12 651229AW6 110000.00000000 PA USD 103487.48000000 0.002928491396 Long DBT CORP US N 2 2026-04-01 Fixed 4.45000000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159VL7 480000.00000000 PA USD 439782.52000000 0.012444977170 Long DBT NUSS CA N 2 2025-06-11 Fixed 1.30000000 N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BW8 410000.00000000 PA USD 408718.99000000 0.011565940591 Long DBT CORP US N 2 2029-02-01 Fixed 5.87500000 N N N N N N SEQUOIA MORTGAGE TRUST N/A 81747LCE9 1173948.41000000 PA USD 1105999.92000000 0.031297614454 Long ABS-MBS US N 2 2048-10-25 Floating 4.98524040 N N N N N N Government National Mortgage Association N/A 36291LW84 902.20000000 PA USD 925.19000000 0.000026181050 Long DBT USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DE2 2065000.00000000 PA USD 1978904.26000000 0.055999084133 Long DBT CORP US N 2 2024-02-04 Fixed 1.43300000 N N N N N N XPO LOGISTICS 2/18 COV-LITE TLB N/A 98379EAE6 550000.00000000 PA USD 546991.50000000 0.015478779670 Long LON US N 2 2025-02-24 Floating 5.93485920 N N N N N N TOYOTA AUTO LOAN EXTENDED NOTE TRUST N/A 89231XAA9 440000.00000000 PA USD 424053.43000000 0.011999874973 Long ABS-MBS US N 2 2031-11-25 Fixed 2.56000000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A 17329RAY4 1728.20000000 PA USD 1387.22000000 0.000039255587 Long ABS-MBS US Y 2 2051-05-25 Floating 2.49999840 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LBJ4 220000.00000000 PA USD 210253.21000000 0.005949750796 Long DBT CORP US N 2 2050-06-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617YDD41 95645.43000000 PA USD 83950.96000000 0.002375646445 Long DBT USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N Healthcare Realty Holdings, L.P. 549300IYGAS4GE6VDL07 42225UAG9 1645000.00000000 PA USD 1373516.03000000 0.038867792281 Long DBT CORP US N 2 2030-02-15 Fixed 3.10000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFT6 395000.00000000 PA USD 266618.60000000 0.007544780065 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AX4 781000.00000000 PA USD 637490.73000000 0.018039729230 Long DBT NUSS JP N 2 2030-03-31 Fixed 2.05000000 N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AW5 364000.00000000 PA USD 233052.95000000 0.006594938430 Long DBT CORP US N 2 2052-08-01 Fixed 2.70000000 N N N N N N CSMC TRUST N/A 12665WAC4 3082960.41000000 PA USD 2947416.21000000 0.083406060443 Long ABS-MBS US Y 2 2067-05-25 Floating 4.54700160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418B2M7 283611.55000000 PA USD 263120.97000000 0.007445804041 Long DBT USGA US N 2 2036-04-01 Fixed 3.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CE2 180000.00000000 PA USD 115336.18000000 0.003263786216 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N JGWPT LLC N/A 46617LAA9 717976.25000000 PA USD 641523.98000000 0.018153862243 Long ABS-MBS US N 2 2073-01-17 Fixed 4.08000000 N N N N N N Government National Mortgage Association N/A 36210A2E6 8800.61000000 PA USD 9051.88000000 0.000256150335 Long DBT USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 36201QQ30 52057.76000000 PA USD 53382.26000000 0.001510612579 Long DBT USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZF0 835784.84000000 PA USD 747853.08000000 0.021162765876 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHQE0 4164289.09000000 PA USD 3738920.58000000 0.105804071657 Long DBT USGA US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401BB3 300000.00000000 PA USD 307160.15000000 0.008692025900 Long DBT NUSS CH N 2 2033-11-15 Fixed 9.01600000 N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573GAA0 266827.23000000 PA USD 241027.60000000 0.006820605283 Long ABS-MBS US Y 2 2065-05-25 Floating 1.21899960 N N N N N N WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST N/A 98163NAD8 418000.00000000 PA USD 407488.14000000 0.011531109966 Long ABS-MBS US N 2 2027-06-15 Fixed 3.34000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBR6 864000.00000000 PA USD 755466.91000000 0.021378222235 Long DBT CORP US N 2 2028-06-01 Fixed 2.18200000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAM6 628000.00000000 PA USD 541969.26000000 0.015336660192 Long DBT CORP US N 2 2041-12-15 Fixed 4.25000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAK7 97000.00000000 PA USD 107900.23000000 0.003053363510 Long DBT CORP US N 2 2035-11-15 Fixed 6.50000000 N N N N N NAVIENT STUDENT LOAN TRUST N/A 63938QAA5 1247392.95000000 PA USD 1213620.78000000 0.034343072345 Long ABS-MBS US N 2 2083-03-25 Floating 5.00870880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397HKD9 963.99000000 PA USD 735.08000000 0.000020801312 Long DBT USGA US N 2 2037-05-15 None 0.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179UEA6 225061.78000000 PA USD 220957.68000000 0.006252666166 Long DBT USGA US N 2 2048-10-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622AAFV1 132609.22000000 PA USD 135057.37000000 0.003821856963 Long DBT USGA US N 2 2049-03-20 Fixed 5.00000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AN0 59000.00000000 PA USD 51268.15000000 0.001450787439 Long DBT CORP BE N 2 2048-04-15 Fixed 4.60000000 N N N N N N PARK AEROSPACE HOLDINGS LIMITED 635400CPI3EOIFF6OC33 70014LAB6 112000.00000000 PA USD 110539.47000000 0.003128048792 Long DBT NUSS IE N 2 2024-02-15 Fixed 5.50000000 N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAU7 702000.00000000 PA USD 644569.63000000 0.018240048126 Long DBT NUSS GB N 2 2033-08-11 Fixed 4.97600000 N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CJ1 86000.00000000 PA USD 82877.10000000 0.002345258327 Long DBT CORP US N 2 2025-01-15 Fixed 2.62500000 N N N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160KAN5 780000.00000000 PA USD 683162.03000000 0.019332136863 Long DBT CORP US N 2 2027-06-20 Fixed 1.37500000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBU7 1065000.00000000 PA USD 927480.27000000 0.026245860763 Long DBT CORP US N 2 2030-05-15 Fixed 2.75000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CZ9 462000.00000000 PA USD 457240.70000000 0.012939009201 Long DBT CORP US N 2 2053-12-01 Fixed 5.35000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90351DAB3 200000.00000000 PA USD 194464.94000000 0.005502973921 Long DBT NUSS CH N 2 2025-09-24 Fixed 4.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKDU9 85979.72000000 PA USD 76255.92000000 0.002157892004 Long DBT USGA US N 2 2041-04-01 Fixed 2.50000000 N N N N N N OAK STREET INVESTMENT GRADE NET LEASE FUND LLC. N/A 67181DAA9 1079308.96000000 PA USD 957920.70000000 0.027107264841 Long ABS-MBS US Y 2 2050-11-20 Fixed 1.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFA27 256343.35000000 PA USD 221504.35000000 0.006268135847 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N RESOLUTION FUNDING CORPORATION N/A 76116FAC1 1165000.00000000 PA USD 845182.34000000 0.023916991803 Long DBT USGA US N 2 2030-04-15 Fixed 0.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFB0 290000.00000000 PA USD 287502.64000000 0.008135757172 Long DBT CORP US N 2 2024-01-22 Fixed 4.12500000 N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BW8 121000.00000000 PA USD 114323.92000000 0.003235141256 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N Viterra Finance B.V. 213800HBZGEIZLKJBI17 92852LAD1 851000.00000000 PA USD 747502.29000000 0.021152839212 Long DBT NUSS NL N 2 2032-04-21 Fixed 5.25000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CB6 320000.00000000 PA USD 279023.11000000 0.007895803211 Long DBT CORP US N 2 2030-04-15 Fixed 2.70000000 N N N N N N Government National Mortgage Association N/A 36291GUQ7 9377.08000000 PA USD 9615.96000000 0.000272112685 Long DBT USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KVQF0 344708.98000000 PA USD 283876.31000000 0.008033139191 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BH2 470000.00000000 PA USD 458219.65000000 0.012966711553 Long DBT CORP US N 2 2046-11-30 Fixed 4.90000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KD8 125000.00000000 PA USD 102045.41000000 0.002887683661 Long DBT CORP US N 2 2052-03-01 Fixed 5.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TD0 3057000.00000000 PA USD 2125809.13000000 0.060156201959 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RCP5 370000.00000000 PA USD 336348.08000000 0.009517986701 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371J2J2 22567.27000000 PA USD 22416.37000000 0.000634339020 Long DBT USGA US N 2 2031-03-01 Fixed 6.50000000 N N N N N N ML-CFC COMMERCIAL MORTGAGE TRUST N/A 55312YAR3 10783.65000000 PA USD 2648.78000000 0.000074955245 Long ABS-MBS US N 2 2048-08-12 Floating 5.45000040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AKCS6 52162.59000000 PA USD 52821.59000000 0.001494746725 Long DBT USGA US N 2 2041-07-01 Fixed 5.00000000 N N N N N N AEGIS ASSET BACKED SECURITIES TRUST N/A 00764MAV9 504774.28000000 PA USD 484744.08000000 0.013717300562 Long ABS-MBS US N 2 2034-01-25 Floating 5.43871080 N N N N N N DONLEN FLEET LEASE FUNDING 2 N/A 257812AE7 575000.00000000 PA USD 538931.86000000 0.015250707768 Long ABS-MBS US Y 2 2034-12-11 Fixed 0.98000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBG6 60000.00000000 PA USD 52544.94000000 0.001486918076 Long DBT CORP US N 2 2050-03-19 Fixed 4.32700000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKG6 900000.00000000 PA USD 760096.11000000 0.021509219457 Long DBT CORP US N 2 2028-02-01 Fixed 1.65000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAJ0 170000.00000000 PA USD 144178.06000000 0.004079954485 Long DBT CORP US N 2 2046-02-15 Fixed 5.05000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796XZ7 3850000.00000000 PA USD 3834640.46000000 0.108512755307 Long DBT UST US N 2 2023-02-09 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KRV27 35152.21000000 PA USD 35003.00000000 0.000990515802 Long DBT USGA US N 2 2036-06-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEN7 4880000.00000000 PA USD 4624562.50000000 0.130865989706 Long SN UST US N 2 2027-04-30 Fixed 2.75000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBH8 1385000.00000000 PA USD 1281894.82000000 0.036275092902 Long DBT CORP US N 2 2026-03-13 Fixed 2.00500000 N N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13645RBE3 135000.00000000 PA USD 120303.59000000 0.003404354113 Long DBT NUSS CA N 2 2026-12-02 Fixed 1.75000000 N N N N N N Government National Mortgage Association N/A 36291MSZ7 5265.54000000 PA USD 5399.71000000 0.000152801133 Long DBT USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RJZ6 302000.00000000 PA USD 225211.71000000 0.006373046817 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K66R6 8148.33000000 PA USD 8330.59000000 0.000235739252 Long DBT USGA US N 2 2035-07-01 Fixed 5.00000000 N N N N N N SOUTHWICK PARK CLO LTD N/A 846031AN2 2610000.00000000 PA USD 2563385.40000000 0.072538746610 Long ABS-CBDO CORP KY Y 2 2032-07-20 Floating 5.30256960 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2H5 1005000.00000000 PA USD 950404.46000000 0.026894570087 Long DBT CORP US N 2 2025-10-30 Fixed 2.40600000 N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAJ2 270000.00000000 PA USD 233582.96000000 0.006609936667 Long DBT CORP US N 2 2029-03-15 Fixed 4.05400000 N N N N N VERUS SECURITIZATION TRUST N/A 92538CAA9 108668.55000000 PA USD 98583.59000000 0.002789720989 Long ABS-MBS US Y 2 2065-05-25 Fixed 1.21800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297VKR8 60576.48000000 PA USD 62182.74000000 0.001759648791 Long DBT USGA US N 2 2035-11-01 Fixed 5.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBF2 1190000.00000000 PA USD 1121399.38000000 0.031733388773 Long DBT CORP US N 2 2025-10-15 Fixed 2.30100000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46644FAC5 1471065.62000000 PA USD 1396435.52000000 0.039516368604 Long ABS-MBS US N 2 2048-10-15 Fixed 2.91240000 N N N N N N EQM MIDSTREAM PARTNERS, LP 549300NELT611CL6XM83 26885BAC4 30000.00000000 PA USD 26824.74000000 0.000759087189 Long DBT CORP US N 2 2028-07-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APF79 183791.86000000 PA USD 157298.94000000 0.004451249488 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAJ9 1547000.00000000 PA USD 1406339.37000000 0.039796628009 Long DBT CORP BE N 2 2046-02-01 Fixed 4.90000000 N N N N N N CIM TRUST N/A 12567RAA8 1189623.72000000 PA USD 1047559.57000000 0.029643867912 Long ABS-MBS US Y 2 2061-07-25 Floating 1.42499880 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 210000.00000000 PA USD 160131.30000000 0.004531399685 Long DBT NUSS FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 74977RDN1 420000.00000000 PA USD 386955.04000000 0.010950063769 Long DBT NUSS NL N 2 2028-04-06 Fixed 3.64900000 N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMN9 1461000.00000000 PA USD 1007992.55000000 0.028524199353 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N PRIME SECURITY SERVICES BORROWER, LLC 549300O6QPZVWXV2DC15 74166MAC0 320000.00000000 PA USD 308000.00000000 0.008715791997 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 056054AA7 3754467.07000000 PA USD 3708177.49000000 0.104934102898 Long ABS-MBS US N 2 2036-10-15 Floating 5.37009120 N N N N N N Sands China Ltd. 549300EVO6UZDGY05787 80007RAQ8 690000.00000000 PA USD 563696.94000000 0.015951510645 Long DBT NUSS MO N 2 2029-03-08 Fixed 3.35000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AK6 830000.00000000 PA USD 747839.80000000 0.021162390078 Long DBT CORP US N 2 2048-12-15 Fixed 4.90000000 N N N N N N SABINE PASS LIQUEFACTION, LLC 549300KJYBG7C6WJYZ11 785592AS5 1265000.00000000 PA USD 1240362.80000000 0.035099818721 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LHVG2 100000.00000000 PA USD 99453.66000000 0.002814342253 Long DBT USGA US N 2 2032-11-01 Fixed 4.44000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DN5L3 195455.15000000 PA USD 167679.61000000 0.004745001957 Long DBT USGA US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JASV8 30017.78000000 PA USD 29351.29000000 0.000830583566 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A75X6 80608.44000000 PA USD 2390.50000000 0.000067646431 Long DBT USGA US N 2 2027-06-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36212S5T9 7362.34000000 PA USD 7568.75000000 0.000214180684 Long DBT USGA US N 2 2031-04-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 21H030617 6400000.00000000 PA USD 5697163.26000000 0.161218473863 Long DBT USGA US N 2 2043-01-15 Fixed 3.00000000 N N N N N N PENNSYLVANIA ELECTRIC COMPANY O1PLQWO3TX952VMBJ146 708696BY4 409000.00000000 PA USD 367381.39000000 0.010396168113 Long DBT CORP US N 2 2028-03-15 Fixed 3.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410C2A9 1183.90000000 PA USD 1203.22000000 0.000034048750 Long DBT USGA US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179T4R3 245656.31000000 PA USD 245348.48000000 0.006942877657 Long DBT USGA US N 2 2048-07-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WU6D0 58632.63000000 PA USD 54788.24000000 0.001550399038 Long DBT USGA US N 2 2043-06-01 Fixed 3.50000000 N N N N N N FIRST FRANKLIN MORTGAGE LOAN TRUST N/A 32027NKU4 283420.45000000 PA USD 263761.33000000 0.007463924965 Long ABS-MBS US N 2 2034-08-25 Floating 5.38871040 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFF1 1309000.00000000 PA USD 1292496.46000000 0.036575098386 Long DBT CORP US N 2 2024-04-01 Fixed 4.00000000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90276RBD9 400852.06000000 PA USD 368504.98000000 0.010427963492 Long ABS-MBS US N 2 2050-10-15 Fixed 3.30100000 N N N N N N Government National Mortgage Association N/A 38375BDG4 282793.36000000 PA USD 282799.07000000 0.008002655426 Long DBT USGA US N 2 2060-06-20 Floating 5.05470960 N N N N N N Government National Mortgage Association 2 N/A 3617WHHM0 186155.51000000 PA USD 166433.06000000 0.004709727053 Long DBT USGA US N 2 2047-09-20 Fixed 3.00000000 N N N N N N COMM MORTGAGE TRUST N/A 12626LAE2 2331000.00000000 PA USD 2305285.11000000 0.065235017901 Long ABS-MBS US N 2 2050-08-10 Fixed 4.25800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KK3X5 5591.17000000 PA USD 4777.63000000 0.000135197497 Long DBT USGA US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38381Y5P5 4734.59000000 PA USD 4436.03000000 0.000125530892 Long DBT USGA US N 2 2049-09-20 Fixed 3.50000000 N N N N N N BARINGS CLO LTD N/A 06760EAA4 773599.73000000 PA USD 768100.21000000 0.021735719687 Long ABS-CBDO CORP KY N 2 2028-01-20 Floating 5.04257040 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED PUSS41EMO3E6XXNV3U28 744573AQ9 323000.00000000 PA USD 250441.88000000 0.007087010823 Long DBT CORP US N 2 2030-08-15 Fixed 1.60000000 N N N N N N FIRST EAGLE HOLDINGS, INC. N/A 05554JAH0 252705.70000000 PA USD 246009.00000000 0.006961569069 Long LON US N 2 2027-02-01 Floating 6.17414040 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HHZ6 1020000.00000000 PA USD 945756.16000000 0.026763032373 Long DBT CORP US N 2 2025-05-12 Fixed 1.45000000 N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162CF5 269000.00000000 PA USD 231444.39000000 0.006549419357 Long DBT CORP US N 2 2051-06-15 Fixed 4.66300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D7E6 6580466.65000000 PA USD 5364994.51000000 0.151818753951 Long DBT USGA US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QHD36 2200.28000000 PA USD 1885.68000000 0.000053361021 Long DBT USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676AA3 370000.00000000 PA USD 352220.77000000 0.009967152495 Long DBT CORP US N 2 2025-04-01 Fixed 2.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4E69 0.01000000 PA USD 0.01000000 0.000000000282 Long DBT USGA US N 2 2049-06-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHZZ3 1000548.39000000 PA USD 878457.79000000 0.024858621351 Long DBT USGA US N 2 2051-12-01 Fixed 3.00000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08163RBQ8 246000.00000000 PA USD 235062.25000000 0.006651797654 Long ABS-MBS US N 2 2055-05-15 Floating 4.59390960 N N N N N N ACADEMIC LOAN FUNDING TRUST N/A 00400VAB3 1002087.48000000 PA USD 983535.83000000 0.027832122455 Long ABS-MBS US N 2 2044-12-27 Floating 5.48871120 N N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13645RAX2 44000.00000000 PA USD 44151.41000000 0.001249397746 Long DBT NUSS CA N 2 2115-09-15 Fixed 6.12500000 N N N N N N CLARK CNTY NEV ARPT REV N/A 18085PMT8 728000.00000000 PA USD 856337.88000000 0.024232671563 Long DBT MUN US N 2 2045-07-01 Fixed 6.82000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129882U1 40711.72000000 PA USD 40116.43000000 0.001135215777 Long DBT USGA US N 2 2039-07-01 Fixed 4.50000000 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AH6 260000.00000000 PA USD 248336.69000000 0.007027438101 Long DBT CORP US N 2 2025-03-27 Fixed 2.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L13J2 62250.70000000 PA USD 50930.08000000 0.001441220726 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ENMJ5 178152.28000000 PA USD 171111.33000000 0.004842112859 Long DBT USGA US N 2 2043-09-01 Fixed 4.00000000 N N N N N N CHEVRON CORPORATION N/A 166764BX7 180000.00000000 PA USD 161652.68000000 0.004574451736 Long DBT CORP US N 2 2027-05-11 Fixed 1.99500000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST N/A 43815PAD1 419000.00000000 PA USD 408612.95000000 0.011562939869 Long ABS-MBS US N 2 2028-12-18 Fixed 3.76000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FMCM2 600000.00000000 PA USD 540851.76000000 0.015305037148 Long DBT USGA US N 2 2031-01-25 Fixed 2.85400000 N N N N N N PHOENIX GUARANTOR INC. N/A 71913BAE2 925083.64000000 PA USD 865147.47000000 0.024481965570 Long LON US N 2 2026-03-05 Floating 7.32143160 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BC7 156000.00000000 PA USD 140910.46000000 0.003987487855 Long DBT CORP US N 2 2035-02-12 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFSM4 565032.71000000 PA USD 482523.68000000 0.013654467625 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162AW0 910000.00000000 PA USD 968974.04000000 0.027420052544 Long DBT CORP US N 2 2037-06-01 Fixed 6.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJJV6 795680.53000000 PA USD 670710.83000000 0.018979792483 Long DBT USGA US N 2 2042-08-01 Fixed 2.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AL4 1039000.00000000 PA USD 996548.60000000 0.028200358159 Long DBT CORP US N 2 2028-05-15 Fixed 4.95000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BM7 110000.00000000 PA USD 94480.90000000 0.002673622961 Long DBT CORP US N 2 2057-08-22 Fixed 4.25000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CR5 771000.00000000 PA USD 763155.95000000 0.021595806889 Long DBT CORP US N 2 2032-12-01 Fixed 4.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HSS4 77168.43000000 PA USD 78766.77000000 0.002228944102 Long DBT USGA US N 2 2032-09-01 Fixed 7.50000000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36264KAU4 1055000.00000000 PA USD 827629.04000000 0.023420268064 Long ABS-MBS US N 2 2053-12-12 Fixed 1.72100000 N N N N N N GS Mortgage Securities Corp. Pass-Through Certificates N/A 36228FAA4 10733.45000000 PA USD 9999.24000000 0.000282958753 Long ABS-MBS US N 2 2027-09-19 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMUS0 356552.86000000 PA USD 341458.44000000 0.009662599801 Long DBT USGA US N 2 2031-03-01 Fixed 3.00000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JF5 1085000.00000000 PA USD 926624.10000000 0.026221632842 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JASY2 16215.23000000 PA USD 15627.69000000 0.000442232777 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CQ48 2785000.00000000 PA USD 2624939.92000000 0.074280618015 Long ABS-MBS US N 2 2047-08-01 Fixed 3.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MDZ88 169953.20000000 PA USD 162834.77000000 0.004607902549 Long DBT USGA US N 2 2042-10-01 Fixed 4.00000000 N N N N N N LEVEL 3 FINANCING, INC. 254900AE5FEFIJOXWL19 527298BP7 578000.00000000 PA USD 488401.58000000 0.013820800592 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDF5 6876000.00000000 PA USD 5935116.08000000 0.167952068943 Long SN UST US N 2 2028-10-31 Fixed 1.37500000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACT0 310000.00000000 PA USD 208304.17000000 0.005894596811 Long DBT CORP US N 2 2052-10-15 Fixed 3.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411UDE8 4982.57000000 PA USD 5094.54000000 0.000144165425 Long DBT USGA US N 2 2037-04-01 Fixed 6.00000000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89114QCG1 910000.00000000 PA USD 893614.66000000 0.025287530852 Long DBT NUSS CA N 2 2023-06-12 Fixed 0.75000000 N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967JP7 120000.00000000 PA USD 116191.49000000 0.003287989801 Long DBT CORP US N 2 2025-04-27 Fixed 3.30000000 N N N N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350BQ7 570000.00000000 PA USD 491945.12000000 0.013921075779 Long DBT CORP US N 2 2079-11-15 Fixed 5.45000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CH6 160000.00000000 PA USD 150554.35000000 0.004260390905 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBB8 50000.00000000 PA USD 50680.76000000 0.001434165462 Long DBT CORP US N 2 2023-08-01 Fixed 8.25000000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAP0 610000.00000000 PA USD 471355.88000000 0.013338440931 Long DBT NUSS GB N 2 2032-03-15 Fixed 2.89600000 N N N N N N BALL CORPORATION 0BGI85ALH27ZJP15DY16 058498AX4 370000.00000000 PA USD 297158.10000000 0.008408987629 Long DBT CORP US N 2 2031-09-15 Fixed 3.12500000 N N N N N N Government National Mortgage Association N/A 36208WEK5 8156.91000000 PA USD 8384.61000000 0.000237267911 Long DBT USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179UVX7 88355.12000000 PA USD 80384.28000000 0.002274716442 Long DBT USGA US N 2 2049-07-20 Fixed 3.50000000 N N N N N N Lenovo Group Limited 254900VUZRGD5U73RE46 526250AE5 585000.00000000 PA USD 566530.29000000 0.016031688856 Long DBT NUSS CN N 2 2032-07-27 Fixed 6.53600000 N N N N N N Government National Mortgage Association N/A 38381HB67 600000.00000000 PA USD 453834.66000000 0.012842624992 Long DBT USGA US N 2 2064-10-16 Floating 2.99999880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138Y7DK5 25049.44000000 PA USD 24617.19000000 0.000696617881 Long DBT USGA US N 2 2046-02-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413CUH0 3839.66000000 PA USD 3897.50000000 0.000110291556 Long DBT USGA US N 2 2037-06-01 Fixed 6.00000000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36252RAM1 977000.00000000 PA USD 955953.86000000 0.027051607152 Long ABS-MBS US N 2 2047-01-10 Fixed 4.07400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WK4Q5 350348.60000000 PA USD 334437.33000000 0.009463916248 Long DBT USGA US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L05E3 75076.55000000 PA USD 61687.77000000 0.001745642117 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N MSCCG TRUST N/A 55352NAC1 370000.00000000 PA USD 335161.02000000 0.009484395246 Long ABS-MBS US N 2 2035-06-07 Floating 3.46174920 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CA5 790000.00000000 PA USD 681356.21000000 0.019281035722 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGRB7 156357.72000000 PA USD 128472.59000000 0.003635520687 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MAE9 780000.00000000 PA USD 678877.21000000 0.019210884916 Long ABS-MBS US Y 2 2027-12-27 Fixed 1.68000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QHMG7 83622.24000000 PA USD 73544.82000000 0.002081173226 Long DBT USGA US N 2 2041-03-01 Fixed 2.50000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HV5 1460000.00000000 PA USD 411850.12000000 0.011654545389 Long DBT NUSS AR N 2 2041-07-09 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QEWD0 2313317.26000000 PA USD 1894346.70000000 0.053606272105 Long DBT USGA US N 2 2050-09-01 Fixed 2.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDV1 360000.00000000 PA USD 281629.03000000 0.007969545603 Long DBT CORP US N 2 2059-08-15 Fixed 3.87500000 N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 94988QAQ4 20000.00000000 PA USD 18963.08000000 0.000536617730 Long ABS-MBS US N 2 2046-07-15 Floating 4.29626880 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAL7 1580000.00000000 PA USD 1301548.29000000 0.036831247306 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N BA CREDIT CARD TRUST N/A 05522RDE5 1315000.00000000 PA USD 1278742.16000000 0.036185878847 Long ABS-MBS US N 2 2027-11-15 Fixed 3.53000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BB9 250000.00000000 PA USD 240166.64000000 0.006796241814 Long DBT CORP US N 2 2025-02-12 Fixed 2.70000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AX6 2030000.00000000 PA USD 1768266.76000000 0.050038458689 Long DBT NUSS CH N 2 2171-12-23 Fixed 9.75000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CJ6 330000.00000000 PA USD 297862.19000000 0.008428911986 Long DBT NUSS GB N 2 2026-04-18 Fixed 1.64500000 N N N N N N BRAZOS STUDENT LOAN FINANCE CORPORATION N/A 10620NCL0 1966566.75000000 PA USD 1947628.32000000 0.055114036771 Long ABS-MBS US N 2 2036-10-27 Floating 5.35843080 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAR7 224000.00000000 PA USD 173079.80000000 0.004897816674 Long DBT CORP US N 2 2052-03-01 Fixed 3.65000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413BJD4 10344.15000000 PA USD 10605.49000000 0.000300114431 Long DBT USGA US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Russia, Federation of (Government) 5493004EHVGF71PDBU58 N/A 205755.00000000 PA USD 132943.45000000 0.003762037200 Long DBT NUSS RU N 2 2030-03-31 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F022410 2546211.00000000 PA USD 2329472.22000000 0.065919465368 Long DBT US N 2 2026-01-01 Fixed 2.50000000 N N N N N N BX TRUST N/A 05606FAA1 1200000.00000000 PA USD 1003889.88000000 0.028408101891 Long ABS-MBS US N 2 2041-12-09 Fixed 3.20200000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFP0 400000.00000000 PA USD 371869.96000000 0.010523185784 Long DBT CORP US N 2 2043-11-02 Fixed 5.37500000 N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 42307TAH1 10000.00000000 PA USD 10990.61000000 0.000311012567 Long DBT CORP US N 2 2039-08-01 Fixed 7.12500000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCY5 60000.00000000 PA USD 46742.19000000 0.001322711706 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBP5 660000.00000000 PA USD 505212.27000000 0.014296509934 Long DBT CORP US N 2 2050-04-15 Fixed 3.70000000 N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QAT7 230000.00000000 PA USD 218013.32000000 0.006169346590 Long DBT CORP US N 2 2026-05-04 Fixed 3.11900000 N N N N N N TARGA RESOURCES PARTNERS LP 6OQWTZ1SPC04IFT4T704 87612BBG6 100000.00000000 PA USD 95395.86000000 0.002699514523 Long DBT CORP US N 2 2028-01-15 Fixed 5.00000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L3H79 83940.59000000 PA USD 69282.47000000 0.001960557135 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135AQ9 500000.00000000 PA USD 492345.17000000 0.013932396404 Long DBT CORP US N 2 2044-12-05 Fixed 4.95000000 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BS0 1575000.00000000 PA USD 1408433.47000000 0.039855886905 Long DBT CORP US N 2 2026-03-15 Fixed 1.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ELMB6 36322.88000000 PA USD 37233.79000000 0.001053642756 Long DBT USGA US N 2 2043-03-01 Floating 2.44299960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WX4Z7 29512.93000000 PA USD 28396.94000000 0.000803577345 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B1W73 70804.18000000 PA USD 56153.93000000 0.001589045369 Long DBT USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N MFA TRUST N/A 55283WAA9 297895.62000000 PA USD 241821.92000000 0.006843082971 Long ABS-MBS US Y 2 2064-11-25 Floating 1.02899880 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAT7 80000.00000000 PA USD 69721.16000000 0.001972971196 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFTH4 187705.28000000 PA USD 160537.33000000 0.004542889532 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K06Q1 20246.53000000 PA USD 20627.30000000 0.000583711871 Long DBT USGA US N 2 2035-12-01 Fixed 5.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MF5 990000.00000000 PA USD 959981.46000000 0.027165580281 Long DBT CORP US N 2 2025-04-24 Fixed 3.35200000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523CB4 380000.00000000 PA USD 356433.32000000 0.010086359344 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N Government National Mortgage Association N/A 38381EX45 3454929.12000000 PA USD 182626.52000000 0.005167970005 Long DBT USGA US N 2 2062-02-16 Floating 0.57132000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAD4 1685000.00000000 PA USD 1614595.71000000 0.045689871326 Long DBT NUSS NO N 2 2025-04-06 Fixed 2.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFB32 238697.13000000 PA USD 205188.62000000 0.005806432896 Long DBT USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SH5 1030000.00000000 PA USD 951942.05000000 0.026938080849 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EED8 889521.55000000 PA USD 773580.07000000 0.021890788907 Long DBT USGA US N 2 2042-06-01 Fixed 2.50000000 N N N N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361ZX9 2410000.00000000 PA USD 2462877.16000000 0.069694561824 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PED0 80000.00000000 PA USD 66668.67000000 0.001886591754 Long DBT CORP US N 2 2031-05-15 Fixed 2.30000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QM6T6 0.04000000 PA USD 0.04000000 0.000000001131 Long DBT USGA US N 2 2052-01-01 Fixed 3.50000000 N N N N N N FREMONT HOME LOAN OWNER TRUST N/A 35729PNC0 4563898.52000000 PA USD 4206121.74000000 0.119024942214 Long ABS-MBS US N 2 2036-01-25 Floating 5.04870840 N N N N N N BARRICK NORTH AMERICA FINANCE LLC N/A 06849RAG7 509000.00000000 PA USD 511209.93000000 0.014466231873 Long DBT CORP CA N 2 2041-05-30 Fixed 5.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7FP9 1597572.02000000 PA USD 1481077.37000000 0.041911565873 Long DBT USGA US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179TG58 297382.35000000 PA USD 286244.11000000 0.008100143257 Long DBT USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46592KAC6 0.02000000 PA USD 0.02000000 0.000000000565 Long ABS-MBS US Y 2 2051-07-25 Floating 2.49999840 N N N N N N NISSAN MOTOR CO.,LTD. 353800DRBDH1LUTNAY26 654744AB7 1190000.00000000 PA USD 1105389.95000000 0.031280353507 Long DBT NUSS JP N 2 2025-09-17 Fixed 3.52200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KEMX8 13130.10000000 PA USD 13465.42000000 0.000381044804 Long DBT USGA US N 2 2036-09-01 Fixed 6.50000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAV3 220000.00000000 PA USD 205894.51000000 0.005826408190 Long DBT NUSS DK N 2 2025-12-20 Fixed 3.24400000 N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 546000.00000000 PA USD 397891.12000000 0.011259533245 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQKN1 146562.87000000 PA USD 143053.89000000 0.004048142693 Long DBT USGA US N 2 2045-09-01 Fixed 4.00000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFC3 240000.00000000 PA USD 208044.66000000 0.005887253190 Long DBT CORP US N 2 2047-03-01 Fixed 4.45000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CY3 280000.00000000 PA USD 267990.15000000 0.007583592223 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N TARGA RESOURCES PARTNERS LP 6OQWTZ1SPC04IFT4T704 87612BBS0 370000.00000000 PA USD 334091.50000000 0.009454129942 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B51 200000.00000000 PA USD 165183.81000000 0.004674375744 Long DBT CORP US N 2 2028-02-16 Fixed 2.90000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FU7 299000.00000000 PA USD 251729.53000000 0.007123448776 Long DBT CORP US N 2 2031-05-20 Fixed 2.37500000 N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFT6 296000.00000000 PA USD 283807.53000000 0.008031192853 Long DBT CORP US N 2 2052-09-09 Fixed 5.15000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBE2 630000.00000000 PA USD 580902.30000000 0.016438388369 Long DBT CORP US N 2 2039-02-14 Fixed 5.80000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YT4 261000.00000000 PA USD 229390.29000000 0.006491292382 Long DBT CORP US N 2 2027-11-02 Fixed 3.81500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131Y0TL6 126259.07000000 PA USD 122946.03000000 0.003479129949 Long DBT USGA US N 2 2048-03-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BYA8 658831.66000000 PA USD 628906.06000000 0.017796800016 Long DBT USGA US N 2 2048-09-01 Fixed 4.00000000 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST N/A 61772LAJ0 5629042.87000000 PA USD 4518404.57000000 0.127861929846 Long ABS-MBS US Y 2 2051-05-25 Floating 2.49999840 N N N N N N Government National Mortgage Association N/A 36241KF78 10086.71000000 PA USD 10687.32000000 0.000302430058 Long DBT USGA US N 2 2035-10-15 Fixed 6.00000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AF5 200000.00000000 PA USD 198956.94000000 0.005630088654 Long DBT CORP AU N 2 2023-05-30 Fixed 4.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XF7J4 1783873.16000000 PA USD 1587016.39000000 0.044909431012 Long DBT USGA US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MZT2 13793.87000000 PA USD 14776.06000000 0.000418133329 Long DBT USGA US N 2 2039-01-01 Fixed 7.00000000 N N N N N N VISIO TRUST N/A 92837MAA5 228087.81000000 PA USD 205207.77000000 0.005806974803 Long ABS-MBS US Y 2 2055-11-25 Fixed 1.31200000 N N N N N N PENFED AUTO RECEIVABLES OWNER TRUST N/A 706874AD6 318000.00000000 PA USD 312523.44000000 0.008843796420 Long ABS-MBS US Y 2 2028-12-15 Fixed 4.18000000 N N N N N N BRK: CITIGROUP N/A N/A 31110000.00000000 NC USD -1863020.34000000 -0.05271979795 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2025-07-24 0.00000000 USD 0.00000000 USD -31110000.00000000 USD -1863020.34000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B72K6 1322775.08000000 PA USD 1284909.98000000 0.036360415977 Long DBT USGA US N 2 2050-01-25 Floating 4.88871000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -867313.87000000 -0.02454327041 N/A DFE US N 2 U.S. DOLLARS N/A 13581718.01000000 EUR 13646095.35000000 USD 2023-01-18 -867313.87000000 N N N Government National Mortgage Association 2 N/A 36179TSG1 255303.36000000 PA USD 238110.94000000 0.006738069562 Long DBT USGA US N 2 2048-02-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36291N4J7 5070.17000000 PA USD 5242.26000000 0.000148345609 Long DBT USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19688GAA1 741802.83000000 PA USD 602346.20000000 0.017045208408 Long ABS-MBS US Y 2 2066-10-25 Floating 1.39700160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYT1 904794.28000000 PA USD 811003.78000000 0.022949806024 Long DBT USGA US N 2 2046-09-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKQ1 2350000.00000000 PA USD 2149551.49000000 0.060828063879 Long DBT CORP US N 2 2033-04-27 Fixed 4.57100000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5MT7 201431.25000000 PA USD 190661.18000000 0.005395335022 Long DBT USGA US N 2 2050-01-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXSB9 396414.07000000 PA USD 352978.54000000 0.009988595890 Long DBT USGA US N 2 2055-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHDY0 5477090.63000000 PA USD 4917619.95000000 0.139158937035 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J7VY8 185835.07000000 PA USD 172243.10000000 0.004874139716 Long DBT USGA US N 2 2048-01-01 Fixed 3.50000000 N N N N N N South Carolina Student Loan Student Loan Backed Notes N/A 83715RAH5 896317.57000000 PA USD 892735.88000000 0.025262663113 Long ABS-MBS US N 2 2036-01-25 Floating 5.88871080 N N N N N N TOLL BROTHERS FINANCE CORP. N/A 88947EAN0 120000.00000000 PA USD 119473.72000000 0.003380870430 Long DBT CORP US N 2 2023-04-15 Fixed 4.37500000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449QAB3 340501.56000000 PA USD 320054.20000000 0.009056902062 Long ABS-MBS US N 2 2035-11-15 Fixed 3.63000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JAGG7 3581404.94000000 PA USD 3250959.06000000 0.091995723894 Long DBT USGA US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FNWZ9 969223.68000000 PA USD 35904.21000000 0.001016018266 Long DBT USGA US N 2 2026-07-25 Floating 1.28864160 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAL7 460000.00000000 PA USD 378931.78000000 0.010723021349 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAD55 363809.31000000 PA USD 339797.24000000 0.009615591120 Long DBT USGA US N 2 2045-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179VV23 85348.92000000 PA USD 79182.49000000 0.002240708158 Long DBT USGA US N 2 2050-10-20 Fixed 3.50000000 N N N N N N HONEYWELL INTERNATIONAL INC. ISRPG12PN4EIEOEMW547 438516CK0 946000.00000000 PA USD 963539.23000000 0.027266258149 Long DBT CORP US N 2 2033-02-15 Fixed 5.00000000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BH0 30000.00000000 PA USD 27370.09000000 0.000774519517 Long DBT CORP US N 2 2040-04-01 Fixed 4.25000000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BB1 490000.00000000 PA USD 417380.47000000 0.011811043377 Long DBT CORP GB N 2 2045-08-15 Fixed 5.85000000 N N N N N DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST N/A 247361ZV3 3521648.48000000 PA USD 2998872.37000000 0.084862168194 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST N/A 36265UAA5 807000.00000000 PA USD 821565.14000000 0.023248671664 Long ABS-MBS US Y 2 2035-10-11 Fixed 5.91000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BKRJ1 280000.00000000 PA USD 271181.43000000 0.007673899147 Long DBT USGA US N 2 2025-05-25 Floating 3.32899920 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAR0 315000.00000000 PA USD 291786.22000000 0.008256974030 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BM5 543000.00000000 PA USD 452075.81000000 0.012792853009 Long DBT CORP US N 2 2038-04-01 Fixed 5.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QHL29 0.04000000 PA USD 0.04000000 0.000000001131 Long DBT USGA US N 2 2041-02-01 Fixed 3.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCE9 259000.00000000 PA USD 204376.42000000 0.005783449239 Long DBT CORP US N 2 2049-11-01 Fixed 3.99900000 N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAD9 240000.00000000 PA USD 187818.37000000 0.005314889111 Long DBT CORP US N 2 2030-08-15 Fixed 1.10000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264AAZ8 600000.00000000 PA USD 493282.52000000 0.013958921559 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A 17329PAY8 1238627.50000000 PA USD 994240.10000000 0.028135032166 Long ABS-MBS US Y 2 2051-05-25 Floating 2.49999840 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942LAA0 536681.90000000 PA USD 453275.15000000 0.012826791964 Long ABS-MBS US Y 2 2069-07-15 Fixed 0.94000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2L7 600000.00000000 PA USD 550882.91000000 0.015588898891 Long DBT NUSS FR N 2 2026-06-09 Fixed 2.21900000 N N N N N Government National Mortgage Association N/A 36209LK96 2033.53000000 PA USD 2090.21000000 0.000059148816 Long DBT USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNLM2 747405.16000000 PA USD 633955.96000000 0.017939702217 Long DBT USGA US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38380LCX9 473067.76000000 PA USD 470392.14000000 0.013311168991 Long DBT USGA US N 2 2068-05-20 Floating 4.14156960 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HLL2 430000.00000000 PA USD 384181.50000000 0.010871578062 Long DBT CORP US N 2 2045-06-01 Fixed 4.95000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAW1 917000.00000000 PA USD 823079.70000000 0.023291530722 Long DBT CORP US N 2 2052-08-01 Fixed 5.45000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JY4 1560000.00000000 PA USD 1509799.70000000 0.042724351114 Long DBT CORP US N 2 2023-11-15 Fixed 1.70000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B5NK4 227704.08000000 PA USD 194127.48000000 0.005493424469 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468G7 10000.00000000 PA USD 9307.04000000 0.000263370859 Long DBT CORP US N 2 2030-01-23 Fixed 4.43100000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBB9 285000.00000000 PA USD 237901.68000000 0.006732147917 Long DBT CORP US N 2 2031-04-15 Fixed 2.55000000 N N N N N N N/A N/A 38383HAG4 811000.00000000 PA USD 658557.34000000 0.018635872707 Long DBT USGA US N 2 2051-09-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9XD8 387936.92000000 PA USD 377398.67000000 0.010679637363 Long DBT USGA US N 2 2048-12-01 Fixed 4.00000000 N N N N N N Healthcare Realty Holdings, L.P. 549300IYGAS4GE6VDL07 42225UAL8 170000.00000000 PA USD 132659.70000000 0.003754007635 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LQT59 2580034.34000000 PA USD 2106590.20000000 0.059612344179 Long DBT USGA US N 2 2051-06-01 Fixed 2.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2V4 3820000.00000000 PA USD 3537323.74000000 0.100099279044 Long DBT CORP US N 2 2028-03-24 Fixed 3.52600000 N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Q5 1300000.00000000 PA USD 1208044.88000000 0.034185285382 Long DBT CORP US N 2 2026-04-28 Fixed 2.18800000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAH5 1590000.00000000 PA USD 1562264.42000000 0.044208999122 Long DBT CORP US N 2 2026-07-28 Fixed 4.26000000 N N N N N WASHINGTON MUTUAL MSC MORTGAGE CORP N/A 939336U43 65758.31000000 PA USD 66224.69000000 0.001874027997 Long ABS-MBS US N 2 2034-07-25 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L06A0 376320.12000000 PA USD 310607.62000000 0.008789582495 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N CARLYLE US CLO LTD N/A 14317XAU0 1560000.00000000 PA USD 1501400.16000000 0.042486660713 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 5.89257000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XCL8 83000.00000000 PA USD 82555.60000000 0.002336160512 Long DBT CORP US N 2 2023-06-19 Fixed 4.15000000 N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCB0 698000.00000000 PA USD 613306.40000000 0.017355360432 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BSJ6 79366.32000000 PA USD 73634.35000000 0.002083706748 Long DBT USGA US N 2 2035-07-01 Fixed 3.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967EW7 154000.00000000 PA USD 189263.17000000 0.005355774099 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N Government National Mortgage Association N/A 36200M5B5 14898.49000000 PA USD 15313.73000000 0.000433348329 Long DBT USGA US N 2 2033-12-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 21H050623 4800000.00000000 PA USD 4754000.26000000 0.134528822799 Long DBT USGA US N 2 2053-02-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397FRW4 110700.47000000 PA USD 112183.08000000 0.003174559710 Long DBT USGA US N 2 2037-03-15 Fixed 5.50000000 N N N N N N MERCURY GENERAL CORPORATION 5493001Q9EXPCEL4W527 589400AB6 935000.00000000 PA USD 874275.68000000 0.024740275894 Long DBT CORP US N 2 2027-03-15 Fixed 4.40000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64831UAA2 1843037.93000000 PA USD 1798680.43000000 0.050899105512 Long ABS-MBS US Y 2 2062-06-25 Fixed 5.00000000 N N N N N N CALIFORNIA ST UNIV REV N/A 13077DQP0 685000.00000000 PA USD 506704.57000000 0.014338739078 Long DBT MUN US N 2 2035-11-01 Fixed 2.37400000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 44935FAE4 566000.00000000 PA USD 512233.06000000 0.014495184432 Long ABS-MBS US N 2 2027-12-15 Fixed 1.03000000 N N N N N N MSCCG TRUST N/A 55352NAC1 250000.00000000 PA USD 226460.15000000 0.006408375204 Long ABS-MBS US N 2 2035-06-07 Floating 3.46174920 N N N N N N BBCMS TRUST N/A 05492TAB6 660000.00000000 PA USD 622297.63000000 0.017609794492 Long ABS-MBS US N 2 2053-02-15 Fixed 2.69000000 N N N N N N Republica Del Paraguay 529900UXKJTJPCU0HK83 699149AH3 591000.00000000 PA USD 509261.84000000 0.014411104771 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N Government National Mortgage Association N/A 38381DND8 2397852.26000000 PA USD 167095.77000000 0.004728480438 Long DBT USGA US N 2 2063-11-16 Floating 0.87165000 N N N N N N Government National Mortgage Association N/A 38378D2U8 253596.92000000 PA USD 25697.64000000 0.000727192483 Long DBT USGA US N 2 2042-03-20 Floating 1.69714080 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CP72 721172.84000000 PA USD 688626.96000000 0.019486783594 Long ABS-MBS US N 2 2047-06-01 Fixed 4.01000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971M4P4 275000.00000000 PA USD 282264.48000000 0.007987527584 Long DBT MUN US N 2 2037-08-01 Fixed 5.50800000 N N N N N N Government National Mortgage Association 2 N/A 3617YNY95 46282.47000000 PA USD 41171.63000000 0.001165075854 Long DBT USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622AAKS2 443789.30000000 PA USD 395433.27000000 0.011189980942 Long DBT USGA US N 2 2050-01-20 Fixed 3.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYG3 4300000.00000000 PA USD 3709297.91000000 0.104965808572 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N Government National Mortgage Association 2 N/A 3617B8HH4 255250.01000000 PA USD 237716.98000000 0.006726921272 Long DBT USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEY3 7745000.00000000 PA USD 7501758.59000000 0.212284959370 Long SN UST US N 2 2025-07-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXEP3 433912.45000000 PA USD 449932.27000000 0.012732195059 Long DBT USGA US N 2 2056-09-01 Fixed 5.50000000 N N N N N N GLOBAL MEDICAL RESPONSE, INC. N/A 00169QAF6 711058.52000000 PA USD 495522.46000000 0.014022307439 Long LON US N 2 2025-10-02 Floating 8.42229000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C27 850000.00000000 PA USD 792965.00000000 0.022439344160 Long DBT CORP US N 2 2027-05-28 Fixed 4.95000000 N N N N N N Government National Mortgage Association N/A 36225B7K8 12082.46000000 PA USD 12803.67000000 0.000362318586 Long DBT USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AXV5 206455.60000000 PA USD 202596.69000000 0.005733086394 Long DBT USGA US N 2 2043-09-01 Fixed 4.50000000 N N N N N N PETROBRAS GLOBAL FINANCE B.V. 549300FNENFFSMO3GT38 71647NAN9 790000.00000000 PA USD 669042.45000000 0.018932580622 Long DBT NUSS BR N 2 2115-06-05 Fixed 6.85000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138M8J38 149307.25000000 PA USD 135856.00000000 0.003844456615 Long DBT USGA US N 2 2042-09-01 Fixed 3.00000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAQ4 250000.00000000 PA USD 215710.17000000 0.006104171991 Long DBT CORP US N 2 2048-03-01 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AWH7 73336.32000000 PA USD 70074.94000000 0.001982982471 Long DBT USGA US N 2 2043-08-01 Fixed 4.00000000 N N N N N N BBCMS TRUST N/A 05547HAA9 486700.07000000 PA USD 456527.68000000 0.012918832142 Long ABS-MBS US N 2 2035-08-10 Fixed 3.31200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JHYV9 232904.23000000 PA USD 228218.42000000 0.006458130775 Long DBT USGA US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHHT7 2725592.64000000 PA USD 2224261.47000000 0.062942208833 Long DBT USGA US N 2 2051-08-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8CP0 311152.87000000 PA USD 266744.15000000 0.007548332882 Long DBT USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2F9 585000.00000000 PA USD 542635.64000000 0.015355517430 Long DBT CORP US N 2 2027-06-17 Fixed 3.19600000 N N N N N RANGE RESOURCES CORPORATION H3Y3WLYCX0BTO1TRW162 75281AAS8 120000.00000000 PA USD 113988.37000000 0.003225645854 Long DBT CORP US N 2 2025-05-15 Fixed 4.87500000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBL5 50000.00000000 PA USD 49531.28000000 0.001401637447 Long DBT CORP US N 2 2023-04-15 Fixed 1.57100000 N N N N N CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES N/A 12515GAD9 310000.00000000 PA USD 288273.25000000 0.008157563913 Long ABS-MBS US N 2 2050-02-10 Fixed 3.63100000 N N N N N N Government National Mortgage Association N/A 36201FUR6 8209.67000000 PA USD 8552.58000000 0.000242021130 Long DBT USGA US N 2 2032-04-15 Fixed 6.50000000 N N N N N N DISH DBS Corporation N/A 25470XBD6 280000.00000000 PA USD 180630.80000000 0.005111495068 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MMRT7 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2042-04-01 Fixed 2.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHS1 260000.00000000 PA USD 213249.11000000 0.006034528852 Long DBT CORP US N 2 2050-03-15 Fixed 4.33000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 1098000.00000000 PA USD 952831.21000000 0.026963242321 Long DBT CORP US N 2 2027-07-20 Fixed 1.51200000 N N N N N N COMM MORTGAGE TRUST N/A 12591UAF0 236000.00000000 PA USD 230644.43000000 0.006526782069 Long ABS-MBS US N 2 2047-03-10 Fixed 3.96100000 N N N N N N CCO HOLDINGS, LLC N/A 1248EPCQ4 250000.00000000 PA USD 202675.00000000 0.005735302412 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAU7 1790000.00000000 PA USD 1643560.73000000 0.046509524214 Long DBT NUSS GB N 2 2033-08-11 Fixed 4.97600000 N N N N N TSMC ARIZONA CORPORATION 2549005GOBWLCSY63Q97 872898AA9 1300000.00000000 PA USD 1159760.59000000 0.032818935290 Long DBT CORP TW N 2 2026-10-25 Fixed 1.75000000 N N N N N Government National Mortgage Association 2 N/A 36179TG41 772042.49000000 PA USD 722884.23000000 0.020456196710 Long DBT USGA US N 2 2047-09-20 Fixed 3.50000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661EM5 800000.00000000 PA USD 765836.22000000 0.021671653239 Long DBT CORP US N 2 2053-04-15 Fixed 5.62500000 N N N N N GREAT OUTDOORS GROUP, LLC N/A 07014QAN1 304598.25000000 PA USD 292033.57000000 0.008263973546 Long LON US N 2 2028-03-06 Floating 7.82142840 N N N N N N ECOPETROL S.A. 254900IDGKCJICKBPA66 279158AL3 200000.00000000 PA USD 188630.00000000 0.005337856637 Long DBT NUSS CO N 2 2026-06-26 Fixed 5.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796ZG7 2660000.00000000 PA USD 2610429.97000000 0.073870015073 Long DBT UST US N 2 2023-06-01 None 0.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDU5 260000.00000000 PA USD 256743.99000000 0.007265348095 Long DBT CORP US N 2 2037-03-16 Fixed 5.25000000 N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BT0 160000.00000000 PA USD 116151.85000000 0.003286868067 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JASH2 637533.19000000 PA USD 595486.48000000 0.016851091873 Long DBT USGA US N 2 2043-08-01 Fixed 3.50000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAG8 925000.00000000 PA USD 896126.20000000 0.025358602476 Long DBT NUSS US N 2 2023-09-02 Fixed 0.75000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3XG7 376394.29000000 PA USD 321918.05000000 0.009109645337 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFC8 830000.00000000 PA USD 763095.19000000 0.021594087501 Long DBT CORP US N 2 2044-01-21 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MMXZ6 1090851.33000000 PA USD 1066704.12000000 0.030185620885 Long DBT USGA US N 2 2052-07-01 Floating 4.35099960 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GK3 316000.00000000 PA USD 252159.72000000 0.007135622304 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46639NAQ4 605000.00000000 PA USD 599886.48000000 0.016975603187 Long ABS-MBS US N 2 2045-07-15 Fixed 3.66370000 N N N N N N TELEFONICA EMISIONES, S.A.U. 549300Y5MFC4SW5Z3K71 87938WAU7 150000.00000000 PA USD 120449.02000000 0.003408469495 Long DBT NUSS ES N 2 2047-03-08 Fixed 5.21300000 N N N N N N REGENCY CENTERS, L.P. 5493008PTR2GAOYBXW28 75884RAZ6 742000.00000000 PA USD 622772.73000000 0.017623238884 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFWR5 435081.87000000 PA USD 418911.56000000 0.011854370202 Long DBT USGA US N 2 2034-01-01 Fixed 3.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCT6 2220000.00000000 PA USD 2128862.52000000 0.060242606868 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N NELNET STUDENT LOAN CORPORATION N/A 64031QCD1 1790979.62000000 PA USD 1735268.33000000 0.049104668260 Long ABS-MBS US N 2 2035-12-24 Floating 4.87257120 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFV8 6135000.00000000 PA USD 6260575.78000000 0.177161935984 Long SN UST US N 2 2032-11-15 Fixed 4.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FCTC2 368320.54000000 PA USD 341725.93000000 0.009670169240 Long DBT USGA US N 2 2047-02-01 Fixed 3.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PES7 920000.00000000 PA USD 993383.80000000 0.028110800566 Long DBT CORP US N 2 2053-02-15 Fixed 5.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JAWQ4 46481.79000000 PA USD 45054.25000000 0.001274946336 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N UNITED RENTALS (NORTH AMERICA), INC. NGIZXNT70J2LYT3FBI09 911363AM1 920000.00000000 PA USD 771226.80000000 0.021824196012 Long DBT CORP US N 2 2031-02-15 Fixed 3.87500000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BX6 628000.00000000 PA USD 657993.73000000 0.018619923656 Long DBT CORP US N 2 2054-11-15 Fixed 5.70000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BN3 227000.00000000 PA USD 185842.66000000 0.005258980418 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGNG0 25205.41000000 PA USD 20804.07000000 0.000588714113 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AB9 220000.00000000 PA USD 207439.90000000 0.005870139676 Long DBT CORP US N 2 2027-12-01 Fixed 3.65000000 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863BB5 679000.00000000 PA USD 609596.79000000 0.017250385792 Long DBT NUSS ZA N 2 2029-03-16 Fixed 3.87500000 N N N N N N Government National Mortgage Association 2 N/A 36202FMC7 6096.53000000 PA USD 6200.40000000 0.000175459080 Long DBT USGA US N 2 2040-11-20 Fixed 5.00000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BT8 3205000.00000000 PA USD 2934301.63000000 0.083034943717 Long DBT CORP US N 2 2029-03-23 Fixed 3.70000000 N N N N N N Government National Mortgage Association N/A 36290S7D7 9268.71000000 PA USD 9792.39000000 0.000277105306 Long DBT USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297QBV0 1014.51000000 PA USD 1001.55000000 0.000028341887 Long DBT USGA US N 2 2035-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300L5P6 132930.11000000 PA USD 136576.31000000 0.003864839966 Long DBT USGA US N 2 2043-02-01 Floating 4.48599960 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EWN5 517000.00000000 PA USD 517503.07000000 0.014644315312 Long DBT CORP US N 2 2029-10-11 Fixed 4.85000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDY5 215000.00000000 PA USD 155979.54000000 0.004413913073 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63935CAB7 457504.89000000 PA USD 423278.67000000 0.011977950794 Long ABS-MBS US N 2 2068-08-15 Fixed 2.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKQY7 1121620.09000000 PA USD 986438.16000000 0.027914252665 Long DBT USGA US N 2 2041-05-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38375BJE3 252205.07000000 PA USD 249964.71000000 0.007073507854 Long DBT USGA US N 2 2060-12-20 Floating 4.24157040 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEX5 737000.00000000 PA USD 719352.31000000 0.020356250347 Long SN UST US N 2 2024-06-30 Fixed 3.00000000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109AU8 304000.00000000 PA USD 283601.59000000 0.008025365157 Long DBT CORP US N 2 2028-01-15 Fixed 3.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TJ7 4079000.00000000 PA USD 3360713.59000000 0.095101560434 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEN7 4550000.00000000 PA USD 4311835.94000000 0.122016445391 Long SN UST US N 2 2027-04-30 Fixed 2.75000000 N N N N N N VMWARE, INC. 549300BUDHS3LRWBE814 928563AH8 977000.00000000 PA USD 909095.11000000 0.025725597028 Long DBT CORP US N 2 2024-08-15 Fixed 1.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B5GX4 7022605.62000000 PA USD 5721033.30000000 0.161893948875 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYV30 0.01000000 PA USD 0.01000000 0.000000000282 Long DBT USGA US N 2 2041-11-01 Fixed 1.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAQ2 560000.00000000 PA USD 542722.32000000 0.015357970303 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BF4Y4 129956.72000000 PA USD 5202.21000000 0.000147212273 Long DBT USGA US N 2 2041-04-15 Floating 0.21187440 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBT1 10000.00000000 PA USD 6790.22000000 0.000192149821 Long DBT CORP GB N 2 2040-09-25 Fixed 3.73400000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46627QBE7 131089.77000000 PA USD 1.77000000 0.000000050087 Long DBT USGA US N 2 2043-06-12 Floating 0.29627640 N N N N N N BRK: CITIGROUP N/A N/A 15555000.00000000 NC USD -918014.03000000 -0.02597798485 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2025-07-24 0.00000000 USD 0.00000000 USD -15555000.00000000 USD -918014.03000000 N N N HANESBRANDS INC. GX5LWVWZLL5S4W1L2F20 410345AL6 210000.00000000 PA USD 187649.90000000 0.005310121742 Long DBT CORP US N 2 2026-05-15 Fixed 4.87500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136APTN2 31886.34000000 PA USD 3490.49000000 0.000098773976 Long DBT USGA US N 2 2045-08-25 Floating 1.76128920 N N N N N N City of New York 549300ABYZD2SFD5JB29 64966QRU6 1350000.00000000 PA USD 973134.68000000 0.027537790443 Long DBT MUN US N 2 2035-08-01 Fixed 2.22300000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 2255000.00000000 PA USD 1785488.73000000 0.050525806443 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJQ3 2238000.00000000 PA USD 1979966.57000000 0.056029145409 Long DBT CORP US N 2 2027-03-11 Fixed 1.65800000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MM3D8 992973.07000000 PA USD 980701.84000000 0.027751926133 Long DBT USGA US N 2 2052-08-01 Floating 4.65099840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398FRR4 411640.69000000 PA USD 348962.18000000 0.009874940830 Long DBT USGA US N 2 2037-03-25 None 0.00000000 N N N N N N ENTERGY ARKANSAS, LLC 549300A0I5ONUIFMLP35 29366MAB4 378000.00000000 PA USD 227916.72000000 0.006449593260 Long DBT CORP US N 2 2051-06-15 Fixed 2.65000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAC9 232000.00000000 PA USD 220951.87000000 0.006252501754 Long DBT CORP IE N 2 2025-01-15 Fixed 3.50000000 N N N N N EATON CORPORATION 0NZWDMRCE180888QQE14 278062AE4 140000.00000000 PA USD 119641.23000000 0.003385610633 Long DBT CORP US N 2 2042-11-02 Fixed 4.15000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 496.64000000 0.000014053931 N/A DFE US N 2 U.S. DOLLARS N/A 1523175.06000000 GBP 1833529.59000000 USD 2023-01-18 496.64000000 N N N ICON PUBLIC LIMITED COMPANY N/A L5000DAC1 689978.83000000 PA USD 687308.61000000 0.019449476892 Long LON US N 2 2028-07-03 Floating 5.93750160 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SQ2 14946000.00000000 PA USD 9281699.46000000 0.262653772327 Long DBT UST US N 1 2040-08-15 Fixed 1.12500000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538QAA8 933034.49000000 PA USD 782891.51000000 0.022154284278 Long ABS-MBS US Y 2 2066-10-25 Floating 1.82900160 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAF0 1970000.00000000 PA USD 1624903.28000000 0.045981555209 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDN8 368000.00000000 PA USD 286525.03000000 0.008108092738 Long DBT CORP US N 2 2031-02-15 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGVF3 1234399.04000000 PA USD 1040521.92000000 0.029444716310 Long DBT USGA US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWA3 397844.38000000 PA USD 335357.58000000 0.009489957506 Long DBT USGA US N 2 2042-01-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36291SNL0 1942.81000000 PA USD 1994.35000000 0.000056436168 Long DBT USGA US N 2 2034-10-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBQ52 377593.12000000 PA USD 324673.20000000 0.009187610644 Long DBT USGA US N 2 2051-06-01 Fixed 2.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 55000.00000000 PA USD 58840.35000000 0.001665065752 Long DBT CORP US N 2 2052-11-09 Fixed 6.90000000 N N N N N N Government National Mortgage Association N/A 38380UXM0 6977.33000000 PA USD 6278.24000000 0.000177661798 Long DBT USGA US N 2 2047-12-20 Fixed 2.75000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 930000.00000000 PA USD 977383.85000000 0.027658033566 Long DBT NUSS GB N 2 2028-11-03 Fixed 7.39000000 N N N N N N MORGAN STANLEY ABS CAPITAL I, INC. N/A 61744CKN5 221000.91000000 PA USD 213091.20000000 0.006030060310 Long ABS-MBS US N 2 2034-12-25 Floating 5.06370960 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 1080000.00000000 PA USD 989014.77000000 0.027987165642 Long DBT CORP US N 2 2029-01-24 Fixed 3.77200000 N N N N N Government National Mortgage Association N/A 36290RRP0 61001.11000000 PA USD 62724.62000000 0.001774982925 Long DBT USGA US N 2 2033-07-15 Fixed 6.50000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 92564RAK1 200000.00000000 PA USD 183525.40000000 0.005193406534 Long DBT CORP US N 2 2028-01-15 Fixed 4.50000000 N N N N N N NORWEIGAN KRONE N/A N/A 1.00000000 NC -25994.35000000 -0.00073558879 N/A DFE NO N 2 NORWEIGAN KRONE N/A 4473989.97000000 EUR 46789881.93000000 NOK 2023-01-18 -25994.35000000 N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDN8 1420000.00000000 PA USD 1105612.88000000 0.031286661986 Long DBT CORP US N 2 2031-02-15 Fixed 1.50000000 N N N N N N BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST N/A 05491YAA8 1790000.00000000 PA USD 1609382.56000000 0.045542349472 Long ABS-MBS US N 2 2038-08-10 Floating 4.09074840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BFN48 303.67000000 PA USD 284.94000000 0.000008063239 Long DBT USGA US N 2 2052-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYZ7 359947.60000000 PA USD 335013.12000000 0.009480209968 Long DBT USGA US N 2 2046-10-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LCTV3 566240.63000000 PA USD 476961.03000000 0.013497055611 Long DBT USGA US N 2 2035-09-01 Fixed 1.85000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AT3 733000.00000000 PA USD 727114.19000000 0.020575896228 Long DBT NUSS JP N 2 2023-11-26 Fixed 4.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TC2 29000000.00000000 PA USD 20706679.76000000 0.585958161517 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N UNITED AIRLINES INC. N/A 90932RAJ3 817550.00000000 PA USD 805744.58000000 0.022800981046 Long LON US N 2 2028-04-21 Floating 8.10843120 N N N N N N Government National Mortgage Association 2 N/A 36179UH54 123821.15000000 PA USD 120158.34000000 0.003400243825 Long DBT USGA US N 2 2048-12-20 Fixed 4.50000000 N N N N N N CSMC TRUST N/A 12659FAA3 1442375.88000000 PA USD 1223573.37000000 0.034624710995 Long ABS-MBS US Y 2 2066-10-25 Floating 1.84100040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F020612 46250000.00000000 PA USD 37622537.03000000 1.064643529781 Long DBT USGA US N 2 2053-01-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MSVH5 135.15000000 PA USD 126.82000000 0.000003588755 Long DBT USGA US N 2 2052-07-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179WTY4 3028666.17000000 PA USD 2627105.41000000 0.074341897107 Long DBT USGA US N 2 2051-12-20 Fixed 2.50000000 N N N N N N MASTR REPERFORMING LOAN TRUST N/A 576436AR0 1065796.82000000 PA USD 707652.11000000 0.020025157783 Long ABS-MBS US N 2 2034-08-25 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WGJG0 188319.64000000 PA USD 174995.98000000 0.004952040785 Long DBT USGA US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XA7H9 173442.89000000 PA USD 148066.51000000 0.004189989944 Long DBT USGA US N 2 2050-09-01 Fixed 2.50000000 N N N N N N GENESEE & WYOMING INC. N/A 55316HAB1 303376.49000000 PA USD 301404.54000000 0.008529153499 Long LON US N 2 2026-12-30 Floating 5.67414000 N N N N N N MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST II N/A 61916TAE1 1350000.00000000 PA USD 1330852.95000000 0.037660511336 Long ABS-MBS US Y 2 2025-03-30 Floating 5.80460040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M1UE2 800527.83000000 PA USD 728271.95000000 0.020608658551 Long DBT USGA US N 2 2051-11-01 Fixed 3.50000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CQ6 350000.00000000 PA USD 240295.58000000 0.006799890562 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBS9 390000.00000000 PA USD 371228.41000000 0.010505031185 Long DBT CORP US N 2 2026-03-01 Fixed 3.15000000 N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CQ3 280000.00000000 PA USD 216137.33000000 0.006116259776 Long DBT CORP US N 2 2052-04-15 Fixed 3.62500000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325BR5 660000.00000000 PA USD 484025.84000000 0.013696975788 Long DBT NUSS CO N 2 2044-02-26 Fixed 5.62500000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBV6 475000.00000000 PA USD 391546.88000000 0.011080003777 Long DBT CORP GB N 2 2052-03-16 Fixed 5.65000000 N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BN1 1074000.00000000 PA USD 990496.15000000 0.028029085771 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AF4T5 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BV1 130000.00000000 PA USD 127431.09000000 0.003606048293 Long DBT CORP US N 2 2024-05-22 Fixed 3.62500000 N N N N N Government National Mortgage Association 2 N/A 36179TAN5 90972.48000000 PA USD 91597.53000000 0.002592029282 Long DBT USGA US N 2 2047-06-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHMW4 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2052-06-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 36212MV30 8125.70000000 PA USD 8415.08000000 0.000238130152 Long DBT USGA US N 2 2030-09-15 Fixed 8.00000000 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CC68 300767.05000000 PA USD 263502.70000000 0.007456606246 Long ABS-MBS US N 2 2044-07-01 Fixed 2.69000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543CE1 25000.00000000 PA USD 23300.87000000 0.000659368624 Long DBT CORP US N 2 2041-11-15 Fixed 5.25000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F030611 1760000.00000000 PA USD 1544169.90000000 0.043696959926 Long DBT USGA US N 2 2053-01-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F050619 2970000.00000000 PA USD 2926107.59000000 0.082803068561 Long DBT USGA US N 2 2038-01-01 Fixed 5.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 130000.00000000 PA USD 120883.68000000 0.003420769515 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST N/A 92890KBF1 245000.00000000 PA USD 227759.28000000 0.006445138019 Long ABS-MBS US N 2 2057-09-15 Floating 4.37100120 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967JC6 240000.00000000 PA USD 232161.59000000 0.006569714702 Long DBT CORP US N 2 2026-11-20 Fixed 4.30000000 N N N N N BMO MORTGAGE TRUST N/A 05609MBY0 696488.00000000 PA USD 649666.45000000 0.018384278071 Long ABS-MBS US N 2 2055-02-17 Fixed 2.19800000 N N N N N N CNH EQUIPMENT TRUST N/A 12663JAC5 670000.00000000 PA USD 647400.77000000 0.018320163799 Long ABS-MBS US N 2 2027-08-16 Fixed 3.89000000 N N N N N N Government National Mortgage Association N/A 36291EAD3 570.91000000 PA USD 585.43000000 0.000016566513 Long DBT USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413AFH1 15692.05000000 PA USD 16189.57000000 0.000458132872 Long DBT USGA US N 2 2037-06-01 Fixed 6.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PAR3 280000.00000000 PA USD 295339.15000000 0.008357514935 Long DBT CORP US N 2 2036-03-15 Fixed 5.80000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CP8 1210000.00000000 PA USD 920202.33000000 0.026039909428 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CN2 300000.00000000 PA USD 270926.28000000 0.007666678906 Long DBT CORP US N 2 2025-09-01 Fixed 0.55000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BC9 680000.00000000 PA USD 638974.89000000 0.018081728028 Long DBT CORP US N 2 2027-08-22 Fixed 3.15000000 N N N N N MF1 LTD N/A 55284JAA7 2380000.00000000 PA USD 2282070.14000000 0.064578080077 Long ABS-CBDO CORP KY Y 2 2037-02-19 Floating 5.17570920 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAH5 310000.00000000 PA USD 293204.45000000 0.008297107139 Long DBT CORP US N 2 2025-07-01 Fixed 3.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5E6 262567.30000000 PA USD 263138.01000000 0.007446286239 Long DBT USGA US N 2 2048-10-01 Fixed 5.00000000 N N N N N N AMERICAN HOME MORTGAGE INVESTMENT TRUST N/A 02660TDH3 469811.11000000 PA USD 462037.99000000 0.013074763038 Long ABS-MBS US N 2 2045-06-25 Floating 7.16213880 N N N N N N GALAXY PIPELINE ASSETS BIDCO LIMITED 549300L82YB0C6JQIC26 36321PAA8 609804.49000000 PA USD 564133.36000000 0.015963860469 Long DBT NUSS AE N 2 2027-09-30 Fixed 1.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BLU8 76243.27000000 PA USD 73075.55000000 0.002067893811 Long DBT USGA US N 2 2035-01-01 Fixed 3.50000000 N N N N N N ESSENTIAL PROPERTIES, L.P. 254900XX9FNFCDE1NX02 29670VAA7 1290000.00000000 PA USD 937990.85000000 0.026543289429 Long DBT CORP US N 2 2031-07-15 Fixed 2.95000000 N N N N N N The Export-Import Bank of Korea 549300APVP4R32PI3Y06 302154DS5 407000.00000000 PA USD 396684.39000000 0.011225385168 Long DBT NUSS KR N 2 2032-09-15 Fixed 4.50000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAZ9 2100000.00000000 PA USD 1822890.22000000 0.051584194778 Long DBT CORP US N 2 2049-10-01 Fixed 4.87500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKP3 1140000.00000000 PA USD 1090208.16000000 0.030850738820 Long DBT CORP US N 2 2028-04-27 Fixed 4.37600000 N N N N N 3650R COMMERCIAL MORTGAGE TRUST N/A 88581EAD3 480000.00000000 PA USD 383687.42000000 0.010857596573 Long ABS-MBS US N 2 2054-11-15 Fixed 2.52200000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CV9 515000.00000000 PA USD 504514.09000000 0.014276752819 Long DBT CORP US N 2 2024-05-03 Fixed 3.37500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DT4 1110000.00000000 PA USD 1021922.82000000 0.028918398495 Long DBT CORP US N 2 2025-05-11 Fixed 1.12500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EH9 580000.00000000 PA USD 491318.95000000 0.013903356404 Long DBT CORP US N 2 2028-08-05 Fixed 1.40000000 N N N N N Government National Mortgage Association N/A 36291FPS1 487290.40000000 PA USD 435342.36000000 0.012319329407 Long DBT USGA US N 2 2045-04-15 Fixed 3.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAS9 1020000.00000000 PA USD 749870.38000000 0.021219851484 Long DBT NUSS MX N 2 2052-02-12 Fixed 4.40000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FY9 338000.00000000 PA USD 268653.65000000 0.007602367963 Long DBT CORP US N 2 2042-02-14 Fixed 3.37500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDJH0 1405033.92000000 PA USD 1196543.02000000 0.033859805449 Long DBT USGA US N 2 2041-10-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJVS9 1336944.42000000 PA USD 1176001.58000000 0.033278523246 Long DBT USGA US N 2 2040-12-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 21H030625 900000.00000000 PA USD 801620.61000000 0.022684280836 Long DBT US N 2 2045-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7WN5 75671.75000000 PA USD 61851.45000000 0.001750273938 Long DBT USGA US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F022618 1322037.00000000 PA USD 1119123.24000000 0.031668978504 Long DBT USGA US N 2 2053-01-15 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AA5N1 338205.26000000 PA USD 286037.64000000 0.008094300563 Long DBT USGA US N 2 2043-01-25 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPGF9 6327.90000000 PA USD 5941.71000000 0.000168138663 Long DBT USGA US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38382NJU2 546311.71000000 PA USD 531882.14000000 0.015051214608 Long DBT USGA US N 2 2051-02-20 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 880000.00000000 PA USD 688653.90000000 0.019487545943 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N Government National Mortgage Association N/A 36201TJZ1 21387.30000000 PA USD 22143.61000000 0.000626620450 Long DBT USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RDU5 1120000.00000000 PA USD 1036392.45000000 0.029327860461 Long ABS-MBS US N 2 2026-08-20 Fixed 2.33000000 N N N N N N Government National Mortgage Association N/A 38378B2Q1 2218743.58000000 PA USD 35924.56000000 0.001016594131 Long DBT USGA US N 2 2054-01-16 Floating 0.58293000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGN8 318000.00000000 PA USD 252079.26000000 0.007133345444 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N SMALL BUSINESS INVESTMENT COMPANIES N/A 831641FL4 392141.35000000 PA USD 370641.26000000 0.010488415999 Long ABS-MBS US N 2 2028-09-10 Fixed 3.54800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MPRV5 124.90000000 PA USD 117.22000000 0.000003317094 Long DBT USGA US N 2 2052-04-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179SCB1 36790.69000000 PA USD 37417.60000000 0.001058844216 Long DBT USGA US N 2 2046-05-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKDF2 170792.27000000 PA USD 150209.06000000 0.004250619880 Long DBT USGA US N 2 2041-04-01 Fixed 2.50000000 N N N N N N CTR PARTNERSHIP, L.P. 254900L7G64R08G6RJ22 126458AE8 90000.00000000 PA USD 76052.39000000 0.002152132506 Long DBT CORP US N 2 2028-06-30 Fixed 3.87500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QGJT5 2018062.34000000 PA USD 1851781.93000000 0.052401773138 Long DBT USGA US N 2 2035-12-01 Fixed 2.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDU2 122000.00000000 PA USD 75447.89000000 0.002135026350 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N CIM TRUST N/A 12567NAA7 724766.98000000 PA USD 681559.27000000 0.019286781919 Long ABS-MBS US Y 2 2061-12-25 Floating 3.75000120 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DH7 103000.00000000 PA USD 99771.84000000 0.002823346118 Long DBT CORP US N 2 2026-04-01 Fixed 3.90000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCW38 974296.22000000 PA USD 832069.10000000 0.023545912997 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VER1 1106000.00000000 PA USD 1063401.06000000 0.030092150808 Long DBT CORP US N 2 2028-09-21 Fixed 4.32900000 N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDK4 190000.00000000 PA USD 179051.42000000 0.005066801732 Long DBT CORP US N 2 2027-04-01 Fixed 3.30000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVX4 401366.87000000 PA USD 324739.89000000 0.009189497839 Long DBT USGA US N 2 2041-10-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR49 2858467.52000000 PA USD 2679293.26000000 0.075818710241 Long DBT USGA US N 2 2048-01-01 Fixed 3.50000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CN3 170000.00000000 PA USD 130537.90000000 0.003693964883 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLZ6 4463533.12000000 PA USD 3975032.63000000 0.112485576579 Long DBT USGA US N 2 2051-07-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W9CG3 70558.31000000 PA USD 67421.56000000 0.001907897055 Long DBT USGA US N 2 2043-08-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KTHM0 97203.46000000 PA USD 82516.66000000 0.002335058587 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCZ3 450000.00000000 PA USD 386812.76000000 0.010946037526 Long DBT CORP US N 2 2047-04-15 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBUY0 239118.93000000 PA USD 198909.37000000 0.005628742517 Long DBT USGA US N 2 2032-02-01 Floating 2.14999920 N N N N N N CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES N/A 12515HBJ3 7480089.33000000 PA USD 211065.68000000 0.005972742093 Long DBT USGA US N 2 2050-08-15 Floating 0.78987960 N N N N N N COMM MORTGAGE TRUST N/A 200474BD5 5260796.50000000 PA USD 86262.33000000 0.002441053654 Long DBT USGA US N 2 2048-02-10 Floating 1.08475920 N N N N N N ENI S.P.A. BUCRF72VH5RBN7X3VL35 26874RAG3 1940000.00000000 PA USD 1912865.90000000 0.054130328907 Long DBT NUSS IT N 2 2023-09-12 Fixed 4.00000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZX1 107323.86000000 PA USD 99672.89000000 0.002820546029 Long DBT USGA US N 2 2047-04-01 Fixed 3.50000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAJ2 369000.00000000 PA USD 323390.47000000 0.009151311917 Long DBT NUSS NO N 2 2031-01-15 Fixed 4.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCA5 333000.00000000 PA USD 285031.10000000 0.008065817468 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N Healthcare Realty Holdings, L.P. 549300IYGAS4GE6VDL07 42225UAH7 30000.00000000 PA USD 22711.00000000 0.000642676467 Long DBT CORP US N 2 2031-03-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F042624 3700000.00000000 PA USD 3560203.75000000 0.100746738161 Long DBT USGA US N 2 2053-02-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617G1E38 512287.66000000 PA USD 477209.09000000 0.013504075220 Long DBT USGA US N 2 2048-01-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M94N4 923258.47000000 PA USD 842488.17000000 0.023840752110 Long DBT USGA US N 2 2051-12-01 Fixed 3.50000000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAH4 975000.00000000 PA USD 900671.35000000 0.025487221249 Long DBT NUSS IE N 2 2025-02-15 Fixed 2.87500000 N N N N N United States of America 254900HROIFWPRGM1V77 912796ZF9 5450000.00000000 PA USD 5353015.29000000 0.151479765672 Long DBT UST US N 2 2023-05-25 None 0.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCB3 580000.00000000 PA USD 481333.38000000 0.013620784485 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 900000.00000000 PA USD 794329.89000000 0.022477967852 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JQ6Z1 48950.11000000 PA USD 46795.82000000 0.001324229329 Long DBT USGA US N 2 2049-03-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36202SAY4 539.52000000 PA USD 554.17000000 0.000015681917 Long DBT USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407PWM6 156405.98000000 PA USD 152535.22000000 0.004316445616 Long DBT USGA US N 2 2035-10-01 Floating 3.49400160 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863AS9 710000.00000000 PA USD 686967.14000000 0.019439813965 Long DBT NUSS ZA N 2 2024-09-11 Fixed 3.62500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBE2 253000.00000000 PA USD 233282.99000000 0.006601448108 Long DBT CORP US N 2 2039-02-14 Fixed 5.80000000 N N N N N N Government National Mortgage Association 2 N/A 36179SLS4 966644.36000000 PA USD 904192.06000000 0.025586850392 Long DBT USGA US N 2 2046-09-20 Fixed 3.50000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92537UAA0 182561.00000000 PA USD 175080.18000000 0.004954423479 Long ABS-MBS US N 2 2060-05-25 Floating 2.22599880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QUY4 3402592.50000000 PA USD 3262823.90000000 0.092331475444 Long DBT USGA US N 2 2052-10-01 Floating 3.57400080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411XVF9 8113.47000000 PA USD 8450.69000000 0.000239137845 Long DBT USGA US N 2 2037-05-01 Fixed 6.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3B7 442000.00000000 PA USD 419693.64000000 0.011876501522 Long DBT CORP US N 2 2033-07-25 Fixed 4.89700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417CG33 51603.26000000 PA USD 49433.90000000 0.001398881785 Long DBT USGA US N 2 2042-07-01 Fixed 4.00000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAN3 420000.00000000 PA USD 365427.40000000 0.010340874053 Long DBT CORP DE N 2 2038-06-25 Fixed 4.62500000 N N N N N CINTAS CORP NO 2 549300QVUQTTKMTE0G41 17252MAQ3 1190000.00000000 PA USD 1117227.57000000 0.031615334785 Long DBT CORP US N 2 2032-05-01 Fixed 4.00000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CM8 785000.00000000 PA USD 762028.03000000 0.021563888979 Long DBT CORP US N 2 2024-07-26 Fixed 2.90000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31415LCN5 21344.89000000 PA USD 21750.32000000 0.000615491120 Long DBT USGA US N 2 2038-05-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDMP8 265698.05000000 PA USD 237132.82000000 0.006710390697 Long DBT USGA US N 2 2051-11-01 Fixed 3.00000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACT0 920000.00000000 PA USD 618193.02000000 0.017493642131 Long DBT CORP US N 2 2052-10-15 Fixed 3.40000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543BJ1 712000.00000000 PA USD 790988.86000000 0.022383423299 Long DBT CORP US N 2 2029-11-01 Fixed 7.37500000 N N N N N N ALLSPRING BUYER LLC N/A 98922AAC0 448745.00000000 PA USD 441901.64000000 0.012504944083 Long LON US N 2 2028-11-01 Floating 6.31249920 N N N N N N Government National Mortgage Association 2 N/A 36179TZ65 478894.02000000 PA USD 470905.70000000 0.013325701726 Long DBT USGA US N 2 2048-06-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MSRD9 750000.00000000 PA USD 745036.51000000 0.021083062505 Long DBT USGA US N 2 2052-12-01 Floating 4.66300080 N N N N N N Government National Mortgage Association N/A 36200NSR3 841.08000000 PA USD 863.47000000 0.000024434496 Long DBT USGA US N 2 2034-05-15 Fixed 6.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKE8 2618000.00000000 PA USD 2414582.55000000 0.068327919696 Long DBT CORP US N 2 2025-12-06 Fixed 1.53000000 N N N N N N ECOPETROL S.A. 254900IDGKCJICKBPA66 279158AK5 3000.00000000 PA USD 2857.08000000 0.000080849724 Long DBT NUSS CO N 2 2025-01-16 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ABUR9 241278.80000000 PA USD 207831.91000000 0.005881232785 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N MILANO ACQUISITION N/A 59909TAC8 1339548.87000000 PA USD 1254152.63000000 0.035490043689 Long LON US N 2 2027-10-01 Floating 7.67414160 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBM1 1810000.00000000 PA USD 1594120.67000000 0.045110468112 Long DBT NUSS GB N 2 2048-05-30 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142BAMV1 291605.80000000 PA USD 280909.15000000 0.007949174420 Long DBT USGA US N 2 2052-09-01 Floating 4.11900120 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBP5 1960000.00000000 PA USD 1441121.95000000 0.040780906361 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBM4 600000.00000000 PA USD 397948.09000000 0.011261145383 Long DBT CORP US N 2 2041-02-04 Fixed 3.40000000 N N N N N N ALLY FINANCIAL INC. 549300JBN1OSM8YNAI90 02005NBL3 670000.00000000 PA USD 649504.47000000 0.018379694357 Long DBT CORP US N 2 2023-10-02 Fixed 1.45000000 N N N N N N SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP 549300PUNBPJCGT6X741 866677AF4 271000.00000000 PA USD 225600.80000000 0.006384057296 Long DBT CORP US N 2 2028-11-01 Fixed 2.30000000 N N N N N N Government National Mortgage Association 2 N/A 3617J2YE7 0.06000000 PA USD 0.06000000 0.000000001697 Long DBT USGA US N 2 2049-04-20 Fixed 4.50000000 N N N N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809HAD9 860000.00000000 PA USD 812931.43000000 0.023004354714 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N STRUCTURED ASSET SECURITIES CORPORATION N/A 86358BAA0 2390783.20000000 PA USD 2296774.26000000 0.064994177647 Long ABS-MBS US N 2 2037-02-25 Floating 4.80871080 N N N N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671DBL8 40000.00000000 PA USD 39410.88000000 0.001115250105 Long DBT CORP US N 2 2024-11-14 Fixed 4.55000000 N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKJ0 1681000.00000000 PA USD 1134567.72000000 0.032106026800 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -28906.60000000 -0.00081799971 N/A DFE US N 2 U.S. DOLLARS N/A 2968540.00000000 CAD 2162382.27000000 USD 2023-01-18 -28906.60000000 N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523CQ1 588000.00000000 PA USD 417924.86000000 0.011826448540 Long DBT CORP US N 2 2051-03-15 Fixed 3.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYG9 731435.95000000 PA USD 656640.68000000 0.018581635012 Long DBT USGA US N 2 2046-06-01 Fixed 3.00000000 N N N N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932AN7 180000.00000000 PA USD 158849.89000000 0.004495138311 Long DBT CORP US N 2 2026-01-15 Fixed 1.60000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659T2A8 400000.00000000 PA USD 353478.17000000 0.010002734433 Long DBT NUSS FR N 2 2033-03-01 Fixed 4.37500000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCV4 78000.00000000 PA USD 69434.40000000 0.001964856454 Long DBT CORP US N 2 2036-01-15 Fixed 4.27200000 N N N N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 02666TAE7 542000.00000000 PA USD 455911.71000000 0.012901401407 Long DBT CORP US N 2 2032-04-15 Fixed 3.62500000 N N N N N N Saudi Arabian Oil Company 5586006WD91QHB7J4X50 80414L2H7 540000.00000000 PA USD 491839.56000000 0.013918088639 Long DBT NUSS SA N 2 2025-11-24 Fixed 1.62500000 N N N N N N Chevron U.S.A. Inc. VA8TZDWPEZYU430RZ444 166756AS5 50000.00000000 PA USD 45851.05000000 0.001297494203 Long DBT CORP US N 2 2029-10-15 Fixed 3.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ENRL5 504102.76000000 PA USD 499731.42000000 0.014141412699 Long DBT USGA US N 2 2043-03-01 Fixed 4.50000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAJ1 235000.00000000 PA USD 192465.65000000 0.005446397961 Long DBT CORP US N 2 2047-09-15 Fixed 3.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJBJ1 156142.99000000 PA USD 128295.97000000 0.003630522690 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N MF1 LTD N/A 58003UAA6 709643.02000000 PA USD 697763.60000000 0.019745332470 Long ABS-CBDO CORP US Y 2 2035-11-15 Floating 6.15008880 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573PAA0 695300.71000000 PA USD 558373.26000000 0.015800861010 Long ABS-MBS US Y 2 2056-08-25 Floating 1.16200080 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941UAA1 692080.76000000 PA USD 613835.08000000 0.017370321032 Long ABS-MBS US N 2 2069-09-16 Fixed 1.17000000 N N N N N N BANQUE CANADIENNE IMPERIALE DE COMMERCE 2IGI19DL77OX0HC3ZE78 13607GRK2 480000.00000000 PA USD 471041.27000000 0.013329538089 Long DBT NUSS CA N 2 2023-06-23 Fixed 0.95000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYV71 2237683.12000000 PA USD 1886234.91000000 0.053376724461 Long DBT USGA US N 2 2041-12-01 Fixed 2.00000000 N N N N N N N/A N/A 0155WX950 -78.00000000 NC USD -33637.50000000 -0.00095187484 N/A DIR US N 1 3 Month SOFR Opt Dec23C 96.63 N/A Call Written N/A Call Option 96.625 Dec 2023 on CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Dec 2023 -195000.00000000 96.62500000 USD 2023-12-18 XXXX 37561.20000000 N N N Government National Mortgage Association N/A 38376REW2 116461.46000000 PA USD 115390.79000000 0.003265331571 Long DBT USGA US N 2 2065-06-20 Floating 4.29157080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPRC4 1790913.36000000 PA USD 1768221.91000000 0.050037189522 Long DBT USGA US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDR1 6338532.31000000 PA USD 5368082.98000000 0.151906151555 Long DBT USGA US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7CW2 278112.59000000 PA USD 275364.46000000 0.007792270639 Long DBT USGA US N 2 2044-02-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 38378X6G1 2502374.43000000 PA USD 24075.59000000 0.000681291670 Long DBT USGA US N 2 2054-11-16 Floating 0.30341160 N N N N N N SUNRUN ATLAS ISSUER LLC N/A 86773QAA4 683382.51000000 PA USD 554282.67000000 0.015685105388 Long ABS-MBS US Y 2 2052-01-30 Fixed 2.46000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BJVQ5 589975.56000000 PA USD 513108.35000000 0.014519953411 Long DBT USGA US N 2 2051-11-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWP0 3466851.91000000 PA USD 3014804.13000000 0.085313005553 Long DBT USGA US N 2 2042-04-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGLW7 270162.19000000 PA USD 247026.47000000 0.006990361462 Long DBT USGA US N 2 2051-12-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNTM4 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89169EAA7 283198.60000000 PA USD 280259.40000000 0.007930787778 Long ABS-MBS US N 2 2057-02-25 Floating 3.43406880 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAN3 187000.00000000 PA USD 158293.01000000 0.004479379707 Long DBT CORP US N 2 2042-05-15 Fixed 4.75000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXTM4 2123718.29000000 PA USD 1910739.01000000 0.054070142119 Long DBT USGA US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 74977RDP6 1137000.00000000 PA USD 968590.88000000 0.027409209872 Long DBT NUSS NL N 2 2033-04-06 Fixed 3.75800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K8GM2 22807.80000000 PA USD 23318.17000000 0.000659858180 Long DBT USGA US N 2 2035-10-01 Fixed 5.00000000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC N/A 893574AH6 60000.00000000 PA USD 64035.90000000 0.001812089560 Long DBT CORP US N 2 2026-02-01 Fixed 7.85000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SQ2 3100000.00000000 PA USD 1925148.42000000 0.054477899977 Long DBT UST US N 1 2040-08-15 Fixed 1.12500000 N N N N N N Government National Mortgage Association N/A 38382LLM1 318949.93000000 PA USD 33581.86000000 0.000950300346 Long DBT USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MTE41 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2052-07-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796W47 12160000.00000000 PA USD 11954144.45000000 0.338278690047 Long DBT UST US N 2 2023-05-18 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J7PZ2 225988.30000000 PA USD 218738.25000000 0.006189860678 Long DBT USGA US N 2 2037-10-01 Fixed 4.00000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538GAA0 668639.52000000 PA USD 563124.46000000 0.015935310591 Long ABS-MBS US Y 2 2066-11-25 Floating 1.82400120 N N N N N N Government National Mortgage Association 2 N/A 36179TNR2 918216.08000000 PA USD 856331.70000000 0.024232496682 Long DBT USGA US N 2 2047-12-20 Fixed 3.50000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAT2 1765000.00000000 PA USD 1698256.58000000 0.048057308797 Long DBT NUSS IE N 2 2023-10-29 Fixed 1.15000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418B6J0 675949.02000000 PA USD 627101.79000000 0.017745742736 Long DBT USGA US N 2 2036-07-01 Fixed 3.00000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GJ7 315000.00000000 PA USD 274891.31000000 0.007778881428 Long DBT CORP US N 2 2052-05-15 Fixed 4.62500000 N N N N N Government National Mortgage Association 2 N/A 36179UKZ4 70483.71000000 PA USD 70466.87000000 0.001994073317 Long DBT USGA US N 2 2049-01-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FNAJ9 700000.00000000 PA USD 46837.77000000 0.001325416431 Long DBT USGA US N 2 2029-06-25 Floating 1.24003440 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46640UAD4 210000.00000000 PA USD 206592.58000000 0.005846162193 Long ABS-MBS US N 2 2047-01-15 Fixed 4.19890000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAQ6 1150000.00000000 PA USD 836011.38000000 0.023657471739 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAD5 4522925.52000000 PA USD 3494333.56000000 0.098882741814 Long DBT USGA US N 2 2050-11-01 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9N25 664832.00000000 PA USD 651455.43000000 0.018434902673 Long DBT USGA US N 2 2048-08-01 Fixed 4.50000000 N N N N N N RESOLUTION FUNDING CORPORATION N/A 76116EGR5 905000.00000000 PA USD 660895.94000000 0.018702050470 Long DBT USGA US N 2 2030-01-15 Fixed 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9MA4 13000000.00000000 PA USD 197977.00000000 0.005602358286 Long DBT USGA US N 2 2032-11-25 Floating 0.15357960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ALHV3 84771.22000000 PA USD 73251.22000000 0.002072864925 Long DBT USGA US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359VHQ9 98904.33000000 PA USD 95461.81000000 0.002701380778 Long DBT USGA US N 2 2029-03-25 Fixed 5.50000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78444EAE9 1050000.00000000 PA USD 909617.84000000 0.025740389255 Long ABS-MBS US N 2 2070-10-27 Floating 5.10842880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BAFQ9 483.58000000 PA USD 424.35000000 0.000012008267 Long DBT USGA US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36241LNK8 54586.42000000 PA USD 56158.23000000 0.001589167050 Long DBT USGA US N 2 2034-08-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNB36 0.04000000 PA USD 0.04000000 0.000000001131 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FD0 1120000.00000000 PA USD 960540.84000000 0.027181409631 Long DBT CORP US N 2 2044-03-15 Fixed 4.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDND4 279590.30000000 PA USD 227863.71000000 0.006448093182 Long DBT USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAW1 3043000.00000000 PA USD 2494496.91000000 0.070589338331 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N ATHENAHEALTH GROUP INC. N/A 04686RAC7 223188.41000000 PA USD 200949.92000000 0.005686486054 Long LON US N 2 2029-02-15 Floating 3.49999920 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 14916RAD6 370000.00000000 PA USD 312168.88000000 0.008833763072 Long DBT CORP US N 2 2042-11-01 Fixed 4.35000000 N N N N N UNIVERSITY VA UNIV REVS N/A 915217XF5 480000.00000000 PA USD 292778.93000000 0.008285065763 Long DBT MUN US N 2 2050-09-01 Fixed 2.25600000 N N N N N N ADANI INTERNATIONAL CONTAINER TERMINAL PRIVATE LIMITED 335800J4SLERP6S94P28 00654UAA0 261562.50000000 PA USD 204734.08000000 0.005793570311 Long DBT NUSS IN N 2 2031-02-16 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36206UCQ0 13262.22000000 PA USD 13631.85000000 0.000385754445 Long DBT USGA US N 2 2033-11-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179TAL9 651267.90000000 PA USD 625253.29000000 0.017693433835 Long DBT USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N TENET HEALTHCARE CORPORATION 0W9AIBT6U6ADJ2I8HK17 88033GDN7 20000.00000000 PA USD 17311.30000000 0.000489875616 Long DBT CORP US N 2 2030-01-15 Fixed 4.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMTA2 3507415.83000000 PA USD 2899263.56000000 0.082043435503 Long DBT USGA US N 2 2051-12-01 Fixed 2.00000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAW1 200000.00000000 PA USD 186711.80000000 0.005283575364 Long DBT NUSS DK N 2 2024-06-22 Fixed 1.22600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCMJ4 728822.41000000 PA USD 636931.88000000 0.018023914878 Long DBT USGA US N 2 2041-08-01 Fixed 2.50000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942MAA8 682171.46000000 PA USD 591923.18000000 0.016750257517 Long ABS-MBS US Y 2 2070-07-15 Fixed 2.23000000 N N N N N N VIATRIS INC. 254900ZZTSW7NL773X71 92556VAF3 505000.00000000 PA USD 311149.61000000 0.008804919743 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CT7 617000.00000000 PA USD 592221.63000000 0.016758703063 Long DBT CORP US N 2 2052-09-15 Fixed 4.95000000 N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CQ0 280000.00000000 PA USD 276526.90000000 0.007825165396 Long DBT CORP US N 2 2023-05-01 Fixed 1.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNFR9 1819465.55000000 PA USD 1597381.46000000 0.045202742032 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WXV79 162112.24000000 PA USD 155703.13000000 0.004406091215 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMCQ5 629750.53000000 PA USD 553714.97000000 0.015669040598 Long DBT USGA US N 2 2051-10-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36200RWZ1 7328.01000000 PA USD 7532.25000000 0.000213147806 Long DBT USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 38380PXV1 774394.02000000 PA USD 616793.53000000 0.017454039327 Long DBT USGA US N 2 2063-01-16 Fixed 1.45000000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464WAA0 94403.40000000 PA USD 83932.31000000 0.002375118687 Long ABS-MBS US N 2 2065-05-25 Floating 1.37300040 N N N N N N Government National Mortgage Association 2 N/A 3622ABUA8 92824.49000000 PA USD 82782.94000000 0.002342593785 Long DBT USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N QUANTA SERVICES, INC. SHVRXXEACT60MMH07S24 74762EAG7 561000.00000000 PA USD 516635.61000000 0.014619767906 Long DBT CORP US N 2 2024-10-01 Fixed 0.95000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AN0 451000.00000000 PA USD 391897.20000000 0.011089917141 Long DBT CORP BE N 2 2048-04-15 Fixed 4.60000000 N N N N N N Government National Mortgage Association 2 N/A 36179WR26 1976193.25000000 PA USD 1712565.30000000 0.048462217327 Long DBT USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 92564RAL9 705000.00000000 PA USD 617886.13000000 0.017484957750 Long DBT CORP US N 2 2029-02-15 Fixed 3.87500000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AG5 290000.00000000 PA USD 283339.63000000 0.008017952206 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N Coterra Energy Inc. FCNMH6O7VWU7LHXMK351 127097AH6 780000.00000000 PA USD 734373.68000000 0.020781325465 Long DBT CORP US N 2 2029-03-15 Fixed 4.37500000 N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AC2 920000.00000000 PA USD 796224.52000000 0.022531582141 Long DBT CORP GB N 2 2027-06-14 Fixed 1.64200000 N N N N N N Government National Mortgage Association 2 N/A 36179SB89 106282.56000000 PA USD 99228.89000000 0.002807981705 Long DBT USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KAE6 80000.00000000 PA USD 78208.94000000 0.002213158614 Long DBT CORP US N 2 2025-07-17 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06053FAA7 340000.00000000 PA USD 338519.47000000 0.009579432752 Long DBT CORP US N 2 2023-07-24 Fixed 4.10000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AK2Q2 535851.46000000 PA USD 412959.08000000 0.011685926768 Long DBT USGA US N 2 2051-05-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMW43 321137.49000000 PA USD 273810.55000000 0.007748298053 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61691KAA9 36281.95000000 PA USD 35119.10000000 0.000993801203 Long ABS-MBS US N 2 2034-11-15 Floating 5.29300080 N N N N N N JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46645UAS6 206000.00000000 PA USD 190543.51000000 0.005392005193 Long ABS-MBS US N 2 2049-12-15 Fixed 3.39280000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFKP5 896539.41000000 PA USD 796195.72000000 0.022530767158 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N CALI MORTGAGE TRUST N/A 129890AA7 1280000.00000000 PA USD 1103334.14000000 0.031222178142 Long ABS-MBS US N 2 2039-03-10 Fixed 3.95700000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128283F5 3517000.00000000 PA USD 3240860.56000000 0.091709956279 Long SN UST US N 2 2027-11-15 Fixed 2.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XH5J2 8574911.60000000 PA USD 7784428.14000000 0.220283949636 Long DBT USGA US N 2 2049-10-01 Fixed 3.00000000 N N N N N N LEGACY MORTGAGE ASSET TRUST N/A 52476DAA5 513108.24000000 PA USD 463793.97000000 0.013124453805 Long ABS-MBS US Y 2 2061-04-25 Fixed 1.75000000 N N N N N N IHEARTCOMMUNICATIONS, INC. N/A 45174UAF5 801612.90000000 PA USD 733227.30000000 0.020748885174 Long LON US N 2 2026-05-01 Floating 7.38357120 N N N N N N Government National Mortgage Association N/A 36200RYS5 8518.12000000 PA USD 8769.24000000 0.000248152181 Long DBT USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19424WAB3 768556.56000000 PA USD 656360.52000000 0.018573707038 Long ABS-MBS US Y 2 2055-07-26 Fixed 2.32000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H4AC5 23140.56000000 PA USD 21632.63000000 0.000612160725 Long DBT USGA US N 2 2043-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MEZ46 686988.59000000 PA USD 643168.54000000 0.018200400045 Long DBT USGA US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMHA6 616184.69000000 PA USD 551700.89000000 0.015612046110 Long DBT USGA US N 2 2047-12-01 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFN5 900000.00000000 PA USD 894610.88000000 0.025315721911 Long DBT CORP US N 2 2023-08-15 Fixed 4.12500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H35A7 18073.01000000 PA USD 16846.65000000 0.000476726939 Long DBT USGA US N 2 2043-02-01 Fixed 3.50000000 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AM5 520000.00000000 PA USD 406808.94000000 0.011511889947 Long DBT CORP US N 2 2050-03-27 Fixed 3.37500000 N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JG3 1325000.00000000 PA USD 1028049.56000000 0.029091773143 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N Government of Bermuda 549300FP5PUZXX9FVJ40 085209AJ3 339000.00000000 PA USD 336679.02000000 0.009527351650 Long DBT NUSS BM N 2 2032-07-15 Fixed 5.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 515000.00000000 PA USD 453651.01000000 0.012837428060 Long DBT CORP US N 2 2051-04-04 Fixed 5.01300000 N N N N N N Government National Mortgage Association 2 N/A 3617FSXH8 116458.42000000 PA USD 103590.17000000 0.002931397320 Long DBT USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F5LN7 580000.00000000 PA USD 547073.05000000 0.015481087374 Long DBT USGA US N 2 2027-06-01 Fixed 3.00000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAH4 300000.00000000 PA USD 273543.41000000 0.007740738519 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2C6 250000.00000000 PA USD 246603.04000000 0.006978379229 Long DBT CORP US N 2 2024-01-24 Fixed 3.75000000 N N N N N N Government National Mortgage Association 2 N/A 21H040616 1483000.00000000 PA USD 1403062.50000000 0.039703899056 Long DBT US N 2 2040-01-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCCC0 161364.65000000 PA USD 144154.56000000 0.004079289481 Long DBT USGA US N 2 2051-06-01 Fixed 3.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63940YAB2 423801.97000000 PA USD 400126.74000000 0.011322796878 Long ABS-MBS US N 2 2068-02-15 Fixed 3.13000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKKA5 1958903.37000000 PA USD 1610394.05000000 0.045570972642 Long DBT USGA US N 2 2046-04-01 Fixed 2.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFR0 410000.00000000 PA USD 318093.75000000 0.009001425197 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N N/A N/A N/A 1256482.41000000 PA USD 1228211.56000000 0.034755962616 Long ABS-MBS US N 2 2024-08-09 Floating 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828WJ5 3086000.00000000 PA USD 2995348.75000000 0.084762456704 Long SN UST US N 2 2024-05-15 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F040610 1753577.00000000 PA USD 1644258.90000000 0.046529281047 Long DBT USGA US N 2 2053-01-15 Fixed 4.00000000 N N N N N N RELIANCE INDUSTRIES LIMITED 5493003UOETFYRONLG31 759470BB2 320000.00000000 PA USD 259435.13000000 0.007341502045 Long DBT NUSS IN N 2 2032-01-12 Fixed 2.87500000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BJ3 928000.00000000 PA USD 966140.50000000 0.027339868955 Long DBT CORP US N 2 2033-10-28 Fixed 6.03700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L5GZ3 83906.32000000 PA USD 69566.33000000 0.001968589812 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932AH0 940000.00000000 PA USD 874433.52000000 0.024744742454 Long DBT CORP US N 2 2027-07-15 Fixed 4.40000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RHW5 318000.00000000 PA USD 303477.72000000 0.008587820400 Long DBT CORP US N 2 2027-02-15 Fixed 3.80000000 N N N N N N WORKDAY, INC. 549300J0DYC0N31V7G13 98138HAG6 180000.00000000 PA USD 168222.43000000 0.004760362692 Long DBT CORP US N 2 2027-04-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M1RW6 663238.55000000 PA USD 582723.73000000 0.016489931242 Long DBT USGA US N 2 2051-10-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WGA61 193956.43000000 PA USD 181193.63000000 0.005127422046 Long DBT USGA US N 2 2045-12-01 Fixed 3.50000000 N N N N N N BBCMS TRUST N/A 054975AE7 675000.00000000 PA USD 706248.59000000 0.019985440938 Long ABS-MBS US N 2 2055-12-15 Floating 5.70999960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MNM37 6296294.11000000 PA USD 5531823.45000000 0.156539683627 Long DBT USGA US N 2 2052-05-01 Fixed 3.00000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286MAC2 1980000.00000000 PA USD 1947573.34000000 0.055112480945 Long ABS-MBS US N 2 2026-10-15 Fixed 2.98000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017BT5 170000.00000000 PA USD 152884.09000000 0.004326317948 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N ESSEX PORTFOLIO, L.P. 5493003GN3O58H286O74 29717PAZ0 279000.00000000 PA USD 220295.18000000 0.006233918723 Long DBT CORP US N 2 2031-06-15 Fixed 2.55000000 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411BG9 230000.00000000 PA USD 185816.16000000 0.005258230520 Long DBT CORP US N 2 2049-07-01 Fixed 5.35000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162CZ1 1515000.00000000 PA USD 1183971.09000000 0.033504044647 Long DBT CORP US N 2 2032-01-15 Fixed 2.00000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABZ63 1174379.45000000 PA USD 1040269.31000000 0.029437567946 Long DBT USGA US N 2 2043-01-25 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300MG31 203181.33000000 PA USD 206202.50000000 0.005835123699 Long DBT USGA US N 2 2044-01-01 Floating 2.87399880 N N N N N N ROCHE HOLDINGS, INC. PVJRP0EQNV6OGDPZGY95 771196BY7 425000.00000000 PA USD 275223.77000000 0.007788289389 Long DBT CORP US N 2 2051-12-13 Fixed 2.60700000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L05D5 149759.69000000 PA USD 123330.04000000 0.003489996674 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BQ1 500000.00000000 PA USD 497086.55000000 0.014066568099 Long DBT CORP US N 2 2025-04-15 Fixed 5.25000000 N N N N N N Government National Mortgage Association 2 N/A 36179SQW0 143011.54000000 PA USD 133102.33000000 0.003766533190 Long DBT USGA US N 2 2046-11-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36178WGN3 1496.63000000 PA USD 1370.09000000 0.000038770842 Long DBT USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNRA3 1035538.85000000 PA USD 1016303.52000000 0.028759383398 Long DBT USGA US N 2 2052-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZ45 98831.03000000 PA USD 94525.56000000 0.002674886751 Long DBT USGA US N 2 2047-05-01 Fixed 4.00000000 N N N N N N BHP BILLITON FINANCE (USA) LIMITED 5493003NUVITP3TMY274 055451AR9 40000.00000000 PA USD 34757.38000000 0.000983565241 Long DBT NUSS AU N 2 2042-02-24 Fixed 4.12500000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAQ6 4814000.00000000 PA USD 3499616.35000000 0.099032234343 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AHB63 177079.66000000 PA USD 145499.63000000 0.004117352307 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJH4 385000.00000000 PA USD 392125.82000000 0.011096386636 Long DBT CORP US N 2 2026-10-21 Fixed 5.72700000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288JZK5 105696.92000000 PA USD 106817.19000000 0.003022715616 Long DBT USGA US N 2 2033-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L9XD2 0.01000000 PA USD 0.01000000 0.000000000282 Long DBT USGA US N 2 2048-05-01 Fixed 5.00000000 N N N N N N PUBLIC SERVICE COMPANY OF OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BP4 284000.00000000 PA USD 188244.37000000 0.005326944070 Long DBT CORP US N 2 2051-08-15 Fixed 3.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCQ68 265134.42000000 PA USD 238059.85000000 0.006736623816 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAZ4 3245000.00000000 PA USD 2902500.37000000 0.082135030836 Long SN UST US N 1 2025-11-30 Fixed 0.37500000 N N N N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 008513AC7 135000.00000000 PA USD 101610.84000000 0.002875386188 Long DBT CORP US N 2 2033-06-15 Fixed 2.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CCH5 996202.83000000 PA USD 891673.62000000 0.025232603251 Long DBT USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2G8 930000.00000000 PA USD 920703.29000000 0.026054085607 Long DBT NUSS FR N 2 2025-01-10 Fixed 4.70500000 N N N N N N Government National Mortgage Association N/A 3622A3CG3 100468.73000000 PA USD 94616.40000000 0.002677457344 Long DBT USGA US N 2 2048-06-15 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 20000.00000000 PA USD 16988.09000000 0.000480729411 Long DBT CORP US N 2 2030-10-30 Fixed 2.87900000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCRY3 1242489.83000000 PA USD 1154692.26000000 0.032675511556 Long DBT USGA US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFLU3 708700.87000000 PA USD 626607.18000000 0.017731746250 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31287UYW6 13663.60000000 PA USD 13649.29000000 0.000386247962 Long DBT USGA US N 2 2032-07-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EKJ55 60612.32000000 PA USD 62057.84000000 0.001756114367 Long DBT USGA US N 2 2043-01-01 Floating 4.52599920 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34528PAK2 1860000.00000000 PA USD 1745536.90000000 0.049395248520 Long ABS-MBS US N 2 2030-11-15 Fixed 4.06000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BG4 260000.00000000 PA USD 257357.80000000 0.007282717706 Long DBT CORP US N 2 2036-11-30 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796YB9 2620000.00000000 PA USD 2602107.23000000 0.073634497960 Long DBT UST US N 2 2023-03-02 None 0.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAC5 90000.00000000 PA USD 103652.79000000 0.002933169342 Long DBT CORP US N 2 2033-03-15 Fixed 7.05000000 N N N N N Government National Mortgage Association N/A 36290S4Z1 34338.70000000 PA USD 36101.07000000 0.001021589016 Long DBT USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CB45 873903.88000000 PA USD 784843.06000000 0.022209509291 Long DBT USGA US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5W33 509943.63000000 PA USD 456957.91000000 0.012931006802 Long DBT USGA US N 2 2047-10-01 Fixed 3.00000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64828EAA3 144012.52000000 PA USD 129742.16000000 0.003671447012 Long ABS-MBS US N 2 2059-09-25 Floating 2.49188040 N N N N N N Government National Mortgage Association N/A 36213XRR7 2583.24000000 PA USD 2742.61000000 0.000077610448 Long DBT USGA US N 2 2032-04-15 Fixed 6.50000000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 30711XY32 540000.00000000 PA USD 557488.28000000 0.015775817823 Long DBT USGA US N 2 2031-01-25 Floating 8.63871120 N N N N N N Government National Mortgage Association N/A 38382JZK5 246929.29000000 PA USD 36416.02000000 0.001030501479 Long DBT USGA US N 2 2050-09-20 Fixed 2.50000000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST N/A 02582JJX9 1101000.00000000 PA USD 1109126.81000000 0.031386099268 Long ABS-MBS US N 2 2027-10-15 Fixed 4.95000000 N N N N N N EQUIFAX INC. 5493004MCF8JDC86VS77 294429AN5 1612000.00000000 PA USD 1602813.28000000 0.045356451816 Long DBT CORP US N 2 2023-06-15 Fixed 3.95000000 N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863AT7 200000.00000000 PA USD 188422.92000000 0.005331996682 Long DBT NUSS ZA N 2 2027-09-11 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179TAL9 2914077.50000000 PA USD 2797675.96000000 0.079168706960 Long DBT USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGWP0 92354.57000000 PA USD 79173.91000000 0.002240465361 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT N/A 93935QAB3 650451.37000000 PA USD 512348.84000000 0.014498460777 Long ABS-MBS US N 2 2047-01-25 Floating 2.74826160 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBW2 120000.00000000 PA USD 94352.54000000 0.002669990626 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N COMMSCOPE, INC. 549300Z6K4JXMFE8QY54 203372AX5 140000.00000000 PA USD 112868.00000000 0.003193941594 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13645RBG8 50000.00000000 PA USD 37694.90000000 0.001066691258 Long DBT NUSS CA N 2 2041-12-02 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 3620AHMN0 693.42000000 PA USD 647.61000000 0.000018326084 Long DBT USGA US N 2 2060-07-20 Floating 5.51000160 N N N N N N KINDER MORGAN ENERGY PARTNERS, L.P. 549300PDHUGWPWGOT525 494550BW5 20000.00000000 PA USD 17970.06000000 0.000508517224 Long DBT CORP US N 2 2044-09-01 Fixed 5.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXKV3 777381.05000000 PA USD 700577.85000000 0.019824970190 Long DBT USGA US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MJ7M5 16324.17000000 PA USD 15646.10000000 0.000442753744 Long DBT USGA US N 2 2042-11-01 Fixed 4.00000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAQ8 560000.00000000 PA USD 541328.10000000 0.015318516629 Long DBT NUSS IE N 2 2024-02-15 Fixed 3.15000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFP1 6280000.00000000 PA USD 6275093.75000000 0.177572765876 Long SN UST US N 2 2025-10-15 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKW4 297537.08000000 PA USD 265304.18000000 0.007507584574 Long DBT USGA US N 2 2049-11-01 Fixed 3.00000000 N N N N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 008513AB9 588000.00000000 PA USD 481472.69000000 0.013624726683 Long DBT CORP US N 2 2028-06-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XA5B4 50075.94000000 PA USD 47966.34000000 0.001357352734 Long DBT USGA US N 2 2047-02-01 Fixed 4.00000000 N N N N N N BRK: CITIGROUP GLOBAL MARKETS N/A N/A 8660000.00000000 NC USD 3784405.80000000 0.107091213594 N/A DIR XX N 2 BRK: CITIGROUP GLOBAL MARKETS N/A Y 2045-07-20 100305.87000000 USD 0.00000000 USD -8660000.00000000 USD 3684099.93000000 N N N SABINE PASS LIQUEFACTION, LLC 549300KJYBG7C6WJYZ11 785592AJ5 1150000.00000000 PA USD 1150277.76000000 0.032550589920 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAR2 779000.00000000 PA USD 622650.50000000 0.017619780016 Long DBT NUSS IE N 2 2027-11-18 Fixed 2.52800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XU6Q5 1120966.19000000 PA USD 1007389.19000000 0.028507125456 Long DBT USGA US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3VA2 211.35000000 PA USD 172.42000000 0.000004879145 Long DBT USGA US N 2 2052-01-01 Fixed 2.00000000 N N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAS6 341000.00000000 PA USD 306877.81000000 0.008684036235 Long DBT CORP US N 2 2052-06-01 Fixed 4.55000000 N N N N N N EYECARE PARTNERS, LLC N/A 30233PAB6 302722.85000000 PA USD 241170.21000000 0.006824640864 Long LON US N 2 2027-02-18 Floating 7.42413960 N N N N N N Government National Mortgage Association N/A 36200NM40 11918.27000000 PA USD 12250.89000000 0.000346676003 Long DBT USGA US N 2 2034-07-15 Fixed 6.50000000 N N N N N N CANADIAN DOLLAR N/A N/A 1.00000000 NC 214555.96000000 0.006071510127 N/A DFE CA N 2 CANADIAN DOLLAR N/A 26740646.03000000 USD 36516224.00000000 CAD 2023-01-18 214555.96000000 N N N BPR TRUST N/A 05592AAA8 1160000.00000000 PA USD 1092820.34000000 0.030924658357 Long ABS-MBS US Y 2 2038-09-15 Floating 5.36799960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL52 3995643.87000000 PA USD 3435932.12000000 0.097230096349 Long DBT USGA US N 2 2051-11-01 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2D4 1010000.00000000 PA USD 949326.60000000 0.026864068777 Long DBT CORP US N 2 2029-01-24 Fixed 4.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138M3XW9 29345.10000000 PA USD 28181.13000000 0.000797470348 Long DBT USGA US N 2 2042-07-01 Fixed 4.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GZR8 170000.00000000 PA USD 158348.47000000 0.004480949115 Long DBT CORP US N 2 2028-03-15 Fixed 3.61500000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JG3 270000.00000000 PA USD 209489.34000000 0.005928134782 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGV97 183868.89000000 PA USD 167152.11000000 0.004730074749 Long DBT USGA US N 2 2048-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LGX98 99456.38000000 PA USD 96296.24000000 0.002724993499 Long DBT USGA US N 2 2032-07-01 Fixed 4.06000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WNWN8 136.82000000 PA USD 127.08000000 0.000003596113 Long DBT USGA US N 2 2047-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622AANA8 52283.91000000 PA USD 48712.42000000 0.001378465326 Long DBT USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N COMM MORTGAGE TRUST N/A 12636FBG7 454509.94000000 PA USD 442056.59000000 0.012509328862 Long ABS-MBS US N 2 2048-10-10 Fixed 3.59800000 N N N N N N Province of Saskatchewan 549300FKDIB7OJMBSP83 803854KQ0 427000.00000000 PA USD 407066.00000000 0.011519164237 Long DBT NUSS CA N 2 2027-06-08 Fixed 3.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EDM9 1004187.89000000 PA USD 872011.88000000 0.024676214822 Long DBT USGA US N 2 2042-05-01 Fixed 2.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYG3 1535000.00000000 PA USD 1324133.09000000 0.037470352563 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XAV6 221000.00000000 PA USD 201361.64000000 0.005698136917 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 891906AF6 1845000.00000000 PA USD 1716678.55000000 0.048578614183 Long DBT CORP US N 2 2028-06-01 Fixed 4.45000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 3230000.00000000 PA USD 2699651.89000000 0.076394819282 Long DBT NUSS GB N 2 2028-09-22 Fixed 2.01300000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63940UAB0 622521.04000000 PA USD 595533.20000000 0.016852413957 Long ABS-MBS US N 2 2059-12-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCP6 6382538.14000000 PA USD 5417176.63000000 0.153295404938 Long DBT USGA US N 2 2051-11-01 Fixed 2.50000000 N N N N N N BRK: BNP PARIBAS N/A CDS645507 -159489000.00000000 NC USD 1271138.61000000 0.035970713392 N/A DCR XX N 2 BRK: BNP PARIBAS N/A Y 2027-12-20 0.00000000 USD -151647.89000000 USD -159489000.00000000 USD 1422786.50000000 N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAP9 880000.00000000 PA USD 836834.18000000 0.023680755354 Long DBT CORP US N 2 2032-07-15 Fixed 6.37900000 N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KR1 100000.00000000 PA USD 83095.81000000 0.002351447389 Long DBT CORP US N 2 2046-05-18 Fixed 4.75000000 N N N N N Government National Mortgage Association 2 N/A 36179R7J2 224637.65000000 PA USD 209504.70000000 0.005928569440 Long DBT USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWT7 1345000.00000000 PA USD 1341626.34000000 0.037965377005 Long DBT CORP US N 2 2023-02-23 Fixed 3.20000000 N N N N N BRK : CITIGROUP CAPITAL MARKETS N/A N/A 26663000.00000000 NC USD 522581.65000000 0.014788029101 N/A DIR XX N 2 BRK : CITIGROUP CAPITAL MARKETS N/A Y 2029-04-30 0.00000000 USD -259674.07000000 USD -26663000.00000000 USD 782255.72000000 N N N BX TRUST N/A 05606DAS7 993505.80000000 PA USD 991550.78000000 0.028058929719 Long ABS-MBS US Y 2 2039-08-15 Floating 6.78660840 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457BD1 841000.00000000 PA USD 927355.69000000 0.026242335395 Long DBT CORP US N 2 2031-06-15 Fixed 7.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJC57 6646.63000000 PA USD 6569.87000000 0.000185914351 Long DBT USGA US N 2 2035-09-01 Fixed 4.50000000 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST N/A 41161PEC3 388560.21000000 PA USD 359249.83000000 0.010166061017 Long ABS-MBS US N 2 2034-05-19 Floating 3.92825880 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CW7 770000.00000000 PA USD 733229.09000000 0.020748935827 Long DBT CORP US N 2 2029-05-03 Fixed 4.05000000 N N N N N Government National Mortgage Association N/A 36201MQM7 5382.19000000 PA USD 5567.88000000 0.000157560012 Long DBT USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WVRU7 48505.21000000 PA USD 46737.70000000 0.001322584648 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BE1 355000.00000000 PA USD 329137.42000000 0.009313939257 Long DBT NUSS NL N 2 2035-05-11 Fixed 4.12500000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63935BAA1 382122.28000000 PA USD 342945.50000000 0.009704680663 Long ABS-MBS US Y 2 2069-01-15 Fixed 1.31000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3ZF7 94965.50000000 PA USD 81220.55000000 0.002298381232 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36225BME5 852.77000000 PA USD 875.79000000 0.000024783128 Long DBT USGA US N 2 2031-03-15 Fixed 6.00000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23329PAF7 5000.00000000 PA USD 4414.04000000 0.000124908618 Long DBT NUSS NO N 2 2026-09-16 Fixed 1.12700000 N N N N N N PLAINS ALL AMERICAN PIPELINE, L.P. 5521FA2ITF25TVH63740 72650RBM3 495000.00000000 PA USD 429197.56000000 0.012145443697 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VAW1 123000.00000000 PA USD 96941.64000000 0.002743257045 Long DBT CORP US N 2 2031-04-01 Fixed 2.10000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DQ0 110000.00000000 PA USD 86284.38000000 0.002441677625 Long DBT CORP US N 2 2031-02-28 Fixed 1.87500000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAE3 975000.00000000 PA USD 836887.98000000 0.023682277788 Long DBT CORP GB N 2 2028-05-28 Fixed 1.75000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300MGF4 97351.50000000 PA USD 97808.73000000 0.002767793981 Long DBT USGA US N 2 2043-11-01 Floating 2.50899840 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JN8 877000.00000000 PA USD 679535.21000000 0.019229505017 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AW9 1710000.00000000 PA USD 1653983.22000000 0.046804460106 Long DBT NUSS GB N 2 2026-03-08 Fixed 4.30000000 N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBG6 1039000.00000000 PA USD 909903.16000000 0.025748463248 Long DBT CORP US N 2 2050-03-19 Fixed 4.32700000 N N N N N N Government National Mortgage Association N/A 38375BXY3 5858.95000000 PA USD 5805.28000000 0.000164277964 Long DBT USGA US N 2 2061-12-20 Floating 4.54156920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QANF3 0.01000000 PA USD 0.01000000 0.000000000282 Long DBT USGA US N 2 2049-02-01 Fixed 4.50000000 N N N N N N Cboe Global Markets, Inc. 529900RLNSGA90UPEH54 12503MAD0 1330000.00000000 PA USD 1106422.15000000 0.031309562730 Long DBT CORP US N 2 2032-03-16 Fixed 3.00000000 N N N N N N COMM MORTGAGE TRUST N/A 12591KAK1 70000.00000000 PA USD 46941.29000000 0.001328345843 Long ABS-MBS US N 2 2046-10-10 Floating 5.03677080 N N N N N N Government National Mortgage Association N/A 36200MW25 2948.88000000 PA USD 3026.34000000 0.000085639447 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410V3F5 22265.25000000 PA USD 23154.56000000 0.000655228340 Long DBT USGA US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BXRT1 320000.00000000 PA USD 303473.57000000 0.008587702963 Long DBT USGA US N 2 2027-03-25 Fixed 3.29100000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFU3 1420000.00000000 PA USD 890282.18000000 0.025193228246 Long DBT CORP US N 2 2050-11-20 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D4VD2 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2042-05-01 Fixed 3.00000000 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 605417BZ6 193000.00000000 PA USD 156558.72000000 0.004430302723 Long DBT CORP US N 2 2042-03-15 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WPJV7 75708.17000000 PA USD 76855.10000000 0.002174847615 Long DBT USGA US N 2 2043-06-01 Floating 2.26000080 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBP5 485000.00000000 PA USD 451400.69000000 0.012773748446 Long DBT CORP US N 2 2035-08-15 Fixed 4.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEHR0 414195.48000000 PA USD 386244.49000000 0.010929956607 Long DBT USGA US N 2 2043-11-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617Y5ME6 410902.76000000 PA USD 365504.60000000 0.010343058661 Long DBT USGA US N 2 2047-03-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38375BKX9 127586.44000000 PA USD 126617.96000000 0.003583038319 Long DBT USGA US N 2 2061-02-20 Floating 4.34157120 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 251000.00000000 PA USD 232235.56000000 0.006571807907 Long DBT CORP US N 2 2045-12-15 Fixed 6.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EBS8 6163971.65000000 PA USD 5225608.73000000 0.147874411529 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AP3 360000.00000000 PA USD 344511.28000000 0.009748989147 Long DBT NUSS CH N 2 2028-05-12 Fixed 4.75100000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBT7 423000.00000000 PA USD 371334.02000000 0.010508019740 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDD3 1000000.00000000 PA USD 922823.54000000 0.026114084496 Long DBT CORP US N 2 2026-08-15 Fixed 2.62500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDF6 780000.00000000 PA USD 492978.41000000 0.013950315846 Long DBT NUSS MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBX3 3020000.00000000 PA USD 2310070.87000000 0.065370445462 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAF1 670000.00000000 PA USD 642636.64000000 0.018185348325 Long DBT CORP US N 2 2028-04-11 Fixed 3.70000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFN6 887000.00000000 PA USD 882461.05000000 0.024971905706 Long SN UST US N 2 2024-09-30 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DY71 1469358.72000000 PA USD 1251351.98000000 0.035410790822 Long DBT USGA US N 2 2041-05-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBBW1 553397.81000000 PA USD 44036.74000000 0.001246152811 Long DBT USGA US N 2 2034-09-25 Floating 1.49842080 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAX3 280000.00000000 PA USD 258359.35000000 0.007311059594 Long DBT CORP US N 2 2027-08-15 Fixed 3.15000000 N N N N N N BANK N/A 06541QAZ8 1715000.00000000 PA USD 1626236.40000000 0.046019279874 Long ABS-MBS US N 2 2055-08-15 Fixed 4.39900000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFT3 781000.00000000 PA USD 781244.06000000 0.022107664695 Long SN UST US N 2 2029-10-31 Fixed 4.00000000 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. 5493004T21MOAFINJP35 88167AAL5 200000.00000000 PA USD 196016.58000000 0.005546882270 Long DBT NUSS IL N 2 2024-04-15 Fixed 6.00000000 N N N N N N VALIDUS HOLDINGS, LTD. 549300V97BMXPCWUAZ30 91915WAB8 905000.00000000 PA USD 1102530.94000000 0.031199449168 Long DBT NUSS US N 2 2040-01-26 Fixed 8.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A65W0 10588.11000000 PA USD 9318.36000000 0.000263691193 Long DBT USGA US N 2 2042-03-25 None 0.00000000 N N N N N N COMMSCOPE, INC. 549300Z6K4JXMFE8QY54 20338QAD5 200000.00000000 PA USD 184578.00000000 0.005223193036 Long DBT CORP US N 2 2026-03-01 Fixed 6.00000000 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59982HAC4 319494.80000000 PA USD 295025.62000000 0.008348642655 Long ABS-MBS US Y 2 2060-11-25 Floating 1.12500000 N N N N N N BLACKSTONE SECURED LENDING FUND 549300KM7KWQHVBNH962 09261LAC2 670000.00000000 PA USD 616303.31000000 0.017440167069 Long DBT CORP US N 2 2026-01-15 Fixed 3.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F030611 1555024.00000000 PA USD 1364330.26000000 0.038607853123 Long DBT USGA US N 2 2053-01-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFUJ8 94560.53000000 PA USD 77625.60000000 0.002196651244 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAR1 760000.00000000 PA USD 608204.17000000 0.017210977395 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KXZX7 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F6P92 149047.17000000 PA USD 22011.08000000 0.000622870113 Long DBT USGA US N 2 2050-11-25 Fixed 2.50000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBV2 449000.00000000 PA USD 391692.00000000 0.011084110386 Long DBT CORP US N 2 2037-05-15 Fixed 4.92600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L7PC0 156336.50000000 PA USD 129034.66000000 0.003651426159 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVS5 1604285.42000000 PA USD 1352321.44000000 0.038268027223 Long DBT USGA US N 2 2041-09-01 Fixed 2.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NA5 1800000.00000000 PA USD 1561334.11000000 0.044182673186 Long DBT CORP US N 2 2027-06-09 Fixed 1.46200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FFZS9 1067660.82000000 PA USD 122609.74000000 0.003469613606 Long DBT USGA US N 2 2051-03-25 Fixed 2.00000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CQ5 1620000.00000000 PA USD 1608448.90000000 0.045515928737 Long DBT NUSS JP N 2 2025-09-12 Fixed 5.06300000 N N N N N United States of America N/A N/A 318.00000000 NC USD 39859312.50000000 1.127939860111 N/A DIR US N 1 US LONG BOND(CBT) MAR23 N/A Long U.S. Treasury Futures US Long Bond (CBT) Mar 2023 2023-03-25 40049855.48000000 USD -190542.98000000 N N N RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. N/A 75156MAD7 3269916.49000000 PA USD 3142932.88000000 0.088938796247 Long ABS-MBS US N 2 2036-08-25 Floating 4.73870880 N N N N N N Government National Mortgage Association N/A 36290VUM4 7715.67000000 PA USD 7912.12000000 0.000223897377 Long DBT USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N BRK: BANK OF AMERICA SECURITIES LLC N/A N/A 5240000.00000000 NC USD 1362023.37000000 0.038542572690 N/A DIR XX N 2 BRK: BANK OF AMERICA SECURITIES LLC N/A Y 2047-02-15 61678.66000000 USD 0.00000000 USD -5240000.00000000 USD 1300344.71000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EAH3 581690.57000000 PA USD 546611.64000000 0.015468030382 Long DBT USGA US N 2 2051-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AR2T1 1442727.90000000 PA USD 1224886.20000000 0.034661861492 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78444YAD7 82179.04000000 PA USD 81326.82000000 0.002301388464 Long ABS-MBS US N 2 2023-07-25 Floating 6.05842920 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. 5493004T21MOAFINJP35 88167AAE1 1580000.00000000 PA USD 1381710.00000000 0.039099665457 Long DBT NUSS IL N 2 2026-10-01 Fixed 3.15000000 N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411BC8 890000.00000000 PA USD 622499.48000000 0.017615506448 Long DBT CORP US N 2 2044-01-15 Fixed 4.25000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAE5 345000.00000000 PA USD 310274.35000000 0.008780151612 Long DBT NUSS IE N 2 2028-01-23 Fixed 3.87500000 N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HNJ5 720000.00000000 PA USD 693723.48000000 0.019631005050 Long DBT CORP US N 2 2027-10-01 Fixed 4.25000000 N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CN6 506000.00000000 PA USD 482396.26000000 0.013650861891 Long DBT CORP US N 2 2026-06-15 Fixed 3.20000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EG1 200000.00000000 PA USD 126531.09000000 0.003580580070 Long DBT CORP US N 2 2061-02-08 Fixed 2.80000000 N N N N N N Government National Mortgage Association N/A 36201SJ83 24573.57000000 PA USD 25222.82000000 0.000713756015 Long DBT USGA US N 2 2034-05-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJ6W8 86350.44000000 PA USD 71591.95000000 0.002025910860 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 4010000.00000000 PA USD 3532311.72000000 0.099957448772 Long DBT CORP US N 2 2051-04-04 Fixed 5.01300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412AM92 45214.50000000 PA USD 46356.92000000 0.001311809325 Long DBT USGA US N 2 2037-05-01 Fixed 6.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCB0 4010000.00000000 PA USD 3523436.46000000 0.099706296434 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AN1 1835000.00000000 PA USD 1620909.16000000 0.045868529498 Long DBT CORP US N 2 2025-10-01 Fixed 1.23000000 N N N N N LAQ MORTGAGE TRUST N/A 50172LAA8 129831.13000000 PA USD 126984.69000000 0.003593416054 Long ABS-MBS US Y 2 2039-03-15 Floating 6.04957320 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJZ3 2720000.00000000 PA USD 2288863.90000000 0.064770330074 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N Government National Mortgage Association N/A 38380QGQ9 589513.12000000 PA USD 564250.12000000 0.015967164547 Long DBT USGA US N 2 2070-07-20 Floating 2.97986040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXRS3 4829099.73000000 PA USD 4224861.62000000 0.119555243825 Long DBT USGA US N 2 2060-07-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HFRU5 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2050-03-01 Fixed 4.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63935CAB7 650580.32000000 PA USD 601910.02000000 0.017032865375 Long ABS-MBS US N 2 2068-08-15 Fixed 2.60000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAD2 200000.00000000 PA USD 154235.12000000 0.004364549430 Long DBT NUSS MX N 2 2048-02-10 Fixed 4.60000000 N N N N N CNH EQUIPMENT TRUST N/A 12663JAC5 690000.00000000 PA USD 666726.16000000 0.018867034187 Long ABS-MBS US N 2 2027-08-16 Fixed 3.89000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JBDR1 215174.82000000 PA USD 210396.69000000 0.005953810996 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36198FAE2 415000.00000000 PA USD 410888.01000000 0.011627319576 Long ABS-MBS US N 2 2046-08-10 Fixed 4.24300000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448EP9 60000.00000000 PA USD 42866.39000000 0.001213034217 Long DBT CORP US N 2 2049-10-15 Fixed 2.87500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AVC9 20666.72000000 PA USD 19753.14000000 0.000558974868 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38382EDP9 542686.15000000 PA USD 86660.68000000 0.002452326172 Long DBT USGA US N 2 2050-04-20 Fixed 3.50000000 N N N N N N BRANDYWINE OPERATING PARTNERSHIP, L.P. IXBXSCONLDQ1ZI73YU71 105340AQ6 17000.00000000 PA USD 14269.02000000 0.000403785098 Long DBT CORP US N 2 2027-11-15 Fixed 3.95000000 N N N N N N TOYOTA AUTO LOAN EXTENDED NOTE TRUST N/A 89231EAA1 780000.00000000 PA USD 738902.74000000 0.020909488922 Long ABS-MBS US N 2 2035-04-25 Fixed 3.82000000 N N N N N N Government National Mortgage Association N/A 36213RXA0 1293.94000000 PA USD 1327.91000000 0.000037577231 Long DBT USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQ6N7 765073.41000000 PA USD 747006.32000000 0.021138804240 Long DBT USGA US N 2 2046-01-01 Fixed 4.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEE8 149000.00000000 PA USD 111962.72000000 0.003168323957 Long DBT CORP US N 2 2041-05-15 Fixed 3.05000000 N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWT7 470000.00000000 PA USD 468821.10000000 0.013266711661 Long DBT CORP US N 2 2023-02-23 Fixed 3.20000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGS83 2934591.28000000 PA USD 2623567.21000000 0.074241773032 Long DBT USGA US N 2 2050-08-01 Fixed 3.00000000 N N N N N N DEERFIELD DAKOTA HOLDING LLC N/A 24440EAB3 1082950.00000000 PA USD 1009515.16000000 0.028567286210 Long LON US N 2 2027-04-09 Floating 7.83645840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXK92 2507332.70000000 PA USD 2401693.11000000 0.067963173989 Long DBT USGA US N 2 2048-07-01 Fixed 4.00000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DD4 870000.00000000 PA USD 929568.90000000 0.026304964869 Long DBT CORP US N 2 2031-05-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179SUV7 718333.97000000 PA USD 670741.81000000 0.018980669155 Long DBT USGA US N 2 2047-01-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617K1Y72 68659.84000000 PA USD 66214.07000000 0.001873727472 Long DBT USGA US N 2 2049-10-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31287NCG1 16181.90000000 PA USD 16571.01000000 0.000468926871 Long DBT USGA US N 2 2032-01-01 Fixed 7.50000000 N N N N N N DH Europe Finance II S.a r.l. 222100KDGL314CKTZ511 23291KAG0 772000.00000000 PA USD 735568.90000000 0.020815147831 Long DBT NUSS US N 2 2024-11-15 Fixed 2.20000000 N N N N N Government National Mortgage Association N/A 36201XAE8 4482.21000000 PA USD 4607.13000000 0.000130372684 Long DBT USGA US N 2 2034-12-15 Fixed 6.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3A9 308000.00000000 PA USD 300822.46000000 0.008512681784 Long DBT CORP US N 2 2028-07-25 Fixed 4.80800000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGJ7 690000.00000000 PA USD 567427.41000000 0.016057075581 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N Government National Mortgage Association 2 N/A 36179WNF1 1765192.41000000 PA USD 1579220.39000000 0.044688819602 Long DBT USGA US N 2 2051-09-20 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TC2 4810000.00000000 PA USD 3434452.75000000 0.097188233098 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 38382QCY4 1454697.82000000 PA USD 212247.25000000 0.006006178191 Long DBT USGA US N 2 2051-03-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38375BJK9 797716.99000000 PA USD 789940.69000000 0.022353762157 Long DBT USGA US N 2 2060-12-20 Floating 4.22156880 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBP0 620000.00000000 PA USD 510852.57000000 0.014456119290 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKJ34 494618.45000000 PA USD 407327.91000000 0.011526575773 Long DBT USGA US N 2 2050-11-01 Fixed 2.00000000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44421MAA8 1240000.00000000 PA USD 1038892.34000000 0.029398602413 Long ABS-MBS US N 2 2041-12-10 Floating 2.94279840 N N N N N N PROGRESS RESIDENTIAL MASTER TRUST N/A 74333VAA2 2381811.96000000 PA USD 2083752.25000000 0.058966075277 Long ABS-MBS US Y 2 2026-05-17 Fixed 1.63700000 N N N N N N KYNDRYL HOLDINGS, INC. 549300LQ4LWX2R8ZV130 50155QAJ9 1350000.00000000 PA USD 1101454.40000000 0.031168985211 Long DBT CORP US N 2 2026-10-15 Fixed 2.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BBP29 289477.06000000 PA USD 281395.96000000 0.007962950182 Long DBT USGA US N 2 2052-05-01 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 31945HAB1 1590000.00000000 PA USD 1474485.50000000 0.041725028965 Long DBT CORP US N 2 2027-02-01 Floating 4.98999960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMWC4 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2051-12-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CLK8 166503.36000000 PA USD 158455.35000000 0.004483973608 Long DBT USGA US N 2 2032-06-01 Fixed 3.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYA6 1150000.00000000 PA USD 1008444.12000000 0.028536977893 Long DBT CORP US N 2 2027-03-09 Fixed 1.43100000 N N N N N N Government National Mortgage Association 2 N/A 3622ABYM8 295403.25000000 PA USD 268498.57000000 0.007597979505 Long DBT USGA US N 2 2052-06-20 Fixed 3.50000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AT3 394000.00000000 PA USD 390836.27000000 0.011059894916 Long DBT NUSS JP N 2 2023-11-26 Fixed 4.40000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCR5 1380000.00000000 PA USD 1090794.77000000 0.030867338725 Long DBT CORP US N 2 2032-11-08 Fixed 2.54500000 N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MAS8 460000.00000000 PA USD 448449.58000000 0.012690237859 Long ABS-MBS US Y 2 2025-03-25 Fixed 3.37000000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 94973VAY3 41000.00000000 PA USD 37281.44000000 0.001054991157 Long DBT CORP US N 2 2042-05-15 Fixed 4.62500000 N N N N N N BRK: CITIGROUP N/A N/A 1920000.00000000 NC USD 569405.80000000 0.016113060113 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2053-07-24 0.00000000 USD 0.00000000 USD -1920000.00000000 USD 569405.80000000 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAQ2 465000.00000000 PA USD 394337.29000000 0.011158966871 Long DBT CORP US N 2 2045-05-15 Fixed 5.35000000 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CQ22 4873000.00000000 PA USD 4645771.52000000 0.131466163105 Long ABS-MBS US N 2 2047-07-01 Fixed 3.93000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFN9 320000.00000000 PA USD 309535.58000000 0.008759245880 Long DBT CORP US N 2 2025-07-01 Fixed 3.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSB2 810648.87000000 PA USD 777656.73000000 0.022006150338 Long DBT USGA US N 2 2048-07-01 Fixed 4.00000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78445FAE5 685000.00000000 PA USD 676004.10000000 0.019129581574 Long ABS-MBS US N 2 2083-07-26 Floating 6.20843040 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST N/A 12531YAU2 2502000.00000000 PA USD 2293756.29000000 0.064908775054 Long ABS-MBS US N 2 2058-05-10 Fixed 3.69100000 N N N N N N Piedmont Natural Gas Company, Inc. VXB4M3BDPKF3I2AZ3G89 720186AP0 1100000.00000000 PA USD 992490.48000000 0.028085521374 Long DBT CORP US N 2 2052-05-15 Fixed 5.05000000 N N N N N N Government National Mortgage Association 2 N/A 36179U3S9 622499.70000000 PA USD 550925.97000000 0.015590117404 Long DBT USGA US N 2 2049-10-20 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TB7 495000.00000000 PA USD 545462.28000000 0.015435505762 Long DBT CORP US N 2 2029-11-15 Fixed 7.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142BAKD3 428504.24000000 PA USD 410892.88000000 0.011627457387 Long DBT USGA US N 2 2052-07-01 Floating 3.91200120 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBL3 141000.00000000 PA USD 129752.31000000 0.003671734237 Long DBT NUSS GB N 2 2038-05-30 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEB47 13034.63000000 PA USD 13119.73000000 0.000371262460 Long DBT USGA US N 2 2049-03-01 Fixed 5.00000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92537MAA8 218854.16000000 PA USD 205442.36000000 0.005813613237 Long ABS-MBS US N 2 2059-11-25 Floating 2.69200080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AR4L6 90959.80000000 PA USD 74652.71000000 0.002112524326 Long DBT USGA US N 2 2051-09-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QLR24 1661905.51000000 PA USD 1489277.75000000 0.042143620440 Long DBT USGA US N 2 2051-08-01 Fixed 3.00000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BQ8 560000.00000000 PA USD 511370.80000000 0.014470784176 Long DBT CORP US N 2 2025-06-03 Fixed 0.80000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BJ4 380000.00000000 PA USD 325828.94000000 0.009220315804 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYJ7 1535000.00000000 PA USD 1191019.84000000 0.033703510358 Long DBT CORP US N 2 2032-07-21 Fixed 2.38300000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442UAK0 423000.00000000 PA USD 253814.63000000 0.007182452990 Long DBT CORP US N 2 2050-08-15 Fixed 2.50000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 3865000.00000000 PA USD 3469011.00000000 0.098166163354 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7G72 2100000.00000000 PA USD 1886890.95000000 0.053395289098 Long DBT USGA US N 2 2052-04-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402RDG1 68244.31000000 PA USD 70581.91000000 0.001997328721 Long DBT USGA US N 2 2035-04-01 Fixed 6.00000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535AAE0 1097000.00000000 PA USD 1085508.71000000 0.030717753661 Long ABS-MBS US N 2 2027-12-15 Fixed 4.59000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03065WAD7 650000.00000000 PA USD 637802.69000000 0.018048557082 Long ABS-MBS US N 2 2028-04-18 Fixed 4.38000000 N N N N N N RATE MORTGAGE TRUST N/A 75410RAG1 910375.24000000 PA USD 758776.82000000 0.021471886154 Long ABS-MBS US Y 2 2052-01-25 Floating 2.99999880 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAP3 105000.00000000 PA USD 91403.73000000 0.002586545124 Long DBT CORP US N 2 2032-03-01 Fixed 3.37500000 N N N N N BENCHMARK MORTGAGE TRUST N/A 08163RBQ8 485000.00000000 PA USD 463435.74000000 0.013114316604 Long ABS-MBS US N 2 2055-05-15 Floating 4.59390960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJV75 138576.89000000 PA USD 137147.95000000 0.003881016250 Long DBT USGA US N 2 2039-05-15 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6EV9 2420248.13000000 PA USD 2196775.10000000 0.062164398821 Long DBT USGA US N 2 2048-04-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFB2 1965000.00000000 PA USD 1859150.97000000 0.052610302423 Long SN UST US N 1 2027-07-31 Fixed 2.75000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BZ8 300000.00000000 PA USD 244995.09000000 0.006932877418 Long DBT CORP US N 2 2031-05-12 Fixed 2.10000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBH3 7673000.00000000 PA USD 6826871.89000000 0.193186998009 Long SN UST US N 2 2026-01-31 Fixed 0.37500000 N N N N N N Compagnie des chemins de fer nationaux du Canada 3SU7BEP7TH9YEQOZCS77 136375DB5 295000.00000000 PA USD 261987.18000000 0.007413720022 Long DBT NUSS CA N 2 2052-08-05 Fixed 4.40000000 N N N N N N Government National Mortgage Association 2 N/A 21H040616 700000.00000000 PA USD 662268.21000000 0.018740883003 Long DBT US N 2 2040-01-01 Fixed 4.00000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAJ7 268000.00000000 PA USD 255152.33000000 0.007220307259 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N MERCURY FINANCIAL CREDIT CARD MASTER TRUST N/A 58940BAF3 580000.00000000 PA USD 531309.87000000 0.015035020497 Long ABS-MBS US Y 2 2026-09-21 Fixed 3.20000000 N N N N N N Government National Mortgage Association 2 N/A 3617FMNZ2 39574.06000000 PA USD 35200.71000000 0.000996110605 Long DBT USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAH0 110000.00000000 PA USD 99300.27000000 0.002810001618 Long DBT CORP US N 2 2025-08-15 Fixed 0.45000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 1930000.00000000 PA USD 1557859.47000000 0.044084347733 Long DBT NUSS GB N 2 2029-08-17 Fixed 2.20600000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538BAA1 300222.86000000 PA USD 268003.72000000 0.007583976227 Long ABS-MBS US Y 2 2063-10-25 Floating 0.82000080 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAT2 87000.00000000 PA USD 64551.18000000 0.001826670967 Long DBT CORP US N 2 2046-09-01 Fixed 3.75000000 N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBZ3 90000.00000000 PA USD 71873.99000000 0.002033892035 Long DBT CORP US N 2 2047-08-15 Fixed 4.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCA5 415000.00000000 PA USD 355218.94000000 0.010051994787 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BG5 200000.00000000 PA USD 189232.39000000 0.005354903085 Long DBT CORP GB N 2 2029-05-18 Fixed 4.89200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KRQ69 165975.17000000 PA USD 142638.95000000 0.004036400710 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N THE ADT SECURITY CORPORATION 5493009JEEDYLVRA0J13 00109LAA1 20000.00000000 PA USD 17009.12000000 0.000481324519 Long DBT CORP US N 2 2029-08-01 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BALH2 454310.08000000 PA USD 415403.01000000 0.011755085163 Long DBT USGA US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KH5T9 1721.92000000 PA USD 1585.85000000 0.000044876424 Long DBT USGA US N 2 2050-05-01 Fixed 3.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCX5 460000.00000000 PA USD 448320.39000000 0.012686582037 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396NRF5 270619.68000000 PA USD 277521.89000000 0.007853321649 Long DBT USGA US N 2 2036-05-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G04Z3 4215000.00000000 PA USD 3835252.19000000 0.108530066058 Long DBT USGA US N 2 2025-06-17 Fixed 0.50000000 N N N N N N Government National Mortgage Association N/A 36290SNJ6 16586.82000000 PA USD 17249.33000000 0.000488121988 Long DBT USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AJ2 35000.00000000 PA USD 29321.66000000 0.000829745096 Long DBT CORP US N 2 2042-02-15 Fixed 4.48700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B7FK9 753787.50000000 PA USD 641350.37000000 0.018148949423 Long DBT USGA US N 2 2052-03-01 Fixed 2.50000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACB9 690000.00000000 PA USD 563674.85000000 0.015950885541 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N FREMF MORTGAGE TRUST N/A 302986AC8 709204.31000000 PA USD 650015.89000000 0.018394166533 Long ABS-MBS US N 2 2026-01-25 Floating 6.29200080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A2X47 290302.48000000 PA USD 257678.56000000 0.007291794581 Long DBT USGA US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QRD4 578164.33000000 PA USD 586314.76000000 0.016591550302 Long DBT USGA US N 2 2047-09-01 Floating 3.31400160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LGU42 100000.00000000 PA USD 93050.17000000 0.002633136126 Long DBT USGA US N 2 2032-07-01 Fixed 3.56000000 N N N N N N STORE CAPITAL CORPORATION 5493004EA6C9IHDZ7N66 862121AA8 724000.00000000 PA USD 652975.03000000 0.018477904354 Long DBT CORP US N 2 2028-03-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNUV3 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2052-08-01 Fixed 5.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBT8 253750.00000000 PA USD 245215.02000000 0.006939101003 Long DBT NUSS MX N 2 2025-04-15 Fixed 2.37800000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEY7 1541000.00000000 PA USD 1614666.95000000 0.045691887277 Long DBT CORP US N 2 2033-10-18 Fixed 6.34200000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131YCNB8 23129.33000000 PA USD 21935.79000000 0.000620739555 Long DBT USGA US N 2 2049-05-01 Fixed 4.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGU8 700000.00000000 PA USD 586212.59000000 0.016588659093 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AS7 1465000.00000000 PA USD 1415904.20000000 0.040067293816 Long DBT NUSS CH N 2 2027-08-05 Fixed 4.70300000 N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAL4 500000.00000000 PA USD 432500.00000000 0.012238896230 Long DBT CORP US N 2 2171-05-15 Fixed 6.75000000 N N N N N N CAMERON LNG, LLC 549300C39FLHGVD73K22 133434AB6 660000.00000000 PA USD 531377.18000000 0.015036925237 Long DBT CORP US N 2 2035-01-15 Fixed 3.30200000 N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAN4 990000.00000000 PA USD 961925.05000000 0.027220580042 Long DBT CORP US N 2 2029-07-15 Fixed 6.33000000 N N N N N Government National Mortgage Association N/A 36200E7K1 7523.25000000 PA USD 7732.93000000 0.000218826653 Long DBT USGA US N 2 2035-09-15 Fixed 6.50000000 N N N N N N United States of America N/A N/A 751.00000000 NC USD 81055195.31000000 2.293702021560 N/A DIR US N 1 US 5YR NOTE (CBT) MAR23 N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Mar 2023 2023-04-03 81115073.12000000 USD -59877.81000000 N N N TAKE-TWO INTERACTIVE SOFTWARE, INC. BOMSTHHJK882EWYX3334 874054AH2 1265000.00000000 PA USD 1119692.08000000 0.031685075553 Long DBT CORP US N 2 2032-04-14 Fixed 4.00000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LH6Y5 58527.73000000 PA USD 54749.15000000 0.001549292868 Long DBT USGA US N 2 2029-05-01 Fixed 3.25000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BD8 240000.00000000 PA USD 219384.10000000 0.006208136958 Long DBT CORP US N 2 2044-09-15 Fixed 4.90000000 N N N N N TOWD POINT MORTGAGE TRUST N/A 89173UAA5 606064.24000000 PA USD 574811.81000000 0.016266039524 Long ABS-MBS US N 2 2057-06-25 Floating 2.75000040 N N N N N N Government National Mortgage Association N/A 36210BD85 615.65000000 PA USD 632.81000000 0.000017907273 Long DBT USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N COMM MORTGAGE TRUST N/A 12626BAD6 15000.00000000 PA USD 14898.29000000 0.000421592197 Long ABS-MBS US N 2 2046-08-10 Fixed 4.21000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAW2 533000.00000000 PA USD 453430.12000000 0.012831177309 Long DBT CORP US N 2 2046-03-01 Fixed 4.11400000 N N N N N N Government National Mortgage Association 2 N/A 36179S5L7 949197.47000000 PA USD 887820.06000000 0.025123555111 Long DBT USGA US N 2 2047-05-20 Fixed 3.50000000 N N N N N N RCKT MORTGAGE TRUST N/A 74938DAA1 490561.12000000 PA USD 393770.96000000 0.011142940850 Long ABS-MBS US Y 2 2051-07-25 Floating 2.49999840 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863AR1 720000.00000000 PA USD 695873.84000000 0.019691855993 Long DBT NUSS ZA N 2 2027-04-10 Fixed 4.75000000 N N N N N N Government National Mortgage Association N/A 36241KDR6 10967.15000000 PA USD 11272.82000000 0.000318998553 Long DBT USGA US N 2 2034-11-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617FJZW3 644018.61000000 PA USD 572858.66000000 0.016210769235 Long DBT USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFLM1 373238.58000000 PA USD 328764.10000000 0.009303375038 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 05964HAQ8 200000.00000000 PA USD 185502.94000000 0.005249367012 Long DBT NUSS ES N 2 2028-03-24 Fixed 4.17500000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CJ2 120000.00000000 PA USD 93722.40000000 0.002652158908 Long DBT CORP US N 2 2046-04-15 Fixed 4.40000000 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST N/A 61761DAF9 9133.04000000 PA USD 9113.53000000 0.000257894908 Long ABS-MBS US N 2 2045-11-15 Fixed 3.93000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAF9 690000.00000000 PA USD 629873.28000000 0.017824170432 Long DBT CORP US N 2 2045-12-14 Fixed 4.30000000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAE4 480000.00000000 PA USD 478273.23000000 0.013534188281 Long DBT CORP US N 2 2023-04-11 Fixed 3.25000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50076QAE6 1130000.00000000 PA USD 1022115.05000000 0.028923838225 Long DBT CORP US N 2 2042-06-04 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283BCC0 142842.02000000 PA USD 6659.60000000 0.000188453533 Long DBT USGA US N 2 2027-10-15 Fixed 3.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 790000.00000000 PA USD 673555.82000000 0.019060300083 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B9LQ8 648587.47000000 PA USD 104355.00000000 0.002953040499 Long DBT USGA US N 2 2047-01-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFRJ2 1182815.65000000 PA USD 1045126.37000000 0.029575013156 Long DBT USGA US N 2 2052-02-01 Fixed 3.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC N/A 16117LBW8 620886.22000000 PA USD 616713.86000000 0.017451784823 Long LON US N 2 2025-04-30 Floating 5.82999840 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BX1 755000.00000000 PA USD 581051.67000000 0.016442615245 Long DBT NUSS JP N 2 2032-07-20 Fixed 2.30900000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CE2 790000.00000000 PA USD 506197.67000000 0.014324394809 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38374DJA8 336992.88000000 PA USD 12707.56000000 0.000359598862 Long DBT USGA US N 2 2037-12-16 Floating 2.20371120 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMM1 290000.00000000 PA USD 222867.83000000 0.006306719640 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BAUR0 94667.54000000 PA USD 86935.74000000 0.002460109827 Long DBT USGA US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC68 6156968.20000000 PA USD 5016809.56000000 0.141965807195 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAM1 30000.00000000 PA USD 27902.91000000 0.000789597271 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAY2 1480000.00000000 PA USD 1457922.71000000 0.041256334703 Long DBT CORP US N 2 2024-12-05 Fixed 4.02300000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGC9 72960000.00000000 PA USD 72538200.00000000 2.052687867126 Long SN UST US N 2 2027-12-31 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LHUW8 200000.00000000 PA USD 197391.24000000 0.005585782434 Long DBT USGA US N 2 2032-11-01 Fixed 4.37000000 N N N N N N KIMCO REALTY CORPORATION 549300EA7I6T15IBYS12 49446RBA6 443000.00000000 PA USD 405130.47000000 0.011464392559 Long DBT CORP US N 2 2033-02-01 Fixed 4.60000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JWQW3 450220.93000000 PA USD 448183.33000000 0.012682703509 Long DBT USGA US N 2 2049-10-01 Fixed 5.00000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80287FAC6 513000.00000000 PA USD 515860.74000000 0.014597840615 Long ABS-MBS US N 2 2027-04-15 Fixed 5.75000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449XAA0 525726.44000000 PA USD 463784.14000000 0.013124175636 Long ABS-MBS US N 2 2053-07-15 Fixed 1.29000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78442GJH0 840702.83000000 PA USD 814274.08000000 0.023042349059 Long ABS-MBS US N 2 2068-12-17 Floating 5.43899880 N N N N N N NISSAN AUTO LEASE TRUST N/A 65480LAD7 1228000.00000000 PA USD 1209233.95000000 0.034218933716 Long ABS-MBS US N 2 2025-05-15 Fixed 3.81000000 N N N N N N NATIONAL SECURITIES CLEARING CORPORATION 549300RYC9NELN2ICA34 637639AB1 330000.00000000 PA USD 305895.13000000 0.008656228331 Long DBT CORP US N 2 2025-04-23 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFUH2 189928.22000000 PA USD 162191.96000000 0.004589712295 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609VAA3 810000.00000000 PA USD 780249.19000000 0.022079511838 Long ABS-MBS US Y 2 2036-09-15 Floating 5.01787080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FCUU8 511363.23000000 PA USD 91370.00000000 0.002585590632 Long DBT USGA US N 2 2035-08-25 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 36225BWG9 11356.05000000 PA USD 12034.11000000 0.000340541557 Long DBT USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C. N/A 39154TBW7 750000.00000000 PA USD 747468.83000000 0.021151892360 Long ABS-MBS US Y 2 2026-09-15 Fixed 5.08000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EXDX8 97836.81000000 PA USD 87662.04000000 0.002480662684 Long DBT USGA US N 2 2046-09-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFH7 1530000.00000000 PA USD 1506329.54000000 0.042626152436 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N NEW ECONOMY ASSETS PHASE I SPONSOR LLC N/A 643821AB7 3245000.00000000 PA USD 2665815.53000000 0.075437317088 Long ABS-MBS US Y 2 2061-10-20 Fixed 2.41000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAN5 2270000.00000000 PA USD 2196658.32000000 0.062161094177 Long DBT NUSS GB N 2 2026-01-12 Fixed 4.37500000 N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 12596WAB0 363000.00000000 PA USD 317272.89000000 0.008978196479 Long ABS-MBS US N 2 2052-06-15 Fixed 3.06670000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WGHT4 240111.04000000 PA USD 223123.52000000 0.006313955162 Long DBT USGA US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38378TPA2 270747.23000000 PA USD 43070.50000000 0.001218810127 Long DBT USGA US N 2 2043-05-20 Fixed 3.50000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST N/A 65480JAD2 760000.00000000 PA USD 748737.18000000 0.021187784161 Long ABS-MBS US N 2 2029-11-15 Fixed 4.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZQ6 333816.20000000 PA USD 298581.82000000 0.008449276095 Long DBT USGA US N 2 2047-03-01 Fixed 3.00000000 N N N N N N BROKER: GOLDMAN SACHS N/A N/A 18587000.00000000 NC USD -257395.77000000 -0.00728379218 N/A DIR XX N 2 BROKER: GOLDMAN SACHS N/A Y 2029-06-30 15754.75000000 USD 0.00000000 USD -18587000.00000000 USD -273150.52000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGKS7 499818.56000000 PA USD 447529.62000000 0.012664204807 Long DBT USGA US N 2 2048-02-01 Fixed 3.00000000 N N N N N N RATE MORTGAGE TRUST N/A 75409JAA5 404073.58000000 PA USD 324347.84000000 0.009178403598 Long ABS-MBS US Y 2 2051-07-25 Floating 2.49999840 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687EH5 25000.00000000 PA USD 28312.42000000 0.000801185596 Long DBT CORP US N 2 2037-11-15 Fixed 6.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3HA8 1384665.03000000 PA USD 1227573.08000000 0.034737894892 Long DBT USGA US N 2 2052-02-01 Fixed 3.00000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BM1 170000.00000000 PA USD 147541.75000000 0.004175140272 Long DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAF8 715000.00000000 PA USD 684470.09000000 0.019369152379 Long DBT NUSS IE N 2 2024-07-01 Fixed 3.95000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JF5 224000.00000000 PA USD 191303.04000000 0.005413498393 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBS3 738000.00000000 PA USD 710121.07000000 0.020095024477 Long DBT CORP US N 2 2028-03-15 Fixed 4.30000000 N N N N N N MASTR RESECURITIZATION TRUST N/A 576435BB6 1864.04000000 PA USD 1136.09000000 0.000032149104 Long DBT USGA US N 2 2035-05-28 None 0.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHG7 625000.00000000 PA USD 576703.03000000 0.016319557317 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556DD4 1075000.00000000 PA USD 868100.77000000 0.024565538130 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HRX0 230000.00000000 PA USD 212625.10000000 0.006016870600 Long DBT CORP US N 2 2027-12-01 Fixed 3.62500000 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 605417CB8 503000.00000000 PA USD 471687.44000000 0.013347823424 Long DBT CORP US N 2 2028-03-30 Fixed 3.95000000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BK3 160000.00000000 PA USD 155032.74000000 0.004387120502 Long DBT CORP US N 2 2025-04-01 Fixed 3.25000000 N N N N N N Government National Mortgage Association N/A 38378BF61 349505.32000000 PA USD 1036.32000000 0.000029325810 Long DBT USGA US N 2 2053-02-16 Floating 0.14483880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L6TA2 81732.25000000 PA USD 67611.39000000 0.001913268869 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BS0 60000.00000000 PA USD 49322.89000000 0.001395740421 Long DBT CORP US N 2 2047-06-15 Fixed 3.90000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAB9 410000.00000000 PA USD 401353.29000000 0.011357505821 Long DBT NUSS FR N 2 2024-07-21 Fixed 5.15000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBC4 124000.00000000 PA USD 103290.20000000 0.002922908761 Long DBT CORP US N 2 2048-06-15 Fixed 4.05000000 N N N N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 701094AR5 760000.00000000 PA USD 737347.80000000 0.020865487190 Long DBT CORP US N 2 2027-09-15 Fixed 4.25000000 N N N N N SPRINT SPECTRUM CO LLC N/A 85208NAD2 416250.00000000 PA USD 411342.65000000 0.011640184990 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N PETROBRAS GLOBAL FINANCE B.V. 549300FNENFFSMO3GT38 71647NAM1 1394000.00000000 PA USD 1399487.27000000 0.039602727105 Long DBT NUSS BR N 2 2024-03-17 Fixed 6.25000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DF9 280000.00000000 PA USD 285600.00000000 0.008081916215 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N WISCONSIN ELECTRIC POWER COMPANY AENKIFMULUAWOUU8Q584 976656CM8 255000.00000000 PA USD 217084.87000000 0.006143073288 Long DBT CORP US N 2 2028-06-15 Fixed 1.70000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9JN5 93929.35000000 PA USD 79991.49000000 0.002263601261 Long DBT USGA US N 2 2042-01-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFPU9 182092.11000000 PA USD 157473.29000000 0.004456183249 Long DBT USGA US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QBBB3 429932.71000000 PA USD 400097.99000000 0.011321983309 Long DBT USGA US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36201GAQ8 108224.93000000 PA USD 113650.93000000 0.003216096968 Long DBT USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBF5 414000.00000000 PA USD 342660.42000000 0.009696613462 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AK6 270000.00000000 PA USD 204218.92000000 0.005778992300 Long DBT NUSS MX N 2 2033-07-26 Fixed 3.87500000 N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DV6 725000.00000000 PA USD 671792.98000000 0.019010415191 Long DBT CORP US N 2 2040-04-15 Fixed 5.00000000 N N N N N Government National Mortgage Association N/A 38382MUU1 491568.06000000 PA USD 486447.25000000 0.013765496911 Long DBT USGA US N 2 2051-01-20 Fixed 5.00000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAQ6 3060000.00000000 PA USD 2224517.25000000 0.062949446902 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CP7 610000.00000000 PA USD 525227.09000000 0.014862889830 Long DBT CORP US N 2 2027-09-01 Fixed 0.95000000 N N N N N Government National Mortgage Association N/A 36207EJM7 3374.15000000 PA USD 3460.09000000 0.000097913716 Long DBT USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477AN3 70000.00000000 PA USD 68315.75000000 0.001933200867 Long DBT CORP US N 2 2024-12-16 Fixed 3.30000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QL3N4 660690.88000000 PA USD 621120.15000000 0.017576474132 Long DBT USGA US N 2 2051-09-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ADTH2 6875230.00000000 PA USD 6443306.05000000 0.182332841909 Long DBT USGA US N 2 2043-02-25 Fixed 3.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967JU6 903000.00000000 PA USD 774440.34000000 0.021915132850 Long DBT CORP US N 2 2045-07-30 Fixed 4.65000000 N N N N N Government National Mortgage Association 2 N/A 36179TAK1 122673.63000000 PA USD 114373.33000000 0.003236539462 Long DBT USGA US N 2 2047-06-20 Fixed 3.50000000 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VAE1 142000.00000000 PA USD 135418.11000000 0.003832065193 Long DBT CORP US N 2 2027-03-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36290RXX6 11682.19000000 PA USD 11989.65000000 0.000339283427 Long DBT USGA US N 2 2033-08-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F032625 300000.00000000 PA USD 272619.72000000 0.007714599915 Long DBT USGA US N 2 2053-02-15 Fixed 3.50000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CL2 515000.00000000 PA USD 502550.88000000 0.014221197851 Long DBT CORP US N 2 2025-07-20 Fixed 3.87500000 N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFP4 200000.00000000 PA USD 189713.75000000 0.005368524623 Long DBT CORP US N 2 2027-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKY0 520818.43000000 PA USD 481807.89000000 0.013634212181 Long DBT USGA US N 2 2050-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179TNS0 461468.15000000 PA USD 443056.32000000 0.012537619247 Long DBT USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKD0 1455000.00000000 PA USD 1139559.42000000 0.032247282056 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHG92 294351.44000000 PA USD 278103.97000000 0.007869793364 Long DBT USGA US N 2 2052-05-01 Fixed 4.00000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BV0 785000.00000000 PA USD 802299.28000000 0.022703485857 Long DBT CORP US N 2 2027-11-15 Fixed 5.10000000 N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCQ5 290000.00000000 PA USD 266293.94000000 0.007535592828 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NN7 970000.00000000 PA USD 829632.80000000 0.023476970516 Long DBT CORP US N 2 2033-03-17 Fixed 3.78500000 N N N N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 742718FG9 80000.00000000 PA USD 74900.03000000 0.002119522993 Long DBT CORP US N 2 2027-03-25 Fixed 2.80000000 N N N N N N NISSAN MOTOR CO.,LTD. 353800DRBDH1LUTNAY26 654744AA9 580000.00000000 PA USD 568267.33000000 0.016080843659 Long DBT NUSS JP N 2 2023-09-15 Fixed 3.04300000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325EA9 680000.00000000 PA USD 425050.56000000 0.012028091783 Long DBT NUSS CO N 2 2042-02-22 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9JA3 533219.33000000 PA USD 449463.66000000 0.012718934321 Long DBT USGA US N 2 2042-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9K86 975601.71000000 PA USD 822375.43000000 0.023271601271 Long DBT USGA US N 2 2042-04-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9S63 799141.21000000 PA USD 653143.76000000 0.018482679080 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMHG3 3577887.98000000 PA USD 3186184.92000000 0.090162743598 Long DBT USGA US N 2 2050-01-01 Fixed 3.00000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397A60 400000.00000000 PA USD 384536.64000000 0.010881627823 Long DBT CORP US N 2 2025-06-16 Fixed 5.12500000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFR0 530000.00000000 PA USD 440954.61000000 0.012478145003 Long DBT CORP US N 2 2050-04-01 Fixed 4.20000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EDL1 817618.93000000 PA USD 689199.56000000 0.019502987044 Long DBT USGA US N 2 2042-05-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MHUN7 568720.76000000 PA USD 483888.25000000 0.013693082263 Long DBT USGA US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEE9 0.04000000 PA USD 0.04000000 0.000000001131 Long DBT USGA US N 2 2052-07-01 Fixed 5.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDS7 410000.00000000 PA USD 263320.43000000 0.007451448365 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBW5 2823000.00000000 PA USD 2455638.78000000 0.069489729959 Long DBT CORP US N 2 2027-02-04 Fixed 1.04000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661EM5 889000.00000000 PA USD 851035.50000000 0.024082624676 Long DBT CORP US N 2 2053-04-15 Fixed 5.62500000 N N N N N Government National Mortgage Association N/A 36291AT66 2335.29000000 PA USD 2394.66000000 0.000067764150 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYUJ6 70508.35000000 PA USD 60047.09000000 0.001699214112 Long DBT USGA US N 2 2040-11-01 Fixed 2.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DA4 370000.00000000 PA USD 347753.91000000 0.009840749174 Long DBT NUSS GB N 2 2026-03-10 Fixed 2.99900000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGRZ4 180208.86000000 PA USD 163986.69000000 0.004640499611 Long DBT USGA US N 2 2045-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYN4 993135.36000000 PA USD 929364.33000000 0.026299175942 Long DBT USGA US N 2 2046-08-01 Fixed 3.50000000 N N N N N N MPT OPERATING PARTNERSHIP, L.P. WUQXXXF7PXTUPGROE843 55342UAH7 90000.00000000 PA USD 75647.70000000 0.002140680578 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288H7H7 4901.66000000 PA USD 4900.68000000 0.000138679569 Long DBT USGA US N 2 2033-05-01 Fixed 5.00000000 N N N N N N AMBAC ASSURANCE CORPORATION 549300RYYRVPPB8NC636 023138AA8 8441.50000000 PA USD 11818.10000000 0.000334428900 Long DBT CORP US N 2 2171-06-07 Fixed 5.10000000 Y Y N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LN5G8 176909.66000000 PA USD 151424.22000000 0.004285006509 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CR0 870000.00000000 PA USD 774479.99000000 0.021916254867 Long DBT CORP US N 2 2049-01-15 Fixed 4.25000000 N N N N N N DRYDEN CLO LTD N/A 26252VAU5 1475000.00000000 PA USD 1411290.33000000 0.039936730403 Long ABS-CBDO CORP KY Y 2 2034-05-20 Floating 6.32543040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGCY3 473596.97000000 PA USD 390896.78000000 0.011061607230 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGDV8 949833.83000000 PA USD 778848.21000000 0.022039866870 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N BRK: CITIGROUP CAPITAL MARKETS N/A N/A 35750000.00000000 NC USD -1779680.05000000 -0.05036143226 N/A DIR XX N 2 BRK: CITIGROUP CAPITAL MARKETS N/A Y 2025-09-28 0.00000000 USD 0.00000000 USD -35750000.00000000 USD -1779680.05000000 N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80285UAD3 810000.00000000 PA USD 795143.22000000 0.022500983486 Long ABS-MBS US N 2 2026-12-15 Fixed 3.40000000 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBM9 230000.00000000 PA USD 225458.80000000 0.006380038976 Long DBT CORP US N 2 2024-05-09 Fixed 3.60000000 N N N N N Government National Mortgage Association N/A 36202VYM7 7739.14000000 PA USD 7957.52000000 0.000225182107 Long DBT USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFZF1 1263216.04000000 PA USD 1152145.18000000 0.032603434220 Long DBT USGA US N 2 2052-02-01 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAX4 300000.00000000 PA USD 281807.04000000 0.007974582935 Long DBT CORP US N 2 2029-12-05 Fixed 4.45200000 N N N N N N SABINE PASS LIQUEFACTION, LLC 549300KJYBG7C6WJYZ11 785592AX4 990000.00000000 PA USD 917647.52000000 0.025967613348 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 38383CED8 1100724.83000000 PA USD 148352.83000000 0.004198092235 Long DBT USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL52 3394691.68000000 PA USD 2919161.61000000 0.082606511038 Long DBT USGA US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J92F4 24827.52000000 PA USD 24276.25000000 0.000686969952 Long DBT USGA US N 2 2043-05-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9MN2 0.01000000 PA USD 0.01000000 0.000000000282 Long DBT USGA US N 2 2049-04-01 Fixed 4.00000000 N N N N N N Hudbay Minerals Inc. 549300WI524AL577IX21 443628AH5 20000.00000000 PA USD 18111.00000000 0.000512505548 Long DBT NUSS CA N 2 2029-04-01 Fixed 6.12500000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162CR9 190000.00000000 PA USD 139920.69000000 0.003959479318 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19421UAB0 433784.90000000 PA USD 388851.81000000 0.011003738616 Long ABS-MBS US N 2 2048-12-28 Fixed 3.28000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796ZH5 3550000.00000000 PA USD 3550000.00000000 0.100457992179 Long DBT UST US N 2 2023-01-03 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9SV8 0.04000000 PA USD 0.03000000 0.000000000848 Long DBT USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36241KA65 4260.24000000 PA USD 4514.03000000 0.000127738138 Long DBT USGA US N 2 2034-11-15 Fixed 6.00000000 N N N N N N GPMT LTD N/A 36264BAA8 725351.81000000 PA USD 707568.36000000 0.020022787823 Long ABS-CBDO CORP KY Y 2 2035-07-16 Floating 5.58914040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QFR6 1370791.71000000 PA USD 1298384.86000000 0.036741728482 Long DBT USGA US N 2 2048-11-01 Floating 3.00899880 N N N N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307BH9 1000000.00000000 PA USD 693814.03000000 0.019633567436 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N CHENIERE ENERGY PARTNERS, L.P. 5493005UEC8AZ34LDV29 16411QAN1 530000.00000000 PA USD 421194.57000000 0.011918974878 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EW8 1055000.00000000 PA USD 964107.01000000 0.027282325202 Long DBT USGA US N 2 2025-05-15 Fixed 0.75000000 N N N N N N Government National Mortgage Association N/A 36200YPD3 412.08000000 PA USD 429.86000000 0.000012164189 Long DBT USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N CHASE MORTGAGE FINANCE CORPORATION N/A 161630AY4 3330.02000000 PA USD 3126.34000000 0.000088469250 Long ABS-MBS US N 2 2037-02-25 Floating 3.09185640 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DX9 595000.00000000 PA USD 574531.40000000 0.016258104475 Long DBT CORP DE N 2 2024-06-14 Fixed 2.70000000 N N N N N N United States of America N/A N/A 980.00000000 NC USD 200976562.50000000 5.687239984180 N/A DIR US N 1 US 2YR NOTE (CBT) MAR23 N/A Long U.S. Treasury Futures US 2-YEAR NOTE (Globex) Mar 2023 2023-04-03 200789008.94000000 USD 187553.56000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGNF2 467538.48000000 PA USD 417920.56000000 0.011826326858 Long DBT USGA US N 2 2052-03-01 Fixed 3.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942EAA6 1832391.25000000 PA USD 1535029.52000000 0.043438305215 Long ABS-MBS US Y 2 2069-12-16 Fixed 0.97000000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DY1 254000.00000000 PA USD 214602.23000000 0.006072819476 Long DBT NUSS CL N 2 2042-03-07 Fixed 4.34000000 N N N N N Sinopec Group Overseas Development (2014) Limited 549300ZIMV82UUECOQ45 82937WAE5 1240000.00000000 PA USD 1230775.58000000 0.034828519321 Long DBT NUSS CN N 2 2024-04-10 Fixed 4.37500000 N N N N N Government National Mortgage Association N/A 36213UV31 8578.12000000 PA USD 8817.20000000 0.000249509354 Long DBT USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KVHC7 248976.94000000 PA USD 204577.03000000 0.005789126106 Long DBT USGA US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WU4Z3 62458.06000000 PA USD 58349.83000000 0.001651185004 Long DBT USGA US N 2 2043-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617Y5P86 324713.24000000 PA USD 288838.95000000 0.008173572107 Long DBT USGA US N 2 2047-04-20 Fixed 3.00000000 N N N N N N N/A N/A N/A -323.00000000 NC USD -77911637.50000000 -2.20474554102 N/A DO US N 1 90DAY EURO$ FUTR MAR25 N/A Short Interest Rate Futures 3M -- 90 Day EuroDollar Future (Consolidated) Mar 2025 2025-03-20 -79033545.70000000 USD 1121908.20000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XZE31 50634.57000000 PA USD 51113.13000000 0.001446400679 Long DBT USGA US N 2 2044-07-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374CR32 1812566.39000000 PA USD 1684140.86000000 0.047657861786 Long DBT USGA US N 2 2043-12-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796ZF9 7105000.00000000 PA USD 6978563.97000000 0.197479584428 Long DBT UST US N 2 2023-05-25 None 0.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175AY0 1150000.00000000 PA USD 1127116.13000000 0.031895161513 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBE9 1110000.00000000 PA USD 1065637.27000000 0.030155431136 Long DBT CORP US N 2 2026-02-11 Fixed 3.41000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WRJQ4 26920.66000000 PA USD 26065.11000000 0.000737591159 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGTL3 290735.61000000 PA USD 265406.16000000 0.007510470407 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BG6 716000.00000000 PA USD 711400.25000000 0.020131222746 Long DBT CORP US N 2 2023-08-01 Fixed 3.25000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L0FH5 86104.07000000 PA USD 70357.81000000 0.001990987134 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N GSR MORTGAGE LOAN TRUST N/A 3622MPAN8 1694.66000000 PA USD 2064.56000000 0.000058422972 Long ABS-MBS US N 2 2037-01-25 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMK52 181865.07000000 PA USD 159493.60000000 0.004513354034 Long DBT USGA US N 2 2041-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K7MK6 122046.70000000 PA USD 107518.53000000 0.003042562153 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N CREDIT AGRICOLE S.A. LONDON BRANCH N/A 22535WAG2 400000.00000000 PA USD 364610.23000000 0.010317749756 Long DBT NUSS FR N 2 2026-06-16 Fixed 1.90700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LGYW6 200000.00000000 PA USD 189948.00000000 0.005375153436 Long DBT USGA US N 2 2032-07-01 Fixed 4.06000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412NZY5 58545.74000000 PA USD 59731.05000000 0.001690270803 Long DBT USGA US N 2 2039-02-01 Fixed 5.00000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAF8 360000.00000000 PA USD 353046.56000000 0.009990520722 Long DBT CORP US N 2 2025-06-01 Fixed 4.30000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LYRC9 327.73000000 PA USD 279.38000000 0.000007905902 Long DBT USGA US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31326FV70 59098.46000000 PA USD 59488.36000000 0.001683403155 Long DBT USGA US N 2 2043-07-01 Floating 2.35699920 N N N N N N RESIDENTIAL MORTGAGE LOAN TRUST N/A 76119NAA5 244221.36000000 PA USD 236113.24000000 0.006681538596 Long ABS-MBS US N 2 2059-09-25 Floating 2.63300040 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 15384431.66000000 NS USD 15384431.66000000 0.435349046586 Long STIV RF US N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABQF3 132890.93000000 PA USD 140161.47000000 0.003966292917 Long DBT USGA US N 2 2042-07-25 Fixed 6.50000000 N N N N N N AON CORPORATION LTS3U8DGK38SETRUWX71 03740LAC6 2080000.00000000 PA USD 1697712.79000000 0.048041920614 Long DBT CORP US N 2 2031-12-02 Fixed 2.60000000 N N N N N N Government National Mortgage Association N/A 38382KQ97 919955.58000000 PA USD 124852.78000000 0.003533087210 Long DBT USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A9T64 68859.94000000 PA USD 65526.65000000 0.001854274843 Long DBT USGA US N 2 2032-10-01 Fixed 3.00000000 N N N N N N TRITON CONTAINER INTERNATIONAL LIMITED 549300O4LZFLCX53XZ54 89680YAA3 755000.00000000 PA USD 656153.43000000 0.018567846799 Long DBT NUSS BM N 2 2026-04-15 Fixed 2.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WSQP6 65538.40000000 PA USD 61347.27000000 0.001736006639 Long DBT USGA US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AVFH7 524658.91000000 PA USD 476118.88000000 0.013473224429 Long DBT USGA US N 2 2046-08-25 Fixed 3.00000000 N N N N N N STEWART INFORMATION SERVICES CORPORATION 529900TV1XI0PLKENU10 86038AAA0 380000.00000000 PA USD 291204.34000000 0.008240507974 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFU8 432000.00000000 PA USD 423302.19000000 0.011978616364 Long DBT CORP US N 2 2026-03-03 Fixed 4.45000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABB0 1910000.00000000 PA USD 1836857.01000000 0.051979427364 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N Government National Mortgage Association 2 N/A 36179T7M1 368834.42000000 PA USD 367731.69000000 0.010406080912 Long DBT USGA US N 2 2048-08-20 Fixed 5.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RJX1 750000.00000000 PA USD 667041.64000000 0.018875961649 Long DBT CORP US N 2 2027-06-01 Fixed 2.30000000 N N N N N N SCIENTIFIC GAMES INTERNATIONAL, INC. N/A 80875AAT8 897750.00000000 PA USD 883323.16000000 0.024996301718 Long LON US N 2 2029-04-14 Floating 7.41708000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TB4 8331000.00000000 PA USD 5276516.99000000 0.149315014793 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N Government National Mortgage Association N/A 36208PXS2 8183.75000000 PA USD 8411.84000000 0.000238038466 Long DBT USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 36201YQ82 1946.05000000 PA USD 2000.29000000 0.000056604258 Long DBT USGA US N 2 2033-11-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617JYLP6 61147.77000000 PA USD 57806.04000000 0.001635796820 Long DBT USGA US N 2 2050-02-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WWKG3 175160.40000000 PA USD 169590.38000000 0.004799072976 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BYV2 384124.87000000 PA USD 356371.10000000 0.010084598641 Long DBT USGA US N 2 2036-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BKLG2 651129.82000000 PA USD 650614.76000000 0.018411113372 Long DBT USGA US N 2 2052-09-01 Fixed 5.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDP4 170000.00000000 PA USD 162133.14000000 0.004588047805 Long DBT CORP US N 2 2028-12-15 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AWH72 189825.83000000 PA USD 155518.46000000 0.004400865419 Long DBT USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N EATON CORPORATION 0NZWDMRCE180888QQE14 278058AP7 75000.00000000 PA USD 77441.49000000 0.002191441294 Long DBT CORP US N 2 2024-04-01 Fixed 7.62500000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 30711XAF1 363336.22000000 PA USD 367794.94000000 0.010407870762 Long DBT USGA US N 2 2024-05-25 Floating 6.98870880 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 800000.00000000 PA USD 590554.68000000 0.016711531668 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FAQ4 81000.00000000 PA USD 72588.32000000 0.002054106164 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFR0 678000.00000000 PA USD 564089.10000000 0.015962607998 Long DBT CORP US N 2 2050-04-01 Fixed 4.20000000 N N N N N CHUBB INA HOLDINGS INC. CZCBJZWDMLTHWJDXU843 00440EAS6 74000.00000000 PA USD 71454.61000000 0.002022024409 Long DBT CORP US N 2 2025-03-15 Fixed 3.15000000 N N N N N N Government National Mortgage Association N/A 38378KWZ8 640821.85000000 PA USD 1316.76000000 0.000037261708 Long DBT USGA US N 2 2054-10-16 Floating 0.05097960 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92926WAA5 1031928.81000000 PA USD 854193.31000000 0.024171984466 Long ABS-MBS US N 2 2047-02-25 Floating 2.74826160 N N N N N N DIVIDEND SOLAR LOANS LLC N/A 255388AA8 1123733.04000000 PA USD 1017978.64000000 0.028806785987 Long ABS-MBS US N 2 2039-08-22 Fixed 3.67000000 N N N N N N Russia, Federation of (Government) 5493004EHVGF71PDBU58 N/A 331700000.00000000 PA 1226835.62000000 0.034717026230 Long DBT NUSS RU N 2 2029-05-23 Fixed 6.90000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 105756BZ2 2890000.00000000 PA USD 2767167.08000000 0.078305365882 Long DBT NUSS BR N 2 2028-01-13 Fixed 4.62500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XB6G0 128121.82000000 PA USD 118962.97000000 0.003366417214 Long DBT USGA US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LLLA1 499265.36000000 PA USD 453127.22000000 0.012822605837 Long DBT USGA US N 2 2029-11-01 Fixed 2.90000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 555000.00000000 PA USD 481622.33000000 0.013628961200 Long DBT CORP US N 2 2027-07-20 Fixed 1.51200000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBT2 875000.00000000 PA USD 771781.76000000 0.021839900284 Long DBT CORP US N 2 2026-11-19 Fixed 1.04500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXND8 23874.73000000 PA USD 24408.92000000 0.000690724251 Long DBT USGA US N 2 2036-06-01 Fixed 5.00000000 N N N N N N WORLD OMNI AUTO RECEIVABLE TRUST N/A 98163VAD0 1435000.00000000 PA USD 1454669.98000000 0.041164288865 Long ABS-MBS US N 2 2028-02-15 Fixed 5.61000000 N N N N N N ALIGNED DATA CENTERS N/A 01627AAC2 70000.00000000 PA USD 68356.90000000 0.001934365331 Long ABS-MBS US Y 2 2047-10-15 Fixed 6.35000000 N N N N N N WESTERN MIDSTREAM OPERATING, LP L6D8A6MLSY454J2JXJ60 958254AH7 60000.00000000 PA USD 55050.00000000 0.001557806329 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F9R37 530200.61000000 PA USD 67770.40000000 0.001917768538 Long DBT USGA US N 2 2051-02-25 Fixed 2.50000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BX6 1500000.00000000 PA USD 1369336.68000000 0.038749524926 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CX6 809000.00000000 PA USD 782499.34000000 0.022143186641 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N JAPANESE YEN N/A N/A 1.00000000 NC 768272.50000000 0.021740595153 N/A DFE JP N 2 JAPANESE YEN N/A 8754313.00000000 USD 1253020578.00000000 JPY 2023-01-18 768272.50000000 N N N BEAR STEARNS ASSET BACKED SECURITIES INC N/A 073879CU0 2598900.27000000 PA USD 2475171.83000000 0.070042476715 Long ABS-MBS US N 2 2034-08-25 Floating 4.87113840 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BT2 550000.00000000 PA USD 346615.96000000 0.009808547436 Long DBT CORP US N 2 2050-06-03 Fixed 2.50000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3TR8 96286.47000000 PA USD 78813.55000000 0.002230267884 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAH3 90000.00000000 PA USD 76500.00000000 0.002164798986 Long DBT CORP US N 2 2171-02-15 Fixed 6.25000000 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BU9 9000.00000000 PA USD 8381.66000000 0.000237184432 Long DBT CORP US N 2 2045-03-15 Fixed 4.62500000 N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBB3 415000.00000000 PA USD 407859.14000000 0.011541608534 Long DBT CORP US N 2 2025-11-15 Fixed 4.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XADE9 521045.48000000 PA USD 425766.65000000 0.012048355717 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N EQUIFAX INC. 5493004MCF8JDC86VS77 294429AR6 255000.00000000 PA USD 237191.31000000 0.006712045849 Long DBT CORP US N 2 2025-12-15 Fixed 2.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EEE6 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2042-06-01 Fixed 3.00000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFH2 72000.00000000 PA USD 62616.06000000 0.001771910891 Long DBT CORP US N 2 2048-09-01 Fixed 4.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QBJE9 4478.74000000 PA USD 4123.43000000 0.000116684929 Long DBT USGA US N 2 2049-07-01 Fixed 3.50000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST N/A 448978AD8 725000.00000000 PA USD 717130.49000000 0.020293377227 Long ABS-MBS US N 2 2025-10-15 Fixed 4.38000000 N N N N N N ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST N/A 03881VAQ2 615000.00000000 PA USD 444476.61000000 0.012577810651 Long ABS-MBS US Y 2 2054-06-15 Floating 2.56010040 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EQ9 592000.00000000 PA USD 503019.98000000 0.014234472455 Long DBT CORP US N 2 2052-08-08 Fixed 3.95000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJB6 1600000.00000000 PA USD 1303097.47000000 0.036875086042 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N Deutsche Bank AG (New York Branch) N/A 25160PAG2 1274000.00000000 PA USD 904763.73000000 0.025603027524 Long DBT NUSS DE N 2 2033-01-07 Fixed 3.74200000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAE7 250000.00000000 PA USD 165905.94000000 0.004694810598 Long DBT CORP US N 2 2040-08-15 Fixed 1.90000000 N N N N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 48667QAP0 340000.00000000 PA USD 262786.00000000 0.007436325051 Long DBT NUSS KZ N 2 2047-04-19 Fixed 5.75000000 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HCN3 1850000.00000000 PA USD 1581694.00000000 0.044758817882 Long DBT CORP US N 2 2030-03-01 Fixed 3.27300000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKJ0 1142000.00000000 PA USD 770777.12000000 0.021811470955 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BB4 91000.00000000 PA USD 78721.00000000 0.002227648902 Long DBT CORP US N 2 2042-12-15 Fixed 4.07000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GRAV6 27748.69000000 PA USD 26537.48000000 0.000750958298 Long DBT USGA US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36225C4L7 80560.61000000 PA USD 78989.00000000 0.002235232773 Long DBT USGA US N 2 2034-02-20 Floating 2.62500120 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63940NAC4 837935.66000000 PA USD 823173.92000000 0.023294196962 Long ABS-MBS US N 2 2066-07-26 Floating 5.53871160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395QCY4 636622.09000000 PA USD 571752.81000000 0.016179475863 Long DBT USGA US N 2 2042-08-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AFRB2 30899.32000000 PA USD 1543.36000000 0.000043674041 Long DBT USGA US N 2 2028-07-25 Fixed 3.50000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBM1 224000.00000000 PA USD 182325.56000000 0.005159453431 Long DBT CORP US N 2 2031-04-15 Fixed 2.70000000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BJ6 200000.00000000 PA USD 177404.83000000 0.005020206485 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AJX7 770643.31000000 PA USD 746971.27000000 0.021137812394 Long DBT USGA US N 2 2045-10-01 Fixed 4.00000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAP6 150000.00000000 PA USD 143689.20000000 0.004066120712 Long DBT CORP US N 2 2028-03-01 Fixed 4.30000000 N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95000MBS9 4616919.02000000 PA USD 156736.09000000 0.004435321944 Long DBT USGA US N 2 2059-11-15 Floating 1.18312200 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAJ1 1400000.00000000 PA USD 1174497.10000000 0.033235949432 Long DBT NUSS BR N 2 2031-01-15 Fixed 3.75000000 N N N N N N TALLGRASS ENERGY PARTNERS, LP 549300IQ3DN0F3VERF65 87470LAJ0 20000.00000000 PA USD 17294.60000000 0.000489403039 Long DBT CORP US N 2 2030-12-31 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WVAJ0 18403.95000000 PA USD 17901.90000000 0.000506588431 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XB2V1 540993.48000000 PA USD 444004.85000000 0.012564460774 Long DBT USGA US N 2 2051-07-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J7Z32 164454.27000000 PA USD 156317.92000000 0.004423488559 Long DBT USGA US N 2 2048-01-01 Fixed 4.00000000 N N N N N N SOUTHWESTERN ENERGY COMPANY EFWMP121W54QV9MGOP87 845467AT6 190000.00000000 PA USD 162372.10000000 0.004594809901 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216CR9 380000.00000000 PA USD 364431.71000000 0.010312697992 Long DBT CORP US N 2 2027-03-25 Fixed 3.37500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFHS3 551417.16000000 PA USD 492115.47000000 0.013925896348 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYK4 260000.00000000 PA USD 176806.19000000 0.005003266155 Long DBT CORP US N 2 2042-07-21 Fixed 2.90800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZN3 96245.77000000 PA USD 89562.98000000 0.002534455533 Long DBT USGA US N 2 2047-02-01 Fixed 3.50000000 N N N N N N WORKDAY, INC. 549300J0DYC0N31V7G13 98138HAH4 300000.00000000 PA USD 275234.56000000 0.007788594725 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N N Government National Mortgage Association 2 N/A 3617YM4G4 699788.62000000 PA USD 628770.77000000 0.017792971576 Long DBT USGA US N 2 2043-06-20 Fixed 3.00000000 N N N N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 742718FH7 240000.00000000 PA USD 219269.36000000 0.006204890042 Long DBT CORP US N 2 2030-03-25 Fixed 3.00000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BA7B4 1031906.70000000 PA USD 931851.89000000 0.026369568979 Long DBT USGA US N 2 2040-07-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36201RYJ4 1426.56000000 PA USD 1466.32000000 0.000041493961 Long DBT USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CY3 555000.00000000 PA USD 543699.13000000 0.015385612098 Long DBT CORP US N 2 2025-08-01 Fixed 3.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AFRZ6 76291.73000000 PA USD 63111.30000000 0.001785925206 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AYSU8 251052.35000000 PA USD 21406.53000000 0.000605762541 Long DBT USGA US N 2 2047-11-25 Floating 1.81128960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWR6 508580.54000000 PA USD 428692.46000000 0.012131150364 Long DBT USGA US N 2 2042-05-01 Fixed 2.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 2970000.00000000 PA USD 1894856.14000000 0.053620688251 Long DBT NUSS MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N VOC Escrow Ltd N/A 91832VAA2 380000.00000000 PA USD 326838.00000000 0.009248870210 Long DBT NUSS US N 2 2028-02-15 Fixed 5.00000000 N N N N N N TENNESSEE GAS PIPELINE COMPANY, L.L.C. N/A 880451AZ2 830000.00000000 PA USD 695203.86000000 0.019672896881 Long DBT CORP US N 2 2030-03-01 Fixed 2.90000000 N N N N N N Government National Mortgage Association N/A 36210EJC4 1486.79000000 PA USD 1528.23000000 0.000043245892 Long DBT USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VAV3 844000.00000000 PA USD 729219.21000000 0.020635464139 Long DBT CORP US N 2 2026-07-15 Fixed 1.05000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBV1 416000.00000000 PA USD 388535.88000000 0.010994798420 Long DBT CORP US N 2 2027-03-15 Fixed 3.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AWL77 377917.44000000 PA USD 307966.51000000 0.008714844296 Long DBT USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N PROGRESS RESIDENTIAL MASTER TRUST N/A 74333XAA8 698452.09000000 PA USD 576174.78000000 0.016304608885 Long ABS-MBS US Y 2 2039-01-17 Fixed 2.28300000 N N N N N N SLM STUDENT LOAN TRUST N/A 78445JAB3 685000.00000000 PA USD 636708.53000000 0.018017594514 Long ABS-MBS US N 2 2083-10-25 Floating 6.60843000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407H6G6 1192.73000000 PA USD 1211.68000000 0.000034288152 Long DBT USGA US N 2 2036-07-01 Fixed 6.00000000 N N N N N N LAS VEGAS SANDS CORP. 549300DUOO1KXOHPM605 517834AG2 1980000.00000000 PA USD 1871478.02000000 0.052959133604 Long DBT CORP US N 2 2024-08-08 Fixed 3.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR72 2097974.55000000 PA USD 1939956.76000000 0.054896946767 Long DBT USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAP8 32000.00000000 PA USD 33143.48000000 0.000937895057 Long DBT NUSS BR N 2 2026-08-10 Fixed 6.25000000 N N N N N N Government National Mortgage Association 2 N/A 36179WXL7 1046756.72000000 PA USD 963115.40000000 0.027254264597 Long DBT USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAB9 1975000.00000000 PA USD 1719511.85000000 0.048658790980 Long DBT CORP CH N 2 2029-09-23 Fixed 3.00000000 N N N N N N BUNKER HILL LOAN DEPOSITARY TRUST N/A 12062BAA3 224697.73000000 PA USD 216248.78000000 0.006119413591 Long ABS-MBS US N 2 2059-11-25 Floating 2.72400120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMT79 2656003.92000000 PA USD 2267940.79000000 0.064178247364 Long DBT USGA US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38383GS44 1533976.83000000 PA USD 1356996.55000000 0.038400323607 Long DBT USGA US N 2 2049-12-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36225BV70 7343.98000000 PA USD 7569.26000000 0.000214195116 Long DBT USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 36200WJU6 2012.03000000 PA USD 2084.37000000 0.000058983556 Long DBT USGA US N 2 2034-04-15 Fixed 6.00000000 N N N N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AB3 440000.00000000 PA USD 413588.20000000 0.011703729622 Long DBT NUSS US N 2 2028-10-20 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H8U90 2000000.00000000 PA USD 1843131.60000000 0.052156985875 Long DBT USGA US N 2 2032-07-25 Floating 3.49999920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HNUK6 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q8C94 1704188.23000000 PA USD 1584218.07000000 0.044830244080 Long DBT USGA US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617MB5B1 72490.97000000 PA USD 70473.68000000 0.001994266026 Long DBT USGA US N 2 2050-02-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5TE3 954601.03000000 PA USD 895996.82000000 0.025354941277 Long DBT USGA US N 2 2035-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HJWL1 34743.59000000 PA USD 33583.16000000 0.000950337133 Long DBT USGA US N 2 2033-05-01 Fixed 3.50000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KCH1 550000.00000000 PA USD 540790.46000000 0.015303302479 Long DBT CORP US N 2 2027-07-15 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGX46 6157900.76000000 PA USD 5016653.93000000 0.141961403173 Long DBT USGA US N 2 2052-04-01 Fixed 2.00000000 N N N N N N T-MOBILE US TRUST N/A 87267WAA2 1186000.00000000 PA USD 1184028.04000000 0.033505656220 Long ABS-MBS US Y 2 2028-05-22 Fixed 4.91000000 N N N N N N BRK : UBS SECURITIES N/A CDS645747 2708700.00000000 NC USD -15775.56000000 -0.00044641720 N/A DCR XX N 2 BRK : UBS SECURITIES N/A Y 2027-12-20 59097.22000000 USD 0.00000000 USD 2708700.00000000 USD -74872.78000000 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2V4 2946000.00000000 PA USD 2727998.89000000 0.077196983424 Long DBT CORP US N 2 2028-03-24 Fixed 3.52600000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A5LM6 106798.96000000 PA USD 11376.61000000 0.000321935605 Long DBT USGA US N 2 2042-04-25 Floating 2.11128840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFUJ6 195870.40000000 PA USD 189830.41000000 0.005371825871 Long DBT USGA US N 2 2050-11-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MABS7 872792.77000000 PA USD 817369.79000000 0.023129951541 Long DBT USGA US N 2 2044-05-01 Fixed 3.50000000 N N N N N N BRK: JP MORGAN CHASE N/A N/A 560000.00000000 NC USD 153661.92000000 0.004348329002 N/A DIR XX N 2 BRK: JP MORGAN CHASE N/A Y 2047-08-15 54583.23000000 USD 0.00000000 USD -560000.00000000 USD 99078.69000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LRT40 89916.16000000 PA USD 77105.33000000 0.002181928630 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9XG1 297153.44000000 PA USD 295137.97000000 0.008351821938 Long DBT USGA US N 2 2048-11-01 Fixed 4.50000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JF5 210000.00000000 PA USD 179346.60000000 0.005075154743 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396NRF5 179962.10000000 PA USD 184552.07000000 0.005222459268 Long DBT USGA US N 2 2036-05-15 Fixed 6.00000000 N N N N N N TARGA RESOURCES PARTNERS LP 6OQWTZ1SPC04IFT4T704 87612BBQ4 166000.00000000 PA USD 156192.72000000 0.004419945646 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3B7 1620000.00000000 PA USD 1538243.65000000 0.043529258749 Long DBT CORP US N 2 2033-07-25 Fixed 4.89700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6R75 41177.86000000 PA USD 42827.01000000 0.001211919841 Long DBT USGA US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M44V2 10764.86000000 PA USD 11174.35000000 0.000316212046 Long DBT USGA US N 2 2037-08-01 Fixed 5.50000000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAD4 1040000.00000000 PA USD 909881.03000000 0.025747837012 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7ZB2 435000.00000000 PA USD 382297.40000000 0.010818261751 Long DBT USGA US N 2 2032-06-25 Fixed 2.92000000 N N N N N N Saudi Arabian Oil Company 5586006WD91QHB7J4X50 80414L2G9 450000.00000000 PA USD 432568.80000000 0.012240843134 Long DBT NUSS SA N 2 2023-11-24 Fixed 1.25000000 N N N N N N SLM PRIVATE CREDIT STUDENT LOAN TRUST N/A 78443CBN3 89222.40000000 PA USD 88956.01000000 0.002517279480 Long ABS-MBS US N 2 2024-03-15 Floating 5.09900040 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CX1 801000.00000000 PA USD 729666.32000000 0.020648116469 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PJQ3 2840000.00000000 PA USD 2475879.06000000 0.070062489928 Long ABS-MBS US N 2 2058-07-25 Floating 4.74999840 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AT0 270000.00000000 PA USD 251145.04000000 0.007106908863 Long DBT CORP US N 2 2032-05-15 Fixed 4.10000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 430000.00000000 PA USD 339326.64000000 0.009602274069 Long DBT CORP US N 2 2048-04-15 Fixed 4.70000000 N N N N N N BRK: CITIGROUP N/A N/A 23015000.00000000 NC USD -1374852.85000000 -0.03890562164 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2025-07-24 0.00000000 USD 0.00000000 USD -23015000.00000000 USD -1374852.85000000 N N N SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY N/A 87166PAG6 1137000.00000000 PA USD 1096927.46000000 0.031040881745 Long ABS-MBS US N 2 2028-04-15 Fixed 3.37000000 N N N N N N SEALED AIR CORPORATION Q0M0CZB4YN6JZ65WXI09 81211KAZ3 425000.00000000 PA USD 366987.70000000 0.010385027463 Long DBT CORP US N 2 2026-10-15 Fixed 1.57300000 N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78448YAC5 488942.41000000 PA USD 427050.52000000 0.012084686703 Long ABS-MBS US Y 2 2053-01-15 Fixed 1.59000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 802918AC6 930000.00000000 PA USD 918467.07000000 0.025990804995 Long ABS-MBS US N 2 2026-11-16 Fixed 4.49000000 N N N N N N Government National Mortgage Association 2 N/A 36179SB71 893229.29000000 PA USD 810730.25000000 0.022942065665 Long DBT USGA US N 2 2046-05-20 Fixed 3.00000000 N N N N N N NISOURCE INC. 549300D8GOWWH0SJB189 65473QAZ6 149000.00000000 PA USD 139140.47000000 0.003937400632 Long DBT CORP US N 2 2042-02-01 Fixed 5.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796YL7 10470000.00000000 PA USD 10383172.29000000 0.293823279071 Long DBT UST US N 2 2023-03-16 None 0.00000000 N N N N N N SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP 549300PUNBPJCGT6X741 866677AH0 542000.00000000 PA USD 477356.48000000 0.013508246066 Long DBT CORP US N 2 2032-04-15 Fixed 4.20000000 N N N N N WFRBS COMMERCIAL MORTGAGE TRUST N/A 92937UAS7 502731.74000000 PA USD 14.68000000 0.000000415415 Long DBT USGA US N 2 2045-05-15 Floating 1.15758360 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159VJ2 510000.00000000 PA USD 488962.50000000 0.013836673521 Long DBT NUSS CA N 2 2171-09-04 Fixed 4.90000000 N N N Y Y THE BANK OF NOVA SCOTIA USD XXXX N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406HCX5 100000.00000000 PA USD 97239.97000000 0.002751699195 Long DBT CORP US N 2 2024-09-11 Fixed 3.25000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 9292275C6 2785.81000000 PA USD 2615.78000000 0.000074021410 Long ABS-MBS US N 2 2033-06-25 Floating 5.39354880 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DW7 433000.00000000 PA USD 286474.77000000 0.008106670480 Long DBT CORP US N 2 2050-05-11 Fixed 2.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828Z78 3140000.00000000 PA USD 2834953.90000000 0.080223599074 Long SN UST US N 2 2027-01-31 Fixed 1.50000000 N N N N N N N/A N/A N/A 86.00000000 NC USD 20470150.00000000 0.579264836227 N/A DO US N 1 90DAY EURO$ FUTR DEC23 N/A Long Interest Rate Futures 3M -- 90 Day EuroDollar Future (Consolidated) Dec 2023 2023-12-21 20953630.60000000 USD -483480.60000000 N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYL2 2097000.00000000 PA USD 2008926.46000000 0.056848653128 Long DBT CORP US N 2 2024-10-21 Fixed 0.92500000 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBL8 307000.00000000 PA USD 250146.78000000 0.007078660075 Long DBT CORP US N 2 2031-06-15 Fixed 2.55000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKWD6 1196686.39000000 PA USD 1098049.50000000 0.031072633262 Long DBT USGA US N 2 2036-05-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36225BUH9 1660.20000000 PA USD 1758.91000000 0.000049773680 Long DBT USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST N/A 362585AD3 1010000.00000000 PA USD 964725.74000000 0.027299834040 Long ABS-MBS US N 2 2028-04-17 Fixed 3.25000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NE7 360000.00000000 PA USD 279960.79000000 0.007922337704 Long DBT CORP US N 2 2032-11-03 Fixed 2.52000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34532JAA2 478000.00000000 PA USD 428006.12000000 0.012111728297 Long ABS-MBS US Y 2 2033-04-15 Fixed 1.06000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407PP28 40656.61000000 PA USD 39716.96000000 0.001123911565 Long DBT USGA US N 2 2035-10-01 Floating 3.55700160 N N N N N N Government National Mortgage Association 2 N/A 21H022614 1073000.00000000 PA USD 929602.20000000 0.026305907193 Long DBT USGA US N 2 2053-01-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38383LDU1 893981.50000000 PA USD 750311.70000000 0.021232339969 Long DBT USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2A9 810000.00000000 PA USD 721196.01000000 0.020408423417 Long DBT CORP US N 2 2026-06-30 Fixed 1.75000000 N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKY4 652000.00000000 PA USD 619003.54000000 0.017516578247 Long DBT CORP US N 2 2033-07-22 Fixed 5.01500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4RF5 0.07000000 PA USD 0.07000000 0.000000001980 Long DBT USGA US N 2 2049-08-01 Fixed 5.00000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABD6 90000.00000000 PA USD 84770.25000000 0.002398830735 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HXWW6 1920000.00000000 PA USD 1328402.21000000 0.037591160231 Long DBT USGA US N 2 2040-04-01 Fixed 2.45500000 N N N N N N TENNESSEE GAS PIPELINE COMPANY, L.L.C. N/A 880451AW9 1140000.00000000 PA USD 1298257.02000000 0.036738110862 Long DBT CORP US N 2 2032-06-15 Fixed 8.37500000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEJ7 290000.00000000 PA USD 275286.91000000 0.007790076127 Long DBT CORP US N 2 2032-05-15 Fixed 4.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H3UX9 6611.29000000 PA USD 6180.40000000 0.000174893119 Long DBT USGA US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36225BXX1 27343.18000000 PA USD 28461.95000000 0.000805417000 Long DBT USGA US N 2 2033-01-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNHF2 961879.26000000 PA USD 844701.78000000 0.023903392903 Long DBT USGA US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHP68 731767.52000000 PA USD 664809.14000000 0.018812786306 Long DBT USGA US N 2 2045-02-01 Fixed 3.00000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABD6 2105000.00000000 PA USD 1982682.05000000 0.056105988133 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CG5 451000.00000000 PA USD 269051.41000000 0.007613623786 Long DBT CORP US N 2 2051-03-15 Fixed 2.37500000 N N N N N N ASURION LLC N/A 04649VAY6 374300.00000000 PA USD 326812.56000000 0.009248150308 Long LON US N 2 2027-07-31 Floating 7.32143160 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEQ1 786000.00000000 PA USD 809927.25000000 0.022919342351 Long DBT CORP US N 2 2030-02-15 Fixed 5.30000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QA2T6 347924.50000000 PA USD 335811.10000000 0.009502791227 Long DBT USGA US N 2 2049-05-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7C51 87564.59000000 PA USD 86025.91000000 0.002434363434 Long DBT USGA US N 2 2044-03-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MGQV6 97485.02000000 PA USD 89544.34000000 0.002533928058 Long DBT USGA US N 2 2052-05-01 Fixed 3.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDH1 200000.00000000 PA USD 164944.96000000 0.004667616761 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 06423AAJ2 970000.00000000 PA USD 1130261.59000000 0.031984171822 Long DBT CORP US N 2 2030-09-01 Fixed 8.75000000 N N N N N N ARGENTIC REAL ESTATE FINANCE LLC N/A 00217LAA0 223910.41000000 PA USD 221429.71000000 0.006266023683 Long ABS-MBS US N 2 2036-09-14 Floating 5.71020120 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 8426EPAC2 500000.00000000 PA USD 396021.10000000 0.011206615370 Long DBT CORP US N 2 2047-05-30 Fixed 4.40000000 N N N N N N IMM EURO$ FUT OPT Jun23P 97 N/A N/A -95.00000000 NC USD -514781.25000000 -0.01456729317 N/A DIR US N 1 IMM EURO$ FUT OPT Jun23P 97 N/A Put Written N/A N/A -237500.00000000 97.00000000 USD 2023-06-23 XXXX -495980.75000000 N N N ML-CFC COMMERCIAL MORTGAGE TRUST N/A 55312YAH5 83029.44000000 PA USD 20394.57000000 0.000577126071 Long ABS-MBS US N 2 2048-08-12 Floating 5.45000040 N N N N N N Government National Mortgage Association N/A 36241KHA9 120513.70000000 PA USD 123924.04000000 0.003506805701 Long DBT USGA US N 2 2035-12-15 Fixed 6.50000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBH5 210000.00000000 PA USD 165600.37000000 0.004686163570 Long DBT CORP DE N 2 2064-07-15 Fixed 4.70000000 N N N N N Government National Mortgage Association 2 N/A 36179TCY9 97065.98000000 PA USD 93193.44000000 0.002637190384 Long DBT USGA US N 2 2047-07-20 Fixed 4.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63940UAB0 849385.75000000 PA USD 812562.75000000 0.022993921798 Long ABS-MBS US N 2 2059-12-15 Fixed 4.00000000 N N N N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480AJ9 257000.00000000 PA USD 186105.04000000 0.005266405254 Long DBT CORP US N 2 2050-03-01 Fixed 3.30000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MBGH3 19451.41000000 PA USD 18671.96000000 0.000528379608 Long DBT USGA US N 2 2042-09-01 Fixed 4.00000000 N N N N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 02147FAQ9 146553.85000000 PA USD 137543.10000000 0.003892198215 Long ABS-MBS US N 2 2036-07-25 Floating 11.04516000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAY4 310000.00000000 PA USD 238010.86000000 0.006735237496 Long DBT CORP US N 2 2052-03-01 Fixed 3.60000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBD2 150000.00000000 PA USD 127296.75000000 0.003602246736 Long DBT CORP US N 2 2048-12-15 Fixed 4.15000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AH2 2660000.00000000 PA USD 2609638.51000000 0.073847618317 Long DBT CORP US N 2 2026-04-15 Fixed 5.37500000 N N N N N United States of America 254900HROIFWPRGM1V77 91282CFZ9 7511000.00000000 PA USD 7469924.22000000 0.211384109541 Long SN UST US N 2 2027-11-30 Fixed 3.87500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ACNQ7 65710.02000000 PA USD 55825.36000000 0.001579747486 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAE1 50000.00000000 PA USD 50384.98000000 0.001425795472 Long DBT CORP US N 2 2041-06-01 Fixed 5.40000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 100717000000.00000000 PA 6278840.44000000 0.177678789807 Long DBT NUSS ID N 2 2031-02-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X3CE6 264441.66000000 PA USD 248201.49000000 0.007023612208 Long DBT USGA US N 2 2040-02-01 Fixed 3.50000000 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBN4 87000.00000000 PA USD 60400.43000000 0.001709212936 Long DBT CORP US N 2 2051-06-15 Fixed 3.50000000 N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CC6 546000.00000000 PA USD 359294.74000000 0.010167331881 Long DBT CORP US N 2 2050-06-01 Fixed 2.52500000 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CU4 900000.00000000 PA USD 765887.73000000 0.021673110870 Long DBT CORP US N 2 2030-02-01 Fixed 2.55000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BZ1 2150000.00000000 PA USD 1831178.09000000 0.051818725139 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N Government National Mortgage Association N/A 36225BW38 8266.93000000 PA USD 8731.77000000 0.000247091854 Long DBT USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K43R9 0.06000000 PA USD 0.05000000 0.000000001414 Long DBT USGA US N 2 2050-01-01 Fixed 3.00000000 N N N N N N MIDSTATE TRUST N/A 59549WAA1 1051735.36000000 PA USD 1011747.01000000 0.028630443159 Long ABS-MBS US N 2 2038-07-15 Fixed 4.86400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MF2K8 0.04000000 PA USD 0.04000000 0.000000001131 Long DBT USGA US N 2 2052-07-01 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHQ5 1900000.00000000 PA USD 1725636.47000000 0.048832105635 Long DBT CORP US N 2 2030-02-07 Fixed 3.97400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MGNF4 188426.02000000 PA USD 161151.77000000 0.004560276971 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 14916RAD6 110000.00000000 PA USD 92806.96000000 0.002626253763 Long DBT CORP US N 2 2042-11-01 Fixed 4.35000000 N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDU5 545000.00000000 PA USD 538174.89000000 0.015229287011 Long DBT CORP US N 2 2037-03-16 Fixed 5.25000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F032617 7850000.00000000 PA USD 7130176.35000000 0.201769915494 Long DBT USGA US N 2 2053-01-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MBR95 1042362.72000000 PA USD 923293.42000000 0.026127381173 Long DBT USGA US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 3617MB5P0 32377.53000000 PA USD 30881.08000000 0.000873873603 Long DBT USGA US N 2 2050-03-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F042616 36625000.00000000 PA USD 35242636.62000000 0.997297046182 Long DBT USGA US N 2 2053-01-15 Fixed 4.50000000 N N N N N N BRK: CITIGROUP GLOBAL MARKET N/A N/A 5870000.00000000 NC USD 699380.89000000 0.019791098585 N/A DIR XX N 2 BRK: CITIGROUP GLOBAL MARKET N/A Y 2032-03-18 35120.34000000 USD 0.00000000 USD -5870000.00000000 USD 664260.55000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31298VSX6 5646.26000000 PA USD 5674.99000000 0.000160591014 Long DBT USGA US N 2 2031-05-01 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AXES8 265349.53000000 PA USD 14379.42000000 0.000406909200 Long DBT USGA US N 2 2031-12-15 Fixed 3.00000000 N N N N N N LENNAR CORPORATION 529900G61XVRLX5TJX09 526057CD4 410000.00000000 PA USD 395244.84000000 0.011184648745 Long DBT CORP US N 2 2027-11-29 Fixed 4.75000000 N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DB8 136000.00000000 PA USD 138586.72000000 0.003921730601 Long DBT CORP US N 2 2024-07-01 Fixed 6.95000000 N N N N N N TARGA RESOURCES CORP. 5493003QENHHS261UR94 87612KAA0 540000.00000000 PA USD 529271.22000000 0.014977330726 Long DBT CORP US N 2 2027-07-01 Fixed 5.20000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MKQ82 68181.01000000 PA USD 66013.69000000 0.001868057113 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 105756BU3 200000.00000000 PA USD 200000.00000000 0.005659605193 Long DBT NUSS BR N 2 2023-01-05 Fixed 2.62500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCJ3 1285000.00000000 PA USD 1073217.04000000 0.030369923665 Long DBT CORP US N 2 2029-06-01 Fixed 2.06900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AXB27 750452.83000000 PA USD 660768.46000000 0.018698443038 Long DBT USGA US N 2 2051-11-01 Fixed 3.00000000 N N N N N N HUDSON PACIFIC PROPERTIES, L.P. 5493007NTUGLGZ8T3526 44409MAA4 1246000.00000000 PA USD 1060181.85000000 0.030001053519 Long DBT CORP US N 2 2027-11-01 Fixed 3.95000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CN4 460000.00000000 PA USD 353340.30000000 0.009998832984 Long DBT NUSS ID N 2 2049-10-30 Fixed 3.70000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBTX0 1983973.13000000 PA USD 361789.01000000 0.010237914799 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 21H022622 100000.00000000 PA USD 86706.12000000 0.002453612035 Long DBT USGA US N 2 2053-02-15 Fixed 2.50000000 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 03746AAA8 140000.00000000 PA USD 146377.31000000 0.004142188919 Long DBT CORP US N 2 2029-12-15 Fixed 7.75000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BK0 530000.00000000 PA USD 447220.67000000 0.012655462132 Long DBT CORP US N 2 2050-04-15 Fixed 3.75000000 N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 8158008.94000000 NS USD 8158008.94000000 0.230855548814 Long STIV RF US N 2 N N N United States of America 254900HROIFWPRGM1V77 91282CFU0 3820000.00000000 PA USD 3834026.58000000 0.108495383715 Long SN UST US N 2 2027-10-31 Fixed 4.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TD0 9805000.00000000 PA USD 6818305.03000000 0.192944572782 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N Government National Mortgage Association 2 N/A 36179VN48 759016.28000000 PA USD 704226.90000000 0.019928231102 Long DBT USGA US N 2 2050-06-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617L8D95 197811.76000000 PA USD 182989.35000000 0.005178237377 Long DBT USGA US N 2 2049-08-20 Fixed 3.50000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AG3 1085000.00000000 PA USD 1129051.05000000 0.031949915929 Long DBT NUSS GB N 2 2026-11-10 Fixed 7.47200000 N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLC1 1528000.00000000 PA USD 1577616.76000000 0.044643440038 Long DBT CORP US N 2 2028-11-10 Fixed 6.20400000 N N N N N SLM STUDENT LOAN TRUST N/A 784442AD7 685000.00000000 PA USD 525666.47000000 0.014875323417 Long ABS-MBS US N 2 2083-01-25 Floating 5.55842880 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBA0 430000.00000000 PA USD 379020.34000000 0.010725527422 Long DBT CORP US N 2 2044-03-15 Fixed 4.85000000 N N N N N N STRUCTURED ASSET INVESTMENT LOAN TRUST N/A 86358ELL8 347812.90000000 PA USD 327798.22000000 0.009276042541 Long ABS-MBS US N 2 2034-09-25 Floating 4.93871040 N N N N N N Government National Mortgage Association 2 N/A 36179V7F1 113120.29000000 PA USD 101656.14000000 0.002876668089 Long DBT USGA US N 2 2051-02-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617YQYG2 69728.20000000 PA USD 62042.57000000 0.001755682256 Long DBT USGA US N 2 2048-03-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414DCB0 9792.01000000 PA USD 9699.59000000 0.000274479249 Long DBT USGA US N 2 2038-04-01 Fixed 4.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VES9 210000.00000000 PA USD 197035.70000000 0.005575721354 Long DBT CORP US N 2 2029-02-08 Fixed 3.87500000 N N N N N N Banc of America Re-REMIC Trust N/A 059427AA2 876777.69000000 PA USD 220390.17000000 0.006236606753 Long ABS-MBS US N 2 2045-08-10 Floating 5.62134960 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 200000.00000000 PA USD 172000.00000000 0.004867260466 Long DBT CORP US N 2 2171-11-15 Fixed 6.50000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80285UAD3 643000.00000000 PA USD 631206.29000000 0.017861891984 Long ABS-MBS US N 2 2026-12-15 Fixed 3.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AKJH4 157583.09000000 PA USD 130211.29000000 0.003684722465 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DTQ5 5034842.13000000 PA USD 4127566.55000000 0.116801985408 Long DBT USGA US N 2 2050-10-01 Fixed 2.00000000 N N N N N N BBCMS TRUST N/A 05550MAS3 743000.00000000 PA USD 669402.95000000 0.018942782060 Long ABS-MBS US N 2 2052-05-15 Fixed 3.31900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CNE0 507918.10000000 PA USD 485087.19000000 0.013727009898 Long DBT USGA US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYT1 406450.56000000 PA USD 364318.11000000 0.010309483336 Long DBT USGA US N 2 2046-09-01 Fixed 3.00000000 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244BA6 435000.00000000 PA USD 313855.71000000 0.008881497031 Long DBT CORP US N 2 2050-11-15 Fixed 3.50000000 N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918AW4 89000.00000000 PA USD 88064.10000000 0.002492040188 Long DBT CORP US N 2 2023-12-15 Fixed 3.62500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DV25 2983427.59000000 PA USD 2516803.05000000 0.071220558060 Long DBT USGA US N 2 2041-01-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFM8 250000.00000000 PA USD 250937.50000000 0.007101035890 Long SN UST US N 2 2027-09-30 Fixed 4.12500000 N N N N N N CSMC MORTGAGE BACKED TRUST N/A 12662TAA8 1400727.23000000 PA USD 1393777.94000000 0.039441164336 Long DBT CORP US Y 2 2066-10-25 Fixed 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDXA1 747124.56000000 PA USD 120952.44000000 0.003422715287 Long DBT USGA US N 2 2051-01-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F022626 400000.00000000 PA USD 338902.60000000 0.009590274574 Long DBT USGA US N 2 2053-02-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622AACB8 411243.54000000 PA USD 409203.24000000 0.011579643910 Long DBT USGA US N 2 2049-01-20 Fixed 5.00000000 N N N N N N LMREC INC N/A 50209TAA8 2899353.14000000 PA USD 2852717.04000000 0.080726260871 Long ABS-CBDO CORP US N 2 2035-12-22 Floating 5.78557080 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63938JAA1 1865621.81000000 PA USD 1804758.32000000 0.051071097801 Long ABS-MBS US N 2 2083-03-25 Floating 5.00870880 N N N N N N IMPACT FUNDING AFFORDABLE MULTIFAMILY HOUSING MORTGAGE LOAN TRUST N/A 45257HAA5 619174.42000000 PA USD 602837.87000000 0.017059121698 Long ABS-MBS US N 2 2051-01-25 Fixed 5.31400000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFM6 540000.00000000 PA USD 528530.66000000 0.014956374340 Long DBT CORP US N 2 2025-01-22 Fixed 4.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941GAB0 402856.02000000 PA USD 365709.35000000 0.010348852682 Long ABS-MBS US N 2 2069-01-15 Fixed 2.12000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ASGU1 91464.17000000 PA USD 78369.38000000 0.002217698750 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N NEW YORK ST DORM AUTH ST PERS INCOME TAX REV N/A 6499022E2 850000.00000000 PA USD 858356.18000000 0.024289785469 Long DBT MUN US N 2 2033-03-15 Fixed 5.28900000 N N N N N N BANK N/A 06541LBG0 605000.00000000 PA USD 531634.31000000 0.015044201508 Long ABS-MBS US N 2 2064-03-15 Floating 3.39359040 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AM0 760000.00000000 PA USD 671885.93000000 0.019013045493 Long DBT NUSS CH N 2 2025-09-11 Fixed 2.59300000 N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBH1 818000.00000000 PA USD 855839.99000000 0.024218582259 Long DBT NUSS GB N 2 2033-01-24 Fixed 5.50000000 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TKL8 182000.00000000 PA USD 186076.76000000 0.005265604986 Long DBT CORP US N 2 2027-11-10 Fixed 5.45000000 N N N N N United States of America 254900HROIFWPRGM1V77 91282CFP1 1490000.00000000 PA USD 1488835.94000000 0.042131118089 Long SN UST US N 2 2025-10-15 Fixed 4.25000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACQ6 70000.00000000 PA USD 56556.16000000 0.001600427684 Long DBT CORP US N 2 2032-03-15 Fixed 2.70000000 N N N N N N STORE MASTER FUNDING LLC N/A 86190BAA2 1489375.02000000 PA USD 1235497.35000000 0.034962136091 Long ABS-MBS US Y 2 2051-06-20 Fixed 2.12000000 N N N N N N FWD SECURITIZATION TRUST N/A 302980AA5 319818.39000000 PA USD 293791.35000000 0.008313715250 Long ABS-MBS US N 2 2049-06-25 Floating 2.81000160 N N N N N N OPEN TEXT HOLDINGS, INC. N/A 683720AA4 20000.00000000 PA USD 16043.30000000 0.000453993719 Long DBT CORP CA N 2 2030-02-15 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNGD9 2550417.37000000 PA USD 2086554.22000000 0.059045365497 Long DBT USGA US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNPL0 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2052-03-01 Fixed 3.50000000 N N N N N N Bundesrepublik Deutschland N/A N/A 36.00000000 NC 5107290.37000000 0.144526235506 N/A DIR DE N 1 EURO-BUND FUTURE MAR23 N/A Long Germany Govt. Bond Futures Euro-Bund Future Mar 2023 2023-03-11 5222829.82000000 EUR -115539.45000000 N N N BX TRUST N/A 05606KAA0 711439.82000000 PA USD 697992.75000000 0.019751816963 Long ABS-MBS US N 2 2036-08-15 Floating 5.31799920 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2L6 2310000.00000000 PA USD 2165407.01000000 0.061276743795 Long DBT CORP US N 2 2031-04-04 Fixed 4.47800000 N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAZ4 40000.00000000 PA USD 31432.00000000 0.000889463552 Long DBT CORP US N 2 2031-08-01 Fixed 2.62500000 N N N N N N UNITED AIRLINES, INC. K1OQBWM7XEOO08LDNP29 90932LAH0 510000.00000000 PA USD 444054.81000000 0.012565874543 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBG8 521000.00000000 PA USD 440726.51000000 0.012471690223 Long DBT CORP US N 2 2032-03-15 Fixed 2.85000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RCQ3 1600000.00000000 PA USD 1352662.59000000 0.038277681095 Long DBT CORP US N 2 2046-05-15 Fixed 4.75000000 N N N N N N Government National Mortgage Association N/A 36210AXU6 9.97000000 PA USD 10.22000000 0.000000289205 Long DBT USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 056054AJ8 2303499.99000000 PA USD 2216502.09000000 0.062722633696 Long ABS-MBS US N 2 2036-10-15 Floating 6.45009120 N N N N N N Government National Mortgage Association 2 N/A 3617YLEN0 48534.69000000 PA USD 43223.25000000 0.001223132650 Long DBT USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBH1 1010000.00000000 PA USD 1056721.75000000 0.029903139520 Long DBT NUSS GB N 2 2033-01-24 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWE5 4592378.59000000 PA USD 3871053.13000000 0.109543161988 Long DBT USGA US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L6TB0 155684.80000000 PA USD 128497.21000000 0.003636217385 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAS9 330000.00000000 PA USD 315790.17000000 0.008936238430 Long DBT CORP US N 2 2029-02-15 Fixed 4.80000000 N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BP8 860000.00000000 PA USD 873439.72000000 0.024716619876 Long DBT CORP US N 2 2032-10-13 Fixed 5.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TB4 966000.00000000 PA USD 611825.16000000 0.017313444264 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N Government National Mortgage Association N/A 36212M5Q8 5990.82000000 PA USD 6143.14000000 0.000173838735 Long DBT USGA US N 2 2031-10-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XA3Y6 1889855.68000000 PA USD 1685767.58000000 0.047703894751 Long DBT USGA US N 2 2036-05-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMZJ7 365658.31000000 PA USD 300699.58000000 0.008509204522 Long DBT USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H13V6 500000.00000000 PA USD 413945.65000000 0.011713844752 Long DBT USGA US N 2 2031-01-25 Fixed 1.87800000 N N N N N N Government National Mortgage Association N/A 36210BHA6 155.11000000 PA USD 159.43000000 0.000004511554 Long DBT USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361ZU5 60000.00000000 PA USD 56842.70000000 0.001608536200 Long DBT CORP US N 2 2024-10-28 Fixed 2.90000000 N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAG2 50000.00000000 PA USD 37835.29000000 0.001070664018 Long DBT CORP US N 2 2032-03-15 Fixed 2.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MLBZ6 127026.86000000 PA USD 121751.08000000 0.003445315223 Long DBT USGA US N 2 2042-12-01 Fixed 4.00000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST N/A 448978AE6 900000.00000000 PA USD 888287.58000000 0.025136785004 Long ABS-MBS US N 2 2026-08-17 Fixed 4.48000000 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST N/A 36267EBT7 839195.26000000 PA USD 741901.48000000 0.020994347345 Long ABS-MBS US Y 2 2052-06-25 Floating 2.99999880 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08163RBT2 645000.00000000 PA USD 583190.68000000 0.016503145005 Long ABS-MBS US N 2 2055-05-15 Floating 4.59390960 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAN8 530000.00000000 PA USD 525745.22000000 0.014877551887 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AT5 2825000.00000000 PA USD 2256280.69000000 0.063848289552 Long DBT NUSS CH N 2 2027-02-02 Fixed 1.30500000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 94989AAU9 570000.00000000 PA USD 543872.68000000 0.015390523220 Long ABS-MBS US N 2 2047-12-15 Fixed 3.40500000 N N N N N N ARI FLEET LEASE TRUST N/A 00217QAB7 840000.00000000 PA USD 824572.06000000 0.023333761564 Long ABS-MBS US Y 2 2031-01-15 Fixed 3.12000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFSY8 93340.52000000 PA USD 79946.10000000 0.002262316813 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4RG3 18967.19000000 PA USD 19149.02000000 0.000541879465 Long DBT USGA US N 2 2049-08-01 Fixed 5.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63935CAB7 648061.98000000 PA USD 599580.07000000 0.016966932389 Long ABS-MBS US N 2 2068-08-15 Fixed 2.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KBPX6 114193.35000000 PA USD 104836.69000000 0.002966671375 Long DBT USGA US N 2 2050-03-01 Fixed 3.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDL2 280000.00000000 PA USD 176709.32000000 0.005000524925 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACB9 1911000.00000000 PA USD 1561134.25000000 0.044177017542 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GVR2 1120000.00000000 PA USD 1093060.21000000 0.030931446204 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAR4 683116.26000000 PA USD 624687.80000000 0.017677431585 Long DBT USGA US N 2 2050-12-01 Fixed 3.50000000 N N N N N N TERRIER MEDIA BUYER N/A 88145LAE4 411712.10000000 PA USD 384584.39000000 0.010882979054 Long LON US N 2 2026-12-17 Floating 7.57143000 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WBC9 550000.00000000 PA USD 389669.42000000 0.011026875365 Long DBT NUSS CN N 2 2051-04-22 Fixed 3.84000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L0AZ0 169102.10000000 PA USD 138520.04000000 0.003919843688 Long DBT USGA US N 2 2051-01-01 Fixed 2.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAQ3 1142000.00000000 PA USD 1117287.12000000 0.031617019933 Long DBT CORP US N 2 2033-02-15 Fixed 5.75000000 N N N N N N Government National Mortgage Association N/A 38376RAH9 260700.99000000 PA USD 257988.27000000 0.007300558763 Long DBT USGA US N 2 2065-04-20 Floating 4.32156960 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EN6 420000.00000000 PA USD 340231.74000000 0.009627886612 Long DBT CORP US N 2 2031-06-15 Fixed 2.25000000 N N N N N N Government National Mortgage Association N/A 38382T4P6 437075.06000000 PA USD 48989.38000000 0.001386302747 Long DBT USGA US N 2 2051-05-20 Fixed 2.50000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FL7 230000.00000000 PA USD 167657.58000000 0.004744378552 Long DBT CORP US N 2 2070-02-05 Fixed 3.75000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAK4 477000.00000000 PA USD 371161.00000000 0.010503123615 Long DBT CORP US N 2 2030-08-15 Fixed 1.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLK9 887002.33000000 PA USD 758848.42000000 0.021473912293 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N PROGRESS RESIDENTIAL MASTER TRUST N/A 74331AAA0 880000.00000000 PA USD 833378.74000000 0.023582973224 Long ABS-MBS US N 2 2036-10-17 Fixed 2.68700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCQ68 1289843.09000000 PA USD 1158128.98000000 0.032772763948 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAG8 200000.00000000 PA USD 180105.89000000 0.005096641151 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGC31 181.86000000 PA USD 148.52000000 0.000004202822 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCQ3 443000.00000000 PA USD 429481.62000000 0.012153482034 Long DBT CORP US N 2 2035-07-15 Fixed 4.62500000 N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468R3 154000.00000000 PA USD 141291.07000000 0.003998258367 Long DBT CORP US N 2 2025-10-21 Fixed 0.86400000 N N N N N N US 10YR FUT OPTN Feb23C 114 N/A N/A 361.00000000 NC USD 112812.50000000 0.003192371054 N/A DIR US N 1 US 10YR FUT OPTN Feb23C 114 N/A Call Purchased N/A N/A 361000.00000000 114.00000000 USD 2023-01-30 XXXX -90749.53000000 N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941CAB9 1161973.70000000 PA USD 1058244.77000000 0.029946237979 Long ABS-MBS US N 2 2059-12-15 Fixed 3.01000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9GA7 90.14000000 PA USD 85.21000000 0.000002411274 Long DBT USGA US N 2 2050-12-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D4KC6 402533.30000000 PA USD 339311.67000000 0.009601850448 Long DBT USGA US N 2 2041-11-01 Fixed 2.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCQ3 163000.00000000 PA USD 158025.97000000 0.004471823002 Long DBT CORP US N 2 2035-07-15 Fixed 4.62500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCUK2 84020.87000000 PA USD 73840.62000000 0.002089543782 Long DBT USGA US N 2 2051-09-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L5FC5 169652.74000000 PA USD 138491.59000000 0.003919038609 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST N/A 02582JJV3 2050000.00000000 PA USD 2004060.94000000 0.056710968517 Long ABS-MBS US N 2 2027-08-15 Fixed 3.75000000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WDQ3 340000.00000000 PA USD 307856.41000000 0.008711728683 Long DBT CORP US N 2 2025-06-24 Fixed 0.95000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942EAA6 486903.17000000 PA USD 407888.18000000 0.011542430308 Long ABS-MBS US Y 2 2069-12-16 Fixed 0.97000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95003MBS6 840000.00000000 PA USD 761588.35000000 0.021551446903 Long ABS-MBS US N 2 2055-04-15 Floating 3.99999960 N N N N N N SPRINT SPECTRUM CO LLC N/A 85208NAD2 3119062.50000000 PA USD 3082290.50000000 0.087222736603 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N AMERICAN HOME MORTGAGE INVESTMENT TRUST N/A 02660TGW7 702557.20000000 PA USD 328695.11000000 0.009301422757 Long ABS-MBS US N 2 2045-11-25 Floating 6.95886120 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLP8 793271.86000000 PA USD 687134.82000000 0.019444558978 Long DBT USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609KAA7 958223.37000000 PA USD 920970.90000000 0.026061658442 Long ABS-MBS US Y 2 2038-10-15 Floating 5.00649840 N N N N N N Government National Mortgage Association 2 N/A 36179TUB9 788328.90000000 PA USD 756905.38000000 0.021418928097 Long DBT USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAM8 360000.00000000 PA USD 332140.11000000 0.009398909457 Long DBT CORP US N 2 2045-07-15 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGRP6 2189857.26000000 PA USD 2006898.96000000 0.056791278881 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397VE37 1233242.25000000 PA USD 244187.70000000 0.006910029875 Long DBT USGA US N 2 2048-02-25 Fixed 3.50000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CH6 270000.00000000 PA USD 252657.90000000 0.007149719814 Long DBT CORP US N 2 2026-04-15 Fixed 3.40000000 N N N N N N Government National Mortgage Association N/A 36291PV60 14118.27000000 PA USD 14652.74000000 0.000414643616 Long DBT USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825CAP9 420000.00000000 PA USD 441213.03000000 0.012485457779 Long DBT CORP US N 2 2038-05-15 Fixed 5.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TL2 19170000.00000000 PA USD 19196957.81000000 0.543236010575 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38382EDT1 221912.54000000 PA USD 36214.77000000 0.001024806501 Long DBT USGA US N 2 2050-04-20 Fixed 3.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967HQ7 300000.00000000 PA USD 282975.00000000 0.008007633897 Long DBT CORP US N 2 2171-11-15 Fixed 6.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AGE55 197993.18000000 PA USD 16606.26000000 0.000469924376 Long DBT USGA US N 2 2041-10-15 Floating 1.63213920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BBJA8 303.41000000 PA USD 277.31000000 0.000007847325 Long DBT USGA US N 2 2052-05-01 Fixed 3.50000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAY6 739000.00000000 PA USD 705226.02000000 0.019956504225 Long DBT CORP US N 2 2029-10-15 Fixed 5.40000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BG1 2455000.00000000 PA USD 1697272.43000000 0.048029459295 Long DBT CORP US N 2 2050-05-15 Fixed 3.30000000 N N N N N N OHIO ST UNIV GEN RCPTS N/A 677632PA3 433000.00000000 PA USD 356392.08000000 0.010085192333 Long DBT MUN US N 2 2111-06-01 Fixed 4.80000000 N N N N N N NATIONAL SECURITIES CLEARING CORPORATION 549300RYC9NELN2ICA34 637639AA3 410000.00000000 PA USD 405748.96000000 0.011481894605 Long DBT CORP US N 2 2023-04-23 Fixed 1.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EAW0 907973.87000000 PA USD 765363.23000000 0.021658268555 Long DBT USGA US N 2 2042-01-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHG76 2803620.25000000 PA USD 2591693.33000000 0.073339805148 Long DBT USGA US N 2 2049-07-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFHB0 560004.46000000 PA USD 459136.47000000 0.012992655749 Long DBT USGA US N 2 2047-01-01 Fixed 2.00000000 N N N N N N COMM MORTGAGE TRUST N/A 20049AAB4 1085000.00000000 PA USD 999849.31000000 0.028293761736 Long ABS-MBS US N 2 2037-02-10 Fixed 2.89600000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -88.91000000 -0.00000251597 N/A DFE US N 2 U.S. DOLLARS N/A 7141000.00000000 JPY 54180.58000000 USD 2023-01-18 -88.91000000 N N N Republica del Peru 254900STKLK2DBJJZ530 715638DW9 166000.00000000 PA USD 107784.57000000 0.003050090560 Long DBT NUSS PE N 2 2072-01-15 Fixed 3.60000000 N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AL3 273000.00000000 PA USD 258350.82000000 0.007310818212 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AK6 139000.00000000 PA USD 132039.57000000 0.003736459180 Long DBT CORP US N 2 2027-03-15 Fixed 4.40000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148LAF3 820000.00000000 PA USD 736539.16000000 0.020842604274 Long DBT CORP US N 2 2045-05-22 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410GKU6 23032.84000000 PA USD 24431.12000000 0.000691352468 Long DBT USGA US N 2 2037-10-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FPDJ5 169162.18000000 PA USD 169243.11000000 0.004789245921 Long DBT USGA US N 2 2047-06-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QFN5 1129882.24000000 PA USD 1141348.13000000 0.032297899018 Long DBT USGA US N 2 2045-09-01 Floating 2.44699920 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BG2 60000.00000000 PA USD 58452.71000000 0.001654096305 Long DBT CORP US N 2 2025-05-15 Fixed 3.50000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAC7 635000.00000000 PA USD 493922.91000000 0.013977043332 Long DBT CORP US N 2 2049-10-01 Fixed 4.18700000 N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RDQ4 665000.00000000 PA USD 618921.29000000 0.017514250735 Long ABS-MBS US N 2 2026-03-20 Fixed 2.36000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDJ8 150000.00000000 PA USD 149153.12000000 0.004220738862 Long DBT CORP US N 2 2023-06-15 Fixed 3.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 915000.00000000 PA USD 671253.95000000 0.018995161706 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ANC36 180361.92000000 PA USD 155081.35000000 0.004388496069 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AS9 560000.00000000 PA USD 492098.82000000 0.013925425186 Long DBT CORP BE N 2 2040-06-01 Fixed 4.35000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBC6 395000.00000000 PA USD 354985.93000000 0.010045401064 Long DBT CORP US N 2 2045-02-15 Fixed 5.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L2RA3 169335.40000000 PA USD 138376.53000000 0.003915782639 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDW8 353000.00000000 PA USD 213443.88000000 0.006040040458 Long DBT CORP US N 2 2063-11-01 Fixed 2.98700000 N N N N N N Bundesrepublik Deutschland N/A N/A -4.00000000 NC -577338.07000000 -0.01633752769 N/A DIR DE N 1 EURO-BUXL 30Y BND MAR23 N/A Short Germany Govt. Bond Futures EURO BUXL 30Y BND Mar 2023 2023-03-11 -672366.27000000 EUR 95028.20000000 N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 02666TAF4 243000.00000000 PA USD 178100.36000000 0.005039888611 Long DBT CORP US N 2 2052-04-15 Fixed 4.30000000 N N N N N N HILTON GRAND VACATIONS TRUST N/A 43285HAA6 555519.62000000 PA USD 521895.46000000 0.014768611278 Long ABS-MBS US N 2 2039-02-25 Fixed 2.74000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 105756BW9 3400000.00000000 PA USD 2518217.79000000 0.071260592409 Long DBT NUSS BR N 2 2045-01-27 Fixed 5.00000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 448977AE8 361000.00000000 PA USD 337630.38000000 0.009554273260 Long ABS-MBS US N 2 2028-04-17 Fixed 2.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFSJ1 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179SYV3 77426.76000000 PA USD 78743.54000000 0.002228286739 Long DBT USGA US N 2 2047-03-20 Fixed 5.00000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89178BAA2 756260.64000000 PA USD 702218.56000000 0.019871399044 Long ABS-MBS US N 2 2059-10-25 Floating 2.90000160 N N N N N N DELL INTERNATIONAL L.L.C. N/A 24703DBG5 179000.00000000 PA USD 109548.64000000 0.003100010259 Long DBT CORP US N 2 2051-12-15 Fixed 3.45000000 N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833ER7 785000.00000000 PA USD 652501.75000000 0.018464511464 Long DBT CORP US N 2 2062-08-08 Fixed 4.10000000 N N N N N J.P. MORGAN MORTGAGE TRUST N/A 466247K51 25594.99000000 PA USD 25228.89000000 0.000713927784 Long ABS-MBS US N 2 2034-08-25 Floating 3.64978800 N N N N N N Government National Mortgage Association N/A 36200MYK3 7329.22000000 PA USD 7725.63000000 0.000218620078 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EMHT1 92606.71000000 PA USD 90878.38000000 0.002571678756 Long DBT USGA US N 2 2044-01-01 Fixed 4.50000000 N N N N N N SMALL BUSINESS INVESTMENT COMPANIES N/A 831641FT7 862710.37000000 PA USD 783850.88000000 0.022181432555 Long ABS-MBS US N 2 2032-03-10 Fixed 2.93800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFU74 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967EW7 285000.00000000 PA USD 350259.76000000 0.009911659783 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KVHA1 261341.07000000 PA USD 213517.20000000 0.006042115269 Long DBT USGA US N 2 2051-01-01 Fixed 2.00000000 N N N N N N SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 78413MAE8 75000.00000000 PA USD 51075.32000000 0.001445330731 Long ABS-MBS US N 2 2043-01-05 Floating 4.14399960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F9WR2 773410.96000000 PA USD 693052.18000000 0.019612008585 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08163MAE7 1125000.00000000 PA USD 930337.09000000 0.026326703129 Long ABS-MBS US N 2 2054-12-15 Fixed 2.66900000 N N N N N N Government National Mortgage Association 2 N/A 36297E2U8 65567.06000000 PA USD 64388.08000000 0.001822055559 Long DBT USGA US N 2 2061-09-20 Floating 4.70000160 N N N N N N VERSCEND HOLDING CORP. N/A 92531HAD9 381692.85000000 PA USD 378490.45000000 0.010710532581 Long LON US N 2 2025-08-27 Floating 8.07143040 N N N N N N Government National Mortgage Association 2 N/A 3617YBBM7 173980.83000000 PA USD 154757.42000000 0.004379329489 Long DBT USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N EDUCATION FUNDING CAPITAL TRUST N/A 28140XAC3 1600091.66000000 PA USD 1171759.60000000 0.033158483586 Long ABS-MBS US N 2 2033-04-25 Floating 4.70842920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292GK96 1170.96000000 PA USD 1171.96000000 0.000033164154 Long DBT USGA US N 2 2024-05-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association N/A 36212U2D2 3921.21000000 PA USD 4030.50000000 0.000114055193 Long DBT USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BY9 1550000.00000000 PA USD 1493711.75000000 0.042269093887 Long DBT CORP US N 2 2027-02-06 Fixed 3.30000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AQQT0 1348893.13000000 PA USD 1219459.69000000 0.034508301972 Long DBT USGA US N 2 2033-08-25 Fixed 1.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D4KR3 541627.42000000 PA USD 456560.33000000 0.012919756073 Long DBT USGA US N 2 2041-11-01 Fixed 2.00000000 N N N N N N SIERRA TIMESHARE RECEIVABLES FUNDING LLC N/A 82652RAA7 391931.70000000 PA USD 358748.33000000 0.010151869557 Long ABS-MBS US Y 2 2038-09-20 Fixed 1.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WDW98 70821.62000000 PA USD 70040.82000000 0.001982016943 Long DBT USGA US N 2 2045-01-01 Fixed 4.50000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BJ3 100000.00000000 PA USD 89553.20000000 0.002534178778 Long DBT CORP US N 2 2030-04-15 Fixed 3.10000000 N N N N N N WESTERN MIDSTREAM OPERATING, LP L6D8A6MLSY454J2JXJ60 958667AD9 130000.00000000 PA USD 129805.00000000 0.003673225260 Long DBT CORP US N 2 2023-01-13 Floating 5.04070920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JLML5 0.02000000 PA USD 0.02000000 0.000000000565 Long DBT USGA US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448ER5 50000.00000000 PA USD 46440.06000000 0.001314162023 Long DBT CORP US N 2 2027-03-19 Fixed 2.62500000 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. 5493004T21MOAFINJP35 88167AAD3 450000.00000000 PA USD 439875.00000000 0.012447594171 Long DBT NUSS IL N 2 2023-07-21 Fixed 2.80000000 N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAB0 80000.00000000 PA USD 78530.68000000 0.002222263221 Long DBT CORP US N 2 2024-04-01 Fixed 3.37500000 N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBL2 812000.00000000 PA USD 675574.79000000 0.019117432949 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296WE45 13281.81000000 PA USD 13531.25000000 0.000382907663 Long DBT USGA US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417CKE4 164356.73000000 PA USD 157447.46000000 0.004455452311 Long DBT USGA US N 2 2042-06-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFU0 190000.00000000 PA USD 190697.66000000 0.005396367334 Long SN UST US N 2 2027-10-31 Fixed 4.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5QJ5 392134.99000000 PA USD 385221.33000000 0.010901003198 Long DBT USGA US N 2 2044-10-01 Fixed 4.50000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449GAB5 220896.99000000 PA USD 211098.40000000 0.005973668004 Long ABS-MBS US N 2 2032-02-17 Fixed 2.43000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MX6 250000.00000000 PA USD 234110.19000000 0.006624856235 Long DBT CORP US N 2 2025-05-01 Fixed 0.98100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JNWC0 0.03000000 PA USD 0.03000000 0.000000000848 Long DBT USGA US N 2 2049-04-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBVE3 95856.27000000 PA USD 79666.46000000 0.002254403553 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHJM0 1200549.99000000 PA USD 1178250.25000000 0.033342156168 Long DBT USGA US N 2 2052-06-01 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CG2 2440000.00000000 PA USD 2220391.51000000 0.062832696604 Long DBT NUSS GB N 2 2026-06-04 Fixed 2.09900000 N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCT1 4129000.00000000 PA USD 3822737.45000000 0.108175923621 Long DBT CORP US N 2 2025-12-10 Fixed 1.56100000 N N N N N 2022-12-31 SEI INSTITUTIONAL MANAGED TRUST Ankit Puri Ankit Puri CFO XXXX