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 2023-09-30 N 4018739038.82 671151867.24 3347587171.58 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 7388058.32000000 USD N Barclays U.S. Aggregate Index LEH_AGG Government National Mortgage Association N/A 36213RXN2 26564.70000000 PA USD 26760.91000000 0.000799408906 Long DBT USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAEW8 586841.72000000 PA USD 450275.59000000 0.013450750254 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64831TAC1 339614.84000000 PA USD 270365.71000000 0.008076435239 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 212571.93000000 0.006350004319 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 75513EBX8 200000.00000000 PA USD 193585.91000000 0.005782848961 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 500678.02000000 0.014956384832 Long DBT CORP DE N 2 2025-12-15 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPUT3 378943.91000000 PA USD 348266.41000000 0.010403505335 Long DBT USGA US N 2 2052-11-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128HXYR0 447934.86000000 PA USD 434093.30000000 0.012967348652 Long DBT USGA US N 2 2042-08-15 Floating 5.92776000 N N N N N N Government National Mortgage Association N/A 36200D7J6 21606.05000000 PA USD 21572.96000000 0.000644433106 Long DBT USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417GXM3 158832.53000000 PA USD 145421.65000000 0.004344073583 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBUW8 240924.05000000 PA USD 219038.09000000 0.006543163143 Long DBT USGA US N 2 2048-06-01 Fixed 4.00000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543CV3 360000.00000000 PA USD 288766.50000000 0.008626108453 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 3164792.15000000 0.094539499280 Long ABS-CBDO CORP KY Y 2 2034-08-15 Floating 6.51668040 N N N N N N Government National Mortgage Association 2 N/A 36179RBW8 558999.08000000 PA USD 481726.29000000 0.014390253795 Long DBT USGA US N 2 2045-04-20 Fixed 3.00000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBT8 520000.00000000 PA USD 472195.24000000 0.014105539775 Long DBT NUSS FR N 2 2053-01-10 Fixed 7.36700000 N N N N N N Government National Mortgage Association 2 N/A 3617YEN63 43029.94000000 PA USD 36386.83000000 0.001086956907 Long DBT USGA US N 2 2047-12-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5E6 22226.05000000 PA USD 21359.49000000 0.000638056274 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 698775.97000000 0.020874018634 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 448509.50000000 PA USD 417663.98000000 0.012476567706 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 260845.57000000 PA USD 236460.24000000 0.007063602167 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 825200.11000000 PA USD 605451.55000000 0.018086207138 Long ABS-MBS US Y 2 2048-07-20 Fixed 1.93000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KRJH8 19136.88000000 PA USD 18777.07000000 0.000560913548 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 11288.68000000 PA USD 11567.68000000 0.000345552764 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 44434.22000000 0.001327350647 Long DBT CORP US N 2 2038-04-15 Fixed 7.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9YZ8 943066.83000000 PA USD 925440.35000000 0.027644996308 Long DBT USGA US N 2 2039-12-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X83T2 250740.13000000 PA USD 200553.85000000 0.005990997088 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FCAZ7 857989.06000000 PA USD 746965.45000000 0.022313547391 Long DBT USGA US N 2 2047-10-15 Fixed 3.00000000 N N N N N N Chevron U.S.A. Inc. VA8TZDWPEZYU430RZ444 166756AR7 200000.00000000 PA USD 190077.95000000 0.005678058262 Long DBT CORP US N 2 2028-01-15 Fixed 3.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HAD86 963000.00000000 PA USD 879663.04000000 0.026277524524 Long DBT USGA US N 2 2033-05-25 Floating 4.13399880 N N N N N N Government National Mortgage Association N/A 36202T6X9 9981.91000000 PA USD 9891.39000000 0.000295478190 Long DBT USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFZR5 792722.30000000 PA USD 656762.79000000 0.019618989927 Long DBT USGA US N 2 2052-03-01 Fixed 3.00000000 N N N N N N BX TRUST N/A 05609BAV1 355864.40000000 PA USD 349389.45000000 0.010437053080 Long ABS-MBS US Y 2 2036-02-15 Floating 6.24747960 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KT58 1633415.52000000 PA USD 1648720.79000000 0.049251018883 Long DBT USGA US Y 2 2043-04-25 Floating 7.41494880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9VP1 970641.00000000 PA USD 870625.37000000 0.026007548881 Long DBT USGA US N 2 2047-09-25 Fixed 2.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967JT9 1080000.00000000 PA USD 1047961.25000000 0.031304972694 Long DBT CORP US N 2 2025-06-10 Fixed 4.40000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967JM4 590000.00000000 PA USD 562943.19000000 0.016816386285 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 1205449.19000000 0.036009493650 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJZ3 3305000.00000000 PA USD 2766728.43000000 0.082648435669 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAL7 490000.00000000 PA USD 433486.27000000 0.012949215293 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N Government National Mortgage Association 2 N/A 36179VTV2 757830.98000000 PA USD 603472.62000000 0.018027092023 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 14488.38000000 PA USD 14479.62000000 0.000432538997 Long DBT USGA US N 2 2029-03-15 Fixed 7.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179UQ54 152541.05000000 PA USD 139010.84000000 0.004152568189 Long DBT USGA US N 2 2049-04-20 Fixed 4.00000000 N N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875PAU5 120000.00000000 PA USD 113120.74000000 0.003379172347 Long DBT CORP US N 2 2030-04-15 Fixed 4.37500000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 47214BAA6 435000.00000000 PA USD 423250.65000000 0.012643454174 Long DBT NUSS US N 2 2034-03-15 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142BNJM7 553594.46000000 PA USD 508431.95000000 0.015188012258 Long DBT USGA US N 2 2052-08-01 Floating 3.98599920 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B93 572000.00000000 PA USD 469438.23000000 0.014023181651 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 101420.31000000 0.003029654040 Long DBT CORP US N 2 2024-01-15 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCC8 165000.00000000 PA USD 130156.20000000 0.003888060066 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TA6 4960000.00000000 PA USD 3088762.52000000 0.092268322277 Long DBT UST US N 1 2041-08-15 Fixed 1.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ARAC9 86507.76000000 PA USD 66664.55000000 0.001991420882 Long DBT USGA US N 2 2051-09-01 Fixed 2.00000000 N N N N N N DLLST LLC N/A 23292GAC7 1408793.44000000 PA USD 1395857.76000000 0.041697428280 Long ABS-MBS US Y 2 2025-01-21 Fixed 3.40000000 N N N N N N Government National Mortgage Association N/A 38381HK26 1491783.69000000 PA USD 94937.86000000 0.002836008597 Long DBT USGA US N 2 2065-07-16 Floating 0.75016080 N N N N N N US Airways Pass Through Trusts N/A 90345WAD6 407840.96000000 PA USD 392501.49000000 0.011724907220 Long DBT CORP US N 2 2025-06-03 Fixed 4.62500000 N N N N N N PRKCM TRUST N/A 693981AA0 1625997.96000000 PA USD 1616838.88000000 0.048298634124 Long ABS-MBS US Y 2 2058-02-25 Fixed 6.59800000 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBD9 619000.00000000 PA USD 548640.70000000 0.016389138560 Long DBT CORP US N 2 2048-11-15 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D6T4 630118.51000000 PA USD 562701.46000000 0.016809165263 Long DBT USGA US N 2 2051-10-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1Z72 665550.21000000 PA USD 571051.53000000 0.017058600739 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 723292.78000000 0.021606391198 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967HB0 690000.00000000 PA USD 681670.91000000 0.020363051806 Long DBT CORP US N 2 2025-09-13 Fixed 5.50000000 N N N N N N N/A N/A N/A -93.00000000 NC USD -178734.38000000 -0.00533920017 N/A DIR US N 1 US BOND FUTR OPTN Dec23P 112 N/A Put Written N/A Put Option 112 Nov 2023 on US Long Bond (CBT) Dec 2023 -93000.00000000 112.00000000 USD 2023-11-27 XXXX -133364.02000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJTG3 758404.46000000 PA USD 640210.95000000 0.019124549031 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST N/A 553514AC4 709037.36000000 PA USD 584955.82000000 0.017473953328 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 1556.25000000 PA USD 1546.69000000 0.000046203128 Long DBT USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNK77 468430.34000000 PA USD 424794.98000000 0.012689586804 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 2116640.32000000 PA USD 2094354.00000000 0.062563090747 Long ABS-MBS US N 2 2023-07-25 Floating 6.41613960 N N N N N N Government National Mortgage Association 2 N/A 36179XFD3 91990.87000000 PA USD 75176.79000000 0.002245700743 Long DBT USGA US N 2 2052-09-20 Fixed 2.50000000 N N N N N N NEW YORK ST DORM AUTH ST PERS INCOME TAX REV N/A 64990FMT8 400000.00000000 PA USD 397657.64000000 0.011878933082 Long DBT MUN US N 2 2039-03-15 Fixed 5.62800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQJ23 188567.39000000 PA USD 189823.13000000 0.005670446213 Long DBT USGA US N 2 2053-05-01 Fixed 6.50000000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508BJ2 290000.00000000 PA USD 234689.99000000 0.007010720795 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 279032.70000000 0.008335337832 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 997227.28000000 PA USD 933248.21000000 0.027878234745 Long DBT CORP US Y 2 2034-08-01 Fixed 4.26500000 N N N N N N ILFC E-CAPITAL TRUST II N/A 44965UAA2 400000.00000000 PA USD 300689.40000000 0.008982272442 Long DBT CORP US Y 2 2065-12-21 Floating 7.45863120 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GLQN7 727163.34000000 PA USD 646310.12000000 0.019306745033 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 315464.18000000 0.009423628536 Long DBT CORP US N 2 2024-12-01 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQC53 187732.38000000 PA USD 176870.77000000 0.005283529925 Long DBT USGA US N 2 2047-03-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5ZN6 604531.25000000 PA USD 538826.19000000 0.016095956949 Long DBT USGA US N 2 2035-03-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9XA6 289614.34000000 PA USD 261846.25000000 0.007821939701 Long DBT USGA US N 2 2048-10-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38375UY79 91576.76000000 PA USD 2541.46000000 0.000075919158 Long DBT USGA US N 2 2067-11-20 Floating 0.57359880 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BQ1 320000.00000000 PA USD 316041.66000000 0.009440879170 Long DBT CORP US N 2 2025-04-15 Fixed 5.25000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCQ6 401000.00000000 PA USD 351341.55000000 0.010495366722 Long DBT CORP US N 2 2053-02-06 Fixed 5.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5K2 116378.78000000 PA USD 111756.94000000 0.003338432556 Long DBT USGA US N 2 2048-11-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQ4K8 230741.24000000 PA USD 238605.85000000 0.007127696390 Long DBT USGA US N 2 2052-12-01 Fixed 6.50000000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAC5 785000.00000000 PA USD 735397.52000000 0.021967987159 Long DBT CORP US N 2 2027-01-15 Fixed 3.20000000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAC5 760000.00000000 PA USD 730143.67000000 0.021811042777 Long DBT CORP US N 2 2035-06-15 Fixed 5.62500000 N N N N N N COMM MORTGAGE TRUST N/A 12591KAH8 120000.00000000 PA USD 84680.18000000 0.002529588496 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 315065.28000000 PA USD 268671.70000000 0.008025831329 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 42539.08000000 0.001270738529 Long DBT CORP US N 2 2044-03-01 Fixed 5.50000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BX1 1010000.00000000 PA USD 1000417.90000000 0.029884745302 Long DBT CORP US N 2 2024-02-06 Fixed 2.87500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KU4 210000.00000000 PA USD 191059.81000000 0.005707388641 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N VERUS SECURITIZATION TRUST N/A 92539LAA8 439551.51000000 PA USD 364401.61000000 0.010885500252 Long ABS-MBS US Y 2 2066-06-25 Floating 1.04600160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FKRS7 1317343.67000000 PA USD 1209652.41000000 0.036135053338 Long DBT USGA US N 2 2049-01-15 Fixed 3.35000000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 94973VBJ5 90000.00000000 PA USD 88138.16000000 0.002632886179 Long DBT CORP US N 2 2024-08-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MMXV5 823717.79000000 PA USD 764119.60000000 0.022825980649 Long DBT USGA US N 2 2052-07-01 Floating 4.16800080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W9BH2 493972.67000000 PA USD 422255.11000000 0.012613715143 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 75274.16000000 0.002248609405 Long DBT CORP US N 2 2046-12-08 Fixed 5.29100000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACJ4 596000.00000000 PA USD 573354.33000000 0.017127390583 Long DBT CORP US N 2 2030-06-26 Fixed 5.70000000 N N N N N N UNIV CALIF REGTS MED CTR POOLED REV N/A 913366KC3 740000.00000000 PA USD 464005.16000000 0.013860883562 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 39361.03000000 PA USD 38626.93000000 0.001153873761 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 563808.21000000 0.016842226388 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MBR87 1523803.53000000 PA USD 1278501.58000000 0.038191733761 Long DBT USGA US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179UPB2 688317.96000000 PA USD 644775.52000000 0.019260903060 Long DBT USGA US N 2 2049-03-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X65U1 768609.60000000 PA USD 654242.17000000 0.019543693307 Long DBT USGA US N 2 2048-04-01 Fixed 3.00000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837BH5 605000.00000000 PA USD 587522.40000000 0.017550622878 Long DBT NUSS NL N 2 2034-09-11 Fixed 6.11400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AK7L1 1059153.11000000 PA USD 1016862.29000000 0.030375976423 Long DBT USGA US N 2 2045-04-25 Floating 5.77942920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNHD8 1048174.29000000 PA USD 832859.51000000 0.024879397228 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFF97 175184.00000000 PA USD 140741.56000000 0.004204268710 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 347949.37000000 0.010394034633 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 78550.39000000 0.002346477805 Long DBT CORP US N 2 2025-04-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WRXK1 17057.28000000 PA USD 15598.03000000 0.000465948433 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MJ6K6 89494.30000000 PA USD 71808.80000000 0.002145091264 Long DBT USGA US N 2 2052-04-01 Fixed 2.50000000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89114TZT2 1300000.00000000 PA USD 1181705.93000000 0.035300228774 Long DBT NUSS CA N 2 2027-03-10 Fixed 2.80000000 N N N N N N Government National Mortgage Association 2 N/A 36179T7L3 233225.91000000 PA USD 218320.82000000 0.006521736666 Long DBT USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAP8 2000000.00000000 PA USD 1773857.92000000 0.052989147976 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 1926338.59000000 PA USD 1698977.28000000 0.050752293903 Long ABS-MBS US N 2 2047-09-25 Floating 5.62420080 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449DAB2 1890876.63000000 PA USD 1675609.97000000 0.050054259504 Long ABS-MBS US Y 2 2054-09-15 Fixed 1.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416B3M8 23840.36000000 PA USD 24752.06000000 0.000739400013 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 952215.11000000 0.028444818945 Long DBT CORP FR N 2 2024-09-17 Fixed 3.75000000 N N N N N N CSMC COMMERCIAL MORTGAGE TRUST N/A 12666KAA3 480000.00000000 PA USD 476006.02000000 0.014219376392 Long ABS-MBS US Y 2 2039-06-15 Floating 8.02800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C4TQ7 1146404.18000000 PA USD 1153099.68000000 0.034445695388 Long DBT USGA US N 2 2053-06-01 Fixed 6.50000000 N N N N N N United States of America N/A N/A 888.00000000 NC USD 93559125.00000000 2.794822664941 N/A DIR US N 1 US 5YR NOTE (CBT) DEC23 N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Dec 2023 2024-01-01 94597379.21000000 USD -1038254.21000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LVU3 77158.65000000 PA USD 69092.29000000 0.002063942967 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 2563729.66000000 PA USD 2555841.06000000 0.076348752967 Long ABS-CBDO CORP KY Y 2 2029-07-15 Floating 6.51957120 N N N N N N PETROBRAS GLOBAL FINANCE B.V. 549300FNENFFSMO3GT38 71647NAV1 1278000.00000000 PA USD 1254431.64000000 0.037472710214 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 373128.72000000 0.011146198765 Long DBT CORP US N 2 2025-02-01 Fixed 3.10000000 N N N N N N Government National Mortgage Association N/A 36225BPM4 11316.14000000 PA USD 11613.90000000 0.000346933459 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 29849.58000000 PA USD 28518.67000000 0.000851917173 Long DBT USGA US N 2 2048-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622AB4Z2 285865.76000000 PA USD 274614.54000000 0.008203357401 Long DBT USGA US N 2 2052-09-20 Fixed 5.00000000 N N N N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523CK4 120000.00000000 PA USD 78836.89000000 0.002355036208 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 261213.28000000 0.007803031455 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 137157.39000000 0.004097201445 Long DBT NUSS GB N 2 2048-01-09 Fixed 4.34400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H5EK0 69692.27000000 PA USD 64142.34000000 0.001916076765 Long DBT USGA US N 2 2043-08-01 Fixed 4.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RLJ9 1500000.00000000 PA USD 918236.93000000 0.027429813861 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VBA8 1004000.00000000 PA USD 969938.39000000 0.028974253403 Long DBT CORP US N 2 2028-01-11 Fixed 5.00000000 N N N N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 595112CA9 1509000.00000000 PA USD 1456712.67000000 0.043515302076 Long DBT CORP US N 2 2028-04-15 Fixed 5.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJWF1 880963.00000000 PA USD 744228.78000000 0.022231796869 Long DBT USGA US N 2 2047-02-01 Fixed 3.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NG2 305000.00000000 PA USD 276665.76000000 0.008264631981 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 327966.86000000 0.009797111865 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 749139.57000000 0.022378493273 Long DBT NUSS CA N 2 2034-03-01 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BQA9 11100.44000000 PA USD 11370.24000000 0.000339654784 Long DBT USGA US N 2 2038-10-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339MXM5 143229.01000000 PA USD 143664.30000000 0.004291577564 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 598505.94000000 0.017878726059 Long ABS-MBS US N 2 2083-04-26 Floating 6.51614040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MYA93 270767.77000000 PA USD 256483.15000000 0.007661731774 Long DBT USGA US N 2 2052-09-01 Floating 4.21800120 N N N N N N UNITED RENTALS (NORTH AMERICA), INC. NGIZXNT70J2LYT3FBI09 911365BG8 150000.00000000 PA USD 140115.46000000 0.004185565687 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGHA0 104623.86000000 PA USD 80993.24000000 0.002419451259 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36290YHG6 39237.18000000 PA USD 39274.43000000 0.001173216050 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 512101.41000000 0.015297627328 Long DBT CORP US N 2 2033-02-15 Fixed 6.65000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XBA1 1645000.00000000 PA USD 1574462.27000000 0.047032748941 Long DBT CORP US N 2 2025-03-01 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H14D5 3987712.92000000 PA USD 141070.13000000 0.004214083839 Long DBT USGA US N 2 2054-06-25 Floating 1.02531240 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFU8 725000.00000000 PA USD 698269.59000000 0.020858891918 Long DBT CORP US N 2 2026-03-03 Fixed 4.45000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RN0 320000.00000000 PA USD 231762.50000000 0.006923270048 Long DBT UST US N 2 2045-08-15 Fixed 2.87500000 N N N N N N AON CORPORATION LTS3U8DGK38SETRUWX71 037389AU7 19000.00000000 PA USD 18770.30000000 0.000560711313 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 1286929.30000000 PA USD 947876.32000000 0.028315209475 Long ABS-MBS US N 2 2035-05-25 Floating 4.70177640 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCC3 418000.00000000 PA USD 311863.66000000 0.009316072861 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N Government National Mortgage Association 2 N/A 36179XNA0 666200.45000000 PA USD 544974.47000000 0.016279619979 Long DBT USGA US N 2 2052-12-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MCA26 584055.51000000 PA USD 483750.74000000 0.014450728695 Long DBT USGA US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713AT3 390000.00000000 PA USD 394194.01000000 0.011775466621 Long DBT CORP GB N 2 2037-06-15 Fixed 7.25000000 N N N N N N LENNAR CORPORATION 529900G61XVRLX5TJX09 526057BZ6 140000.00000000 PA USD 138669.85000000 0.004142382046 Long DBT CORP US N 2 2024-04-30 Fixed 4.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 130000.00000000 PA USD 124648.46000000 0.003723531415 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 99501.82000000 0.002972344405 Long DBT NUSS IE N 2 2024-02-15 Fixed 5.50000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 925524AX8 620000.00000000 PA USD 563711.61000000 0.016839340728 Long DBT CORP US N 2 2036-04-30 Fixed 6.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TF5 1948000.00000000 PA USD 1346478.91000000 0.040222370351 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508CB8 599000.00000000 PA USD 579295.16000000 0.017304856611 Long DBT CORP US N 2 2033-03-14 Fixed 4.90000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JH1 60000.00000000 PA USD 38416.39000000 0.001147584455 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31390BWF1 76487.34000000 PA USD 76373.09000000 0.002281436930 Long DBT USGA US N 2 2032-04-01 Fixed 7.00000000 N N N N N N CWABS ASSET-BACKED CERTIFICATES TRUST N/A 126698AD1 1093160.18000000 PA USD 968812.12000000 0.028940609171 Long ABS-MBS US N 2 2047-10-25 Floating 6.23419920 N N N N N N ECOPETROL S.A. 254900IDGKCJICKBPA66 279158AP4 160000.00000000 PA USD 122156.29000000 0.003649084661 Long DBT NUSS CO N 2 2031-11-02 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQGE9 768168.42000000 PA USD 757821.26000000 0.022637834988 Long DBT USGA US N 2 2052-09-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDF5 4870000.00000000 PA USD 4154908.97000000 0.124116528025 Long SN UST US N 2 2028-10-31 Fixed 1.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBLD6 91622.11000000 PA USD 71319.66000000 0.002130479546 Long DBT USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AY4 605000.00000000 PA USD 602719.56000000 0.018004596418 Long DBT NUSS CH N 2 2026-07-15 Fixed 6.37300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3A6 129734.89000000 PA USD 113447.60000000 0.003388936394 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 2001488.77000000 0.059788996295 Long ABS-MBS US Y 2 2036-09-15 Floating 6.14667960 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 85207UAH8 1015000.00000000 PA USD 1021174.25000000 0.030504784421 Long DBT CORP US N 2 2024-06-15 Fixed 7.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KQPL9 367168.42000000 PA USD 281426.92000000 0.008406858599 Long DBT USGA US N 2 2050-10-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TH1 1785000.00000000 PA USD 1422421.88000000 0.042490958624 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 796515.26000000 0.023793712282 Long ABS-MBS US Y 2 2038-10-15 Floating 6.20228160 N N N N N N Government National Mortgage Association N/A 38383FNR0 2438114.10000000 PA USD 2022510.98000000 0.060416977253 Long DBT USGA US N 2 2050-07-20 Fixed 2.50000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BR9 160000.00000000 PA USD 158306.69000000 0.004728978870 Long DBT CORP US N 2 2025-02-01 Fixed 5.37500000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAF8 150000.00000000 PA USD 146158.90000000 0.004366096908 Long DBT CORP US N 2 2025-06-01 Fixed 4.30000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY N/A 87166PAH4 474000.00000000 PA USD 459263.86000000 0.013719250208 Long ABS-MBS US N 2 2028-07-15 Fixed 3.86000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHA98 2191432.11000000 PA USD 1978578.70000000 0.059104620689 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 445794.74000000 0.013316897130 Long ABS-MBS US N 2 2053-07-15 Fixed 1.79000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AV2 200000.00000000 PA USD 177941.31000000 0.005315509376 Long DBT CORP BE N 2 2030-06-01 Fixed 3.50000000 N N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875PAP6 340000.00000000 PA USD 330149.23000000 0.009862304193 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 366312.55000000 PA USD 362396.23000000 0.010825595015 Long ABS-MBS US N 2 2045-01-25 Floating 6.17942880 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCN4 740000.00000000 PA USD 722721.38000000 0.021589322188 Long DBT CORP US N 2 2033-08-01 Fixed 5.20000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LW9 81000.00000000 PA USD 74547.62000000 0.002226906012 Long DBT CORP US N 2 2029-04-23 Fixed 4.07500000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFL3 80000.00000000 PA USD 74047.48000000 0.002211965699 Long DBT CORP US N 2 2025-09-01 Fixed 1.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6PH8 515931.06000000 PA USD 445718.54000000 0.013314620864 Long DBT USGA US N 2 2038-03-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NGZ60 1683601.46000000 PA USD 1691977.87000000 0.050543205696 Long DBT USGA US N 2 2053-05-01 Fixed 6.50000000 N N N N N N Orbia Advance Corporation S.A.B. de CV 549300MVHZ20SBIOEQ79 68560EAA6 820000.00000000 PA USD 730184.53000000 0.021812263357 Long DBT NUSS MX N 2 2026-05-11 Fixed 1.87500000 N N N N N N Government National Mortgage Association 2 N/A 3617GGTU9 128399.43000000 PA USD 116390.90000000 0.003476859422 Long DBT USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EXD6 1025000.00000000 PA USD 1021769.85000000 0.030522576340 Long DBT CORP US N 2 2026-09-08 Fixed 5.15000000 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST N/A 92938VAT2 110000.00000000 PA USD 102483.79000000 0.003061422593 Long ABS-MBS US N 2 2047-03-15 Floating 4.72299840 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAU6 450000.00000000 PA USD 434763.43000000 0.012987366951 Long DBT CORP US N 2 2028-02-01 Fixed 5.30000000 N N N N N N N/A N/A N/A 398.00000000 NC USD 95564775.00000000 2.854735966588 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 95624519.86000000 USD -59744.86000000 N N N CREDIT SUISSE AG (NEW YORK BRANCH) 549300D0YARF5HYP1809 22550L2L4 1220000.00000000 PA USD 1241572.42000000 0.037088576230 Long DBT NUSS CH N 2 2025-01-09 Fixed 7.95000000 N N N N N N AVOLON TLB BORROWER 1 (US) LLC N/A 05400KAH3 123765.31000000 PA USD 123641.54000000 0.003693452437 Long LON US N 2 2027-12-01 Floating 7.67484000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAD8 380000.00000000 PA USD 356220.15000000 0.010641101537 Long DBT CORP US N 2 2026-06-01 Fixed 3.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NS6 340000.00000000 PA USD 324976.77000000 0.009707791114 Long DBT CORP US N 2 2028-05-24 Fixed 4.65800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AV6R5 198516.59000000 PA USD 181839.35000000 0.005431952647 Long DBT USGA US N 2 2027-06-25 Fixed 2.89800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FTFY8 500000.00000000 PA USD 400676.75000000 0.011969120726 Long DBT USGA US N 2 2030-04-25 Fixed 1.55800000 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAK7 410000.00000000 PA USD 380377.22000000 0.011362727854 Long DBT CORP US N 2 2027-03-24 Fixed 3.37500000 N N N N N N Government National Mortgage Association 2 N/A 36179SWZ6 407688.93000000 PA USD 386194.35000000 0.011536498684 Long DBT USGA US N 2 2047-02-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417DVE0 346150.12000000 PA USD 306918.85000000 0.009168360203 Long DBT USGA US N 2 2042-11-01 Fixed 3.50000000 N N N N N N CFK TRUST N/A 12529AAJ3 2840000.00000000 PA USD 2158945.28000000 0.064492578365 Long ABS-MBS US N 2 2039-03-15 Floating 3.57275160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KK5P0 592149.55000000 PA USD 452734.96000000 0.013524217198 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBK3 320000.00000000 PA USD 306204.49000000 0.009147020654 Long DBT CORP US N 2 2027-05-09 Fixed 4.35000000 N N N N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 94106LBV0 892000.00000000 PA USD 872199.57000000 0.026054573795 Long DBT CORP US N 2 2029-02-15 Fixed 4.87500000 N N N N N N SLM STUDENT LOAN TRUST N/A 78442GPH3 2687378.52000000 PA USD 2629649.06000000 0.078553564857 Long ABS-MBS US N 2 2040-07-25 Floating 5.48614080 N N N N N N DC OFFICE TRUST N/A 23312BAA8 1240000.00000000 PA USD 978892.21000000 0.029241724257 Long ABS-MBS US N 2 2045-09-15 Fixed 2.96500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECG8 919000.00000000 PA USD 870558.97000000 0.026005565363 Long DBT NUSS GB N 2 2034-05-09 Fixed 6.22400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C7NW3 1117745.92000000 PA USD 1125108.64000000 0.033609539717 Long DBT USGA US N 2 2053-07-01 Fixed 6.50000000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAG9 430000.00000000 PA USD 338548.57000000 0.010113211475 Long DBT CORP US N 2 2040-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38381H8D6 1999897.30000000 PA USD 122455.11000000 0.003658011090 Long DBT USGA US N 2 2064-06-16 Floating 0.61116120 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FR4 625000.00000000 PA USD 438513.39000000 0.013099386738 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 1588465.92000000 0.047451069638 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K82C9 334387.65000000 PA USD 325644.58000000 0.009727740109 Long DBT USGA US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBG0 382000.00000000 PA USD 372636.31000000 0.011131489365 Long DBT CORP US N 2 2029-06-12 Fixed 6.56500000 N N N N N N Russia, Federation of (Government) 5493004EHVGF71PDBU58 N/A 11740000.00000000 PA 29470.29000000 0.000880344214 Long DBT NUSS RU N 2 2034-05-10 Fixed 7.25000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942LAA0 230397.43000000 PA USD 198430.64000000 0.005927572004 Long ABS-MBS US Y 2 2069-07-15 Fixed 0.94000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AFRX4 166258.25000000 PA USD 8957.16000000 0.000267570627 Long DBT USGA US N 2 2032-09-25 Fixed 3.00000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08163VAC1 450000.00000000 PA USD 454820.99000000 0.013586531632 Long ABS-MBS US N 2 2056-07-15 Floating 6.36289920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B0SU8 498149.41000000 PA USD 444233.31000000 0.013270253685 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 2174.35000000 PA USD 1898.58000000 0.000056714878 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 223460.41000000 0.006675267843 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 1062675.05000000 0.031744507178 Long ABS-MBS US N 2 2027-05-17 Fixed 3.66000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NEA5 594000.00000000 PA USD 593689.31000000 0.017734842427 Long DBT CORP US N 2 2027-11-15 Fixed 5.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LTAM0 29575.00000000 PA USD 27052.96000000 0.000808133100 Long DBT USGA US N 2 2042-05-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LLQG9 100000.00000000 PA USD 100679.34000000 0.003007519590 Long DBT USGA US N 2 2028-09-01 Fixed 5.34000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DL9 129000.00000000 PA USD 107654.43000000 0.003215881304 Long DBT CORP US N 2 2048-02-20 Fixed 4.55000000 N N N N N N Government National Mortgage Association N/A 36290S4M0 30250.50000000 PA USD 30530.45000000 0.000912013591 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 519950.55000000 0.015532098892 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FMR81 543434.46000000 PA USD 459140.52000000 0.013715565763 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 10176.24000000 PA USD 10236.34000000 0.000305782627 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 61128.52000000 PA USD 53461.87000000 0.001597026970 Long DBT USGA US N 2 2049-10-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179UH62 234641.25000000 PA USD 225512.28000000 0.006736561841 Long DBT USGA US N 2 2048-12-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XGT55 300000.00000000 PA USD 284698.84000000 0.008504598249 Long DBT USGA US N 2 2030-02-01 Fixed 4.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EBJ8 794686.39000000 PA USD 634322.17000000 0.018948637854 Long DBT USGA US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9MC6 46427.48000000 PA USD 42646.07000000 0.001273934562 Long DBT USGA US N 2 2037-03-01 Fixed 3.50000000 N N N N N N United States of America N/A N/A 142.00000000 NC USD 28784953.13000000 0.859871652465 N/A DIR US N 1 US 2YR NOTE (CBT) DEC23 N/A Long U.S. Treasury Futures US 2-YEAR NOTE (Globex) Dec 2023 2024-01-01 28848827.22000000 USD -63874.09000000 N N N CFCRE COMMERCIAL MORTGAGE TRUST N/A 12532CBA2 371000.00000000 PA USD 338882.72000000 0.010123193292 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 2845494.67000000 PA USD 10987.31000000 0.000328215799 Long DBT USGA US N 2 2054-05-16 Floating 0.10035000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TA6 23990000.00000000 PA USD 14939397.78000000 0.446273599888 Long DBT UST US N 1 2041-08-15 Fixed 1.75000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46644UBA5 568000.00000000 PA USD 534556.61000000 0.015968414938 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 38421.44000000 0.001147735309 Long DBT CORP US N 2 2026-07-01 Fixed 4.65000000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AQ4 1570000.00000000 PA USD 1181054.45000000 0.035280767593 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAV8 800000.00000000 PA USD 741406.18000000 0.022147479423 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 707984.16000000 0.021149088095 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 456569.09000000 0.013638751333 Long DBT CORP US N 2 2028-08-12 Fixed 1.60000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46640UAJ1 130000.00000000 PA USD 117194.66000000 0.003500869551 Long ABS-MBS US N 2 2047-01-15 Floating 5.03151840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EAN0 6030970.54000000 PA USD 4791520.27000000 0.143133547370 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 459395.55000000 PA USD 440011.91000000 0.013144150919 Long ABS-MBS US N 2 2048-08-15 Fixed 3.44650000 N N N N N N METLIFE CAPITAL TRUST IV N/A 591560AA5 800000.00000000 PA USD 827541.60000000 0.024720539229 Long DBT CORP US N 2 2037-12-15 Fixed 7.87500000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KLU1 920000.00000000 PA USD 930284.50000000 0.027789702024 Long DBT USGA US N 2 2041-10-25 Floating 8.71494840 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61690YBV3 2788447.78000000 PA USD 62703.55000000 0.001873096854 Long DBT USGA US N 2 2049-11-15 Floating 1.08619560 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAV5 50000.00000000 PA USD 49745.68000000 0.001486015970 Long DBT CORP US N 2 2025-12-15 Fixed 5.85000000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46590XAN6 1205000.00000000 PA USD 1011221.18000000 0.030207463709 Long DBT NUSS US N 2 2029-02-02 Fixed 3.00000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBE4 1720000.00000000 PA USD 1405627.24000000 0.041989264743 Long DBT CORP US N 2 2035-05-15 Fixed 3.90000000 N N N N N N Government National Mortgage Association 2 N/A 36179TUB9 796931.09000000 PA USD 729402.84000000 0.021788912509 Long DBT USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFL74 810963.03000000 PA USD 621916.60000000 0.018578055420 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 1605055.16000000 0.047946627757 Long DBT UST US N 2 2049-05-15 Fixed 0.00000000 N N N N N N AMMC CLO LIMITED N/A 00176DAQ2 1043227.08000000 PA USD 1041537.05000000 0.031113067311 Long ABS-CBDO CORP KY Y 2 2029-07-24 Floating 6.65718120 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAZ9 270000.00000000 PA USD 225378.95000000 0.006732578972 Long DBT CORP US N 2 2049-10-01 Fixed 4.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGGN3 170625.04000000 PA USD 137446.25000000 0.004105830347 Long DBT USGA US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402RH44 253794.45000000 PA USD 239181.81000000 0.007144901618 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 660081.57000000 0.019718129391 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 282756.63000000 0.008446580044 Long ABS-MBS US N 2 2047-07-15 Floating 4.67272800 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2L6 320000.00000000 PA USD 290319.15000000 0.008672489620 Long DBT CORP US N 2 2031-04-04 Fixed 4.47800000 N N N N N N Government National Mortgage Association N/A 38375JSU0 215390.27000000 PA USD 6263.20000000 0.000187095949 Long DBT USGA US N 2 2037-04-20 Floating 0.81068040 N N N N N N HUDSON PACIFIC PROPERTIES, L.P. 5493007NTUGLGZ8T3526 44409MAB2 580000.00000000 PA USD 436650.38000000 0.013043734415 Long DBT CORP US N 2 2029-04-01 Fixed 4.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AUTF6 283000.00000000 PA USD 233494.44000000 0.006975007013 Long DBT USGA US N 2 2042-10-15 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNGA5 1809329.78000000 PA USD 1401922.20000000 0.041878586819 Long DBT USGA US N 2 2052-05-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWA52 241201.98000000 PA USD 184357.16000000 0.005507165326 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFN23 173234.40000000 PA USD 146105.43000000 0.004364499638 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680BN2 800000.00000000 PA USD 783364.15000000 0.023400858882 Long DBT CORP US N 2 2053-09-01 Fixed 6.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296JHS8 2902.19000000 PA USD 2805.97000000 0.000083820670 Long DBT USGA US N 2 2033-06-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFA84 481035.26000000 PA USD 384421.25000000 0.011483532176 Long DBT USGA US N 2 2051-04-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XG7B9 4212078.94000000 PA USD 3735537.05000000 0.111588940288 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 353904.84000000 0.010571937991 Long DBT NUSS AE N 2 2036-03-31 Fixed 2.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AH6K1 254609.90000000 PA USD 206438.09000000 0.006166772646 Long DBT USGA US N 2 2044-02-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617Y5UR8 279862.22000000 PA USD 252936.75000000 0.007555792785 Long DBT USGA US N 2 2052-06-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJWA2 103822.69000000 PA USD 94288.84000000 0.002816620902 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 379175.14000000 0.011326819006 Long DBT CORP US N 2 2027-04-01 Fixed 3.70000000 N N N N N N AMCOR FINANCE (USA) INC. 549300ZMT7FVT8R77U18 02343UAG0 2425000.00000000 PA USD 2289644.96000000 0.068396873408 Long DBT CORP US N 2 2026-04-28 Fixed 3.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8K63 238303.74000000 PA USD 183545.60000000 0.005482922194 Long DBT USGA US N 2 2050-11-01 Fixed 2.00000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CH7 1240000.00000000 PA USD 1099565.57000000 0.032846510445 Long DBT CORP US N 2 2032-04-13 Fixed 3.60000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FR4 340000.00000000 PA USD 238551.28000000 0.007126066261 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414AEX6 11962.60000000 PA USD 11821.57000000 0.000353137032 Long DBT USGA US N 2 2037-11-01 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHY0 4133000.00000000 PA USD 4112657.87000000 0.122854392110 Long SN UST US N 2 2026-09-15 Fixed 4.62500000 N N N N N N Prosus N.V. 635400Z5LQ5F9OLVT688 74365PAD0 730000.00000000 PA USD 417970.72000000 0.012485730724 Long DBT NUSS CN N 2 2050-08-03 Fixed 4.02700000 N N N N N N Government National Mortgage Association 2 N/A 3617YNVK3 128458.01000000 PA USD 109774.91000000 0.003279224837 Long DBT USGA US N 2 2047-01-20 Fixed 3.00000000 N N N N N N SOFR 1yr MidCurve Dec23P 95.38 N/A 019R2XR36 -236.00000000 NC USD -148975.00000000 -0.00445022018 N/A DIR US N 1 SOFR 1yr MidCurve Dec23P 95.38 N/A Put Written N/A N/A -590000.00000000 95.37500000 USD 2023-12-18 XXXX -42658.10000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6F37 15470.09000000 PA USD 15758.72000000 0.000470748607 Long DBT USGA US N 2 2038-02-01 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DN5J8 936797.99000000 PA USD 751500.84000000 0.022449029748 Long DBT USGA US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WLCJ0 297639.92000000 PA USD 270118.42000000 0.008069048127 Long DBT USGA US N 2 2047-07-01 Fixed 4.00000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CV9 480000.00000000 PA USD 472598.92000000 0.014117598609 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 55064.68000000 0.001644906530 Long DBT CORP US N 2 2028-02-15 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYTW9 1271162.64000000 PA USD 1033169.49000000 0.030863109369 Long DBT USGA US N 2 2040-07-01 Fixed 2.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBM2 220000.00000000 PA USD 192194.04000000 0.005741270657 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 41040.66000000 0.001225977335 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 388026.18000000 0.011591219589 Long DBT CORP US N 2 2024-06-06 Fixed 3.36300000 N N N N N N Government National Mortgage Association 2 N/A 21H0326A3 1000000.00000000 PA USD 875859.38000000 0.026163900597 Long DBT USGA US N 2 2053-10-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDGD2 772349.02000000 PA USD 614828.43000000 0.018366315751 Long DBT USGA US N 2 2051-10-01 Fixed 2.50000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFK5 60000.00000000 PA USD 42248.97000000 0.001262072287 Long DBT CORP US N 2 2049-09-01 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMYN7 702973.26000000 PA USD 661393.47000000 0.019757318812 Long DBT USGA US N 2 2033-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179WTZ1 341893.90000000 PA USD 290272.60000000 0.008671099066 Long DBT USGA US N 2 2051-12-20 Fixed 3.00000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBV2 390000.00000000 PA USD 336151.47000000 0.010041604677 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 362808.33000000 0.010837905374 Long DBT CORP US N 2 2060-09-01 Fixed 2.45000000 N N N N N N N/A N/A 01G923KR2 -179.00000000 NC USD -377018.75000000 -0.01126240275 N/A DIR US N 1 SOFR 1yr MidCurve Oct23P 96.25 N/A Put Written N/A Put Option 96.25 Oct 2023 on CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Dec 2024 (1 Year Mid-Curve) -447500.00000000 96.25000000 USD 2023-10-16 XXXX -312357.15000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7AU0 23515.01000000 PA USD 24260.18000000 0.000724706445 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 328681.39000000 PA USD 286004.73000000 0.008543608137 Long DBT USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL94 3273180.24000000 PA USD 2617861.90000000 0.078201455729 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N VIRGIN MEDIA BRISTOL LLC N/A BL4208296 143919.62000000 PA USD 139620.74000000 0.004170787281 Long LON US N 2 2028-01-31 Floating 7.94667960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FMT30 234373.34000000 PA USD 211948.90000000 0.006331393004 Long DBT USGA US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BYW2 61.88000000 PA USD 61.85000000 0.000001847599 Long DBT USGA US N 2 2024-01-01 Fixed 6.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAX8 597000.00000000 PA USD 543309.98000000 0.016229897898 Long DBT NUSS MX N 2 2053-05-04 Fixed 6.33800000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 105756CB4 1300000.00000000 PA USD 897706.55000000 0.026816524977 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 230406.99000000 PA USD 32670.74000000 0.000975948894 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 332382.61000000 0.009929020305 Long DBT CORP US N 2 2035-07-15 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HBH73 199912.62000000 PA USD 182410.57000000 0.005449016280 Long DBT USGA US N 2 2043-04-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DU67 6225986.09000000 PA USD 5040517.50000000 0.150571657783 Long DBT USGA US N 2 2040-12-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDGP5 84125.51000000 PA USD 67847.96000000 0.002026772015 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 136779.50000000 0.004085913017 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13645RBD5 670000.00000000 PA USD 635176.21000000 0.018974149960 Long DBT NUSS CA N 2 2024-12-02 Fixed 1.35000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 33423.69000000 0.000998441214 N/A DFE US N 2 U.S. DOLLARS N/A 9671413.00000000 CAD 7189755.88000000 USD 2023-10-20 33423.69000000 N N N LEHMAN XS TRUST MORTGAGE PASS-THROUGH CERTIFICATES N/A 52525BAD4 3656224.52000000 PA USD 3115166.91000000 0.093057081125 Long ABS-MBS US N 2 2047-09-25 Floating 7.13419920 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBL4 301000.00000000 PA USD 236408.78000000 0.007062064940 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135GACR0 1343000.00000000 PA USD 916665.01000000 0.027382857055 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 87322.14000000 0.002608509816 Long DBT CORP US N 2 2025-10-15 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398GJB6 15340.18000000 PA USD 15432.68000000 0.000461009055 Long DBT USGA US N 2 2039-12-25 Floating 5.17872240 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556DD4 442000.00000000 PA USD 346149.40000000 0.010340265458 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N N Government National Mortgage Association N/A 36241KFC7 32193.67000000 PA USD 32432.96000000 0.000968845868 Long DBT USGA US N 2 2035-06-15 Fixed 6.50000000 N N N N N N VERIZON MASTER TRUST N/A 92348KAZ6 768000.00000000 PA USD 742354.48000000 0.022175807288 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 1390186.02000000 0.041528000579 Long DBT CORP US N 2 2029-07-15 Fixed 4.30000000 N N N N N N FIRSTENERGY TRANSMISSION, LLC 549300AINIIPOLYX2R63 33767BAA7 35000.00000000 PA USD 30648.25000000 0.000915532544 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 300024.54000000 PA USD 297391.10000000 0.008883744761 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 5160.46000000 PA USD 5111.00000000 0.000152677129 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 630206.24000000 0.018825685716 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 1040788.38000000 0.031090702845 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 28270.03000000 PA USD 29390.67000000 0.000877965785 Long DBT USGA US N 2 2034-09-15 Fixed 6.50000000 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411BA2 390000.00000000 PA USD 284061.49000000 0.008485559163 Long DBT CORP US N 2 2043-04-15 Fixed 4.75000000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 47214BAA6 1560000.00000000 PA USD 1517864.40000000 0.045342042557 Long DBT NUSS US N 2 2034-03-15 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FMU42 4850000.00000000 PA USD 271352.65000000 0.008105917369 Long DBT USGA US N 2 2029-06-25 Floating 1.28271960 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CP56 484250.57000000 PA USD 435781.59000000 0.013017781693 Long ABS-MBS US N 2 2047-05-01 Fixed 3.94000000 N N N N N N CAMERON LNG, LLC 549300C39FLHGVD73K22 133434AA8 140000.00000000 PA USD 115775.49000000 0.003458475733 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 671753.53000000 PA USD 617278.87000000 0.018439515936 Long DBT USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJPG2 545142.25000000 PA USD 416457.10000000 0.012440515471 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CD2 710000.00000000 PA USD 483913.22000000 0.014455582340 Long DBT CORP US N 2 2050-04-15 Fixed 3.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HNH3 5378.70000000 PA USD 5422.98000000 0.000161996677 Long DBT USGA US N 2 2032-02-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 36225BNA2 6039.43000000 PA USD 6145.69000000 0.000183585659 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 5663429.98000000 0.169179462392 Long DBT USGA US N 2 2041-10-25 Floating 6.81495120 N N N N N N Government National Mortgage Association N/A 38382LXR7 1918664.96000000 PA USD 206379.28000000 0.006165015858 Long DBT USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H26A1 77993.94000000 PA USD 71191.79000000 0.002126659780 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 600354.20000000 0.017933937765 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 62072.71000000 PA USD 61953.13000000 0.001850680111 Long ABS-MBS US N 2 2026-01-20 Fixed 2.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERVZ0 409499.74000000 PA USD 346413.30000000 0.010348148748 Long DBT USGA US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWS4 1145600.29000000 PA USD 932761.76000000 0.027863703383 Long DBT USGA US N 2 2042-05-01 Fixed 2.50000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KL0 1370000.00000000 PA USD 1338110.91000000 0.039972399265 Long DBT CORP US N 2 2029-01-15 Fixed 6.10000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023BU8 190000.00000000 PA USD 171972.01000000 0.005137192885 Long DBT CORP US N 2 2027-03-01 Fixed 2.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHWZ6 4411133.47000000 PA USD 3658952.02000000 0.109301172231 Long DBT USGA US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q83V5 735498.48000000 PA USD 686427.23000000 0.020505133841 Long DBT USGA US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9M92 1164648.28000000 PA USD 937656.48000000 0.028009919740 Long DBT USGA US N 2 2042-04-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374CND4 26187.39000000 PA USD 25630.99000000 0.000765655640 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 217796.35000000 0.006506069561 Long DBT CORP US N 2 2027-05-11 Fixed 3.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H32K8 13465.03000000 PA USD 11893.10000000 0.000355273795 Long DBT USGA US N 2 2043-01-01 Fixed 3.50000000 N N N N N N AIR CANADA N/A C0102MAP0 415800.00000000 PA USD 415712.68000000 0.012418277962 Long LON US N 2 2028-08-11 Floating 9.12839040 N N N N N N Government National Mortgage Association N/A 36225BB31 2888.14000000 PA USD 2860.91000000 0.000085461852 Long DBT USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N CITADEL SECURITIES N/A N/A 7131000.00000000 NC USD 561786.77000000 0.016781841404 N/A DIR XX N 2 CITADEL SECURITIES N/A Y 2053-12-20 0.00000000 USD 0.00000000 USD -7131000.00000000 USD 561786.77000000 N N N APOLLO MANAGEMENT HOLDINGS, L.P. 5493006XQW0V5K38YM64 03765HAB7 530000.00000000 PA USD 504697.59000000 0.015076458479 Long DBT CORP US N 2 2026-05-27 Fixed 4.40000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 260000.00000000 PA USD 240379.71000000 0.007180685600 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 1783973.56000000 0.053291325021 Long DBT CORP US N 2 2026-04-30 Fixed 2.18800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLE46 3304706.78000000 PA USD 2530649.74000000 0.075596231264 Long DBT USGA US N 2 2051-07-01 Fixed 2.00000000 N N N N N N BHP BILLITON FINANCE (USA) LIMITED 5493003NUVITP3TMY274 055451AY4 1503000.00000000 PA USD 1482041.45000000 0.044271930021 Long DBT NUSS AU N 2 2026-02-27 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297BTM4 19897.16000000 PA USD 20016.99000000 0.000597952763 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 10633.42000000 PA USD 10607.67000000 0.000316875094 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 51213.64000000 0.001529867255 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFMQ1 175796.47000000 PA USD 143121.32000000 0.004275357523 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCSR0 2752414.76000000 PA USD 2228321.88000000 0.066565014315 Long DBT USGA US N 2 2041-05-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AHQK9 145064.77000000 PA USD 7377.24000000 0.000220374843 Long DBT USGA US N 2 2041-09-25 Floating 0.72056880 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDG3 280000.00000000 PA USD 246978.89000000 0.007377818032 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9E91 962281.76000000 PA USD 775639.61000000 0.023170109402 Long DBT USGA US N 2 2041-07-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179TXW0 423021.95000000 PA USD 396509.83000000 0.011844645402 Long DBT USGA US N 2 2048-05-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNGU0 389805.83000000 PA USD 335835.08000000 0.010032153392 Long DBT USGA US N 2 2052-02-01 Fixed 3.50000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RLV2 140000.00000000 PA USD 85182.72000000 0.002544600502 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJA0 81655000.00000000 PA USD 81706034.38000000 2.440744040174 Long SN UST US N 2 2028-09-30 Fixed 4.62500000 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 913017CX5 51000.00000000 PA USD 41556.46000000 0.001241385447 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 609816.57000000 0.018216600158 Long DBT CORP US N 2 2030-03-01 Fixed 2.90000000 N N N N N N RBS COMMERCIAL FUNDING INC TRUST N/A 74932QAA8 445000.00000000 PA USD 437712.28000000 0.013075455770 Long ABS-MBS US N 2 2032-01-15 Floating 3.96138600 N N N N N N Government National Mortgage Association N/A 36291FAT5 8974.52000000 PA USD 8897.79000000 0.000265797111 Long DBT USGA US N 2 2034-04-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL6J1 509699.87000000 PA USD 390838.92000000 0.011675242494 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 1141792.72000000 0.034107930920 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404121AJ4 60000.00000000 PA USD 58503.57000000 0.001747633952 Long DBT CORP US N 2 2028-09-01 Fixed 5.62500000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DJ2 250000.00000000 PA USD 130792.79000000 0.003907076449 Long DBT CORP US N 2 2060-05-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AETS6 68915.00000000 PA USD 6203.03000000 0.000185298535 Long DBT USGA US N 2 2043-06-25 Floating 0.72056880 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 413875AT2 180000.00000000 PA USD 156707.10000000 0.004681195498 Long DBT CORP US N 2 2045-04-27 Fixed 5.05400000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BJ2 277000.00000000 PA USD 236731.48000000 0.007071704719 Long DBT CORP US N 2 2028-06-15 Fixed 2.20000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RLV2 282000.00000000 PA USD 171582.33000000 0.005125552262 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAW9 198000.00000000 PA USD 161755.46000000 0.004832001429 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825CAF1 10000.00000000 PA USD 10363.04000000 0.000309567442 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 33659.20000000 0.001005476430 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419MCB5 36223.09000000 PA USD 34217.92000000 0.001022166660 Long DBT USGA US N 2 2041-06-01 Fixed 4.50000000 N N N N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 04316JAB5 1370000.00000000 PA USD 793487.08000000 0.023703253696 Long DBT CORP US N 2 2052-03-09 Fixed 3.05000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449VAB2 686175.18000000 PA USD 608271.52000000 0.018170446020 Long ABS-MBS US N 2 2054-09-15 Fixed 1.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KXAB2 71107.95000000 PA USD 57248.32000000 0.001710136796 Long DBT USGA US N 2 2050-12-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810ST6 22737000.00000000 PA USD 13456573.77000000 0.401978293029 Long DBT UST US N 1 2040-11-15 Fixed 1.37500000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BV0 905000.00000000 PA USD 772472.41000000 0.023075497975 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0526A5 2923000.00000000 PA USD 2824691.27000000 0.084379916794 Long DBT USGA US N 2 2053-10-15 Fixed 5.50000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACZ6 600000.00000000 PA USD 582278.80000000 0.017393984686 Long DBT CORP US N 2 2028-03-15 Fixed 4.95000000 N N N N N N AMERICAN ASSETS TRUST, L.P. 549300V1TI0SMG9Z6U69 02401LAA2 1370000.00000000 PA USD 1025462.86000000 0.030632894901 Long DBT CORP US N 2 2031-02-01 Fixed 3.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMEM6 1513258.99000000 PA USD 1312962.82000000 0.039221168940 Long DBT USGA US N 2 2047-07-25 Fixed 2.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141EC23 330000.00000000 PA USD 324757.07000000 0.009701228178 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 1538000.00000000 PA USD 1272598.71000000 0.038015401684 Long DBT CORP US N 2 2032-04-15 Fixed 3.62500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAN2 1560000.00000000 PA USD 1543136.37000000 0.046096973458 Long DBT NUSS FR N 2 2027-01-18 Fixed 5.97500000 N N N N N N Government National Mortgage Association 2 N/A 3622AB4U3 756371.94000000 PA USD 702756.59000000 0.020992928756 Long DBT USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJ7B3 97970.11000000 PA USD 92548.66000000 0.002764637790 Long DBT USGA US N 2 2050-01-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DP6Z6 193142.75000000 PA USD 187056.38000000 0.005587797133 Long DBT USGA US N 2 2053-04-01 Fixed 5.50000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EC3 285000.00000000 PA USD 245989.51000000 0.007348263014 Long DBT CORP US N 2 2036-12-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B64V2 253660.31000000 PA USD 244491.10000000 0.007303502118 Long DBT USGA US N 2 2049-11-25 Floating 5.87943000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABR5 100000.00000000 PA USD 92056.47000000 0.002749934961 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 766648.52000000 0.022901525209 Long ABS-MBS US N 2 2048-10-10 Floating 4.61399040 N N N N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513CH6 588000.00000000 PA USD 571980.90000000 0.017086363123 Long DBT CORP US N 2 2034-08-24 Fixed 6.13600000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HJY7 1140000.00000000 PA USD 1116570.63000000 0.033354490048 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 634624.81000000 0.018957678395 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 245006.47000000 PA USD 217598.26000000 0.006500152164 Long DBT USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDJ9 6176147.55000000 PA USD 4909846.21000000 0.146668210814 Long DBT USGA US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMT62 142178.58000000 PA USD 111078.08000000 0.003318153473 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACEG1 292271.78000000 PA USD 285004.15000000 0.008513718549 Long DBT USGA US N 2 2053-02-20 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 1010000.00000000 PA USD 906019.05000000 0.027064838152 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N JAPANESE YEN N/A N/A 1.00000000 NC -1078190.20000000 -0.03220797979 N/A DFE JP N 2 JAPANESE YEN N/A 17232397.53000000 USD 2401276006.00000000 JPY 2023-10-20 -1078190.20000000 N N N SOTERA HEALTH HOLDINGS, LLC N/A 83600VAE1 1050000.00000000 PA USD 1039237.50000000 0.031044374552 Long LON US N 2 2026-12-11 Floating 8.19554040 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBH0 80000.00000000 PA USD 62319.44000000 0.001861622619 Long DBT CORP US N 2 2031-08-01 Fixed 2.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBQ60 82931.74000000 PA USD 66626.42000000 0.001990281853 Long DBT USGA US N 2 2051-06-01 Fixed 2.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDQ2 90000.00000000 PA USD 74242.84000000 0.002217801544 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N CLOUDERA, INC. N/A 74339VAB4 246349.49000000 PA USD 241422.50000000 0.007211836096 Long LON US N 2 2028-10-08 Floating 9.18105840 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAC5 295000.00000000 PA USD 276359.58000000 0.008255485692 Long DBT CORP US N 2 2027-01-15 Fixed 3.20000000 N N N N N N WESTERN MIDSTREAM OPERATING, LP L6D8A6MLSY454J2JXJ60 958667AA5 210000.00000000 PA USD 163597.16000000 0.004887017174 Long DBT CORP US N 2 2050-02-01 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ACK34 460441.40000000 PA USD 443521.65000000 0.013248994791 Long DBT USGA US N 2 2043-03-25 Floating 5.77942920 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DU8 200000.00000000 PA USD 186621.71000000 0.005574812557 Long DBT CORP US N 2 2030-04-15 Fixed 4.50000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BK4 90000.00000000 PA USD 82022.68000000 0.002450202960 Long DBT CORP US N 2 2036-05-15 Fixed 4.50000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JBB3 44000.00000000 PA USD 34418.26000000 0.001028151269 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 29572.37000000 0.000883393575 N/A DFE US N 2 U.S. DOLLARS N/A 462366.48000000 GBP 593906.04000000 USD 2023-10-20 29572.37000000 N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676AN5 300000.00000000 PA USD 189742.84000000 0.005668047769 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 3858.33000000 PA USD 3953.38000000 0.000118096401 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 29669.75000000 PA USD 27450.75000000 0.000820015987 Long DBT USGA US N 2 2050-03-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJMA7 1058675.30000000 PA USD 816332.84000000 0.024385708217 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 285517.33000000 PA USD 243991.80000000 0.007288586898 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 1066593.77000000 0.031861568208 Long DBT NUSS NL N 2 2033-04-06 Fixed 3.75800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYM6 916245.39000000 PA USD 775761.20000000 0.023173741570 Long DBT USGA US N 2 2046-08-01 Fixed 3.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAR0 146000.00000000 PA USD 131916.08000000 0.003940631662 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBG9 181000.00000000 PA USD 130429.39000000 0.003896220869 Long DBT CORP US N 2 2055-05-15 Fixed 4.37500000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FX6 180000.00000000 PA USD 158020.53000000 0.004720430623 Long DBT CORP US N 2 2030-04-01 Fixed 3.35000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AP4 510000.00000000 PA USD 505550.46000000 0.015101935635 Long DBT NUSS GB N 2 2024-03-14 Fixed 4.25000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8Q8 570000.00000000 PA USD 539481.75000000 0.016115540009 Long DBT CORP US N 2 2053-05-15 Fixed 5.60000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64829JAA1 472119.60000000 PA USD 435631.27000000 0.013013291295 Long ABS-MBS US N 2 2057-02-25 Floating 3.99999960 N N N N N N Government National Mortgage Association N/A 38383CNR7 642007.09000000 PA USD 115242.01000000 0.003442539479 Long DBT USGA US N 2 2051-10-20 Fixed 3.00000000 N N N N N N PRIME MORTGAGE TRUST N/A 74160MDK5 6195.72000000 PA USD 5820.12000000 0.000173860147 Long ABS-MBS US N 2 2034-02-25 Fixed 6.00000000 N N N N N N COMM MORTGAGE TRUST N/A 12591YBD6 285000.00000000 PA USD 277570.56000000 0.008291660404 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 4519.79000000 PA USD 4631.40000000 0.000138350392 Long DBT USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYUU1 441265.11000000 PA USD 357138.08000000 0.010668522183 Long DBT USGA US N 2 2041-01-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797HJ9 8580000.00000000 PA USD 8534729.78000000 0.254951681391 Long DBT UST US N 2 2023-11-07 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKDE5 479636.79000000 PA USD 399196.25000000 0.011924894843 Long DBT USGA US N 2 2041-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQB70 490178.28000000 PA USD 474828.42000000 0.014184198817 Long DBT USGA US N 2 2053-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BTCA6 190385.76000000 PA USD 179918.30000000 0.005374566539 Long DBT USGA US N 2 2052-12-01 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBN5 130000.00000000 PA USD 80714.41000000 0.002411121977 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 879334.90000000 0.026267722240 Long ABS-MBS US N 2 2052-11-15 Floating 4.11099840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AWWM2 274306.10000000 PA USD 209289.65000000 0.006251955192 Long DBT USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DVA7 1353656.69000000 PA USD 1036280.96000000 0.030956056015 Long DBT USGA US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYV71 1476518.06000000 PA USD 1174610.04000000 0.035088258491 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 169761.34000000 0.005071155172 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 9977.24000000 PA USD 10224.85000000 0.000305439394 Long DBT USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N UNIVERSAL HEALTH SERVICES, INC. 549300YGMGQDO0NMJD09 913903AZ3 685000.00000000 PA USD 603801.56000000 0.018036918205 Long DBT CORP US N 2 2026-09-01 Fixed 1.65000000 N N N N N N FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST N/A 35105JAB4 31168.75000000 PA USD 31100.95000000 0.000929055717 Long ABS-MBS US Y 2 2025-09-15 Fixed 1.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6Q38 1866962.47000000 PA USD 1655145.91000000 0.049442951748 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 647396.70000000 0.019339203635 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 4166798.73000000 PA USD 4079344.29000000 0.121859240130 Long ABS-MBS US N 2 2036-07-25 Floating 5.72420160 N N N N N N NISSAN AUTO LEASE TRUST N/A 65473FAD9 685000.00000000 PA USD 683844.54000000 0.020427983050 Long ABS-MBS US N 2 2026-07-15 Fixed 5.69000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QGGP6 3951425.98000000 PA USD 3205625.54000000 0.095759284992 Long DBT USGA US N 2 2040-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AYBT6 165868.26000000 PA USD 131895.64000000 0.003940021073 Long DBT USGA US N 2 2051-12-01 Fixed 2.50000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST N/A 44935VAE9 437000.00000000 PA USD 436683.92000000 0.013044736331 Long ABS-MBS US Y 2 2027-09-15 Fixed 5.84000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128HXTR6 230170.16000000 PA USD 202974.30000000 0.006063301404 Long DBT USGA US N 2 2042-08-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179UGE6 170220.88000000 PA USD 163942.77000000 0.004897341326 Long DBT USGA US N 2 2048-11-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JBDV2 149356.02000000 PA USD 136935.84000000 0.004090583246 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 402938.07000000 PA USD 359132.34000000 0.010728095239 Long ABS-MBS US Y 2 2062-04-20 Fixed 1.36000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7DU5 21702.84000000 PA USD 19141.00000000 0.000571784960 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 175868.32000000 PA USD 153769.29000000 0.004593436469 Long ABS-MBS US Y 2 2055-11-25 Floating 1.02700080 N N N N N N Government National Mortgage Association 2 N/A 3622AB6B3 565918.67000000 PA USD 523366.36000000 0.015634136862 Long DBT USGA US N 2 2052-08-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNNW9 1011946.04000000 PA USD 956814.08000000 0.028582200580 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 394698.19000000 0.011790527617 Long DBT CORP US N 2 2047-02-15 Fixed 4.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BTEH0 1877409.03000000 PA USD 1365652.49000000 0.040795128550 Long DBT USGA US N 2 2053-04-15 Fixed 3.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCTE8 317971.32000000 PA USD 264475.14000000 0.007900470591 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 1359178.47000000 0.040601734931 Long DBT CORP US N 2 2024-10-21 Fixed 0.92500000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBK0 152000.00000000 PA USD 142245.68000000 0.004249200176 Long DBT CORP US N 2 2033-05-17 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBT2 400000.00000000 PA USD 359483.76000000 0.010738592949 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 1047883.75000000 0.031302657594 Long DBT CORP DE N 2 2023-11-22 Fixed 0.87500000 N N N N N N OBX TRUST N/A 67114JAC4 1057907.34000000 PA USD 775207.31000000 0.023157195623 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 341017.14000000 0.010186953244 Long DBT NUSS ES N 2 2027-09-14 Fixed 1.72200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMAF1 1608084.62000000 PA USD 1291252.01000000 0.038572617942 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 391145.12000000 0.011684389381 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 414719.58000000 0.012388611819 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 1430816.22000000 0.042741716545 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142DP5 60000.00000000 PA USD 59229.45000000 0.001769317629 Long DBT CORP US N 2 2024-04-22 Fixed 3.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJYH0 182418.20000000 PA USD 180762.88000000 0.005399796054 Long DBT USGA US N 2 2053-01-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A65Y6 116131.32000000 PA USD 6151.36000000 0.000183755035 Long DBT USGA US N 2 2042-03-25 Floating 1.22056920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0206A2 30150000.00000000 PA USD 22930488.13000000 0.684985541965 Long DBT USGA US N 2 2053-10-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L1UL7 75647.45000000 PA USD 58561.70000000 0.001749370427 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BAQX3 36248.01000000 PA USD 2616.37000000 0.000078156889 Long DBT USGA US N 2 2044-05-15 Floating 0.57224160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KRJH8 55816.47000000 PA USD 54767.01000000 0.001636014454 Long DBT USGA US N 2 2036-04-01 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGF0 631000.00000000 PA USD 585971.96000000 0.017504307728 Long DBT CORP US N 2 2028-01-20 Fixed 3.82400000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449HAB3 735055.33000000 PA USD 739625.98000000 0.022094300822 Long ABS-MBS US Y 2 2056-10-16 Floating 7.11327960 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 413875AS4 80000.00000000 PA USD 72763.68000000 0.002173615690 Long DBT CORP US N 2 2035-04-27 Fixed 4.85400000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDB2 980000.00000000 PA USD 954032.86000000 0.028499119249 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 2141488.05000000 PA USD 1741494.06000000 0.052022366281 Long DBT USGA US N 2 2051-06-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QC6R2 40841.00000000 PA USD 38035.75000000 0.001136213877 Long DBT USGA US N 2 2050-03-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FPPA7 554485.46000000 PA USD 480920.65000000 0.014366187506 Long DBT USGA US N 2 2049-11-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402QYY1 27928.44000000 PA USD 27803.38000000 0.000830549843 Long DBT USGA US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPXU7 1433927.79000000 PA USD 1225727.67000000 0.036615257711 Long DBT USGA US N 2 2043-04-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SP4 2500000.00000000 PA USD 1219921.88000000 0.036441825633 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 001192AH6 700000.00000000 PA USD 655887.76000000 0.019592850802 Long DBT CORP US N 2 2041-03-15 Fixed 5.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HELK6 430043.31000000 PA USD 388453.47000000 0.011603983707 Long DBT USGA US N 2 2048-02-01 Fixed 4.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MS7 250000.00000000 PA USD 199351.90000000 0.005955092124 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCC7 890000.00000000 PA USD 806150.94000000 0.024081551836 Long DBT CORP US N 2 2026-03-25 Fixed 1.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9KX1 92881.07000000 PA USD 74528.04000000 0.002226321113 Long DBT USGA US N 2 2042-08-01 Fixed 2.00000000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DH7 161000.00000000 PA USD 154138.83000000 0.004604475465 Long DBT CORP US N 2 2026-04-01 Fixed 3.90000000 N N N N N N PRKCM TRUST N/A 69377CAA1 1629878.92000000 PA USD 1500200.37000000 0.044814378031 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 1013881.49000000 0.030286933186 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N Government National Mortgage Association N/A 36230LNR6 127206.06000000 PA USD 108787.18000000 0.003249719108 Long DBT USGA US N 2 2046-04-15 Fixed 3.00000000 N N N N N N COLUMBIA PIPELINES OPERATING COMPANY LLC N/A 19828TAB2 940000.00000000 PA USD 917538.51000000 0.027408950476 Long DBT CORP US N 2 2033-11-15 Fixed 6.03600000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KA8 1005000.00000000 PA USD 943542.61000000 0.028185751756 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXDJ8 149970.83000000 PA USD 137756.68000000 0.004115103593 Long DBT USGA US N 2 2056-02-01 Fixed 4.00000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CK3 240000.00000000 PA USD 198933.28000000 0.005942586997 Long DBT CORP US N 2 2032-03-15 Fixed 3.62500000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CA5 840000.00000000 PA USD 710661.43000000 0.021229064205 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJE90 129673.11000000 PA USD 100198.84000000 0.002993165968 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPWC8 388682.58000000 PA USD 357513.91000000 0.010679749075 Long DBT USGA US N 2 2052-10-01 Fixed 4.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFF6 140000.00000000 PA USD 128449.95000000 0.003837090519 Long DBT CORP US N 2 2027-03-22 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38383CRU6 1718358.20000000 PA USD 1391441.93000000 0.041565517451 Long DBT USGA US N 2 2051-10-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QRC6 895720.14000000 PA USD 897882.53000000 0.026821781897 Long DBT USGA US N 2 2048-04-01 Floating 5.42700000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63939NAC7 186624.67000000 PA USD 187661.89000000 0.005605885086 Long ABS-MBS US N 2 2045-12-15 Floating 7.59668040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31423XQB0 1824882.70000000 PA USD 292540.85000000 0.008738856824 Long DBT USGA US N 2 2048-12-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H6SL0 626731.08000000 PA USD 553589.37000000 0.016536966526 Long DBT USGA US N 2 2049-07-25 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RH3 280000.00000000 PA USD 213937.50000000 0.006390796984 Long DBT UST US N 2 2044-08-15 Fixed 3.12500000 N N N N N N Government National Mortgage Association N/A 38380HEJ7 1298813.05000000 PA USD 1129311.19000000 0.033735079390 Long DBT USGA US N 2 2047-09-20 Fixed 3.00000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CR8 1052000.00000000 PA USD 947354.20000000 0.028299612569 Long DBT CORP US N 2 2053-06-01 Fixed 5.90000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBF9 304000.00000000 PA USD 276259.75000000 0.008252503544 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 146559.62000000 0.004378067320 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 225404.26000000 0.006733335039 Long DBT CORP US N 2 2037-11-15 Fixed 6.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQAY2 385065.71000000 PA USD 373448.44000000 0.011155749525 Long DBT USGA US N 2 2053-03-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNHH9 380654.87000000 PA USD 340015.96000000 0.010157045733 Long DBT USGA US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXLJ9 595550.66000000 PA USD 558557.82000000 0.016685385364 Long DBT USGA US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYM52 959109.84000000 PA USD 736004.97000000 0.021986133064 Long DBT USGA US N 2 2051-03-25 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H2VD3 610592.41000000 PA USD 500081.23000000 0.014938557365 Long DBT USGA US N 2 2051-09-25 Fixed 2.00000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BF8 470000.00000000 PA USD 385708.41000000 0.011521982557 Long DBT NUSS NL N 2 2045-05-11 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSE6 1275286.10000000 PA USD 1158570.09000000 0.034609108907 Long DBT USGA US N 2 2048-11-01 Fixed 4.00000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST N/A 891940AD0 513000.00000000 PA USD 499143.56000000 0.014910547042 Long ABS-MBS US N 2 2028-08-15 Fixed 4.42000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAR0 195000.00000000 PA USD 176189.29000000 0.005263172576 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBP38 1716627.54000000 PA USD 1571920.90000000 0.046956832471 Long DBT USGA US N 2 2045-11-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395QDZ0 855647.58000000 PA USD 768842.95000000 0.022967077796 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 636649.85000000 0.019018170920 Long DBT NUSS KE N 2 2034-01-23 Fixed 6.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMB8 4146246.02000000 PA USD 3334873.19000000 0.099620204615 Long DBT USGA US N 2 2052-04-01 Fixed 2.50000000 N N N N N N AMERICAN HOME MORTGAGE INVESTMENT TRUST N/A 02660TJB0 1913812.41000000 PA USD 1602884.69000000 0.047881790909 Long ABS-MBS US N 2 2046-03-25 Floating 5.83419960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EKLG8 31107.81000000 PA USD 27577.47000000 0.000823801400 Long DBT USGA US N 2 2042-12-01 Fixed 3.50000000 N N N N N N PERATON CORP N/A 71360HAB3 892733.97000000 PA USD 889948.64000000 0.026584778659 Long LON US N 2 2028-02-01 Floating 9.18105840 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63940FAC1 1013366.16000000 PA USD 1016601.64000000 0.030368190218 Long ABS-MBS US N 2 2065-06-25 Floating 6.92943120 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBM6 795000.00000000 PA USD 723022.94000000 0.021598330467 Long DBT CORP US N 2 2053-05-17 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFNS6 1438553.07000000 PA USD 1202564.71000000 0.035923327709 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3ZD2 280643.67000000 PA USD 215769.18000000 0.006445513408 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 224455.35000000 0.006704988951 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EDM9 1725075.69000000 PA USD 1417757.44000000 0.042351621252 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 38520.19000000 0.001150685195 Long DBT CORP US N 2 2046-04-01 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133USHW4 1079944.28000000 PA USD 890195.54000000 0.026592154120 Long DBT USGA US N 2 2046-06-01 Fixed 2.50000000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KRF8 1220000.00000000 PA USD 1226135.99000000 0.036627455153 Long DBT USGA US Y 2 2042-02-25 Floating 7.71495120 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582CH3 840000.00000000 PA USD 557756.08000000 0.016661435577 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 531977.39000000 PA USD 527176.29000000 0.015747948088 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 757579.40000000 0.022630610083 Long ABS-MBS US N 2 2027-05-15 Fixed 3.39000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CJ7 298000.00000000 PA USD 279450.10000000 0.008347806514 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CF9 199000.00000000 PA USD 125990.50000000 0.003763621185 Long DBT CORP US N 2 2062-03-17 Fixed 3.04100000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EE6 218000.00000000 PA USD 145741.04000000 0.004353614485 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 82926.57000000 PA USD 73987.31000000 0.002210168285 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 1092463.06000000 0.032634342408 Long ABS-MBS US Y 2 2025-11-20 Fixed 3.28000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 2350000.00000000 PA USD 1740287.28000000 0.051986317033 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36270GAA9 995000.00000000 PA USD 950873.54000000 0.028404743215 Long ABS-MBS US Y 2 2038-09-10 Floating 4.46640840 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAD7 410000.00000000 PA USD 323044.74000000 0.009650077008 Long DBT NUSS MA N 2 2031-06-23 Fixed 3.75000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QL2S4 358182.11000000 PA USD 296884.05000000 0.008868598031 Long DBT USGA US N 2 2051-09-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSQF1 1272768.40000000 PA USD 1258169.17000000 0.037584358689 Long DBT USGA US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136APB68 196059.15000000 PA USD 7690.18000000 0.000229723069 Long DBT USGA US N 2 2055-08-25 Floating 0.30917520 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J9C63 439350.44000000 PA USD 389889.33000000 0.011646876093 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 507005.35000000 PA USD 370282.08000000 0.011061163190 Long DBT USGA US N 2 2063-06-16 Fixed 1.34000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AP4 223000.00000000 PA USD 189116.22000000 0.005649329212 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 116147.19000000 0.003469579253 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TN8 435000.00000000 PA USD 359758.59000000 0.010746802743 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAB9 635000.00000000 PA USD 594247.68000000 0.017751522202 Long DBT NUSS GB N 2 2026-07-26 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36200JU99 2013.68000000 PA USD 2096.25000000 0.000062619728 Long DBT USGA US N 2 2033-03-15 Fixed 6.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHY0 5480000.00000000 PA USD 5453028.10000000 0.162894282374 Long SN UST US N 2 2026-09-15 Fixed 4.62500000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CK4 420000.00000000 PA USD 398154.15000000 0.011893764959 Long DBT CORP US N 2 2063-02-10 Fixed 5.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGDU0 261810.51000000 PA USD 201652.47000000 0.006023815353 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MDS74 188966.48000000 PA USD 162716.68000000 0.004860715245 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 9269.86000000 PA USD 8701.65000000 0.000259937965 Long ABS-MBS US N 2 2033-12-25 Floating 5.32374120 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGQ7 909000.00000000 PA USD 729108.93000000 0.021780132753 Long DBT CORP US N 2 2045-11-17 Fixed 4.90000000 N N N N N N Government National Mortgage Association N/A 38375BLC4 221717.90000000 PA USD 220729.55000000 0.006593690879 Long DBT USGA US N 2 2061-03-20 Floating 5.91162120 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 850000.00000000 PA USD 631379.47000000 0.018860732749 Long DBT CORP US N 2 2032-04-28 Fixed 1.92800000 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AJ2 410000.00000000 PA USD 378719.68000000 0.011313213385 Long DBT CORP US N 2 2027-03-27 Fixed 2.75000000 N N N N N N NORWEIGAN KRONE N/A N/A 1.00000000 NC 126779.59000000 0.003787193088 N/A DFE NO N 2 NORWEIGAN KRONE N/A 4034330.64000000 EUR 46789881.93000000 NOK 2023-10-20 126779.59000000 N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687DZ6 65000.00000000 PA USD 67530.10000000 0.002017276818 Long DBT CORP US N 2 2034-12-15 Fixed 6.20000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 17327CAQ6 3160000.00000000 PA USD 2498096.32000000 0.074623786983 Long DBT CORP US N 2 2033-01-25 Fixed 3.05700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAH96 568551.59000000 PA USD 434847.39000000 0.012989875026 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BV1 259000.00000000 PA USD 169696.04000000 0.005069204513 Long DBT CORP US N 2 2041-08-12 Fixed 2.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DHY1 702255.70000000 PA USD 573765.93000000 0.017139686006 Long DBT USGA US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHJL2 1194229.05000000 PA USD 1072536.35000000 0.032039086512 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 93160.47000000 PA USD 79829.38000000 0.002384684129 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 514085.16000000 0.015356886427 Long DBT USGA US N 2 2026-05-01 Fixed 3.02000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHD61 87510.72000000 PA USD 69746.87000000 0.002083496752 Long DBT USGA US N 2 2051-03-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRK51 183038.08000000 PA USD 189276.81000000 0.005654126399 Long DBT USGA US N 2 2053-02-01 Fixed 6.50000000 N N N N N N United States of America N/A N/A 603.00000000 NC USD 71568562.50000000 2.137914827359 N/A DIR US N 1 US ULTRA BOND CBT DEC23 N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Dec 2023 2023-12-22 76430073.13000000 USD -4861510.63000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCZ68 489409.21000000 PA USD 393334.54000000 0.011749792308 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 3897497.78000000 0.116427073597 Long DBT CORP DE N 2 2028-12-15 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31334WKY6 275353.06000000 PA USD 255967.40000000 0.007646325155 Long DBT USGA US N 2 2049-06-01 Fixed 4.50000000 N N N N N N N/A N/A N/A -96.00000000 NC USD -87000.00000000 -0.00259888676 N/A DIR US N 1 US BOND FUTR OPTN Nov23C 116 N/A Call Written N/A Call Option 116 Oct 2023 on US Long Bond (CBT) Dec 2023 -96000.00000000 116.00000000 USD 2023-10-30 XXXX -4666.08000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0226A8 4700000.00000000 PA USD 3730066.26000000 0.111425515418 Long DBT USGA US N 2 2053-10-15 Fixed 2.50000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DF3 338000.00000000 PA USD 311619.47000000 0.009308778353 Long DBT CORP US N 2 2034-05-01 Fixed 5.04300000 N N N N N N BANQUE CANADIENNE IMPERIALE DE COMMERCE 2IGI19DL77OX0HC3ZE78 13607LWW9 880000.00000000 PA USD 874159.85000000 0.026113131792 Long DBT NUSS CA N 2 2033-10-03 Fixed 6.09200000 N N N N N N Chile Electricity Lux MPC S.a r.l. N/A 168829AA7 885000.00000000 PA USD 880575.00000000 0.026304766832 Long DBT NUSS CL N 2 2033-01-20 Fixed 6.01000000 N N N N N N CI Financial Corp. 549300M9W7JJQSVCEM78 125491AP5 1020000.00000000 PA USD 590381.95000000 0.017636044104 Long DBT NUSS CA N 2 2051-06-15 Fixed 4.10000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 855.91000000 0.000025567967 N/A DFE US N 2 U.S. DOLLARS N/A 759545552.00000000 IDR 49943.82000000 USD 2023-10-20 855.91000000 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CP2 290000.00000000 PA USD 231441.82000000 0.006913690611 Long DBT CORP US N 2 2030-05-01 Fixed 2.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B2YM8 216912.61000000 PA USD 205309.87000000 0.006133070162 Long DBT USGA US N 2 2047-01-25 Fixed 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFD2 298000.00000000 PA USD 286692.32000000 0.008564148005 Long DBT CORP US N 2 2029-04-20 Fixed 5.16400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM5J0 174960.77000000 PA USD 140588.78000000 0.004199704826 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BS1 468000.00000000 PA USD 308914.17000000 0.009227964924 Long DBT CORP US N 2 2040-10-01 Fixed 2.60000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 925650AE3 552000.00000000 PA USD 457108.36000000 0.013654860547 Long DBT CORP US N 2 2052-05-15 Fixed 5.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B22V3 416857.12000000 PA USD 351870.72000000 0.010511174226 Long DBT USGA US N 2 2048-09-25 Fixed 3.00000000 N N N N N N CANADIAN DOLLAR N/A N/A 1.00000000 NC -352311.42000000 -0.01052433893 N/A DFE CA N 2 CANADIAN DOLLAR N/A 18208646.69000000 USD 24131914.00000000 CAD 2023-10-20 -352311.42000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HF4E6 61734.60000000 PA USD 49683.15000000 0.001484148058 Long DBT USGA US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8KC0 1285522.08000000 PA USD 1043535.74000000 0.031172772702 Long DBT USGA US N 2 2040-11-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397EWH4 31253.92000000 PA USD 2268.51000000 0.000067765524 Long DBT USGA US N 2 2037-02-15 Floating 1.00224000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BZ6 155000.00000000 PA USD 98018.71000000 0.002928040555 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38382NLJ4 645202.36000000 PA USD 609591.32000000 0.018209871431 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 277085.88000000 0.008277181916 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 48479.16000000 0.001448182153 Long DBT CORP US N 2 2026-04-15 Fixed 5.37500000 N N N N N N MAGNETITE CLO, LIMITED N/A 55951PBA4 637731.20000000 PA USD 635539.96000000 0.018985015995 Long ABS-CBDO CORP KY N 2 2028-01-15 Floating 6.36957000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M9TH0 379258.80000000 PA USD 338108.54000000 0.010100066784 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 15979.89000000 PA USD 15826.75000000 0.000472780817 Long DBT USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N N/A N/A 783965593 157227811.36000000 NS USD 157227811.36000000 4.696750324974 Long STIV RF US N 2 N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BK5 191000.00000000 PA USD 168598.73000000 0.005036425382 Long DBT CORP US N 2 2041-11-15 Fixed 5.15000000 N N N N N N KENVUE INC. 5493008HSF8L4M2LIJ82 49177JAJ1 560000.00000000 PA USD 535191.75000000 0.015987388007 Long DBT CORP US N 2 2033-03-22 Fixed 4.90000000 N N N N N N Tencent Holdings Limited 254900N4SLUMW4XUYY11 88032WBB1 680000.00000000 PA USD 469827.02000000 0.014034795687 Long DBT NUSS CN N 2 2041-04-22 Fixed 3.68000000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862121AD2 180000.00000000 PA USD 122846.07000000 0.003669689949 Long DBT CORP US N 2 2031-12-01 Fixed 2.70000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGH8 9000.00000000 PA USD 8589.02000000 0.000256573453 Long SN UST US N 2 2028-01-31 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLJA6 179697.71000000 PA USD 139512.29000000 0.004167547635 Long DBT USGA US N 2 2046-03-01 Fixed 2.00000000 N N N N N N CONSTELLATION ENERGY GENERATION, LLC S2PEWKCZFFECR4533P43 210385AB6 935000.00000000 PA USD 928649.09000000 0.027740848629 Long DBT CORP US N 2 2028-03-01 Fixed 5.60000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GBY4 1955000.00000000 PA USD 1834382.78000000 0.054797162433 Long DBT CORP US N 2 2026-12-18 Fixed 3.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQK47 1419772.58000000 PA USD 1176277.44000000 0.035138067500 Long DBT USGA US N 2 2052-05-01 Fixed 3.00000000 N N N N N N FARMERS EXCHANGE CAPITAL N/A 309588AE1 1021000.00000000 PA USD 952992.07000000 0.028468028497 Long DBT CORP US Y 2 2048-07-15 Fixed 7.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9Y82 291092.59000000 PA USD 259247.74000000 0.007744316330 Long DBT USGA US N 2 2040-03-01 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 420000.00000000 PA USD 361818.96000000 0.010808350655 Long DBT CORP US N 2 2031-04-01 Fixed 3.62200000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BB3 3118000.00000000 PA USD 3600711.89000000 0.107561407827 Long DBT NUSS CH N 2 2033-11-15 Fixed 9.01600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335B5H5 2654713.59000000 PA USD 2336080.77000000 0.069784016076 Long DBT USGA US N 2 2048-11-01 Fixed 3.50000000 N N N N N N N/A N/A 013Q24DP9 -118.00000000 NC USD -39087.50000000 -0.00116763202 N/A DIR US N 1 3 Month SOFR Opt Sep24C 96.88 N/A Call Written N/A Call Option 96.875 Sep 2024 on CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Sep 2024 -295000.00000000 96.87500000 USD 2024-09-16 XXXX 12377.20000000 N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AQ1 220000.00000000 PA USD 203565.65000000 0.006080966366 Long DBT CORP AU N 2 2027-10-27 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0224A0 2546211.00000000 PA USD 2243450.60000000 0.067016943398 Long DBT USGA US N 2 2038-10-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 21H0526A1 7775000.00000000 PA USD 7544787.07000000 0.225379853706 Long DBT USGA US N 2 2053-10-15 Fixed 5.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEX6 311000.00000000 PA USD 277639.74000000 0.008293726967 Long DBT CORP US N 2 2063-04-15 Fixed 5.20000000 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST 549300CKCX1QE4RUW216 254683CW3 1377000.00000000 PA USD 1329128.60000000 0.039704077351 Long ABS-MBS US N 2 2027-07-15 Fixed 3.56000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WUH30 21036.20000000 PA USD 19260.16000000 0.000575344539 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQX50 9935.94000000 PA USD 9127.19000000 0.000272649808 Long DBT USGA US N 2 2052-10-01 Fixed 4.50000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 92564RAH8 375000.00000000 PA USD 352295.56000000 0.010523865158 Long DBT CORP US N 2 2026-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179UKZ4 162444.44000000 PA USD 155966.36000000 0.004659067919 Long DBT USGA US N 2 2049-01-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKUJ7 1319851.66000000 PA USD 1065120.94000000 0.031817571444 Long DBT USGA US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LHCW8 200000.00000000 PA USD 177945.41000000 0.005315631853 Long DBT USGA US N 2 2032-08-01 Fixed 3.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6L74 657012.58000000 PA USD 600443.57000000 0.017936607449 Long DBT USGA US N 2 2044-04-01 Fixed 4.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAP4 640000.00000000 PA USD 520862.64000000 0.015559345083 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 812399.52000000 PA USD 711841.15000000 0.021264305110 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 6310.85000000 PA USD 6353.88000000 0.000189804766 Long DBT USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 20753MAE8 800000.00000000 PA USD 835965.60000000 0.024972183162 Long ABS-MBS US N 2 2031-09-25 Floating 9.52943040 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 42307TAG3 10000.00000000 PA USD 10560.52000000 0.000315466616 Long DBT CORP US N 2 2032-03-15 Fixed 6.75000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CF5 320000.00000000 PA USD 314009.29000000 0.009380167682 Long DBT CORP US N 2 2030-02-10 Fixed 5.12500000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NBL4 197000.00000000 PA USD 179200.14000000 0.005353113475 Long DBT CORP US N 2 2053-03-15 Fixed 5.60000000 N N N N N N PHH ALTERNATIVE MORTGAGE TRUST N/A 69337MAC4 2567768.78000000 PA USD 2421095.00000000 0.072323583402 Long ABS-MBS US N 2 2037-07-25 Floating 6.03420120 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHP9 8298000.00000000 PA USD 7721559.71000000 0.230660452267 Long DBT USGA US N 2 2033-07-15 Fixed 1.37500000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDL3 110000.00000000 PA USD 87821.21000000 0.002623418166 Long DBT CORP US N 2 2048-06-15 Fixed 4.25000000 N N N N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 63111XAJ0 1080000.00000000 PA USD 1030808.72000000 0.030792587830 Long DBT CORP US N 2 2034-02-15 Fixed 5.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLZA9 595895.00000000 PA USD 509487.17000000 0.015219534066 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGRE1 75695.06000000 PA USD 59138.36000000 0.001766596565 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHWE8 56298.53000000 PA USD 47602.02000000 0.001421979998 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 47882.81000000 PA USD 189.58000000 0.000005663183 Long DBT USGA US N 2 2048-02-16 Floating 0.14832000 N N N N N N BLP COMMERCIAL MORTGAGE TRUST N/A 055531AA5 450000.00000000 PA USD 447746.58000000 0.013375203005 Long ABS-MBS US Y 2 2040-03-15 Floating 7.02420120 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FNJ3 10223.06000000 PA USD 9204.75000000 0.000274966700 Long ABS-MBS US N 2 2034-06-25 Floating 4.51608480 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBD4 46000.00000000 PA USD 44811.08000000 0.001338608308 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 85934.23000000 PA USD 83499.22000000 0.002494310550 Long ABS-MBS US N 2 2033-10-25 Floating 5.56134120 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133JLYK9 95624.19000000 PA USD 73694.73000000 0.002201428259 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMG75 518426.99000000 PA USD 443257.92000000 0.013241116579 Long DBT USGA US N 2 2048-08-01 Fixed 3.00000000 N N N N N N MFA TRUST N/A 55283QAA2 492107.53000000 PA USD 423002.30000000 0.012636035398 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 239043.51000000 0.007140770284 Long DBT CORP US N 2 2046-08-15 Fixed 4.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCUU0 3048928.89000000 PA USD 2471317.30000000 0.073823837090 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 329.76000000 PA USD 326.60000000 0.000009756280 Long DBT USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DQZ8 1253897.01000000 PA USD 1019429.69000000 0.030452670468 Long DBT USGA US N 2 2040-07-01 Fixed 2.00000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830CA5 1078000.00000000 PA USD 1020512.99000000 0.030485031089 Long DBT CORP US N 2 2034-02-15 Fixed 4.75000000 N N N N N N CIFC FUNDING LTD N/A 12567HAC6 3500000.00000000 PA USD 3480085.00000000 0.103958009803 Long ABS-CBDO CORP KY Y 2 2035-01-23 Floating 6.73718040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K5T93 1773.80000000 PA USD 1673.84000000 0.000050001386 Long DBT USGA US N 2 2035-05-01 Fixed 4.50000000 N N N N N N KENVUE INC. 5493008HSF8L4M2LIJ82 49177JAE2 601000.00000000 PA USD 593042.96000000 0.017715534491 Long DBT CORP US N 2 2028-03-22 Fixed 5.05000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08163PBG4 935000.00000000 PA USD 788293.17000000 0.023548099858 Long ABS-MBS US N 2 2055-03-15 Fixed 3.45820000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31384LWG5 7257.76000000 PA USD 7213.41000000 0.000215480871 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 2267362.81000000 0.067731255193 Long ABS-MBS US N 2 2056-08-10 Fixed 2.86870000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CF9 260000.00000000 PA USD 219109.35000000 0.006545291840 Long DBT CORP US N 2 2037-03-03 Fixed 3.62500000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 144141DB1 400000.00000000 PA USD 310081.54000000 0.009262836906 Long DBT CORP US N 2 2042-05-15 Fixed 4.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0426A6 1100000.00000000 PA USD 1009937.50000000 0.030169117284 Long DBT USGA US N 2 2053-10-15 Fixed 4.50000000 N N N N N N COMM MORTGAGE TRUST N/A 12591QAQ5 729000.00000000 PA USD 711644.77000000 0.021258438795 Long ABS-MBS US N 2 2047-08-10 Fixed 3.42000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 410000.00000000 PA USD 265209.53000000 0.007922408481 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H5BJ5 352513.98000000 PA USD 298940.67000000 0.008930033922 Long DBT USGA US N 2 2048-05-25 Fixed 2.50000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XBT2 110000.00000000 PA USD 103546.31000000 0.003093162468 Long DBT CORP US N 2 2027-01-17 Fixed 4.35000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABF7 1115000.00000000 PA USD 1112959.57000000 0.033246619518 Long DBT NUSS DK N 2 2026-01-09 Fixed 6.46600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X83X3 161702.10000000 PA USD 130073.50000000 0.003885589630 Long DBT USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513CG8 1020000.00000000 PA USD 1016640.64000000 0.030369355236 Long DBT CORP US N 2 2026-08-24 Fixed 5.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JAJ25 46917.03000000 PA USD 44691.32000000 0.001335030806 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 103799.31000000 PA USD 94838.36000000 0.002833036307 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 37762.83000000 0.001128061139 Long DBT CORP US N 2 2028-12-06 Fixed 3.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H77M9 1106379.92000000 PA USD 1013184.34000000 0.030266107738 Long DBT USGA US N 2 2050-09-25 Fixed 3.50000000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BR5 800000.00000000 PA USD 776090.94000000 0.023183591650 Long DBT CORP US N 2 2029-06-12 Fixed 5.58200000 N N N N N N MACQUARIE GROUP LIMITED. ACMHD8HWFMFUIQQ8Y590 55608JBE7 330000.00000000 PA USD 281106.02000000 0.008397272590 Long DBT NUSS AU N 2 2033-06-21 Fixed 4.44200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MAWL4 90015.61000000 PA USD 85380.92000000 0.002550521185 Long DBT USGA US N 2 2052-06-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBYR1 949444.86000000 PA USD 926994.84000000 0.027691432440 Long DBT USGA US N 2 2050-03-01 Floating 3.02699880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQA37 565873.79000000 PA USD 478458.63000000 0.014292641400 Long DBT USGA US N 2 2049-10-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36208YC49 8859.94000000 PA USD 8775.47000000 0.000262143136 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 433476.25000000 0.012948915973 Long DBT NUSS MO N 2 2028-08-26 Fixed 5.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPAQ0 271901.49000000 PA USD 244044.97000000 0.007290175206 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 602577.32000000 PA USD 576203.35000000 0.017212497254 Long ABS-MBS US Y 2 2029-02-26 Fixed 0.76000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEH1 572000.00000000 PA USD 535316.92000000 0.015991127118 Long DBT CORP US N 2 2029-05-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BXR20 4529945.65000000 PA USD 78134.31000000 0.002334048554 Long DBT USGA US N 2 2027-03-25 Floating 0.73449000 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAR8 1600000.00000000 PA USD 1425109.12000000 0.042571232561 Long DBT CORP US N 2 2029-07-15 Fixed 4.95000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DD8 414000.00000000 PA USD 402568.86000000 0.012025642331 Long DBT CORP US N 2 2030-09-07 Fixed 5.50000000 N N N N N N N/A N/A N/A 96.00000000 NC USD 123000.00000000 0.003674288187 N/A DIR US N 1 US BOND FUTR OPTN Nov23C 115 N/A Call Purchased N/A Call Option 115 Oct 2023 on US Long Bond (CBT) Dec 2023 96000.00000000 115.00000000 USD 2023-10-30 XXXX 6833.92000000 N N N Government National Mortgage Association 2 N/A 36179TAM7 797477.62000000 PA USD 751366.74000000 0.022445023878 Long DBT USGA US N 2 2047-06-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411ETH0 17402.50000000 PA USD 17539.89000000 0.000523956183 Long DBT USGA US N 2 2037-01-01 Fixed 6.00000000 N N N N N N PRINCIPAL LIFE GLOBAL FUNDING II 635400WSLKBQWSOIIT41 74256LEE5 160000.00000000 PA USD 147576.82000000 0.004408453385 Long DBT CORP US N 2 2025-06-23 Fixed 1.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9F58 248304.25000000 PA USD 199603.20000000 0.005962599023 Long DBT USGA US N 2 2041-09-01 Fixed 2.00000000 N N N N N N SPIRIT IP CAYMAN LTD. N/A 84859BAA9 375194.00000000 PA USD 375016.23000000 0.011202582958 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 644527.44000000 PA USD 544233.43000000 0.016257483438 Long DBT USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DSU7 42954.40000000 PA USD 36991.43000000 0.001105017677 Long DBT USGA US N 2 2040-09-01 Fixed 3.00000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78444YAE5 685000.00000000 PA USD 662841.83000000 0.019800584600 Long ABS-MBS US N 2 2073-07-25 Floating 7.16613840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QAQ3 439895.07000000 PA USD 424019.98000000 0.012666435801 Long DBT USGA US N 2 2048-11-01 Floating 3.13700040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGWD7 872330.92000000 PA USD 710504.84000000 0.021224386508 Long DBT USGA US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BJG66 611875.54000000 PA USD 507558.16000000 0.015161910175 Long DBT USGA US N 2 2049-11-25 Fixed 2.50000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBK7 460000.00000000 PA USD 415367.61000000 0.012407969941 Long DBT CORP US N 2 2030-03-19 Fixed 3.48200000 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 502431AQ2 1225000.00000000 PA USD 1177559.28000000 0.035176358960 Long DBT CORP US N 2 2033-07-31 Fixed 5.40000000 N N N N N N Government National Mortgage Association N/A 38381ETU2 300000.00000000 PA USD 133825.32000000 0.003997664979 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 1057412.39000000 0.031587299622 Long DBT CORP US N 2 2027-04-14 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 38380QAW2 557501.77000000 PA USD 553141.99000000 0.016523602273 Long DBT USGA US N 2 2070-05-20 Floating 4.84890840 N N N N N N CHENIERE ENERGY, INC. MIHC87W9WTYSYZWV1J40 16411RAK5 260000.00000000 PA USD 239057.34000000 0.007141183418 Long DBT CORP US N 2 2028-10-15 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EER7 90893.44000000 PA USD 76944.77000000 0.002298514304 Long DBT USGA US N 2 2042-05-01 Fixed 3.00000000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 194204AA1 285030.39000000 PA USD 285995.27000000 0.008543325545 Long ABS-MBS US N 2 2046-11-26 Floating 7.08419880 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DH0 140000.00000000 PA USD 130800.11000000 0.003907295114 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 92564RAJ4 185000.00000000 PA USD 179092.52000000 0.005349898623 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 860391.00000000 0.025701825102 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 6.52505040 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAE5 360000.00000000 PA USD 237600.00000000 0.007097649376 Long DBT NUSS MA N 2 2051-06-23 Fixed 5.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419KXG5 1990.99000000 PA USD 1880.76000000 0.000056182554 Long DBT USGA US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BATZ7 1194451.02000000 PA USD 950732.84000000 0.028400540188 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 33981.87000000 0.001015115313 Long DBT CORP US N 2 2041-12-01 Fixed 5.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AAV90 252797.56000000 PA USD 193275.24000000 0.005773568546 Long DBT USGA US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417ACX5 1150580.60000000 PA USD 1053469.71000000 0.031469522853 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 928316.07000000 0.027730900568 Long DBT CORP US N 2 2025-10-01 Fixed 3.09300000 N N N N N N JGWPT LLC N/A 46618AAA2 876801.70000000 PA USD 726910.78000000 0.021714469041 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 296733.69000000 0.008864106438 Long DBT CORP US N 2 2024-01-09 Fixed 3.81000000 N N N N N N Pfizer Investment Enterprises PTE Ltd 5493000FQO8XF9C0RT95 716973AG7 750000.00000000 PA USD 696864.38000000 0.020816915117 Long DBT NUSS US N 2 2053-05-19 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HAML7 300000.00000000 PA USD 280964.31000000 0.008393039392 Long DBT USGA US N 2 2033-12-25 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H6K95 752668.59000000 PA USD 639874.73000000 0.019114505379 Long DBT USGA US N 2 2051-06-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FXC89 498603.64000000 PA USD 65183.65000000 0.001947183050 Long DBT USGA US N 2 2050-10-25 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFX4 42000.00000000 PA USD 41578.36000000 0.001242039650 Long SN UST US N 2 2024-11-30 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138L9U26 74969.12000000 PA USD 65965.08000000 0.001970526131 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 223532.62000000 PA USD 192424.39000000 0.005748151732 Long DBT USGA US N 2 2047-11-16 Floating 2.83880160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HTWQ8 178850.82000000 PA USD 161036.58000000 0.004810526858 Long DBT USGA US N 2 2029-05-01 Fixed 3.16000000 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 913017CA5 59000.00000000 PA USD 44671.01000000 0.001334424100 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 509634.04000000 PA USD 14429.88000000 0.000431053151 Long DBT USGA US N 2 2058-07-16 Floating 0.59163840 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYM0 95000.00000000 PA USD 83880.52000000 0.002505700843 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 159838.53000000 0.004774738395 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 1526.31000000 PA USD 1530.60000000 0.000045722483 Long DBT USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J8GH0 39037.09000000 PA USD 33008.86000000 0.000986049303 Long DBT USGA US N 2 2047-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BDMP8 130952.25000000 PA USD 108127.12000000 0.003230001623 Long DBT USGA US N 2 2044-09-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TS7 3005000.00000000 PA USD 2612471.88000000 0.078040443641 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N BAUSCH HEALTH COMPANIES INC. B3BS7ACMDUWISF18KY76 91911KAN2 20000.00000000 PA USD 17712.20000000 0.000529103473 Long DBT NUSS US N 2 2025-11-01 Fixed 5.50000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CX5 152000.00000000 PA USD 148310.13000000 0.004430359013 Long DBT CORP US N 2 2032-11-17 Fixed 5.75000000 N N N N N N WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST N/A 981944AD3 440000.00000000 PA USD 435288.96000000 0.013003065721 Long ABS-MBS US N 2 2026-09-15 Fixed 5.07000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403CUZ2 35686.59000000 PA USD 36283.58000000 0.001083872596 Long DBT USGA US N 2 2035-10-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B6VQ1 611510.65000000 PA USD 592577.42000000 0.017701627758 Long DBT USGA US N 2 2043-12-15 Floating 5.87775960 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EU0 449000.00000000 PA USD 428328.95000000 0.012795154481 Long DBT CORP US N 2 2030-05-10 Fixed 4.15000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFB6 585000.00000000 PA USD 546785.43000000 0.016333717450 Long DBT CORP US N 2 2038-01-19 Fixed 5.94800000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CU1 638000.00000000 PA USD 630405.04000000 0.018831624321 Long DBT CORP US N 2 2025-11-17 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0626B2 700000.00000000 PA USD 702734.38000000 0.020992265293 Long DBT USGA US N 2 2053-11-15 Fixed 6.50000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 592179KD6 660000.00000000 PA USD 652149.86000000 0.019481191275 Long DBT CORP US N 2 2026-01-06 Fixed 5.00000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05581KAF8 1183000.00000000 PA USD 1149025.99000000 0.034324005055 Long DBT NUSS FR N 2 2029-06-12 Fixed 5.33500000 N N N N N N DSLA MORTGAGE LOAN TRUST N/A 23332UAS3 236575.13000000 PA USD 218913.71000000 0.006539447631 Long ABS-MBS US N 2 2044-11-19 Floating 6.24156120 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 263901AD2 30000.00000000 PA USD 23482.67000000 0.000701480463 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 537639.19000000 0.016060498575 Long ABS-MBS US N 2 2034-01-10 Floating 5.09898240 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ALB2 10276.66000000 PA USD 9645.85000000 0.000288143355 Long DBT USGA US N 2 2042-09-01 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJQ3 5025000.00000000 PA USD 4508396.48000000 0.134675999426 Long DBT CORP US N 2 2027-03-11 Fixed 1.65800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XJ4A2 21076.96000000 PA USD 19850.80000000 0.000592988292 Long DBT USGA US N 2 2044-03-01 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PDU7 1910000.00000000 PA USD 1858396.96000000 0.055514520302 Long DBT CORP US N 2 2029-07-24 Fixed 5.29900000 N N N N N N CLARIOS GLOBAL LP N/A C8000CAK9 260000.00000000 PA USD 259188.80000000 0.007742555659 Long LON US N 2 2030-05-06 Floating 9.08106120 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCN9 60000.00000000 PA USD 51476.99000000 0.001537734115 Long DBT CORP US N 2 2058-10-15 Fixed 4.95000000 N N N N N N NISSAN AUTO LEASE TRUST N/A 65473FAE7 586000.00000000 PA USD 584804.38000000 0.017469429473 Long ABS-MBS US N 2 2027-11-15 Fixed 5.61000000 N N N N N N Government National Mortgage Association N/A 36213UHN3 17086.69000000 PA USD 17198.84000000 0.000513768249 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 243671.67000000 0.007279023891 Long DBT CORP US N 2 2025-04-24 Fixed 1.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ASQR0 40486.41000000 PA USD 39508.06000000 0.001180195106 Long DBT USGA US N 2 2043-08-25 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAD3 5766000.00000000 PA USD 4898171.97000000 0.146319474861 Long SN UST US N 2 2027-07-31 Fixed 0.37500000 N N N N N N United States of America N/A N/A -96.00000000 NC USD -10710000.00000000 -0.31993192263 N/A DIR US N 1 US 10YR ULTRA FUT DEC23 N/A Short U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Dec 2023 2023-12-22 -10982973.80000000 USD 272973.80000000 N N N FREDDIE MAC STACR REMIC TRUST N/A 35565HBD6 590000.00000000 PA USD 592584.20000000 0.017701830292 Long DBT USGA US N 2 2050-01-25 Floating 7.72943040 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556DB8 700000.00000000 PA USD 693542.16000000 0.020717672892 Long DBT CORP US N 2 2024-04-01 Fixed 4.70000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBH6 364000.00000000 PA USD 248591.75000000 0.007425997808 Long DBT CORP US N 2 2052-03-15 Fixed 3.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BWGF4 99436.24000000 PA USD 100097.61000000 0.002990141999 Long DBT USGA US N 2 2053-03-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLG69 2762851.71000000 PA USD 2206494.24000000 0.065912973341 Long DBT USGA US N 2 2052-05-01 Fixed 2.50000000 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AL7 210000.00000000 PA USD 159043.17000000 0.004750979193 Long DBT CORP US N 2 2040-03-27 Fixed 3.25000000 N N N N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409VBP8 439000.00000000 PA USD 427906.55000000 0.012782536437 Long DBT CORP US N 2 2033-09-15 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B4B64 778870.21000000 PA USD 687987.04000000 0.020551728894 Long DBT USGA US N 2 2048-05-25 Fixed 3.00000000 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST 549300CKCX1QE4RUW216 254683CZ6 2639000.00000000 PA USD 2606723.71000000 0.077868732803 Long ABS-MBS US N 2 2028-06-15 Fixed 4.93000000 N N N N N N SOUTHWESTERN ENERGY COMPANY EFWMP121W54QV9MGOP87 845467AR0 20000.00000000 PA USD 18419.75000000 0.000550239592 Long DBT CORP US N 2 2029-02-01 Fixed 5.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9HZ9 247777.22000000 PA USD 232380.56000000 0.006941732898 Long DBT USGA US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AP4 130000.00000000 PA USD 103749.20000000 0.003099223251 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 304398.02000000 0.009093057309 Long ABS-MBS US N 2 2028-03-15 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPAG3 477090.98000000 PA USD 439352.51000000 0.013124453150 Long DBT USGA US N 2 2052-07-01 Fixed 4.50000000 N N N N N N MARVELL TECHNOLOGY, INC N/A 573874AQ7 440000.00000000 PA USD 431865.44000000 0.012900797436 Long DBT CORP US N 2 2033-09-15 Fixed 5.95000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBK0 1630000.00000000 PA USD 1456711.73000000 0.043515273996 Long DBT NUSS GB N 2 2030-06-20 Fixed 5.08800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQS53 317393.18000000 PA USD 254936.74000000 0.007615537010 Long DBT USGA US N 2 2047-12-15 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297BTM4 6726.13000000 PA USD 6766.64000000 0.000202134840 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 699335.12000000 PA USD 655341.26000000 0.019576525611 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 1082113.53000000 0.032325178540 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 195057.70000000 0.005826814657 Long DBT CORP US N 2 2028-09-22 Fixed 1.50000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAY4 1275000.00000000 PA USD 1056404.06000000 0.031557178524 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N MED TRUST N/A 58403YAD8 1307723.93000000 PA USD 1274903.59000000 0.038084253662 Long ABS-MBS US Y 2 2038-11-15 Floating 6.39648000 N N N N N N Government National Mortgage Association N/A 36178DH20 139351.00000000 PA USD 121434.43000000 0.003627521070 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 19380.10000000 0.000578927418 Long DBT CORP US N 2 2042-05-15 Fixed 4.10000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50076QAR7 40000.00000000 PA USD 41957.38000000 0.001253361834 Long DBT CORP US N 2 2039-01-26 Fixed 6.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B1TB7 83762.06000000 PA USD 67399.32000000 0.002013370124 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 12553.16000000 PA USD 12864.75000000 0.000384299178 Long DBT USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CP2 181000.00000000 PA USD 174930.83000000 0.005225579530 Long DBT CORP US N 2 2028-06-01 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FGSM8 180532.65000000 PA USD 153034.95000000 0.004571500073 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 70461.73000000 0.002104851237 Long DBT CORP US N 2 2042-02-01 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR56 1438115.36000000 PA USD 1265852.14000000 0.037813866379 Long DBT USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCU3 730000.00000000 PA USD 672454.02000000 0.020087722456 Long DBT CORP US N 2 2030-10-15 Fixed 4.25000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACB9 452000.00000000 PA USD 359660.51000000 0.010743872872 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N BANQUE CANADIENNE IMPERIALE DE COMMERCE 2IGI19DL77OX0HC3ZE78 13607LWT6 1115000.00000000 PA USD 1114732.53000000 0.033299581844 Long DBT NUSS CA N 2 2026-10-02 Fixed 5.92600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKQL5 713161.76000000 PA USD 569623.96000000 0.017015955994 Long DBT USGA US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 313929RL7 36707.52000000 PA USD 37071.58000000 0.001107411938 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 724052.46000000 0.021629084558 Long DBT CORP US N 2 2031-09-30 Fixed 7.87500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AK4 210000.00000000 PA USD 158769.22000000 0.004742795687 Long DBT NUSS CH N 2 2033-02-11 Fixed 2.74600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKT82 1458246.28000000 PA USD 1173485.20000000 0.035054656976 Long DBT USGA US N 2 2050-12-01 Fixed 2.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AQ1 1070000.00000000 PA USD 995163.54000000 0.029727785685 Long DBT NUSS CH N 2 2026-06-05 Fixed 2.19300000 N N N N N N BEAR STEARNS ARM TRUST N/A 07384MYZ9 208939.07000000 PA USD 187794.98000000 0.005609860785 Long ABS-MBS US N 2 2033-10-25 Floating 4.51064160 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBQ3 10000.00000000 PA USD 7179.88000000 0.000214479254 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWA3 88109.31000000 PA USD 70380.72000000 0.002102431285 Long DBT USGA US N 2 2042-01-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHD6 4780000.00000000 PA USD 4709046.88000000 0.140669880682 Long SN UST US N 2 2025-05-31 Fixed 4.25000000 N N N N N N RCKT MORTGAGE TRUST N/A 74938WAB7 583709.39000000 PA USD 439719.96000000 0.013135429712 Long ABS-MBS US Y 2 2052-02-25 Floating 2.49999840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERNP1 64740.50000000 PA USD 54656.87000000 0.001632724323 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 9317.43000000 0.000278332707 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBU3 1135000.00000000 PA USD 1062224.37000000 0.031731044347 Long DBT CORP US N 2 2033-02-13 Fixed 4.81200000 N N N N N N BANQUE ROYALE DU CANADA ES7IP3U3RHIGC71XBU11 78015K7H1 460000.00000000 PA USD 425377.94000000 0.012707001138 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 19092.10000000 0.000570324207 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 898168.72000000 0.026830331040 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 712785.80000000 0.021292523942 Long DBT CORP US N 2 2031-06-15 Fixed 2.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DPD8 2443422.96000000 PA USD 1958123.83000000 0.058493587459 Long DBT USGA US N 2 2050-05-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0206A2 2700000.00000000 PA USD 2053476.55000000 0.061341988863 Long DBT USGA US N 2 2053-10-15 Fixed 2.00000000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 22945EAU5 810000.00000000 PA USD 648216.19000000 0.019363683655 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 69544.21000000 0.002077442839 Long DBT CORP US N 2 2043-02-01 Fixed 5.50000000 N N N N N Government National Mortgage Association 2 N/A 36179XNC6 871511.70000000 PA USD 763525.10000000 0.022808221589 Long DBT USGA US N 2 2052-12-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FTZS9 1292517.63000000 PA USD 106832.53000000 0.003191329292 Long DBT USGA US N 2 2030-04-25 Floating 1.81293480 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MS7 865000.00000000 PA USD 689757.58000000 0.020604618928 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N UFC HOLDINGS, LLC N/A 90266UAJ2 824140.58000000 PA USD 822830.20000000 0.024579799056 Long LON US N 2 2026-04-29 Floating 8.36897040 N N N N N N KINDER MORGAN ENERGY PARTNERS, L.P. 549300PDHUGWPWGOT525 494550BU9 365000.00000000 PA USD 310535.28000000 0.009276391146 Long DBT CORP US N 2 2044-03-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXEF5 1143296.68000000 PA USD 1020424.40000000 0.030482384705 Long DBT USGA US N 2 2056-08-01 Fixed 4.00000000 N N N N N N SOFI CONSUMER LOAN PROGRAM LLC N/A 83407EAA2 168294.17000000 PA USD 167887.84000000 0.005015189490 Long ABS-MBS US Y 2 2031-05-15 Fixed 5.81000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D2V3 3523394.41000000 PA USD 2833143.58000000 0.084632406410 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 762545.94000000 PA USD 750173.48000000 0.022409378503 Long ABS-MBS US Y 2 2038-05-15 Floating 6.29647920 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SL3 400000.00000000 PA USD 233437.50000000 0.006973306086 Long DBT UST US N 1 2050-02-15 Fixed 2.00000000 N N N N N N GFL Environmental 9/23 N/A N/A 31863.67000000 PA USD 31823.84000000 0.000950650076 Long LON US N 2 2027-05-31 Floating 7.82345160 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHY0 37185000.00000000 PA USD 37001979.89000000 1.105332826106 Long SN UST US N 2 2026-09-15 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EREY2 607640.04000000 PA USD 609850.83000000 0.018217623582 Long DBT USGA US N 2 2046-01-01 Floating 4.68699840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKSW1 95612.61000000 PA USD 94567.56000000 0.002824946899 Long DBT USGA US N 2 2053-03-01 Fixed 6.00000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449KAC4 116611.67000000 PA USD 116758.50000000 0.003487840465 Long ABS-MBS US N 2 2034-09-15 Floating 6.54667920 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAF3 200000.00000000 PA USD 173681.84000000 0.005188269374 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 190962.19000000 0.005704472511 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D5F5 2646719.13000000 PA USD 2042971.34000000 0.061028174481 Long DBT USGA US N 2 2041-10-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5H81 462141.90000000 PA USD 404545.90000000 0.012084700988 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 457250.84000000 PA USD 417084.73000000 0.012459264199 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 125916.82000000 PA USD 107658.29000000 0.003215996611 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 24198.30000000 0.000722857949 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36241KN53 13823.84000000 PA USD 14304.11000000 0.000427296117 Long DBT USGA US N 2 2037-10-15 Fixed 7.50000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAF7 260000.00000000 PA USD 232944.84000000 0.006958589218 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CJ1 800000.00000000 PA USD 680430.98000000 0.020326012292 Long DBT CORP US N 2 2033-04-01 Fixed 4.40000000 N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABD6 962000.00000000 PA USD 898911.62000000 0.026852523143 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N COMM MORTGAGE TRUST N/A 12630DBB9 850000.00000000 PA USD 749668.81000000 0.022394302868 Long ABS-MBS US N 2 2047-02-10 Floating 4.67177400 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DZ62 407690.27000000 PA USD 328120.94000000 0.009801714583 Long DBT USGA US N 2 2041-06-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXG89 637550.28000000 PA USD 588771.32000000 0.017587930943 Long DBT USGA US N 2 2057-09-01 Fixed 4.50000000 N N N N N N FIRST QUANTUM MINERALS LTD. 549300I7UVBGWRYMYZ18 335934AU9 200000.00000000 PA USD 199036.34000000 0.005945665633 Long DBT NUSS ZM N 2 2031-06-01 Fixed 8.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MX6C3 578559.31000000 PA USD 538452.25000000 0.016084786516 Long DBT USGA US N 2 2052-08-01 Floating 3.67899840 N N N N N N Government National Mortgage Association 2 N/A 3622ABE65 2209961.68000000 PA USD 1786829.07000000 0.053376625563 Long DBT USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFTF8 989390.49000000 PA USD 793438.63000000 0.023701806385 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L3G88 143920.98000000 PA USD 111003.57000000 0.003315927690 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05971KAE9 1200000.00000000 PA USD 1130132.05000000 0.033759600335 Long DBT NUSS ES N 2 2025-05-28 Fixed 2.74600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A4MA1 351768.09000000 PA USD 316608.83000000 0.009457821821 Long DBT USGA US N 2 2050-05-01 Fixed 4.00000000 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19685WAA9 641214.85000000 PA USD 484989.07000000 0.014487720413 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 65605.26000000 0.001959777494 Long DBT CORP US N 2 2032-02-01 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DN6L2 566493.95000000 PA USD 522343.36000000 0.015603577538 Long DBT USGA US N 2 2052-11-01 Fixed 4.50000000 N N N N N N BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES INC. N/A 07383F6S2 162.09000000 PA USD 0.24000000 0.000000007169 Long DBT USGA US N 2 2041-06-11 Floating 0.71605080 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AS0 55000.00000000 PA USD 31990.68000000 0.000955633964 Long DBT CORP US N 2 2050-12-01 Fixed 3.46800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MSTE5 339160.45000000 PA USD 320217.96000000 0.009565634697 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 264407.21000000 0.007898441368 Long DBT CORP US N 2 2046-03-15 Fixed 4.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKGX2 184506.38000000 PA USD 169498.25000000 0.005063296079 Long DBT USGA US N 2 2052-11-01 Fixed 4.50000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CG9 310000.00000000 PA USD 286250.42000000 0.008550947453 Long DBT CORP US N 2 2029-04-13 Fixed 3.45000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SZ2 3693000.00000000 PA USD 2130976.41000000 0.063657084962 Long DBT UST US N 1 2051-08-15 Fixed 2.00000000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAM7 235000.00000000 PA USD 213016.14000000 0.006363273877 Long DBT NUSS GB N 2 2026-08-21 Fixed 1.53200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296JQB5 21145.33000000 PA USD 20487.80000000 0.000612016922 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 53760.45000000 0.001605946230 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 992393.48000000 0.029645037728 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGL9 87000.00000000 PA USD 85161.45000000 0.002543965119 Long SN UST US N 2 2026-02-15 Fixed 4.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMT6 2149000.00000000 PA USD 2011245.64000000 0.060080456069 Long DBT CORP US N 2 2034-02-15 Fixed 5.40000000 N N N N N N FLAGSTAR MORTGAGE TRUST N/A 33851HAD5 29939.87000000 PA USD 29122.33000000 0.000869949862 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 351245.70000000 0.010492503465 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N Bundesrepublik Deutschland N/A N/A -4.00000000 NC -518194.62000000 -0.01547964529 N/A DIR DE N 1 EURO-BUXL 30Y BND DEC23 N/A Short Germany Govt. Bond Futures EURO BUXL 30Y BND Dec 2023 2023-12-10 -576669.00000000 EUR 58474.38000000 N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884LAF6 1020000.00000000 PA USD 943473.08000000 0.028183674737 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGX3 5364000.00000000 PA USD 5254834.23000000 0.156973783225 Long SN UST US N 2 2025-04-30 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATLW2 1180832.10000000 PA USD 1043104.33000000 0.031159885509 Long DBT USGA US N 2 2038-06-25 Fixed 2.00000000 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EWZ8 938000.00000000 PA USD 902013.58000000 0.026945185704 Long DBT CORP US N 2 2030-06-10 Fixed 4.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128L3C20 43480.19000000 PA USD 44269.80000000 0.001322439050 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 182943.18000000 PA USD 177656.05000000 0.005306988015 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 641208.39000000 0.019154344820 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 322737.59000000 0.009640901743 Long DBT CORP US N 2 2050-05-01 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407XUW9 30908.93000000 PA USD 30085.21000000 0.000898713265 Long DBT USGA US N 2 2035-11-01 Floating 6.23700000 N N N N N N BRK : MORGAN STANLEY N/A N/A 9739000.00000000 NC USD 2259186.84000000 0.067487020477 N/A DIR XX N 2 BRK : MORGAN STANLEY N/A Y 2048-02-15 924040.89000000 USD 0.00000000 USD -9739000.00000000 USD 1335145.95000000 N N N NAVIENT STUDENT LOAN TRUST N/A 63942NAA6 375018.88000000 PA USD 312257.52000000 0.009327838350 Long ABS-MBS US Y 2 2069-12-26 Fixed 1.31000000 N N N N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 595112BU6 147000.00000000 PA USD 89908.46000000 0.002685769044 Long DBT CORP US N 2 2051-11-01 Fixed 3.47700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CXN9 233095.06000000 PA USD 211322.78000000 0.006312689383 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 214975.22000000 PA USD 212156.53000000 0.006337595382 Long ABS-MBS US N 2 2034-12-25 Floating 6.08420160 N N N N N N CHUBB INA HOLDINGS INC. CZCBJZWDMLTHWJDXU843 00440EAV9 200000.00000000 PA USD 189701.14000000 0.005666802095 Long DBT CORP US N 2 2026-05-03 Fixed 3.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CEF7 159990.77000000 PA USD 135667.25000000 0.004052687593 Long DBT USGA US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LRTA6 255857.67000000 PA USD 205571.06000000 0.006140872499 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLA1 796971.82000000 PA USD 643257.94000000 0.019215569514 Long DBT USGA US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3YD6 100000.00000000 PA USD 87500.04000000 0.002613824092 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 17199.84000000 PA USD 17064.65000000 0.000509759690 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 755442.49000000 0.022566775748 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGJU4 1061188.20000000 PA USD 810845.37000000 0.024221785078 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 3617MKP78 142570.92000000 PA USD 114037.49000000 0.003406557743 Long DBT USGA US N 2 2050-12-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABU83 87386.21000000 PA USD 74391.13000000 0.002222231302 Long DBT USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179XFH4 763703.76000000 PA USD 706217.16000000 0.021096303809 Long DBT USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 36290SLF6 10739.53000000 PA USD 10831.67000000 0.000323566480 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179UCB6 19422.58000000 PA USD 17733.31000000 0.000529734076 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 1029832.93000000 0.030763438775 Long DBT CORP US N 2 2026-03-25 Fixed 1.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AK72 28040.65000000 PA USD 25552.77000000 0.000763319032 Long DBT USGA US N 2 2042-10-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F86B4 669886.80000000 PA USD 104959.34000000 0.003135372870 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 192216.30000000 0.005741935613 Long DBT CORP US N 2 2044-05-06 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FU6C3 2336087.75000000 PA USD 2229385.54000000 0.066596788245 Long DBT USGA US N 2 2050-07-25 Floating 5.87943000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 520000.00000000 PA USD 425157.63000000 0.012700419980 Long DBT CORP US N 2 2031-01-22 Fixed 2.69900000 N N N N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759BB5 452000.00000000 PA USD 439280.24000000 0.013122294281 Long DBT CORP US N 2 2029-04-01 Fixed 4.87500000 N N N N N N Government National Mortgage Association N/A 36213FF81 4767.67000000 PA USD 4754.47000000 0.000142026772 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 1786647.45000000 0.053371200163 Long DBT CORP US N 2 2026-09-29 Fixed 5.61000000 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST N/A 61765TAF0 250000.00000000 PA USD 236137.53000000 0.007053962089 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 882703.07000000 0.026368337096 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N MARVELL TECHNOLOGY, INC N/A 573874AP9 440000.00000000 PA USD 435965.71000000 0.013023281774 Long DBT CORP US N 2 2029-02-15 Fixed 5.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EBJ8 7047102.58000000 PA USD 5625028.22000000 0.168032314968 Long DBT USGA US N 2 2042-02-01 Fixed 2.00000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AQ2 50000.00000000 PA USD 41625.84000000 0.001243457985 Long DBT CORP US N 2 2031-01-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0406A0 1100000.00000000 PA USD 979257.81000000 0.029252645556 Long DBT USGA US N 2 2053-10-15 Fixed 4.00000000 N N N N N N N/A N/A 783965593 31774781.43000000 NS USD 31774781.43000000 0.949184585834 Long STIV RF US N 2 N N N Government National Mortgage Association 2 N/A 36241LL79 127729.54000000 PA USD 123931.96000000 0.003702127940 Long DBT USGA US N 2 2040-07-20 Fixed 5.00000000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 20754CAB5 165123.98000000 PA USD 165640.82000000 0.004948065920 Long ABS-MBS US N 2 2040-01-25 Floating 7.47942840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJFK9 790972.33000000 PA USD 668038.03000000 0.019955806847 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 954779.20000000 0.028521414113 Long DBT CORP GB N 2 2050-04-02 Fixed 5.28200000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAH0 226000.00000000 PA USD 202987.13000000 0.006063684665 Long DBT CORP US N 2 2029-04-01 Fixed 3.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPLT3 97582.86000000 PA USD 94346.25000000 0.002818335868 Long DBT USGA US N 2 2053-01-01 Fixed 5.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCB6 120000.00000000 PA USD 110628.14000000 0.003304712747 Long DBT NUSS MX N 2 2026-08-04 Fixed 6.87500000 N N N N N N DIGICERT HOLDINGS INC. N/A 24022KAB5 1205913.88000000 PA USD 1196736.88000000 0.035749237246 Long LON US N 2 2026-10-16 Floating 9.33105960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JMH62 45417.03000000 PA USD 40831.74000000 0.001219736422 Long DBT USGA US N 2 2049-05-01 Fixed 4.00000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBJ2 448000.00000000 PA USD 425681.92000000 0.012716081708 Long DBT CORP US N 2 2033-01-15 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXT36 592452.45000000 PA USD 514412.02000000 0.015366650474 Long DBT USGA US N 2 2050-05-01 Fixed 3.00000000 N N N N N N THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 1DU7IM20QESYGDO4HO54 668138AC4 1112000.00000000 PA USD 709278.57000000 0.021187755050 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 3617HCQV8 13163.37000000 PA USD 12547.20000000 0.000374813241 Long DBT USGA US N 2 2048-07-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDED4 549661.25000000 PA USD 463957.73000000 0.013859466720 Long DBT USGA US N 2 2051-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132VQAP1 174609.46000000 PA USD 162887.29000000 0.004865811751 Long DBT USGA US N 2 2049-05-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNUG5 719530.45000000 PA USD 619682.94000000 0.018511330944 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AB3 992000.00000000 PA USD 942740.14000000 0.028161780162 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 347598.46000000 0.010383552158 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 177238.59000000 0.005294517541 Long DBT USGA US N 2 2032-08-01 Fixed 3.85000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397D42 566000.00000000 PA USD 568830.00000000 0.016992238613 Long DBT CORP US N 2 2030-06-10 Fixed 7.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417HBX1 1203181.56000000 PA USD 1065612.64000000 0.031832259636 Long DBT USGA US N 2 2043-07-01 Fixed 3.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFT6 430000.00000000 PA USD 272197.96000000 0.008131168691 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST N/A 78398AAD5 865000.00000000 PA USD 855580.41000000 0.025558121899 Long ABS-MBS US Y 2 2028-10-20 Fixed 5.47000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 1200000.00000000 PA USD 980195.69000000 0.029280662153 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MNMN3 2124294.70000000 PA USD 1759013.73000000 0.052545718448 Long DBT USGA US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31325WSM5 254170.94000000 PA USD 19630.15000000 0.000586396977 Long DBT USGA US N 2 2046-12-15 Floating 0.57224160 N N N N N N HF SINCLAIR CORPORATION N/A 403949AB6 620000.00000000 PA USD 618094.29000000 0.018463874376 Long DBT CORP US N 2 2026-04-01 Fixed 5.87500000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 9292276K7 10227.08000000 PA USD 9359.32000000 0.000279584056 Long ABS-MBS US N 2 2033-08-25 Floating 5.61170880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBME9 900000.00000000 PA USD 658402.83000000 0.019667981631 Long DBT USGA US N 2 2050-08-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XA3J9 736022.06000000 PA USD 644354.19000000 0.019248316980 Long DBT USGA US N 2 2050-06-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGFQ7 2648398.77000000 PA USD 2219025.16000000 0.066287300263 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 154893.01000000 0.004627004527 Long DBT CORP US N 2 2026-01-15 Fixed 1.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QNEG0 99643.42000000 PA USD 90889.85000000 0.002715085383 Long DBT USGA US N 2 2045-03-01 Fixed 4.00000000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142FE8 453000.00000000 PA USD 389916.03000000 0.011647673683 Long DBT CORP US N 2 2053-04-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWW5 396572.56000000 PA USD 325064.83000000 0.009710421666 Long DBT USGA US N 2 2042-06-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179UCD2 105764.89000000 PA USD 101619.97000000 0.003035618336 Long DBT USGA US N 2 2048-09-20 Fixed 5.00000000 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CB51 157216.34000000 PA USD 139120.00000000 0.004155829045 Long ABS-MBS US N 2 2039-04-01 Fixed 2.98000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLS6 2257000.00000000 PA USD 2229300.81000000 0.066594257169 Long DBT CORP US N 2 2029-09-15 Fixed 5.81900000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Z5 298000.00000000 PA USD 233314.94000000 0.006969644942 Long DBT CORP US N 2 2053-04-25 Fixed 4.61100000 N N N N N N Government National Mortgage Association 2 N/A 3622AACR3 75399.07000000 PA USD 65810.46000000 0.001965907282 Long DBT USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKNS5 548707.89000000 PA USD 557911.84000000 0.016666088481 Long DBT USGA US N 2 2041-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BSZ55 551615.11000000 PA USD 532268.53000000 0.015900064814 Long DBT USGA US N 2 2046-11-15 Floating 5.92776000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AKW22 319401.99000000 PA USD 229813.92000000 0.006865061556 Long DBT USGA US N 2 2051-05-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLBE6 418319.89000000 PA USD 301690.43000000 0.009012175472 Long DBT USGA US N 2 2051-02-01 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XL3X4 294934.01000000 PA USD 257571.29000000 0.007694236977 Long DBT USGA US N 2 2050-01-01 Fixed 3.50000000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST N/A 02582JJZ4 745000.00000000 PA USD 735705.53000000 0.021977188114 Long ABS-MBS US N 2 2028-05-15 Fixed 4.87000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414L4H8 21778.22000000 PA USD 20459.44000000 0.000611169745 Long DBT USGA US N 2 2038-01-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MSNU5 676453.69000000 PA USD 648778.20000000 0.019380472165 Long DBT USGA US N 2 2052-11-01 Floating 4.24000080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H5YN1 327425.41000000 PA USD 274795.05000000 0.008208749643 Long DBT USGA US N 2 2048-11-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNBV4 186630.55000000 PA USD 156084.03000000 0.004662582988 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 732038.62000000 0.021867649219 Long DBT CORP US N 2 2052-06-15 Fixed 2.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGWT2 2287280.08000000 PA USD 2002341.07000000 0.059814456423 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 325390.85000000 0.009720160620 Long DBT CORP US N 2 2046-03-01 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ENSP5 3320775.94000000 PA USD 2839188.51000000 0.084812982141 Long DBT USGA US N 2 2044-10-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQEL5 752556.68000000 PA USD 744334.58000000 0.022234957354 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 413564.56000000 PA USD 412989.71000000 0.012336936689 Long LON US N 2 2029-07-30 Floating 7.44554160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QLCX2 1191403.77000000 PA USD 957359.42000000 0.028598491120 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 311163.80000000 0.009295166460 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 265000.00000000 PA USD 264835.56000000 0.007911237151 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 2145444.33000000 PA USD 1895880.45000000 0.056634236924 Long ABS-MBS US N 2 2055-09-25 Floating 3.75000120 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYU8 518372.27000000 PA USD 456773.67000000 0.013644862600 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 63584.13000000 PA USD 1892.12000000 0.000056521903 Long DBT USGA US N 2 2043-06-16 Floating 0.70494840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ANN4 81038.04000000 PA USD 73893.89000000 0.002207377618 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 143825.74000000 PA USD 135857.22000000 0.004058362427 Long ABS-MBS US N 2 2045-10-25 Floating 6.99419880 N N N N N N DRYDEN SENIOR LOAN FUND N/A 26250UAQ8 896145.02000000 PA USD 893057.80000000 0.026677656300 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 6.46957080 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 17327CAR4 1791000.00000000 PA USD 1711521.04000000 0.051127004384 Long DBT CORP US N 2 2034-05-25 Fixed 6.17400000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAN4 1470000.00000000 PA USD 1074853.71000000 0.032108311297 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 738860.33000000 PA USD 736755.39000000 0.022008549807 Long ABS-MBS US N 2 2036-10-15 Floating 6.36667920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MMX37 1056402.08000000 PA USD 1003905.40000000 0.029988924814 Long DBT USGA US N 2 2052-08-01 Floating 4.30300080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPT73 286672.83000000 PA USD 271044.78000000 0.008096720596 Long DBT USGA US N 2 2053-01-01 Fixed 5.00000000 N N N N N N ASURION, LLC N/A 04649VAX8 324046.63000000 PA USD 316755.58000000 0.009462205575 Long LON US N 2 2026-12-23 Floating 8.78785920 N N N N N N Pfizer Investment Enterprises PTE Ltd 5493000FQO8XF9C0RT95 716973AH5 590000.00000000 PA USD 538991.13000000 0.016100884080 Long DBT NUSS US N 2 2063-05-19 Fixed 5.34000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EMWM9 686041.26000000 PA USD 643768.36000000 0.019230816913 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 399879.02000000 0.011945290727 Long ABS-MBS US N 2 2047-08-15 Fixed 3.99650000 N N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304AS6 900000.00000000 PA USD 701249.46000000 0.020947907375 Long DBT CORP US N 2 2044-10-01 Fixed 4.15000000 N N N N N N UBS AG LONDON BRANCH N/A 902674XN5 440000.00000000 PA USD 365137.17000000 0.010907473092 Long DBT NUSS CH N 2 2048-06-26 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7YH6 139434.79000000 PA USD 116659.06000000 0.003484869968 Long DBT USGA US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNZ22 2242888.00000000 PA USD 1817050.44000000 0.054279406237 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABMK5 1730809.36000000 PA USD 1471752.41000000 0.043964573125 Long DBT USGA US N 2 2050-10-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LHPM0 56711.64000000 PA USD 52216.80000000 0.001559833913 Long DBT USGA US N 2 2029-03-01 Fixed 3.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L4F79 154971.28000000 PA USD 118439.77000000 0.003538063803 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DV74 77055.88000000 PA USD 58953.48000000 0.001761073781 Long DBT USGA US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 38375K4K5 29848.51000000 PA USD 854.07000000 0.000025513002 Long DBT USGA US N 2 2037-08-20 Floating 1.14068160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329KXS8 44378.24000000 PA USD 39738.24000000 0.001187071104 Long DBT USGA US N 2 2038-01-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SX7 12200000.00000000 PA USD 7737468.75000000 0.231135691273 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 68000.00000000 0.002031313794 Long DBT NUSS US N 2 2029-05-30 Fixed 7.25000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BJVY8 977992.27000000 PA USD 764736.07000000 0.022844396002 Long DBT USGA US N 2 2051-11-25 Fixed 1.50000000 N N N N N N TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC N/A 88240TAA9 1589919.01000000 PA USD 1487914.64000000 0.044447375489 Long DBT CORP US Y 2 2034-08-01 Fixed 4.26500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B3V70 839105.41000000 PA USD 812134.04000000 0.024260280565 Long DBT USGA US N 2 2043-08-15 Floating 5.92776000 N N N N N N BRK: JP MORGAN CHASE BANK NA (PAS)` N/A CDS641725 -127394600.00000000 NC USD 1553539.35000000 0.046407733999 N/A DCR XX N 2 BRK: JP MORGAN CHASE BANK NA (PAS)` N/A Y 2028-12-20 1657394.49000000 USD 0.00000000 USD -127394600.00000000 USD -103855.14000000 N N N CREDIT SUISSE FIRST BOSTON CORPORATION N/A 22541QUN0 258391.69000000 PA USD 246539.88000000 0.007364703810 Long ABS-MBS US N 2 2033-10-25 Floating 5.67231840 N N N N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671DBC8 785000.00000000 PA USD 669287.23000000 0.019993123276 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XYXW2 747785.44000000 PA USD 701165.38000000 0.020945395715 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 49134.83000000 0.001467768499 Long DBT CORP US N 2 2025-03-15 Fixed 3.00000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BT8 900000.00000000 PA USD 848987.72000000 0.025361183338 Long DBT NUSS NL N 2 2026-05-10 Fixed 2.87500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJB6 530000.00000000 PA USD 425903.32000000 0.012722695427 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 90444.12000000 0.002701770420 Long DBT CORP US N 2 2041-10-01 Fixed 5.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QLMX1 520921.91000000 PA USD 398322.56000000 0.011898795747 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 11998.21000000 PA USD 11924.73000000 0.000356218655 Long DBT USGA US N 2 2031-07-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HCMV2 47602.18000000 PA USD 44691.84000000 0.001335046339 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 18950.80000000 0.000566103256 Long DBT CORP US N 2 2026-07-15 Fixed 6.62500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKK4 690000.00000000 PA USD 544103.05000000 0.016253588692 Long DBT CORP US N 2 2033-02-04 Fixed 2.97200000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AK1 250000.00000000 PA USD 221574.26000000 0.006618924277 Long DBT NUSS FR N 2 2033-01-10 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300MEU3 77465.11000000 PA USD 78614.54000000 0.002348394111 Long DBT USGA US N 2 2043-10-01 Floating 5.76900000 N N N N N N Government National Mortgage Association 2 N/A 36179WZA9 1604111.13000000 PA USD 1360408.49000000 0.040638478410 Long DBT USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36211Q4T5 723.82000000 PA USD 721.81000000 0.000021562097 Long DBT USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CCK8 1256352.11000000 PA USD 1120963.30000000 0.033485709035 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 1116657.07000000 0.033357072206 Long DBT NUSS MX N 2 2040-01-11 Fixed 6.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MHUK3 329597.67000000 PA USD 264693.62000000 0.007906997082 Long DBT USGA US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ECG3 178609.27000000 PA USD 142437.92000000 0.004254942819 Long DBT USGA US N 2 2042-03-01 Fixed 2.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2X8 2025000.00000000 PA USD 2016672.25000000 0.060242561183 Long DBT CORP US N 2 2024-05-24 Floating 6.04266840 N N N N N N Government National Mortgage Association N/A 36210KLT0 1937.31000000 PA USD 1918.84000000 0.000057320090 Long DBT USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617YXFM5 43197.33000000 PA USD 36914.92000000 0.001102732150 Long DBT USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C17L8 562038.49000000 PA USD 554854.05000000 0.016574745378 Long DBT USGA US N 2 2053-04-01 Fixed 6.00000000 N N N N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523AJ9 500000.00000000 PA USD 440436.34000000 0.013156829603 Long DBT CORP US N 2 2038-08-15 Fixed 4.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LUFQ9 324725.99000000 PA USD 258863.12000000 0.007732826861 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BC5 66000.00000000 PA USD 65555.84000000 0.001958301207 Long DBT CORP US N 2 2024-02-15 Fixed 3.75000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661ER4 302000.00000000 PA USD 281712.88000000 0.008415400871 Long DBT CORP US N 2 2053-07-01 Fixed 5.75000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 220000.00000000 PA USD 217643.58000000 0.006501505975 Long DBT NUSS GB N 2 2025-03-22 Fixed 4.26900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQF92 96090.03000000 PA USD 93014.42000000 0.002778551094 Long DBT USGA US N 2 2053-05-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABQD8 142930.84000000 PA USD 5874.61000000 0.000175487887 Long DBT USGA US N 2 2042-03-25 Floating 0.72056880 N N N N N N Government National Mortgage Association N/A 36230SFP4 118468.03000000 PA USD 101314.10000000 0.003026481307 Long DBT USGA US N 2 2046-06-15 Fixed 3.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABS5 570000.00000000 PA USD 513245.76000000 0.015331811651 Long DBT CORP US N 2 2026-01-08 Fixed 1.30000000 N N N N N N GLOBAL SC FINANCE II SRL N/A 37952UAE3 140608.06000000 PA USD 137914.73000000 0.004119824904 Long ABS-MBS BB N 2 2029-07-17 Fixed 3.09000000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19423DAB6 193007.14000000 PA USD 181540.68000000 0.005423030699 Long ABS-MBS US N 2 2047-12-26 Fixed 4.13000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFMF5 80448.99000000 PA USD 67894.28000000 0.002028155699 Long DBT USGA US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XTBM2 1768422.43000000 PA USD 1352549.62000000 0.040403716189 Long DBT USGA US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CW3T9 737032.82000000 PA USD 650955.98000000 0.019445527379 Long DBT USGA US N 2 2037-06-01 Fixed 2.50000000 N N N N N N Coterra Energy Inc. FCNMH6O7VWU7LHXMK351 127097AK9 780000.00000000 PA USD 721365.36000000 0.021548814803 Long DBT CORP US N 2 2029-03-15 Fixed 4.37500000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508CC6 752000.00000000 PA USD 681367.32000000 0.020353982886 Long DBT CORP US N 2 2053-03-14 Fixed 5.00000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAT4 2320000.00000000 PA USD 2264910.44000000 0.067657997354 Long DBT NUSS IT N 2 2024-06-26 Fixed 5.01700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H24R2 965917.46000000 PA USD 137737.90000000 0.004114542592 Long DBT USGA US N 2 2049-05-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFWU1 1024943.83000000 PA USD 903605.18000000 0.026992730396 Long DBT USGA US N 2 2050-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36201YGF7 3774.47000000 PA USD 3738.28000000 0.000111670878 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBY5 600000.00000000 PA USD 588652.55000000 0.017584383014 Long DBT CORP US N 2 2028-03-15 Fixed 5.50000000 N N N N N N SOUTHERN NATURAL GAS COMPANY, L.L.C. N/A 843452AZ6 170000.00000000 PA USD 186731.22000000 0.005578083868 Long DBT CORP US N 2 2032-03-01 Fixed 8.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEY3 1715000.00000000 PA USD 1652697.27000000 0.049369805334 Long SN UST US N 2 2025-07-15 Fixed 3.00000000 N N N N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 26078JAC4 830000.00000000 PA USD 810264.87000000 0.024204444230 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 1250203.10000000 0.037346394161 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 679701.13000000 PA USD 675128.71000000 0.020167621495 Long ABS-MBS US N 2 2026-08-17 Fixed 4.11000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CY5 1090000.00000000 PA USD 948876.95000000 0.028345100556 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST N/A 89231FAD2 1219000.00000000 PA USD 1208798.68000000 0.036109550492 Long ABS-MBS US N 2 2028-04-17 Fixed 5.16000000 N N N N N N CWHEQ REVOLVING HOME EQUITY LOAN TRUST N/A 23242LAB9 161855.89000000 PA USD 149830.61000000 0.004475779190 Long ABS-MBS US N 2 2036-07-15 Floating 5.58668160 N N N N N N CITADEL LIMITED PARTNERSHIP 549300IPM6EKPVUPFL67 17288XAB0 660000.00000000 PA USD 627306.68000000 0.018739069301 Long DBT CORP US N 2 2027-01-15 Fixed 4.87500000 N N N N N N Government National Mortgage Association N/A 3622A2CE0 211706.31000000 PA USD 184247.67000000 0.005503894612 Long DBT USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31358DDS0 3564000.00000000 PA USD 2506268.85000000 0.074867918938 Long DBT USGA US N 2 2030-11-15 Fixed 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBP7 2146958.70000000 PA USD 1639899.27000000 0.048987500129 Long DBT USGA US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179TG74 205409.95000000 PA USD 197964.91000000 0.005913659595 Long DBT USGA US N 2 2047-09-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419AZY6 96913.99000000 PA USD 100727.74000000 0.003008965408 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 443362.10000000 0.013244228672 Long DBT CORP US N 2 2026-04-01 Fixed 1.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DY71 929230.33000000 PA USD 748552.34000000 0.022360951384 Long DBT USGA US N 2 2041-05-01 Fixed 2.00000000 N N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304BC0 485000.00000000 PA USD 287055.82000000 0.008575006573 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 8128.64000000 PA USD 8181.99000000 0.000244414546 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 87188.65000000 PA USD 63988.53000000 0.001911482112 Long DBT USGA US N 2 2063-06-16 Fixed 1.40000000 N N N N N N RATE MORTGAGE TRUST N/A 75409JAG2 279066.40000000 PA USD 234237.26000000 0.006997196726 Long ABS-MBS US Y 2 2051-07-25 Floating 2.49999840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKS75 72500.71000000 PA USD 58490.25000000 0.001747236053 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 568840.80000000 0.016992561234 Long DBT CORP US N 2 2027-03-08 Fixed 3.20500000 N N N N N N N/A N/A ZZZ187002 400000.00000000 PA USD 395187.52000000 0.011805145011 Long DBT USGA US N 2 2028-10-01 Fixed 5.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X6PV1 148815.35000000 PA USD 127383.74000000 0.003805240415 Long DBT USGA US N 2 2043-10-01 Fixed 3.00000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EF3 184000.00000000 PA USD 111602.87000000 0.003333830137 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 424970.95000000 0.012694843426 Long DBT NUSS NL N 2 2033-04-06 Fixed 3.75800000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAU2 10000.00000000 PA USD 9153.66000000 0.000273440526 Long DBT CORP US N 2 2039-06-15 Fixed 6.75000000 N N N N N N MVW OWNER TRUST N/A 55389TAB7 193726.25000000 PA USD 174597.72000000 0.005215628781 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 2885.17000000 PA USD 2857.53000000 0.000085360883 Long DBT USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513CD5 1330000.00000000 PA USD 1302632.30000000 0.038912572943 Long DBT CORP US N 2 2029-05-19 Fixed 5.64300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7VH6 363163.83000000 PA USD 343542.88000000 0.010262402811 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 17533.98000000 PA USD 17686.54000000 0.000528336951 Long DBT USGA US N 2 2032-12-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQK54 5887846.56000000 PA USD 4880073.44000000 0.145778830837 Long DBT USGA US N 2 2052-06-01 Fixed 3.00000000 N N N N N N MORTGAGE ASSET SECURITIZATION TRANSACTIONS, INC. N/A 576457AD7 5500000.00000000 PA USD 4178428.10000000 0.124819097631 Long ABS-MBS US N 2 2037-05-25 Floating 5.71420080 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ADC6 586000.00000000 PA USD 571655.97000000 0.017076656729 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N Government National Mortgage Association 2 N/A 36179XQS8 287751.06000000 PA USD 243937.90000000 0.007286976783 Long DBT USGA US N 2 2053-01-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H3HW6 45092.63000000 PA USD 39750.67000000 0.001187442416 Long DBT USGA US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HLH6 100.83000000 PA USD 102.30000000 0.000003055932 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 202944.44000000 0.006062409419 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N COMM MORTGAGE TRUST N/A 12591KAG0 130000.00000000 PA USD 113185.83000000 0.003381116732 Long ABS-MBS US N 2 2046-10-10 Fixed 4.30000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 670000.00000000 PA USD 652894.06000000 0.019503422212 Long DBT CORP US N 2 2029-07-20 Fixed 5.44900000 N N N N N N DCP MIDSTREAM OPERATING, LP 549300Y6CTBSE0QIPL28 26439XAH6 110000.00000000 PA USD 108157.54000000 0.003230910337 Long DBT CORP US Y 2 2036-11-03 Fixed 6.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FGVJ1 405641.21000000 PA USD 348521.45000000 0.010411123956 Long DBT USGA US N 2 2048-04-15 Fixed 3.00000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DA4 980000.00000000 PA USD 939861.20000000 0.028075779713 Long DBT CORP US N 2 2030-02-15 Fixed 5.12500000 N N N N N N ONE BRYANT PARK TRUST N/A 68236JAA9 1570000.00000000 PA USD 1246999.50000000 0.037250695384 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 554609.17000000 0.016567430258 Long DBT NUSS IN N 2 2052-01-12 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H5C62 2409611.77000000 PA USD 2114951.67000000 0.063178389735 Long DBT USGA US N 2 2043-11-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XG2P3 2219745.59000000 PA USD 1708623.77000000 0.051040456377 Long DBT USGA US N 2 2047-03-01 Fixed 2.00000000 N N N N N N Gobierno de la Republica de Panama 549300SHS4T08CL0LP14 698299BV5 655000.00000000 PA USD 608211.95000000 0.018168666529 Long DBT NUSS PA N 2 2054-03-28 Fixed 6.85300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPYG7 590260.85000000 PA USD 570643.93000000 0.017046424805 Long DBT USGA US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACKW9 294716.57000000 PA USD 279827.03000000 0.008359066266 Long DBT USGA US N 2 2053-05-20 Fixed 5.00000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XAY0 216000.00000000 PA USD 195435.69000000 0.005838106074 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 3734863.97000000 0.111568833866 Long DBT CORP US N 2 2024-12-15 Floating 7.96104000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0626A4 8715000.00000000 PA USD 8754489.84000000 0.261516411411 Long DBT USGA US N 2 2053-10-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418M2N1 21505.33000000 PA USD 22766.65000000 0.000680091326 Long DBT USGA US N 2 2039-04-01 Fixed 7.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SR0 869000.00000000 PA USD 498792.43000000 0.014900057995 Long DBT UST US N 1 2040-05-15 Fixed 1.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFC0 18740000.00000000 PA USD 16814025.73000000 0.502272976570 Long SN UST US N 2 2029-07-31 Fixed 2.62500000 N N N N N N REXFORD INDUSTRIAL REALTY, L.P. 549300028US163ELJN70 76169XAB0 512000.00000000 PA USD 381775.11000000 0.011404485990 Long DBT CORP US N 2 2031-09-01 Fixed 2.15000000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AR2 135000.00000000 PA USD 84525.06000000 0.002524954711 Long DBT CORP US N 2 2040-11-15 Fixed 3.26800000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BS2 15000.00000000 PA USD 12648.59000000 0.000377841990 Long DBT CORP US N 2 2036-08-08 Fixed 3.45000000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 20753WAF3 46505.15000000 PA USD 46576.42000000 0.001391343006 Long ABS-MBS US N 2 2039-10-25 Floating 7.52942880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR31 1322274.70000000 PA USD 1166650.49000000 0.034850488731 Long DBT USGA US N 2 2047-12-01 Fixed 3.50000000 N N N N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884LAH2 17000.00000000 PA USD 16941.37000000 0.000506077037 Long DBT CORP US N 2 2025-02-01 Fixed 6.12500000 N N N N N N Government National Mortgage Association 2 N/A 36179W5F1 739581.68000000 PA USD 683515.66000000 0.020418158660 Long DBT USGA US N 2 2052-05-20 Fixed 4.50000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAF9 355000.00000000 PA USD 336271.88000000 0.010045201596 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 46677.69000000 0.001394368170 Long DBT CORP GB N 2 2037-08-15 Fixed 4.39000000 N N N N N N Fideicomiso Fibra Uno 54930011BLQ0JPRBAL73 898339AB2 344000.00000000 PA USD 263301.38000000 0.007865407725 Long DBT NUSS MX N 2 2050-01-15 Fixed 6.39000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCY5 1950000.00000000 PA USD 1657271.48000000 0.049506447332 Long SN UST US N 2 2028-09-30 Fixed 1.25000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDU3 150000.00000000 PA USD 107970.75000000 0.003225330498 Long DBT CORP US N 2 2049-08-15 Fixed 3.70000000 N N N N N N BRK : GOLDMAN SACHS N/A N/A 74070000.00000000 NC USD -534356.33000000 -0.01596243212 N/A DIR XX N 2 BRK : GOLDMAN SACHS N/A Y 2028-02-29 55826.89000000 USD 0.00000000 USD -74070000.00000000 USD -590183.22000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B57L0 852423.98000000 PA USD 739684.75000000 0.022096056415 Long DBT USGA US N 2 2052-03-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TU2 63615000.00000000 PA USD 59350807.03000000 1.772942838766 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N Government National Mortgage Association 2 N/A 3617YNTB6 169494.10000000 PA USD 144843.65000000 0.004326807416 Long DBT USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 760000.00000000 PA USD 631442.47000000 0.018862614702 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBG7 76000.00000000 PA USD 70834.48000000 0.002115986122 Long DBT CORP US N 2 2059-02-14 Fixed 6.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGKB4 330304.18000000 PA USD 255231.17000000 0.007624332300 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 3161805.12000000 0.094450269938 Long DBT NUSS IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MKRA6 59957.31000000 PA USD 54896.63000000 0.001639886496 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 1272126.90000000 0.038001307652 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 992248.45000000 0.029640705354 Long DBT CORP US N 2 2045-06-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H62P9 736723.81000000 PA USD 621039.02000000 0.018551840121 Long DBT USGA US N 2 2049-05-25 Fixed 2.50000000 N N N N N N VMWARE, INC. 549300BUDHS3LRWBE814 928563AJ4 876000.00000000 PA USD 772725.52000000 0.023083058943 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKCJ7 97063.05000000 PA USD 94314.68000000 0.002817392801 Long DBT USGA US N 2 2053-02-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DYB2 3615195.28000000 PA USD 2755537.99000000 0.082314151917 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 183506.61000000 0.005481757474 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 209546.68000000 PA USD 186273.02000000 0.005564396398 Long DBT USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJY61 965759.91000000 PA USD 814690.02000000 0.024336633468 Long DBT USGA US N 2 2046-11-01 Fixed 3.00000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 925650AD5 1300000.00000000 PA USD 1163595.29000000 0.034759222997 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 197400.05000000 PA USD 168838.69000000 0.005043593530 Long DBT USGA US N 2 2047-07-20 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGG0 513000.00000000 PA USD 505064.53000000 0.015087419807 Long SN UST US N 2 2025-01-31 Fixed 4.12500000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BB1 2650000.00000000 PA USD 2195073.52000000 0.065571810605 Long DBT CORP GB N 2 2045-08-15 Fixed 5.85000000 N N N N N N NELNET STUDENT LOAN CORPORATION N/A 64031QBX8 1459974.76000000 PA USD 1430264.42000000 0.042725233031 Long ABS-MBS US N 2 2037-03-23 Floating 5.60257920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FLTS3 586679.69000000 PA USD 512760.98000000 0.015317330175 Long DBT USGA US N 2 2050-05-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H64V4 745620.93000000 PA USD 640225.25000000 0.019124976204 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 391922.78000000 PA USD 390111.67000000 0.011653517892 Long DBT USGA US N 2 2064-04-20 Floating 6.03162000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CP8 331000.00000000 PA USD 254473.17000000 0.007601689125 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 18396.75000000 PA USD 18448.42000000 0.000551096029 Long DBT USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHLP5 548587.50000000 PA USD 463812.49000000 0.013855128073 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 430376.66000000 PA USD 387091.05000000 0.011563285141 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 564.24000000 PA USD 559.23000000 0.000016705464 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 226733.78000000 0.006773050808 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 189032.64000000 0.005646832488 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 18363.67000000 0.000548564355 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 245665.05000000 0.007338570660 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVJ5 1434183.77000000 PA USD 1106847.03000000 0.033064024124 Long DBT USGA US N 2 2041-07-01 Fixed 1.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJS9 910000.00000000 PA USD 806404.94000000 0.024089139391 Long DBT CORP US N 2 2027-07-22 Fixed 1.73400000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCK0 3475000.00000000 PA USD 3334897.10000000 0.099620918860 Long DBT CORP US N 2 2025-06-23 Fixed 0.96900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AHB7 184605.84000000 PA USD 168196.08000000 0.005024397316 Long DBT USGA US N 2 2042-07-01 Fixed 4.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CC4 350000.00000000 PA USD 260824.15000000 0.007791407262 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 1090008.18000000 0.032561009590 Long DBT CORP BE N 2 2026-02-01 Fixed 3.65000000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAL0 469000.00000000 PA USD 290562.60000000 0.008679762022 Long DBT CORP US N 2 2050-03-01 Fixed 2.95000000 N N N N N N N/A N/A N/A -283.00000000 NC USD -84900.00000000 -0.00253615501 N/A DIR US N 1 3 Month SOFR Opt Sep24C 97 N/A Call Written N/A Call Option 97 Sep 2024 on CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Sep 2024 -707500.00000000 97.00000000 USD 2024-09-16 XXXX 137368.20000000 N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BF9 460000.00000000 PA USD 440353.20000000 0.013154346023 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 2133559.42000000 0.063734245312 Long ABS-MBS US N 2 2039-03-15 Floating 3.57275160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYS91 517849.31000000 PA USD 448031.87000000 0.013383725263 Long DBT USGA US N 2 2040-04-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9VH5 99280.48000000 PA USD 89985.32000000 0.002688065026 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 398142.60000000 0.011893419934 Long DBT CORP US N 2 2050-04-15 Fixed 4.95000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JY7 120000.00000000 PA USD 110063.94000000 0.003287858817 Long DBT CORP US N 2 2053-02-01 Fixed 5.30000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8R6 570000.00000000 PA USD 537307.42000000 0.016050587855 Long DBT CORP US N 2 2063-05-15 Fixed 5.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KU7F3 254719.12000000 PA USD 195117.14000000 0.005828590265 Long DBT USGA US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. 5493004T21MOAFINJP35 88167AAQ4 1780000.00000000 PA USD 1609120.00000000 0.048068053721 Long DBT NUSS IL N 2 2029-05-09 Fixed 5.12500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLU1 1128000.00000000 PA USD 1097747.74000000 0.032792207752 Long DBT CORP US N 2 2034-09-15 Fixed 5.87200000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2D5 290000.00000000 PA USD 279876.23000000 0.008360535981 Long DBT NUSS FR N 2 2025-01-09 Fixed 3.37500000 N N N N N N BRK: JP MORGAN CHASE BANK N/A N/A 5559000.00000000 NC USD 2161133.17000000 0.064557935588 N/A DIR XX N 2 BRK: JP MORGAN CHASE BANK N/A Y 2047-02-15 0.00000000 USD -60549.39000000 USD -5559000.00000000 USD 2221682.56000000 N N N United States of America 254900HROIFWPRGM1V77 912828U24 3734000.00000000 PA USD 3434550.71000000 0.102597797576 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 727662.08000000 0.021736912071 Long DBT CORP US N 2 2040-04-15 Fixed 6.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQDT9 1749864.81000000 PA USD 1607708.00000000 0.048025874087 Long DBT USGA US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQQY5 386326.38000000 PA USD 373953.78000000 0.011170845173 Long DBT USGA US N 2 2053-06-01 Fixed 5.50000000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BV0 363000.00000000 PA USD 356591.15000000 0.010652184147 Long DBT CORP US N 2 2024-06-06 Fixed 3.36300000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKH4 60000.00000000 PA USD 45157.74000000 0.001348963826 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D3X67 74795.23000000 PA USD 62304.26000000 0.001861169158 Long DBT USGA US N 2 2041-04-01 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2K8 1695000.00000000 PA USD 1600040.91000000 0.047796840768 Long DBT CORP US N 2 2026-02-11 Fixed 2.16400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A0MT8 25665.49000000 PA USD 21680.39000000 0.000647642283 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 1212467.17000000 0.036219136585 Long ABS-MBS US N 2 2057-07-25 Floating 2.97484920 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBH3 471000.00000000 PA USD 368135.99000000 0.010997054628 Long DBT CORP US N 2 2031-02-15 Fixed 2.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FPJQ9 1438920.56000000 PA USD 36104.96000000 0.001078536813 Long DBT USGA US N 2 2027-06-25 Floating 1.36495800 N N N N N N Government National Mortgage Association N/A 38382HM98 605398.38000000 PA USD 81336.48000000 0.002429704615 Long DBT USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGTU3 346787.59000000 PA USD 302553.13000000 0.009037946272 Long DBT USGA US N 2 2052-01-01 Fixed 3.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AU2 550000.00000000 PA USD 434417.12000000 0.012977021888 Long DBT NUSS CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N Government National Mortgage Association N/A 36291GXW1 148.67000000 PA USD 147.81000000 0.000004415418 Long DBT USGA US N 2 2034-05-15 Fixed 6.00000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 123918AJ3 1740000.00000000 PA USD 1733066.45000000 0.051770614510 Long ABS-MBS US Y 2 2040-06-15 Floating 11.20320000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XK6S4 184836.17000000 PA USD 173457.21000000 0.005181559168 Long DBT USGA US N 2 2050-03-01 Fixed 4.50000000 N N N N N N INTUIT INC. VI90HBPH7XSFMB9E4M29 46124HAE6 1466000.00000000 PA USD 1462428.63000000 0.043686050729 Long DBT CORP US N 2 2026-09-15 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABQH9 966237.43000000 PA USD 964101.27000000 0.028799885427 Long DBT USGA US N 2 2042-04-25 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179XLH7 864414.01000000 PA USD 820565.43000000 0.024512145253 Long DBT USGA US N 2 2052-11-20 Fixed 5.00000000 N N N N N N CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES N/A 12513XAN2 11139.71000000 PA USD 0.01000000 0.000000000298 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 707012.64000000 0.021120066596 Long ABS-MBS US N 2 2029-02-15 Fixed 5.25000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST N/A 380130AD6 840000.00000000 PA USD 829673.71000000 0.024784230177 Long ABS-MBS US N 2 2025-09-22 Fixed 4.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H0RQ3 434896.70000000 PA USD 331715.15000000 0.009909081765 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 149351.58000000 0.004461469480 Long DBT CORP US N 2 2029-07-31 Fixed 3.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9PU0 47974.87000000 PA USD 50675.46000000 0.001513790602 Long DBT USGA US N 2 2039-03-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B6T83 179450.27000000 PA USD 144142.05000000 0.004305849037 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 81893.77000000 0.002446352127 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 389240.65000000 0.011627498554 Long DBT NUSS GB N 2 2027-06-14 Fixed 1.67300000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFX2 780000.00000000 PA USD 736404.93000000 0.021998080774 Long DBT CORP US N 2 2026-04-19 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AZ68 88331.38000000 PA USD 82836.64000000 0.002474517787 Long DBT USGA US N 2 2043-11-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LGZM7 98367.46000000 PA USD 89574.81000000 0.002675802164 Long DBT USGA US N 2 2032-07-01 Fixed 3.88000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGBS7 617117.58000000 PA USD 516354.23000000 0.015424668680 Long DBT USGA US N 2 2052-03-01 Fixed 3.00000000 N N N N N N DISH DBS Corporation N/A 25470XAW5 410000.00000000 PA USD 381623.20000000 0.011399948095 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9C69 1011817.78000000 PA USD 816890.56000000 0.024402368575 Long DBT USGA US N 2 2040-10-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QFW5 221389.94000000 PA USD 208556.55000000 0.006230055837 Long DBT USGA US N 2 2050-02-01 Floating 3.09700080 N N N N N N BANK N/A 06541MBN3 655000.00000000 PA USD 589984.90000000 0.017624183322 Long ABS-MBS US N 2 2055-06-15 Floating 4.49300160 N N N N N N Russia, Federation of (Government) 5493004EHVGF71PDBU58 N/A 111680000.00000000 PA 263180.33000000 0.007861791687 Long DBT NUSS RU N 2 2039-03-16 Floating 2.27000070 N N N N N N CSMC TRUST N/A 12649AAQ2 290000.00000000 PA USD 154632.70000000 0.004619228479 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 191700.67000000 PA USD 189940.38000000 0.005673948735 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 567585.34000000 PA USD 561790.29000000 0.016781946554 Long LON US N 2 2028-06-07 Floating 8.18106120 N N N N N N MID-ATLANTIC INTERSTATE TRANSMISSION, LLC N/A 59524QAA3 162000.00000000 PA USD 150754.83000000 0.004503387731 Long DBT CORP US N 2 2028-05-15 Fixed 4.10000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TC2 10758000.00000000 PA USD 6981353.64000000 0.208548822843 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EAV2 356396.91000000 PA USD 275093.93000000 0.008217677864 Long DBT USGA US N 2 2042-01-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AF6L0 175720.64000000 PA USD 135532.05000000 0.004048648864 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 124352.69000000 0.003714696096 Long DBT CORP US N 2 2040-04-01 Fixed 4.12500000 N N N N N N COMM MORTGAGE TRUST N/A 12630BBA5 188005.39000000 PA USD 187385.33000000 0.005597623613 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 157442.70000000 0.004703169534 Long DBT CORP US N 2 2046-09-16 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHX2 10770000.00000000 PA USD 10663141.35000000 0.318532148782 Long SN UST US N 2 2028-08-31 Fixed 4.37500000 N N N N N N Government National Mortgage Association N/A 38376R5X0 460128.74000000 PA USD 21858.37000000 0.000652958948 Long DBT USGA US N 2 2067-07-20 Floating 0.83444040 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGX3 3540000.00000000 PA USD 3467955.48000000 0.103595673607 Long SN UST US N 2 2025-04-30 Fixed 3.87500000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DQ7 212000.00000000 PA USD 199985.93000000 0.005974032034 Long DBT CORP US N 2 2025-06-30 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M5AJ4 74524.76000000 PA USD 62033.18000000 0.001853071386 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 256091.32000000 0.007650026926 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N Government National Mortgage Association 2 N/A 36179VKK5 340867.13000000 PA USD 279955.00000000 0.008362889019 Long DBT USGA US N 2 2050-04-20 Fixed 2.50000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BR9 230000.00000000 PA USD 206272.49000000 0.006161825799 Long DBT CORP US N 2 2032-06-15 Fixed 3.90000000 N N N N N N USD PUT/ AUD CALL N/A USAUP0043 8700000.00000000 NC USD 6317.05000000 0.000188704570 N/A DFE US N 2 USD PUT/ AUD CALL N/A Put Purchased N/A N/A 8700000.00000000 0.67160000 USD 2023-11-03 XXXX -93993.95000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKM49 286958.81000000 PA USD 271015.95000000 0.008095859378 Long DBT USGA US N 2 2053-01-01 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFE0 1775000.00000000 PA USD 1648051.89000000 0.049231037327 Long DBT CORP US N 2 2034-04-21 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AX4N2 761668.40000000 PA USD 67867.85000000 0.002027366175 Long DBT USGA US N 2 2057-10-25 Floating 0.67056840 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RHG2 554000.00000000 PA USD 545067.80000000 0.016282407957 Long ABS-MBS US Y 2 2029-12-20 Fixed 5.81000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CY4 330000.00000000 PA USD 284179.41000000 0.008489081700 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 50823.33000000 0.001518207813 Long DBT CORP US N 2 2049-02-01 Fixed 4.80000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GGM0 1050000.00000000 PA USD 1059030.79000000 0.031635644890 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 8446.54000000 0.000252317253 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 4145.01000000 PA USD 4105.28000000 0.000122633998 Long DBT USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407XPG0 144844.33000000 PA USD 142770.90000000 0.004264889685 Long DBT USGA US N 2 2035-11-01 Floating 6.34100040 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DP2 500000.00000000 PA USD 315218.34000000 0.009416284740 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 1133421.09000000 0.033857851398 Long ABS-MBS US N 2 2030-12-15 Floating 6.32999880 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46644XAK8 21395.01000000 PA USD 21174.05000000 0.000632516762 Long ABS-MBS US N 2 2045-05-25 Floating 6.65148600 N N N N N N OBX TRUST N/A 67448QAC5 30501.16000000 PA USD 29025.43000000 0.000867055240 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 523.69000000 PA USD 519.00000000 0.000015503703 Long DBT USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BKYY2 1013651.30000000 PA USD 866915.85000000 0.025896737129 Long DBT USGA US N 2 2047-11-25 Fixed 2.50000000 N N N N N N Pfizer Investment Enterprises PTE Ltd 5493000FQO8XF9C0RT95 716973AE2 1935000.00000000 PA USD 1829112.48000000 0.054639726652 Long DBT NUSS US N 2 2033-05-19 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYUU1 72576.50000000 PA USD 58739.82000000 0.001754691274 Long DBT USGA US N 2 2041-01-01 Fixed 2.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBV0 380000.00000000 PA USD 352644.19000000 0.010534279525 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XB4K3 2417066.56000000 PA USD 1955745.67000000 0.058422546441 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHWC7 562780.86000000 PA USD 502449.51000000 0.015009303245 Long DBT USGA US N 2 2052-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B26P0 284910.26000000 PA USD 232974.05000000 0.006959461787 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 1739296.82000000 PA USD 1638628.93000000 0.048949552200 Long ABS-MBS US N 2 2057-10-25 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ABUS7 150906.25000000 PA USD 121623.22000000 0.003633160654 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 58770.74000000 0.001755614924 Long DBT CORP US N 2 2044-06-01 Fixed 4.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QL65 363516.79000000 PA USD 362892.42000000 0.010840417333 Long DBT USGA US N 2 2049-03-01 Floating 5.02300080 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST N/A 43815PAC3 575000.00000000 PA USD 559913.78000000 0.016725890956 Long ABS-MBS US N 2 2026-07-20 Fixed 3.73000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EBQJ7 415039.23000000 PA USD 368330.76000000 0.011002872849 Long DBT USGA US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J0NU7 1185458.35000000 PA USD 1020166.72000000 0.030474687221 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 160597.60000000 0.004797413533 Long DBT NUSS KE N 2 2028-02-28 Fixed 7.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR80 2451248.88000000 PA USD 2227313.25000000 0.066534884256 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 461308.38000000 PA USD 411437.21000000 0.012290560003 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 383862.48000000 0.011466840453 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 1912489.14000000 0.057130376058 Long ABS-MBS US Y 2 2026-05-15 Floating 6.59747880 N N N N N N Government National Mortgage Association 2 N/A 36179SEH6 15655.38000000 PA USD 13963.03000000 0.000417107286 Long DBT USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N NORTH TEX TWY AUTH REV N/A 66285WFB7 632000.00000000 PA USD 711625.30000000 0.021257857182 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 553562.74000000 0.016536171027 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 135000.00000000 PA USD 99706.84000000 0.002978468816 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 1769762.73000000 PA USD 1733438.35000000 0.051781724004 Long ABS-MBS US N 2 2033-10-25 Floating 5.42613960 N N N N N N AIG CLO N/A 00141UAC7 3400000.00000000 PA USD 3392836.20000000 0.101351690817 Long ABS-CBDO CORP KY Y 2 2032-04-20 Floating 6.70775040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X3EH1 677684.84000000 PA USD 579296.61000000 0.017304899926 Long DBT USGA US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8W67 23583.08000000 PA USD 24295.50000000 0.000725761533 Long DBT USGA US N 2 2039-09-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKW89 1155993.19000000 PA USD 886529.17000000 0.026482631356 Long DBT USGA US N 2 2052-03-01 Fixed 2.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 124013.83000000 0.003704573582 N/A DFE US N 2 U.S. DOLLARS N/A 1722000.00000000 GBP 2225772.13000000 USD 2023-10-20 124013.83000000 N N N Government National Mortgage Association N/A 36213XL51 2531.64000000 PA USD 2507.87000000 0.000074915748 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 82912.47000000 PA USD 77497.68000000 0.002315030976 Long DBT USGA US N 2 2048-07-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L03Y1 236368.51000000 PA USD 184666.66000000 0.005516410791 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0306A1 100000.00000000 PA USD 82675.78000000 0.002469712535 Long DBT USGA US N 2 2053-10-15 Fixed 3.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBV1 905000.00000000 PA USD 824669.14000000 0.024634732352 Long DBT CORP US N 2 2033-03-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 36201DAB8 2693.77000000 PA USD 2672.62000000 0.000079837204 Long DBT USGA US N 2 2032-07-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYV30 52433.06000000 PA USD 40464.89000000 0.001208777783 Long DBT USGA US N 2 2041-11-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYT90 1313928.81000000 PA USD 1067107.36000000 0.031876910303 Long DBT USGA US N 2 2040-08-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 38378UWV5 555242.93000000 PA USD 491862.95000000 0.014693058755 Long DBT USGA US N 2 2043-06-20 Fixed 2.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MY4 1405000.00000000 PA USD 1087605.95000000 0.032489249547 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N SLM STUDENT LOAN TRUST N/A 78445AAE6 685000.00000000 PA USD 660721.34000000 0.019737240768 Long ABS-MBS US N 2 2073-04-25 Floating 7.16613840 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83405NAA4 668884.00000000 PA USD 549823.65000000 0.016424475952 Long ABS-MBS US Y 2 2047-02-15 Fixed 1.14000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D6L1 428088.82000000 PA USD 342282.14000000 0.010224741655 Long DBT USGA US N 2 2041-11-01 Fixed 2.00000000 N N N N N N AMMC CLO LIMITED N/A 00175MBQ2 1100000.00000000 PA USD 1087929.70000000 0.032498920692 Long ABS-CBDO CORP KY Y 2 2032-01-15 Floating 7.21956960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPHK6 369065.63000000 PA USD 306127.41000000 0.009144718100 Long DBT USGA US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H0SS8 709716.93000000 PA USD 663859.64000000 0.019830988887 Long DBT USGA US N 2 2051-06-25 Floating 5.51495160 N N N N N N Government National Mortgage Association N/A 36213H7K9 18683.65000000 PA USD 18823.38000000 0.000562296933 Long DBT USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523AH3 810000.00000000 PA USD 766430.09000000 0.022895000211 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABF1 255000.00000000 PA USD 225922.59000000 0.006748818728 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 179868.79000000 0.005373087563 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 679462.35000000 PA USD 623419.62000000 0.018622954027 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 1956319.39000000 0.058439684755 Long DBT CORP US N 2 2025-12-10 Fixed 1.56100000 N N N N N N CWABS ASSET-BACKED CERTIFICATES TRUST N/A 1266716B7 280466.02000000 PA USD 266944.02000000 0.007974221620 Long ABS-MBS US N 2 2034-10-25 Floating 5.93420040 N N N N N N WESTERN MIDSTREAM OPERATING, LP L6D8A6MLSY454J2JXJ60 958667AC1 1200000.00000000 PA USD 1048910.64000000 0.031333333121 Long DBT CORP US N 2 2030-02-01 Fixed 4.05000000 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AN8 88000.00000000 PA USD 53561.50000000 0.001600003144 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 61888.96000000 0.001848763208 Long DBT CORP US N 2 2025-05-13 Fixed 3.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WEKX9 45984.83000000 PA USD 40462.66000000 0.001208711167 Long DBT USGA US N 2 2046-06-01 Fixed 3.50000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DG1 4345000.00000000 PA USD 4284181.73000000 0.127978197741 Long DBT CORP US N 2 2027-07-28 Fixed 5.38900000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128282A7 3001000.00000000 PA USD 2735481.84000000 0.081715029356 Long SN UST US N 1 2026-08-15 Fixed 1.50000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942KAA2 203085.71000000 PA USD 171409.82000000 0.005120398998 Long ABS-MBS US Y 2 2070-04-15 Fixed 1.58000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MQAA7 87236.06000000 PA USD 78303.35000000 0.002339098161 Long DBT USGA US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LWC2 1312895.39000000 PA USD 1110213.24000000 0.033164580430 Long DBT USGA US N 2 2047-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FVQG0 710662.22000000 PA USD 108447.77000000 0.003239580164 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 931845.14000000 0.027836321871 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGG0 4190000.00000000 PA USD 4125185.94000000 0.123228633895 Long SN UST US N 2 2025-01-31 Fixed 4.12500000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03465WAA9 1755004.39000000 PA USD 1671440.56000000 0.049929709797 Long ABS-MBS US Y 2 2067-09-26 Fixed 4.75000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAF3 80000.00000000 PA USD 69472.73000000 0.002075307570 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 258935.08000000 0.007734976468 Long ABS-MBS US N 2 2043-01-05 Fixed 3.87200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F9WP2 2257535.17000000 PA USD 416182.70000000 0.012432318522 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 1057009.67000000 PA USD 1019092.72000000 0.030442604412 Long ABS-MBS US N 2 2036-09-17 Fixed 2.27100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBW71 77302.03000000 PA USD 62308.96000000 0.001861309558 Long DBT USGA US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413ANA7 17005.34000000 PA USD 16788.51000000 0.000501510764 Long DBT USGA US N 2 2037-07-01 Fixed 6.00000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RDQ4 295000.00000000 PA USD 280808.35000000 0.008388380514 Long ABS-MBS US N 2 2026-03-20 Fixed 2.36000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST N/A 36265QAD8 513000.00000000 PA USD 506133.55000000 0.015119353852 Long ABS-MBS US Y 2 2027-08-16 Fixed 4.82000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133USJD4 1836896.94000000 PA USD 1404800.99000000 0.041964582787 Long DBT USGA US N 2 2050-09-01 Fixed 2.00000000 N N N N N N EQUATE Petrochemical B.V. 635400Y3Z5R4NJSMQ630 29441WAC9 480000.00000000 PA USD 455616.00000000 0.013610280379 Long DBT NUSS KW N 2 2026-11-03 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHU39 3256340.49000000 PA USD 3142565.81000000 0.093875548236 Long DBT USGA US N 2 2035-03-01 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHZ5 755000.00000000 PA USD 605086.33000000 0.018075297191 Long DBT CORP US N 2 2031-02-13 Fixed 2.49600000 N N N N N N TRITON WATER HOLDINGS, INC. N/A 89678QAB2 773753.79500000 PA USD 753117.78000000 0.022497331403 Long LON US N 2 2028-03-31 Floating 8.49187080 N N N N N N Government National Mortgage Association N/A 36213UC73 2590.00000000 PA USD 2607.00000000 0.000077876986 Long DBT USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBR2 1555000.00000000 PA USD 907809.62000000 0.027118326528 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 60793.21000000 0.001816030677 Long DBT NUSS US N 2 2023-12-01 Fixed 3.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418XEZ7 58236.45000000 PA USD 56901.35000000 0.001699772017 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 202370.19000000 0.006045255272 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFUG4 176002.24000000 PA USD 141344.91000000 0.004222292139 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LGLQ3 100000.00000000 PA USD 86874.03000000 0.002595123757 Long DBT USGA US N 2 2032-06-01 Fixed 3.34500000 N N N N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361ZN1 153000.00000000 PA USD 140626.89000000 0.004200843257 Long DBT CORP US N 2 2028-04-19 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNYL1 831441.98000000 PA USD 804654.12000000 0.024036838437 Long DBT USGA US N 2 2052-09-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TU2 380000.00000000 PA USD 354528.13000000 0.010590557073 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N N/A N/A N/A 118.00000000 NC USD 202075.00000000 0.006036437279 N/A DIR US N 1 SOFR 1yr MidCurve Dec23P 96 N/A Put Purchased N/A Put Option 96 Dec 2023 on CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Dec 2024 (1 Year Mid-Curve) 295000.00000000 96.00000000 USD 2023-12-18 XXXX 89477.20000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AKTB9 76612.40000000 PA USD 3474.20000000 0.000103782211 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 494359.45000000 PA USD 388844.85000000 0.011615675113 Long ABS-MBS US Y 2 2052-08-25 Floating 2.99999880 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135AZ9 245000.00000000 PA USD 239078.54000000 0.007141816709 Long DBT CORP US N 2 2024-08-22 Fixed 2.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ATV65 259080.64000000 PA USD 206100.49000000 0.006156687770 Long DBT USGA US N 2 2051-10-01 Fixed 2.50000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 466247K93 7105.10000000 PA USD 6795.93000000 0.000203009799 Long ABS-MBS US N 2 2033-11-25 Floating 5.10320880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFPJ4 522722.43000000 PA USD 419953.97000000 0.012544974887 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 1183917.14000000 PA USD 1012157.05000000 0.030235420263 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 9826.32000000 PA USD 9749.12000000 0.000291228263 Long DBT USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VBB6 296000.00000000 PA USD 280951.94000000 0.008392669872 Long DBT CORP US N 2 2028-09-01 Fixed 4.80000000 N N N N N N UNITED RENTALS (NORTH AMERICA), INC. NGIZXNT70J2LYT3FBI09 911365BP8 300000.00000000 PA USD 242040.39000000 0.007230293868 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXQD7 495945.30000000 PA USD 447202.63000000 0.013358953989 Long DBT USGA US N 2 2041-06-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBWE8 864027.37000000 PA USD 169286.12000000 0.005056959276 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 577556.73000000 0.017252925776 Long DBT CORP US N 2 2049-06-15 Fixed 3.75000000 N N N N N N VFH PARENT LLC N/A 91820UAS9 405900.00000000 PA USD 402263.14000000 0.012016509783 Long LON US N 2 2029-01-13 Floating 8.42024160 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DK1 51000.00000000 PA USD 41303.31000000 0.001233823284 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 191836.56000000 0.005730591920 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418A3Z9 1236098.77000000 PA USD 1123013.56000000 0.033546954939 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 405511.64000000 0.012113549826 Long DBT CORP US N 2 2024-04-01 Fixed 3.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJDJ4 1099434.70000000 PA USD 967804.25000000 0.028910501815 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 76645.33000000 0.002289569354 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAM9 5000.00000000 PA USD 4581.86000000 0.000136870520 Long DBT CORP US N 2 2027-12-15 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B5ZL9 316246.81000000 PA USD 261630.61000000 0.007815498046 Long DBT USGA US N 2 2052-03-01 Fixed 3.00000000 N N N N N N THE HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866BF4 130000.00000000 PA USD 120518.78000000 0.003600168534 Long DBT CORP US N 2 2025-06-01 Fixed 0.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWJ4 177897.77000000 PA USD 146327.02000000 0.004371119032 Long DBT USGA US N 2 2042-03-01 Fixed 2.50000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46642NBK1 120000.00000000 PA USD 91358.02000000 0.002729070680 Long ABS-MBS US N 2 2047-09-15 Floating 4.69986480 N N N N N N Government National Mortgage Association N/A 36200XVL0 908.61000000 PA USD 918.03000000 0.000027423632 Long DBT USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BS2 695000.00000000 PA USD 586051.49000000 0.017506683469 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 371905.17000000 PA USD 307919.57000000 0.009198253972 Long DBT USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PES7 718000.00000000 PA USD 720554.29000000 0.021524586308 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 3708298.67000000 0.110775268273 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 374300.57000000 0.011181204575 Long DBT CORP US N 2 2025-06-01 Fixed 1.65000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAX3 2528000.00000000 PA USD 2009537.06000000 0.060029416920 Long DBT NUSS IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N NNN REIT, INC. 5493008JKH5SOTI0JS97 637417AS5 441000.00000000 PA USD 415525.04000000 0.012412672731 Long DBT CORP US N 2 2033-10-15 Fixed 5.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQHZ2 1054883.37000000 PA USD 1019825.03000000 0.030464480168 Long DBT USGA US N 2 2052-11-01 Fixed 5.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AM0 320000.00000000 PA USD 309936.67000000 0.009258509311 Long DBT NUSS CH N 2 2026-05-12 Fixed 4.48800000 N N N N N N OBX TRUST N/A 67448WBB3 13891.35000000 PA USD 13874.57000000 0.000414464785 Long ABS-MBS US Y 2 2060-01-25 Floating 6.33420000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QS3T6 1498731.37000000 PA USD 1450731.53000000 0.043336631897 Long DBT USGA US N 2 2053-09-01 Fixed 5.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCY3 748000.00000000 PA USD 680371.06000000 0.020324222346 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACP46 495038.77000000 PA USD 416387.26000000 0.012438429192 Long DBT USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHX2 7623000.00000000 PA USD 7547365.51000000 0.225456877540 Long SN UST US N 2 2028-08-31 Fixed 4.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGGA1 88673.63000000 PA USD 76662.40000000 0.002290079274 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 116526.55000000 0.003480911594 Long DBT CORP US N 2 2041-08-15 Fixed 5.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFBF7 223833.02000000 PA USD 188898.91000000 0.005642837671 Long DBT USGA US N 2 2051-08-01 Fixed 3.00000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 448979AE4 604000.00000000 PA USD 588984.62000000 0.017594302696 Long ABS-MBS US N 2 2028-07-17 Fixed 4.48000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EAW0 2301341.11000000 PA USD 1838629.00000000 0.054924006628 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 2046519.10000000 0.061134154096 Long ABS-CBDO CORP US Y 2 2039-06-17 Floating 7.57257120 N N N N N N GOLDENTREE LOAN OPPORTUNITIES LIMITED N/A 38123HAN4 1460471.41000000 PA USD 1459441.78000000 0.043596826764 Long ABS-CBDO CORP KY N 2 2029-10-29 Floating 6.74073000 N N N N N N PHYSICIANS REALTY L.P. 549300P6Q1UMT0X60U20 71951QAC6 700000.00000000 PA USD 527214.51000000 0.015749089806 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 113363.97000000 0.003386438177 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ANQS9 668029.00000000 PA USD 642639.82000000 0.019197104871 Long DBT USGA US N 2 2045-05-25 Floating 5.72942880 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 20754EAB1 1920000.00000000 PA USD 1930188.86000000 0.057659106725 Long ABS-MBS US Y 2 2043-07-25 Floating 8.01495000 N N N N N N Government National Mortgage Association N/A 36241KD47 10161.19000000 PA USD 10268.25000000 0.000306735851 Long DBT USGA US N 2 2035-02-15 Fixed 6.50000000 N N N N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160KAL9 183000.00000000 PA USD 179452.38000000 0.005360648455 Long DBT CORP US N 2 2024-05-18 Fixed 2.75000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78445CAE2 685000.00000000 PA USD 645591.95000000 0.019285291671 Long ABS-MBS US N 2 2083-07-26 Floating 7.16613840 N N N N N N THE FEDERAL HOME LOAN BANKS N/A 3130AVSY9 11600000.00000000 PA USD 11566273.00000000 0.345510733766 Long DBT USGA US N 2 2024-05-21 Fixed 5.37000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AY36 148888.26000000 PA USD 139654.61000000 0.004171799055 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 294666.68000000 PA USD 295154.97000000 0.008816946501 Long ABS-MBS US N 2 2031-10-15 Floating 7.04667960 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RC4 240000.00000000 PA USD 200268.75000000 0.005982480507 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 42840.28000000 0.001279736054 N/A DFE US N 2 U.S. DOLLARS N/A 2949834.00000000 CAD 2225560.84000000 USD 2023-10-20 42840.28000000 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 480000.00000000 PA USD 369918.43000000 0.011050300142 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAQ7 80000.00000000 PA USD 61610.67000000 0.001840450056 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 2325960.07000000 PA USD 356864.61000000 0.010660353015 Long DBT USGA US N 2 2035-11-25 Floating 2.21580000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144JAD3 439000.00000000 PA USD 421669.38000000 0.012596218063 Long ABS-MBS US Y 2 2028-03-27 Fixed 3.99000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GNG80 84646.34000000 PA USD 77757.56000000 0.002322794180 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 50811.14000000 PA USD 48474.13000000 0.001448031896 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 700000.00000000 PA USD 655871.16000000 0.019592354922 Long ABS-MBS US Y 2 2026-06-25 Fixed 1.99000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBTQ5 1010071.28000000 PA USD 189355.34000000 0.005656472267 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 12922.22000000 PA USD 13240.49000000 0.000395523382 Long DBT USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATEP5 2395784.77000000 PA USD 1914290.49000000 0.057184186456 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 267382.07000000 0.007987307164 Long LON US N 2 2026-10-30 Floating 9.74612880 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BC7 70000.00000000 PA USD 61855.49000000 0.001847763383 Long DBT CORP US N 2 2055-10-23 Fixed 6.83400000 N N N N N N FEDERAL REALTY OP LP 549300LI6XZ51GOCJ427 313747AU1 359000.00000000 PA USD 356778.78000000 0.010657789079 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 607053.80000000 0.018134069969 Long DBT NUSS MX N 2 2031-05-11 Fixed 2.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0606A8 6100000.00000000 PA USD 6019937.50000000 0.179829148322 Long DBT USGA US N 2 2053-10-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBEM0 1007089.04000000 PA USD 841444.85000000 0.025135860751 Long DBT USGA US N 2 2050-04-25 Fixed 2.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBW9 158000.00000000 PA USD 135767.85000000 0.004055692743 Long DBT CORP US N 2 2053-03-01 Fixed 5.65000000 N N N N N N Government National Mortgage Association 2 N/A 36179TLT0 455500.44000000 PA USD 417190.80000000 0.012462432749 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 800770.89000000 0.023920837575 Long DBT CORP US N 2 2024-10-01 Fixed 2.52900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A9FC7 360446.25000000 PA USD 350685.40000000 0.010475766037 Long DBT USGA US N 2 2042-10-25 Floating 5.82942960 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYN8 1305000.00000000 PA USD 1007287.22000000 0.030089947426 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBYG9 332730.64000000 PA USD 269223.21000000 0.008042306180 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HS2 832028.00000000 PA USD 236572.31000000 0.007066949951 Long DBT NUSS AR N 2 2030-07-09 Fixed 0.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WDZM6 131544.69000000 PA USD 120108.63000000 0.003587916425 Long DBT USGA US N 2 2045-01-01 Fixed 4.00000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CP1 124000.00000000 PA USD 112335.08000000 0.003355702906 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 180000.00000000 PA USD 172263.27000000 0.005145893480 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 1231555.70000000 0.036789354149 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAH7 1150000.00000000 PA USD 838188.85000000 0.025038596667 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450YAH6 1470000.00000000 PA USD 1201340.86000000 0.035886768541 Long DBT CORP US N 2 2030-06-01 Fixed 2.30000000 N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FQ6 1080000.00000000 PA USD 817839.39000000 0.024430712273 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 129932.35000000 0.003881373160 Long DBT CORP US N 2 2030-03-27 Fixed 2.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQJ31 2587686.90000000 PA USD 2444000.82000000 0.073007832051 Long DBT USGA US N 2 2053-01-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0526A5 34075000.00000000 PA USD 32928961.66000000 0.983662559695 Long DBT USGA US N 2 2053-10-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZF0 1012281.83000000 PA USD 855814.97000000 0.025565128737 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0526A5 4700000.00000000 PA USD 4541925.75000000 0.135677594554 Long DBT USGA US N 2 2053-10-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EAB6 348197.79000000 PA USD 276873.44000000 0.008270835853 Long DBT USGA US N 2 2041-12-01 Fixed 2.00000000 N N N N N N VMWARE, INC. 549300BUDHS3LRWBE814 928563AF2 541000.00000000 PA USD 498278.84000000 0.014884715900 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 89000.00000000 PA USD 65863.62000000 0.001967495292 Long DBT CORP US N 2 2031-08-15 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACGT1 719829.31000000 PA USD 630732.76000000 0.018841414059 Long DBT USGA US N 2 2037-12-20 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TJ7 2265000.00000000 PA USD 1650441.81000000 0.049302429642 Long DBT UST US N 1 2052-08-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XEAS3 333761.52000000 PA USD 309897.29000000 0.009257332942 Long DBT USGA US N 2 2038-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMH5 956344.69000000 PA USD 862374.07000000 0.025761063888 Long DBT USGA US N 2 2053-02-01 Fixed 4.00000000 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VAX9 299000.00000000 PA USD 191939.61000000 0.005733670257 Long DBT CORP US N 2 2041-04-01 Fixed 2.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133USH95 193570.35000000 PA USD 168153.77000000 0.005023133420 Long DBT USGA US N 2 2050-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36200MY80 20560.73000000 PA USD 20964.92000000 0.000626269576 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 36200KHS9 18364.01000000 PA USD 18251.24000000 0.000545205817 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 186413.41000000 0.005568590164 Long DBT NUSS GB N 2 2026-06-04 Fixed 2.09900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKT73 275445.73000000 PA USD 222615.99000000 0.006650043108 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 8330.38000000 0.000248847291 Long DBT CORP US N 2 2045-02-01 Fixed 4.50000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CV4 1760000.00000000 PA USD 1749580.54000000 0.052263927728 Long DBT NUSS JP N 2 2026-02-20 Fixed 5.71900000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGK4 130000.00000000 PA USD 92162.34000000 0.002753097537 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418A6J2 86545.79000000 PA USD 79703.53000000 0.002380924705 Long DBT USGA US N 2 2034-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FKHV1 33009.83000000 PA USD 31970.37000000 0.000955027258 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 371516.50000000 PA USD 859.91000000 0.000025687456 Long DBT USGA US N 2 2053-04-16 Floating 0.23621040 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89115A2E1 910000.00000000 PA USD 816054.11000000 0.024377381922 Long DBT NUSS CA N 2 2032-06-08 Fixed 4.45600000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BH1 345000.00000000 PA USD 327386.37000000 0.009779771316 Long DBT NUSS GB N 2 2026-11-23 Fixed 4.37500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJS9 3335000.00000000 PA USD 2955341.20000000 0.088282725692 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 898461.06000000 0.026839063897 Long ABS-MBS US N 2 2057-10-25 Floating 3.25000080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AXN3 1341122.16000000 PA USD 1235671.64000000 0.036912306585 Long DBT USGA US N 2 2033-09-01 Fixed 3.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 143611.94000000 0.004290013452 N/A DFE US N 2 U.S. DOLLARS N/A 1719312.00000000 GBP 2242089.45000000 USD 2023-10-20 143611.94000000 N N N Government National Mortgage Association 2 N/A 36179U6Y3 100906.49000000 PA USD 97139.96000000 0.002901790305 Long DBT USGA US N 2 2049-11-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6U41 270992.47000000 PA USD 226058.95000000 0.006752892110 Long DBT USGA US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKUZ6 129325.95000000 PA USD 117379.32000000 0.003506385763 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 40870.91000000 0.001220906518 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 603239.15000000 0.018020117746 Long DBT NUSS AU N 2 2026-01-28 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWE5 1332432.80000000 PA USD 1063339.89000000 0.031764367453 Long DBT USGA US N 2 2042-02-01 Fixed 2.00000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BR6 672000.00000000 PA USD 583666.06000000 0.017435425280 Long DBT CORP US N 2 2027-06-03 Fixed 1.20000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABT1 240000.00000000 PA USD 194580.65000000 0.005812564095 Long DBT CORP US N 2 2031-02-15 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BUNF0 85220.00000000 PA USD 85630.31000000 0.002557971028 Long DBT USGA US N 2 2053-01-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 3622AB3S9 1948149.48000000 PA USD 1696593.65000000 0.050681089484 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 583978.33000000 0.017444753491 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 8199.84000000 PA USD 8269.40000000 0.000247025680 Long DBT USGA US N 2 2035-02-15 Fixed 6.50000000 N N N N N N VERIZON MASTER TRUST N/A 92348KBG7 1475000.00000000 PA USD 1443426.00000000 0.043118399193 Long ABS-MBS US N 2 2029-01-22 Fixed 4.49000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MM3B2 870383.62000000 PA USD 823866.25000000 0.024610748212 Long DBT USGA US N 2 2052-08-01 Floating 4.63299840 N N N N N N N/A N/A N/A 53743409.21400000 NS USD 53807917.86000000 1.607364202994 Long EC US N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A03E5 34390.63000000 PA USD 700.97000000 0.000020939559 Long DBT USGA US N 2 2040-04-25 Floating 1.12056840 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RDU5 430000.00000000 PA USD 402912.32000000 0.012035902258 Long ABS-MBS US N 2 2026-08-20 Fixed 2.33000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WU3K7 46232.20000000 PA USD 40873.71000000 0.001220990161 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 30286.13000000 0.000904715200 Long DBT CORP US N 2 2060-05-15 Fixed 3.12500000 N N N N N N DBCCRE MORTGAGE TRUST N/A 23305MAA3 1175000.00000000 PA USD 1157743.01000000 0.034584402157 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 147346.29000000 PA USD 141757.96000000 0.004234630876 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 1011120.25000000 0.030204448702 Long DBT NUSS DE N 2 2026-03-11 Fixed 1.20000000 N N N N N N Government National Mortgage Association 2 N/A 36179W2X5 1084380.14000000 PA USD 977211.64000000 0.029191521830 Long DBT USGA US N 2 2052-04-20 Fixed 4.00000000 N N N N N N BRK - CITIGROUP CAPITAL MARKETS N/A N/A 10144000.00000000 NC USD 723901.35000000 0.021624570560 N/A DIR XX N 2 BRK - CITIGROUP CAPITAL MARKETS N/A Y 2029-02-15 0.00000000 USD -16467.70000000 USD -10144000.00000000 USD 740369.05000000 N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BT0 2830000.00000000 PA USD 1978922.70000000 0.059114896747 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 344928AD8 1286000.00000000 PA USD 1261897.40000000 0.037695729351 Long ABS-MBS US N 2 2028-02-15 Fixed 4.65000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAE0 390000.00000000 PA USD 360839.56000000 0.010779093762 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N Government National Mortgage Association 2 N/A 36179T7L3 512589.99000000 PA USD 479831.20000000 0.014333643170 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 682539.14000000 0.020388987799 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BAUL6 397302.66000000 PA USD 313743.75000000 0.009372235401 Long DBT USGA US N 2 2050-07-25 Fixed 2.00000000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RAM0 15000.00000000 PA USD 14710.65000000 0.000439440386 Long DBT CORP US N 2 2035-06-15 Fixed 5.70000000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAL7 496000.00000000 PA USD 375022.61000000 0.011202773543 Long DBT CORP US N 2 2031-08-16 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXKP6 72733.44000000 PA USD 67168.85000000 0.002006485464 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 640315.92000000 0.019127684722 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 1773758.22000000 0.052986169712 Long DBT NUSS NO N 2 2028-03-30 Fixed 1.60500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JASZ9 42084.57000000 PA USD 38585.40000000 0.001152633165 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 213638.53000000 PA USD 215384.68000000 0.006434027523 Long DBT USGA US N 2 2070-04-20 Floating 6.68162160 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46590XAP1 1520000.00000000 PA USD 1146660.34000000 0.034253337739 Long DBT NUSS US N 2 2032-05-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617F5Q37 180500.88000000 PA USD 154247.38000000 0.004607718099 Long DBT USGA US N 2 2048-01-20 Fixed 3.00000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CK3 453000.00000000 PA USD 375486.57000000 0.011216633077 Long DBT CORP US N 2 2032-03-15 Fixed 3.62500000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST N/A 89239HAE8 389000.00000000 PA USD 389318.86000000 0.011629834864 Long ABS-MBS US N 2 2028-04-17 Fixed 5.43000000 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 605417CD4 482000.00000000 PA USD 285659.93000000 0.008533308181 Long DBT CORP US N 2 2051-07-30 Fixed 3.10000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 585000.00000000 PA USD 440906.39000000 0.013170871060 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LVMQ9 934460.22000000 PA USD 711657.05000000 0.021258805626 Long DBT USGA US N 2 2051-08-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRCR3 193998.99000000 PA USD 196846.62000000 0.005880253744 Long DBT USGA US N 2 2053-05-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H25Z7 99451.25000000 PA USD 91356.64000000 0.002729029456 Long DBT USGA US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BHAA7 1714597.19000000 PA USD 1302543.14000000 0.038909909532 Long DBT USGA US N 2 2051-05-25 Fixed 1.50000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AR0 1211000.00000000 PA USD 939843.54000000 0.028075252169 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TQ1 92000.00000000 PA USD 80068.75000000 0.002391834652 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BP6 192000.00000000 PA USD 146961.67000000 0.004390077463 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 315435.14000000 0.009422761046 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AQRN0 821000.00000000 PA USD 715870.87000000 0.021384681960 Long DBT USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63938EAC8 1732213.48000000 PA USD 1672632.78000000 0.049965324105 Long ABS-MBS US N 2 2031-06-25 Floating 5.93943120 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAW5 940000.00000000 PA USD 806029.51000000 0.024077924447 Long DBT NUSS IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N B.A.T. INTERNATIONAL FINANCE P.L.C. 21380041YBGOQDFAC823 05530QAQ3 1128000.00000000 PA USD 1107411.87000000 0.033080897172 Long DBT NUSS GB N 2 2029-02-02 Fixed 5.93100000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AP3 730000.00000000 PA USD 637468.57000000 0.019042627938 Long DBT NUSS CH N 2 2031-04-01 Fixed 4.19400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ2M1 558317.14000000 PA USD 485351.88000000 0.014498558368 Long DBT USGA US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AHGQ7 186097.39000000 PA USD 14975.98000000 0.000447366393 Long DBT USGA US N 2 2043-12-25 Floating 0.52057080 N N N N N N Government National Mortgage Association 2 N/A 3622ABUF7 174672.34000000 PA USD 148820.85000000 0.004445615375 Long DBT USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJKU6 337404.22000000 PA USD 273158.62000000 0.008159865777 Long DBT USGA US N 2 2041-04-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHNB9 748338.76000000 PA USD 668428.78000000 0.019967479433 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 143685.99000000 0.004292225493 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 2262191.34000000 PA USD 131922.63000000 0.003940827325 Long DBT USGA US N 2 2063-05-16 Floating 0.82593000 N N N N N N ENTAIN PLC N/A X3000CAB7 115615.59000000 PA USD 115305.74000000 0.003444443238 Long LON US N 2 2027-03-29 Floating 7.43681160 N N N N N N HILTON DOMESTIC OPERATING COMPANY INC. 5493003EG7H0N1E4XV50 432833AH4 150000.00000000 PA USD 145008.48000000 0.004331731260 Long DBT CORP US N 2 2028-05-01 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LL3U8 70407.99000000 PA USD 71314.56000000 0.002130327198 Long DBT USGA US N 2 2042-09-01 Floating 6.23300040 N N N N N N CHASE AUTO CREDIT LINKED NOTES N/A 46591HAU4 62805.76000000 PA USD 62200.27000000 0.001858062742 Long ABS-MBS US Y 2 2028-02-25 Fixed 0.84000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMN9 310000.00000000 PA USD 196393.00000000 0.005866703088 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B2DY3 168715.32000000 PA USD 11191.01000000 0.000334300779 Long DBT USGA US N 2 2042-09-15 Floating 0.82224000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FVAY8 496122.36000000 PA USD 469536.50000000 0.014026117198 Long DBT USGA US N 2 2050-08-25 Floating 5.77942920 N N N N N N OCEANVIEW MORTGAGE TRUST N/A 67647WAE7 3656219.65000000 PA USD 3081777.82000000 0.092059673491 Long ABS-MBS US Y 2 2051-07-25 Floating 2.49999840 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508BD5 300000.00000000 PA USD 241862.74000000 0.007224987060 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST N/A 379929AD4 776000.00000000 PA USD 772933.79000000 0.023089280439 Long ABS-MBS US Y 2 2026-11-20 Fixed 5.38000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AVV7 1519691.22000000 PA USD 1365590.02000000 0.040793262430 Long DBT USGA US N 2 2033-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNTN3 609839.63000000 PA USD 512737.06000000 0.015316615631 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 808255.46000000 PA USD 782701.66000000 0.023381068808 Long ABS-MBS US N 2 2038-12-15 Floating 5.98104000 N N N N N N Government National Mortgage Association 2 N/A 36179UCC4 228734.51000000 PA USD 214289.99000000 0.006401326657 Long DBT USGA US N 2 2048-09-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129882T4 29732.45000000 PA USD 28679.10000000 0.000856709580 Long DBT USGA US N 2 2039-06-01 Fixed 4.50000000 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 913017CW7 63000.00000000 PA USD 53002.74000000 0.001583311719 Long DBT CORP US N 2 2038-11-16 Fixed 4.45000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 1250000.00000000 PA USD 1088866.96000000 0.032526918768 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XCD0 1280000.00000000 PA USD 1219664.05000000 0.036434123668 Long DBT CORP US N 2 2033-07-15 Fixed 5.55000000 N N N N N N Provincia de Buenos Aires 549300L6AYROPOTQ4L07 N/A 2884860.00000000 PA USD 938718.62000000 0.028041648264 Long DBT NUSS AR N 2 2037-09-01 Fixed 6.37500000 N N N N N N MUNICIPAL ELEC AUTH GA N/A 626207YS7 1040000.00000000 PA USD 1017813.89000000 0.030404402867 Long DBT MUN US N 2 2057-04-01 Fixed 7.05500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B4US3 287789.78000000 PA USD 279604.18000000 0.008352409232 Long DBT USGA US N 2 2043-09-15 Floating 5.92776000 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST N/A 92867WAD0 530000.00000000 PA USD 524443.85000000 0.015666323925 Long ABS-MBS US N 2 2028-06-20 Fixed 5.02000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYU98 485684.22000000 PA USD 391836.61000000 0.011705045751 Long DBT USGA US N 2 2041-04-01 Fixed 2.00000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAC1 365000.00000000 PA USD 247232.37000000 0.007385390053 Long DBT CORP US N 2 2050-05-19 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFA68 86552.54000000 PA USD 69500.19000000 0.002076127862 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N INGERSOLL RAND INC. 5299004C02FMZCUOIR50 45687VAB2 591000.00000000 PA USD 570383.19000000 0.017038635911 Long DBT CORP US N 2 2033-08-14 Fixed 5.70000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAL7 1190000.00000000 PA USD 1166830.51000000 0.034855866335 Long DBT NUSS GB N 2 2025-07-09 Fixed 3.87000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B5ZS7 512293.84000000 PA USD 493421.55000000 0.014739617662 Long DBT USGA US N 2 2049-08-25 Floating 5.82942960 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BK9 1263000.00000000 PA USD 1159229.95000000 0.034628820418 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B69 380000.00000000 PA USD 307059.95000000 0.009172575179 Long DBT CORP US N 2 2031-06-17 Fixed 3.62500000 N N N N N N VERUS SECURITIZATION TRUST N/A 92537KAA2 200632.96000000 PA USD 191012.19000000 0.005705966124 Long ABS-MBS US N 2 2059-11-25 Fixed 2.64200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L1TP0 149795.64000000 PA USD 117030.01000000 0.003495951083 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 575667.36000000 0.017196486020 Long DBT CORP US N 2 2036-08-01 Fixed 3.56300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JAWQ7 237607.45000000 PA USD 238730.49000000 0.007131419669 Long DBT USGA US N 2 2045-06-01 Floating 4.79700000 N N N N N N RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS) N/A 45660LAP4 191854.21000000 PA USD 170525.09000000 0.005093970112 Long ABS-MBS US N 2 2034-12-25 Floating 3.70711440 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863BD1 409000.00000000 PA USD 382604.61000000 0.011429265031 Long DBT NUSS ZA N 2 2033-05-02 Fixed 5.50000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Z3 1365000.00000000 PA USD 1192618.83000000 0.035626221779 Long DBT CORP US N 2 2026-06-29 Fixed 1.60800000 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST N/A 17305EGE9 2340000.00000000 PA USD 2350178.30000000 0.070205141182 Long ABS-MBS US N 2 2029-05-14 Floating 6.21803880 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941LAB9 699616.03000000 PA USD 661423.85000000 0.019758226331 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 688949.85000000 0.020580490206 Long DBT CORP US N 2 2023-11-01 Fixed 4.50000000 N N N N N N Republica Del Paraguay 529900UXKJTJPCU0HK83 699149AL4 350000.00000000 PA USD 286925.61000000 0.008571116905 Long DBT NUSS PY N 2 2033-06-28 Fixed 3.84900000 N N N N N N N/A N/A 783965593 19594171.15000000 NS USD 19594171.15000000 0.585322208077 Long STIV RF US N 2 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAJ5 325000.00000000 PA USD 259497.75000000 0.007751784694 Long DBT CORP US N 2 2038-07-24 Fixed 3.88200000 N N N N N N Government National Mortgage Association N/A 36291K6G7 3785.34000000 PA USD 3749.02000000 0.000111991706 Long DBT USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAL2 119000.00000000 PA USD 94388.97000000 0.002819612011 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 2948244.00000000 0.088070716276 Long ABS-CBDO CORP KY Y 2 2034-10-25 Floating 7.21281960 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406HCV9 530000.00000000 PA USD 521848.60000000 0.015588797938 Long DBT CORP US N 2 2024-05-15 Fixed 3.40000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABV33 496358.92000000 PA USD 412946.55000000 0.012335647403 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 430517.19000000 0.012860522159 Long DBT NUSS CN N 2 2051-04-22 Fixed 3.84000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AU2 1325000.00000000 PA USD 1046550.34000000 0.031262825622 Long DBT NUSS CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N ACRES COMMERCIAL REALTY LTD N/A 00103CAA7 1629084.43000000 PA USD 1591789.80000000 0.047550361451 Long ABS-CBDO CORP KY Y 2 2036-06-15 Floating 6.64668000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYY0 1754857.47000000 PA USD 1484700.58000000 0.044351364248 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 1754589.09000000 0.052413544444 Long DBT CORP US N 2 2024-11-21 Fixed 2.60000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EW9 440000.00000000 PA USD 375780.60000000 0.011225416419 Long DBT CORP US N 2 2030-04-01 Fixed 2.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CAH7 218786.10000000 PA USD 195212.84000000 0.005831449040 Long DBT USGA US N 2 2036-08-01 Fixed 3.00000000 N N N N N N CIT EDUCATION LOAN TRUST N/A 17284LAA2 650682.89000000 PA USD 626792.42000000 0.018723707191 Long ABS-MBS US N 2 2042-03-25 Floating 5.59539000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXTS1 178551.12000000 PA USD 137362.48000000 0.004103327948 Long DBT USGA US N 2 2061-09-01 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3F8 446000.00000000 PA USD 422309.96000000 0.012615353636 Long DBT CORP US N 2 2034-07-25 Fixed 5.55700000 N N N N N N VERIZON MASTER TRUST N/A 92348KBS1 1987000.00000000 PA USD 1972462.91000000 0.058921928209 Long ABS-MBS US N 2 2029-06-20 Fixed 5.16000000 N N N N N N FIRSTKEY HOMES TRUST N/A 33767JAA0 3361005.78000000 PA USD 3049435.84000000 0.091093545401 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 544553.51000000 0.016267044951 Long DBT NUSS CN N 2 2029-04-11 Fixed 3.97500000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CB3 672000.00000000 PA USD 419656.11000000 0.012536077135 Long DBT CORP US N 2 2051-07-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AMS72 77603.41000000 PA USD 64993.47000000 0.001941501943 Long DBT USGA US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179W7M4 186899.56000000 PA USD 168420.57000000 0.005031103340 Long DBT USGA US N 2 2052-06-20 Fixed 4.00000000 N N N N N N NISSAN MOTOR CO., LTD. 353800DRBDH1LUTNAY26 654744AC5 1100000.00000000 PA USD 1004081.12000000 0.029994173968 Long DBT NUSS JP N 2 2027-09-17 Fixed 4.34500000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBB0 448000.00000000 PA USD 409871.69000000 0.012243794380 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 508960.12000000 0.015203789891 Long DBT NUSS GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B1MH1 902423.04000000 PA USD 689717.15000000 0.020603411192 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 343576.08000000 0.010263394570 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QP4C8 83216.35000000 PA USD 80674.65000000 0.002409934256 Long DBT USGA US N 2 2052-08-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412NZY5 230190.04000000 PA USD 225248.68000000 0.006728687512 Long DBT USGA US N 2 2039-02-01 Fixed 5.00000000 N N N N N N PROSPECT CAPITAL CORPORATION 549300FSD8T39P5Q0O47 74348TAU6 395000.00000000 PA USD 357369.15000000 0.010675424766 Long DBT CORP US N 2 2026-01-22 Fixed 3.70600000 N N N N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809HAH0 770000.00000000 PA USD 702153.78000000 0.020974921458 Long DBT CORP US N 2 2047-04-01 Fixed 5.80000000 N N N N N N Government National Mortgage Association N/A 36213FF24 9613.41000000 PA USD 9586.87000000 0.000286381489 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 205543.03000000 0.006140035179 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AYE30 84138.60000000 PA USD 70034.91000000 0.002092101158 Long DBT USGA US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9AZ8 488633.08000000 PA USD 393338.85000000 0.011749921057 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 1947790.24000000 0.058184899755 Long DBT CORP US N 2 2026-04-15 Fixed 1.61800000 N N N N N N Government National Mortgage Association 2 N/A 21H0626B8 5000000.00000000 PA USD 5025000.00000000 0.150108114962 Long DBT USGA US N 2 2053-11-15 Fixed 6.50000000 N N N N N N Healthcare Realty Holdings, L.P. 549300IYGAS4GE6VDL07 42225UAM6 273000.00000000 PA USD 197255.32000000 0.005892462537 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 24917.36000000 0.000744337898 Long DBT CORP US N 2 2047-03-15 Fixed 4.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AG5B4 261270.31000000 PA USD 222594.00000000 0.006649386217 Long DBT USGA US N 2 2042-12-25 Fixed 2.00000000 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VAH4 410000.00000000 PA USD 376379.02000000 0.011243292577 Long DBT CORP US N 2 2027-09-01 Fixed 3.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H4S84 710000.00000000 PA USD 561671.13000000 0.016778386975 Long DBT USGA US N 2 2031-11-25 Floating 2.09099880 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAW5 1140000.00000000 PA USD 977525.15000000 0.029200887083 Long DBT NUSS IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36202W2X6 5059.27000000 PA USD 5010.83000000 0.000149684825 Long DBT USGA US N 2 2033-07-15 Fixed 6.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECK9 879000.00000000 PA USD 871812.22000000 0.026043002775 Long DBT NUSS GB N 2 2029-09-13 Fixed 6.49000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAH6 535000.00000000 PA USD 486182.10000000 0.014523358917 Long DBT NUSS US N 2 2025-09-02 Fixed 1.20000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CW3 1390000.00000000 PA USD 1258668.96000000 0.037599288546 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 21604.81000000 0.000645384537 Long DBT CORP US N 2 2042-03-15 Fixed 5.15000000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 65412JAC7 220000.00000000 PA USD 183123.60000000 0.005470316099 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.50000000 N N N N N N SANDS CHINA LTD. 549300EVO6UZDGY05787 80007RAK1 420000.00000000 PA USD 392416.04000000 0.011722354635 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 188000.00000000 PA USD 111387.42000000 0.003327394158 Long DBT CORP US N 2 2050-05-01 Fixed 2.70000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHX2 32600000.00000000 PA USD 32276546.71000000 0.964173449582 Long SN UST US N 2 2028-08-31 Fixed 4.37500000 N N N N N N CROWLEY CONRO, LLC 5493002RTOQUGXZXJJ02 228023AB3 395382.31000000 PA USD 361267.76000000 0.010791885064 Long DBT CORP US N 2 2043-08-15 Fixed 4.18100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MLCK8 23789.35000000 PA USD 21782.58000000 0.000650694929 Long DBT USGA US N 2 2042-12-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FLFR2 132026.82000000 PA USD 24459.65000000 0.000730665065 Long DBT USGA US N 2 2039-11-25 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKLX6 293739.13000000 PA USD 277725.62000000 0.008296292397 Long DBT USGA US N 2 2053-02-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617YNWW6 113792.26000000 PA USD 97243.16000000 0.002904873122 Long DBT USGA US N 2 2046-10-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 21H0406A6 1025000.00000000 PA USD 923420.89000000 0.027584670470 Long DBT USGA US N 2 2053-10-15 Fixed 4.00000000 N N N N N N PENFED AUTO RECEIVABLES OWNER TRUST N/A 706874AC8 648000.00000000 PA USD 639099.72000000 0.019091354078 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 236719.09000000 0.007071334602 Long DBT CORP US N 2 2063-04-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AJX7 15898.53000000 PA USD 13996.61000000 0.000418110396 Long DBT USGA US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C6R43 1585158.63000000 PA USD 1533508.79000000 0.045809375869 Long DBT USGA US N 2 2053-06-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association N/A 38378MVC6 73267.61000000 PA USD 7588.98000000 0.000226699996 Long DBT USGA US N 2 2043-04-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEQT6 1791004.97000000 PA USD 1530940.36000000 0.045732651056 Long DBT USGA US N 2 2045-04-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128HXMV4 864434.74000000 PA USD 756396.62000000 0.022595277769 Long DBT USGA US N 2 2042-07-15 Fixed 3.00000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AR0 390000.00000000 PA USD 363496.37000000 0.010858458685 Long DBT NUSS GB N 2 2028-03-22 Fixed 4.37500000 N N N N N N Government National Mortgage Association N/A 38376FLM2 149900.92000000 PA USD 5083.74000000 0.000151862811 Long DBT USGA US N 2 2039-07-16 Floating 1.35495000 N N N N N N THE FEDERAL HOME LOAN BANKS N/A 3130ANZZ6 1455000.00000000 PA USD 1160081.69000000 0.034654263818 Long DBT USGA US N 2 2031-09-30 Fixed 1.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DSJ2 165984.27000000 PA USD 133206.29000000 0.003979173152 Long DBT USGA US N 2 2050-09-01 Fixed 2.50000000 N N N N N N BBCMS TRUST N/A 05491UBA5 210942.95000000 PA USD 201167.01000000 0.006009313564 Long ABS-MBS US N 2 2051-12-15 Fixed 4.23600000 N N N N N N N/A N/A N/A 179.00000000 NC USD 711525.00000000 0.021254860994 N/A DIR US N 1 SOFR 1yr MidCurve Oct23P 97 N/A Put Purchased N/A Put Option 97 Oct 2023 on CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Dec 2024 (1 Year Mid-Curve) 447500.00000000 97.00000000 USD 2023-10-16 XXXX 516699.10000000 N N N NXP B.V. 724500RKKW4NOJ9YQF60 62954HBA5 299000.00000000 PA USD 233461.88000000 0.006974034372 Long DBT NUSS CN N 2 2031-05-11 Fixed 2.50000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BC0 124000.00000000 PA USD 130401.17000000 0.003895377874 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 783881.38000000 0.023416309712 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 586991.90000000 0.017534775643 Long DBT CORP US N 2 2026-01-15 Fixed 7.37500000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738BE7 1310000.00000000 PA USD 1269631.70000000 0.037926770384 Long DBT CORP US N 2 2033-03-02 Fixed 5.60000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBS8 351000.00000000 PA USD 215248.55000000 0.006429961012 Long DBT CORP US N 2 2052-03-17 Fixed 3.00100000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 44933XAD9 342000.00000000 PA USD 341496.75000000 0.010201280280 Long ABS-MBS US N 2 2028-04-17 Fixed 5.48000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYJ7 1885000.00000000 PA USD 1435594.47000000 0.042884453680 Long DBT CORP US N 2 2032-07-21 Fixed 2.38300000 N N N N N N SABINE PASS LIQUEFACTION, LLC 549300KJYBG7C6WJYZ11 785592AJ5 48000.00000000 PA USD 47898.61000000 0.001430839812 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AQ3 120000.00000000 PA USD 116347.77000000 0.003475571031 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 208246.24000000 PA USD 6711.53000000 0.000200488580 Long DBT USGA US N 2 2067-10-20 Floating 0.34197840 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CT0 1500000.00000000 PA USD 1474227.12000000 0.044038498310 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464PAA5 4623927.33000000 PA USD 4038193.19000000 0.120629963702 Long ABS-MBS US Y 2 2067-01-25 Floating 3.35300040 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAQ0 525000.00000000 PA USD 401923.25000000 0.012006356500 Long DBT CORP US N 2 2031-10-15 Fixed 2.40000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AL4 160000.00000000 PA USD 151406.08000000 0.004522842042 Long DBT CORP BE N 2 2028-04-13 Fixed 4.00000000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 26443TAC0 280000.00000000 PA USD 160340.15000000 0.004789722919 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SF6 3290000.00000000 PA USD 2404912.88000000 0.071840186878 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAW3 76973.44000000 PA USD 58885.70000000 0.001759049039 Long DBT USGA US N 2 2051-01-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHN4 40000.00000000 PA USD 39734.38000000 0.001186955797 Long SN UST US N 2 2025-07-31 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MWS72 1149466.11000000 PA USD 1102883.77000000 0.032945632584 Long DBT USGA US N 2 2052-08-01 Floating 4.62700080 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SW9 8376000.00000000 PA USD 5403174.33000000 0.161405037510 Long DBT UST US N 1 2041-02-15 Fixed 1.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWN5 273281.86000000 PA USD 217694.46000000 0.006503025876 Long DBT USGA US N 2 2042-04-01 Fixed 2.00000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAH3 1519000.00000000 PA USD 1392218.65000000 0.041588719834 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 458390.46000000 0.013693159774 Long DBT CORP US N 2 2030-01-31 Fixed 2.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TS7 955000.00000000 PA USD 830253.13000000 0.024801538763 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N CREDIT SUISSE AG (NEW YORK BRANCH) 549300D0YARF5HYP1809 22550L2C4 520000.00000000 PA USD 494101.09000000 0.014759917058 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 120212.51000000 0.003591019556 Long DBT NUSS LU N 2 2039-10-15 Fixed 7.00000000 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBP2 147000.00000000 PA USD 136432.33000000 0.004075542263 Long DBT CORP US N 2 2033-05-01 Fixed 4.90000000 N N N N N N Government National Mortgage Association N/A 38380WV71 414000.00000000 PA USD 358246.41000000 0.010701630506 Long DBT USGA US N 2 2048-05-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EAQJ9 29470.63000000 PA USD 27102.88000000 0.000809624323 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 271903.05000000 0.008122359062 Long DBT NUSS ID N 2 2042-05-03 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QFY1 267485.38000000 PA USD 261880.96000000 0.007822976567 Long DBT USGA US N 2 2049-05-01 Floating 2.89500120 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DB3 380000.00000000 PA USD 357926.83000000 0.010692083929 Long DBT CORP US N 2 2032-08-19 Fixed 6.10000000 N N N N N N SES GLOBAL AMERICAS HOLDINGS GP 5299000YGN3VJ3R60481 78413KAB8 1200000.00000000 PA USD 807831.61000000 0.024131757250 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 500059.16000000 0.014937898085 Long DBT CORP US N 2 2172-05-15 Fixed 7.12500000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DL6 360000.00000000 PA USD 353728.80000000 0.010566679278 Long DBT CORP US N 2 2046-03-15 Fixed 6.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L05B9 74621.49000000 PA USD 57767.27000000 0.001725639006 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1FM1 845262.21000000 PA USD 768292.80000000 0.022950643571 Long DBT USGA US N 2 2048-03-25 Fixed 3.00000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABF1 1670000.00000000 PA USD 1479571.49000000 0.044198146729 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CJA3 1591300.41000000 PA USD 1343322.07000000 0.040128068401 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 189620.06000000 0.005664380052 Long DBT NUSS FR N 2 2027-03-13 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WXWP8 218186.10000000 PA USD 199763.12000000 0.005967376195 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLBG1 2962448.75000000 PA USD 2134639.34000000 0.063766504965 Long DBT USGA US N 2 2051-02-01 Fixed 1.50000000 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST N/A 12532CAY1 216269.08000000 PA USD 205777.46000000 0.006147038133 Long ABS-MBS US N 2 2050-06-15 Fixed 3.36740000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EVVB0 32088.12000000 PA USD 27131.06000000 0.000810466124 Long DBT USGA US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38381XEZ5 274237.41000000 PA USD 234727.42000000 0.007011838914 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 550682.93000000 PA USD 467121.37000000 0.013953971802 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 301096.36000000 PA USD 295081.09000000 0.008814739538 Long ABS-MBS US N 2 2036-10-27 Floating 5.49614160 N N N N N N CONTINENTAL RESOURCES, INC. XXRTID9RYWOZ0UPIVR53 212015AS0 520000.00000000 PA USD 482299.21000000 0.014407368211 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 1014142.96000000 0.030294743886 Long DBT CORP US N 2 2033-10-28 Fixed 6.03700000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RDR0 2420000.00000000 PA USD 2197614.61000000 0.065647718710 Long DBT CORP US N 2 2037-03-01 Fixed 5.25000000 N N N N N N ALLIED UNIVERSAL HOLDCO LLC N/A 01957TAH0 1168887.07000000 PA USD 1127309.76000000 0.033675292149 Long LON US N 2 2028-05-12 Floating 9.18105840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBSR2 79248.45000000 PA USD 64606.41000000 0.001929939585 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 576852.36000000 0.017231884651 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 442683.80000000 0.013223966316 Long DBT NUSS ID N 2 2048-05-21 Fixed 6.15000000 N N N N N N MORGAN STANLEY CAPITAL I INC. 3IFG42XD94UUZ7FL2766 61756UAH4 53405.01000000 PA USD 26391.74000000 0.000788380963 Long ABS-MBS US N 2 2049-12-12 Floating 6.28182000 N N N N N N ORIGEN MANUFACTURED HOUSING CONTRACT N/A 68620BAB8 449314.13000000 PA USD 401610.90000000 0.011997025900 Long ABS-MBS US N 2 2037-10-15 Floating 6.84950040 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 12635FAU8 504952.18000000 PA USD 495648.79000000 0.014806150358 Long ABS-MBS US N 2 2048-08-15 Fixed 3.44810000 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 913017DD8 190000.00000000 PA USD 183831.77000000 0.005491470739 Long DBT CORP US N 2 2025-08-16 Fixed 3.95000000 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 75513EAD3 420000.00000000 PA USD 337922.10000000 0.010094497400 Long DBT CORP US N 2 2030-07-01 Fixed 2.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QGXH5 891502.55000000 PA USD 681199.51000000 0.020348970021 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZG8 606127.70000000 PA USD 532903.19000000 0.015919023544 Long DBT USGA US N 2 2047-01-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHM6 3009000.00000000 PA USD 2981260.78000000 0.089057002168 Long SN UST US N 2 2026-07-15 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHM6 4900000.00000000 PA USD 4854828.13000000 0.145024696331 Long SN UST US N 2 2026-07-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31378CTK8 22167.58000000 PA USD 22283.11000000 0.000665646893 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 534192.67000000 0.015957543228 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 718628.36000000 0.021467054423 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 721809.60000000 0.021562085257 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 756300.09000000 0.022592394200 Long DBT CORP GB N 2 2030-05-22 Fixed 3.97300000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DA4 1420000.00000000 PA USD 1361839.70000000 0.040681231890 Long DBT CORP US N 2 2030-02-15 Fixed 5.12500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBD4 28000.00000000 PA USD 26630.44000000 0.000795511472 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 86572.04000000 0.002586102633 Long DBT CORP US N 2 2031-09-22 Fixed 1.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFLM9 366880.30000000 PA USD 308545.73000000 0.009216958788 Long DBT USGA US N 2 2050-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XTB80 172069.51000000 PA USD 150841.01000000 0.004505962123 Long DBT USGA US N 2 2047-09-01 Fixed 3.50000000 N N N N N N WESTERN MIDSTREAM OPERATING, LP L6D8A6MLSY454J2JXJ60 958254AJ3 162000.00000000 PA USD 126447.84000000 0.003777282965 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 10006.82000000 PA USD 9993.13000000 0.000298517394 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 221886.41000000 0.006628248903 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 311364.02000000 0.009301147484 Long DBT CORP US N 2 2045-10-21 Fixed 4.75000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AZ7 405000.00000000 PA USD 366095.53000000 0.010936101473 Long DBT CORP US N 2 2026-02-15 Fixed 1.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AFRX1 74542.41000000 PA USD 58237.62000000 0.001739689424 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N INTUIT INC. VI90HBPH7XSFMB9E4M29 46124HAG1 1320000.00000000 PA USD 1285357.81000000 0.038396544858 Long DBT CORP US N 2 2033-09-15 Fixed 5.20000000 N N N N N N COMM MORTGAGE TRUST N/A 12636FBH5 353125.06000000 PA USD 340297.69000000 0.010165461646 Long ABS-MBS US N 2 2048-10-10 Fixed 3.52100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSA4 6244.62000000 PA USD 5686.68000000 0.000169873993 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 155189.90000000 PA USD 146015.18000000 0.004361803666 Long DBT USGA US N 2 2047-08-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 38374YVW0 2644.15000000 PA USD 13.76000000 0.000000411042 Long DBT USGA US N 2 2040-01-20 Floating 1.21068000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYC8 278227.23000000 PA USD 246453.94000000 0.007362136588 Long DBT USGA US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DP2Y3 478244.02000000 PA USD 452708.03000000 0.013523412738 Long DBT USGA US N 2 2053-03-01 Fixed 5.00000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAJ9 240000.00000000 PA USD 186603.86000000 0.005574279337 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FF3Z8 2985634.92000000 PA USD 57714.41000000 0.001724059958 Long DBT USGA US N 2 2027-12-25 Floating 0.65262600 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AM0 200000.00000000 PA USD 192495.92000000 0.005750288495 Long DBT NUSS CH N 2 2025-09-11 Fixed 2.59300000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BE1 1001000.00000000 PA USD 881796.12000000 0.026341244448 Long DBT NUSS NL N 2 2035-05-11 Fixed 4.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XARA2 72930.97000000 PA USD 58733.96000000 0.001754516222 Long DBT USGA US N 2 2051-04-01 Fixed 2.50000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QBB3 10080000.00000000 PA USD 7719771.02000000 0.230607020051 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N BACARDI LIMITED 549300R32WTQNHNN5055 067316AE9 1545000.00000000 PA USD 1499218.98000000 0.044785061692 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 194008.89000000 0.005795484331 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N Glencore Finance (Canada) Limited 5493005TTO0UJ33KCK70 98417EAC4 311000.00000000 PA USD 312587.04000000 0.009337681857 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 1437.71000000 PA USD 1454.85000000 0.000043459659 Long DBT USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BM3 810000.00000000 PA USD 781082.23000000 0.023332692771 Long DBT CORP US N 2 2025-01-15 Fixed 2.93000000 N N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAQ0 247000.00000000 PA USD 154219.85000000 0.004606895716 Long DBT CORP US N 2 2051-06-01 Fixed 3.10000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 24467.96000000 0.000730913303 N/A DFE US N 2 U.S. DOLLARS N/A 8120975.00000000 CNY 1140069.21000000 USD 2023-10-20 24467.96000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFA66 1155329.21000000 PA USD 932501.39000000 0.027855925542 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 77390.03000000 0.002311815227 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 325046.14000000 0.009709863353 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 United States of America 254900HROIFWPRGM1V77 912797GN1 1930000.00000000 PA USD 1891348.01000000 0.056498842690 Long DBT UST US N 2 2024-02-15 None 0.00000000 N N N N N N Export Finance Australia 213800XAAULSUYWPBB61 30220L2B9 1079000.00000000 PA USD 1069192.39000000 0.031939194864 Long DBT NUSS AU N 2 2027-10-26 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MGNT4 7473050.05000000 PA USD 5695720.58000000 0.170144055645 Long DBT USGA US N 2 2052-03-01 Fixed 2.00000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RBR7 147000.00000000 PA USD 135547.07000000 0.004049097545 Long DBT CORP US N 2 2034-04-26 Fixed 4.96700000 N N N N N N HOME PARTNERS OF AMERICA TRUST N/A 43732TAA9 1416122.74000000 PA USD 1254810.22000000 0.037484019255 Long ABS-MBS US N 2 2039-10-19 Fixed 2.70300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGB32 451975.41000000 PA USD 374406.91000000 0.011184381191 Long DBT USGA US N 2 2052-03-01 Fixed 3.00000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AJ8 80000.00000000 PA USD 78351.57000000 0.002340538602 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 20245.00000000 0.000604763937 Long DBT CORP US N 2 2050-04-05 Fixed 3.57700000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBE2 40000.00000000 PA USD 39865.93000000 0.001190885493 Long DBT CORP US N 2 2028-06-15 Fixed 5.87500000 N N N N N N SPRINT SPECTRUM CO LLC N/A 85208NAE0 873000.00000000 PA USD 857676.09000000 0.025620724600 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL29 1993329.51000000 PA USD 1603806.69000000 0.047909333134 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 100961.16000000 0.003015938191 Long DBT CORP US N 2 2032-06-15 Fixed 6.62500000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GK4 1041000.00000000 PA USD 975907.90000000 0.029152576168 Long DBT CORP US N 2 2033-04-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LKEZ2 99627.09000000 PA USD 93155.51000000 0.002782765772 Long DBT USGA US N 2 2033-04-01 Fixed 4.42000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DZ62 224229.66000000 PA USD 180466.53000000 0.005390943409 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 736893.63000000 0.022012679348 Long DBT USGA US N 2 2029-01-01 Fixed 4.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ECZ1 1505363.16000000 PA USD 1236997.72000000 0.036951919594 Long DBT USGA US N 2 2042-04-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLG28 1008969.72000000 PA USD 771007.56000000 0.023031739592 Long DBT USGA US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0406A0 598577.00000000 PA USD 532873.82000000 0.015918146195 Long DBT USGA US N 2 2053-10-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KLVW9 63072.64000000 PA USD 48811.07000000 0.001458097056 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 2255646.33000000 PA USD 1246913.62000000 0.037248129954 Long DBT USGA US N 2 2061-09-16 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AQPP6 682977.30000000 PA USD 549057.06000000 0.016401576175 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 896118.22000000 0.026769077967 Long DBT CORP US N 2 2027-06-17 Fixed 3.19600000 N N N N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AA5 367397.00000000 PA USD 356852.10000000 0.010659979313 Long DBT NUSS US N 2 2025-10-20 Fixed 4.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MQ1 350000.00000000 PA USD 334010.12000000 0.009977637709 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 430320.35000000 0.012854642103 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L1TN5 71148.85000000 PA USD 55789.05000000 0.001666545100 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBTT9 1507226.45000000 PA USD 284437.60000000 0.008496794420 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3E1 892000.00000000 PA USD 870227.77000000 0.025995671670 Long DBT CORP US N 2 2029-07-25 Fixed 5.57400000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHY0 50000.00000000 PA USD 49753.91000000 0.001486261819 Long SN UST US N 2 2026-09-15 Fixed 4.62500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBL6 770000.00000000 PA USD 580870.38000000 0.017351911995 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 173847.85000000 0.005193228468 Long DBT CORP US N 2 2035-01-15 Fixed 3.87500000 N N N N N N BANQUE CANADIENNE IMPERIALE DE COMMERCE 2IGI19DL77OX0HC3ZE78 13607LWV1 1291000.00000000 PA USD 1288119.35000000 0.038479038303 Long DBT NUSS CA N 2 2028-10-03 Fixed 5.98600000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738BG2 882000.00000000 PA USD 870644.86000000 0.026008131091 Long DBT CORP US N 2 2028-08-21 Fixed 5.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGUG2 774567.50000000 PA USD 675622.68000000 0.020182377496 Long DBT USGA US N 2 2049-09-01 Fixed 3.50000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJM3 490000.00000000 PA USD 476956.28000000 0.014247762808 Long DBT CORP US N 2 2029-06-12 Fixed 5.77500000 N N N N N N GOLDEN CREDIT CARD TRUST N/A 380881FP2 1255000.00000000 PA USD 1223589.36000000 0.036551381555 Long ABS-MBS CA Y 2 2027-09-15 Fixed 4.31000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7BP8 464003.28000000 PA USD 409290.31000000 0.012226427245 Long DBT USGA US N 2 2043-03-01 Fixed 3.50000000 N N N N N N N/A N/A ZZZ186602 200000.00000000 PA USD 199164.06000000 0.005949480918 Long DBT USGA US N 2 2028-10-01 Fixed 5.13000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJSM1 227116.73000000 PA USD 191879.32000000 0.005731869258 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8NR4 522832.92000000 PA USD 418293.14000000 0.012495362138 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAW9 748000.00000000 PA USD 713581.55000000 0.021316294794 Long DBT CORP US N 2 2053-03-15 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KRVU5 173425.81000000 PA USD 168305.09000000 0.005027653691 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 58904.05000000 0.001759597195 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N GALAXY PIPELINE ASSETS BIDCO LIMITED 549300L82YB0C6JQIC26 36321PAE0 247910.85000000 PA USD 190807.85000000 0.005699862026 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 77796.25000000 0.002323949938 Long DBT CORP US N 2 2030-04-15 Fixed 3.05000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ER6B1 447730.45000000 PA USD 376138.95000000 0.011236121144 Long DBT USGA US N 2 2047-02-01 Fixed 3.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MS7 1325000.00000000 PA USD 1056565.08000000 0.031561988556 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBV1 715000.00000000 PA USD 671258.58000000 0.020052011959 Long DBT CORP US N 2 2033-09-11 Fixed 4.89300000 N N N N N N CSMC TRUST N/A 12651QAS8 1000000.00000000 PA USD 916187.10000000 0.027368580802 Long ABS-MBS US N 2 2032-07-15 Floating 10.79399880 N N N N N N Government National Mortgage Association N/A 38383R7N1 200000.00000000 PA USD 152338.06000000 0.004550682392 Long DBT USGA US N 2 2052-01-20 Fixed 2.50000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAX2 150000.00000000 PA USD 129867.90000000 0.003879447893 Long DBT CORP US N 2 2052-06-15 Fixed 4.95000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCG4 292000.00000000 PA USD 216536.43000000 0.006468432901 Long DBT CORP US N 2 2052-11-01 Fixed 4.04900000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST N/A 891941AD8 1355000.00000000 PA USD 1328149.59000000 0.039674832108 Long ABS-MBS US N 2 2028-02-15 Fixed 4.71000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 450000.00000000 PA USD 420708.25000000 0.012567506936 Long DBT CORP US N 2 2034-04-24 Fixed 5.38900000 N N N N N N Government National Mortgage Association N/A 38376T3G5 2020158.83000000 PA USD 142775.94000000 0.004265040241 Long DBT USGA US N 2 2040-01-16 Floating 0.94494960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QGAU1 118906.90000000 PA USD 90955.02000000 0.002717032158 Long DBT USGA US N 2 2050-12-01 Fixed 2.00000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189TAD6 90000.00000000 PA USD 98848.51000000 0.002952828557 Long DBT CORP US N 2 2036-06-01 Fixed 7.29000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 2971000.00000000 PA USD 2036754.55000000 0.060842464904 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3QB9 361345.03000000 PA USD 331012.79000000 0.009888100683 Long DBT USGA US N 2 2048-12-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSA4 1448747.36000000 PA USD 1319306.20000000 0.039410660047 Long DBT USGA US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LNV0 709465.24000000 PA USD 665770.98000000 0.019888084936 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 52605.00000000 PA USD 44954.26000000 0.001342885418 Long DBT USGA US N 2 2047-03-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B0VP8 230549.03000000 PA USD 193308.08000000 0.005774549551 Long DBT USGA US N 2 2047-03-25 Fixed 2.50000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AN8 1200000.00000000 PA USD 1126384.81000000 0.033647661801 Long DBT CORP AU N 2 2027-03-27 Fixed 4.00000000 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES TRUST N/A 58770AAD5 544000.00000000 PA USD 526002.47000000 0.015712883430 Long ABS-MBS US N 2 2029-04-16 Fixed 4.31000000 N N N N N N Government National Mortgage Association N/A 38382KG64 159332.92000000 PA USD 21559.02000000 0.000644016687 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 2323800.00000000 PA USD 2283009.97000000 0.068198671251 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM3Q6 672047.52000000 PA USD 541751.67000000 0.016183347654 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 232000.00000000 PA USD 162979.81000000 0.004868575533 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 361336.94000000 0.010793951627 Long DBT CORP US N 2 2030-04-20 Fixed 1.60000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 905000.00000000 PA USD 825228.08000000 0.024651429154 Long DBT CORP US N 2 2029-01-24 Fixed 3.77200000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAD0 1610000.00000000 PA USD 1560012.96000000 0.046601115371 Long DBT CORP US N 2 2024-10-01 Fixed 2.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EK3S2 67071.19000000 PA USD 61408.14000000 0.001834400027 Long DBT USGA US N 2 2043-04-01 Fixed 4.00000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216CW8 20000.00000000 PA USD 13611.09000000 0.000406594042 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 50512.53000000 0.001508923514 Long DBT CORP US N 2 2044-10-01 Fixed 4.95000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEG6 4860000.00000000 PA USD 4587692.30000000 0.137044744912 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 178639.06000000 PA USD 178189.43000000 0.005322921282 Long ABS-MBS US N 2 2045-11-15 Fixed 4.41960000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFA25 366814.76000000 PA USD 281321.31000000 0.008403703789 Long DBT USGA US N 2 2050-10-01 Fixed 2.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2K6 2090000.00000000 PA USD 1875682.06000000 0.056030865332 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 474700.84000000 0.014180387714 Long DBT MUN US N 2 2032-11-01 Fixed 2.40000000 N N N N N N KENVUE INC. 5493008HSF8L4M2LIJ82 49177JAN2 674000.00000000 PA USD 612209.58000000 0.018288084779 Long DBT CORP US N 2 2053-03-22 Fixed 5.05000000 N N N N N N Government National Mortgage Association N/A 36213UNP1 12002.08000000 PA USD 11887.00000000 0.000355091574 Long DBT USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AHY7 664732.66000000 PA USD 605749.16000000 0.018095097422 Long DBT USGA US N 2 2042-08-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJV83 642439.28000000 PA USD 549271.46000000 0.016407980788 Long DBT USGA US N 2 2043-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACA67 285065.84000000 PA USD 258276.70000000 0.007715309169 Long DBT USGA US N 2 2052-06-20 Fixed 4.00000000 N N N N N N BANQUE DE MONTREAL NQQ6HPCNCCU6TUTQYE16 06367WB85 880000.00000000 PA USD 825879.09000000 0.024670876295 Long DBT NUSS CA N 2 2025-05-01 Fixed 1.85000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DR8 370000.00000000 PA USD 282958.72000000 0.008452616929 Long DBT CORP US N 2 2031-09-15 Fixed 2.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H93E7 10982064.61000000 PA USD 235585.05000000 0.007037458262 Long DBT USGA US N 2 2032-08-25 Floating 0.40311000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBV2 108000.00000000 PA USD 93088.10000000 0.002780752082 Long DBT CORP US N 2 2037-05-15 Fixed 4.92600000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 595000.00000000 PA USD 588626.95000000 0.017583618284 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 129836.78000000 PA USD 116384.94000000 0.003476681383 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 200444.71000000 0.005987736830 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 324110.53000000 0.009681914566 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BLES5 1811189.13000000 PA USD 1503470.45000000 0.044912062716 Long DBT USGA US N 2 2047-10-25 Fixed 2.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63940YAB2 357970.11000000 PA USD 339084.54000000 0.010129222111 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 132388.04000000 0.003954730174 Long DBT CORP US N 2 2046-03-01 Fixed 3.70000000 N N N N N N Healthcare Realty Holdings, L.P. 549300IYGAS4GE6VDL07 42225UAJ3 15000.00000000 PA USD 14143.11000000 0.000422486682 Long DBT CORP US N 2 2025-05-01 Fixed 3.87500000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573MAA7 156391.53000000 PA USD 144152.47000000 0.004306160306 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 184221.92000000 0.005503125402 Long DBT CORP US N 2 2030-04-01 Fixed 3.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DVB5 1935562.56000000 PA USD 1392669.74000000 0.041602194912 Long DBT USGA US N 2 2050-12-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ARH40 337356.18000000 PA USD 271357.80000000 0.008106071211 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 124678.66000000 0.003724433557 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 261900.57000000 0.007823562362 Long DBT CORP US N 2 2045-06-15 Fixed 4.35000000 N N N N N N SCHLUMBERGER HOLDINGS CORPORATION 529900IKZG65COT1D505 806851AK7 475000.00000000 PA USD 441212.92000000 0.013180027804 Long DBT CORP US N 2 2028-05-17 Fixed 3.90000000 N N N N N N SOLRR AIRCRAFT LIMITED N/A 83438LAA9 950374.11000000 PA USD 814708.21000000 0.024337176845 Long ABS-MBS IE Y 2 2046-10-15 Fixed 2.63600000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFP1 6000.00000000 PA USD 5906.02000000 0.000176426174 Long SN UST US N 2 2025-10-15 Fixed 4.25000000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAN5 2475000.00000000 PA USD 2408153.00000000 0.071936976591 Long DBT NUSS GB N 2 2025-03-15 Fixed 1.08900000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XAM2 253000.00000000 PA USD 231353.16000000 0.006911042136 Long DBT CORP US N 2 2027-01-15 Fixed 3.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ADY52 354785.81000000 PA USD 291122.76000000 0.008696495268 Long DBT USGA US N 2 2043-05-25 Fixed 1.75000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RLJ9 446000.00000000 PA USD 273022.45000000 0.008155798072 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N BOSTON PROPERTIES LIMITED PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBB9 720000.00000000 PA USD 602989.86000000 0.018012670890 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 120777.13000000 PA USD 113141.99000000 0.003379807132 Long DBT USGA US N 2 2050-12-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179XNF9 96622.31000000 PA USD 91571.89000000 0.002735459460 Long DBT USGA US N 2 2052-12-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 38380QDH2 48634.56000000 PA USD 47323.55000000 0.001413661469 Long DBT USGA US N 2 2070-07-20 Floating 5.53088160 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAG8 901000.00000000 PA USD 877812.08000000 0.026222232163 Long DBT CORP GB N 2 2030-03-03 Fixed 4.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QDT20 2456286.64000000 PA USD 1984045.15000000 0.059267915914 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 307273.92000000 0.009178966946 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNXQ0 89062.54000000 PA USD 78402.04000000 0.002342046255 Long DBT USGA US N 2 2042-04-01 Fixed 3.50000000 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES INC N/A 073879L55 478429.70000000 PA USD 441360.58000000 0.013184438742 Long ABS-MBS US N 2 2035-09-25 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9GP3 593381.89000000 PA USD 478215.35000000 0.014285374076 Long DBT USGA US N 2 2041-11-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137APW48 332109.19000000 PA USD 20347.47000000 0.000607824948 Long DBT USGA US N 2 2039-08-15 Floating 0.62223840 N N N N N N CHASE MORTGAGE FINANCE CORPORATION N/A 161630AG3 5198.86000000 PA USD 4868.08000000 0.000145420559 Long ABS-MBS US N 2 2037-02-25 Floating 5.26928400 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XABM3 81234.97000000 PA USD 62672.17000000 0.001872159462 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A35F4 3217.69000000 PA USD 3239.32000000 0.000096765814 Long DBT USGA US N 2 2039-06-25 Fixed 6.50000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650BY5 60905.90000000 PA USD 58155.71000000 0.001737242587 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 5507.36000000 PA USD 5066.61000000 0.000151351099 Long ABS-MBS US N 2 2033-07-25 Floating 5.70014640 N N N N N N Prosus N.V. 635400Z5LQ5F9OLVT688 74365PAE8 320000.00000000 PA USD 176735.24000000 0.005279481338 Long DBT NUSS CN N 2 2051-02-08 Fixed 3.83200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K82C9 264636.45000000 PA USD 257717.13000000 0.007698593547 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 188956.35000000 PA USD 172410.68000000 0.005150296950 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 229952.15000000 PA USD 213995.52000000 0.006392530172 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 52466.47000000 0.001567292121 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N CSMC TRUST N/A 12649AAC3 1060000.00000000 PA USD 904525.45000000 0.027020220942 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 598639.76000000 0.017882723565 Long DBT CORP US N 2 2030-11-05 Fixed 2.97600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283H4W2 6883.49000000 PA USD 6754.01000000 0.000201757554 Long DBT USGA US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MCA96 345.76000000 PA USD 344.86000000 0.000010301748 Long DBT USGA US N 2 2024-01-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCXQ6 169737.68000000 PA USD 136291.13000000 0.004071324300 Long DBT USGA US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L7M41 78937.30000000 PA USD 61220.12000000 0.001828783444 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 802198.52000000 0.023963484112 Long ABS-MBS US Y 2 2034-04-15 Floating 6.59747880 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBH5 130000.00000000 PA USD 122964.25000000 0.003673220253 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 1639004.45000000 0.048960769831 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 1276706.87000000 0.038138121714 Long ABS-MBS US N 2 2032-10-10 Fixed 3.92400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CFD1 494133.70000000 PA USD 417782.50000000 0.012480108167 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 393064.87000000 0.011741736655 Long DBT CORP US N 2 2029-05-15 Fixed 4.00000000 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 75513ECP4 430000.00000000 PA USD 258657.36000000 0.007726680344 Long DBT CORP US N 2 2052-03-15 Fixed 3.03000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABE0 250000.00000000 PA USD 249909.36000000 0.007465357799 Long DBT NUSS DK N 2 2026-09-22 Fixed 6.25900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B2MQ9 90121.58000000 PA USD 75313.16000000 0.002249774423 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F5AD5 767567.42000000 PA USD 648595.57000000 0.019375016594 Long DBT USGA US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142BAKE1 479536.74000000 PA USD 454154.72000000 0.013566628640 Long DBT USGA US N 2 2052-07-01 Floating 4.29900120 N N N N N N EDVESTINU PRIVATE EDUCATION LOAN TRUST N/A 28165AAA7 606808.29000000 PA USD 589915.66000000 0.017622114967 Long ABS-MBS US Y 2 2040-11-25 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQAQ9 97307.01000000 PA USD 90533.55000000 0.002704441896 Long DBT USGA US N 2 2050-09-01 Fixed 4.50000000 N N N N N N SOUTHWESTERN ENERGY COMPANY EFWMP121W54QV9MGOP87 845467AS8 80000.00000000 PA USD 72884.21000000 0.002177216193 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 606972.34000000 0.018131636575 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N CSMC TRUST N/A 12657GAA3 1373467.19000000 PA USD 1188959.04000000 0.035516895574 Long ABS-MBS US Y 2 2060-10-25 Floating 2.00000160 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHT1 494000.00000000 PA USD 466752.81000000 0.013942962082 Long SN UST US N 2 2033-08-15 Fixed 3.87500000 N N N N N N Government National Mortgage Association N/A 38383RU96 4089201.55000000 PA USD 3344171.93000000 0.099897979009 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 225646.41000000 PA USD 206977.10000000 0.006182874093 Long ABS-MBS US N 2 2028-09-10 Fixed 3.54800000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BE7 605000.00000000 PA USD 598652.77000000 0.017883112203 Long DBT NUSS CH N 2 2029-09-22 Fixed 6.24600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D4G4 83576.99000000 PA USD 67012.45000000 0.002001813442 Long DBT USGA US N 2 2041-09-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D6L1 652407.40000000 PA USD 521638.02000000 0.015582507437 Long DBT USGA US N 2 2041-11-01 Fixed 2.00000000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MBW8 1526000.00000000 PA USD 1485630.74000000 0.044379150231 Long ABS-MBS US Y 2 2029-09-25 Fixed 5.57000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BB7 170000.00000000 PA USD 138534.19000000 0.004138329575 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 314442.07000000 0.009393095799 Long DBT CORP US N 2 2028-05-15 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CU85 1199495.25000000 PA USD 1090102.93000000 0.032563839987 Long DBT USGA US N 2 2048-03-01 Fixed 4.00000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST N/A 448980AE2 663000.00000000 PA USD 652397.57000000 0.019488590933 Long ABS-MBS US Y 2 2027-04-15 Fixed 5.17000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4T4 125503.27000000 PA USD 120668.53000000 0.003604641905 Long DBT USGA US N 2 2048-07-01 Fixed 5.00000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EC3 530000.00000000 PA USD 457454.17000000 0.013665190674 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 14926.13000000 0.000445877261 Long DBT CORP US N 2 2048-03-01 Fixed 3.62500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MP3 2110000.00000000 PA USD 1898086.62000000 0.056700140211 Long DBT CORP US N 2 2031-03-31 Fixed 4.41200000 N N N N N N MERCEDES-BENZ AUTO LEASE TRUST N/A 58768RAC4 892000.00000000 PA USD 877807.48000000 0.026222094750 Long ABS-MBS US N 2 2027-01-15 Fixed 4.74000000 N N N N N N Government National Mortgage Association N/A 38381HN49 500000.00000000 PA USD 344570.10000000 0.010293088195 Long DBT USGA US N 2 2064-10-16 Floating 2.99999880 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AT5 1340000.00000000 PA USD 1328455.28000000 0.039683963759 Long DBT CORP AU N 2 2024-03-12 Fixed 4.12500000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJC5 70000.00000000 PA USD 61753.65000000 0.001844721192 Long DBT CORP US N 2 2028-01-27 Fixed 2.21500000 N N N N N N MACQUARIE GROUP LIMITED. ACMHD8HWFMFUIQQ8Y590 55608JAP3 635000.00000000 PA USD 606056.64000000 0.018104282545 Long DBT NUSS AU N 2 2030-01-15 Fixed 5.03300000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGM5 179000.00000000 PA USD 147203.33000000 0.004397296394 Long DBT CORP US N 2 2038-04-24 Fixed 4.24400000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MCE7 877000.00000000 PA USD 873909.89000000 0.026105664922 Long ABS-MBS US Y 2 2030-03-25 Fixed 6.15000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FX1 389000.00000000 PA USD 321008.15000000 0.009589239459 Long DBT CORP US N 2 2032-02-14 Fixed 2.80000000 N N N N N N Repubblica Italiana 815600DE60799F5A9309 465410CC0 237000.00000000 PA USD 154467.12000000 0.004614282230 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 55472.72000000 0.001657095608 Long DBT CORP US N 2 2047-03-16 Fixed 5.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECE3 207000.00000000 PA USD 212563.74000000 0.006349759665 Long DBT NUSS GB N 2 2033-11-02 Fixed 7.43700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A76M9 6551.42000000 PA USD 137.31000000 0.000004101760 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 1411992.99000000 0.042179424093 Long DBT CORP US N 2 2052-01-18 Fixed 3.58600000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DU1 448000.00000000 PA USD 413271.32000000 0.012345349017 Long DBT CORP US N 2 2063-03-02 Fixed 5.75000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967GD7 360000.00000000 PA USD 359312.65000000 0.010733481507 Long DBT CORP US N 2 2172-07-30 Floating 9.69873120 N N N N N N CASTLELAKE AVIATION ONE N/A 14855NAB2 393696.81000000 PA USD 392803.12000000 0.011733917590 Long LON US N 2 2026-10-22 Floating 8.42104080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GGCG8 209710.10000000 PA USD 192276.68000000 0.005743739300 Long DBT USGA US N 2 2041-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJXR6 242113.84000000 PA USD 212672.75000000 0.006353016041 Long DBT USGA US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXUX8 224414.78000000 PA USD 202036.74000000 0.006035294367 Long DBT USGA US N 2 2044-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDUX2 758373.02000000 PA USD 631273.08000000 0.018857554639 Long DBT USGA US N 2 2051-07-01 Fixed 3.00000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FY7 790000.00000000 PA USD 591710.64000000 0.017675735079 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 848248.23000000 0.025339093099 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 636595.80000000 0.019016556324 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89115A2E1 510000.00000000 PA USD 457349.01000000 0.013662049307 Long DBT NUSS CA N 2 2032-06-08 Fixed 4.45600000 N N N N N N STACK INFRASTRUCTURE ISSUER, LLC N/A 85236KAA0 111123.77000000 PA USD 110039.54000000 0.003287129934 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 3742.01000000 0.000111782301 Long DBT CORP US N 2 2042-03-15 Fixed 4.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGWS4 1356816.12000000 PA USD 1181831.85000000 0.035303990289 Long DBT USGA US N 2 2052-05-01 Fixed 3.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AH1 610000.00000000 PA USD 532444.09000000 0.015905309188 Long DBT NUSS CH N 2 2027-08-10 Fixed 1.49400000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BK5 141000.00000000 PA USD 124462.94000000 0.003717989513 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 599999.98000000 PA USD 589349.98000000 0.017605216826 Long LON US N 2 2027-11-15 Floating 7.48105920 N N N N N N API GROUP DE, INC. N/A 00186XAB9 473397.60000000 PA USD 473620.10000000 0.014148103566 Long LON US N 2 2026-10-01 Floating 7.94553840 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 4555000.00000000 PA USD 3682004.37000000 0.109989798062 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 235041.95000000 0.007021234637 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 314051.56000000 PA USD 313820.42000000 0.009374525708 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 6.96957120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L2PV9 240299.95000000 PA USD 184049.57000000 0.005497976917 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFMA6 459820.20000000 PA USD 352257.33000000 0.010522723141 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 206755.48000000 0.006176253803 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 39411.85000000 PA USD 39311.56000000 0.001174325207 Long ABS-MBS US N 2 2046-12-15 Fixed 4.16640000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WXVV6 37219.17000000 PA USD 33929.44000000 0.001013549110 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABKC5 513012.10000000 PA USD 412406.47000000 0.012319513992 Long DBT USGA US N 2 2051-12-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TQU47 15943.96000000 PA USD 16807.44000000 0.000502076245 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 639177.42000000 PA USD 548936.61000000 0.016397978061 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 416026.78000000 0.012427660839 Long DBT MUN US N 2 2062-10-01 Fixed 4.45800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QDTW4 559745.75000000 PA USD 455076.15000000 0.013594153839 Long DBT USGA US N 2 2040-06-01 Fixed 2.00000000 N N N N N N DONLEN FLEET LEASE FUNDING 2 N/A 257812AF4 1010000.00000000 PA USD 966056.52000000 0.028858293167 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 1216372.47000000 0.036335796729 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FW3E8 320637.59000000 PA USD 50223.39000000 0.001500286248 Long DBT USGA US N 2 2050-09-25 Fixed 2.50000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBF9 960000.00000000 PA USD 862128.50000000 0.025753728157 Long DBT CORP US N 2 2049-02-14 Fixed 5.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XG4L0 176238.14000000 PA USD 142352.32000000 0.004252385754 Long DBT USGA US N 2 2041-09-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417GUX2 20350.62000000 PA USD 18632.50000000 0.000556594915 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHW4 2480000.00000000 PA USD 2407150.00000000 0.071907014713 Long SN UST US N 2 2030-08-31 Fixed 4.12500000 N N N N N N CSMC TRUST N/A 12662GAC2 425661.15000000 PA USD 396294.23000000 0.011838204942 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 597388.84000000 0.017845355755 Long ABS-MBS US N 2 2047-11-10 Floating 4.21499880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EMFE6 162730.95000000 PA USD 164307.40000000 0.004908233649 Long DBT USGA US N 2 2043-10-01 Floating 5.62700160 N N N N N N ATHENAHEALTH GROUP INC. N/A 04686RAB9 1173024.36000000 PA USD 1149200.24000000 0.034329210296 Long LON US N 2 2029-02-15 Floating 8.57023920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPZN1 188660.31000000 PA USD 169568.04000000 0.005065380864 Long DBT USGA US N 2 2052-07-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFQ9 196000.00000000 PA USD 193802.66000000 0.005789323774 Long SN UST US N 2 2024-10-31 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XUSH9 927038.56000000 PA USD 812665.62000000 0.024276160062 Long DBT USGA US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Republique Francaise N/A N/A 79.00000000 NC 10304602.38000000 0.307821778846 N/A DIR DE N 1 EURO-OAT FUTURE DEC23 N/A Long France Govt. Bond Future Eurex Long Term Euro OAT Bond Future Dec 2023 2023-12-10 10886993.79000000 EUR -582391.41000000 N N N Government National Mortgage Association N/A 36200NEQ0 3993.45000000 PA USD 4091.37000000 0.000122218475 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 480646.23000000 PA USD 474160.49000000 0.014164246237 Long ABS-MBS US N 2 2037-01-25 Floating 5.47614000 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63940JAC3 2607316.90000000 PA USD 2586004.43000000 0.077249801049 Long ABS-MBS US N 2 2066-07-26 Floating 6.47943120 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAH6 874000.00000000 PA USD 879397.82000000 0.026269601803 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 898641.76000000 0.026844461815 Long DBT USGA US N 2 2029-12-14 Fixed 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHV6 2720000.00000000 PA USD 2714475.00000000 0.081087507535 Long SN UST US N 2 2025-08-31 Fixed 5.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941LAB9 269273.12000000 PA USD 254573.45000000 0.007604684716 Long ABS-MBS US N 2 2059-12-15 Fixed 3.39000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRCS1 295009.14000000 PA USD 298521.50000000 0.008917512366 Long DBT USGA US N 2 2053-05-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 36225B2V9 20844.55000000 PA USD 21357.89000000 0.000638008479 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 1263909.78000000 0.037755843693 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 123061.52000000 0.003676125928 Long DBT CORP US N 2 2028-11-15 Fixed 4.12500000 N N N N N N Government National Mortgage Association N/A 36207KN97 4551.40000000 PA USD 4507.98000000 0.000134663558 Long DBT USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L5GE0 142648.86000000 PA USD 115827.38000000 0.003460025805 Long DBT USGA US N 2 2051-04-01 Fixed 2.50000000 N N N N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 008513AD5 283000.00000000 PA USD 250658.03000000 0.007487722265 Long DBT CORP US N 2 2032-10-01 Fixed 4.80000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 395000.00000000 PA USD 305946.70000000 0.009139319883 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 768162.44000000 0.022946749423 Long ABS-MBS US Y 2 2038-10-15 Floating 6.54747840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WXWT0 151123.11000000 PA USD 138362.90000000 0.004133212756 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQZX6 1710918.91000000 PA USD 1587794.24000000 0.047431005037 Long DBT USGA US N 2 2052-12-01 Fixed 4.50000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAN0 266000.00000000 PA USD 155863.09000000 0.004655983011 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AX3 351000.00000000 PA USD 346325.90000000 0.010345537912 Long DBT CORP US N 2 2034-01-15 Fixed 5.35000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAK6 40000.00000000 PA USD 38872.00000000 0.001161194556 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 1230481.22000000 0.036757257001 Long DBT NUSS IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJJ0 1065000.00000000 PA USD 1008152.05000000 0.030115781855 Long DBT CORP US N 2 2033-10-21 Fixed 5.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5V8 281880.54000000 PA USD 271706.16000000 0.008116477512 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 348718.36000000 0.010417006103 Long DBT NUSS NL N 2 2025-07-28 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BFZK2 576521.27000000 PA USD 482790.85000000 0.014422054609 Long DBT USGA US N 2 2050-10-25 Fixed 2.75000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942GAA1 854112.38000000 PA USD 711979.97000000 0.021268451977 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 1616021.56000000 0.048274218927 Long DBT NUSS CH N 2 2172-07-31 Fixed 7.00000000 N N N N N N US 5YR FUTR OPTN Nov23C106.25 N/A 01H5J5KQ6 61.00000000 NC USD 14296.88000000 0.000427080140 N/A DIR US N 1 US 5YR FUTR OPTN Nov23C106.25 N/A Call Purchased N/A N/A 61000.00000000 106.25000000 USD 2023-10-30 XXXX -24410.24000000 N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWQ3 1130000.00000000 PA USD 1094963.01000000 0.032709021569 Long DBT CORP US N 2 2025-09-29 Fixed 3.27200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L2QE6 381089.08000000 PA USD 291274.45000000 0.008701026592 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92537QAA9 292421.58000000 PA USD 243208.20000000 0.007265178994 Long ABS-MBS US Y 2 2066-01-25 Floating 0.81500040 N N N N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450YAH6 300000.00000000 PA USD 245171.60000000 0.007323830192 Long DBT CORP US N 2 2030-06-01 Fixed 2.30000000 N N N N N OTIS WORLDWIDE CORPORATION 549300ZLBKR8VSU25153 68902VAL1 335000.00000000 PA USD 239192.06000000 0.007145207809 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 638712.00000000 PA USD 532118.16000000 0.015895572922 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 498438.25000000 0.014889477837 Long ABS-MBS US N 2 2045-10-15 Fixed 3.25100000 N N N N N N Government National Mortgage Association 2 N/A 36179UZW5 110682.28000000 PA USD 106573.10000000 0.003183579531 Long DBT USGA US N 2 2049-09-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H0K64 579187.11000000 PA USD 472919.25000000 0.014127167591 Long DBT USGA US N 2 2051-02-25 Fixed 2.25000000 N N N N N N Government National Mortgage Association N/A 36213JKR5 700.17000000 PA USD 704.77000000 0.000021053073 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 184684.00000000 0.005516928776 Long DBT NUSS KE N 2 2024-06-24 Fixed 6.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6ZU8 38516.11000000 PA USD 33720.29000000 0.001007301326 Long DBT USGA US N 2 2047-10-01 Fixed 3.50000000 N N N N N N N/A N/A ZZZ186903 1200000.00000000 PA USD 1193156.26000000 0.035642276028 Long DBT USGA US N 2 2033-11-01 Fixed 5.14000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AEK0 265713.25000000 PA USD 234870.35000000 0.007016108557 Long DBT USGA US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHFN2 673281.07000000 PA USD 538778.24000000 0.016094524575 Long DBT USGA US N 2 2042-04-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BMV7 39642.59000000 PA USD 39516.92000000 0.001180459775 Long DBT USGA US N 2 2038-08-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBP5 2252000.00000000 PA USD 1937599.68000000 0.057880484680 Long SN UST US N 2 2028-02-29 Fixed 1.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128284V9 2582000.00000000 PA USD 2384214.77000000 0.071221887520 Long SN UST US N 2 2028-08-15 Fixed 2.87500000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VEU4 714000.00000000 PA USD 647430.92000000 0.019340225864 Long DBT CORP US N 2 2029-12-03 Fixed 4.01600000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BL7 191000.00000000 PA USD 145546.49000000 0.004347802836 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 144474.64000000 0.004315784252 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJXN3 405636.58000000 PA USD 341213.60000000 0.010192821949 Long DBT USGA US N 2 2047-02-01 Fixed 3.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BN3 870000.00000000 PA USD 694660.88000000 0.020751091589 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DB2 492000.00000000 PA USD 466335.72000000 0.013930502660 Long DBT CORP US N 2 2033-02-15 Fixed 5.37500000 N N N N N N Government National Mortgage Association N/A 38382NXF9 1160292.42000000 PA USD 920209.93000000 0.027488751833 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 438322.13000000 PA USD 372371.28000000 0.011123572319 Long DBT USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418RHG9 119936.55000000 PA USD 115872.02000000 0.003461359303 Long DBT USGA US N 2 2025-04-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLCK2 579239.95000000 PA USD 573416.74000000 0.017129254911 Long DBT USGA US N 2 2053-05-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LJZ60 548806.47000000 PA USD 503670.67000000 0.015045782056 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 992332.59000000 0.029643218806 Long DBT CORP US Y 2 2028-07-15 Fixed 7.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQFF8 291508.50000000 PA USD 265701.45000000 0.007937103244 Long DBT USGA US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36202FLS3 3369.79000000 PA USD 3473.34000000 0.000103756521 Long DBT USGA US N 2 2040-10-20 Fixed 6.00000000 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 961214EP4 420000.00000000 PA USD 314655.61000000 0.009399474722 Long DBT NUSS AU N 2 2035-11-15 Fixed 2.66800000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AU7 250000.00000000 PA USD 202266.54000000 0.006042159012 Long DBT CORP US N 2 2052-05-15 Fixed 4.55000000 N N N N N N United States of America N/A N/A -235.00000000 NC USD -47637070.31000000 -1.42302703016 N/A DIR US N 1 US 2YR NOTE (CBT) DEC23 N/A Short U.S. Treasury Futures US 2-YEAR NOTE (Globex) Dec 2023 2024-01-01 -47684855.44000000 USD 47785.13000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QUZ1 3421000.04000000 PA USD 3154218.52000000 0.094223641038 Long DBT USGA US N 2 2052-10-01 Floating 4.11800040 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST N/A 92939FAX7 300000.00000000 PA USD 270373.95000000 0.008076681386 Long ABS-MBS US N 2 2047-08-15 Fixed 4.21300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBKP6 529934.85000000 PA USD 465180.57000000 0.013895995717 Long DBT USGA US N 2 2040-08-25 Fixed 3.00000000 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAR2 260000.00000000 PA USD 239696.60000000 0.007160279560 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 448977AD0 1061000.00000000 PA USD 1026692.03000000 0.030669612989 Long ABS-MBS US N 2 2026-10-15 Fixed 2.22000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0606A8 21500000.00000000 PA USD 21217812.50000000 0.633824047365 Long DBT USGA US N 2 2053-10-15 Fixed 6.00000000 N N N N N N MACQUARIE GROUP LIMITED. ACMHD8HWFMFUIQQ8Y590 55608JAZ1 545000.00000000 PA USD 411909.77000000 0.012304676439 Long DBT NUSS AU N 2 2033-01-14 Fixed 2.87100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMJZ9 1713894.38000000 PA USD 1307362.69000000 0.039053880391 Long DBT USGA US N 2 2051-08-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DXJ6 1214790.76000000 PA USD 874240.95000000 0.026115554433 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 734871.93000000 0.021952286597 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AC7 160000.00000000 PA USD 155277.20000000 0.004638481151 Long DBT CORP US N 2 2024-12-01 Fixed 3.35000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942BAA2 85062.74000000 PA USD 73580.38000000 0.002198012366 Long ABS-MBS US Y 2 2069-05-15 Fixed 0.84000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKM6 1219435.04000000 PA USD 1112233.99000000 0.033224944803 Long DBT USGA US N 2 2049-07-01 Fixed 4.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BM5 120000.00000000 PA USD 98146.14000000 0.002931847177 Long DBT CORP US N 2 2038-04-01 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283LA55 21837.50000000 PA USD 22122.94000000 0.000660862252 Long DBT USGA US N 2 2036-12-01 Fixed 7.50000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FR2 500000.00000000 PA USD 437064.02000000 0.013056090778 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 172777.43000000 0.005161252602 Long DBT CORP US N 2 2027-04-09 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 36201YHU3 1167.11000000 PA USD 1155.92000000 0.000034529944 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 999.36000000 PA USD 1009.71000000 0.000030162321 Long DBT USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N MARVELL TECHNOLOGY, INC N/A 573874AC8 1030000.00000000 PA USD 930780.58000000 0.027804521056 Long DBT CORP US N 2 2026-04-15 Fixed 1.65000000 N N N N N N TOYOTA AUTO LOAN EXTENDED NOTE TRUST N/A 89237MAA7 190000.00000000 PA USD 170108.73000000 0.005081532497 Long ABS-MBS US Y 2 2034-02-27 Fixed 1.07000000 N N N N N N VENTURE GLOBAL CALCASIEU PASS, LLC 549300GKHS6RS20NLH85 92328MAC7 290000.00000000 PA USD 225163.28000000 0.006726136421 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 211570.27000000 0.006320082470 Long DBT CORP US N 2 2026-01-30 Fixed 3.70000000 N N N N N N Government National Mortgage Association 2 N/A 3622AAUR3 193304.01000000 PA USD 175478.64000000 0.005241943854 Long DBT USGA US N 2 2050-11-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ELYW7 8014.50000000 PA USD 8262.26000000 0.000246812392 Long DBT USGA US N 2 2040-05-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXJY9 224532.53000000 PA USD 202166.21000000 0.006039161928 Long DBT USGA US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MZ39 902349.45000000 PA USD 891264.37000000 0.026624082490 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 92435.85000000 0.002761267900 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QFS4 416406.06000000 PA USD 393932.98000000 0.011767669064 Long DBT USGA US N 2 2047-11-01 Floating 2.87100000 N N N N N N Government National Mortgage Association N/A 36290YYD4 3908.72000000 PA USD 3871.29000000 0.000115644187 Long DBT USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QDL44 594301.36000000 PA USD 517325.49000000 0.015453682413 Long DBT USGA US N 2 2050-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFBC4 341420.51000000 PA USD 287260.18000000 0.008581111268 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 1566524.14000000 0.046795619044 Long ABS-MBS US Y 2 2036-11-15 Floating 7.09668000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVB2 1898969.98000000 PA USD 1465578.26000000 0.043780137301 Long DBT USGA US N 2 2041-05-01 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBWC6 335462.05000000 PA USD 292498.44000000 0.008737589941 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 899422.53000000 0.026867785180 Long ABS-MBS US N 2 2027-05-15 Fixed 3.49000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TR9 10840000.00000000 PA USD 8975181.25000000 0.268108962962 Long DBT UST US N 2 2053-05-15 Fixed 3.62500000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBC6 950000.00000000 PA USD 806377.56000000 0.024088321488 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538EAA5 264015.01000000 PA USD 230827.27000000 0.006895332613 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 100203.33000000 0.002993300095 Long DBT CORP US N 2 2031-03-01 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QG5Y9 74844.99000000 PA USD 59866.50000000 0.001788347754 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 29369.63000000 0.000877337272 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N ENERGIZER HOLDINGS N/A 29267YAS1 172200.00000000 PA USD 171468.15000000 0.005122141447 Long LON US N 2 2027-12-22 Floating 7.68792960 N N N N N N CONSTELLATION INSURANCE, INC. 549300K609B872PZT291 67740QAH9 625000.00000000 PA USD 556798.31000000 0.016632824821 Long DBT CORP US N 2 2030-01-24 Fixed 6.80000000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAF1 230000.00000000 PA USD 200661.37000000 0.005994208954 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 217492.79000000 0.006497001537 Long DBT CORP US N 2 2024-12-15 Fixed 3.73400000 N N N N N N NELNET STUDENT LOAN CORPORATION N/A 64033MAB4 1984903.04000000 PA USD 1960218.98000000 0.058556174328 Long ABS-MBS US N 2 2048-11-25 Floating 6.37943040 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818ES3 340000.00000000 PA USD 329296.33000000 0.009836826141 Long DBT CORP US N 2 2025-07-15 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DW65 153390.94000000 PA USD 123628.04000000 0.003693049162 Long DBT USGA US N 2 2041-02-01 Fixed 2.00000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8Q8 855000.00000000 PA USD 809222.62000000 0.024173309865 Long DBT CORP US N 2 2053-05-15 Fixed 5.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EENK1 875281.78000000 PA USD 776639.00000000 0.023199963442 Long DBT USGA US N 2 2042-04-01 Fixed 3.50000000 N N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 92890HAD4 230000.00000000 PA USD 147030.97000000 0.004392147611 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 1309768.88000000 0.039125758729 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 498967.25000000 0.014905280263 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 255976.70000000 0.007646602967 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KUM82 161743.58000000 PA USD 130114.85000000 0.003886824848 Long DBT USGA US N 2 2050-12-01 Fixed 2.50000000 N N N N N N SETANTA AIRCRAFT LEASING DAC N/A G8057JAB2 1060000.00000000 PA USD 1058844.60000000 0.031630082974 Long LON US N 2 2028-11-05 Floating 7.53786000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DTJ1 4178498.13000000 PA USD 3391958.41000000 0.101325469245 Long DBT USGA US N 2 2040-10-01 Fixed 2.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VEA8 500000.00000000 PA USD 445172.29000000 0.013298303141 Long DBT CORP US N 2 2033-08-10 Fixed 4.50000000 N N N N N N EVERBANK MORTGAGE LOAN TRUST N/A 29978CAX8 128369.00000000 PA USD 109320.40000000 0.003265647596 Long ABS-MBS US N 2 2048-02-25 Floating 3.49999920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BH7G8 1489107.28000000 PA USD 224354.56000000 0.006701978126 Long DBT USGA US N 2 2051-06-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B4A30 61899.53000000 PA USD 2065.92000000 0.000061713702 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 67323.10000000 PA USD 64157.24000000 0.001916521862 Long DBT USGA US N 2 2047-08-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FNJ39 704572.03000000 PA USD 653293.12000000 0.019515343037 Long DBT USGA US N 2 2032-02-01 Fixed 3.00000000 N N N N N N INTUIT INC. VI90HBPH7XSFMB9E4M29 46124HAH9 586000.00000000 PA USD 562224.67000000 0.016794922467 Long DBT CORP US N 2 2053-09-15 Fixed 5.50000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78443HAF0 1736121.91000000 PA USD 1691468.33000000 0.050527984584 Long ABS-MBS US N 2 2041-01-25 Floating 5.47614000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 1500000.00000000 PA USD 1292210.57000000 0.038601252298 Long DBT CORP US N 2 2031-04-01 Fixed 3.62200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XTA68 291110.06000000 PA USD 235145.66000000 0.007024332689 Long DBT USGA US N 2 2040-08-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QCK96 148308.98000000 PA USD 133809.90000000 0.003997204348 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 1504738.78000000 0.044949950602 Long DBT CORP US N 2 2028-10-16 Fixed 4.15000000 N N N N N N GSAMP TRUST N/A 36228FVH6 279839.25000000 PA USD 269124.65000000 0.008039361970 Long ABS-MBS US N 2 2033-02-25 Floating 5.83419960 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AT4 110000.00000000 PA USD 99411.31000000 0.002969640666 Long DBT CORP US N 2 2026-01-15 Fixed 1.12500000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAK7 401000.00000000 PA USD 317040.26000000 0.009470709611 Long DBT CORP US N 2 2031-12-15 Fixed 2.40000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBJ9 120000.00000000 PA USD 99383.17000000 0.002968800061 Long DBT CORP US N 2 2053-01-15 Fixed 4.45000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BS2 160000.00000000 PA USD 116634.66000000 0.003484141084 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 222721.05000000 0.006653181488 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 196776.34000000 0.005878154321 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N N Ressources Teck Limitee T8KI5SQ2JRWHL7XY0E11 878742AS4 30000.00000000 PA USD 26823.91000000 0.000801290858 Long DBT NUSS CA N 2 2040-08-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFVE8 90904.85000000 PA USD 70204.01000000 0.002097152557 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K2RU0 257508.54000000 PA USD 215319.96000000 0.006432094190 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 1288.68000000 PA USD 1293.62000000 0.000038643355 Long DBT USGA US N 2 2030-09-15 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAFA5 227720.92000000 PA USD 183610.06000000 0.005484847760 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 56263.97000000 0.001680732035 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0306A1 1090000.00000000 PA USD 901166.01000000 0.026919866871 Long DBT USGA US N 2 2053-10-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5D8 637014.00000000 PA USD 596576.49000000 0.017821089023 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 1241180.07000000 0.037076855848 Long ABS-MBS US N 2 2028-04-17 Fixed 5.15000000 N N N N N N BPR TRUST N/A 05592DAA2 430000.00000000 PA USD 422233.08000000 0.012613057057 Long ABS-MBS US Y 2 2037-04-15 Floating 7.23020040 N N N N N N SABRA HEALTH CARE LIMITED PARTNERSHIP 549300OVKLRFSIQG0H81 78572XAG6 715000.00000000 PA USD 593683.87000000 0.017734679922 Long DBT CORP US N 2 2029-10-15 Fixed 3.90000000 N N N N N N Government National Mortgage Association N/A 38380AK63 390938.44000000 PA USD 43150.03000000 0.001288988987 Long DBT USGA US N 2 2046-10-16 Floating 0.65495160 N N N N N N FARMERS EXCHANGE CAPITAL II N/A 30958PAA1 1650000.00000000 PA USD 1530624.98000000 0.045723229942 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 170785.75000000 PA USD 152323.81000000 0.004550256713 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 94657.62000000 0.002827637195 Long DBT CORP US N 2 2050-02-01 Fixed 3.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WRJU5 18296.29000000 PA USD 16918.98000000 0.000505408197 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXFZ0 82747.65000000 PA USD 73957.40000000 0.002209274806 Long DBT USGA US N 2 2057-01-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X3CH9 78391.92000000 PA USD 69456.50000000 0.002074822743 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 837012.65000000 0.025003460913 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38375CWH9 39818.01000000 PA USD 4226.83000000 0.000126264971 Long DBT USGA US N 2 2042-04-16 Floating 1.15494840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D6K3 7179396.33000000 PA USD 5541707.03000000 0.165543322577 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 30379.42000000 0.000907501984 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHEN3 1710190.74000000 PA USD 1431138.37000000 0.042751339894 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 240250.03000000 0.007176811765 Long DBT NUSS CA N 2 2025-06-01 Fixed 4.25000000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAC9 400000.00000000 PA USD 384316.80000000 0.011480412019 Long DBT NUSS MA N 2 2025-10-22 Fixed 4.50000000 N N N N N N Republica Del Paraguay 529900UXKJTJPCU0HK83 699149AM2 685000.00000000 PA USD 647680.05000000 0.019347667941 Long DBT NUSS PY N 2 2033-08-21 Fixed 5.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7CN2 314944.21000000 PA USD 298130.60000000 0.008905835299 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 99010.35000000 PA USD 7989.94000000 0.000238677578 Long DBT USGA US N 2 2042-08-16 Floating 0.65495160 N N N N N N SANDS CHINA LTD. 549300EVO6UZDGY05787 80007RAN5 460000.00000000 PA USD 399061.32000000 0.011920864179 Long DBT NUSS MO N 2 2027-03-08 Fixed 2.55000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133USHZ7 195895.61000000 PA USD 156690.36000000 0.004680695437 Long DBT USGA US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38378NF99 238209.62000000 PA USD 5843.76000000 0.000174566327 Long DBT USGA US N 2 2055-09-16 Floating 0.62821080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FUVK7 279869.04000000 PA USD 215130.69000000 0.006426440267 Long DBT USGA US N 2 2045-09-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9U92 273485.54000000 PA USD 260204.84000000 0.007772907071 Long DBT USGA US N 2 2033-09-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8QM2 260156.97000000 PA USD 198978.99000000 0.005943952458 Long DBT USGA US N 2 2050-12-01 Fixed 2.00000000 N N N N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307BF3 200000.00000000 PA USD 136287.48000000 0.004071215266 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 516000.00000000 PA USD 443798.09000000 0.013257252679 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 828609.15000000 0.024752429362 Long DBT CORP US N 2 2040-01-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGY52 177497.03000000 PA USD 142014.00000000 0.004242279370 Long DBT USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBH8 660000.00000000 PA USD 621503.73000000 0.018565722060 Long DBT CORP US N 2 2026-03-13 Fixed 2.00500000 N N N N N N KEYSPAN GAS EAST CORPORATION K8TS3HOE1568DUBUJL44 49338CAD5 55000.00000000 PA USD 53076.77000000 0.001585523162 Long DBT CORP US N 2 2033-03-06 Fixed 5.99400000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286FAC7 881888.65000000 PA USD 873905.26000000 0.026105526613 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 486025.69000000 PA USD 373584.28000000 0.011159807373 Long ABS-MBS US Y 2 2066-09-25 Floating 1.45800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XC6P8 80833.80000000 PA USD 65577.04000000 0.001958934499 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661EJ2 567000.00000000 PA USD 418268.29000000 0.012494619813 Long DBT CORP US N 2 2052-04-01 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H5ZK6 386043.01000000 PA USD 337061.56000000 0.010068791123 Long DBT USGA US N 2 2047-12-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179R4E6 387119.19000000 PA USD 344479.70000000 0.010290387743 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 543108.65000000 0.016223883715 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9R23 58024.32000000 PA USD 46783.76000000 0.001397536721 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 343000.00000000 PA USD 313808.01000000 0.009374154993 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 907522.74000000 0.027109756773 Long DBT CORP US N 2 2052-03-14 Fixed 4.95000000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46590XAX4 905000.00000000 PA USD 810242.25000000 0.024203768519 Long DBT NUSS US N 2 2052-12-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MDHF2 13617.84000000 PA USD 12470.45000000 0.000372520545 Long DBT USGA US N 2 2042-10-01 Fixed 4.00000000 N N N N N N US LONG BND W5 OP Sep23P 113.5 N/A 01J6DFHX2 31.00000000 NC USD 0.00000000 0.000000 N/A DIR US N 2 US LONG BND W5 OP Sep23P 113.5 N/A Put Purchased N/A N/A 31000.00000000 113.50000000 USD 2023-10-02 XXXX -15553.63000000 N N N Government National Mortgage Association 2 N/A 36179UKY7 928090.90000000 PA USD 870136.90000000 0.025992957177 Long DBT USGA US N 2 2049-01-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BKY1 106629.40000000 PA USD 97992.62000000 0.002927261187 Long DBT USGA US N 2 2034-12-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AKQQ9 2397398.20000000 PA USD 636.27000000 0.000019006823 Long DBT USGA US N 2 2024-06-25 Floating 0.39474360 N N N N N N Government National Mortgage Association 2 N/A 36179TXX8 76127.76000000 PA USD 73298.53000000 0.002189592869 Long DBT USGA US N 2 2048-05-20 Fixed 5.00000000 N N N N N N GSAMP TRUST N/A 36244KAE5 4253850.77000000 PA USD 3907528.19000000 0.116726704629 Long ABS-MBS US N 2 2046-05-25 Floating 5.93420040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AAZN8 382503.78000000 PA USD 368555.47000000 0.011009585444 Long DBT USGA US N 2 2042-12-25 Floating 5.77942920 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBB6 352000.00000000 PA USD 332715.37000000 0.009938960598 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AC7 680000.00000000 PA USD 659928.11000000 0.019713545194 Long DBT CORP US N 2 2024-12-01 Fixed 3.35000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHN4 3710000.00000000 PA USD 3685363.30000000 0.110090136898 Long SN UST US N 2 2025-07-31 Fixed 4.75000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBS3 315000.00000000 PA USD 305232.49000000 0.009117984815 Long DBT CORP US N 2 2024-11-15 Fixed 2.95000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABU91 189072.80000000 PA USD 163760.51000000 0.004891896808 Long DBT USGA US N 2 2052-03-20 Fixed 3.50000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DG7 915000.00000000 PA USD 840137.95000000 0.025096820693 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449GAC3 110286.48000000 PA USD 110314.99000000 0.003295358248 Long ABS-MBS US N 2 2032-02-17 Floating 6.89667840 N N N N N N United States of America 254900HROIFWPRGM1V77 912797FU6 8625000.00000000 PA USD 8532305.23000000 0.254879254599 Long DBT UST US N 2 2023-12-14 None 0.00000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449YAA8 711213.02000000 PA USD 627620.74000000 0.018748450983 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 99751.95000000 0.002979816353 Long DBT CORP US N 2 2023-11-14 Fixed 3.75000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBG4 940000.00000000 PA USD 586108.59000000 0.017508389175 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 773701.18000000 0.023112204114 Long DBT CORP US N 2 2046-07-01 Fixed 3.94900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMVK8 82853.92000000 PA USD 69190.44000000 0.002066874929 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 350000.00000000 PA USD 317812.65000000 0.009493782647 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 421.51000000 PA USD 417.53000000 0.000012472565 Long DBT USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CW3 521000.00000000 PA USD 471774.48000000 0.014092970722 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPQC5 193094.40000000 PA USD 177366.94000000 0.005298351645 Long DBT USGA US N 2 2052-11-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CDL5 1128637.78000000 PA USD 956954.83000000 0.028586405101 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 648786.83000000 PA USD 643181.31000000 0.019213280402 Long LON US N 2 2027-10-19 Floating 8.19554040 N N N N N N CSMC TRUST N/A 12661GAA7 1163338.28000000 PA USD 966219.33000000 0.028863156670 Long ABS-MBS US Y 2 2060-01-25 Floating 2.00000160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKK24 1296362.65000000 PA USD 1046207.91000000 0.031252596463 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N WORLD OMNI SELECT AUTO TRUST N/A 98163UAB6 727614.04000000 PA USD 726448.04000000 0.021700645950 Long ABS-MBS US N 2 2027-03-15 Fixed 5.92000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDLR5 176572.13000000 PA USD 140250.48000000 0.004189599039 Long DBT USGA US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CEF7 2644165.17000000 PA USD 2242170.62000000 0.066978707501 Long DBT USGA US N 2 2046-12-01 Fixed 3.00000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBZ2 590000.00000000 PA USD 567147.47000000 0.016941977637 Long DBT CORP US N 2 2033-03-15 Fixed 5.65000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FQ6 515000.00000000 PA USD 389988.23000000 0.011649830460 Long DBT CORP US N 2 2036-04-06 Fixed 2.89100000 N N N N N N INTERSTATE POWER AND LIGHT COMPANY EF9UQIIO4KY2BWOK3P26 461070AU8 1255000.00000000 PA USD 1234225.26000000 0.036869099943 Long DBT CORP US N 2 2033-10-15 Fixed 5.70000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAU9 1395000.00000000 PA USD 1326981.28000000 0.039639932046 Long DBT NUSS IE N 2 2024-10-29 Fixed 1.65000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638BM3 600000.00000000 PA USD 554090.41000000 0.016551933724 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 1559160.83000000 0.046575660321 Long DBT NUSS CN N 2 2031-07-13 Fixed 3.06100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ATDK5 290189.19000000 PA USD 259566.92000000 0.007753850958 Long DBT USGA US N 2 2042-07-15 Fixed 3.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SS8 6820000.00000000 PA USD 3572241.39000000 0.106710929601 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 21H0206A8 100000.00000000 PA USD 79042.97000000 0.002361192284 Long DBT USGA US N 2 2053-10-15 Fixed 2.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 228000.00000000 PA USD 188042.69000000 0.005617260443 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H3K51 44329.37000000 PA USD 40455.57000000 0.001208499373 Long DBT USGA US N 2 2042-10-01 Fixed 4.00000000 N N N N N N FOCUS FINANCIAL PARTNERS, LLC N/A 34416DAW8 781970.32000000 PA USD 779256.88000000 0.023278165438 Long LON US N 2 2028-06-30 Floating 8.58106080 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEV9 10350000.00000000 PA USD 9618222.71000000 0.287318065729 Long SN UST US N 1 2029-06-30 Fixed 3.25000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWZ3 1300000.00000000 PA USD 1202537.75000000 0.035922522353 Long DBT CORP US N 2 2029-05-01 Fixed 4.22300000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 706451BG5 475000.00000000 PA USD 318155.33000000 0.009504019273 Long DBT NUSS MX N 2 2035-06-15 Fixed 6.62500000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBF1 438000.00000000 PA USD 301493.67000000 0.009006297806 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 421398.47000000 0.012588125369 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 168861.75000000 PA USD 165484.52000000 0.004943396886 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 5.75623080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APLD9 84603.19000000 PA USD 68032.61000000 0.002032287928 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BSVH3 403614.78000000 PA USD 384466.33000000 0.011484878818 Long DBT USGA US N 2 2055-01-15 Floating 5.92776000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGJR1 1558116.14000000 PA USD 1291650.05000000 0.038584508297 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBX6 1170000.00000000 PA USD 1032464.58000000 0.030842052113 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N Government National Mortgage Association 2 N/A 21H0326A3 1288000.00000000 PA USD 1128106.88000000 0.033699103927 Long DBT USGA US N 2 2053-10-15 Fixed 3.50000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46649KAA3 294530.47000000 PA USD 250238.09000000 0.007475177707 Long ABS-MBS US N 2 2048-10-25 Floating 3.49999920 N N N N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 595112BZ5 176000.00000000 PA USD 168126.10000000 0.005022306855 Long DBT CORP US N 2 2033-02-09 Fixed 5.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNL26 367133.26000000 PA USD 294632.29000000 0.008801332867 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 480678.00000000 0.014358939001 Long DBT CORP US N 2 2043-08-15 Fixed 4.65000000 N N N N N N OCCU AUTO RECEIVABLES TRUST N/A 674921AC5 645000.00000000 PA USD 645120.29000000 0.019271202120 Long ABS-MBS US Y 2 2028-06-15 Fixed 6.23000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SE9 1080000.00000000 PA USD 847082.82000000 0.025304279667 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36250GAU9 480000.00000000 PA USD 434179.92000000 0.012969936188 Long ABS-MBS US N 2 2050-05-10 Floating 4.15978200 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418A3V8 139590.04000000 PA USD 130868.09000000 0.003909325830 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 340016.39000000 0.010157058578 Long DBT CORP BE N 2 2049-01-23 Fixed 5.55000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081GN1 1560000.00000000 PA USD 1504228.27000000 0.044934700514 Long DBT CORP US N 2 2028-05-15 Fixed 4.40000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34528EAA9 1195000.00000000 PA USD 1123006.87000000 0.033546755093 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 925209.31000000 PA USD 789291.16000000 0.023577912076 Long ABS-MBS US Y 2 2070-08-25 Fixed 1.77000000 N N N N N N Government National Mortgage Association N/A 36225B2S6 61952.96000000 PA USD 63470.77000000 0.001896015450 Long DBT USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DT4 1375000.00000000 PA USD 1322507.57000000 0.039506292210 Long DBT CORP US N 2 2030-02-21 Fixed 5.12500000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCQ5 1772000.00000000 PA USD 1536531.22000000 0.045899662689 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCM6 545000.00000000 PA USD 496705.92000000 0.014837729222 Long DBT CORP US N 2 2053-03-15 Fixed 5.12500000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BZ6 251000.00000000 PA USD 227258.54000000 0.006788726576 Long DBT CORP US N 2 2037-02-06 Fixed 4.10000000 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62954HAW8 280000.00000000 PA USD 265918.90000000 0.007943598967 Long DBT NUSS CN N 2 2025-05-01 Fixed 2.70000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAF4 735000.00000000 PA USD 572193.94000000 0.017092727109 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 623183.49000000 0.018615900290 Long DBT CORP BE N 2 2039-01-23 Fixed 5.45000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCP9 46000.00000000 PA USD 43827.54000000 0.001309227743 Long DBT CORP US N 2 2053-08-01 Fixed 5.45000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 04650NAB0 130000.00000000 PA USD 115824.59000000 0.003459942461 Long DBT CORP US N 2 2040-09-01 Fixed 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128L56F3 37951.88000000 PA USD 38502.98000000 0.001150171094 Long DBT USGA US N 2 2038-02-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KNKS6 924424.18000000 PA USD 706818.35000000 0.021114262714 Long DBT USGA US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKG53 1470203.89000000 PA USD 1175214.90000000 0.035106327027 Long DBT USGA US N 2 2052-06-01 Fixed 2.50000000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882926AA6 451000.00000000 PA USD 399733.87000000 0.011940954768 Long DBT CORP US N 2 2063-05-18 Fixed 5.05000000 N N N N N N HARLEY-DAVIDSON FINANCIAL SERVICES, INC. RLUFFFFW4GRYU77BTS24 41284VAC6 451000.00000000 PA USD 445853.60000000 0.013318655412 Long DBT CORP US N 2 2028-03-10 Fixed 6.50000000 N N N N N N HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 406216BK6 80000.00000000 PA USD 67814.81000000 0.002025781750 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 78860.19000000 0.002355732232 Long DBT CORP US N 2 2050-03-12 Fixed 3.35000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AP3 470000.00000000 PA USD 410424.97000000 0.012260322105 Long DBT NUSS CH N 2 2031-04-01 Fixed 4.19400000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAV1 427000.00000000 PA USD 374525.57000000 0.011187925834 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 423124.13000000 0.012639674736 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNHU0 872170.74000000 PA USD 813085.74000000 0.024288709996 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 277437.15000000 0.008287675145 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 38263.91000000 0.001143029532 Long DBT CORP US N 2 2042-02-15 Fixed 5.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXF98 356050.47000000 PA USD 321539.08000000 0.009605099539 Long DBT USGA US N 2 2057-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDY93 169015.57000000 PA USD 27727.95000000 0.000828296578 Long DBT USGA US N 2 2051-02-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132FCGS8 1136438.56000000 PA USD 1061555.01000000 0.031711049050 Long DBT USGA US N 2 2048-11-01 Fixed 4.50000000 N N N N N N United States of America N/A N/A -63.00000000 NC USD -6807937.50000000 -0.20336849052 N/A DIR US N 1 US 10YR NOTE (CBT)DEC23 N/A Short U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Dec 2023 2023-12-22 -6843903.39000000 USD 35965.89000000 N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BF2 990000.00000000 PA USD 845101.34000000 0.025245088378 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 545360.77000000 0.016291159633 Long DBT MUN US N 2 2051-08-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W5GH5 71973.52000000 PA USD 61524.11000000 0.001837864313 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 15321.46000000 PA USD 15543.78000000 0.000464327863 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 933458.84000000 0.027884526739 Long DBT CORP US N 2 2026-08-15 Fixed 2.74200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AP3N0 265289.64000000 PA USD 207834.75000000 0.006208494039 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 745050.87000000 PA USD 688759.22000000 0.020574795657 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 438698.35000000 PA USD 374892.25000000 0.011198879395 Long DBT USGA US N 2 2047-09-20 Fixed 3.00000000 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EWK1 1419000.00000000 PA USD 1367452.68000000 0.040848904297 Long DBT CORP US N 2 2027-09-15 Fixed 4.15000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBN4 228000.00000000 PA USD 207929.66000000 0.006211329215 Long DBT CORP US N 2 2063-05-17 Fixed 5.15000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCF6 488000.00000000 PA USD 438265.94000000 0.013091994846 Long SN UST US N 1 2026-05-31 Fixed 0.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDRK4 176948.06000000 PA USD 135144.34000000 0.004037067089 Long DBT USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CV9 795000.00000000 PA USD 778456.35000000 0.023254251796 Long DBT CORP US N 2 2027-11-17 Fixed 5.12500000 N N N N N N UNITED AIRLINES, INC. K1OQBWM7XEOO08LDNP29 90932LAJ6 2100000.00000000 PA USD 2041389.21000000 0.060980912680 Long DBT CORP US N 2 2036-07-15 Fixed 5.80000000 N N N N N N BANK N/A 06541DBH6 440000.00000000 PA USD 431245.50000000 0.012882278426 Long ABS-MBS US N 2 2056-08-15 Fixed 5.74500000 N N N N N N Government National Mortgage Association N/A 36225BET1 208.35000000 PA USD 206.38000000 0.000006165037 Long DBT USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCSS8 399865.53000000 PA USD 357833.37000000 0.010689292067 Long DBT USGA US N 2 2039-11-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CES6 1407000.00000000 PA USD 1274654.06000000 0.038076799637 Long SN UST US N 2 2029-05-31 Fixed 2.75000000 N N N N N N ICON PUBLIC LIMITED COMPANY N/A L5000DAD9 125119.63000000 PA USD 125019.53000000 0.003734616115 Long LON US N 2 2028-07-03 Floating 7.75347840 N N N N N N Government National Mortgage Association N/A 36202WAA7 57758.87000000 PA USD 57204.99000000 0.001708842430 Long DBT USGA US N 2 2034-04-15 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797JB4 11200000.00000000 PA USD 11002116.27000000 0.328658096297 Long DBT UST US N 2 2024-01-30 None 0.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACMM9 1346227.43000000 PA USD 1177884.44000000 0.035186072225 Long DBT USGA US N 2 2038-06-20 Fixed 2.50000000 N N N N N N BRK: CITIGROUP GLOBAL MARKETS N/A N/A 70430000.00000000 NC -532859.76000000 -0.01591772619 N/A DIR XX N 2 BRK: CITIGROUP GLOBAL MARKETS N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL -70430000.00000000 BRL -532859.76000000 N N N Government National Mortgage Association N/A 38383LHV5 2619000.00000000 PA USD 2351457.36000000 0.070243349597 Long DBT USGA US N 2 2041-08-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TAXN7 1905.50000000 PA USD 1901.34000000 0.000056797326 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 1484331.71000000 0.044340345267 Long DBT CORP US N 2 2024-05-15 Fixed 3.00000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBE2 1685000.00000000 PA USD 1252023.18000000 0.037400764067 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N MEG Energy Corp. 5493002WXPTG5ZC1T326 552704AF5 80000.00000000 PA USD 74710.01000000 0.002231756969 Long DBT NUSS CA N 2 2029-02-01 Fixed 5.87500000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862121AC4 459000.00000000 PA USD 328817.43000000 0.009822520315 Long DBT CORP US N 2 2030-11-18 Fixed 2.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0326A7 200000.00000000 PA USD 171984.38000000 0.005137562404 Long DBT USGA US N 2 2053-10-15 Fixed 3.50000000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 30711XAK0 1227785.91000000 PA USD 1244608.79000000 0.037179279469 Long DBT USGA US N 2 2024-07-25 Floating 8.42942880 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST N/A 61762DAY7 14578.12000000 PA USD 14104.33000000 0.000421328236 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 5844.17000000 PA USD 5789.73000000 0.000172952329 Long DBT USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJGY3 470648.70000000 PA USD 433914.81000000 0.012962016752 Long DBT USGA US N 2 2052-09-01 Fixed 4.50000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KBP4 1095000.00000000 PA USD 1096657.02000000 0.032759625479 Long DBT CORP US N 2 2025-03-01 Fixed 6.05100000 N N N N N N GSR MORTGAGE LOAN TRUST N/A 36242DCH4 7687.62000000 PA USD 7479.54000000 0.000223430776 Long ABS-MBS US N 2 2034-09-25 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TR9 4089000.00000000 PA USD 3385564.22000000 0.101134460328 Long DBT UST US N 2 2053-05-15 Fixed 3.62500000 N N N N N N WYNN RESORTS FINANCE, LLC N/A 983133AC3 310000.00000000 PA USD 294259.41000000 0.008790194098 Long DBT CORP US N 2 2031-02-15 Fixed 7.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AFXA4 69043.22000000 PA USD 53547.54000000 0.001599586127 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 425857.33000000 0.012721321601 Long DBT NUSS CA N 2 2025-06-12 Fixed 1.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MN2Q2 17912.19000000 PA USD 16405.61000000 0.000490072675 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 937042.76000000 0.027991586535 Long ABS-MBS US N 2 2037-07-27 Floating 6.27942960 N N N N N N Glencore Finance (Canada) Limited 5493005TTO0UJ33KCK70 98417EAN0 109000.00000000 PA USD 100541.66000000 0.003003406777 Long DBT NUSS AU N 2 2041-11-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGX95 270682.49000000 PA USD 234479.37000000 0.007004429100 Long DBT USGA US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCRV9 1512466.37000000 PA USD 1332445.26000000 0.039803153486 Long DBT USGA US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXTC6 2341287.73000000 PA USD 1801207.65000000 0.053806146268 Long DBT USGA US N 2 2061-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BDCE3 629207.30000000 PA USD 609259.99000000 0.018199973854 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 75996.88000000 0.002270198686 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N CSMC TRUST N/A 12653TAB7 1724465.64000000 PA USD 1476828.58000000 0.044116209804 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 170161.64000000 PA USD 169108.00000000 0.005051638428 Long DBT USGA US N 2 2065-08-20 Floating 5.90162040 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AN0 470000.00000000 PA USD 482896.31000000 0.014425204938 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCK8 50000.00000000 PA USD 41321.44000000 0.001234364868 Long DBT CORP US N 2 2046-08-21 Fixed 4.86200000 N N N N N N Government National Mortgage Association N/A 36200MWY5 7562.18000000 PA USD 7489.71000000 0.000223734577 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCQ76 852462.33000000 PA USD 719551.02000000 0.021494616364 Long DBT USGA US N 2 2051-08-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374CLS3 12819.01000000 PA USD 13319.62000000 0.000397887174 Long DBT USGA US N 2 2036-10-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179VKL3 1213854.50000000 PA USD 1035156.47000000 0.030922464955 Long DBT USGA US N 2 2050-04-20 Fixed 3.00000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAJ9 1560000.00000000 PA USD 1359608.61000000 0.040614584185 Long DBT CORP BE N 2 2046-02-01 Fixed 4.90000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CM5 300000.00000000 PA USD 269433.43000000 0.008048585927 Long DBT CORP US N 2 2027-02-15 Fixed 3.00000000 N N N N N N HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 406216BJ9 60000.00000000 PA USD 53957.83000000 0.001611842417 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 237475.69000000 0.007093935955 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 324994.62000000 PA USD 309849.42000000 0.009255902956 Long ABS-MBS US N 2 2048-07-10 Fixed 3.49800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CMG6 420210.52000000 PA USD 380337.34000000 0.011361536548 Long DBT USGA US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8MS3 119091.07000000 PA USD 91858.52000000 0.002744021747 Long DBT USGA US N 2 2050-11-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SS8 3003000.00000000 PA USD 1572938.55000000 0.046987231978 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 171144.01000000 PA USD 151766.94000000 0.004533621746 Long DBT USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 385000.00000000 PA USD 357867.07000000 0.010690298763 Long DBT CORP DE N 2 2028-12-15 Fixed 4.37500000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2K9 200000.00000000 PA USD 164632.28000000 0.004917938549 Long DBT NUSS FR N 2 2031-01-13 Fixed 3.05200000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CH1 172000.00000000 PA USD 164019.14000000 0.004899622671 Long DBT CORP US N 2 2043-02-10 Fixed 5.62500000 N N N N N N TRESTLES CLO LTD N/A 89532WAC3 3445000.00000000 PA USD 3411855.66000000 0.101919845104 Long ABS-CBDO CORP KY Y 2 2034-07-21 Floating 7.29513000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJAK9 1759428.01000000 PA USD 1504323.95000000 0.044937558692 Long DBT USGA US N 2 2047-02-01 Fixed 3.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BG2 457000.00000000 PA USD 446332.94000000 0.013332974381 Long DBT NUSS CH N 2 2034-09-22 Fixed 6.30100000 N N N N N N Government National Mortgage Association 2 N/A 3622AA4R2 1152642.02000000 PA USD 929999.29000000 0.027781182156 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 139539.87000000 0.004168371512 Long DBT CORP US N 2 2038-01-15 Fixed 3.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D4V1 841727.55000000 PA USD 751940.70000000 0.022462169361 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 47765.49000000 0.001426863216 Long DBT CORP US N 2 2025-03-19 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BUGZ4 173248.41000000 PA USD 174617.18000000 0.005216210095 Long DBT USGA US N 2 2053-01-01 Fixed 6.50000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABS3 330000.00000000 PA USD 279567.12000000 0.008351302166 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 39152.06000000 0.001169560581 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QC6H4 281212.98000000 PA USD 253534.58000000 0.007573651319 Long DBT USGA US N 2 2050-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYAR7 396791.71000000 PA USD 331123.75000000 0.009891415309 Long DBT USGA US N 2 2041-04-25 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TS7 9565000.00000000 PA USD 8315571.88000000 0.248404939252 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABZ7 202000.00000000 PA USD 183161.38000000 0.005471444673 Long DBT CORP US N 2 2026-02-15 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DUA8 53170.93000000 PA USD 43145.94000000 0.001288866810 Long DBT USGA US N 2 2040-11-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGTG4 746286.52000000 PA USD 621793.05000000 0.018574364702 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 830000.00000000 PA USD 810928.01000000 0.024224253721 Long DBT NUSS GB N 2 2024-06-26 Fixed 2.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H0T73 473000.00000000 PA USD 398914.67000000 0.011916483411 Long DBT USGA US N 2 2033-10-15 Fixed 1.50000000 N N N N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884LAN9 320000.00000000 PA USD 270700.80000000 0.008086445135 Long DBT CORP US N 2 2031-05-15 Fixed 3.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGGW3 809796.19000000 PA USD 627265.12000000 0.018737827809 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 945000.00000000 PA USD 605023.67000000 0.018073425395 Long DBT CORP US N 2 2047-12-01 Fixed 3.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FMU26 1982526.44000000 PA USD 79857.75000000 0.002385531605 Long DBT USGA US N 2 2029-06-25 Floating 1.01414880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397TP97 3939.90000000 PA USD 209.68000000 0.000006263615 Long DBT USGA US N 2 2038-05-15 Floating 0.60224040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K06Q1 3682.89000000 PA USD 3604.49000000 0.000107674268 Long DBT USGA US N 2 2035-12-01 Fixed 5.00000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBJ9 390000.00000000 PA USD 326055.17000000 0.009740005361 Long DBT CORP US N 2 2029-08-26 Fixed 2.37500000 N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RCE6 1267000.00000000 PA USD 1217992.54000000 0.036384191884 Long DBT CORP US N 2 2033-07-15 Fixed 5.37500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AU3 560000.00000000 PA USD 538567.78000000 0.016088237658 Long DBT NUSS GB N 2 2025-08-18 Fixed 4.25000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NX5 915000.00000000 PA USD 905696.63000000 0.027055206737 Long DBT CORP US N 2 2026-09-29 Fixed 5.61000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNJF1 341541.70000000 PA USD 275210.74000000 0.008221167243 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N BRIGHTHOUSE FINANCIAL, INC. 5493003T8SZSHOGGAW52 10922NAH6 266000.00000000 PA USD 156479.92000000 0.004674409118 Long DBT CORP US N 2 2051-12-22 Fixed 3.85000000 N N N N N N Government National Mortgage Association 2 N/A 36179V7D6 1921965.96000000 PA USD 1523677.34000000 0.045515688222 Long DBT USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63940VAB8 17680.65000000 PA USD 17428.30000000 0.000520622738 Long ABS-MBS US N 2 2042-06-16 Fixed 3.52000000 N N N N N N METROPOLITAN EDISON COMPANY N/A 591894CC2 473000.00000000 PA USD 439370.66000000 0.013124995331 Long DBT CORP US N 2 2029-01-15 Fixed 4.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAM5 1926044.05000000 PA USD 1385623.02000000 0.041391693449 Long DBT USGA US N 2 2050-12-01 Fixed 1.50000000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BL7 376000.00000000 PA USD 293723.44000000 0.008774183462 Long DBT CORP US N 2 2032-12-15 Fixed 2.85000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 802918AC6 1600000.00000000 PA USD 1588031.52000000 0.047438093128 Long ABS-MBS US N 2 2026-11-16 Fixed 4.49000000 N N N N N N CSMC MORTGAGE BACKED TRUST N/A 12649FCL0 1652847.54000000 PA USD 1251447.56000000 0.037383568996 Long ABS-MBS US N 2 2036-10-27 Floating 5.70943080 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAL8 345000.00000000 PA USD 343761.03000000 0.010268919444 Long DBT CORP US N 2 2025-03-15 Fixed 6.05000000 N N N N N N Government National Mortgage Association N/A 36297GVY3 154086.89000000 PA USD 134073.75000000 0.004005086144 Long DBT USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DM9 1501000.00000000 PA USD 1489764.76000000 0.044502642758 Long DBT CORP US N 2 2025-03-02 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LG3Z3 100000.00000000 PA USD 90215.86000000 0.002694951777 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 686000.00000000 PA USD 532395.08000000 0.015903845149 Long DBT CORP US N 2 2031-08-15 Fixed 1.90000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAC7 350000.00000000 PA USD 321753.23000000 0.009611496684 Long DBT NUSS CH N 2 2028-03-23 Fixed 4.25300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DUA8 4144606.92000000 PA USD 3363171.50000000 0.100465539136 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 10054.64000000 PA USD 9958.18000000 0.000297473358 Long DBT USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LRUQ9 175923.54000000 PA USD 140800.00000000 0.004206014445 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAG8 800000.00000000 PA USD 778593.38000000 0.023258345192 Long DBT CORP DE N 2 2024-10-08 Fixed 3.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398W2M5 21924.68000000 PA USD 1554.92000000 0.000046448977 Long DBT USGA US N 2 2040-01-15 Floating 0.80223840 N N N N N N GTCR W Merger Sub LLC N/A BL4421493 1560000.00000000 PA USD 1558861.20000000 0.046566709695 Long LON US N 2 2030-09-20 Floating 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKR69 293655.60000000 PA USD 262214.57000000 0.007832942252 Long DBT USGA US N 2 2051-12-01 Fixed 4.00000000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A 17309LAF2 627817.29000000 PA USD 624693.40000000 0.018661004717 Long ABS-MBS US N 2 2036-08-25 Floating 5.86919880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKLQ6 689930.29000000 PA USD 637965.02000000 0.019057458022 Long DBT USGA US N 2 2032-03-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EDL1 91344.28000000 PA USD 72853.99000000 0.002176313454 Long DBT USGA US N 2 2042-05-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYUL8 8431071.72000000 PA USD 248795.02000000 0.007432069943 Long DBT USGA US N 2 2031-03-25 Floating 0.61159320 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNCG6 789998.93000000 PA USD 687944.57000000 0.020550460219 Long DBT USGA US N 2 2052-02-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F5CP6 186602.83000000 PA USD 163491.82000000 0.004883870430 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 274704.79000000 PA USD 269168.03000000 0.008040657829 Long ABS-MBS US N 2 2047-09-15 Fixed 3.66960000 N N N N N N Government National Mortgage Association 2 N/A 3622ABLA8 708772.58000000 PA USD 572954.64000000 0.017115450939 Long DBT USGA US N 2 2051-12-20 Fixed 2.50000000 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAM1 105000.00000000 PA USD 91464.71000000 0.002732257751 Long DBT NUSS CA N 2 2034-03-01 Fixed 4.62500000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535CAC0 1280000.00000000 PA USD 1261120.26000000 0.037672514421 Long ABS-MBS US Y 2 2036-02-15 Fixed 6.16000000 N N N N N N KENVUE INC. 5493008HSF8L4M2LIJ82 49177JAQ5 150000.00000000 PA USD 135318.06000000 0.004042256498 Long DBT CORP US N 2 2063-03-22 Fixed 5.20000000 N N N N N N EQUINIX, INC. 549300EVUN2BTLJ3GT74 29444UBU9 1715000.00000000 PA USD 1465452.96000000 0.043776394306 Long DBT CORP US N 2 2032-04-15 Fixed 3.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AX6U4 483846.35000000 PA USD 464653.62000000 0.013880254529 Long DBT USGA US N 2 2047-10-25 Floating 5.77942920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411A5E1 41909.11000000 PA USD 41452.96000000 0.001238293668 Long DBT USGA US N 2 2036-11-01 Fixed 6.00000000 N N N N N N H&E EQUIPMENT SERVICES, INC. 254900KVLRCDMQRYY541 404030AJ7 80000.00000000 PA USD 68311.53000000 0.002040619900 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 141001.50000000 0.004212033705 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 114935.12000000 0.003433371981 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 1081635.40000000 0.032310895715 Long DBT CORP US N 2 2052-11-09 Fixed 6.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPU55 482254.88000000 PA USD 466369.94000000 0.013931524889 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 443856.67000000 0.013259002596 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 36179XX35 98037.35000000 PA USD 88340.83000000 0.002638940391 Long DBT USGA US N 2 2053-04-20 Fixed 4.00000000 N N N N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 94106LBW8 892000.00000000 PA USD 844164.24000000 0.025217095081 Long DBT CORP US N 2 2034-02-15 Fixed 4.87500000 N N N N N N Government National Mortgage Association 2 N/A 36202EWE5 20737.50000000 PA USD 21529.94000000 0.000643148001 Long DBT USGA US N 2 2038-09-20 Fixed 6.00000000 N N N N N N COMM MORTGAGE TRUST N/A 12591UAG8 1147789.76000000 PA USD 249.07000000 0.000007440284 Long DBT USGA US N 2 2047-03-10 Floating 1.18782360 N N N N N N BRK:MORGAN STANLEY N/A N/A 5290000.00000000 NC USD 1354023.00000000 0.040447729382 N/A DIR XX N 2 BRK:MORGAN STANLEY N/A Y 2052-04-21 8448.56000000 USD 0.00000000 USD -5290000.00000000 USD 1345574.44000000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHX0 265000.00000000 PA USD 220780.96000000 0.006595226612 Long DBT CORP US N 2 2030-10-22 Fixed 2.88400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NCRY7 182667.99000000 PA USD 184054.96000000 0.005498137929 Long DBT USGA US N 2 2053-02-01 Fixed 6.50000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAV2 320000.00000000 PA USD 319723.18000000 0.009550854499 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAN4 1000000.00000000 PA USD 766568.41000000 0.022899132142 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJKX0 93035.93000000 PA USD 74540.43000000 0.002226691231 Long DBT USGA US N 2 2042-05-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617MKK99 250517.91000000 PA USD 227459.15000000 0.006794719251 Long DBT USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A5J49 101561.23000000 PA USD 102960.93000000 0.003075675844 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 160864.63000000 PA USD 143342.33000000 0.004281959592 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 863488.52000000 PA USD 117134.46000000 0.003499071241 Long DBT USGA US N 2 2051-06-20 Fixed 2.50000000 N N N N N N ALTERRA MOUNTAIN COMPANY N/A 46124CAJ6 554046.46000000 PA USD 552201.49000000 0.016495507411 Long LON US N 2 2028-08-17 Floating 8.94553920 N N N N N N NEWREZ WAREHOUSE SECURITIZATION TRUST N/A 65246PAA9 1696066.67000000 PA USD 1688691.15000000 0.050445023936 Long ABS-MBS US Y 2 2055-05-25 Floating 6.18419880 N N N N N N Government National Mortgage Association N/A 36291J3Q1 6788.85000000 PA USD 6734.29000000 0.000201168473 Long DBT USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N GUARDIAN LIFE GLOBAL FUNDING 635400NHILJ5JEKILC36 40139LAG8 190000.00000000 PA USD 174470.89000000 0.005211840082 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 207700.21000000 0.006204475024 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 177835.56000000 0.005312350385 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 1519288.57000000 PA USD 1309098.67000000 0.039105738040 Long DBT USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H4SK7 10973082.28000000 PA USD 249346.84000000 0.007448554054 Long DBT USGA US N 2 2031-12-25 Floating 0.49517640 N N N N N N BMW VEHICLE LEASE TRUST N/A 05593AAD1 462000.00000000 PA USD 457093.56000000 0.013654418438 Long ABS-MBS US N 2 2026-06-25 Fixed 5.07000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DW6 332000.00000000 PA USD 318785.86000000 0.009522854631 Long DBT NUSS GB N 2 2044-03-09 Fixed 6.33200000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449MAA4 588892.88000000 PA USD 516624.12000000 0.015432730904 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 1530540.00000000 0.045720691398 Long DBT NUSS MO N 2 2025-08-08 Fixed 5.37500000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RDY7 2800000.00000000 PA USD 2555127.68000000 0.076327442693 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 625872.14000000 0.018696216346 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 17501.50000000 PA USD 17794.06000000 0.000531548816 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 9763.22000000 PA USD 9682.47000000 0.000289237277 Long DBT USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBK0 81000.00000000 PA USD 56965.12000000 0.001701676971 Long DBT CORP GB N 2 2049-09-06 Fixed 4.75800000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAB9 770000.00000000 PA USD 685361.76000000 0.020473305843 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 4647.97000000 0.000138845376 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 491074.19000000 PA USD 402336.37000000 0.012018697329 Long DBT USGA US N 2 2051-01-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MGR60 446877.59000000 PA USD 345006.16000000 0.010306114294 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 1161982.85000000 PA USD 1008020.12000000 0.030111840807 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 354734.50000000 0.010596721812 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 969731.95000000 PA USD 823779.15000000 0.024608146338 Long ABS-MBS US Y 2 2069-10-15 Fixed 1.06000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SU3 4200000.00000000 PA USD 2353968.75000000 0.070318370496 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 370380.22000000 0.011064094854 Long ABS-MBS US N 2 2029-10-10 Fixed 3.24400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LFY73 100000.00000000 PA USD 88310.65000000 0.002638038846 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 1366224.83000000 0.040812225641 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 349066.83000000 0.010427415691 Long DBT CORP US N 2 2026-10-01 Fixed 2.95000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46651XAD4 137432.72000000 PA USD 113741.52000000 0.003397716449 Long ABS-MBS US N 2 2050-06-25 Floating 2.99999880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396JT21 253449.89000000 PA USD 257739.10000000 0.007699249841 Long DBT USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBZ5 220000.00000000 PA USD 154484.07000000 0.004614788565 Long DBT CORP US N 2 2060-01-31 Fixed 3.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300MD91 40056.99000000 PA USD 40412.34000000 0.001207207995 Long DBT USGA US N 2 2043-09-01 Floating 7.13599920 N N N N N N AMERICAN HOMES 4 RENT TRUST N/A 02666AAA6 1845476.40000000 PA USD 1775506.45000000 0.053038393296 Long ABS-MBS US N 2 2052-04-17 Fixed 3.46700000 N N N N N N CSMC TRUST N/A 12661GAA7 351425.09000000 PA USD 291878.74000000 0.008719078101 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 77344.23000000 PA USD 68996.41000000 0.002061078814 Long DBT USGA US N 2 2046-01-20 Fixed 3.50000000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46632HAL5 568.46000000 PA USD 554.81000000 0.000016573429 Long ABS-MBS US N 2 2051-02-15 Floating 6.56060760 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3C3 30000.00000000 PA USD 24463.50000000 0.000730780073 Long DBT CORP US N 2 2028-08-19 Fixed 1.98500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKFA1 413278.17000000 PA USD 349450.58000000 0.010438879171 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78445AAD8 392643.72000000 PA USD 393295.31000000 0.011748620419 Long ABS-MBS US N 2 2022-07-25 Floating 6.96614040 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FEV6 38785.41000000 PA USD 36420.72000000 0.001087969278 Long ABS-MBS US N 2 2033-10-25 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AAK52 345674.74000000 PA USD 309137.30000000 0.009234630321 Long DBT USGA US N 2 2038-01-01 Fixed 3.50000000 N N N N N N CIM TRUST N/A 12553XAD5 48300.40000000 PA USD 43277.10000000 0.001292784856 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 756315.89000000 0.022592866181 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJN1 610000.00000000 PA USD 575321.43000000 0.017186152309 Long DBT CORP US N 2 2034-06-12 Fixed 5.83600000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CE2 400000.00000000 PA USD 375629.70000000 0.011220908694 Long DBT NUSS JP N 2 2028-04-19 Fixed 4.08000000 N N N N N N Government National Mortgage Association 2 N/A 3617FJYQ7 61009.96000000 PA USD 52142.41000000 0.001557611716 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 167460.75000000 PA USD 165587.72000000 0.004946479703 Long DBT USGA US N 2 2068-02-20 Floating 5.73162120 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACB1 302000.00000000 PA USD 298037.17000000 0.008903044333 Long DBT CORP US N 2 2026-03-30 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJNQ2 663709.11000000 PA USD 567476.01000000 0.016951791870 Long DBT USGA US N 2 2044-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0306A1 29000000.00000000 PA USD 23975976.49000000 0.716216643842 Long DBT USGA US N 2 2053-10-15 Fixed 3.00000000 N N N N N N ECOPETROL S.A. 254900IDGKCJICKBPA66 279158AJ8 1276000.00000000 PA USD 840832.70000000 0.025117574447 Long DBT NUSS CO N 2 2045-05-28 Fixed 5.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XADY5 79810.39000000 PA USD 61898.65000000 0.001849052670 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Pfizer Investment Enterprises PTE Ltd 5493000FQO8XF9C0RT95 716973AG7 1351000.00000000 PA USD 1255285.04000000 0.037498203203 Long DBT NUSS US N 2 2053-05-19 Fixed 5.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TG3 9055000.00000000 PA USD 6420207.25000000 0.191786111038 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CERTIFICATES N/A 161546HA7 22356.18000000 PA USD 21375.44000000 0.000638532737 Long ABS-MBS US N 2 2034-11-25 Floating 4.82701680 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWA60 129519.77000000 PA USD 103117.09000000 0.003080340696 Long DBT USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QEYV8 367047.34000000 PA USD 281238.96000000 0.008401243808 Long DBT USGA US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36291H2J2 22721.71000000 PA USD 22503.79000000 0.000672239103 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 17030.59000000 PA USD 15857.78000000 0.000473707753 Long ABS-MBS US N 2 2033-10-25 Floating 4.69344960 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFE0 901000.00000000 PA USD 836560.43000000 0.024989952079 Long DBT CORP US N 2 2034-04-21 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LRU55 81199.58000000 PA USD 65006.75000000 0.001941898647 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FY4 130000.00000000 PA USD 96027.06000000 0.002868545465 Long DBT CORP US N 2 2050-04-01 Fixed 3.95000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397A86 200000.00000000 PA USD 182155.18000000 0.005441387204 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 32004.54000000 0.000956047993 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 350205.00000000 0.010461415403 Long DBT CORP US N 2 2028-06-05 Fixed 3.69100000 N N N N N N COLUMBIA PIPELINES OPERATING COMPANY LLC N/A 19828TAC0 330000.00000000 PA USD 322616.80000000 0.009637293473 Long DBT CORP US N 2 2053-11-15 Fixed 6.54400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300ME33 77772.13000000 PA USD 78469.08000000 0.002344048891 Long DBT USGA US N 2 2043-10-01 Floating 6.09099840 N N N N N N HIT TRUST N/A 40442AAA7 1511856.89000000 PA USD 1510084.24000000 0.045109631582 Long ABS-MBS US Y 2 2024-07-15 Floating 7.72340040 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216CX6 190000.00000000 PA USD 116170.03000000 0.003470261536 Long DBT CORP US N 2 2050-06-01 Fixed 2.60000000 N N N N N N MAGENTA BUYER LLC N/A 55910RAB9 207998.98000000 PA USD 154150.12000000 0.004604812723 Long LON US N 2 2028-07-27 Floating 10.63073160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339UVJ6 213324.26000000 PA USD 178106.21000000 0.005320435312 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 5504.24000000 PA USD 5454.86000000 0.000162949005 Long DBT USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFW9 589000.00000000 PA USD 553834.87000000 0.016544300166 Long DBT CORP US N 2 2053-08-14 Fixed 5.45000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MP3 640000.00000000 PA USD 575722.96000000 0.017198146918 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 4112.08000000 PA USD 4027.69000000 0.000120316209 Long DBT USGA US N 2 2040-07-20 Fixed 5.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBX6 818000.00000000 PA USD 721842.76000000 0.021563075821 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FUWQ3 711583.80000000 PA USD 116574.36000000 0.003482339787 Long DBT USGA US N 2 2050-07-25 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411WWL7 8772.80000000 PA USD 8748.76000000 0.000261345248 Long DBT USGA US N 2 2037-05-01 Fixed 6.00000000 N N N N N N BMW VEHICLE OWNER TRUST N/A 05592XAD2 320000.00000000 PA USD 319158.34000000 0.009533981451 Long ABS-MBS US N 2 2028-02-25 Fixed 5.47000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KSVF1 5964375.96000000 PA USD 4547311.39000000 0.135838475801 Long DBT USGA US N 2 2051-12-01 Fixed 2.00000000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142FD0 754000.00000000 PA USD 689621.30000000 0.020600547936 Long DBT CORP US N 2 2033-04-15 Fixed 4.10000000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAV1 381000.00000000 PA USD 381217.47000000 0.011387828022 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C8DQ5 199574.13000000 PA USD 193244.09000000 0.005772638025 Long DBT USGA US N 2 2053-07-01 Fixed 5.50000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CQ6 591000.00000000 PA USD 401509.71000000 0.011994003125 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN6X6 357113.86000000 PA USD 320034.80000000 0.009560163293 Long DBT USGA US N 2 2052-04-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36178WDM8 401564.06000000 PA USD 349420.91000000 0.010437992861 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 652786.15000000 PA USD 601938.48000000 0.017981263792 Long DBT NUSS AE N 2 2027-09-30 Fixed 1.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HNGT3 35758.39000000 PA USD 33369.94000000 0.000996835580 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 297134.40000000 0.008876076552 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 98233.91000000 0.002934469065 Long DBT CORP US N 2 2032-02-03 Fixed 2.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHJF5 466110.84000000 PA USD 416327.62000000 0.012436647610 Long DBT USGA US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LLQ79 200000.00000000 PA USD 196843.63000000 0.005880164426 Long DBT USGA US N 2 2028-09-01 Fixed 4.83000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDU2 411000.00000000 PA USD 233582.18000000 0.006977628005 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N Government National Mortgage Association N/A 36290SNK3 11819.83000000 PA USD 11787.09000000 0.000352107036 Long DBT USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179WFH6 859159.28000000 PA USD 730772.31000000 0.021829821675 Long DBT USGA US N 2 2051-05-20 Fixed 3.00000000 N N N N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160KAM7 284000.00000000 PA USD 264456.49000000 0.007899913473 Long DBT CORP US N 2 2027-05-18 Fixed 3.00000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DB2 1075000.00000000 PA USD 1018924.59000000 0.030437581988 Long DBT CORP US N 2 2033-02-15 Fixed 5.37500000 N N N N N N CONOCO FUNDING COMPANY XX71EBFZWSRCIL200314 20825UAC8 180000.00000000 PA USD 199201.04000000 0.005950585594 Long DBT NUSS US N 2 2031-10-15 Fixed 7.25000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAN2 498000.00000000 PA USD 492582.93000000 0.014714566186 Long DBT CORP US N 2 2027-06-08 Fixed 6.04700000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JQ1 138000.00000000 PA USD 102686.21000000 0.003067469336 Long DBT CORP US N 2 2040-07-01 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DC0 420000.00000000 PA USD 357687.32000000 0.010684929224 Long DBT NUSS GB N 2 2033-03-29 Fixed 4.76200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M33H1 174063.92000000 PA USD 139840.12000000 0.004177340658 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST N/A 14041NGD7 750000.00000000 PA USD 731533.95000000 0.021852573585 Long ABS-MBS US N 2 2028-05-15 Fixed 4.42000000 N N N N N N Government National Mortgage Association N/A 38381WDY1 149974.42000000 PA USD 130711.08000000 0.003904635586 Long DBT USGA US N 2 2049-06-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B1J94 46710.44000000 PA USD 7720.38000000 0.000230625211 Long DBT USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N COMM MORTGAGE TRUST N/A 12624XAP3 140167.31000000 PA USD 117740.54000000 0.003517176221 Long ABS-MBS US N 2 2046-03-10 Fixed 3.39700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJAH6 730994.25000000 PA USD 629605.48000000 0.018807739656 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3G50 91082.10000000 PA USD 69702.88000000 0.002082182671 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385JET1 9659.24000000 PA USD 9620.94000000 0.000287399237 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 1172973.89000000 0.035039382990 Long DBT CORP DE N 2 2026-12-01 Fixed 1.87500000 N N N N N N Government National Mortgage Association N/A 36213UWG1 604.11000000 PA USD 598.68000000 0.000017883925 Long DBT USGA US N 2 2031-08-15 Fixed 6.00000000 N N N N N N BWAY MORTGAGE TRUST N/A 05604LAA0 1540000.00000000 PA USD 954954.00000000 0.028526635784 Long ABS-MBS US N 2 2035-01-10 Fixed 2.91700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLCG1 468932.67000000 PA USD 458886.46000000 0.013707976416 Long DBT USGA US N 2 2047-12-01 Fixed 5.00000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BS0 345000.00000000 PA USD 322934.85000000 0.009646794346 Long DBT CORP US N 2 2030-05-01 Fixed 4.40000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CA8 280000.00000000 PA USD 255436.62000000 0.007630469556 Long DBT CORP US N 2 2027-04-15 Fixed 2.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 210000.00000000 PA USD 188380.20000000 0.005627342630 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAA0 1459000.00000000 PA USD 1079719.37000000 0.032253659566 Long DBT CORP US N 2 2031-08-15 Fixed 2.00000000 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EXB0 660000.00000000 PA USD 650884.79000000 0.019443400773 Long DBT CORP US N 2 2028-07-14 Fixed 4.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H5CE5 510529.28000000 PA USD 429030.38000000 0.012816107781 Long DBT USGA US N 2 2049-05-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402CTT9 128287.49000000 PA USD 130118.88000000 0.003886945233 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 46235.54000000 0.001381160149 Long DBT CORP US N 2 2044-06-24 Fixed 5.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TT5 3956000.00000000 PA USD 3591306.25000000 0.107280440087 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AC7 585000.00000000 PA USD 567732.27000000 0.016959446935 Long DBT CORP US N 2 2024-12-01 Fixed 3.35000000 N N N N N N CHENIERE ENERGY PARTNERS, L.P. 5493005UEC8AZ34LDV29 16411QAK7 100000.00000000 PA USD 85493.60000000 0.002553887191 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 126767.69000000 0.003786837608 Long DBT CORP US N 2 2027-02-01 Fixed 2.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKLT3 952243.68000000 PA USD 805969.64000000 0.024076135995 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411X2V6 9567.51000000 PA USD 9454.12000000 0.000282415946 Long DBT USGA US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQQV7 738157.83000000 PA USD 692719.79000000 0.020693106840 Long DBT USGA US N 2 2045-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FVQ54 264404.32000000 PA USD 39518.93000000 0.001180519818 Long DBT USGA US N 2 2050-09-25 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGW5 7169000.00000000 PA USD 6945703.51000000 0.207483872831 Long DBT USGA US N 2 2028-04-15 Fixed 1.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9K29 1307570.31000000 PA USD 1043487.28000000 0.031171325092 Long DBT USGA US N 2 2042-01-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 38381H8H7 2099892.14000000 PA USD 1494158.93000000 0.044633906554 Long DBT USGA US N 2 2064-06-16 Fixed 2.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFM6 1070000.00000000 PA USD 1041245.27000000 0.031104351182 Long DBT CORP US N 2 2025-01-22 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9TA3 67480.42000000 PA USD 53987.56000000 0.001612730520 Long DBT USGA US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MJ7H2 171999.58000000 PA USD 150139.29000000 0.004485000159 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 81348.67000000 0.002430068757 Long DBT CORP US N 2 2042-04-22 Fixed 3.21000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AUP44 619824.02000000 PA USD 493075.96000000 0.014729294107 Long DBT USGA US N 2 2051-10-01 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2N2 860000.00000000 PA USD 807482.77000000 0.024121336610 Long DBT CORP US N 2 2026-04-30 Fixed 2.18800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31390BWF1 16788.17000000 PA USD 16763.09000000 0.000500751411 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 440488.15000000 PA USD 406346.13000000 0.012138477929 Long ABS-MBS US N 2 2032-09-10 Fixed 4.26200000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962GX74 2400000.00000000 PA USD 2142001.37000000 0.063986425452 Long DBT CORP US N 2 2036-08-15 Floating 6.10617960 N N N N N N DLLAD LLC N/A 233258AC6 1325000.00000000 PA USD 1295342.13000000 0.038694799077 Long ABS-MBS US Y 2 2028-01-20 Fixed 4.79000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVK2 754887.87000000 PA USD 606828.51000000 0.018127340048 Long DBT USGA US N 2 2041-07-01 Fixed 2.00000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78442GHH2 1417078.79000000 PA USD 1392789.35000000 0.041605767934 Long ABS-MBS US N 2 2033-12-15 Floating 6.68241000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DSH6 1348417.00000000 PA USD 1032243.54000000 0.030835449148 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 651089.73000000 0.019449522794 Long DBT CORP US N 2 2026-10-24 Fixed 1.19700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJEJ8 1330385.50000000 PA USD 1284041.83000000 0.038357233559 Long DBT USGA US N 2 2027-01-01 Fixed 4.00000000 N N N N N N SOFR 1yr MidCurve Oct23P 96.5 N/A 01G923LJ9 -179.00000000 NC USD -487775.00000000 -0.01457094244 N/A DIR US N 1 SOFR 1yr MidCurve Oct23P 96.5 N/A Put Written N/A N/A -447500.00000000 96.50000000 USD 2023-10-16 XXXX -391738.40000000 N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582CG5 440000.00000000 PA USD 378426.91000000 0.011304467683 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 96569.00000000 0.002884734438 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 975000.00000000 PA USD 754183.28000000 0.022529160297 Long DBT NUSS IE N 2 2033-10-29 Fixed 3.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9M93 293779.92000000 PA USD 262148.39000000 0.007830965306 Long DBT USGA US N 2 2038-06-01 Fixed 3.00000000 N N N N N N JACKSON FINANCIAL INC. 213800WXW2KG1N4CO374 46817MAL1 1405000.00000000 PA USD 1076823.50000000 0.032167153379 Long DBT CORP US N 2 2031-11-23 Fixed 3.12500000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JXN6 280000.00000000 PA USD 185508.96000000 0.005541572197 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 194908.64000000 0.005822361898 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 481542.55000000 0.014384765065 Long ABS-MBS US N 2 2028-04-18 Fixed 4.38000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBF7 962000.00000000 PA USD 717348.08000000 0.021428809564 Long DBT CORP US N 2 2033-02-15 Fixed 2.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWP0 260432.81000000 PA USD 213545.81000000 0.006379096317 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 427235.82000000 PA USD 377020.74000000 0.011262462205 Long ABS-MBS US Y 2 2051-07-17 Fixed 1.31000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9ZX0 8996735.07000000 PA USD 207520.49000000 0.006199106382 Long DBT USGA US N 2 2033-04-25 Floating 0.42135840 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63940QAB9 194317.03000000 PA USD 187653.98000000 0.005605648796 Long ABS-MBS US N 2 2059-12-15 Fixed 3.61000000 N N N N N N Government National Mortgage Association 2 N/A 21H0626A0 1600000.00000000 PA USD 1609000.00000000 0.048064469049 Long DBT USGA US N 2 2053-10-15 Fixed 6.50000000 N N N N N N SOFR 1yr MidCurve Dec23P 95.88 N/A 019R2XSC4 155.00000000 NC USD 226687.50000000 0.006771668320 N/A DIR US N 1 SOFR 1yr MidCurve Dec23P 95.88 N/A Put Purchased N/A N/A 387500.00000000 95.87500000 USD 2023-12-18 XXXX 87187.00000000 N N N Government National Mortgage Association N/A 36291LD44 5486.21000000 PA USD 5438.30000000 0.000162454320 Long DBT USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGYY9 548471.95000000 PA USD 438298.91000000 0.013092979735 Long DBT USGA US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CNE0 992189.07000000 PA USD 900346.61000000 0.026895389540 Long DBT USGA US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJFE8 149927.24000000 PA USD 121835.42000000 0.003639499548 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 392541.79000000 0.011726111072 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LU3 59000.00000000 PA USD 45686.31000000 0.001364753407 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 234436.54000000 PA USD 219838.58000000 0.006567075590 Long DBT USGA US N 2 2048-04-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHRS8 1058383.88000000 PA USD 912842.74000000 0.027268677205 Long DBT USGA US N 2 2052-01-01 Fixed 3.50000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBG7 390000.00000000 PA USD 389934.75000000 0.011648232891 Long DBT CORP US N 2 2026-03-15 Fixed 6.41200000 N N N N N N CREDIT SUISSE FIRST BOSTON CORPORATION N/A 22541Q4B5 10937.73000000 PA USD 10905.66000000 0.000325776729 Long ABS-MBS US N 2 2033-12-25 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XK5J5 95006.86000000 PA USD 86871.88000000 0.002595059532 Long DBT USGA US N 2 2044-12-01 Fixed 4.00000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAQ6 1795000.00000000 PA USD 1431493.24000000 0.042761940664 Long DBT CORP DE N 2 2048-06-25 Fixed 4.87500000 N N N N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671DCH6 180000.00000000 PA USD 162175.86000000 0.004844559728 Long DBT CORP US N 2 2030-08-01 Fixed 4.62500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3F8 620000.00000000 PA USD 587067.65000000 0.017537038467 Long DBT CORP US N 2 2034-07-25 Fixed 5.55700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4BM4 26201.13000000 PA USD 25692.30000000 0.000767487108 Long DBT USGA US N 2 2036-11-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SC3 5285000.00000000 PA USD 3957556.61000000 0.118221166683 Long DBT UST US N 1 2048-05-15 Fixed 3.12500000 N N N N N N Government National Mortgage Association N/A 38379FFB0 65148.16000000 PA USD 12420.70000000 0.000371034400 Long DBT USGA US N 2 2045-04-16 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396LQG8 215175.00000000 PA USD 7385.30000000 0.000220615614 Long DBT USGA US N 2 2036-11-25 Floating 1.27056960 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCE4 111000.00000000 PA USD 56684.30000000 0.001693288242 Long DBT CORP US N 2 2050-08-01 Fixed 2.05000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661ES2 150000.00000000 PA USD 138012.22000000 0.004122737151 Long DBT CORP US N 2 2063-04-01 Fixed 5.85000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBM3 200000.00000000 PA USD 139934.48000000 0.004180159405 Long DBT CORP US N 2 2051-04-15 Fixed 3.45200000 N N N N N N TOYOTA AUTO LOAN EXTENDED NOTE TRUST N/A 89231WAA1 1890000.00000000 PA USD 1845624.31000000 0.055132972358 Long ABS-MBS US Y 2 2036-06-25 Fixed 4.93000000 N N N N N N Government National Mortgage Association N/A 36200MYB3 18794.00000000 PA USD 19163.56000000 0.000572458879 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 5271.45000000 PA USD 5365.57000000 0.000160281711 Long DBT USGA US N 2 2029-11-15 Fixed 8.00000000 N N N N N N DISH DBS Corporation N/A 25470XAY1 120000.00000000 PA USD 90000.00000000 0.002688503551 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPJ24 178612.99000000 PA USD 169435.67000000 0.005061426672 Long DBT USGA US N 2 2052-06-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYH7 739804.48000000 PA USD 650832.59000000 0.019441841441 Long DBT USGA US N 2 2046-06-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBX62 161800.17000000 PA USD 130020.85000000 0.003884016855 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MHS83 168791.92000000 PA USD 142279.51000000 0.004250210755 Long DBT USGA US N 2 2052-03-01 Fixed 3.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CM0 88000.00000000 PA USD 78681.98000000 0.002350408696 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 72604.83000000 0.002168870481 Long DBT CORP US N 2 2044-03-04 Fixed 5.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFNL1 362114.98000000 PA USD 275675.51000000 0.008235050974 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 79533.47000000 PA USD 79456.03000000 0.002373531320 Long ABS-MBS US N 2 2035-04-25 Floating 5.96613960 N N N N N N TARGA RESOURCES PARTNERS LP 6OQWTZ1SPC04IFT4T704 87612BBQ4 130000.00000000 PA USD 121668.51000000 0.003634513569 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TF5 6825000.00000000 PA USD 4717514.67000000 0.140922832721 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N CWABS ASSET-BACKED CERTIFICATES TRUST N/A 126673AW2 197943.47000000 PA USD 189937.03000000 0.005673848663 Long ABS-MBS US N 2 2034-12-25 Floating 5.97420000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBR3 150000.00000000 PA USD 124721.42000000 0.003725710895 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 405227.17000000 0.012105052063 Long ABS-MBS US Y 2 2026-12-21 Fixed 0.70000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CK8 1000000.00000000 PA USD 747503.12000000 0.022329608810 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N DP World Limited 549300M3U2DNF4QVSS04 23330JAB7 990000.00000000 PA USD 876150.00000000 0.026172582074 Long DBT NUSS AE N 2 2048-09-25 Fixed 5.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ADUS3 1026272.42000000 PA USD 784400.62000000 0.023431820585 Long DBT USGA US N 2 2050-12-01 Fixed 2.00000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922F5T1 3392406.55000000 PA USD 3054246.72000000 0.091237257267 Long ABS-MBS US N 2 2045-11-25 Floating 5.95419840 N N N N N N Government National Mortgage Association N/A 36213JLM5 1995.65000000 PA USD 2008.75000000 0.000060005905 Long DBT USGA US N 2 2032-03-15 Fixed 6.50000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BS7 1220000.00000000 PA USD 962188.44000000 0.028742744869 Long DBT CORP US N 2 2053-06-15 Fixed 4.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLA24 290915.86000000 PA USD 274751.54000000 0.008207449901 Long DBT USGA US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BGDX3 288701.05000000 PA USD 257307.70000000 0.007686362947 Long DBT USGA US N 2 2052-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M2PG1 182552.75000000 PA USD 145180.88000000 0.004336881238 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMN38 599738.79000000 PA USD 521992.07000000 0.015593083712 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 95219.68000000 0.002844427198 Long DBT CORP US N 2 2025-08-01 Fixed 3.70000000 N N N N N N RATE MORTGAGE TRUST N/A 75409XAA4 2016270.30000000 PA USD 1520156.91000000 0.045410525016 Long ABS-MBS US Y 2 2051-12-25 Floating 2.49999840 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 1405000.00000000 PA USD 1102148.63000000 0.032923672290 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBF1 2145000.00000000 PA USD 1476492.97000000 0.044106184374 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 239406.71000000 0.007151619890 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 36088.08000000 PA USD 33421.08000000 0.000998363247 Long DBT USGA US N 2 2050-01-20 Fixed 4.00000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAD4 670000.00000000 PA USD 639482.99000000 0.019102803219 Long DBT CORP US N 2 2025-12-14 Fixed 3.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EGEX8 700495.62000000 PA USD 641387.90000000 0.019159707189 Long DBT USGA US N 2 2041-02-01 Fixed 4.00000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST N/A 891941AD8 774000.00000000 PA USD 758662.57000000 0.022662966821 Long ABS-MBS US N 2 2028-02-15 Fixed 4.71000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397UUU1 786399.47000000 PA USD 784285.47000000 0.023428380794 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 197500.00000000 0.005899771682 Long DBT NUSS US N 2 2029-02-15 Fixed 6.25000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBL3 320000.00000000 PA USD 288135.31000000 0.008607253380 Long DBT CORP US N 2 2030-04-06 Fixed 3.63300000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AL5 1535000.00000000 PA USD 1143888.26000000 0.034170529440 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAU3 600000.00000000 PA USD 557127.91000000 0.016642670719 Long DBT CORP US N 2 2027-10-01 Fixed 4.00000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DC6 110000.00000000 PA USD 108550.20000000 0.003242639980 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 2946720.07000000 PA USD 81355.99000000 0.002430287422 Long DBT USGA US N 2 2067-09-20 Floating 1.18440000 N N N N N N Government National Mortgage Association N/A 36225BMN5 12760.77000000 PA USD 12848.27000000 0.000383806883 Long DBT USGA US N 2 2029-12-15 Fixed 6.50000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAW4 710000.00000000 PA USD 651036.63000000 0.019447936577 Long DBT CORP US N 2 2033-03-15 Fixed 4.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9H53 349875.69000000 PA USD 311332.44000000 0.009300204118 Long DBT USGA US N 2 2043-03-01 Fixed 3.50000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACY9 750000.00000000 PA USD 695858.11000000 0.020786855556 Long DBT CORP US N 2 2033-07-15 Fixed 5.05000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 594000.00000000 PA USD 578834.43000000 0.017291093564 Long DBT CORP US N 2 2029-07-20 Fixed 5.44900000 N N N N N N Government National Mortgage Association N/A 38382NT31 456440.13000000 PA USD 75524.50000000 0.002256087627 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 195770.46000000 0.005848106411 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 565120.40000000 0.016881424471 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N PRINCIPAL LIFE GLOBAL FUNDING II 635400WSLKBQWSOIIT41 74256LBJ7 1465000.00000000 PA USD 1403350.73000000 0.041921260241 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 100484.24000000 PA USD 89365.37000000 0.002669545718 Long DBT USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AY8 280000.00000000 PA USD 237634.16000000 0.007098669812 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 575860.44000000 PA USD 509871.90000000 0.015231026822 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 135811.89000000 PA USD 122956.71000000 0.003672995016 Long DBT USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3HD2 91830.54000000 PA USD 70136.85000000 0.002095146336 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RBN6 1085000.00000000 PA USD 1033987.74000000 0.030887552347 Long DBT CORP US N 2 2029-02-01 Fixed 4.54300000 N N N N N N OPEN TEXT HOLDINGS, INC. N/A 683720AC0 30000.00000000 PA USD 23936.23000000 0.000715029326 Long DBT CORP CA N 2 2031-12-01 Fixed 4.12500000 N N N N N N THE FEDERAL HOME LOAN BANKS N/A 3130AVT93 11820000.00000000 PA USD 11784347.57000000 0.352025114388 Long DBT USGA US N 2 2024-05-22 Fixed 5.30000000 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525BT9 679000.00000000 PA USD 688624.99000000 0.020570785903 Long DBT CORP US N 2 2053-05-20 Fixed 6.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACD7 941000.00000000 PA USD 920530.12000000 0.027498316632 Long DBT CORP US N 2 2028-03-30 Fixed 5.60000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZR7 420000.00000000 PA USD 384438.31000000 0.011484041797 Long DBT CORP US N 2 2029-05-03 Fixed 5.11300000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFB5 510000.00000000 PA USD 479995.48000000 0.014338550585 Long DBT CORP US N 2 2027-03-01 Fixed 3.50000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83405YAA0 279748.47000000 PA USD 233812.62000000 0.006984511769 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 802000.00000000 PA USD 695275.95000000 0.020769465121 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 22195.55000000 0.000663031277 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837BF9 878000.00000000 PA USD 874098.26000000 0.026111291960 Long DBT NUSS NL N 2 2027-09-11 Fixed 6.08300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DYX4 751693.41000000 PA USD 574417.04000000 0.017159136134 Long DBT USGA US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JB3L8 1968536.43000000 PA USD 1883264.79000000 0.056257378627 Long DBT USGA US N 2 2052-10-01 Floating 4.14900000 N N N N N N BEAR STEARNS ARM TRUST N/A 07384MM66 4078.52000000 PA USD 3714.95000000 0.000110973958 Long ABS-MBS US N 2 2034-05-25 Floating 3.85913880 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62954HBE7 325000.00000000 PA USD 308333.61000000 0.009210622283 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 42778.42000000 PA USD 39529.48000000 0.001180834970 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 152116.94000000 0.004544077038 Long DBT CORP US N 2 2026-09-01 Fixed 5.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L6ML5 724191.00000000 PA USD 521956.93000000 0.015592034000 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 63068.11000000 0.001883987085 Long DBT CORP US N 2 2047-08-15 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MFHB6 627896.42000000 PA USD 536752.09000000 0.016033998892 Long DBT USGA US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FLEV4 92522.02000000 PA USD 3226.91000000 0.000096395099 Long DBT USGA US N 2 2027-04-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138NXRT6 124167.71000000 PA USD 105903.86000000 0.003163587819 Long DBT USGA US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XF2G5 6868057.99000000 PA USD 5241033.25000000 0.156561516739 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DR8 1075000.00000000 PA USD 1027655.82000000 0.030698403576 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MNP83 354149.86000000 PA USD 308546.48000000 0.009216981192 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 297280.28000000 PA USD 40350.54000000 0.001205361889 Long DBT USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BA1 110000.00000000 PA USD 96045.74000000 0.002869103478 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0406A0 22950000.00000000 PA USD 20430878.79000000 0.610316557652 Long DBT USGA US N 2 2053-10-15 Fixed 4.00000000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BF5 64000.00000000 PA USD 62419.46000000 0.001864610443 Long DBT CORP US N 2 2024-12-15 Fixed 3.73400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KQVE8 790860.71000000 PA USD 604703.49000000 0.018063860894 Long DBT USGA US N 2 2050-11-01 Fixed 2.00000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 92564RAD7 30000.00000000 PA USD 27222.40000000 0.000813194656 Long DBT CORP US N 2 2027-02-15 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LS3A2 1216332.63000000 PA USD 970027.75000000 0.028976922788 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HJX9 230000.00000000 PA USD 227012.97000000 0.006781390845 Long DBT CORP US N 2 2024-05-13 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQBZ8 390465.79000000 PA USD 379132.71000000 0.011325551526 Long DBT USGA US N 2 2053-05-01 Fixed 5.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DF3 220000.00000000 PA USD 208150.65000000 0.006217930686 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 581031.11000000 0.017356713364 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 589649.24000000 0.017614156399 Long DBT CORP US N 2 2028-02-24 Fixed 2.94700000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBD6 310000.00000000 PA USD 289596.36000000 0.008650898248 Long DBT NUSS GB N 2 2029-05-16 Fixed 4.97200000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABR7 237000.00000000 PA USD 233671.09000000 0.006980283948 Long DBT CORP US N 2 2024-01-08 Fixed 0.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0426A6 1574000.00000000 PA USD 1445128.75000000 0.043169264187 Long DBT USGA US N 2 2053-10-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 36211SD46 31526.56000000 PA USD 31733.48000000 0.000947950818 Long DBT USGA US N 2 2035-05-15 Fixed 6.50000000 N N N N N N INTUIT INC. VI90HBPH7XSFMB9E4M29 46124HAF3 1319000.00000000 PA USD 1304887.73000000 0.038979947739 Long DBT CORP US N 2 2028-09-15 Fixed 5.12500000 N N N N N N BERRY GLOBAL, INC. 549300AP2Q7ERHX6RI89 08576PAF8 2985000.00000000 PA USD 2565663.68000000 0.076642176842 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 3129704.55000000 0.093491353311 Long ABS-CBDO CORP KY Y 2 2032-08-20 Floating 6.74137080 N N N N N N AMERICAN TRANSMISSION SYSTEMS, INCORPORATED N/A 030288AC8 186000.00000000 PA USD 147035.51000000 0.004392283231 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B1BM2 364656.10000000 PA USD 280365.54000000 0.008375152778 Long DBT USGA US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A6Q56 17866.32000000 PA USD 15581.88000000 0.000465465996 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 42424.56000000 PA USD 42863.68000000 0.001280435065 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 124423.80000000 PA USD 123907.29000000 0.003701390991 Long DBT USGA US N 2 2061-03-20 Floating 5.93161920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQHF9 654909.62000000 PA USD 645234.18000000 0.019274604272 Long DBT USGA US N 2 2040-06-25 Floating 5.97943080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HLW2 3513.02000000 PA USD 3545.72000000 0.000105918675 Long DBT USGA US N 2 2031-08-01 Fixed 7.50000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE TRUST N/A 26844QAC1 1468381.30000000 PA USD 1443354.50000000 0.043116263327 Long ABS-MBS US Y 2 2068-02-25 Fixed 6.54400000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FK9 480000.00000000 PA USD 323250.80000000 0.009656232487 Long DBT CORP US N 2 2050-02-05 Fixed 3.25000000 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411AW5 205000.00000000 PA USD 162847.83000000 0.004864632992 Long DBT CORP US N 2 2040-09-01 Fixed 5.10000000 N N N N N N MED TRUST N/A 58403YBA3 1492835.53000000 PA USD 1410764.06000000 0.042142713174 Long ABS-MBS US Y 2 2038-11-15 Floating 10.69647840 N N N N N N Government National Mortgage Association 2 N/A 36179XLJ3 1044941.35000000 PA USD 1014308.53000000 0.030299689836 Long DBT USGA US N 2 2052-11-20 Fixed 5.50000000 N N N N N N TIME WARNER CABLE ENTERPRISES LLC N/A 88731EAJ9 270000.00000000 PA USD 290266.28000000 0.008670910274 Long DBT CORP US N 2 2033-07-15 Fixed 8.37500000 N N N N N N VERIZON MASTER TRUST N/A 92348VAA7 2530000.00000000 PA USD 2510721.91000000 0.075000941911 Long ABS-MBS US Y 2 2031-09-22 Fixed 5.35000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VBG8 610000.00000000 PA USD 450810.54000000 0.013466730420 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 216088.78000000 PA USD 28105.31000000 0.000839569175 Long DBT USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKPD4 253642.81000000 PA USD 214469.47000000 0.006406688131 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DYC0 2391553.82000000 PA USD 1904190.55000000 0.056882478406 Long DBT USGA US N 2 2051-04-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPKM8 186323.18000000 PA USD 160391.01000000 0.004791242222 Long DBT USGA US N 2 2052-06-01 Fixed 3.50000000 N N N N N N Gobierno de la Republica de Panama 549300SHS4T08CL0LP14 698299BN3 620000.00000000 PA USD 448110.57000000 0.013386076210 Long DBT NUSS PA N 2 2032-09-29 Fixed 2.25200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BAS21 426840.50000000 PA USD 226992.58000000 0.006780781750 Long DBT USGA US N 2 2050-07-25 Fixed 2.00000000 N N N N N N MACQUARIE GROUP LIMITED. ACMHD8HWFMFUIQQ8Y590 55608JAR9 1590000.00000000 PA USD 1422446.53000000 0.042491694975 Long DBT NUSS AU N 2 2027-01-12 Fixed 1.34000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941BAB1 425236.41000000 PA USD 408918.22000000 0.012215312075 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 16436.87000000 0.000491006481 Long DBT CORP US N 2 2025-11-15 Fixed 3.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L1UQ6 409062.06000000 PA USD 312486.91000000 0.009334690748 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31352DC24 9934.25000000 PA USD 483.04000000 0.000014429497 Long DBT USGA US N 2 2038-02-15 Floating 0.07386120 N N N N N N DISCOVERY COMMUNICATIONS, LLC L2Z2MO2EQURH3BREWI15 25470DBL2 315000.00000000 PA USD 188991.26000000 0.005645596374 Long DBT CORP US N 2 2055-09-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBZF6 824090.10000000 PA USD 725196.51000000 0.021663259919 Long DBT USGA US N 2 2046-02-01 Fixed 3.50000000 N N N N N N CITICORP RESIDENTIAL MORTGAGE TRUST N/A 173109AE9 484643.20000000 PA USD 475699.35000000 0.014210215466 Long ABS-MBS US N 2 2037-03-25 Fixed 4.89941100 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331BG1 1055000.00000000 PA USD 973235.83000000 0.029072755394 Long DBT CORP US N 2 2025-06-01 Fixed 1.05000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGJ7 779000.00000000 PA USD 620267.10000000 0.018528781125 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST N/A 07336JAH1 3176293.54000000 PA USD 2669699.18000000 0.079749952522 Long ABS-MBS US Y 2 2051-11-25 Floating 2.49999840 N N N N N N Government National Mortgage Association 2 N/A 36179W5E4 744916.56000000 PA USD 671268.83000000 0.020052318150 Long DBT USGA US N 2 2052-05-20 Fixed 4.00000000 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59982HAC4 284831.95000000 PA USD 260423.48000000 0.007779438343 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 410390.15000000 0.012259281953 Long DBT CORP US N 2 2036-12-15 Fixed 6.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMLL7 1025435.11000000 PA USD 783030.37000000 0.023390888119 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 24046.78000000 PA USD 22515.17000000 0.000672579050 Long ABS-MBS US N 2 2033-07-25 Floating 7.07462640 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAN9 500000.00000000 PA USD 443680.41000000 0.013253737311 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N N SIERRA TIMESHARE RECEIVABLES FUNDING LLC N/A 82653GAB8 335366.54000000 PA USD 332160.50000000 0.009922385377 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 97000.00000000 PA USD 94583.55000000 0.002825424556 Long DBT CORP GB N 2 2024-08-15 Fixed 3.22200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLDP0 934073.78000000 PA USD 798636.58000000 0.023857080908 Long DBT USGA US N 2 2049-01-01 Fixed 3.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAM2 3760000.00000000 PA USD 2966766.67000000 0.088624030322 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759AX8 1650000.00000000 PA USD 1239886.33000000 0.037038208908 Long DBT CORP US N 2 2031-02-15 Fixed 1.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MNZN3 25423.82000000 PA USD 23273.64000000 0.000695236264 Long DBT USGA US N 2 2042-12-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMTH8 238570.87000000 PA USD 181623.15000000 0.005425494264 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M8U31 385998.29000000 PA USD 306786.33000000 0.009164401530 Long DBT USGA US N 2 2052-04-01 Fixed 2.50000000 N N N N N N HILTON DOMESTIC OPERATING COMPANY INC. 5493003EG7H0N1E4XV50 432833AG6 460000.00000000 PA USD 451979.21000000 0.013501641236 Long DBT CORP US N 2 2025-05-01 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288KAB9 12006.74000000 PA USD 11516.00000000 0.000344008965 Long DBT USGA US N 2 2033-06-01 Fixed 5.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFD1 140000.00000000 PA USD 100302.49000000 0.002996262228 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 8171.34000000 0.000244096406 Long DBT CORP US N 2 2171-12-03 Floating 6.43871160 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBS8 1544000.00000000 PA USD 1232624.21000000 0.036821272959 Long DBT NUSS GB N 2 2049-06-19 Fixed 4.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FF0 384000.00000000 PA USD 394305.00000000 0.011778782143 Long DBT UST US N 2 2028-11-15 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLTR9 1651649.07000000 PA USD 1449287.87000000 0.043293506508 Long DBT USGA US N 2 2048-11-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKD0 1405000.00000000 PA USD 1079591.52000000 0.032249840397 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 684110.32000000 0.020435922499 Long DBT CORP US N 2 2024-03-03 Fixed 4.00000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971XQZ4 1000000.00000000 PA USD 687024.40000000 0.020522972660 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 1625582.80000000 0.048559834790 Long ABS-MBS US Y 2 2044-03-09 Fixed 2.84300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AMB1 190106.79000000 PA USD 173192.27000000 0.005173644811 Long DBT USGA US N 2 2042-11-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QLCV6 2013881.88000000 PA USD 1630157.55000000 0.048696492920 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 1668236.32000000 PA USD 1479349.71000000 0.044191521659 Long DBT USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0606A8 855000.00000000 PA USD 843778.13000000 0.025205561102 Long DBT USGA US N 2 2053-10-15 Fixed 6.00000000 N N N N N N BUNGE LIMITED FINANCE CORP. 549300QHC068L40NNM71 120568BB5 309000.00000000 PA USD 285643.18000000 0.008532807821 Long DBT CORP US N 2 2025-08-17 Fixed 1.63000000 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EXB0 235000.00000000 PA USD 231754.43000000 0.006923028979 Long DBT CORP US N 2 2028-07-14 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LKKY8 200000.00000000 PA USD 191559.16000000 0.005722305355 Long DBT USGA US N 2 2030-06-01 Fixed 4.74000000 N N N N N N BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 549300BLFX3KJ2IFOA78 10921U2A5 1505000.00000000 PA USD 1464590.75000000 0.043750638144 Long DBT CORP US N 2 2024-04-12 Fixed 1.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397KYA3 59560.10000000 PA USD 49987.40000000 0.001493236693 Long DBT USGA US N 2 2037-10-25 Floating 2.33492400 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78450MAA0 807711.64000000 PA USD 718914.81000000 0.021475611332 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 2192643.11000000 0.065499208761 Long DBT NUSS GB N 2 2024-07-26 Fixed 3.12500000 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS, LLC 549300I7CIEWU1BBLQ53 16412XAJ4 938000.00000000 PA USD 832120.18000000 0.024857311769 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N BEAR STEARNS MORTGAGE FUNDING TRUST N/A 07401VAA9 2351646.71000000 PA USD 1967624.21000000 0.058777385297 Long ABS-MBS US N 2 2037-03-25 Floating 5.57420040 N N N N N N Government National Mortgage Association 2 N/A 3617GGSL0 181877.21000000 PA USD 164866.33000000 0.004924930152 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 4277.89000000 PA USD 4165.32000000 0.000124427529 Long DBT USGA US N 2 2069-01-20 Floating 4.43499840 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EY5 420000.00000000 PA USD 336715.39000000 0.010058450243 Long DBT CORP US N 2 2030-05-28 Fixed 1.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKPM4 235356.37000000 PA USD 199230.79000000 0.005951474294 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBH4 32000.00000000 PA USD 31721.88000000 0.000947604300 Long DBT NUSS MX N 2 2024-01-18 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC76 5865852.68000000 PA USD 4663818.51000000 0.139318806978 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 213331.48000000 0.006372693796 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 1035187.35000000 0.030923387411 Long ABS-MBS US N 2 2039-07-10 Fixed 3.22800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZF0 690981.59000000 PA USD 584177.62000000 0.017450706734 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N ELP COMMERCIAL MORTGAGE TRUST N/A 26863LAG9 2500000.00000000 PA USD 2437258.00000000 0.072806408767 Long ABS-MBS US Y 2 2038-11-15 Floating 6.76728000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538HAA8 562637.45000000 PA USD 424287.21000000 0.012674418566 Long ABS-MBS US Y 2 2066-07-25 Floating 0.93800160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X92S3 1105397.45000000 PA USD 857305.87000000 0.025609665292 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 1919297.67000000 0.057333762248 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 1262665.48000000 0.037718673638 Long ABS-MBS US N 2 2033-05-25 Fixed 1.35000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 96949LAD7 1044000.00000000 PA USD 970690.61000000 0.028996723916 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 23062.50000000 0.000688929035 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAQG0 382471.89000000 PA USD 355453.24000000 0.010618192201 Long DBT USGA US N 2 2050-10-01 Fixed 4.50000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAJ9 580000.00000000 PA USD 505495.51000000 0.015100294154 Long DBT CORP BE N 2 2046-02-01 Fixed 4.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNHG1 255132.58000000 PA USD 219798.62000000 0.006565881894 Long DBT USGA US N 2 2052-01-01 Fixed 3.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CK3 370000.00000000 PA USD 284198.12000000 0.008489640610 Long DBT NUSS GB N 2 2031-08-18 Fixed 2.35700000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CX1 160000.00000000 PA USD 143666.89000000 0.004291654933 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N EXPORT-IMPORT BANK OF INDIA 335800OFZ8YEIVN1QI11 30216JAA3 350000.00000000 PA USD 328498.68000000 0.009812998531 Long DBT NUSS IN N 2 2026-08-05 Fixed 3.37500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H56A0 811182.11000000 PA USD 679346.93000000 0.020293629267 Long DBT USGA US N 2 2049-04-25 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797HM2 20125000.00000000 PA USD 19955241.40000000 0.596108193071 Long DBT UST US N 2 2023-11-28 None 0.00000000 N N N N N N UNITED RENTALS (NORTH AMERICA), INC. NGIZXNT70J2LYT3FBI09 911365BM5 100000.00000000 PA USD 90520.49000000 0.002704051765 Long DBT CORP US N 2 2027-11-15 Fixed 3.87500000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AF0 455000.00000000 PA USD 354408.74000000 0.010586990624 Long DBT CORP US N 2 2040-10-15 Fixed 5.90000000 N N N N N N Government National Mortgage Association 2 N/A 36179X2L9 2376623.62000000 PA USD 2307436.33000000 0.068928341869 Long DBT USGA US N 2 2053-05-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617F96J6 212665.81000000 PA USD 181756.51000000 0.005429478029 Long DBT USGA US N 2 2043-08-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 21H0506A5 1149000.00000000 PA USD 1088767.27000000 0.032523940802 Long DBT USGA US N 2 2053-10-15 Fixed 5.00000000 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863BC3 850000.00000000 PA USD 645567.45000000 0.019284559801 Long DBT NUSS ZA N 2 2052-03-16 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKTY6 385809.39000000 PA USD 373453.52000000 0.011155901276 Long DBT USGA US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179VZQ6 1190757.24000000 PA USD 945221.87000000 0.028235915050 Long DBT USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N CHASE MORTGAGE FINANCE CORPORATION N/A 16163LAA0 4356.98000000 PA USD 4206.23000000 0.000125649603 Long ABS-MBS US N 2 2035-06-25 Floating 5.15532240 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 293791AP4 220000.00000000 PA USD 232388.11000000 0.006941958434 Long DBT CORP US N 2 2034-10-15 Fixed 6.65000000 N N N N N N Government National Mortgage Association 2 N/A 3617GGQ81 141967.58000000 PA USD 128547.31000000 0.003839998883 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 271.18000000 PA USD 268.86000000 0.000008031456 Long DBT USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AUE38 273842.89000000 PA USD 229221.17000000 0.006847354773 Long DBT USGA US N 2 2051-10-01 Fixed 3.00000000 N N N N N N BRK: NOMURA GLOBAL FINANCIAL PRODUC N/A N/A 10146000.00000000 NC USD 1509865.31000000 0.045103091648 N/A DIR XX N 2 BRK: NOMURA GLOBAL FINANCIAL PRODUC N/A Y 2048-05-15 121469.23000000 USD 0.00000000 USD -10146000.00000000 USD 1388396.08000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNWJ8 929699.91000000 PA USD 800586.14000000 0.023915318674 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FW5T3 2653612.13000000 PA USD 482634.20000000 0.014417375120 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLE3 487472.03000000 PA USD 393461.18000000 0.011753575331 Long DBT USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AAXW0 114706.12000000 PA USD 9538.64000000 0.000284940750 Long DBT USGA US N 2 2042-12-25 Floating 0.72056880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXND8 96578.84000000 PA USD 94713.24000000 0.002829298690 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 258898.58000000 0.007733886131 Long DBT CORP US N 2 2030-07-01 Fixed 3.60000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DC0 636000.00000000 PA USD 622783.07000000 0.018603938839 Long DBT CORP US N 2 2028-09-07 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QM6A7 1871066.93000000 PA USD 1551362.31000000 0.046342700891 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AQ0 240000.00000000 PA USD 188292.39000000 0.005624719547 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CM4 92000.00000000 PA USD 69542.44000000 0.002077389965 Long DBT CORP US N 2 2048-01-15 Fixed 3.50000000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAJ4 520000.00000000 PA USD 449399.33000000 0.013424574386 Long DBT CORP US N 2 2039-01-25 Fixed 5.47600000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DZ5 670000.00000000 PA USD 480820.74000000 0.014363202968 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89179YAR4 457312.10000000 PA USD 406433.98000000 0.012141102207 Long ABS-MBS US Y 2 2061-11-25 Floating 2.25000000 N N N N N N Government National Mortgage Association N/A 36225BZ92 3384.79000000 PA USD 3463.41000000 0.000103459889 Long DBT USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EDLX7 13036.65000000 PA USD 11940.26000000 0.000356682571 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 1771936.83000000 0.052931760673 Long ABS-MBS US Y 2 2024-08-15 Floating 8.56419840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4MM5 121515.54000000 PA USD 113470.44000000 0.003389618677 Long DBT USGA US N 2 2049-07-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABP55 530148.47000000 PA USD 451081.29000000 0.013474818335 Long DBT USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGV7 3320000.00000000 PA USD 3229218.75000000 0.096464067535 Long SN UST US N 2 2026-04-15 Fixed 3.75000000 N N N N N N Government National Mortgage Association N/A 36225BPP7 8028.61000000 PA USD 7959.17000000 0.000237758409 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 3181.34000000 PA USD 3128.44000000 0.000093453578 Long ABS-MBS US N 2 2033-09-25 Floating 6.24001680 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KKH80 65934.30000000 PA USD 51030.82000000 0.001524406008 Long DBT USGA US N 2 2050-08-01 Fixed 2.00000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 21684AAC0 1780000.00000000 PA USD 1717683.75000000 0.051311098470 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 2581394.95000000 PA USD 2145199.35000000 0.064081956347 Long ABS-MBS US N 2 2031-09-15 Floating 7.24748040 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAL7 886000.00000000 PA USD 865673.75000000 0.025859632793 Long DBT NUSS NO N 2 2028-06-13 Fixed 5.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LLCE9 100000.00000000 PA USD 95666.40000000 0.002857771735 Long DBT USGA US N 2 2033-07-01 Fixed 4.68000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538FAA2 578871.62000000 PA USD 482408.16000000 0.014410622794 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 176131.07000000 0.005261433413 Long DBT CORP GB N 2 2052-03-16 Fixed 5.65000000 N N N N N N N/A N/A N/A 670000.00000000 PA USD 382641.02000000 0.011430352680 Long ABS-MBS US N 2 2050-08-22 Fixed 3.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M2PK2 689571.00000000 PA USD 496132.08000000 0.014820587323 Long DBT USGA US N 2 2052-02-01 Fixed 1.50000000 N N N N N N PRIME MORTGAGE TRUST N/A 74160MDQ2 1650.17000000 PA USD 1281.20000000 0.000038272341 Long DBT USGA US N 2 2034-02-25 None 0.00000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 92564RAE5 184000.00000000 PA USD 156469.92000000 0.004674110395 Long DBT CORP US N 2 2030-08-15 Fixed 4.12500000 N N N N N N Government National Mortgage Association 2 N/A 3617K1ZG1 606151.26000000 PA USD 548411.85000000 0.016382302293 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 3808406.25000000 0.113765708099 Long DBT UST US N 1 2051-08-15 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYTV1 1232229.17000000 PA USD 1001527.63000000 0.029917895447 Long DBT USGA US N 2 2040-06-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AYQM5 84336.86000000 PA USD 70096.45000000 0.002093939497 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 301224.26000000 0.008998249920 Long DBT NUSS MO N 2 2028-08-08 Fixed 5.65000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCB3 1534000.00000000 PA USD 1214409.43000000 0.036277156284 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N Government National Mortgage Association N/A 38379XX47 610414.85000000 PA USD 469661.49000000 0.014029850932 Long DBT USGA US N 2 2044-07-20 Fixed 1.75000000 N N N N N N APPLEBEE'S FUNDING LLC/IHOP FUNDING LLC N/A 03789XAF5 1790000.00000000 PA USD 1764633.91000000 0.052713605936 Long ABS-MBS US Y 2 2053-03-05 Fixed 7.82400000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFA7 260000.00000000 PA USD 225090.73000000 0.006723969189 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 611320.38000000 0.018261522364 Long DBT CORP US N 2 2051-05-15 Fixed 2.85000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NU1 370000.00000000 PA USD 336665.44000000 0.010056958123 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 721871.36000000 0.021563930168 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLHN1 3762958.88000000 PA USD 3783241.12000000 0.113013968750 Long DBT USGA US N 2 2053-05-01 Fixed 6.50000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBD4 594000.00000000 PA USD 459392.70000000 0.013723098950 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FLFG6 109223.96000000 PA USD 16570.84000000 0.000495008468 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 107711.79000000 0.003217594777 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N Government National Mortgage Association N/A 36225BXK9 188.50000000 PA USD 187.26000000 0.000005593879 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 521161.25000000 PA USD 502316.62000000 0.015005333520 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 73813.40000000 0.002204973200 Long DBT CORP US N 2 2052-06-15 Fixed 2.87500000 N N N N N N Government National Mortgage Association 2 N/A 36179YAT1 1095119.99000000 PA USD 1085729.34000000 0.032433190962 Long DBT USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 36225BDT2 14472.32000000 PA USD 14352.94000000 0.000428754779 Long DBT USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMN9 814000.00000000 PA USD 515690.00000000 0.015404826627 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 25107.88000000 0.000750029161 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 106344.96000000 0.003176764473 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138M5DZ9 102923.31000000 PA USD 96700.24000000 0.002888654874 Long DBT USGA US N 2 2042-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGLT4 1599818.41000000 PA USD 1395804.81000000 0.041695846544 Long DBT USGA US N 2 2051-12-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGJ83 85089.49000000 PA USD 74393.15000000 0.002222291644 Long DBT USGA US N 2 2050-01-01 Fixed 3.50000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBM1 1650000.00000000 PA USD 1308560.98000000 0.039089676024 Long DBT CORP US N 2 2031-04-15 Fixed 2.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBMQ2 309686.25000000 PA USD 47820.64000000 0.001428510671 Long DBT USGA US N 2 2050-08-25 Fixed 2.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKJ7 524000.00000000 PA USD 467237.36000000 0.013957436686 Long DBT CORP US N 2 2028-02-04 Fixed 2.55100000 N N N N N N Government National Mortgage Association 2 N/A 36179SB89 10457.71000000 PA USD 9324.10000000 0.000278531955 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 4377.70000000 PA USD 4436.95000000 0.000132541731 Long DBT USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZM5 1464298.12000000 PA USD 1237837.83000000 0.036977015580 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 594470.75000000 0.017758185807 Long DBT CORP GB N 2 2040-05-01 Fixed 8.12500000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAX2 1510000.00000000 PA USD 1477731.65000000 0.044143186547 Long DBT CORP US N 2 2030-11-15 Fixed 6.55000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBE2 4089000.00000000 PA USD 3038292.44000000 0.090760666840 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207AU9 660000.00000000 PA USD 617453.42000000 0.018444730140 Long DBT CORP US N 2 2025-05-04 Fixed 1.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 390000.00000000 PA USD 330084.37000000 0.009860366678 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST N/A 44935VAD1 2355000.00000000 PA USD 2352398.67000000 0.070271468655 Long ABS-MBS US Y 2 2026-12-15 Fixed 5.80000000 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62954HAU2 294000.00000000 PA USD 197801.17000000 0.005908768311 Long DBT NUSS CN N 2 2041-05-11 Fixed 3.25000000 N N N N N N NISSAN AUTO LEASE TRUST N/A 65473FAD9 1532000.00000000 PA USD 1529415.82000000 0.045687109598 Long ABS-MBS US N 2 2026-07-15 Fixed 5.69000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DYC0 529104.83000000 PA USD 421281.10000000 0.012584619261 Long DBT USGA US N 2 2051-04-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38375BZC9 399219.22000000 PA USD 9659.91000000 0.000288563359 Long DBT USGA US N 2 2062-10-20 Floating 1.68260040 N N N N N N FIRST QUANTUM MINERALS LTD. 549300I7UVBGWRYMYZ18 335934AT2 220000.00000000 PA USD 211062.98000000 0.006304928570 Long DBT NUSS ZM N 2 2027-10-15 Fixed 6.87500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBD0 70000.00000000 PA USD 61172.10000000 0.001827348978 Long DBT CORP US N 2 2048-11-14 Fixed 4.87500000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RBQ9 877000.00000000 PA USD 856026.95000000 0.025571461059 Long DBT CORP US N 2 2027-04-26 Fixed 4.94700000 N N N N N N Government National Mortgage Association 2 N/A 36241LUX2 230748.41000000 PA USD 219033.59000000 0.006543028718 Long DBT USGA US N 2 2041-04-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZM5 634393.23000000 PA USD 536281.46000000 0.016019940109 Long DBT USGA US N 2 2047-02-01 Fixed 3.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACP0 733000.00000000 PA USD 721978.97000000 0.021567144722 Long DBT CORP US N 2 2030-09-21 Fixed 6.20000000 N N N N N N METROPOLITAN EDISON COMPANY N/A 591894CE8 452000.00000000 PA USD 440932.86000000 0.013171661779 Long DBT CORP US N 2 2028-04-01 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPNF1 382945.49000000 PA USD 351747.60000000 0.010507496353 Long DBT USGA US N 2 2052-10-01 Fixed 4.50000000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAJ4 3050000.00000000 PA USD 3044270.67000000 0.090939250091 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 6188.07000000 PA USD 6228.68000000 0.000186064758 Long DBT USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31326FM21 64098.78000000 PA USD 64200.17000000 0.001917804278 Long DBT USGA US N 2 2043-03-01 Floating 7.04199960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KNVZ8 305052.56000000 PA USD 234507.87000000 0.007005280459 Long DBT USGA US N 2 2050-08-01 Fixed 2.00000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAR2 200000.00000000 PA USD 184518.77000000 0.005511992983 Long DBT NUSS DK N 2 2028-06-12 Fixed 4.37500000 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAM3 490000.00000000 PA USD 420249.26000000 0.012553795867 Long DBT CORP US N 2 2032-03-24 Fixed 3.62500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 2110000.00000000 PA USD 1892772.46000000 0.056541394233 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 74432QBS3 10000.00000000 PA USD 9286.08000000 0.000277396211 Long DBT CORP US N 2 2041-05-12 Fixed 5.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300MJK0 61889.88000000 PA USD 61789.85000000 0.001845802568 Long DBT USGA US N 2 2043-08-01 Floating 6.80900040 N N N N N N KEURIG DR PEPPER INC. DYTQ8KRTKO7Y2BVU5K74 49271VAR1 565000.00000000 PA USD 445929.74000000 0.013320929886 Long DBT CORP US N 2 2052-04-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 38382NFU6 481911.22000000 PA USD 461714.66000000 0.013792461146 Long DBT USGA US N 2 2051-02-20 Fixed 5.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAM2 540000.00000000 PA USD 426078.19000000 0.012727919189 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N Government National Mortgage Association 2 N/A 36179TG33 74239.97000000 PA USD 63746.69000000 0.001904257805 Long DBT USGA US N 2 2047-09-20 Fixed 3.00000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBH4 450000.00000000 PA USD 434530.49000000 0.012980408507 Long DBT CORP US N 2 2025-03-19 Fixed 2.99200000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862121AB6 331000.00000000 PA USD 283122.05000000 0.008457495966 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 3100.35000000 PA USD 3120.70000000 0.000093222367 Long DBT USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MABR9 1020969.42000000 PA USD 905825.94000000 0.027059069519 Long DBT USGA US N 2 2044-04-01 Fixed 3.50000000 N N N N N N BHP BILLITON FINANCE (USA) LIMITED 5493003NUVITP3TMY274 055451AV0 410000.00000000 PA USD 369741.17000000 0.011045004985 Long DBT NUSS AU N 2 2043-09-30 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DPR7 225484.06000000 PA USD 209926.93000000 0.006270992187 Long DBT USGA US N 2 2050-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 38379HMV4 334000.00000000 PA USD 287855.80000000 0.008598903784 Long DBT USGA US N 2 2044-12-20 Fixed 3.00000000 N N N N N N NELNET STUDENT LOAN CORPORATION N/A 64031QCJ8 242210.70000000 PA USD 234930.52000000 0.007017905971 Long ABS-MBS US N 2 2032-03-22 Floating 5.68257840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M34Z0 356700.74000000 PA USD 298583.30000000 0.008919358472 Long DBT USGA US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A1QW8 414089.53000000 PA USD 25714.01000000 0.000768135635 Long DBT USGA US N 2 2041-10-25 Floating 1.12056840 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AR8 660000.00000000 PA USD 520805.09000000 0.015557625934 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 324268.42000000 PA USD 299074.74000000 0.008934038896 Long ABS-MBS US N 2 2049-07-25 Fixed 2.87900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W9BG4 158725.35000000 PA USD 135812.19000000 0.004057017279 Long DBT USGA US N 2 2043-07-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGTN9 1082836.75000000 PA USD 914092.80000000 0.027306019325 Long DBT USGA US N 2 2048-12-01 Fixed 3.00000000 N N N N N N ATHENE HOLDING LTD. 549300H316CT32FQXI76 04686JAA9 605000.00000000 PA USD 552629.02000000 0.016508278699 Long DBT CORP US N 2 2028-01-12 Fixed 4.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0606B6 5900000.00000000 PA USD 5819796.88000000 0.173850495348 Long DBT USGA US N 2 2053-11-15 Fixed 6.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECL7 757000.00000000 PA USD 739044.82000000 0.022076940259 Long DBT NUSS GB N 2 2034-09-13 Fixed 6.69200000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BF8 70000.00000000 PA USD 66400.79000000 0.001983541774 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 715008.34000000 0.021358916238 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 202955.02000000 0.006062725467 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJFA6 154120.19000000 PA USD 118869.15000000 0.003550890354 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABF1 285000.00000000 PA USD 252501.72000000 0.007542797455 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Government National Mortgage Association 2 N/A 36179WQB7 1621379.62000000 PA USD 1378187.43000000 0.041169575558 Long DBT USGA US N 2 2051-10-20 Fixed 3.00000000 N N N N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884LAM1 10000.00000000 PA USD 9251.90000000 0.000276375177 Long DBT CORP US N 2 2026-05-15 Fixed 3.12500000 N N N N N N Government National Mortgage Association 2 N/A 36179UPA4 180902.78000000 PA USD 164874.02000000 0.004925159870 Long DBT USGA US N 2 2049-03-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDN77 202005.55000000 PA USD 180674.84000000 0.005397166100 Long DBT USGA US N 2 2051-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM2J3 436215.63000000 PA USD 348636.76000000 0.010414568527 Long DBT USGA US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLKT4 297549.04000000 PA USD 288939.68000000 0.008631281731 Long DBT USGA US N 2 2053-05-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDQS8 575832.59000000 PA USD 482686.41000000 0.014418934750 Long DBT USGA US N 2 2051-11-01 Fixed 3.00000000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EQ9 449000.00000000 PA USD 412619.44000000 0.012325875887 Long DBT CORP US N 2 2053-06-01 Fixed 5.40000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CF0 280000.00000000 PA USD 201387.20000000 0.006015891138 Long DBT CORP US N 2 2045-06-15 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJVZ0 241521.76000000 PA USD 204750.87000000 0.006116371568 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 84497.94000000 0.002524144575 Long DBT CORP US N 2 2049-09-01 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7D68 296512.73000000 PA USD 261288.60000000 0.007805281434 Long DBT USGA US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0626A4 1500000.00000000 PA USD 1506796.88000000 0.045011430704 Long DBT USGA US N 2 2053-10-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKVC9 6014206.31000000 PA USD 4798834.15000000 0.143352029507 Long DBT USGA US N 2 2051-05-01 Fixed 2.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBK1 830000.00000000 PA USD 779042.41000000 0.023271758734 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 1134983.75000000 0.033904531587 Long DBT CORP US N 2 2035-08-15 Fixed 4.40000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AZ1 5860000.00000000 PA USD 5791515.94000000 0.173005679707 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 83911.92000000 0.002506638832 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 176099.48000000 0.005260489749 Long DBT MUN US N 2 2049-08-15 Fixed 2.43900000 N N N N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 595112BZ5 240000.00000000 PA USD 229262.87000000 0.006848600447 Long DBT CORP US N 2 2033-02-09 Fixed 5.87500000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8Q8 1090000.00000000 PA USD 1031640.54000000 0.030817436174 Long DBT CORP US N 2 2053-05-15 Fixed 5.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LPCJ9 94758.73000000 PA USD 73058.07000000 0.002182409785 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 678510.74000000 PA USD 33645.58000000 0.001005069570 Long DBT USGA US N 2 2061-02-16 Floating 0.64023840 N N N N N N NELNET PRIVATE EDUCATION LOAN TRUST N/A 64035GAB5 775422.61000000 PA USD 694038.21000000 0.020732491027 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 70986.56000000 PA USD 60027.64000000 0.001793161370 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 471305.33000000 0.014078956150 Long ABS-MBS US N 2 2055-04-15 Floating 3.92058000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKQY7 1251262.73000000 PA USD 1039599.23000000 0.031055180245 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 951920.52000000 0.028436018875 Long DBT NUSS CA N 2 2030-12-17 Fixed 3.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERQW3 1024435.95000000 PA USD 949679.79000000 0.028369083203 Long DBT USGA US N 2 2031-12-01 Fixed 3.00000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABR5 631000.00000000 PA USD 580876.33000000 0.017352089735 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGC2 195000.00000000 PA USD 124089.30000000 0.003706828041 Long DBT CORP US N 2 2061-03-22 Fixed 3.70000000 N N N N N N Government National Mortgage Association N/A 36291ETX9 25225.29000000 PA USD 25031.23000000 0.000747739452 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 228248.00000000 0.006818283984 Long DBT CORP US N 2 2040-04-01 Fixed 5.20000000 N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DE6 732000.00000000 PA USD 703912.49000000 0.021027458104 Long DBT CORP US N 2 2033-09-07 Fixed 5.62500000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DJ6 540000.00000000 PA USD 477326.80000000 0.014258831078 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 347762.09000000 PA USD 309457.61000000 0.009244198706 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 25474.03000000 PA USD 25278.09000000 0.000755113719 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBDE3 400111.43000000 PA USD 360708.99000000 0.010775193341 Long DBT USGA US N 2 2050-06-01 Floating 2.75400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNVN9 1007592.43000000 PA USD 900054.55000000 0.026886665047 Long DBT USGA US N 2 2052-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQXT8 687951.55000000 PA USD 649832.43000000 0.019411964399 Long DBT USGA US N 2 2053-04-01 Fixed 5.00000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DG7 1022000.00000000 PA USD 938383.59000000 0.028031640160 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 103928.11000000 0.003104567698 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 402000.00000000 PA USD 239008.16000000 0.007139714300 Long DBT CORP US N 2 2051-11-15 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B5D77 597272.12000000 PA USD 570844.74000000 0.017052423454 Long DBT USGA US N 2 2059-08-25 Floating 5.92943040 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBY7 461250.00000000 PA USD 442833.91000000 0.013228450442 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 8242.82000000 PA USD 8296.92000000 0.000247847765 Long DBT USGA US N 2 2035-06-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D4QF3 354726.96000000 PA USD 283343.91000000 0.008464123426 Long DBT USGA US N 2 2042-02-01 Fixed 2.00000000 N N N N N N BA CREDIT CARD TRUST N/A 05522RDG0 238000.00000000 PA USD 234562.47000000 0.007006911485 Long ABS-MBS US N 2 2028-05-15 Fixed 4.79000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APK73 87493.21000000 PA USD 70252.88000000 0.002098612415 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 1229742.07000000 0.036735176919 Long DBT NUSS GB N 2 2028-02-16 Fixed 2.97200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418B6G6 411343.49000000 PA USD 347541.34000000 0.010381845854 Long DBT USGA US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179UCA8 129229.88000000 PA USD 114399.14000000 0.003417361046 Long DBT USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36201EJS0 10395.35000000 PA USD 10463.58000000 0.000312570799 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 123230.66000000 PA USD 100962.70000000 0.003015984194 Long DBT USGA US N 2 2051-01-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 21H0326A3 7895000.00000000 PA USD 6914909.81000000 0.206563995366 Long DBT USGA US N 2 2053-10-15 Fixed 3.50000000 N N N N N N ALLY AUTO RECEIVABLES TRUST N/A 02008DAD1 336000.00000000 PA USD 332847.65000000 0.009942912101 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 1245622.90000000 0.037209573228 Long DBT CORP US N 2 2028-07-21 Fixed 3.59300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q8VY8 180891.93000000 PA USD 158714.81000000 0.004741170337 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 444490.64000000 0.013277940714 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 330686.81000000 0.009878362923 Long DBT CORP US N 2 2035-04-01 Fixed 3.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MNX96 13175.27000000 PA USD 12067.19000000 0.000360474257 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 381989.52000000 PA USD 378475.79000000 0.011305927840 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N PCI GAMING AUTHORITY N/A 70455DAG9 388790.38000000 PA USD 388257.74000000 0.011598136810 Long LON US N 2 2026-05-29 Floating 7.94553840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKYL8 192519.42000000 PA USD 147640.19000000 0.004410346390 Long DBT USGA US N 2 2052-03-01 Fixed 2.00000000 N N N N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 4042Q1AD9 275000.00000000 PA USD 283342.22000000 0.008464072942 Long DBT CORP US N 2 2039-01-15 Fixed 7.00000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CF9 380000.00000000 PA USD 366923.58000000 0.010960837199 Long DBT NUSS JP N 2 2026-04-17 Fixed 3.83700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394DEV8 110722.52000000 PA USD 111475.24000000 0.003330017540 Long DBT USGA US N 2 2035-04-25 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BREJ9 724387.26000000 PA USD 729255.16000000 0.021784500974 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 49991.09000000 0.001493346922 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 141135.08000000 0.004216024042 Long DBT CORP US N 2 2027-04-13 Fixed 3.30000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FBV9 17784.69000000 PA USD 16298.20000000 0.000486864095 Long ABS-MBS US N 2 2033-09-25 Floating 5.68344960 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967HA2 70000.00000000 PA USD 69604.92000000 0.002079256384 Long DBT CORP US N 2 2043-09-13 Fixed 6.67500000 N N N N N N VOLKSWAGEN AUTO LEASE TRUST N/A 92868AAC9 430000.00000000 PA USD 423532.24000000 0.012651865904 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 398971.72000000 0.011918187624 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 215842.28000000 0.006447697070 Long DBT CORP US N 2 2025-07-29 Fixed 3.70000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61769GAA5 1352244.78000000 PA USD 1301452.03000000 0.038877315609 Long ABS-MBS US N 2 2036-05-15 Floating 7.32200040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HAL87 964085.03000000 PA USD 963860.40000000 0.028792690095 Long DBT USGA US N 2 2039-10-15 Floating 6.12776160 N N N N N N PRIME MORTGAGE TRUST N/A 74159UAC1 539498.19000000 PA USD 452552.01000000 0.013518752068 Long ABS-MBS US N 2 2035-05-25 Fixed 5.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBL9 450000.00000000 PA USD 364760.55000000 0.010896222601 Long DBT CORP US N 2 2031-04-22 Fixed 2.52200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQAE6 616792.31000000 PA USD 609736.50000000 0.018214208286 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 1670436.46000000 0.049899715059 Long DBT CORP US N 2 2030-03-20 Fixed 3.98000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBC6 460000.00000000 PA USD 390456.50000000 0.011663818744 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBL1 227000.00000000 PA USD 210286.58000000 0.006281735746 Long DBT CORP US N 2 2032-05-09 Fixed 4.75000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAQ4 205000.00000000 PA USD 167710.63000000 0.005009895826 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 339224.78000000 PA USD 317802.84000000 0.009493489600 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 2710000.00000000 PA USD 2687541.20000000 0.080282934013 Long DBT CORP US N 2 2023-12-06 Fixed 1.21700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M2SK9 533414.67000000 PA USD 445244.43000000 0.013300458126 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N OBX TRUST N/A 670857AA9 479304.69000000 PA USD 357964.01000000 0.010693194580 Long ABS-MBS US Y 2 2061-05-25 Floating 1.10099880 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2F0 1087000.00000000 PA USD 1010463.41000000 0.030184827405 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 164068.67000000 PA USD 154426.06000000 0.004613055675 Long DBT USGA US N 2 2041-11-16 Floating 4.51635840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q83U7 1176810.26000000 PA USD 1098778.11000000 0.032822987234 Long DBT USGA US N 2 2048-05-01 Fixed 4.50000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535QAA3 778000.00000000 PA USD 753530.34000000 0.022509655503 Long ABS-MBS US Y 2 2035-08-15 Fixed 4.85000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BW9 270000.00000000 PA USD 164128.92000000 0.004902902048 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 65349.92000000 0.001952149911 Long DBT CORP US N 2 2048-02-22 Fixed 4.26000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGT0 965000.00000000 PA USD 933151.05000000 0.027875332356 Long DBT CORP US N 2 2025-10-01 Fixed 3.09300000 N N N N N N ML-CFC COMMERCIAL MORTGAGE TRUST N/A 60688CAJ5 13681.56000000 PA USD 13086.41000000 0.000390920664 Long ABS-MBS US N 2 2049-09-12 Floating 6.19300080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AR26 273261.29000000 PA USD 240653.27000000 0.007188857456 Long DBT USGA US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LXFK6 235572.11000000 PA USD 217013.39000000 0.006482680775 Long DBT USGA US N 2 2052-08-01 Floating 3.96799920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJW66 567156.28000000 PA USD 453410.86000000 0.013544407860 Long DBT USGA US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. 5493004T21MOAFINJP35 88167AAN1 390000.00000000 PA USD 391348.23000000 0.011690456736 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 353472.64000000 0.010559027200 Long DBT CORP US N 2 2030-05-01 Fixed 1.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9L28 95514.22000000 PA USD 76155.14000000 0.002274926270 Long DBT USGA US N 2 2042-05-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179WR34 83805.19000000 PA USD 71099.21000000 0.002123894206 Long DBT USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538KAA1 1393380.07000000 PA USD 1092495.53000000 0.032635312360 Long ABS-MBS US Y 2 2066-09-25 Floating 1.01300040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LPKT8 307552.95000000 PA USD 256107.30000000 0.007650504284 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 406219.91000000 0.012134707452 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 973211.38000000 0.029072025017 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N NEWELL BRANDS INC. 549300LWGYFM1TVO1Z12 651229AW6 110000.00000000 PA USD 103663.20000000 0.003096654237 Long DBT CORP US N 2 2026-04-01 Fixed 4.70000000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159VL7 480000.00000000 PA USD 444037.64000000 0.013264408579 Long DBT NUSS CA N 2 2025-06-11 Fixed 1.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPUU0 372091.08000000 PA USD 351417.69000000 0.010497641196 Long DBT USGA US N 2 2053-01-01 Fixed 5.00000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BW8 410000.00000000 PA USD 403349.24000000 0.012048954047 Long DBT CORP US N 2 2029-02-01 Fixed 5.87500000 N N N N N N SEQUOIA MORTGAGE TRUST N/A 81747LCE9 1120870.70000000 PA USD 1050792.86000000 0.031389559289 Long ABS-MBS US N 2 2048-10-25 Floating 4.99103280 N N N N N N Government National Mortgage Association N/A 36291LW84 862.27000000 PA USD 854.00000000 0.000025510911 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 2032133.21000000 0.060704415026 Long DBT CORP US N 2 2024-02-04 Fixed 1.43300000 N N N N N N TOYOTA AUTO LOAN EXTENDED NOTE TRUST N/A 89231XAA9 440000.00000000 PA USD 430358.02000000 0.012855767391 Long ABS-MBS US N 2 2031-11-25 Fixed 2.56000000 N N N N N N UBS AG LONDON BRANCH N/A 902674ZW3 849000.00000000 PA USD 834862.03000000 0.024939217030 Long DBT NUSS CH N 2 2028-09-11 Fixed 5.65000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RGY4 1240000.00000000 PA USD 1206566.13000000 0.036042859174 Long ABS-MBS US Y 2 2029-06-20 Fixed 5.49000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LBJ4 220000.00000000 PA USD 200554.48000000 0.005991015908 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 84287.62000000 PA USD 70385.91000000 0.002102586322 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 1369696.07000000 0.040915919430 Long DBT CORP US N 2 2030-02-15 Fixed 3.10000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFT6 379000.00000000 PA USD 239914.01000000 0.007166774088 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AW5 347000.00000000 PA USD 196550.03000000 0.005871393930 Long DBT CORP US N 2 2052-08-01 Fixed 2.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APZ69 304448.64000000 PA USD 242963.46000000 0.007257868056 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N CSMC TRUST N/A 12665WAC4 2858172.31000000 PA USD 2699025.85000000 0.080626006483 Long ABS-MBS US Y 2 2067-05-25 Floating 4.54700160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418B2M7 255015.16000000 PA USD 227547.01000000 0.006797343828 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 111234.35000000 0.003322821611 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N JGWPT LLC N/A 46617LAA9 668127.82000000 PA USD 581149.60000000 0.017360252928 Long ABS-MBS US N 2 2073-01-17 Fixed 4.08000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPTL2 285365.03000000 PA USD 262262.46000000 0.007834372835 Long DBT USGA US N 2 2052-12-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 36210A2E6 7581.12000000 PA USD 7630.88000000 0.000227951644 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 49055.76000000 PA USD 48585.68000000 0.001451364147 Long DBT USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZF0 785262.72000000 PA USD 663885.85000000 0.019831771839 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHQE0 3029730.92000000 PA USD 2556357.70000000 0.076364186172 Long DBT USGA US N 2 2050-07-01 Fixed 3.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BB3 300000.00000000 PA USD 346444.38000000 0.010349077178 Long DBT NUSS CH N 2 2033-11-15 Fixed 9.01600000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573GAA0 220863.97000000 PA USD 190825.28000000 0.005700382700 Long ABS-MBS US Y 2 2065-05-25 Floating 1.21899960 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFU3 586000.00000000 PA USD 573172.48000000 0.017121958312 Long DBT CORP US N 2 2028-08-14 Fixed 4.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XC6E3 2712903.43000000 PA USD 2319535.85000000 0.069289781897 Long DBT USGA US N 2 2048-04-01 Fixed 3.00000000 N N N N N N US LONG BND W5 OP Sep23C 120.5 N/A 01J6DDY76 189.00000000 NC USD 0.00000000 0.000000 N/A DIR US N 2 US LONG BND W5 OP Sep23C 120.5 N/A Call Purchased N/A N/A 189000.00000000 120.50000000 USD 2023-10-02 XXXX -59092.60000000 N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAM6 628000.00000000 PA USD 502561.15000000 0.015012638185 Long DBT CORP US N 2 2041-12-15 Fixed 4.25000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CZ0 1304000.00000000 PA USD 1263283.62000000 0.037737138877 Long DBT CORP US N 2 2028-02-15 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397HKD9 847.91000000 PA USD 642.80000000 0.000019201889 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 205378.00000000 PA USD 192407.74000000 0.005747654359 Long DBT USGA US N 2 2048-10-20 Fixed 4.50000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AN0 59000.00000000 PA USD 49867.23000000 0.001489646944 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 111442.04000000 0.003329025781 Long DBT NUSS IE N 2 2024-02-15 Fixed 5.50000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CJ1 86000.00000000 PA USD 83201.06000000 0.002485403836 Long DBT CORP US N 2 2025-01-15 Fixed 2.62500000 N N N N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160KAN5 780000.00000000 PA USD 681829.57000000 0.020367791339 Long DBT CORP US N 2 2027-06-20 Fixed 1.37500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90351DAB3 200000.00000000 PA USD 191689.32000000 0.005726193529 Long DBT NUSS CH N 2 2025-09-24 Fixed 4.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKDU9 80171.47000000 PA USD 66865.74000000 0.001997430882 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 1064660.18000000 PA USD 943747.89000000 0.028191883933 Long ABS-MBS US Y 2 2050-11-20 Fixed 1.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFA27 231855.02000000 PA USD 188179.96000000 0.005621361008 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 836276.47000000 0.024981469552 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 288528.98000000 0.008619013194 Long DBT CORP US N 2 2024-01-22 Fixed 4.12500000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BW8 121000.00000000 PA USD 113393.77000000 0.003387328370 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DS6 1295000.00000000 PA USD 1274897.11000000 0.038084060090 Long DBT CORP US N 2 2026-02-20 Fixed 5.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CB6 320000.00000000 PA USD 273271.42000000 0.008163235369 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 8913.21000000 PA USD 8827.74000000 0.000263704559 Long DBT USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FRUV1 3479055.02000000 PA USD 232427.66000000 0.006943139882 Long DBT USGA US N 2 2030-01-25 Floating 1.47662280 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KVQF0 328613.37000000 PA USD 253915.30000000 0.007585024287 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 427883.93000000 0.012781860727 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 96336.87000000 0.002877800190 Long DBT CORP US N 2 2052-03-01 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FEXU9 126715.19000000 PA USD 120818.66000000 0.003609126627 Long DBT USGA US N 2 2048-06-15 Floating 5.72775840 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAZ3 150000.00000000 PA USD 140048.34000000 0.004183560660 Long DBT CORP US N 2 2032-10-15 Fixed 5.60000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RCP5 370000.00000000 PA USD 315600.07000000 0.009427687878 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371J2J2 20988.39000000 PA USD 20729.36000000 0.000619232866 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 10697.62000000 PA USD 2574.18000000 0.000076896578 Long ABS-MBS US N 2 2048-08-12 Floating 5.45000040 N N N N N N AEGIS ASSET BACKED SECURITIES TRUST N/A 00764MAV9 475903.91000000 PA USD 462771.91000000 0.013824043595 Long ABS-MBS US N 2 2034-01-25 Floating 6.48420120 N N N N N N DONLEN FLEET LEASE FUNDING 2 N/A 257812AE7 575000.00000000 PA USD 552547.34000000 0.016505838733 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 49258.76000000 0.001471470568 Long DBT CORP US N 2 2050-03-19 Fixed 4.32700000 N N N N N N Government National Mortgage Association N/A 38379FUB3 313198.61000000 PA USD 301187.57000000 0.008997153907 Long DBT USGA US N 2 2045-11-20 Floating 5.73932160 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKG6 20000.00000000 PA USD 16879.93000000 0.000504241686 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 135967.72000000 0.004061663312 Long DBT CORP US N 2 2046-02-15 Fixed 5.05000000 N N N N N N Government National Mortgage Association 2 N/A 36179UML3 535985.53000000 PA USD 488526.97000000 0.014593405487 Long DBT USGA US N 2 2049-02-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133USH20 934229.93000000 PA USD 770080.94000000 0.023004059357 Long DBT USGA US N 2 2043-08-01 Fixed 2.50000000 N N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13645RBE3 129000.00000000 PA USD 115091.22000000 0.003438035041 Long DBT NUSS CA N 2 2026-12-02 Fixed 1.75000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABB35 81784.77000000 PA USD 66035.15000000 0.001972619281 Long DBT USGA US N 2 2051-07-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXXP2 471686.53000000 PA USD 408138.38000000 0.012192016490 Long DBT USGA US N 2 2052-07-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36291MSZ7 4954.46000000 PA USD 4906.94000000 0.000146581395 Long DBT USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RJZ6 288000.00000000 PA USD 200082.27000000 0.005976909927 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K66R6 7395.65000000 PA USD 7256.41000000 0.000216765378 Long DBT USGA US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BWD34 191710.00000000 PA USD 192743.32000000 0.005757678892 Long DBT USGA US N 2 2053-02-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NBZA2 1035254.45000000 PA USD 1022020.91000000 0.030530076070 Long DBT USGA US N 2 2053-04-01 Fixed 6.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2H5 1005000.00000000 PA USD 963097.06000000 0.028769887403 Long DBT CORP US N 2 2025-10-30 Fixed 2.40600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297VKR8 44147.14000000 PA USD 43079.23000000 0.001286874031 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 1141388.42000000 0.034095853565 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 1160137.75000000 PA USD 1120137.01000000 0.033461025884 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 28154.02000000 0.000841024252 Long DBT CORP US N 2 2028-07-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BYCW7 581807.08000000 PA USD 562670.51000000 0.016808240716 Long DBT USGA US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APF79 177792.09000000 PA USD 142794.84000000 0.004265604827 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N CIM TRUST N/A 12567RAA8 1058434.37000000 PA USD 893400.43000000 0.026687891433 Long ABS-MBS US Y 2 2061-07-25 Floating 1.42499880 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBD4 90000.00000000 PA USD 69604.95000000 0.002079257280 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 74977RDN1 420000.00000000 PA USD 386035.62000000 0.011531757060 Long DBT NUSS NL N 2 2028-04-06 Fixed 3.64900000 N N N N N N Government National Mortgage Association 2 N/A 21H0426A2 5750000.00000000 PA USD 5311787.10000000 0.158675094261 Long DBT USGA US N 2 2053-10-15 Fixed 4.50000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKJ0 442000.00000000 PA USD 273089.27000000 0.008157794136 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N BA CREDIT CARD TRUST N/A 05522RDG0 345000.00000000 PA USD 340017.03000000 0.010157077697 Long ABS-MBS US N 2 2028-05-15 Fixed 4.79000000 N N N N N N PRIME SECURITY SERVICES BORROWER, LLC 549300O6QPZVWXV2DC15 74166MAC0 320000.00000000 PA USD 310453.86000000 0.009273958946 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST N/A 92867WAD0 857000.00000000 PA USD 848015.81000000 0.025332150188 Long ABS-MBS US N 2 2028-06-20 Fixed 5.02000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 056054AA7 3085828.48000000 PA USD 3077037.26000000 0.091918062242 Long ABS-MBS US N 2 2036-10-15 Floating 6.36667920 N N N N N N SANDS CHINA LTD. 549300EVO6UZDGY05787 80007RAQ8 690000.00000000 PA USD 570885.71000000 0.017053647320 Long DBT NUSS MO N 2 2029-03-08 Fixed 3.10000000 N N N N N N United States of America N/A N/A -1067.00000000 NC USD -112418453.13000000 -3.35819345002 N/A DIR US N 1 US 5YR NOTE (CBT) DEC23 N/A Short U.S. Treasury Futures US 5-Year Note (consolidated) Dec 2023 2024-01-01 -112966755.27000000 USD 548302.14000000 N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523AK6 830000.00000000 PA USD 699460.37000000 0.020894463210 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 1227197.95000000 0.036659178300 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABFC1 750835.17000000 PA USD 606849.88000000 0.018127978418 Long DBT USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DN5L3 183604.83000000 PA USD 147501.53000000 0.004406204302 Long DBT USGA US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JASV8 24243.66000000 PA USD 22272.95000000 0.000665343390 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A75X6 48518.30000000 PA USD 1021.77000000 0.000030522580 Long DBT USGA US N 2 2027-06-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 21H0506A5 2675000.00000000 PA USD 2534771.50000000 0.075719357557 Long DBT USGA US N 2 2053-10-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 36212S5T9 6720.49000000 PA USD 6679.31000000 0.000199526096 Long DBT USGA US N 2 2031-04-15 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TR9 270000.00000000 PA USD 223551.56000000 0.006677990700 Long DBT UST US N 2 2053-05-15 Fixed 3.62500000 N N N N N N PENNSYLVANIA ELECTRIC COMPANY O1PLQWO3TX952VMBJ146 708696BY4 392000.00000000 PA USD 351727.38000000 0.010506892336 Long DBT CORP US N 2 2028-03-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMVG7 344457.12000000 PA USD 321972.36000000 0.009618042592 Long DBT USGA US N 2 2051-01-01 Fixed 4.50000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GFP9 700000.00000000 PA USD 662865.01000000 0.019801277039 Long DBT CORP US N 2 2033-03-28 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410C2A9 1129.90000000 PA USD 1116.40000000 0.000033349392 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 21H0306A7 1900000.00000000 PA USD 1610101.55000000 0.048097374839 Long DBT USGA US N 2 2053-10-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WU6D0 56987.27000000 PA USD 50429.72000000 0.001506449792 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 214427.54000000 PA USD 197769.07000000 0.005907809412 Long ABS-MBS US N 2 2034-08-25 Floating 6.43420080 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFF1 1309000.00000000 PA USD 1296772.02000000 0.038737513126 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 364236.91000000 0.010880580290 Long ABS-MBS US N 2 2050-10-15 Fixed 3.30100000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TS7 1920000.00000000 PA USD 1669200.00000000 0.049862779203 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N Government National Mortgage Association N/A 38375BDG4 339904.40000000 PA USD 340468.85000000 0.010170574582 Long DBT USGA US N 2 2060-06-20 Floating 6.44330880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CR89 1001237.22000000 PA USD 876567.32000000 0.026185048366 Long DBT USGA US N 2 2047-12-01 Fixed 3.50000000 N N N N N N FIRST EAGLE HOLDINGS, INC. N/A 05554JAH0 250036.82000000 PA USD 247626.47000000 0.007397162711 Long LON US N 2 2027-02-01 Floating 8.03786040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPPT2 766174.94000000 PA USD 107380.64000000 0.003207702577 Long DBT USGA US N 2 2050-05-25 Fixed 2.50000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HHZ6 780000.00000000 PA USD 727592.68000000 0.021734838936 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 217632.79000000 0.006501183653 Long DBT CORP US N 2 2051-06-15 Fixed 4.66300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D7E6 6317657.57000000 PA USD 4817110.92000000 0.143897997963 Long DBT USGA US N 2 2051-12-01 Fixed 2.00000000 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676AA3 370000.00000000 PA USD 354428.46000000 0.010587579705 Long DBT CORP US N 2 2025-04-01 Fixed 2.70000000 N N N N N N N/A N/A 01H5J66D0 -211.00000000 NC USD -133523.44000000 -0.00398864714 N/A DIR US N 1 US 5YR FUTR OPTN Nov23P 105.5 N/A Put Written N/A Put Option 105.5 Oct 2023 on US 5-Year Note (consolidated) Dec 2023 -211000.00000000 105.50000000 USD 2023-10-30 XXXX -45279.06000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHZZ3 920409.71000000 PA USD 765158.62000000 0.022857018526 Long DBT USGA US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38383LHT0 2408000.00000000 PA USD 2157714.41000000 0.064455809495 Long DBT USGA US N 2 2041-06-20 Fixed 4.00000000 N N N N N N ACADEMIC LOAN FUNDING TRUST N/A 00400VAB3 884510.26000000 PA USD 872549.03000000 0.026065012956 Long ABS-MBS US N 2 2044-12-27 Floating 6.52943160 N N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13645RAX2 44000.00000000 PA USD 42812.64000000 0.001278910385 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 815877.32000000 0.024372100805 Long DBT MUN US N 2 2045-07-01 Fixed 6.82000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129882U1 39179.84000000 PA USD 37555.24000000 0.001121859956 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 248695.13000000 0.007429086002 Long DBT CORP US N 2 2025-03-27 Fixed 2.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQXK7 296823.71000000 PA USD 280331.04000000 0.008374122185 Long DBT USGA US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L13J2 61093.60000000 PA USD 46672.57000000 0.001394215224 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ENMJ5 167423.73000000 PA USD 153290.36000000 0.004579129747 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 161307.33000000 0.004818614773 Long DBT CORP US N 2 2027-05-11 Fixed 1.99500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FMCM2 600000.00000000 PA USD 524091.66000000 0.015655803214 Long DBT USGA US N 2 2031-01-25 Fixed 2.85400000 N N N N N N PHOENIX GUARANTOR INC. N/A 71913BAE2 915571.20000000 PA USD 909088.96000000 0.027156543307 Long LON US N 2 2026-03-05 Floating 8.69554080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFSM4 539746.53000000 PA USD 432920.49000000 0.012932314165 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 929425.40000000 0.027764038764 Long DBT CORP US N 2 2037-06-01 Fixed 6.37500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AL4 996000.00000000 PA USD 952871.87000000 0.028464437852 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 88057.32000000 0.002630471306 Long DBT CORP US N 2 2057-08-22 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HSS4 72184.27000000 PA USD 72633.57000000 0.002169729010 Long DBT USGA US N 2 2032-09-01 Fixed 7.50000000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KWA3 420000.00000000 PA USD 444532.83000000 0.013279201024 Long DBT USGA US Y 2 2042-04-25 Floating 10.96494840 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36264KAU4 1055000.00000000 PA USD 809420.58000000 0.024179223378 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 10088.74000000 PA USD 9446.18000000 0.000282178760 Long ABS-MBS US N 2 2027-09-19 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMUS0 303000.90000000 PA USD 282081.68000000 0.008426417761 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 927749.66000000 0.027713980620 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JASY2 15776.95000000 PA USD 14490.07000000 0.000432851162 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 2695403.02000000 PA USD 2404450.44000000 0.071826372750 Long ABS-MBS US N 2 2047-08-01 Fixed 3.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MDZ88 150269.78000000 PA USD 137032.60000000 0.004093473686 Long DBT USGA US N 2 2042-10-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDF5 2181000.00000000 PA USD 1860750.81000000 0.055584835125 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 193640.13000000 0.005784468635 Long DBT CORP US N 2 2052-10-15 Fixed 3.40000000 N N N N N N Government National Mortgage Association N/A 38383LFS4 1882199.02000000 PA USD 1831981.39000000 0.054725427482 Long DBT USGA US N 2 2052-11-20 Floating 6.01426080 N N N N N N BRK : GOLDMAN SACHS BANK USA INC (PA N/A N/A 10834000.00000000 NC USD 1775506.30000000 0.053038388815 N/A DIR XX N 2 BRK : GOLDMAN SACHS BANK USA INC (PA N/A Y 2048-02-15 502407.91000000 USD 0.00000000 USD -10834000.00000000 USD 1273098.39000000 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967JP7 120000.00000000 PA USD 115291.64000000 0.003444022040 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 478690.06000000 0.014299554737 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 149394.10000000 0.004462739649 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAP0 610000.00000000 PA USD 470691.06000000 0.014060606516 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 289740.49000000 0.008655203737 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 6975.14000000 PA USD 7021.81000000 0.000209757345 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 79242.43000000 PA USD 68746.89000000 0.002053625088 Long DBT USGA US N 2 2049-07-20 Fixed 3.50000000 N N N N N N EURO N/A N/A 1.00000000 NC -176492.05000000 -0.00527221670 N/A DFE XX N 2 EURO N/A 4373515.09000000 USD 3961014.99000000 EUR 2023-10-20 -176492.05000000 N N N Government National Mortgage Association N/A 38381HB67 600000.00000000 PA USD 404275.08000000 0.012076610982 Long DBT USGA US N 2 2064-10-16 Floating 2.99999880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138Y7DK5 24596.53000000 PA USD 23081.87000000 0.000689507660 Long DBT USGA US N 2 2046-02-01 Fixed 4.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 265000.00000000 PA USD 202662.01000000 0.006053972596 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413CUH0 3705.87000000 PA USD 3658.63000000 0.000109291552 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 970863.17000000 0.029001878673 Long ABS-MBS US N 2 2047-01-10 Fixed 4.07400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WK4Q5 321297.56000000 PA USD 291622.03000000 0.008711409593 Long DBT USGA US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L05E3 70070.30000000 PA USD 54046.66000000 0.001614495970 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 340234.39000000 0.010163570732 Long ABS-MBS US N 2 2035-06-07 Floating 3.57714360 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BCER7 617787.98000000 PA USD 102178.80000000 0.003052311852 Long DBT USGA US N 2 2050-10-25 Fixed 3.00000000 N N N N N N N/A N/A ZZZ186902 100000.00000000 PA USD 103250.00000000 0.003084311018 Long DBT USGA US N 2 2033-10-01 Fixed 5.80000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CA5 790000.00000000 PA USD 668360.15000000 0.019965429300 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGRB7 148805.01000000 PA USD 114770.23000000 0.003428446344 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QHMG7 77458.70000000 PA USD 64524.53000000 0.001927493645 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 373447.79000000 0.011155730108 Long DBT NUSS AR N 2 2041-07-09 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QEWD0 2214431.13000000 PA USD 1696267.02000000 0.050671332307 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 256096.63000000 0.007650185547 Long DBT CORP US N 2 2059-08-15 Fixed 3.87500000 N N N N N N Government National Mortgage Association 2 N/A 36179W2W7 1288698.99000000 PA USD 1129019.87000000 0.033726377003 Long DBT USGA US N 2 2052-04-20 Fixed 3.50000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BB9 250000.00000000 PA USD 241385.90000000 0.007210742771 Long DBT CORP US N 2 2025-02-12 Fixed 2.70000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CJ6 330000.00000000 PA USD 306708.42000000 0.009162074182 Long DBT NUSS GB N 2 2026-04-18 Fixed 1.64500000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAR7 214000.00000000 PA USD 149986.78000000 0.004480444341 Long DBT CORP US N 2 2052-03-01 Fixed 3.65000000 N N N N N N Government National Mortgage Association 2 N/A 21H0526A1 4100000.00000000 PA USD 3978601.54000000 0.118849826339 Long DBT USGA US N 2 2053-10-15 Fixed 5.50000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 74977RDS0 2147000.00000000 PA USD 2092542.72000000 0.062508983717 Long DBT NUSS NL N 2 2029-02-28 Fixed 5.56400000 N N N N N N BX TRUST N/A 05606FAA1 1200000.00000000 PA USD 1011455.76000000 0.030214471144 Long ABS-MBS US N 2 2041-12-09 Fixed 3.20200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H62K0 745629.19000000 PA USD 100482.93000000 0.003001652379 Long DBT USGA US N 2 2047-01-25 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFP0 400000.00000000 PA USD 346798.19000000 0.010359646283 Long DBT CORP US N 2 2043-11-02 Fixed 5.37500000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 42307TAH1 10000.00000000 PA USD 10610.00000000 0.000316944696 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 43831.83000000 0.001309355895 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 470521.17000000 0.014055531518 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 217350.25000000 0.006492743545 Long DBT CORP US N 2 2026-05-04 Fixed 3.11900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9K86 278809.15000000 PA USD 223514.36000000 0.006676879452 Long DBT USGA US N 2 2042-04-01 Fixed 2.00000000 N N N N N N TARGA RESOURCES PARTNERS LP 6OQWTZ1SPC04IFT4T704 87612BBG6 100000.00000000 PA USD 95100.00000000 0.002840852086 Long DBT CORP US N 2 2028-01-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L3H79 80265.58000000 PA USD 62136.26000000 0.001856150618 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 466020.89000000 0.013921097976 Long DBT CORP US N 2 2044-12-05 Fixed 4.95000000 N N N N N N Pfizer Investment Enterprises PTE Ltd 5493000FQO8XF9C0RT95 716973AE2 1748000.00000000 PA USD 1652345.54000000 0.049359298363 Long DBT NUSS US N 2 2033-05-19 Fixed 4.75000000 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BS0 1575000.00000000 PA USD 1426712.43000000 0.042619127057 Long DBT CORP US N 2 2026-03-15 Fixed 1.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XK6H8 193592.26000000 PA USD 160036.12000000 0.004780640855 Long DBT USGA US N 2 2042-09-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ELMB6 10162.40000000 PA USD 10052.46000000 0.000300289715 Long DBT USGA US N 2 2043-03-01 Floating 6.95300040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WX4Z7 28763.73000000 PA USD 26263.67000000 0.000784555223 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B1W73 72413.30000000 PA USD 54160.96000000 0.001617910370 Long DBT USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N MFA TRUST N/A 55283WAA9 269766.34000000 PA USD 219403.88000000 0.006554090117 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 67853.58000000 0.002026939897 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFTH4 178619.77000000 PA USD 143529.01000000 0.004287536145 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K06Q1 16770.65000000 PA USD 16413.63000000 0.000490312250 Long DBT USGA US N 2 2035-12-01 Fixed 5.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MF5 125000.00000000 PA USD 122770.53000000 0.003667433399 Long DBT CORP US N 2 2025-04-24 Fixed 3.35200000 N N N N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523CB4 380000.00000000 PA USD 353736.67000000 0.010566914373 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEE7 8851000.00000000 PA USD 7880155.94000000 0.235398080351 Long SN UST US N 2 2029-03-31 Fixed 2.37500000 N N N N N N Government National Mortgage Association N/A 38381EX45 3408929.74000000 PA USD 166788.71000000 0.004982355991 Long DBT USGA US N 2 2062-02-16 Floating 0.57108960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFB32 222815.20000000 PA USD 179614.34000000 0.005365486566 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 945944.81000000 0.028257510903 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EED8 854890.15000000 PA USD 701842.36000000 0.020965618638 Long DBT USGA US N 2 2042-06-01 Fixed 2.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PED0 80000.00000000 PA USD 64635.15000000 0.001930798114 Long DBT CORP US N 2 2031-05-15 Fixed 2.30000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DH9 1487000.00000000 PA USD 1449724.79000000 0.043306558296 Long DBT CORP US N 2 2029-07-27 Fixed 5.28200000 N N N N N N FREMONT HOME LOAN OWNER TRUST N/A 35729PNC0 3982591.54000000 PA USD 3725352.77000000 0.111284712811 Long ABS-MBS US N 2 2036-01-25 Floating 6.09419880 N N N N N N BARRICK NORTH AMERICA FINANCE LLC N/A 06849RAG7 509000.00000000 PA USD 487438.41000000 0.014560887738 Long DBT CORP CA N 2 2041-05-30 Fixed 5.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7FP9 1488523.57000000 PA USD 1305212.04000000 0.038989635612 Long DBT USGA US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKYE4 381907.91000000 PA USD 360687.74000000 0.010774558555 Long DBT USGA US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179TG58 271154.13000000 PA USD 249165.37000000 0.007443133135 Long DBT USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N NISSAN MOTOR CO., LTD. 353800DRBDH1LUTNAY26 654744AB7 1190000.00000000 PA USD 1123904.21000000 0.033573560669 Long DBT NUSS JP N 2 2025-09-17 Fixed 3.52200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KEMX8 12690.41000000 PA USD 12768.79000000 0.000381432636 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 210687.85000000 0.006293722588 Long DBT NUSS DK N 2 2025-12-20 Fixed 3.24400000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 523000.00000000 PA USD 369050.59000000 0.011024375799 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQKN1 129940.21000000 PA USD 119206.04000000 0.003560954021 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 195489.50000000 0.005839713500 Long DBT CORP US N 2 2047-03-01 Fixed 4.45000000 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 913017CY3 280000.00000000 PA USD 261087.55000000 0.007799275616 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29375CAC3 565000.00000000 PA USD 556596.81000000 0.016626805560 Long ABS-MBS US Y 2 2029-10-22 Fixed 5.42000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TU2 842000.00000000 PA USD 785559.69000000 0.023466444628 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N TARGA RESOURCES PARTNERS LP 6OQWTZ1SPC04IFT4T704 87612BBS0 370000.00000000 PA USD 331390.38000000 0.009899380150 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 170304.26000000 0.005087373420 Long DBT CORP US N 2 2028-02-16 Fixed 2.90000000 N N N N N N LAQ MORTGAGE TRUST N/A 516681AA1 355323.62000000 PA USD 353708.78000000 0.010566081236 Long ABS-MBS US Y 2 2036-03-15 Floating 7.42442400 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FU7 286000.00000000 PA USD 231549.53000000 0.006916908153 Long DBT CORP US N 2 2031-05-20 Fixed 2.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ABRE2 224559.88000000 PA USD 171844.20000000 0.005133374911 Long DBT USGA US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBE2 630000.00000000 PA USD 584067.88000000 0.017447428552 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 232394.87000000 0.006942160370 Long DBT CORP US N 2 2027-11-02 Fixed 3.81500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERVH0 377088.23000000 PA USD 322406.57000000 0.009631013427 Long DBT USGA US N 2 2045-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BYA8 605863.67000000 PA USD 550012.99000000 0.016430131966 Long DBT USGA US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1Q49 644662.92000000 PA USD 589251.24000000 0.017602267239 Long DBT USGA US N 2 2048-06-25 Fixed 3.30000000 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST N/A 61772LAJ0 5302042.15000000 PA USD 4000761.95000000 0.119511807906 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 9115.99000000 PA USD 9341.62000000 0.000279055317 Long DBT USGA US N 2 2035-10-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128HXZX6 457660.67000000 PA USD 443397.28000000 0.013245279578 Long DBT USGA US N 2 2042-09-15 Floating 5.92776000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BHAJ6 390156.16000000 PA USD 329611.77000000 0.009846249047 Long DBT USGA US N 2 2045-03-15 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BRU60 328484.03000000 PA USD 316922.67000000 0.009467196931 Long DBT USGA US N 2 2046-09-15 Floating 5.92776000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XF7J4 1668125.95000000 PA USD 1392378.17000000 0.041593485057 Long DBT USGA US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXHL9 409510.15000000 PA USD 367711.40000000 0.010984371165 Long DBT USGA US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDT7 921904.61000000 PA USD 793158.22000000 0.023693429904 Long DBT USGA US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MZT2 12526.87000000 PA USD 13094.09000000 0.000391150082 Long DBT USGA US N 2 2039-01-01 Fixed 7.00000000 N N N N N N VISIO TRUST N/A 92837MAA5 189255.80000000 PA USD 166318.62000000 0.004968313339 Long ABS-MBS US Y 2 2055-11-25 Fixed 1.31200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NAWV1 1431565.55000000 PA USD 1413885.14000000 0.042235946893 Long DBT USGA US N 2 2053-02-01 Fixed 6.00000000 N N N N N N PENFED AUTO RECEIVABLES OWNER TRUST N/A 706874AD6 318000.00000000 PA USD 309510.07000000 0.009245765804 Long ABS-MBS US Y 2 2028-12-15 Fixed 4.18000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B72K6 1242938.79000000 PA USD 1198851.01000000 0.035812391091 Long DBT USGA US N 2 2050-01-25 Floating 5.92943040 N N N N N N Government National Mortgage Association 2 N/A 36179TSG1 233589.10000000 PA USD 206483.63000000 0.006168133028 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 3434.15000000 PA USD 3427.93000000 0.000102400021 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 695339.99000000 PA USD 533662.32000000 0.015941700474 Long ABS-MBS US Y 2 2066-10-25 Floating 1.39700160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYT1 843724.85000000 PA USD 714184.49000000 0.021334305976 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 2086407.90000000 0.062325722768 Long DBT CORP US N 2 2033-04-27 Fixed 4.57100000 N N N N N N Government National Mortgage Association 2 N/A 36179RS91 129518.75000000 PA USD 115251.33000000 0.003442817889 Long DBT USGA US N 2 2045-11-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXSB9 378868.47000000 PA USD 318204.66000000 0.009505492872 Long DBT USGA US N 2 2055-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHDY0 5139983.74000000 PA USD 4348815.70000000 0.129908960606 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J7VY8 173056.08000000 PA USD 151908.88000000 0.004537861815 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 635653.65000000 PA USD 634738.31000000 0.018961068897 Long ABS-MBS US N 2 2036-01-25 Floating 6.93420120 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449QAB3 264901.83000000 PA USD 253743.37000000 0.007579888349 Long ABS-MBS US N 2 2035-11-15 Fixed 3.63000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JAGG7 3365630.79000000 PA USD 2852090.26000000 0.085198386593 Long DBT USGA US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FNWZ9 959607.53000000 PA USD 26911.14000000 0.000803896616 Long DBT USGA US N 2 2026-07-25 Floating 1.40972760 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAD55 332698.49000000 PA USD 293859.39000000 0.008778244596 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 77148.49000000 PA USD 68074.56000000 0.002033541070 Long DBT USGA US N 2 2050-10-20 Fixed 3.50000000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BH0 30000.00000000 PA USD 25475.63000000 0.000761014685 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 405881.52000000 0.012124598978 Long DBT CORP GB N 2 2045-08-15 Fixed 5.85000000 N N N N N N DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST N/A 247361ZV3 3282472.72000000 PA USD 2865240.90000000 0.085591225952 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST N/A 36265UAA5 807000.00000000 PA USD 812711.46000000 0.024277529406 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 270434.00000000 0.008078475216 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 284613.47000000 0.008502048054 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 444111.27000000 0.013266608074 Long DBT CORP US N 2 2038-04-01 Fixed 5.37500000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680BN2 760000.00000000 PA USD 744195.94000000 0.022230815863 Long DBT CORP US N 2 2053-09-01 Fixed 6.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM2N4 246652.74000000 PA USD 205016.38000000 0.006124302952 Long DBT USGA US N 2 2051-11-01 Fixed 3.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCE9 259000.00000000 PA USD 192190.34000000 0.005741160129 Long DBT CORP US N 2 2049-11-01 Fixed 3.99900000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAD9 240000.00000000 PA USD 186821.02000000 0.005580766397 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 460097.89000000 0.013744164570 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBJ2 1050000.00000000 PA USD 997692.00000000 0.029803316504 Long DBT CORP US N 2 2033-01-15 Fixed 4.95000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2L7 600000.00000000 PA USD 559927.45000000 0.016726299310 Long DBT NUSS FR N 2 2026-06-09 Fixed 2.21900000 N N N N N N Government National Mortgage Association N/A 36209LK96 1713.65000000 PA USD 1724.90000000 0.000051526664 Long DBT USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNLM2 716377.24000000 PA USD 569147.75000000 0.017001730524 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 332667.60000000 PA USD 331809.42000000 0.009911897823 Long DBT USGA US N 2 2068-05-20 Floating 5.73162120 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HLL2 430000.00000000 PA USD 367610.87000000 0.010981368106 Long DBT CORP US N 2 2045-06-01 Fixed 4.95000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JY4 1560000.00000000 PA USD 1551291.36000000 0.046340581454 Long DBT CORP US N 2 2023-11-15 Fixed 1.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B5NK4 216020.61000000 PA USD 173209.11000000 0.005174147860 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 9251.44000000 0.000276361436 Long DBT CORP US N 2 2030-01-23 Fixed 4.43100000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBB9 274000.00000000 PA USD 224545.83000000 0.006707691793 Long DBT CORP US N 2 2031-04-15 Fixed 2.55000000 N N N N N N Government National Mortgage Association N/A 38383HAG4 767284.48000000 PA USD 579338.53000000 0.017306152171 Long DBT USGA US N 2 2051-09-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9XD8 349255.76000000 PA USD 320293.30000000 0.009567885273 Long DBT USGA US N 2 2048-12-01 Fixed 4.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TG6 1200000.00000000 PA USD 1137438.50000000 0.033977860521 Long DBT CORP US N 2 2027-01-15 Floating 6.06957120 N N N N N N Healthcare Realty Holdings, L.P. 549300IYGAS4GE6VDL07 42225UAL8 170000.00000000 PA USD 131239.35000000 0.003920416206 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BM6 1375000.00000000 PA USD 1246917.50000000 0.037248245858 Long DBT CORP US N 2 2034-01-24 Fixed 5.06800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LQT59 2362434.32000000 PA USD 1805481.83000000 0.053933825691 Long DBT USGA US N 2 2051-06-01 Fixed 2.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AX6 1085000.00000000 PA USD 1043563.20000000 0.031173592994 Long DBT NUSS CH N 2 2025-03-26 Fixed 3.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2V4 3275000.00000000 PA USD 3007673.41000000 0.089846007164 Long DBT CORP US N 2 2028-03-24 Fixed 3.52600000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Q5 1300000.00000000 PA USD 1221210.34000000 0.036480314847 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 1530704.50000000 0.045725605385 Long DBT CORP US N 2 2026-07-28 Fixed 4.26000000 N N N N N N WASHINGTON MUTUAL MSC MORTGAGE CORP N/A 939336U43 60010.86000000 PA USD 60142.62000000 0.001796596083 Long ABS-MBS US N 2 2034-07-25 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L06A0 351288.68000000 PA USD 271947.30000000 0.008123680909 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46514BRA7 731000.00000000 PA USD 680464.51000000 0.020327013909 Long DBT NUSS IL N 2 2033-01-17 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BSJ6 71155.35000000 PA USD 63581.27000000 0.001899316335 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 181072.44000000 0.005409043311 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N N Government National Mortgage Association N/A 36200M5B5 14127.45000000 PA USD 14220.17000000 0.000424788639 Long DBT USGA US N 2 2033-12-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 38379QD93 574814.22000000 PA USD 484518.26000000 0.014473656253 Long DBT USGA US N 2 2045-10-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397FRW4 85640.88000000 PA USD 85026.62000000 0.002539937442 Long DBT USGA US N 2 2037-03-15 Fixed 5.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AV0 762000.00000000 PA USD 761344.99000000 0.022743096773 Long DBT NUSS CH N 2 2028-08-11 Fixed 6.44200000 N N N N N N MERCURY GENERAL CORPORATION 5493001Q9EXPCEL4W527 589400AB6 935000.00000000 PA USD 871559.72000000 0.026035460029 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 1714891.13000000 PA USD 1657309.89000000 0.049507594725 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 635000.00000000 PA USD 459603.79000000 0.013729404685 Long DBT MUN US N 2 2035-11-01 Fixed 2.37400000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3E1 500000.00000000 PA USD 487795.84000000 0.014571564980 Long DBT CORP US N 2 2029-07-25 Fixed 5.57400000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 44935FAE4 566000.00000000 PA USD 521212.42000000 0.015569793803 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 229888.10000000 0.006867277481 Long ABS-MBS US N 2 2035-06-07 Floating 3.57714360 N N N N N N BBCMS TRUST N/A 05492TAB6 660000.00000000 PA USD 617090.10000000 0.018433876949 Long ABS-MBS US N 2 2053-02-15 Fixed 2.69000000 N N N N N N Republica Del Paraguay 529900UXKJTJPCU0HK83 699149AH3 342000.00000000 PA USD 269452.61000000 0.008049158877 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 2365638.83000000 PA USD 149939.16000000 0.004479021824 Long DBT USGA US N 2 2063-11-16 Floating 0.87264000 N N N N N N Government National Mortgage Association N/A 38378D2U8 230509.66000000 PA USD 19498.19000000 0.000582455034 Long DBT USGA US N 2 2042-03-20 Floating 0.61067880 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CP72 707631.53000000 PA USD 638093.71000000 0.019061302284 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 325000.00000000 PA USD 319281.95000000 0.009537673961 Long DBT MUN US N 2 2037-08-01 Fixed 5.50800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVY2 339904.67000000 PA USD 272250.83000000 0.008132748037 Long DBT USGA US N 2 2041-10-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617YNY95 45287.27000000 PA USD 38700.48000000 0.001156070865 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 421982.29000000 PA USD 360022.03000000 0.010754672292 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 4110000.00000000 PA USD 3598692.86000000 0.107501094834 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N Government National Mortgage Association 2 N/A 3617B8HH4 226128.19000000 PA USD 200940.36000000 0.006002543016 Long DBT USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N US 5YR FUTR OPTN Nov23C105.75 N/A 01H5J5JY0 443.00000000 NC USD 173046.88000000 0.005169301682 N/A DIR US N 1 US 5YR FUTR OPTN Nov23C105.75 N/A Call Purchased N/A N/A 443000.00000000 105.75000000 USD 2023-10-30 XXXX 44225.58000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DP2V9 190854.65000000 PA USD 173429.68000000 0.005180736784 Long DBT USGA US N 2 2050-07-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABCD2 987689.43000000 PA USD 798481.48000000 0.023852447720 Long DBT USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXEP3 401364.78000000 PA USD 401835.01000000 0.012003720572 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 705630.59000000 PA USD 489002.00000000 0.014607595708 Long LON US N 2 2025-10-02 Floating 9.78035040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FAY28 323686.84000000 PA USD 279272.60000000 0.008342504188 Long DBT USGA US N 2 2047-09-15 Fixed 3.00000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C27 850000.00000000 PA USD 797855.33000000 0.023833743203 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 10599.35000000 PA USD 10861.45000000 0.000324456076 Long DBT USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AXV5 190266.99000000 PA USD 178377.91000000 0.005328551606 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 678182.37000000 0.020258841226 Long DBT NUSS BR N 2 2115-06-05 Fixed 6.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138M8J38 136364.60000000 PA USD 116574.69000000 0.003482349645 Long DBT USGA US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KVSP6 119284.73000000 PA USD 91588.48000000 0.002735955041 Long DBT USGA US N 2 2050-11-01 Fixed 2.00000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAQ4 250000.00000000 PA USD 204525.16000000 0.006109629100 Long DBT CORP US N 2 2048-03-01 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AWH7 67585.13000000 PA USD 61564.19000000 0.001839061594 Long DBT USGA US N 2 2043-08-01 Fixed 4.00000000 N N N N N N BBCMS TRUST N/A 05547HAA9 416224.27000000 PA USD 377864.33000000 0.011287662146 Long ABS-MBS US N 2 2035-08-10 Fixed 3.31200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JHYV9 205546.98000000 PA USD 192279.02000000 0.005743809201 Long DBT USGA US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHHT7 2622636.14000000 PA USD 1998943.63000000 0.059712967207 Long DBT USGA US N 2 2051-08-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8CP0 284904.54000000 PA USD 228983.29000000 0.006840248760 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 543242.65000000 0.016227886598 Long DBT CORP US N 2 2027-06-17 Fixed 3.19600000 N N N N N N RANGE RESOURCES CORPORATION H3Y3WLYCX0BTO1TRW162 75281AAS8 120000.00000000 PA USD 116367.60000000 0.003476163398 Long DBT CORP US N 2 2025-05-15 Fixed 4.87500000 N N N N N N CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES N/A 12515GAD9 310000.00000000 PA USD 278470.30000000 0.008318537672 Long ABS-MBS US N 2 2050-02-10 Fixed 3.63100000 N N N N N N DISH DBS Corporation N/A 25470XBD6 280000.00000000 PA USD 155226.40000000 0.004636963641 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHS1 260000.00000000 PA USD 201486.91000000 0.006018869701 Long DBT CORP US N 2 2050-03-15 Fixed 4.33000000 N N N N N N United States of America N/A N/A 9.00000000 NC USD 1004062.50000000 0.029993617747 N/A DIR US N 1 US 10YR ULTRA FUT DEC23 N/A Long U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Dec 2023 2023-12-22 1035850.71000000 USD -31788.21000000 N N N COMM MORTGAGE TRUST N/A 12591UAF0 236000.00000000 PA USD 234208.78000000 0.006996345964 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 200000.00000000 0.005974452336 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 17327CAR4 410000.00000000 PA USD 391805.49000000 0.011704116126 Long DBT CORP US N 2 2034-05-25 Fixed 6.17400000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAU7 1790000.00000000 PA USD 1588494.26000000 0.047451916218 Long DBT NUSS GB N 2 2033-08-11 Fixed 4.97600000 N N N N N N United States of America N/A N/A 18.00000000 NC USD 2136375.00000000 0.063818353055 N/A DIR US N 1 US ULTRA BOND CBT DEC23 N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Dec 2023 2023-12-22 2254613.46000000 USD -118238.46000000 N N N Government National Mortgage Association 2 N/A 36179XNB8 1122434.35000000 PA USD 952111.29000000 0.028441717607 Long DBT USGA US N 2 2052-12-20 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YX2 1541000.00000000 PA USD 1402490.59000000 0.041895565914 Long SN UST US N 2 2026-12-31 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHT1 540000.00000000 PA USD 510215.63000000 0.015241294814 Long SN UST US N 2 2033-08-15 Fixed 3.87500000 N N N N N N Government National Mortgage Association 2 N/A 36179TG41 707874.89000000 PA USD 628151.03000000 0.018764291945 Long DBT USGA US N 2 2047-09-20 Fixed 3.50000000 N N N N N N LOUISVILLE GAS AND ELECTRIC COMPANY KO3GRIB3RPH1XDX50U72 546676AZ0 1135000.00000000 PA USD 1111569.72000000 0.033205101556 Long DBT CORP US N 2 2033-04-15 Fixed 5.45000000 N N N N N N ECOPETROL S.A. 254900IDGKCJICKBPA66 279158AL3 200000.00000000 PA USD 192017.00000000 0.005735982071 Long DBT NUSS CO N 2 2026-06-26 Fixed 5.37500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBW5 115000.00000000 PA USD 102344.71000000 0.003057267959 Long DBT CORP US N 2 2027-02-04 Fixed 1.04000000 N N N N N N WILLIS NORTH AMERICA INC. 5493004KVU1HWZCP0C66 970648AM3 1600000.00000000 PA USD 1492590.06000000 0.044587040859 Long DBT CORP US N 2 2033-05-15 Fixed 5.35000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDU5 260000.00000000 PA USD 242567.57000000 0.007246041927 Long DBT CORP US N 2 2037-03-16 Fixed 5.25000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BT0 160000.00000000 PA USD 111882.56000000 0.003342185110 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M32Z2 276924.59000000 PA USD 210818.90000000 0.006297637348 Long DBT USGA US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JASH2 585580.12000000 PA USD 515646.15000000 0.015403516729 Long DBT USGA US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3XG7 353080.88000000 PA USD 283771.02000000 0.008476882167 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 730337.00000000 0.021816817981 Long DBT CORP US N 2 2044-01-21 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MMXZ6 1006017.83000000 PA USD 957292.84000000 0.028596502224 Long DBT USGA US N 2 2052-07-01 Floating 4.34499840 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GK3 303000.00000000 PA USD 224358.80000000 0.006702104784 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N TELEFONICA EMISIONES, S.A.U. 549300Y5MFC4SW5Z3K71 87938WAU7 150000.00000000 PA USD 119469.81000000 0.003568833427 Long DBT NUSS ES N 2 2047-03-08 Fixed 5.21300000 N N N N N N REGENCY CENTERS, L.P. 5493008PTR2GAOYBXW28 75884RAZ6 711000.00000000 PA USD 605130.03000000 0.018076602609 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFWR5 375380.65000000 PA USD 352535.22000000 0.010531024344 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 2102907.19000000 0.062818593877 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 1449428.16000000 PA USD 1422451.69000000 0.042491849116 Long ABS-MBS US N 2 2035-12-24 Floating 5.62258080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FCTC2 344422.34000000 PA USD 301719.67000000 0.009013048937 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 923272.90000000 0.027580249674 Long DBT CORP US N 2 2053-02-15 Fixed 5.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JAWQ4 41607.20000000 PA USD 38100.18000000 0.001138138547 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 765260.42000000 0.022860059522 Long DBT CORP US N 2 2031-02-15 Fixed 3.87500000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BN3 227000.00000000 PA USD 181250.60000000 0.005414365353 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N PILGRIM'S PRIDE CORPORATION 549300ZSLGV64ZL3HD75 72147KAK4 780000.00000000 PA USD 733035.62000000 0.021897431864 Long DBT CORP US N 2 2033-07-01 Fixed 6.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0506A9 45425000.00000000 PA USD 42855648.44000000 1.280195144844 Long DBT USGA US N 2 2053-10-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGNG0 23746.92000000 PA USD 18383.42000000 0.000549154332 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 203918.57000000 0.006091508885 Long DBT CORP US N 2 2027-12-01 Fixed 3.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136APKQ4 499897.70000000 PA USD 478888.45000000 0.014305481095 Long DBT USGA US N 2 2045-07-25 Floating 5.72942880 N N N N N N Government National Mortgage Association 2 N/A 21H0226A4 17350000.00000000 PA USD 14178851.49000000 0.423554362090 Long DBT USGA US N 2 2053-10-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36202FMC7 5576.45000000 PA USD 5472.39000000 0.000163472666 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 2923673.75000000 0.087336747339 Long DBT CORP US N 2 2029-03-23 Fixed 3.70000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TT5 35040000.00000000 PA USD 31809750.00000000 0.950229176107 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N Government National Mortgage Association N/A 36290S7D7 8120.76000000 PA USD 8238.67000000 0.000246107706 Long DBT USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297QBV0 924.31000000 PA USD 872.56000000 0.000026065340 Long DBT USGA US N 2 2035-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300L5P6 104606.69000000 PA USD 105801.06000000 0.003160516950 Long DBT USGA US N 2 2043-02-01 Floating 6.33899880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M9MA2 280477.74000000 PA USD 223020.45000000 0.006662125243 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST N/A 38012RAA4 202000.00000000 PA USD 198391.41000000 0.005926400115 Long ABS-MBS US Y 2 2035-04-11 Fixed 5.12000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63935CAB7 383267.25000000 PA USD 351545.87000000 0.010501470222 Long ABS-MBS US N 2 2068-08-15 Fixed 2.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKQY7 1056947.05000000 PA USD 878153.97000000 0.026232445190 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 190666.28000000 PA USD 189544.44000000 0.005662121112 Long DBT USGA US N 2 2060-12-20 Floating 5.83161840 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TJ7 9904000.00000000 PA USD 7216766.30000000 0.215581131427 Long DBT UST US N 1 2052-08-15 Fixed 3.00000000 N N N N N N Provincia de Buenos Aires 549300L6AYROPOTQ4L07 N/A 120000.00000000 PA USD 39047.38000000 0.001166433553 Long DBT NUSS AR N 2 2037-09-01 Fixed 6.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEN7 3020000.00000000 PA USD 2824053.91000000 0.084360877409 Long SN UST US N 2 2027-04-30 Fixed 2.75000000 N N N N N N VMWARE, INC. 549300BUDHS3LRWBE814 928563AH8 937000.00000000 PA USD 897540.55000000 0.026811566181 Long DBT CORP US N 2 2024-08-15 Fixed 1.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B5GX4 6610257.43000000 PA USD 5040192.06000000 0.150561936154 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BF4Y4 108862.13000000 PA USD 4608.19000000 0.000137657057 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 6706.05000000 0.000200324880 Long DBT CORP GB N 2 2040-09-25 Fixed 3.73400000 N N N N N N HANESBRANDS INC. GX5LWVWZLL5S4W1L2F20 410345AL6 210000.00000000 PA USD 192519.71000000 0.005750999156 Long DBT CORP US N 2 2026-05-15 Fixed 4.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136APTN2 28302.05000000 PA USD 2502.20000000 0.000074746373 Long DBT USGA US N 2 2045-08-25 Floating 0.72056880 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 2255000.00000000 PA USD 1720579.50000000 0.051397601072 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0426A6 25750000.00000000 PA USD 23641718.75000000 0.706231609163 Long DBT USGA US N 2 2053-10-15 Fixed 4.50000000 N N N N N N CAESARS ENTERTAINMENT, INC. N/A 12768EAG1 69650.00000000 PA USD 69606.82000000 0.002079313142 Long LON US N 2 2030-02-06 Floating 8.68106160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MM3D8 886738.64000000 PA USD 851547.81000000 0.025437659016 Long DBT USGA US N 2 2052-08-01 Floating 4.65300000 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EXE4 1025000.00000000 PA USD 1002350.04000000 0.029942462694 Long DBT CORP US N 2 2033-09-08 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398FRR4 339155.61000000 PA USD 285915.50000000 0.008540942635 Long DBT USGA US N 2 2037-03-25 None 0.00000000 N N N N N N ENTERGY ARKANSAS, LLC 549300A0I5ONUIFMLP35 29366MAB4 362000.00000000 PA USD 201685.19000000 0.006024792773 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 223799.90000000 0.006685409177 Long DBT CORP IE N 2 2025-01-15 Fixed 3.50000000 N N N N N N EATON CORPORATION 0NZWDMRCE180888QQE14 278062AE4 140000.00000000 PA USD 113865.40000000 0.003401417025 Long DBT CORP US N 2 2042-11-02 Fixed 4.15000000 N N N N N N ICON PUBLIC LIMITED COMPANY N/A L5000DAC1 502184.58000000 PA USD 501782.83000000 0.014989388006 Long LON US N 2 2028-07-03 Floating 7.75347840 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SQ2 14946000.00000000 PA USD 8495866.88000000 0.253790758673 Long DBT UST US N 1 2040-08-15 Fixed 1.12500000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538QAA8 645572.87000000 PA USD 537838.83000000 0.016066462273 Long ABS-MBS US Y 2 2066-10-25 Floating 1.82900160 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAF0 1135000.00000000 PA USD 934230.53000000 0.027907578865 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBK5 150000.00000000 PA USD 84584.28000000 0.002526723746 Long DBT CORP US N 2 2051-01-15 Fixed 2.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWA3 376226.76000000 PA USD 300525.69000000 0.008977382054 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 1737.24000000 PA USD 1720.61000000 0.000051398512 Long DBT USGA US N 2 2034-10-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBQ52 339159.04000000 PA USD 272738.30000000 0.008147309868 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 56657.09000000 0.001692475418 Long DBT CORP US N 2 2052-11-09 Fixed 6.90000000 N N N N N N INTER AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 ZH0461629 417000000.00000000 PA 4979218.40000000 0.148740515027 Long DBT NUSS XX N 2 2030-10-06 Fixed 7.35000000 N N N N N N MORGAN STANLEY ABS CAPITAL I, INC. N/A 61744CKN5 174066.04000000 PA USD 164490.93000000 0.004913716105 Long ABS-MBS US N 2 2034-12-25 Floating 6.10920000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 1080000.00000000 PA USD 984802.57000000 0.029418280078 Long DBT CORP US N 2 2029-01-24 Fixed 3.77200000 N N N N N N Government National Mortgage Association N/A 36290RRP0 57513.89000000 PA USD 57936.37000000 0.001730690405 Long DBT USGA US N 2 2033-07-15 Fixed 6.50000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 92564RAK1 238000.00000000 PA USD 217196.27000000 0.006488143814 Long DBT CORP US N 2 2028-01-15 Fixed 4.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDN8 1420000.00000000 PA USD 1072760.30000000 0.032045776405 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 1567097.74000000 0.046812753773 Long ABS-MBS US N 2 2038-08-10 Floating 4.22710920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGGV5 175232.03000000 PA USD 140199.11000000 0.004188064501 Long DBT USGA US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LCTV3 541814.49000000 PA USD 439754.24000000 0.013136453734 Long DBT USGA US N 2 2035-09-01 Fixed 1.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C3EF9 94275.22000000 PA USD 89013.63000000 0.002659038448 Long DBT USGA US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AT3 733000.00000000 PA USD 731253.77000000 0.021844203974 Long DBT NUSS JP N 2 2023-11-26 Fixed 4.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TC2 29160000.00000000 PA USD 18923245.24000000 0.565280133722 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPXB9 183655.52000000 PA USD 177782.64000000 0.005310769544 Long DBT USGA US N 2 2053-01-01 Fixed 5.50000000 N N N N N N UNITED AIRLINES INC. N/A 90932RAJ3 645748.47000000 PA USD 645896.99000000 0.019294403906 Long LON US N 2 2028-04-21 Floating 9.18199080 N N N N N N Government National Mortgage Association 2 N/A 36179UH54 222888.26000000 PA USD 208788.34000000 0.006236979929 Long DBT USGA US N 2 2048-12-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0204A4 3047000.00000000 PA USD 2612504.93000000 0.078041430920 Long DBT USGA US N 2 2038-10-15 Fixed 2.00000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBU3 1650000.00000000 PA USD 1544202.83000000 0.046128831031 Long DBT CORP US N 2 2033-02-13 Fixed 4.81200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSAY7 484278.16000000 PA USD 469068.18000000 0.014012127420 Long DBT USGA US N 2 2053-05-01 Fixed 5.50000000 N N N N N N MASTR REPERFORMING LOAN TRUST N/A 576436AR0 1012469.30000000 PA USD 637293.43000000 0.019037396110 Long ABS-MBS US N 2 2034-08-25 Fixed 6.00000000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457CH9 209000.00000000 PA USD 189620.19000000 0.005664383936 Long DBT CORP US N 2 2063-02-27 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WGJG0 172459.28000000 PA USD 151562.69000000 0.004527520337 Long DBT USGA US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XA7H9 166003.48000000 PA USD 132863.52000000 0.003968933837 Long DBT USGA US N 2 2050-09-01 Fixed 2.50000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CQ6 350000.00000000 PA USD 237780.71000000 0.007103047592 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBS9 390000.00000000 PA USD 370321.35000000 0.011062336274 Long DBT CORP US N 2 2026-03-01 Fixed 3.15000000 N N N N N N TRACTOR SUPPLY COMPANY 549300OJ9VZHZRO6I137 892356AB2 360000.00000000 PA USD 339931.81000000 0.010154531983 Long DBT CORP US N 2 2033-05-15 Fixed 5.25000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325BR5 660000.00000000 PA USD 471357.76000000 0.014080522353 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 370000.00000000 PA USD 296220.43000000 0.008848774201 Long DBT CORP GB N 2 2052-03-16 Fixed 5.65000000 N N N N N N Government National Mortgage Association 2 N/A 36179XQW9 1364464.72000000 PA USD 1294089.14000000 0.038657369432 Long DBT USGA US N 2 2053-01-20 Fixed 5.00000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BN1 1074000.00000000 PA USD 984947.31000000 0.029422603789 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPRD2 557924.11000000 PA USD 552198.29000000 0.016495411820 Long DBT USGA US N 2 2052-12-01 Fixed 6.00000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BV1 130000.00000000 PA USD 128166.32000000 0.003828617850 Long DBT CORP US N 2 2024-05-22 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHW4 2105000.00000000 PA USD 2043165.63000000 0.061033978363 Long SN UST US N 2 2030-08-31 Fixed 4.12500000 N N N N N N Government National Mortgage Association 2 N/A 36179TAN5 80710.84000000 PA USD 77804.45000000 0.002324194890 Long DBT USGA US N 2 2047-06-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 36212MV30 7456.54000000 PA USD 7572.18000000 0.000226198142 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 276308.50000000 PA USD 232166.53000000 0.006935339338 Long ABS-MBS US N 2 2044-07-01 Fixed 2.69000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPEH7 1129841.75000000 PA USD 972483.56000000 0.029050283387 Long DBT USGA US N 2 2052-06-01 Fixed 3.50000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543CE1 25000.00000000 PA USD 22071.43000000 0.000659323532 Long DBT CORP US N 2 2041-11-15 Fixed 5.25000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AC2 875000.00000000 PA USD 804502.12000000 0.024032297854 Long DBT NUSS CH N 2 2028-01-09 Fixed 4.28200000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJK7 1850000.00000000 PA USD 1731310.62000000 0.051718163897 Long DBT CORP US N 2 2029-02-01 Fixed 4.65300000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 130000.00000000 PA USD 119277.79000000 0.003563097355 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 214836.68000000 0.006417657524 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 227547.30000000 0.006797352491 Long DBT CORP US N 2 2026-11-20 Fixed 4.30000000 N N N N N N BMO MORTGAGE TRUST N/A 05609MBY0 588935.94000000 PA USD 550681.90000000 0.016450113821 Long ABS-MBS US N 2 2055-02-15 Fixed 2.19800000 N N N N N N CNH EQUIPMENT TRUST N/A 12663JAC5 670000.00000000 PA USD 652589.72000000 0.019494330888 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 150.15000000 PA USD 149.08000000 0.000004453356 Long DBT USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N VERIDIAN AUTO RECEIVABLES TRUST N/A 92347BAC8 1195000.00000000 PA USD 1181240.17000000 0.035286315470 Long ABS-MBS US Y 2 2028-03-15 Fixed 5.56000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PAR3 280000.00000000 PA USD 283810.06000000 0.008478048380 Long DBT CORP US N 2 2036-03-15 Fixed 5.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ECH1 176487.10000000 PA USD 145166.25000000 0.004336444207 Long DBT USGA US N 2 2042-03-01 Fixed 2.50000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CP8 1210000.00000000 PA USD 930249.37000000 0.027788652612 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BC9 680000.00000000 PA USD 632508.64000000 0.018894463611 Long DBT CORP US N 2 2027-08-22 Fixed 3.15000000 N N N N N N MF1 LTD N/A 55284JAA7 2380000.00000000 PA USD 2346870.40000000 0.070106326727 Long ABS-CBDO CORP KY Y 2 2037-02-19 Floating 6.67707840 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAH5 310000.00000000 PA USD 294498.24000000 0.008797328490 Long DBT CORP US N 2 2025-07-01 Fixed 3.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5E6 231150.95000000 PA USD 222138.68000000 0.006635784779 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 330844.05000000 PA USD 326835.08000000 0.009763303037 Long ABS-MBS US N 2 2045-06-25 Floating 7.88595120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BLU8 68444.48000000 PA USD 62901.02000000 0.001878995729 Long DBT USGA US N 2 2035-01-01 Fixed 3.50000000 N N N N N N ESSENTIAL PROPERTIES, L.P. 254900XX9FNFCDE1NX02 29670VAA7 805000.00000000 PA USD 586874.12000000 0.017531257288 Long DBT CORP US N 2 2031-07-15 Fixed 2.95000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKP3 1140000.00000000 PA USD 1076450.65000000 0.032156015506 Long DBT CORP US N 2 2028-04-27 Fixed 4.37600000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46590XAX4 1010000.00000000 PA USD 904248.25000000 0.027011940351 Long DBT NUSS US N 2 2052-12-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 36291FPS1 470141.35000000 PA USD 402271.95000000 0.012016772958 Long DBT USGA US N 2 2045-04-15 Fixed 3.00000000 N N N N N N United States of America N/A N/A 58.00000000 NC USD 6267625.00000000 0.187228134138 N/A DIR US N 1 US 10YR NOTE (CBT)DEC23 N/A Long U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Dec 2023 2023-12-22 6376291.42000000 USD -108666.42000000 N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FY9 323000.00000000 PA USD 237171.72000000 0.007084855683 Long DBT CORP US N 2 2042-02-14 Fixed 3.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDJH0 1296188.53000000 PA USD 1042903.05000000 0.031153872820 Long DBT USGA US N 2 2041-10-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJVS9 1248307.79000000 PA USD 1040104.18000000 0.031070264243 Long DBT USGA US N 2 2040-12-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7WN5 72262.50000000 PA USD 55290.80000000 0.001651661246 Long DBT USGA US N 2 2050-09-01 Fixed 2.00000000 N N N N N N SPRINT CAPITAL CORPORATION 549300L17W0GQBR1PO80 852060AT9 720000.00000000 PA USD 832929.12000000 0.024881476637 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BR5 1515000.00000000 PA USD 1469722.21000000 0.043903926460 Long DBT CORP US N 2 2029-06-12 Fixed 5.58200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AA5N1 302037.75000000 PA USD 245280.33000000 0.007327078203 Long DBT USGA US N 2 2043-01-25 Fixed 1.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179UQ54 478978.88000000 PA USD 436494.02000000 0.013039063589 Long DBT USGA US N 2 2049-04-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38382NJU2 506431.43000000 PA USD 470086.72000000 0.014042553514 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 672990.84000000 0.020103758483 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 20136.88000000 PA USD 20088.03000000 0.000600074888 Long DBT USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 38378B2Q1 2147957.14000000 PA USD 43693.10000000 0.001305211716 Long DBT USGA US N 2 2054-01-16 Floating 0.61053840 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGN8 447000.00000000 PA USD 341042.42000000 0.010187708415 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 335101.73000000 PA USD 307376.42000000 0.009182028853 Long ABS-MBS US N 2 2028-09-10 Fixed 3.54800000 N N N N N N Government National Mortgage Association 2 N/A 36179SCB1 34235.13000000 PA USD 33532.34000000 0.001001686835 Long DBT USGA US N 2 2046-05-20 Fixed 5.00000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DK3 970000.00000000 PA USD 806736.75000000 0.024099051306 Long DBT CORP US N 2 2053-03-01 Fixed 4.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKDF2 159424.70000000 PA USD 132687.48000000 0.003963675124 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 76955.30000000 0.002298828859 Long DBT CORP US N 2 2028-06-30 Fixed 3.87500000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBE2 10000.00000000 PA USD 7430.40000000 0.000221962853 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDU2 122000.00000000 PA USD 69335.83000000 0.002071218057 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMRZ1 1125000.00000000 PA USD 950373.11000000 0.028389794239 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N CIM TRUST N/A 12567NAA7 667378.20000000 PA USD 600659.20000000 0.017943048805 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 98610.55000000 0.002945720154 Long DBT CORP US N 2 2026-04-01 Fixed 3.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TT5 5665000.00000000 PA USD 5142757.81000000 0.153625807078 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VER1 1106000.00000000 PA USD 1039233.66000000 0.031044259842 Long DBT CORP US N 2 2028-09-21 Fixed 4.32900000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDK4 190000.00000000 PA USD 176887.27000000 0.005284022818 Long DBT CORP US N 2 2027-04-01 Fixed 3.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHT1 2330000.00000000 PA USD 2201485.94000000 0.065763364093 Long SN UST US N 2 2033-08-15 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVX4 380552.83000000 PA USD 293690.27000000 0.008773192599 Long DBT USGA US N 2 2041-10-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR49 2629943.01000000 PA USD 2333904.71000000 0.069719012243 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 117464.34000000 0.003508925503 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W9CG3 68280.68000000 PA USD 62197.56000000 0.001857981788 Long DBT USGA US N 2 2043-08-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KTHM0 95401.76000000 PA USD 75927.37000000 0.002268122265 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 357953.98000000 0.010692894961 Long DBT CORP US N 2 2047-04-15 Fixed 4.25000000 N N N N N N CITADEL SECURITIES LP N/A 17288YAK8 562313.71000000 PA USD 560559.29000000 0.016745173800 Long LON US N 2 2030-07-29 Floating 7.94553840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBUY0 238723.75000000 PA USD 190207.24000000 0.005681920447 Long DBT USGA US N 2 2032-02-01 Floating 2.14999920 N N N N N N COMM MORTGAGE TRUST N/A 200474BD5 5188085.95000000 PA USD 46150.62000000 0.001378623397 Long DBT USGA US N 2 2048-02-10 Floating 1.22206320 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZX1 99603.57000000 PA USD 87346.83000000 0.002609247363 Long DBT USGA US N 2 2047-04-01 Fixed 3.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCA5 318000.00000000 PA USD 260162.82000000 0.007771651839 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BQ2 677000.00000000 PA USD 537893.03000000 0.016068081350 Long DBT CORP US N 2 2030-06-30 Fixed 1.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ARD54 1444702.66000000 PA USD 1419636.92000000 0.042407765570 Long DBT USGA US N 2 2046-04-25 Floating 5.82942960 N N N N N N PENNSYLVANIA ELECTRIC COMPANY O1PLQWO3TX952VMBJ146 708696CA5 302000.00000000 PA USD 296335.11000000 0.008852199952 Long DBT CORP US N 2 2026-03-30 Fixed 5.15000000 N N N N N N Government National Mortgage Association 2 N/A 3617G1E38 471901.93000000 PA USD 419291.33000000 0.012525180331 Long DBT USGA US N 2 2048-01-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M94N4 892340.72000000 PA USD 773081.29000000 0.023093686598 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 920495.50000000 0.027497282455 Long DBT NUSS IE N 2 2025-02-15 Fixed 2.87500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCB3 580000.00000000 PA USD 459163.93000000 0.013716265072 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 75000.00000000 PA USD 65772.68000000 0.001964778708 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JQ6Z1 35756.62000000 PA USD 32517.15000000 0.000971360814 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 505.93000000 PA USD 501.95000000 0.000014994381 Long DBT USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407PWM6 141445.43000000 PA USD 138828.19000000 0.004147112020 Long DBT USGA US N 2 2035-10-01 Floating 6.22100160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMV76 908839.48000000 PA USD 755427.13000000 0.022566316910 Long DBT USGA US N 2 2051-12-01 Fixed 3.00000000 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863AS9 710000.00000000 PA USD 692689.31000000 0.020692196334 Long DBT NUSS ZA N 2 2024-09-11 Fixed 3.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BK2Z4 586859.95000000 PA USD 488508.85000000 0.014592864202 Long DBT USGA US N 2 2049-09-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QP2U0 180298.34000000 PA USD 165628.42000000 0.004947695504 Long DBT USGA US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179SLS4 888628.49000000 PA USD 790034.78000000 0.023600125687 Long DBT USGA US N 2 2046-09-20 Fixed 3.50000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY N/A 87166PAK7 2509000.00000000 PA USD 2504639.36000000 0.074819242386 Long ABS-MBS US N 2 2029-07-15 Fixed 5.54000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92537UAA0 115469.53000000 PA USD 112650.84000000 0.003365135371 Long ABS-MBS US N 2 2060-05-25 Floating 2.22599880 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3B7 2503000.00000000 PA USD 2265215.65000000 0.067667114667 Long DBT CORP US N 2 2033-07-25 Fixed 4.89700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A92R8 395406.75000000 PA USD 344011.46000000 0.010276400355 Long DBT USGA US N 2 2042-11-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417CG33 46374.08000000 PA USD 42244.10000000 0.001261926809 Long DBT USGA US N 2 2042-07-01 Fixed 4.00000000 N N N N N N ENTERGY ARKANSAS, LLC 549300A0I5ONUIFMLP35 29366MAD0 603000.00000000 PA USD 578825.86000000 0.017290837559 Long DBT CORP US N 2 2033-01-15 Fixed 5.15000000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680BK8 290000.00000000 PA USD 283924.82000000 0.008481476521 Long DBT CORP US N 2 2030-11-01 Fixed 5.80000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAN3 420000.00000000 PA USD 344750.27000000 0.010298470281 Long DBT CORP DE N 2 2038-06-25 Fixed 4.62500000 N N N N N N CINTAS CORP NO 2 549300QVUQTTKMTE0G41 17252MAQ3 1190000.00000000 PA USD 1073234.72000000 0.032059948404 Long DBT CORP US N 2 2032-05-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TN8 530000.00000000 PA USD 438326.56000000 0.013093805703 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CM8 785000.00000000 PA USD 767256.55000000 0.022919688440 Long DBT CORP US N 2 2024-07-26 Fixed 2.90000000 N N N N N N VERIZON MASTER TRUST N/A 92348KBL6 434000.00000000 PA USD 428441.37000000 0.012798512720 Long ABS-MBS US N 2 2028-04-13 Fixed 4.89000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDMP8 249086.56000000 PA USD 209574.47000000 0.006260463410 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 574673.93000000 0.017166810020 Long DBT CORP US N 2 2052-10-15 Fixed 3.40000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 081916AE8 450000.00000000 PA USD 437240.61000000 0.013061365920 Long ABS-MBS US N 2 2056-04-15 Fixed 5.52460000 N N N N N N ALLSPRING BUYER LLC N/A 98922AAC0 276017.42000000 PA USD 272997.79000000 0.008155061422 Long LON US N 2 2028-11-01 Floating 8.75347920 N N N N N N Government National Mortgage Association 2 N/A 36179TZ65 435700.67000000 PA USD 408291.56000000 0.012196592323 Long DBT USGA US N 2 2048-06-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 36200NSR3 785.34000000 PA USD 778.85000000 0.000023266011 Long DBT USGA US N 2 2034-05-15 Fixed 6.00000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03067BAD1 295000.00000000 PA USD 293958.80000000 0.008781214197 Long ABS-MBS US N 2 2027-11-18 Fixed 5.62000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AMUK3 773840.27000000 PA USD 652140.81000000 0.019480920931 Long DBT USGA US N 2 2045-03-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFCD1 212143.91000000 PA USD 196112.31000000 0.005858318243 Long DBT USGA US N 2 2051-09-01 Fixed 4.50000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442UAQ7 299000.00000000 PA USD 289691.54000000 0.008653741490 Long DBT CORP US N 2 2033-03-15 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ABUR9 217908.89000000 PA USD 175850.33000000 0.005253047075 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N MILANO ACQUISITION N/A 59909TAC8 1329323.31000000 PA USD 1294840.66000000 0.038679819034 Long LON US N 2 2027-10-01 Floating 9.34187040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142BAMV1 274303.56000000 PA USD 258012.93000000 0.007707429762 Long DBT USGA US N 2 2052-09-01 Floating 4.12300080 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBP5 1960000.00000000 PA USD 1429000.11000000 0.042687465232 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 389765.24000000 0.011643169244 Long DBT CORP US N 2 2041-02-04 Fixed 3.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DUB6 296394.18000000 PA USD 246046.25000000 0.007349957966 Long DBT USGA US N 2 2040-11-01 Fixed 2.50000000 N N N N N N ALLY FINANCIAL INC. 549300JBN1OSM8YNAI90 02005NBL3 670000.00000000 PA USD 670000.00000000 0.020014415328 Long DBT CORP US N 2 2023-10-02 Fixed 1.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNKT9 1189527.98000000 PA USD 988511.78000000 0.029529082570 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809HAD9 325000.00000000 PA USD 293465.11000000 0.008766466561 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N STRUCTURED ASSET SECURITIES CORPORATION N/A 86358BAA0 2132914.26000000 PA USD 2048856.11000000 0.061203965871 Long ABS-MBS US N 2 2037-02-25 Floating 5.85420120 N N N N N N United States of America N/A N/A 181.00000000 NC USD 19070046.88000000 0.569665430728 N/A DIR US N 1 US 5YR NOTE (CBT) DEC23 N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Dec 2023 2024-01-01 19243762.90000000 USD -173716.02000000 N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671DBL8 40000.00000000 PA USD 39261.20000000 0.001172820840 Long DBT CORP US N 2 2024-11-14 Fixed 4.55000000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738BE7 153000.00000000 PA USD 148285.23000000 0.004429615194 Long DBT CORP US N 2 2033-03-02 Fixed 5.60000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAN2 470000.00000000 PA USD 464887.50000000 0.013887241053 Long DBT CORP US N 2 2027-06-08 Fixed 6.04700000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKJ0 1681000.00000000 PA USD 1038604.20000000 0.031025456448 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523CQ1 588000.00000000 PA USD 384894.25000000 0.011497661756 Long DBT CORP US N 2 2051-03-15 Fixed 3.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYG9 682977.48000000 PA USD 578686.86000000 0.017286685315 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 161866.64000000 0.004835322628 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 355107.18000000 0.010607854606 Long DBT NUSS FR N 2 2033-03-01 Fixed 4.37500000 N N N N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 02666TAE7 519000.00000000 PA USD 429440.01000000 0.012828344356 Long DBT CORP US N 2 2032-04-15 Fixed 3.62500000 N N N N N N Chevron U.S.A. Inc. VA8TZDWPEZYU430RZ444 166756AS5 50000.00000000 PA USD 45060.90000000 0.001346070996 Long DBT CORP US N 2 2029-10-15 Fixed 3.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ENRL5 473496.57000000 PA USD 447286.61000000 0.013361462661 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 178240.44000000 0.005324445066 Long DBT CORP US N 2 2047-09-15 Fixed 3.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJBJ1 151436.32000000 PA USD 116799.47000000 0.003489064332 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VAK7 297000.00000000 PA USD 272318.44000000 0.008134767701 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N MF1 LTD N/A 58003UAA6 508860.42000000 PA USD 506769.51000000 0.015138351416 Long ABS-CBDO CORP US Y 2 2035-11-15 Floating 7.14668040 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573PAA0 615513.58000000 PA USD 504580.92000000 0.015072973283 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 542496.89000000 PA USD 480246.89000000 0.014346060771 Long ABS-MBS US N 2 2069-09-16 Fixed 1.17000000 N N N N N N Government National Mortgage Association N/A 38376REW2 83551.35000000 PA USD 83062.06000000 0.002481251592 Long DBT USGA US N 2 2065-06-20 Floating 5.88161880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDR1 6122472.26000000 PA USD 4862727.00000000 0.145260653442 Long DBT USGA US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7CW2 259579.79000000 PA USD 245691.56000000 0.007339362573 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 2340195.21000000 PA USD 17381.33000000 0.000519219638 Long DBT USGA US N 2 2054-11-16 Floating 0.27630000 N N N N N N SUNRUN ATLAS ISSUER LLC N/A 86773QAA4 649373.39000000 PA USD 534834.31000000 0.015976710465 Long ABS-MBS US Y 2 2052-01-30 Fixed 2.46000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BJVQ5 548864.28000000 PA USD 456597.94000000 0.013639613148 Long DBT USGA US N 2 2051-11-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWP0 3282538.61000000 PA USD 2691567.00000000 0.080403193764 Long DBT USGA US N 2 2042-04-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGLW7 260824.80000000 PA USD 225634.40000000 0.006740209841 Long DBT USGA US N 2 2051-12-01 Fixed 3.50000000 N N N N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC -227086.90000000 -0.00678359930 N/A DFE AU N 2 AUSTRALIAN DOLLAR N/A 7026469.25000000 USD 10528978.00000000 AUD 2023-10-20 -227086.90000000 N N N TOWD POINT MORTGAGE TRUST N/A 89169EAA7 191688.93000000 PA USD 192456.55000000 0.005749112424 Long ABS-MBS US N 2 2057-02-25 Floating 5.00000040 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAN3 187000.00000000 PA USD 148566.88000000 0.004438028716 Long DBT CORP US N 2 2042-05-15 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXTM4 1856810.03000000 PA USD 1602321.83000000 0.047864977008 Long DBT USGA US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K8GM2 20570.42000000 PA USD 20170.39000000 0.000602535168 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 62381.11000000 0.001863464842 Long DBT CORP US N 2 2026-02-01 Fixed 7.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ECZ1 451518.64000000 PA USD 371025.11000000 0.011083359177 Long DBT USGA US N 2 2042-04-01 Fixed 2.50000000 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST 549300CKCX1QE4RUW216 254683CY9 1511000.00000000 PA USD 1470773.70000000 0.043935336844 Long ABS-MBS US N 2 2028-03-15 Fixed 4.31000000 N N N N N N KKR APPLE BIDCO, LLC N/A 48254EAB7 407929.30000000 PA USD 404665.87000000 0.012088284763 Long LON US N 2 2028-09-22 Floating 8.19554040 N N N N N N Government National Mortgage Association N/A 38382LLM1 296015.50000000 PA USD 31451.17000000 0.000939517580 Long DBT USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D3Y6 1976556.49000000 PA USD 1574950.39000000 0.047047330189 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST N/A 361886CR3 779000.00000000 PA USD 772073.21000000 0.023063572968 Long ABS-MBS US Y 2 2028-06-15 Fixed 5.34000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J7PZ2 194124.86000000 PA USD 180232.34000000 0.005383947624 Long DBT USGA US N 2 2037-10-01 Fixed 4.00000000 N N N N N N PILGRIM'S PRIDE CORPORATION 549300ZSLGV64ZL3HD75 72147KAH1 350000.00000000 PA USD 270655.81000000 0.008085101182 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538GAA0 619190.29000000 PA USD 509652.18000000 0.015224463288 Long ABS-MBS US Y 2 2066-11-25 Floating 1.82400120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0206A2 1755000.00000000 PA USD 1334759.76000000 0.039872292836 Long DBT USGA US N 2 2053-10-15 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179TNR2 841975.93000000 PA USD 748382.12000000 0.022355866528 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 1865000.00000000 PA USD 1857934.28000000 0.055500699004 Long DBT NUSS IE N 2 2023-10-29 Fixed 1.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418B6J0 617701.04000000 PA USD 551148.35000000 0.016464047737 Long DBT USGA US N 2 2036-07-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNLM2 1880490.20000000 PA USD 1494012.81000000 0.044629541619 Long DBT USGA US N 2 2052-03-01 Fixed 2.50000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST N/A 43815JAC7 1346000.00000000 PA USD 1332345.64000000 0.039800177611 Long ABS-MBS US N 2 2027-04-21 Fixed 5.04000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FNAJ9 700000.00000000 PA USD 41610.73000000 0.001243006615 Long DBT USGA US N 2 2029-06-25 Floating 1.37397960 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46640UAD4 120100.24000000 PA USD 117878.07000000 0.003521284553 Long ABS-MBS US N 2 2047-01-15 Fixed 4.19890000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAD5 4329941.00000000 PA USD 3115028.31000000 0.093052940829 Long DBT USGA US N 2 2050-11-01 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9N25 601576.93000000 PA USD 560094.15000000 0.016731279016 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 664670.90000000 0.019855223058 Long DBT USGA US N 2 2030-01-15 Fixed 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9MA4 12995932.17000000 PA USD 188441.02000000 0.005629159461 Long DBT USGA US N 2 2032-11-25 Floating 0.30140280 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ALHV3 79236.06000000 PA USD 64507.96000000 0.001926998661 Long DBT USGA US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359VHQ9 65266.88000000 PA USD 62133.29000000 0.001856061898 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 950867.19000000 0.028404553526 Long ABS-MBS US N 2 2070-10-27 Floating 6.06614040 N N N N N N Government National Mortgage Association N/A 36241LNK8 41738.78000000 PA USD 42790.57000000 0.001278251104 Long DBT USGA US N 2 2034-08-15 Fixed 6.50000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BG4 601000.00000000 PA USD 570977.00000000 0.017056374359 Long DBT CORP US N 2 2036-11-30 Fixed 4.75000000 N N N N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307BB2 590000.00000000 PA USD 417551.32000000 0.012473202297 Long DBT CORP US N 2 2030-12-01 Fixed 4.12500000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BQ0 880000.00000000 PA USD 878447.31000000 0.026241207920 Long DBT CORP AU N 2 2033-10-06 Fixed 6.50000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FD0 1120000.00000000 PA USD 896055.84000000 0.026767214536 Long DBT CORP US N 2 2044-03-15 Fixed 4.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDND4 257721.98000000 PA USD 196789.34000000 0.005878542661 Long DBT USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GL2 135000.00000000 PA USD 122752.57000000 0.003666896893 Long DBT CORP US N 2 2053-04-01 Fixed 5.45000000 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAW1 3043000.00000000 PA USD 2454514.23000000 0.073321891386 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N UNIVERSITY VA UNIV REVS N/A 915217XF5 480000.00000000 PA USD 273218.40000000 0.008161651541 Long DBT MUN US N 2 2050-09-01 Fixed 2.25600000 N N N N N N TENET HEALTHCARE CORPORATION 0W9AIBT6U6ADJ2I8HK17 88033GDR8 20000.00000000 PA USD 17202.49000000 0.000513877282 Long DBT CORP US N 2 2030-01-15 Fixed 4.37500000 N N N N N N ADANI INTERNATIONAL CONTAINER TERMINAL PRIVATE LIMITED 335800J4SLERP6S94P28 00654UAA0 255285.00000000 PA USD 191778.60000000 0.005728860524 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 12572.69000000 PA USD 12655.21000000 0.000378039744 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 591023.30000000 PA USD 542011.38000000 0.016191105779 Long DBT USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38383FF57 2553009.83000000 PA USD 2078365.22000000 0.062085469727 Long DBT USGA US N 2 2049-10-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMTA2 3298910.94000000 PA USD 2572996.84000000 0.076861234917 Long DBT USGA US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCMJ4 679677.27000000 PA USD 556982.62000000 0.016638330578 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 616434.67000000 PA USD 531971.84000000 0.015891202013 Long ABS-MBS US Y 2 2070-07-15 Fixed 2.23000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ALWU1 348396.00000000 PA USD 313693.11000000 0.009370722670 Long DBT USGA US N 2 2044-06-25 Fixed 2.50000000 N N N N N N VIATRIS INC. 254900ZZTSW7NL773X71 92556VAF3 505000.00000000 PA USD 305289.37000000 0.009119683950 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WXV79 150338.18000000 PA USD 137643.97000000 0.004111736691 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M3BL3 382431.31000000 PA USD 291471.12000000 0.008706901570 Long DBT USGA US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMCQ5 590742.36000000 PA USD 491001.48000000 0.014667324697 Long DBT USGA US N 2 2051-10-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKHM5 284116.90000000 PA USD 261020.98000000 0.007797287019 Long DBT USGA US N 2 2052-11-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 36200RWZ1 6863.76000000 PA USD 6908.81000000 0.000206381780 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 759812.11000000 PA USD 546790.28000000 0.016333862330 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 75805.41000000 PA USD 69317.28000000 0.002070663927 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 84523.14000000 PA USD 71778.87000000 0.002144197188 Long DBT USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179UEB4 419765.56000000 PA USD 403845.33000000 0.012063773377 Long DBT USGA US N 2 2048-10-20 Fixed 5.00000000 N N N N N N QUANTA SERVICES, INC. SHVRXXEACT60MMH07S24 74762EAG7 537000.00000000 PA USD 507938.74000000 0.015173278960 Long DBT CORP US N 2 2024-10-01 Fixed 0.95000000 N N N N N N Government National Mortgage Association 2 N/A 36179WR26 1854801.45000000 PA USD 1517523.82000000 0.045331868662 Long DBT USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 92564RAL9 630000.00000000 PA USD 544391.43000000 0.016262203255 Long DBT CORP US N 2 2029-02-15 Fixed 3.87500000 N N N N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523AG5 290000.00000000 PA USD 280777.15000000 0.008387448499 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QS3Y5 2397793.87000000 PA USD 2318213.54000000 0.069250281506 Long DBT USGA US N 2 2053-09-01 Fixed 5.50000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AC2 920000.00000000 PA USD 812479.09000000 0.024270587989 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 36179WVV7 606030.14000000 PA USD 513759.11000000 0.015347146576 Long DBT USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179VFR6 1339363.66000000 PA USD 1227993.12000000 0.036682931826 Long DBT USGA US N 2 2050-02-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179SB89 97605.46000000 PA USD 87025.12000000 0.002599637157 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 77570.37000000 0.002317202391 Long DBT CORP US N 2 2025-07-17 Fixed 4.50000000 N N N N N N United States of America N/A N/A 235.00000000 NC USD 26738593.75000000 0.798742269566 N/A DIR US N 1 US LONG BOND(CBT) DEC23 N/A Long U.S. Treasury Futures US Long Bond (CBT) Dec 2023 2023-12-22 27854543.11000000 USD -1115949.36000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HA4B9 200000.00000000 PA USD 191170.06000000 0.005710682058 Long DBT USGA US N 2 2030-03-25 Fixed 4.41200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AK2Q2 513503.43000000 PA USD 369469.57000000 0.011036891679 Long DBT USGA US N 2 2051-05-01 Fixed 1.50000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61691KAA9 34655.30000000 PA USD 34326.85000000 0.001025420645 Long ABS-MBS US N 2 2034-11-15 Floating 6.35500080 N N N N N N JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46645UAS6 206000.00000000 PA USD 191020.42000000 0.005706211973 Long ABS-MBS US N 2 2049-12-15 Fixed 3.39280000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST N/A 362548AE9 417000.00000000 PA USD 411140.36000000 0.012281692422 Long ABS-MBS US N 2 2027-05-20 Fixed 5.09000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFKP5 834107.80000000 PA USD 699081.55000000 0.020883147000 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XH5J2 7981823.99000000 PA USD 6824493.75000000 0.203863063161 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 462597.37000000 PA USD 427279.31000000 0.012763799360 Long ABS-MBS US Y 2 2061-04-25 Fixed 1.75000000 N N N N N N Government National Mortgage Association N/A 36200RYS5 7745.43000000 PA USD 7796.27000000 0.000232892217 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 681097.65000000 PA USD 586235.87000000 0.017512191317 Long ABS-MBS US Y 2 2055-07-26 Fixed 2.32000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MRBS5 263346.25000000 PA USD 248585.06000000 0.007425797963 Long DBT USGA US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H4AC5 22321.24000000 PA USD 19676.92000000 0.000587794103 Long DBT USGA US N 2 2043-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MEZ46 587983.90000000 PA USD 531615.51000000 0.015880557630 Long DBT USGA US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMHA6 574882.52000000 PA USD 485881.57000000 0.014514381406 Long DBT USGA US N 2 2047-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H35A7 17548.05000000 PA USD 15469.07000000 0.000462096107 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 371032.41000000 0.011083577244 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 1008033.62000000 0.030112244083 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 315857.46000000 0.009435376700 Long DBT NUSS BM N 2 2032-07-15 Fixed 5.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 65000.00000000 PA USD 54615.13000000 0.001631477455 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 107288.08000000 PA USD 91703.67000000 0.002739396027 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 541997.24000000 0.016190683385 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 257807.35000000 0.007701288623 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 248189.27000000 0.007413974820 Long DBT CORP US N 2 2024-01-24 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCCC0 149424.83000000 PA USD 126159.78000000 0.003768677962 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 330242.22000000 PA USD 312819.50000000 0.009344625963 Long ABS-MBS US N 2 2068-02-15 Fixed 3.13000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAL7 430000.00000000 PA USD 380406.32000000 0.011363597137 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKKA5 1885426.94000000 PA USD 1456629.14000000 0.043512806846 Long DBT USGA US N 2 2046-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9UF4 13098408.61000000 PA USD 382313.73000000 0.011420575788 Long DBT USGA US N 2 2033-01-25 Floating 0.52671600 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWY73 1471483.70000000 PA USD 1303212.33000000 0.038929899751 Long DBT USGA US N 2 2037-06-01 Fixed 2.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFR0 410000.00000000 PA USD 308958.79000000 0.009229297824 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N N/A N/A N/A 1236432.16000000 PA USD 1200575.63000000 0.035863909390 Long ABS-MBS US N 2 2024-08-09 Floating 0.00000000 N N N N N N VERIZON MASTER TRUST N/A 92348KBG7 1189000.00000000 PA USD 1163548.15000000 0.034757814818 Long ABS-MBS US N 2 2029-01-22 Fixed 4.49000000 N N N N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513CH6 200000.00000000 PA USD 194551.33000000 0.005811688240 Long DBT CORP US N 2 2034-08-24 Fixed 6.13600000 N N N N N N RELIANCE INDUSTRIES LIMITED 5493003UOETFYRONLG31 759470BB2 320000.00000000 PA USD 255336.37000000 0.007627474862 Long DBT NUSS IN N 2 2032-01-12 Fixed 2.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L5GZ3 76979.20000000 PA USD 60141.11000000 0.001796550975 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 873702.42000000 0.026099467324 Long DBT CORP US N 2 2027-07-15 Fixed 4.15000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RHW5 318000.00000000 PA USD 298820.85000000 0.008926454627 Long DBT CORP US N 2 2027-02-15 Fixed 3.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M1RW6 619954.43000000 PA USD 515661.52000000 0.015403975865 Long DBT USGA US N 2 2051-10-01 Fixed 3.00000000 N N N N N N BBCMS TRUST N/A 054975AE7 675000.00000000 PA USD 665148.98000000 0.019869504389 Long ABS-MBS US N 2 2055-12-15 Floating 5.70999960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MNM37 5892684.90000000 PA USD 4880996.70000000 0.145806410701 Long DBT USGA US N 2 2052-05-01 Fixed 3.00000000 N N N N N N OCTANE RECEIVABLES TRUST N/A 67571BAA1 702039.50000000 PA USD 699254.23000000 0.020888305342 Long ABS-MBS US Y 2 2029-05-21 Fixed 5.87000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286MAC2 954202.86000000 PA USD 946485.84000000 0.028273672692 Long ABS-MBS US N 2 2026-10-15 Fixed 2.98000000 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 913017BT5 320000.00000000 PA USD 261777.92000000 0.007819898529 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N ESSEX PORTFOLIO, L.P. 5493003GN3O58H286O74 29717PAZ0 268000.00000000 PA USD 207793.31000000 0.006207256132 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 176208.53000000 0.005263747319 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 1149716.35000000 0.034344627669 Long DBT CORP US N 2 2032-01-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABZ63 999944.06000000 PA USD 865963.96000000 0.025868302022 Long DBT USGA US N 2 2043-01-25 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300MG31 147056.08000000 PA USD 147508.57000000 0.004406414603 Long DBT USGA US N 2 2044-01-01 Floating 6.01599960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L05D5 143866.33000000 PA USD 111167.15000000 0.003320814195 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 493815.09000000 0.014751373592 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 131365.91000000 PA USD 117065.31000000 0.003497005574 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 1382.15000000 PA USD 1202.92000000 0.000035933941 Long DBT USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNRA3 958987.81000000 PA USD 894964.23000000 0.026734605676 Long DBT USGA US N 2 2052-07-01 Fixed 4.50000000 N N N N N N TOYOTA LEASE OWNER TRUST N/A 89239MAC1 1130000.00000000 PA USD 1115878.84000000 0.033333824716 Long ABS-MBS US Y 2 2026-04-20 Fixed 4.93000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZ45 91454.96000000 PA USD 83123.45000000 0.002483085450 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 32703.06000000 0.000976914366 Long DBT NUSS AU N 2 2042-02-24 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AHB63 163883.30000000 PA USD 126400.67000000 0.003775873891 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJH4 185000.00000000 PA USD 183461.08000000 0.005480397390 Long DBT CORP US N 2 2026-10-21 Fixed 5.72700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288JZK5 92949.01000000 PA USD 90108.35000000 0.002691740211 Long DBT USGA US N 2 2033-05-01 Fixed 5.00000000 N N N N N N PUBLIC SERVICE COMPANY OF OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BP4 271000.00000000 PA USD 163507.22000000 0.004884330463 Long DBT CORP US N 2 2051-08-15 Fixed 3.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCQ68 247935.92000000 PA USD 210245.24000000 0.006280500827 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 008513AC7 128000.00000000 PA USD 93467.86000000 0.002792096372 Long DBT CORP US N 2 2033-06-15 Fixed 2.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CCH5 931179.80000000 PA USD 787039.30000000 0.023510643925 Long DBT USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAP2 371000.00000000 PA USD 287679.54000000 0.008593638500 Long DBT CORP US N 2 2030-10-15 Fixed 2.20000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2G8 690000.00000000 PA USD 686570.62000000 0.020509417225 Long DBT NUSS FR N 2 2025-01-10 Fixed 4.70500000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAU2 850000.00000000 PA USD 790601.35000000 0.023617050415 Long DBT CORP US N 2 2033-05-15 Fixed 5.12500000 N N N N N N Government National Mortgage Association N/A 3622A3CG3 92563.58000000 PA USD 83461.87000000 0.002493194821 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 16649.11000000 0.000497346570 Long DBT CORP US N 2 2030-10-30 Fixed 2.87900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFLU3 0.01000000 PA USD 0.01000000 0.000000000298 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111GE7 841000.00000000 PA USD 811928.83000000 0.024254150478 Long DBT CORP US N 2 2033-03-01 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31287UYW6 12755.51000000 PA USD 12729.25000000 0.000380251487 Long DBT USGA US N 2 2032-07-01 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128HXT88 284399.65000000 PA USD 275550.40000000 0.008231313655 Long DBT USGA US N 2 2042-08-15 Floating 5.92776000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BT0 501000.00000000 PA USD 457794.81000000 0.013675366361 Long DBT CORP US N 2 2033-07-15 Fixed 4.90000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EW6 151000.00000000 PA USD 138327.48000000 0.004132154680 Long DBT CORP US N 2 2053-05-10 Fixed 4.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBUL8 3351505.22000000 PA USD 2570716.08000000 0.076793103457 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EKJ55 44209.22000000 PA USD 44722.77000000 0.001335970288 Long DBT USGA US N 2 2043-01-01 Floating 6.57100080 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DT4 865000.00000000 PA USD 809573.17000000 0.024183781586 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DW6 570000.00000000 PA USD 547313.07000000 0.016349479250 Long DBT NUSS GB N 2 2044-03-09 Fixed 6.33200000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34528PAK2 1860000.00000000 PA USD 1727564.47000000 0.051606257924 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 247011.68000000 0.007378797544 Long DBT CORP US N 2 2036-11-30 Fixed 4.75000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAC5 90000.00000000 PA USD 98209.62000000 0.002933743468 Long DBT CORP US N 2 2033-03-15 Fixed 7.05000000 N N N N N N Government National Mortgage Association N/A 36290S4Z1 32541.97000000 PA USD 32846.22000000 0.000981190879 Long DBT USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CB45 788165.35000000 PA USD 667311.03000000 0.019934089712 Long DBT USGA US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5W33 480552.92000000 PA USD 406113.64000000 0.012131532927 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 121988.80000000 PA USD 112405.74000000 0.003357813680 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 2423.98000000 PA USD 2522.37000000 0.000075348896 Long DBT USGA US N 2 2032-04-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 38382JZK5 230226.81000000 PA USD 31374.83000000 0.000937237132 Long DBT USGA US N 2 2050-09-20 Fixed 2.50000000 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863AT7 200000.00000000 PA USD 186733.01000000 0.005578137339 Long DBT NUSS ZA N 2 2027-09-11 Fixed 4.00000000 N N N N N N Bundesrepublik Deutschland N/A N/A 37.00000000 NC 4534361.73000000 0.135451640169 N/A DIR DE N 1 EURO-BOBL FUTURE DEC23 N/A Long Germany Govt. Bond Futures Euro-BOBL Future Dec 2023 2023-12-10 4719448.77000000 EUR -185087.04000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQJM9 602820.37000000 PA USD 460378.23000000 0.013752538960 Long DBT USGA US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGWP0 86742.19000000 PA USD 69855.66000000 0.002086746555 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 624788.92000000 PA USD 492475.25000000 0.014711349540 Long ABS-MBS US N 2 2047-01-25 Floating 5.32567080 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBW2 120000.00000000 PA USD 92568.72000000 0.002765237027 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N N COMMSCOPE, INC. 549300Z6K4JXMFE8QY54 203372AX5 140000.00000000 PA USD 102976.23000000 0.003076132889 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535CAB2 1230000.00000000 PA USD 1213606.93000000 0.036253183794 Long ABS-MBS US Y 2 2036-02-15 Fixed 5.92000000 N N N N N N Government National Mortgage Association 2 N/A 3620AHMN0 605.02000000 PA USD 571.98000000 0.000017086336 Long DBT USGA US N 2 2060-07-20 Floating 5.50500120 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBT6 558000.00000000 PA USD 436549.73000000 0.013040727772 Long DBT CORP US N 2 2052-03-14 Fixed 4.95000000 N N N N N N KINDER MORGAN ENERGY PARTNERS, L.P. 549300PDHUGWPWGOT525 494550BW5 20000.00000000 PA USD 16845.76000000 0.000503220950 Long DBT CORP US N 2 2044-09-01 Fixed 5.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXKV3 683546.04000000 PA USD 584584.04000000 0.017462847419 Long DBT USGA US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MJ7M5 15912.78000000 PA USD 14574.03000000 0.000435359237 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 553610.59000000 0.016537600415 Long DBT NUSS IE N 2 2024-02-15 Fixed 3.15000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFP1 6075000.00000000 PA USD 5979840.84000000 0.178631370402 Long SN UST US N 2 2025-10-15 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKW4 277043.47000000 PA USD 232767.46000000 0.006953290476 Long DBT USGA US N 2 2049-11-01 Fixed 3.00000000 N N N N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 008513AB9 564000.00000000 PA USD 466520.10000000 0.013936010508 Long DBT CORP US N 2 2028-06-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XA5B4 46751.66000000 PA USD 42591.66000000 0.001272309213 Long DBT USGA US N 2 2047-02-01 Fixed 4.00000000 N N N N N N SABINE PASS LIQUEFACTION, LLC 549300KJYBG7C6WJYZ11 785592AJ5 252000.00000000 PA USD 251467.71000000 0.007511909238 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAR2 779000.00000000 PA USD 657594.07000000 0.019643822140 Long DBT NUSS IE N 2 2027-11-18 Fixed 2.52800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XU6Q5 1045819.40000000 PA USD 887528.93000000 0.026512496449 Long DBT USGA US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XGT63 100000.00000000 PA USD 94841.28000000 0.002833123534 Long DBT USGA US N 2 2030-02-01 Fixed 4.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGG45 343552.38000000 PA USD 295953.17000000 0.008840790540 Long DBT USGA US N 2 2052-03-01 Fixed 3.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DZ9 1535000.00000000 PA USD 1516273.87000000 0.045294529829 Long DBT NUSS GB N 2 2027-08-14 Fixed 5.88700000 N N N N N N EYECARE PARTNERS, LLC N/A 30233PAB6 202890.42000000 PA USD 141617.51000000 0.004230435317 Long LON US N 2 2027-02-18 Floating 9.25347960 N N N N N N Government National Mortgage Association N/A 36200NM40 11376.89000000 PA USD 11454.72000000 0.000342178393 Long DBT USGA US N 2 2034-07-15 Fixed 6.50000000 N N N N N N BPR TRUST N/A 05592AAA8 415000.00000000 PA USD 399370.10000000 0.011930088136 Long ABS-MBS US Y 2 2038-09-15 Floating 6.49748160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL52 3756833.47000000 PA USD 3021880.27000000 0.090270398203 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 927379.53000000 0.027702924000 Long DBT CORP US N 2 2029-01-24 Fixed 4.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138M3XW9 28237.09000000 PA USD 25862.77000000 0.000772579433 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 156854.56000000 0.004685600462 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 205410.62000000 0.006136079793 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGV97 171455.31000000 PA USD 146593.66000000 0.004379084172 Long DBT USGA US N 2 2048-11-01 Fixed 3.00000000 N N N N N N SG COMMERCIAL MORTGAGE SECURITIES TRUST N/A 78419CAC8 460000.00000000 PA USD 425754.75000000 0.012718257305 Long ABS-MBS US N 2 2048-10-10 Fixed 2.77900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LGX98 98426.34000000 PA USD 90777.34000000 0.002711724455 Long DBT USGA US N 2 2032-07-01 Fixed 4.06000000 N N N N N N Government National Mortgage Association 2 N/A 3622AANA8 47823.71000000 PA USD 42305.34000000 0.001263756187 Long DBT USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EDM9 954872.19000000 PA USD 784763.92000000 0.023442673178 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 1344037.36000000 0.040149435731 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XAV6 221000.00000000 PA USD 199959.66000000 0.005973247289 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 1710390.13000000 0.051093221545 Long DBT CORP US N 2 2028-06-01 Fixed 4.45000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 2785000.00000000 PA USD 2363834.50000000 0.070613082762 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 500283.01000000 PA USD 478439.45000000 0.014292068450 Long ABS-MBS US N 2 2059-12-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCP6 6079184.64000000 PA USD 4836022.93000000 0.144462942475 Long DBT USGA US N 2 2051-11-01 Fixed 2.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KR1 100000.00000000 PA USD 78247.48000000 0.002337429198 Long DBT CORP US N 2 2046-05-18 Fixed 4.75000000 N N N N N N Government National Mortgage Association 2 N/A 36179R7J2 206318.17000000 PA USD 183587.33000000 0.005484168763 Long DBT USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCN3 330000.00000000 PA USD 308610.44000000 0.009218891822 Long DBT CORP US N 2 2030-05-06 Fixed 4.65000000 N N N N N N MADISON PARK FUNDING, LTD. N/A 55820YAC1 1550000.00000000 PA USD 1525396.85000000 0.045567053875 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 6.93775080 N N N N N N BRK : CITIGROUP CAPITAL MARKETS N/A N/A 7015000.00000000 NC USD 370017.20000000 0.011053250626 N/A DIR XX N 2 BRK : CITIGROUP CAPITAL MARKETS N/A Y 2029-04-30 25787.28000000 USD 0.00000000 USD -7015000.00000000 USD 344229.92000000 N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457BD1 841000.00000000 PA USD 901845.79000000 0.026940173437 Long DBT CORP US N 2 2031-06-15 Fixed 7.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJC57 5707.42000000 PA USD 5388.99000000 0.000160981319 Long DBT USGA US N 2 2035-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FTXX0 1021699.37000000 PA USD 791866.46000000 0.023654842112 Long DBT USGA US N 2 2050-06-25 Fixed 1.50000000 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST N/A 41161PEC3 352204.16000000 PA USD 334666.22000000 0.009997236900 Long ABS-MBS US N 2 2034-05-19 Floating 4.27806000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CW7 530000.00000000 PA USD 493274.05000000 0.014735211503 Long DBT CORP US N 2 2029-05-03 Fixed 4.05000000 N N N N N N Government National Mortgage Association N/A 36201MQM7 5056.95000000 PA USD 5071.12000000 0.000151485823 Long DBT USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WVRU7 46799.89000000 PA USD 42848.42000000 0.001279979214 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903BH5 469000.00000000 PA USD 353890.64000000 0.010571513805 Long DBT CORP US N 2 2033-10-15 Fixed 2.75000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BE1 355000.00000000 PA USD 312724.90000000 0.009341800047 Long DBT NUSS NL N 2 2035-05-11 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9DR2 561855.58000000 PA USD 454734.95000000 0.013583961423 Long DBT USGA US N 2 2040-12-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MM5C8 775965.47000000 PA USD 742645.30000000 0.022184494740 Long DBT USGA US N 2 2052-09-01 Floating 4.13600040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3ZF7 92300.58000000 PA USD 74140.49000000 0.002214744118 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 694.24000000 PA USD 688.80000000 0.000020576013 Long DBT USGA US N 2 2031-03-15 Fixed 6.00000000 N N N N N N PLAINS ALL AMERICAN PIPELINE, L.P. 5521FA2ITF25TVH63740 72650RBM3 495000.00000000 PA USD 425515.68000000 0.012711115743 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. 5493004T21MOAFINJP35 88167AAR2 200000.00000000 PA USD 206910.40000000 0.006180881613 Long DBT NUSS IL N 2 2031-09-15 Fixed 8.12500000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCD3 900000.00000000 PA USD 879883.04000000 0.026284096422 Long DBT CORP US N 2 2033-01-31 Fixed 5.35000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DQ0 110000.00000000 PA USD 83889.56000000 0.002505970888 Long DBT CORP US N 2 2031-02-28 Fixed 1.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGX46 684516.82000000 PA USD 521497.13000000 0.015578298734 Long DBT USGA US N 2 2052-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300MGF4 62005.62000000 PA USD 62373.95000000 0.001863250956 Long DBT USGA US N 2 2043-11-01 Floating 5.40699840 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JN8 1285000.00000000 PA USD 957798.46000000 0.028611606237 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 1641614.36000000 0.049038733746 Long DBT NUSS GB N 2 2026-03-08 Fixed 4.30000000 N N N N N N Government National Mortgage Association N/A 38375BXY3 5793.83000000 PA USD 5691.72000000 0.000170024549 Long DBT USGA US N 2 2061-12-20 Floating 4.70000160 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST N/A 65480WAE1 313000.00000000 PA USD 307980.67000000 0.009200079167 Long ABS-MBS US N 2 2030-06-17 Fixed 4.85000000 N N N N N N United States of America N/A N/A -384.00000000 NC USD -42840000.00000000 -1.27972769054 N/A DIR US N 1 US 10YR ULTRA FUT DEC23 N/A Short U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Dec 2023 2023-12-22 -44089068.31000000 USD 1249068.31000000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLH0 625000.00000000 PA USD 581569.35000000 0.017372791810 Long DBT CORP US N 2 2034-04-25 Fixed 5.28800000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAM5 950000.00000000 PA USD 918153.33000000 0.027427316539 Long DBT NUSS NO N 2 2033-06-13 Fixed 6.00000000 N N N N N N Cboe Global Markets, Inc. 529900RLNSGA90UPEH54 12503MAD0 1330000.00000000 PA USD 1088303.81000000 0.032510096204 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 25246.07000000 0.000754157209 Long ABS-MBS US N 2 2046-10-10 Floating 5.11177320 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNW73 265898.94000000 PA USD 229024.91000000 0.006841492043 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36200MW25 2596.37000000 PA USD 2571.55000000 0.000076818014 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BXRT1 320000.00000000 PA USD 297915.78000000 0.008899418140 Long DBT USGA US N 2 2027-03-25 Fixed 3.29100000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFU3 150000.00000000 PA USD 86714.41000000 0.002590355547 Long DBT CORP US N 2 2050-11-20 Fixed 2.87500000 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 605417BZ6 200000.00000000 PA USD 154550.98000000 0.004616787318 Long DBT CORP US N 2 2042-03-15 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WPJV7 45322.95000000 PA USD 45434.63000000 0.001357235156 Long DBT USGA US N 2 2043-06-01 Floating 6.73899840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKV31 5417471.48000000 PA USD 4976693.16000000 0.148665080397 Long DBT USGA US N 2 2052-12-01 Fixed 4.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBP5 485000.00000000 PA USD 428379.08000000 0.012796651977 Long DBT CORP US N 2 2035-08-15 Fixed 4.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEHR0 370471.83000000 PA USD 327150.52000000 0.009772725943 Long DBT USGA US N 2 2043-11-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AJ3U8 430825.50000000 PA USD 372659.58000000 0.011132184492 Long DBT USGA US N 2 2044-05-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617Y5ME6 382264.08000000 PA USD 326670.04000000 0.009758372919 Long DBT USGA US N 2 2047-03-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BAHX5 355111.49000000 PA USD 340590.34000000 0.010174203763 Long DBT USGA US N 2 2050-06-25 Floating 5.87943000 N N N N N N Government National Mortgage Association N/A 38375BKX9 95478.69000000 PA USD 95039.95000000 0.002839058256 Long DBT USGA US N 2 2061-02-20 Floating 5.93161920 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLH0 1677000.00000000 PA USD 1560466.88000000 0.046614674988 Long DBT CORP US N 2 2034-04-25 Fixed 5.28800000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 240000.00000000 PA USD 213480.39000000 0.006377142074 Long DBT CORP US N 2 2045-12-15 Fixed 6.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AUZ28 331137.52000000 PA USD 319891.82000000 0.009555892157 Long DBT USGA US N 2 2042-10-15 Floating 5.82775920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EBS8 5890324.73000000 PA USD 4684550.11000000 0.139938106758 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCR0 2941000.00000000 PA USD 2480894.34000000 0.074109924935 Long SN UST US N 2 2028-07-31 Fixed 1.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AP3 360000.00000000 PA USD 340147.52000000 0.010160975728 Long DBT NUSS CH N 2 2028-05-12 Fixed 4.75100000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDD3 1000000.00000000 PA USD 923705.98000000 0.027593186753 Long DBT CORP US N 2 2026-08-15 Fixed 2.62500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDF6 345000.00000000 PA USD 204202.33000000 0.006099985438 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 2290286.73000000 0.068416044530 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8Z75 239232.61000000 PA USD 182862.69000000 0.005462522127 Long DBT USGA US N 2 2051-01-01 Fixed 2.00000000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAF1 670000.00000000 PA USD 632066.72000000 0.018881262461 Long DBT CORP US N 2 2028-04-11 Fixed 3.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DY71 1384216.16000000 PA USD 1115071.48000000 0.033309707047 Long DBT USGA US N 2 2041-05-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBBW1 526650.65000000 PA USD 33181.94000000 0.000991219594 Long DBT USGA US N 2 2034-09-25 Floating 1.54024920 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAX3 280000.00000000 PA USD 255127.86000000 0.007621246196 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 1529704.88000000 0.045695744474 Long ABS-MBS US N 2 2055-08-15 Fixed 4.39900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MKAF9 165837.40000000 PA USD 148659.97000000 0.004440809525 Long DBT USGA US N 2 2052-04-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A65W0 8933.15000000 PA USD 7818.94000000 0.000233569421 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 186645.82000000 0.005575532777 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 266120.40000000 PA USD 243315.40000000 0.007268381300 Long ABS-MBS US Y 2 2060-11-25 Floating 1.12500000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XCF5 880000.00000000 PA USD 859153.52000000 0.025664858776 Long DBT CORP US N 2 2033-11-15 Fixed 5.90000000 N N N N N N BANQUE DE MONTREAL NQQ6HPCNCCU6TUTQYE16 06368LWU6 1465000.00000000 PA USD 1449433.28000000 0.043297850233 Long DBT NUSS CA N 2 2028-09-25 Fixed 5.71700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFUJ8 87877.65000000 PA USD 67661.93000000 0.002021214879 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N BANQUE CANADIENNE IMPERIALE DE COMMERCE 2IGI19DL77OX0HC3ZE78 13607LWW9 2055000.00000000 PA USD 2041361.93000000 0.060980097765 Long DBT NUSS CA N 2 2033-10-03 Fixed 6.09200000 N N N N N N Government National Mortgage Association 2 N/A 3622ABCA8 587097.40000000 PA USD 474497.96000000 0.014174327229 Long DBT USGA US N 2 2051-06-20 Fixed 2.50000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAR1 1039000.00000000 PA USD 812401.10000000 0.024268258251 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F6P92 141353.37000000 PA USD 24281.47000000 0.000725342425 Long DBT USGA US N 2 2050-11-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179UQ70 219519.84000000 PA USD 210695.41000000 0.006293948423 Long DBT USGA US N 2 2049-04-20 Fixed 5.00000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBV2 431000.00000000 PA USD 371490.47000000 0.011097260533 Long DBT CORP US N 2 2037-05-15 Fixed 4.92600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L7PC0 147380.00000000 PA USD 114058.60000000 0.003407188346 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVS5 1506809.14000000 PA USD 1207995.07000000 0.036085544844 Long DBT USGA US N 2 2041-09-01 Fixed 2.00000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DA3 481000.00000000 PA USD 407943.09000000 0.012186182736 Long DBT CORP US N 2 2054-05-15 Fixed 5.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NA5 375000.00000000 PA USD 331475.16000000 0.009901912721 Long DBT CORP US N 2 2027-06-09 Fixed 1.46200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FFZS9 1018983.98000000 PA USD 117194.37000000 0.003500860888 Long DBT USGA US N 2 2051-03-25 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYUH0 1410539.53000000 PA USD 1095723.89000000 0.032731750775 Long DBT USGA US N 2 2040-11-01 Fixed 1.50000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CQ5 1620000.00000000 PA USD 1602279.37000000 0.047863708631 Long DBT NUSS JP N 2 2025-09-12 Fixed 5.06300000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BQ7 250000.00000000 PA USD 248005.16000000 0.007408475038 Long DBT CORP US N 2 2026-06-12 Fixed 5.81200000 N N N N N N Government National Mortgage Association N/A 36290VUM4 7364.99000000 PA USD 7294.37000000 0.000217899329 Long DBT USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRDB6 553382.50000000 PA USD 559970.67000000 0.016727590389 Long DBT USGA US N 2 2053-01-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AR2T1 1373613.14000000 PA USD 1098675.98000000 0.032819936380 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N SCOTT TRUST N/A 810064AA3 1110000.00000000 PA USD 1076342.80000000 0.032152793783 Long ABS-MBS US Y 2 2040-03-15 Fixed 5.90975000 N N N N N N SLM STUDENT LOAN TRUST N/A 78444YAD7 64758.22000000 PA USD 64820.40000000 0.001936331951 Long ABS-MBS US N 2 2023-07-25 Floating 7.01614080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DVA7 5501862.53000000 PA USD 4211906.46000000 0.125819171962 Long DBT USGA US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. 5493004T21MOAFINJP35 88167AAE1 1580000.00000000 PA USD 1408207.23000000 0.042066334880 Long DBT NUSS IL N 2 2026-10-01 Fixed 3.15000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACCK4 481051.59000000 PA USD 459577.84000000 0.013728629500 Long DBT USGA US N 2 2053-01-20 Fixed 5.00000000 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST N/A 14043KAH8 1911000.00000000 PA USD 1881835.08000000 0.056214669956 Long ABS-MBS US N 2 2028-02-15 Fixed 4.87000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0626A4 1300000.00000000 PA USD 1305890.63000000 0.039009906630 Long DBT USGA US N 2 2053-10-15 Fixed 6.50000000 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAL5 290000.00000000 PA USD 260059.24000000 0.007768557670 Long DBT CORP US N 2 2029-03-24 Fixed 3.37500000 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411BC8 890000.00000000 PA USD 580956.40000000 0.017354481607 Long DBT CORP US N 2 2044-01-15 Fixed 4.25000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HNJ5 720000.00000000 PA USD 683193.66000000 0.020408539792 Long DBT CORP US N 2 2027-10-01 Fixed 4.25000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CN6 506000.00000000 PA USD 479999.15000000 0.014338660216 Long DBT CORP US N 2 2026-06-15 Fixed 3.20000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJN1 200000.00000000 PA USD 188629.98000000 0.005634804124 Long DBT CORP US N 2 2034-06-12 Fixed 5.83600000 N N N N N N Government National Mortgage Association N/A 36201SJ83 23374.65000000 PA USD 23174.70000000 0.000692280702 Long DBT USGA US N 2 2034-05-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJ6W8 81766.83000000 PA USD 63880.51000000 0.001908255311 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 3369333.33000000 0.100649606934 Long DBT CORP US N 2 2051-04-04 Fixed 5.01300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412AM92 43167.12000000 PA USD 42948.28000000 0.001282962259 Long DBT USGA US N 2 2037-05-01 Fixed 6.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCB0 3810000.00000000 PA USD 3400164.66000000 0.101570608492 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJZ3 2720000.00000000 PA USD 2277004.94000000 0.068019287423 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N N Government National Mortgage Association N/A 38380QGQ9 571708.94000000 PA USD 553366.29000000 0.016530302622 Long DBT USGA US N 2 2070-07-20 Floating 5.00022000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXRS3 4518531.94000000 PA USD 3693688.76000000 0.110338837218 Long DBT USGA US N 2 2060-07-01 Fixed 3.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63935CAB7 545013.02000000 PA USD 499904.64000000 0.014933282223 Long ABS-MBS US N 2 2068-08-15 Fixed 2.60000000 N N N N N N CNH EQUIPMENT TRUST N/A 12663JAC5 690000.00000000 PA USD 672070.01000000 0.020076251208 Long ABS-MBS US N 2 2027-08-16 Fixed 3.89000000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AE1 230000.00000000 PA USD 154460.00000000 0.004614069539 Long DBT CORP US N 2 2047-06-01 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JBDR1 192994.21000000 PA USD 177303.46000000 0.005296455354 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KRN1 440000.00000000 PA USD 451251.90000000 0.013479914842 Long DBT USGA US Y 2 2042-02-25 Floating 9.06495120 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448EP9 60000.00000000 PA USD 39215.62000000 0.001171459262 Long DBT CORP US N 2 2049-10-15 Fixed 2.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AVC9 18971.43000000 PA USD 17281.37000000 0.000516233606 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 497203.49000000 PA USD 84542.09000000 0.002525463435 Long DBT USGA US N 2 2050-04-20 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGU9 3545000.00000000 PA USD 3474515.44000000 0.103791634449 Long SN UST US N 2 2025-03-31 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKHN3 471198.41000000 PA USD 433092.23000000 0.012937444427 Long DBT USGA US N 2 2053-01-01 Fixed 4.50000000 N N N N N N BRANDYWINE OPERATING PARTNERSHIP, L.P. IXBXSCONLDQ1ZI73YU71 105340AQ6 17000.00000000 PA USD 14065.23000000 0.000420160231 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 1500000.00000000 PA USD 1410937.05000000 0.042147880777 Long ABS-MBS US N 2 2035-04-25 Fixed 3.82000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHX2 300000.00000000 PA USD 297023.44000000 0.008872761926 Long SN UST US N 2 2028-08-31 Fixed 4.37500000 N N N N N N Government National Mortgage Association N/A 36213RXA0 1162.33000000 PA USD 1152.41000000 0.000034425093 Long DBT USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQ6N7 695871.25000000 PA USD 638387.46000000 0.019070077261 Long DBT USGA US N 2 2046-01-01 Fixed 4.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEE8 141000.00000000 PA USD 99482.78000000 0.002971775637 Long DBT CORP US N 2 2041-05-15 Fixed 3.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGS83 2732979.38000000 PA USD 2302095.83000000 0.068768809055 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 784102.00000000 PA USD 763683.98000000 0.022812967694 Long LON US N 2 2027-04-09 Floating 8.99187120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXK92 2290195.11000000 PA USD 2085518.08000000 0.062299141832 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 923281.55000000 0.027580508069 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 660921.83000000 PA USD 587913.77000000 0.017562313985 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 61392.01000000 PA USD 56208.87000000 0.001679086073 Long DBT USGA US N 2 2049-10-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31287NCG1 14668.89000000 PA USD 14814.55000000 0.000442544114 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 740000.00000000 PA USD 711424.66000000 0.021251863612 Long DBT NUSS US N 2 2024-11-15 Fixed 2.20000000 N N N N N N Government National Mortgage Association N/A 36201XAE8 4167.75000000 PA USD 4195.10000000 0.000125317124 Long DBT USGA US N 2 2034-12-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J7VT9 1253824.19000000 PA USD 1071994.51000000 0.032022900526 Long DBT USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFB2 3389000.00000000 PA USD 3156932.94000000 0.094304726903 Long SN UST US N 1 2027-07-31 Fixed 2.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DSS2 1402062.96000000 PA USD 1138580.67000000 0.034011979722 Long DBT USGA US N 2 2040-09-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179WNF1 4043508.11000000 PA USD 3437855.49000000 0.102696518829 Long DBT USGA US N 2 2051-09-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38382QCY4 1357718.52000000 PA USD 202243.44000000 0.006041468963 Long DBT USGA US N 2 2051-03-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0226A8 5450000.00000000 PA USD 4325289.60000000 0.129206182791 Long DBT USGA US N 2 2053-10-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38375BJK9 627684.53000000 PA USD 623795.08000000 0.018634169867 Long DBT USGA US N 2 2060-12-20 Floating 5.81162040 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBP0 300000.00000000 PA USD 246487.40000000 0.007363136114 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKJ34 468054.81000000 PA USD 361637.93000000 0.010802942879 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 1021328.23000000 0.030509384151 Long ABS-MBS US N 2 2041-12-10 Floating 3.04089480 N N N N N N KYNDRYL HOLDINGS, INC. 549300LQ4LWX2R8ZV130 50155QAJ9 1350000.00000000 PA USD 1178398.13000000 0.035201417307 Long DBT CORP US N 2 2026-10-15 Fixed 2.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BBP29 271309.88000000 PA USD 250853.19000000 0.007493552135 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 1496269.15000000 0.044696943598 Long DBT CORP US N 2 2027-02-01 Floating 6.18351840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CLK8 142789.11000000 PA USD 132032.87000000 0.003944120443 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 1023832.89000000 0.030584204010 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 278013.09000000 PA USD 238042.83000000 0.007110877709 Long DBT USGA US N 2 2052-06-20 Fixed 3.50000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AT3 200000.00000000 PA USD 199523.54000000 0.005960219399 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 1067973.82000000 0.031902793422 Long DBT CORP US N 2 2032-11-08 Fixed 2.54500000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MAS8 460000.00000000 PA USD 456737.17000000 0.013643772263 Long ABS-MBS US Y 2 2025-03-25 Fixed 3.37000000 N N N N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 04316JAE9 155000.00000000 PA USD 141979.05000000 0.004241235335 Long DBT CORP US N 2 2053-03-02 Fixed 5.75000000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 94973VAY3 41000.00000000 PA USD 34388.41000000 0.001027259582 Long DBT CORP US N 2 2042-05-15 Fixed 4.62500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAQ2 465000.00000000 PA USD 381298.92000000 0.011390261118 Long DBT CORP US N 2 2045-05-15 Fixed 5.35000000 N N N N N N KENVUE INC. 5493008HSF8L4M2LIJ82 49177JAJ1 821000.00000000 PA USD 784629.33000000 0.023438652670 Long DBT CORP US N 2 2033-03-22 Fixed 4.90000000 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CQ22 4680038.44000000 PA USD 4219846.05000000 0.126056345472 Long ABS-MBS US N 2 2047-07-01 Fixed 3.93000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSB2 738751.67000000 PA USD 671141.76000000 0.020048522281 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 628964.81000000 0.018788601394 Long ABS-MBS US N 2 2083-07-26 Floating 7.16613840 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST N/A 12531YAU2 2502000.00000000 PA USD 2278317.45000000 0.068058495066 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 910167.04000000 0.027188747995 Long DBT CORP US N 2 2052-05-15 Fixed 5.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BG4M0 297721.17000000 PA USD 250776.32000000 0.007491255855 Long DBT USGA US N 2 2046-01-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179U3S9 586305.88000000 PA USD 486423.07000000 0.014530557236 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 526025.21000000 0.015713562725 Long DBT CORP US N 2 2029-11-15 Fixed 7.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142BAKD3 406246.08000000 PA USD 379905.96000000 0.011348650252 Long DBT USGA US N 2 2052-07-01 Floating 3.91299840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQU53 1304460.14000000 PA USD 940770.93000000 0.028102955405 Long DBT USGA US N 2 2051-02-01 Fixed 1.50000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92537MAA8 154766.89000000 PA USD 148071.12000000 0.004423219244 Long ABS-MBS US N 2 2059-11-25 Floating 2.69200080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AR4L6 86270.25000000 PA USD 66481.48000000 0.001985952167 Long DBT USGA US N 2 2051-09-01 Fixed 2.00000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BJ4 380000.00000000 PA USD 305364.51000000 0.009121928551 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYJ7 2650000.00000000 PA USD 2018209.74000000 0.060288489486 Long DBT CORP US N 2 2032-07-21 Fixed 2.38300000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442UAK0 406000.00000000 PA USD 221690.36000000 0.006622392446 Long DBT CORP US N 2 2050-08-15 Fixed 2.50000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 1610000.00000000 PA USD 1337661.03000000 0.039958960332 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7G72 2100000.00000000 PA USD 1786596.00000000 0.053369663235 Long DBT USGA US N 2 2052-04-25 Fixed 4.00000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03065WAD7 650000.00000000 PA USD 638780.94000000 0.019081831398 Long ABS-MBS US N 2 2028-04-18 Fixed 4.38000000 N N N N N N RATE MORTGAGE TRUST N/A 75410RAG1 878198.84000000 PA USD 691307.59000000 0.020650921232 Long ABS-MBS US Y 2 2052-01-25 Floating 2.99999880 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 502431AQ2 897000.00000000 PA USD 862261.77000000 0.025757709233 Long DBT CORP US N 2 2033-07-31 Fixed 5.40000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08163RBQ8 485000.00000000 PA USD 425378.95000000 0.012707031309 Long ABS-MBS US N 2 2055-05-15 Floating 4.59277560 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJV75 54377.11000000 PA USD 53958.60000000 0.001611865419 Long DBT USGA US N 2 2039-05-15 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6EV9 2229098.61000000 PA USD 1905867.79000000 0.056932581358 Long DBT USGA US N 2 2048-04-01 Fixed 3.00000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBB8 270000.00000000 PA USD 240559.51000000 0.007186056633 Long DBT CORP US N 2 2029-03-15 Fixed 4.05400000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHU8 4350000.00000000 PA USD 4295964.82000000 0.128330185289 Long SN UST US N 2 2026-08-15 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFB2 4880000.00000000 PA USD 4545834.39000000 0.135794354470 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 240501.37000000 0.007184319860 Long DBT CORP US N 2 2031-05-12 Fixed 2.10000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TU2 11325000.00000000 PA USD 10565871.09000000 0.315626466121 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DV66 497114.71000000 PA USD 357680.42000000 0.010684723105 Long DBT USGA US N 2 2051-01-01 Fixed 1.50000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAJ7 268000.00000000 PA USD 243078.52000000 0.007261305159 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N MERCURY FINANCIAL CREDIT CARD MASTER TRUST N/A 58940BAF3 580000.00000000 PA USD 555741.85000000 0.016601265972 Long ABS-MBS US Y 2 2026-09-21 Fixed 3.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJV91 1032594.01000000 PA USD 889189.47000000 0.026562100534 Long DBT USGA US N 2 2052-06-01 Fixed 3.50000000 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TLB9 586000.00000000 PA USD 582693.35000000 0.017406368232 Long DBT CORP US N 2 2028-09-11 Fixed 5.25000000 N N N N N N Government National Mortgage Association 2 N/A 3617FMNZ2 38399.33000000 PA USD 32470.59000000 0.000969969961 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 100753.38000000 0.003009731332 Long DBT CORP US N 2 2025-08-15 Fixed 0.45000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 295000.00000000 PA USD 243148.35000000 0.007263391139 Long DBT NUSS GB N 2 2029-08-17 Fixed 2.20600000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538BAA1 234929.91000000 PA USD 208586.21000000 0.006230941848 Long ABS-MBS US Y 2 2063-10-25 Floating 0.82000080 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBZ3 90000.00000000 PA USD 67215.75000000 0.002007886473 Long DBT CORP US N 2 2047-08-15 Fixed 4.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BG5 200000.00000000 PA USD 187059.24000000 0.005587882567 Long DBT CORP GB N 2 2029-05-18 Fixed 4.89200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KRQ69 159834.98000000 PA USD 128845.18000000 0.003848896933 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 16910.20000000 0.000505145919 Long DBT CORP US N 2 2029-08-01 Fixed 4.12500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCX5 460000.00000000 PA USD 447143.12000000 0.013357176290 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBE2 688000.00000000 PA USD 511211.84000000 0.015271053860 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396NRF5 242026.06000000 PA USD 245670.32000000 0.007338728087 Long DBT USGA US N 2 2036-05-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H2H31 355483.93000000 PA USD 276363.27000000 0.008255595921 Long DBT USGA US N 2 2049-06-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36290SNJ6 15731.75000000 PA USD 15789.45000000 0.000471666582 Long DBT USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N DUKE ENERGY OHIO, INC. L6KC0HABGHNFU1Z6QY21 26442EAJ9 845000.00000000 PA USD 815772.19000000 0.024368960334 Long DBT CORP US N 2 2033-04-01 Fixed 5.25000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AJ2 35000.00000000 PA USD 26743.39000000 0.000798885544 Long DBT CORP US N 2 2042-02-15 Fixed 4.48700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B7FK9 703885.16000000 PA USD 562334.33000000 0.016798198259 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 549039.28000000 0.016401045047 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 666736.02000000 0.019916912863 Long ABS-MBS US N 2 2026-01-25 Floating 7.57582920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKM31 283532.63000000 PA USD 260579.69000000 0.007784104689 Long DBT USGA US N 2 2052-11-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QRD4 429905.10000000 PA USD 429849.28000000 0.012840570176 Long DBT USGA US N 2 2047-09-01 Floating 5.55099840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LGU42 100000.00000000 PA USD 88379.47000000 0.002640094655 Long DBT USGA US N 2 2032-07-01 Fixed 3.56000000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862121AA8 298000.00000000 PA USD 262140.21000000 0.007830720951 Long DBT CORP US N 2 2028-03-15 Fixed 4.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBT8 203000.00000000 PA USD 197472.00000000 0.005898935259 Long DBT NUSS MX N 2 2025-04-15 Fixed 2.37800000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEY7 1028000.00000000 PA USD 1033858.73000000 0.030883698527 Long DBT CORP US N 2 2033-10-18 Fixed 6.34200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNYY2 3789322.47000000 PA USD 3263844.09000000 0.097498404752 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGU8 700000.00000000 PA USD 546345.96000000 0.016320589487 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535CAA4 1357000.00000000 PA USD 1336446.20000000 0.039922670613 Long ABS-MBS US Y 2 2036-02-15 Fixed 5.28000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2A0 515000.00000000 PA USD 471478.83000000 0.014084138988 Long DBT CORP US N 2 2028-05-22 Fixed 3.58400000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAL4 500000.00000000 PA USD 462077.25000000 0.013803292530 Long DBT CORP US N 2 2172-05-15 Fixed 6.75000000 N N N N N N CAMERON LNG, LLC 549300C39FLHGVD73K22 133434AB6 660000.00000000 PA USD 525371.54000000 0.015694036124 Long DBT CORP US N 2 2035-01-15 Fixed 3.30200000 N N N N N N Government National Mortgage Association N/A 36200E7K1 7206.96000000 PA USD 7254.26000000 0.000216701153 Long DBT USGA US N 2 2035-09-15 Fixed 6.50000000 N N N N N N TAKE-TWO INTERACTIVE SOFTWARE, INC. BOMSTHHJK882EWYX3334 874054AH2 1265000.00000000 PA USD 1103363.49000000 0.032959962906 Long DBT CORP US N 2 2032-04-14 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QEAB8 106245.10000000 PA USD 81701.29000000 0.002440602314 Long DBT USGA US N 2 2050-07-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LH6Y5 57789.76000000 PA USD 52552.50000000 0.001569862032 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 201981.80000000 0.006033653185 Long DBT CORP US N 2 2044-09-15 Fixed 4.90000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89173UAA5 500490.80000000 PA USD 472074.38000000 0.014101929413 Long ABS-MBS US N 2 2057-06-25 Floating 2.75000040 N N N N N N BRK : CITIGROUP GLOBAL MARKETS N/A N/A 46200000.00000000 NC USD -648978.11000000 -0.01938644392 N/A DIR XX N 2 BRK : CITIGROUP GLOBAL MARKETS N/A Y 2028-02-29 0.00000000 USD -8351.64000000 USD -46200000.00000000 USD -640626.47000000 N N N Government National Mortgage Association N/A 36210BD85 541.38000000 PA USD 545.26000000 0.000016288149 Long DBT USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KL0 299000.00000000 PA USD 292040.26000000 0.008723903069 Long DBT CORP US N 2 2029-01-15 Fixed 6.10000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAW2 533000.00000000 PA USD 427862.11000000 0.012781208914 Long DBT CORP US N 2 2046-03-01 Fixed 4.11400000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14319BAC6 440000.00000000 PA USD 436631.32000000 0.013043165050 Long ABS-MBS US N 2 2028-05-15 Fixed 5.28000000 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 502431AP4 1046000.00000000 PA USD 1036895.84000000 0.030974423871 Long DBT CORP US N 2 2027-01-15 Fixed 5.40000000 N N N N N N Government National Mortgage Association 2 N/A 36179S5L7 872205.52000000 PA USD 777434.99000000 0.023223741463 Long DBT USGA US N 2 2047-05-20 Fixed 3.50000000 N N N N N N RCKT MORTGAGE TRUST N/A 74938DAA1 466702.54000000 PA USD 352159.74000000 0.010519807907 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 690043.00000000 0.020613145069 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 9030.54000000 PA USD 9089.81000000 0.000271533182 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 519496.64000000 PA USD 444659.76000000 0.013282992711 Long DBT USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFLM1 352886.80000000 PA USD 292899.81000000 0.008749579771 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 184675.55000000 0.005516676356 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 88066.80000000 0.002630754495 Long DBT CORP US N 2 2046-04-15 Fixed 4.40000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAF9 690000.00000000 PA USD 583886.78000000 0.017442018686 Long DBT CORP US N 2 2045-12-14 Fixed 4.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEUB0 906356.01000000 PA USD 774756.57000000 0.023143731000 Long DBT USGA US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283BCC0 105206.67000000 PA USD 4013.75000000 0.000119899790 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 664774.23000000 0.019858309759 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B9LQ8 605546.80000000 PA USD 95116.20000000 0.002841336016 Long DBT USGA US N 2 2047-01-25 Fixed 3.50000000 N N N N N N United States of America N/A N/A 1426.00000000 NC USD 289065796.88000000 8.635049128341 N/A DIR US N 1 US 2YR NOTE (CBT) DEC23 N/A Long U.S. Treasury Futures US 2-YEAR NOTE (Globex) Dec 2023 2024-01-01 290034556.92000000 USD -968760.04000000 N N N CREDIT SUISSE AG (NEW YORK BRANCH) 549300D0YARF5HYP1809 22550L2M2 1240000.00000000 PA USD 1297072.10000000 0.038746477194 Long DBT NUSS CH N 2 2028-02-15 Fixed 7.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC N/A 16117LBW8 615997.35000000 PA USD 616126.71000000 0.018405098311 Long LON US N 2 2025-04-30 Floating 7.11559080 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CE2 980000.00000000 PA USD 605609.22000000 0.018090917098 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 294634.69000000 PA USD 9278.55000000 0.000277171273 Long DBT USGA US N 2 2037-12-16 Floating 1.08495000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMM1 290000.00000000 PA USD 213001.59000000 0.006362839235 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BAUR0 87998.48000000 PA USD 76614.33000000 0.002288643314 Long DBT USGA US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC68 5925609.11000000 PA USD 4514492.91000000 0.134858113578 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 28048.78000000 0.000837880496 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAY2 1480000.00000000 PA USD 1473427.85000000 0.044014622307 Long DBT CORP US N 2 2024-12-05 Fixed 4.02300000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBF2 697000.00000000 PA USD 679756.90000000 0.020305875998 Long DBT CORP US N 2 2029-03-09 Fixed 6.49900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQ3M6 374505.11000000 PA USD 377196.47000000 0.011267711658 Long DBT USGA US N 2 2053-04-01 Fixed 6.50000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80287FAC6 363000.00000000 PA USD 361609.82000000 0.010802103170 Long ABS-MBS US N 2 2027-04-15 Fixed 5.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D2K7 2866430.24000000 PA USD 2064607.12000000 0.061674484163 Long DBT USGA US N 2 2051-07-01 Fixed 1.50000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449XAA0 117861.40000000 PA USD 104843.89000000 0.003131924118 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 737290.82000000 PA USD 730727.31000000 0.021828477424 Long ABS-MBS US N 2 2068-12-17 Floating 6.15206160 N N N N N N NATIONAL SECURITIES CLEARING CORPORATION 549300RYC9NELN2ICA34 637639AB1 330000.00000000 PA USD 309669.88000000 0.009250539691 Long DBT CORP US N 2 2025-04-23 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFUH2 185689.80000000 PA USD 148995.45000000 0.004450831072 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 788140.94000000 0.023543552403 Long ABS-MBS US Y 2 2036-09-15 Floating 6.14667960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FCUU8 440495.76000000 PA USD 77336.00000000 0.002310201229 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 10063.41000000 PA USD 10312.35000000 0.000308053217 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 740437.20000000 0.022118533799 Long ABS-MBS US Y 2 2026-09-15 Fixed 5.08000000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680BL6 620000.00000000 PA USD 609107.04000000 0.018195404892 Long DBT CORP US N 2 2033-09-01 Fixed 6.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DY71 80244.42000000 PA USD 64641.83000000 0.001930997661 Long DBT USGA US N 2 2041-05-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EXDX8 90036.88000000 PA USD 76125.46000000 0.002274039661 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 1503211.73000000 0.044904334165 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N NEW ECONOMY ASSETS PHASE I SPONSOR LLC N/A 643821AB7 3245000.00000000 PA USD 2698189.27000000 0.080601015946 Long ABS-MBS US Y 2 2061-10-20 Fixed 2.41000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NBEP2 84036.64000000 PA USD 84605.90000000 0.002527369584 Long DBT USGA US N 2 2053-02-01 Fixed 6.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAN5 2270000.00000000 PA USD 2175430.03000000 0.064985015131 Long DBT NUSS GB N 2 2026-01-12 Fixed 4.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WGHT4 214890.96000000 PA USD 188975.13000000 0.005645114535 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 247738.79000000 PA USD 36652.14000000 0.001094882317 Long DBT USGA US N 2 2043-05-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYUZ0 460295.27000000 PA USD 372116.33000000 0.011115956386 Long DBT USGA US N 2 2041-02-01 Fixed 2.00000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST N/A 65480JAD2 434000.00000000 PA USD 422794.38000000 0.012629824357 Long ABS-MBS US N 2 2029-11-15 Fixed 4.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZQ6 312451.31000000 PA USD 264064.43000000 0.007888201754 Long DBT USGA US N 2 2047-03-01 Fixed 3.00000000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738BH0 882000.00000000 PA USD 854608.51000000 0.025529089048 Long DBT CORP US N 2 2033-08-21 Fixed 5.62500000 N N N N N N BROKER: GOLDMAN SACHS N/A N/A 7436000.00000000 NC USD 182785.09000000 0.005460204040 N/A DIR XX N 2 BROKER: GOLDMAN SACHS N/A Y 2029-06-30 1950.82000000 USD 0.00000000 USD -7436000.00000000 USD 180834.27000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGKS7 459660.85000000 PA USD 388604.94000000 0.011608508459 Long DBT USGA US N 2 2048-02-01 Fixed 3.00000000 N N N N N N RATE MORTGAGE TRUST N/A 75409JAA5 389783.17000000 PA USD 294118.69000000 0.008785990473 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 26833.84000000 0.000801587490 Long DBT CORP US N 2 2037-11-15 Fixed 6.65000000 N N N N N N Government National Mortgage Association 2 N/A 21H0226A4 700000.00000000 PA USD 572057.41000000 0.017088648649 Long DBT USGA US N 2 2053-10-15 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLAX6 1350314.70000000 PA USD 1282394.75000000 0.038308031554 Long DBT USGA US N 2 2053-04-01 Fixed 5.00000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BM1 170000.00000000 PA USD 140552.18000000 0.004198611501 Long DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAF8 715000.00000000 PA USD 699839.15000000 0.020905778225 Long DBT NUSS IE N 2 2024-07-01 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLLV8 1053594.08000000 PA USD 890064.42000000 0.026588237270 Long DBT USGA US N 2 2049-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN6W8 537397.79000000 PA USD 480018.13000000 0.014339227192 Long DBT USGA US N 2 2052-04-01 Fixed 4.00000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JF5 214000.00000000 PA USD 182984.73000000 0.005466167738 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759BC3 452000.00000000 PA USD 427871.61000000 0.012781492701 Long DBT CORP US N 2 2034-04-01 Fixed 5.00000000 N N N N N N MASTR RESECURITIZATION TRUST N/A 576435BB6 1667.36000000 PA USD 1164.25000000 0.000034778780 Long DBT USGA US Y 2 2035-05-28 None 0.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHG7 625000.00000000 PA USD 572516.09000000 0.017102350458 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 841879.19000000 0.025148835470 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 211916.13000000 0.006330414090 Long DBT CORP US N 2 2027-12-01 Fixed 3.62500000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BK3 160000.00000000 PA USD 154720.32000000 0.004621845886 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 290353.78000000 PA USD 681.20000000 0.000020348984 Long DBT USGA US N 2 2053-02-16 Floating 0.11121120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QLNM4 2944077.23000000 PA USD 2244116.74000000 0.067036842507 Long DBT USGA US N 2 2051-08-01 Fixed 2.00000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2V5 1670000.00000000 PA USD 1612351.57000000 0.048164588025 Long DBT NUSS FR N 2 2029-01-13 Fixed 5.12500000 N N N N N N Government National Mortgage Association 2 N/A 21H0606A4 3900000.00000000 PA USD 3864351.58000000 0.115436921637 Long DBT USGA US N 2 2053-10-05 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L6TA2 75859.27000000 PA USD 58833.05000000 0.001757476265 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 45808.07000000 0.001368390654 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 403479.60000000 0.012052848195 Long DBT NUSS FR N 2 2024-07-21 Fixed 5.15000000 N N N N N N VERALTO CORPORATION 635400FJE6GSOJUSNY27 92338CAA1 862000.00000000 PA USD 858056.09000000 0.025632076060 Long DBT CORP US N 2 2026-09-18 Fixed 5.50000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBC4 124000.00000000 PA USD 95705.79000000 0.002858948403 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 726090.18000000 0.021689955863 Long DBT CORP US N 2 2027-09-15 Fixed 4.25000000 N N N N N N SPRINT SPECTRUM CO LLC N/A 85208NAD2 277500.00000000 PA USD 274556.53000000 0.008201624511 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 1388663.82000000 0.041482529022 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 274941.80000000 0.008213133397 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 217020.05000000 0.006482879724 Long DBT CORP US N 2 2028-06-15 Fixed 1.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9JN5 88414.32000000 PA USD 71200.37000000 0.002126916084 Long DBT USGA US N 2 2042-01-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFPU9 170341.01000000 PA USD 137903.34000000 0.004119484659 Long DBT USGA US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QBBB3 401683.44000000 PA USD 352586.34000000 0.010532551414 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 94792.33000000 PA USD 95708.37000000 0.002859025474 Long DBT USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AK6 270000.00000000 PA USD 204231.48000000 0.006100856214 Long DBT NUSS MX N 2 2033-07-26 Fixed 3.87500000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34528QHV9 1174000.00000000 PA USD 1152034.11000000 0.034413864403 Long ABS-MBS US Y 2 2028-05-15 Fixed 4.92000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DV6 725000.00000000 PA USD 636058.77000000 0.019000514023 Long DBT CORP US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 38382MUU1 454465.56000000 PA USD 438575.17000000 0.013101232246 Long DBT USGA US N 2 2051-01-20 Fixed 5.00000000 N N N N N N BUNGE LIMITED FINANCE CORP. 549300QHC068L40NNM71 120568BC3 64000.00000000 PA USD 51836.67000000 0.001548478571 Long DBT CORP US N 2 2031-05-14 Fixed 2.75000000 N N N N N N Government National Mortgage Association N/A 36207EJM7 3208.18000000 PA USD 3177.42000000 0.000094916721 Long DBT USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142B3VU9 322997.66000000 PA USD 315896.34000000 0.009436538133 Long DBT USGA US N 2 2053-06-01 Floating 5.23500120 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477AN3 70000.00000000 PA USD 67858.46000000 0.002027085674 Long DBT CORP US N 2 2024-12-16 Fixed 3.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QL3N4 652272.56000000 PA USD 582485.17000000 0.017400149425 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 6375930.86000000 0.190463475130 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 725461.09000000 0.021671163522 Long DBT CORP US N 2 2045-07-30 Fixed 4.65000000 N N N N N N Government National Mortgage Association 2 N/A 36179TAK1 112500.21000000 PA USD 99876.45000000 0.002983535450 Long DBT USGA US N 2 2047-06-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36290RXX6 11053.64000000 PA USD 10959.11000000 0.000327373401 Long DBT USGA US N 2 2033-08-15 Fixed 6.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CL2 515000.00000000 PA USD 497590.07000000 0.014864140782 Long DBT CORP US N 2 2025-07-20 Fixed 3.87500000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFP4 200000.00000000 PA USD 187311.85000000 0.005595428599 Long DBT CORP US N 2 2027-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKY0 482312.22000000 PA USD 422094.04000000 0.012608903618 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 425266.07000000 PA USD 389389.23000000 0.011631936975 Long DBT USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBZ7 235000.00000000 PA USD 230867.84000000 0.006896544530 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKD0 1455000.00000000 PA USD 1118011.15000000 0.033397521638 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHG92 283199.83000000 PA USD 254166.72000000 0.007592534771 Long DBT USGA US N 2 2052-05-01 Fixed 4.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCQ5 290000.00000000 PA USD 251463.91000000 0.007511795723 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 809208.03000000 0.024172874029 Long DBT CORP US N 2 2033-03-17 Fixed 3.78500000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325EA9 680000.00000000 PA USD 410157.46000000 0.012252330976 Long DBT NUSS CO N 2 2042-02-22 Fixed 4.12500000 N N N N N N N/A N/A N/A 163.00000000 NC USD 49664.06000000 0.001483577796 N/A DIR US N 1 US 5YR FUTR OPTN Nov23C 106 N/A Call Purchased N/A Call Option 106 Oct 2023 on US 5-Year Note (consolidated) Dec 2023 163000.00000000 106.00000000 USD 2023-10-30 XXXX -67633.56000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9S63 766640.09000000 PA USD 586273.15000000 0.017513304955 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMHG3 3335415.59000000 PA USD 2800858.64000000 0.083667982234 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 387209.18000000 0.011566813951 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 411430.69000000 0.012290365236 Long DBT CORP US N 2 2050-04-01 Fixed 4.20000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ADA0 599000.00000000 PA USD 575654.27000000 0.017196094993 Long DBT CORP US N 2 2028-07-15 Fixed 4.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MHUN7 502755.25000000 PA USD 401651.12000000 0.011998227362 Long DBT USGA US N 2 2052-03-01 Fixed 2.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDS7 410000.00000000 PA USD 241629.41000000 0.007218016966 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661EM5 734000.00000000 PA USD 667144.57000000 0.019929117176 Long DBT CORP US N 2 2053-04-15 Fixed 5.62500000 N N N N N N Government National Mortgage Association N/A 36291AT66 2186.94000000 PA USD 2165.97000000 0.000064702422 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYUJ6 1656559.90000000 PA USD 1343825.39000000 0.040143103707 Long DBT USGA US N 2 2040-11-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGRZ4 166889.84000000 PA USD 142692.12000000 0.004262536348 Long DBT USGA US N 2 2045-01-01 Fixed 3.00000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBF9 574000.00000000 PA USD 423946.95000000 0.012664254230 Long DBT CORP US N 2 2062-03-15 Fixed 5.39100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B5EE8 184536.20000000 PA USD 153038.12000000 0.004571594768 Long DBT USGA US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYN4 918832.71000000 PA USD 812343.32000000 0.024266532232 Long DBT USGA US N 2 2046-08-01 Fixed 3.50000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST N/A 379929AE2 264000.00000000 PA USD 262800.83000000 0.007850455164 Long ABS-MBS US Y 2 2027-08-20 Fixed 5.44000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288H7H7 2509.14000000 PA USD 2397.54000000 0.000071619942 Long DBT USGA US N 2 2033-05-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LN5G8 163751.59000000 PA USD 131004.27000000 0.003913393835 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 712829.33000000 0.021293824281 Long DBT CORP US N 2 2049-01-15 Fixed 4.25000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJL5 1905000.00000000 PA USD 1677270.41000000 0.050103860602 Long DBT CORP US N 2 2034-02-01 Fixed 4.83900000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBD4 2610000.00000000 PA USD 2018543.67000000 0.060298464731 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGCY3 428718.43000000 PA USD 331886.41000000 0.009914197688 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGDV8 903695.09000000 PA USD 695112.49000000 0.020764582201 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80285UAD3 564163.89000000 PA USD 558493.59000000 0.016683466669 Long ABS-MBS US N 2 2026-12-15 Fixed 3.40000000 N N N N N N GSAMP TRUST N/A 362341L56 4894347.16000000 PA USD 4731544.04000000 0.141341921733 Long ABS-MBS US N 2 2035-12-25 Floating 6.09419880 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBM9 230000.00000000 PA USD 226643.88000000 0.006770365292 Long DBT CORP US N 2 2024-05-09 Fixed 3.60000000 N N N N N N Government National Mortgage Association N/A 36202VYM7 7261.23000000 PA USD 7205.12000000 0.000215233230 Long DBT USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179TXV2 111542.58000000 PA USD 101977.03000000 0.003046284525 Long DBT USGA US N 2 2048-05-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133USJC6 1399019.67000000 PA USD 1070255.39000000 0.031970949078 Long DBT USGA US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQEE5 1014951.72000000 PA USD 979841.50000000 0.029270081697 Long DBT USGA US N 2 2050-01-25 Floating 5.82942960 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03065UAD1 586000.00000000 PA USD 585265.80000000 0.017483213132 Long ABS-MBS US N 2 2028-05-18 Fixed 5.81000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFZF1 1192767.71000000 PA USD 1029806.14000000 0.030762638498 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 280037.56000000 0.008365355273 Long DBT CORP US N 2 2029-12-05 Fixed 4.45200000 N N N N N N Government National Mortgage Association N/A 38383CED8 1032843.02000000 PA USD 140620.54000000 0.004200653569 Long DBT USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL52 1897826.27000000 PA USD 1526552.56000000 0.045601577546 Long DBT USGA US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J92F4 22219.09000000 PA USD 20412.82000000 0.000609777100 Long DBT USGA US N 2 2043-05-01 Fixed 4.00000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162CR9 190000.00000000 PA USD 134088.28000000 0.004005520188 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 371564.40000000 PA USD 341428.93000000 0.010199254343 Long ABS-MBS US N 2 2048-12-28 Fixed 3.28000000 N N N N N N United States of America N/A N/A -144.00000000 NC USD -16384500.00000000 -0.48944207156 N/A DIR US N 1 US LONG BOND(CBT) DEC23 N/A Short U.S. Treasury Futures US Long Bond (CBT) Dec 2023 2023-12-22 -17302489.29000000 USD 917989.29000000 N N N Government National Mortgage Association N/A 36241KA65 3771.57000000 PA USD 3864.64000000 0.000115445537 Long DBT USGA US N 2 2034-11-15 Fixed 6.00000000 N N N N N N GPMT LTD N/A 36264BAA8 621469.14000000 PA USD 613374.50000000 0.018322883574 Long ABS-CBDO CORP KY Y 2 2035-07-16 Floating 6.69504960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QFR6 1227886.16000000 PA USD 1137905.67000000 0.033991815946 Long DBT USGA US N 2 2048-11-01 Floating 3.00499920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRBZ6 685478.11000000 PA USD 647231.13000000 0.019334257685 Long DBT USGA US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DE6 850000.00000000 PA USD 817384.72000000 0.024417130252 Long DBT CORP US N 2 2033-09-07 Fixed 5.62500000 N N N N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307BH9 1200000.00000000 PA USD 849334.91000000 0.025371554689 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 421242.89000000 0.012583477842 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHN4 1480000.00000000 PA USD 1470171.88000000 0.043917359120 Long SN UST US N 2 2025-07-31 Fixed 4.75000000 N N N N N N Government National Mortgage Association N/A 36200YPD3 333.52000000 PA USD 334.66000000 0.000009997051 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 3161.50000000 PA USD 3010.67000000 0.000089935522 Long ABS-MBS US N 2 2037-02-25 Floating 4.73816520 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DX9 595000.00000000 PA USD 582216.84000000 0.017392133801 Long DBT CORP DE N 2 2024-06-14 Fixed 2.70000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DT4 1914000.00000000 PA USD 1791356.12000000 0.053511858786 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGNF2 437692.55000000 PA USD 369679.28000000 0.011043156191 Long DBT USGA US N 2 2052-03-01 Fixed 3.00000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DT4 285000.00000000 PA USD 266737.98000000 0.007968066739 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942EAA6 1297761.81000000 PA USD 1086169.01000000 0.032446324899 Long ABS-MBS US Y 2 2069-12-16 Fixed 0.97000000 N N N N N N Government National Mortgage Association N/A 36213UV31 7745.29000000 PA USD 7796.13000000 0.000232888035 Long DBT USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457CF3 301000.00000000 PA USD 289762.31000000 0.008655855550 Long DBT CORP US N 2 2033-02-27 Fixed 4.70000000 N N N N N N Government National Mortgage Association 2 N/A 21H0506A5 3300000.00000000 PA USD 3127007.83000000 0.093410796186 Long DBT USGA US N 2 2053-10-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WU4Z3 52637.19000000 PA USD 46514.89000000 0.001389504966 Long DBT USGA US N 2 2043-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPP69 194882.59000000 PA USD 188641.57000000 0.005635150343 Long DBT USGA US N 2 2052-12-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XTBL4 1783465.10000000 PA USD 1364471.01000000 0.040759835071 Long DBT USGA US N 2 2050-09-01 Fixed 2.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BC1 406000.00000000 PA USD 405347.98000000 0.012108660931 Long DBT NUSS CH N 2 2027-12-22 Fixed 6.32700000 N N N N N N Government National Mortgage Association 2 N/A 3617Y5P86 311577.04000000 PA USD 266265.68000000 0.007953958070 Long DBT USGA US N 2 2047-04-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374CR32 1656853.76000000 PA USD 1460212.72000000 0.043619856486 Long DBT USGA US N 2 2043-12-01 Fixed 3.50000000 N N N N N N BMW VEHICLE LEASE TRUST N/A 05593AAC3 205000.00000000 PA USD 203267.28000000 0.006072053379 Long ABS-MBS US N 2 2025-11-25 Fixed 5.16000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175AY0 1150000.00000000 PA USD 1123725.16000000 0.033568212040 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 1060891.66000000 0.031691233286 Long DBT CORP US N 2 2026-02-11 Fixed 3.41000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WRJQ4 26184.43000000 PA USD 23973.46000000 0.000716141470 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N United States of America N/A N/A 52.00000000 NC USD 6171750.00000000 0.184364131049 N/A DIR US N 1 US ULTRA BOND CBT DEC23 N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Dec 2023 2023-12-22 6664270.75000000 USD -492520.75000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGTL3 270730.90000000 PA USD 234014.70000000 0.006990548356 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L0FH5 84441.27000000 PA USD 64583.57000000 0.001929257303 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 1353.10000000 PA USD 1730.31000000 0.000051688273 Long ABS-MBS US N 2 2037-01-25 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMK52 169795.59000000 PA USD 140333.13000000 0.004192067982 Long DBT USGA US N 2 2041-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K7MK6 113170.15000000 PA USD 94097.89000000 0.002810916794 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 371848.20000000 0.011107946737 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 180323.64000000 0.005386674961 Long DBT USGA US N 2 2032-07-01 Fixed 4.06000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412NZY5 50598.96000000 PA USD 49512.78000000 0.001479058720 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 350781.36000000 0.010478632579 Long DBT CORP US N 2 2025-06-01 Fixed 4.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31326FV70 39487.67000000 PA USD 39549.45000000 0.001181431519 Long DBT USGA US N 2 2043-07-01 Floating 6.88100040 N N N N N N OBX TRUST N/A 67117PAA1 1556824.17000000 PA USD 1539437.71000000 0.045986486119 Long ABS-MBS US Y 2 2063-02-25 Fixed 5.94871000 N N N N N N RESIDENTIAL MORTGAGE LOAN TRUST N/A 76119NAA5 144607.35000000 PA USD 139797.62000000 0.004176071087 Long ABS-MBS US N 2 2059-09-25 Floating 2.63300040 N N N N N N N/A N/A 019R2XQS1 -310.00000000 NC USD -149187.50000000 -0.00445656804 N/A DIR US N 1 SOFR 1yr MidCurve Dec23P 95.25 N/A Put Written N/A Put Option 95.25 Dec 2023 on CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Dec 2024 (1 Year Mid-Curve) -775000.00000000 95.25000000 USD 2023-12-18 XXXX -25838.50000000 N N N N/A N/A 783965593 11448430.50000000 NS USD 11448430.50000000 0.341990511769 Long STIV RF US N 2 N N N Government National Mortgage Association 2 N/A 21H0226A4 682000.00000000 PA USD 557347.36000000 0.016649226186 Long DBT USGA US N 2 2053-10-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179RBX6 115960.25000000 PA USD 103440.89000000 0.003090013334 Long DBT USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABQF3 119897.11000000 PA USD 124262.92000000 0.003712014463 Long DBT USGA US N 2 2042-07-25 Fixed 6.50000000 N N N N N N AMWINS GROUP, INC. N/A 03234TAZ1 119400.00000000 PA USD 119176.72000000 0.003560078166 Long LON US N 2 2028-02-19 Floating 8.19554040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H3US9 602031.37000000 PA USD 509737.97000000 0.015227026030 Long DBT USGA US N 2 2048-12-25 Fixed 2.50000000 N N N N N N AON CORPORATION LTS3U8DGK38SETRUWX71 03740LAC6 2080000.00000000 PA USD 1642693.10000000 0.049070958149 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 855387.50000000 PA USD 113301.46000000 0.003384570862 Long DBT USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A9T64 59698.92000000 PA USD 55198.75000000 0.001648911504 Long DBT USGA US N 2 2032-10-01 Fixed 3.00000000 N N N N N N BANK N/A 06540KAJ8 430000.00000000 PA USD 425371.44000000 0.012706806968 Long ABS-MBS US N 2 2055-11-15 Floating 5.93700480 N N N N N N Government National Mortgage Association 2 N/A 21H0406A6 1200000.00000000 PA USD 1081078.12000000 0.032294248501 Long DBT USGA US N 2 2053-10-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WSQP6 60444.73000000 PA USD 53619.42000000 0.001601733345 Long DBT USGA US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AVFH7 476281.21000000 PA USD 421069.98000000 0.012578312629 Long DBT USGA US N 2 2046-08-25 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFU8 432000.00000000 PA USD 416072.36000000 0.012429022417 Long DBT CORP US N 2 2026-03-03 Fixed 4.45000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBA0 200000.00000000 PA USD 184643.51000000 0.005515719249 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABB0 1910000.00000000 PA USD 1842974.91000000 0.055053828788 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DYB2 1800640.63000000 PA USD 1372466.29000000 0.040998672167 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RJX1 750000.00000000 PA USD 664084.93000000 0.019837718809 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 891000.00000000 PA USD 889886.25000000 0.026582914929 Long LON US N 2 2029-04-14 Floating 8.43356160 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TB4 8331000.00000000 PA USD 4643556.19000000 0.138713525652 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0606A8 1800000.00000000 PA USD 1776375.00000000 0.053064338849 Long DBT USGA US N 2 2053-10-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 36208PXS2 6966.23000000 PA USD 7011.95000000 0.000209462805 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 1845.75000000 PA USD 1857.86000000 0.000055498480 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 57340.63000000 PA USD 50263.62000000 0.001501488009 Long DBT USGA US N 2 2050-02-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WWKG3 165362.50000000 PA USD 151400.08000000 0.004522662808 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BYV2 343271.82000000 PA USD 306303.75000000 0.009149985774 Long DBT USGA US N 2 2036-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6J85 8630868.79000000 PA USD 7851838.98000000 0.234552188712 Long DBT USGA US N 2 2045-04-01 Fixed 4.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDP4 170000.00000000 PA USD 159649.22000000 0.004769083277 Long DBT CORP US N 2 2028-12-15 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AWH72 184162.81000000 PA USD 141181.48000000 0.004217410115 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 75598.26000000 0.002258291005 Long DBT CORP US N 2 2024-04-01 Fixed 7.62500000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 30711XAF1 330421.73000000 PA USD 332889.09000000 0.009944150008 Long DBT USGA US N 2 2024-05-25 Floating 8.02942920 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AY1 117000.00000000 PA USD 115347.08000000 0.003445678158 Long DBT CORP US N 2 2054-09-15 Fixed 5.85000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 800000.00000000 PA USD 570867.11000000 0.017053091696 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N N 3 Month SOFR Opt Jun24P 94.5 N/A 00VH4L9M7 -1176.00000000 NC USD -565950.00000000 -0.01690620650 N/A DIR US N 1 3 Month SOFR Opt Jun24P 94.5 N/A Put Written N/A N/A -2940000.00000000 94.50000000 USD 2024-06-17 XXXX -156444.60000000 N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FAQ4 81000.00000000 PA USD 71744.33000000 0.002143165400 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N CHUBB INA HOLDINGS INC. CZCBJZWDMLTHWJDXU843 00440EAS6 74000.00000000 PA USD 71330.84000000 0.002130813518 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 627816.95000000 PA USD 900.35000000 0.000026895490 Long DBT USGA US N 2 2054-10-16 Floating 0.05100120 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92926WAA5 975425.48000000 PA USD 803311.26000000 0.023996724172 Long ABS-MBS US N 2 2047-02-25 Floating 5.32567080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QHG66 1144505.24000000 PA USD 874323.95000000 0.026118033831 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N DIVIDEND SOLAR LOANS LLC N/A 255388AA8 1011388.09000000 PA USD 862082.63000000 0.025752357916 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 126230000.00000000 PA 407402.15000000 0.012170023635 Long DBT NUSS RU N 2 2029-05-23 Fixed 6.90000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 105756BZ2 3090000.00000000 PA USD 2967015.00000000 0.088631448500 Long DBT NUSS BR N 2 2028-01-13 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LLLA1 492761.74000000 PA USD 433416.40000000 0.012947128119 Long DBT USGA US N 2 2029-11-01 Fixed 2.90000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFA8 298000.00000000 PA USD 286978.68000000 0.008572702226 Long DBT CORP US N 2 2029-02-01 Fixed 5.12300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 555000.00000000 PA USD 490393.08000000 0.014649150413 Long DBT CORP US N 2 2027-07-20 Fixed 1.51200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXND8 21179.33000000 PA USD 20770.21000000 0.000620453148 Long DBT USGA US N 2 2036-06-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABJF0 438230.44000000 PA USD 354219.96000000 0.010581351338 Long DBT USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N DLLAA LLC N/A 23292HAC5 300000.00000000 PA USD 299463.87000000 0.008945663089 Long ABS-MBS US Y 2 2028-02-22 Fixed 5.64000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQZH2 559785.06000000 PA USD 426142.99000000 0.012729854912 Long DBT USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N CREDIT SUISSE AG (NEW YORK BRANCH) 549300D0YARF5HYP1809 22550L2H3 1320000.00000000 PA USD 1272433.22000000 0.038010458123 Long DBT NUSS CH N 2 2025-02-21 Fixed 3.70000000 N N N N N N ALIGNED DATA CENTERS N/A 01627AAC2 70000.00000000 PA USD 68446.76000000 0.002044659526 Long ABS-MBS US Y 2 2047-10-15 Fixed 6.35000000 N N N N N N United States of America N/A N/A 400.00000000 NC USD 81084375.00000000 2.422173668497 N/A DIR US N 1 US 2YR NOTE (CBT) DEC23 N/A Long U.S. Treasury Futures US 2-YEAR NOTE (Globex) Dec 2023 2024-01-01 81289400.96000000 USD -205025.96000000 N N N WESTERN MIDSTREAM OPERATING, LP L6D8A6MLSY454J2JXJ60 958254AH7 60000.00000000 PA USD 55825.10000000 0.001667621995 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0506A9 1900000.00000000 PA USD 1792531.25000000 0.053546962577 Long DBT USGA US N 2 2053-10-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F9R37 494844.06000000 PA USD 64557.16000000 0.001928468377 Long DBT USGA US N 2 2051-02-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGQ44 723276.44000000 PA USD 598909.97000000 0.017890795349 Long DBT USGA US N 2 2052-03-01 Fixed 3.00000000 N N N N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 02557TAD1 875000.00000000 PA USD 870515.27000000 0.026004259945 Long DBT CORP US N 2 2025-08-15 Fixed 5.69900000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CX6 809000.00000000 PA USD 765646.56000000 0.022871594397 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAF0 659000.00000000 PA USD 647449.40000000 0.019340777904 Long DBT CORP GB N 2 2028-03-03 Fixed 4.87500000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BT2 550000.00000000 PA USD 322221.72000000 0.009625491540 Long DBT CORP US N 2 2050-06-03 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3TR8 93334.93000000 PA USD 71397.77000000 0.002132812869 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 84130.15000000 0.002513157856 Long DBT CORP US N 2 2172-02-15 Floating 9.65418120 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BU9 9000.00000000 PA USD 7893.58000000 0.000235799087 Long DBT CORP US N 2 2045-03-15 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XADE9 497838.79000000 PA USD 380713.36000000 0.011372769116 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 979.25000000 0.000029252412 N/A DFE US N 2 U.S. DOLLARS N/A 161000.00000000 EUR 171572.07000000 USD 2023-10-20 979.25000000 N N N EQUIFAX INC. 5493004MCF8JDC86VS77 294429AR6 255000.00000000 PA USD 237234.45000000 0.007086729570 Long DBT CORP US N 2 2025-12-15 Fixed 2.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EEE6 548783.60000000 PA USD 464647.78000000 0.013880080075 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 58963.55000000 0.001761374595 Long DBT CORP US N 2 2048-09-01 Fixed 4.45000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 767000.00000000 PA USD 454475.34000000 0.013576206285 Long DBT NUSS MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST N/A 448978AD8 725000.00000000 PA USD 715834.12000000 0.021383584155 Long ABS-MBS US N 2 2025-10-15 Fixed 4.38000000 N N N N N N Government National Mortgage Association 2 N/A 36179XHZ2 571459.96000000 PA USD 541868.30000000 0.016186831655 Long DBT USGA US N 2 2052-10-20 Fixed 5.00000000 N N N N N N ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST N/A 03881VAQ2 615000.00000000 PA USD 445610.61000000 0.013311396751 Long ABS-MBS US Y 2 2054-06-15 Floating 2.56010040 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EQ9 423000.00000000 PA USD 331731.68000000 0.009909575553 Long DBT CORP US N 2 2052-08-08 Fixed 3.95000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHT1 17570000.00000000 PA USD 16600904.69000000 0.495906569093 Long SN UST US N 2 2033-08-15 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142B3VW5 312323.69000000 PA USD 304480.28000000 0.009095514601 Long DBT USGA US N 2 2053-08-01 Floating 5.11999920 N N N N N N Deutsche Bank AG (New York Branch) N/A 25160PAG2 1178000.00000000 PA USD 845326.10000000 0.025251802467 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 156340.38000000 0.004670240743 Long DBT CORP US N 2 2040-08-15 Fixed 1.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0226A8 1750037.00000000 PA USD 1388883.82000000 0.041489100919 Long DBT USGA US N 2 2053-10-15 Fixed 2.50000000 N N N N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 48667QAP0 340000.00000000 PA USD 264186.80000000 0.007891857223 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 1547524.00000000 0.046228041890 Long DBT CORP US N 2 2030-03-01 Fixed 3.27300000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKJ0 342000.00000000 PA USD 211304.36000000 0.006312139136 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BB4 91000.00000000 PA USD 74500.80000000 0.002225507393 Long DBT CORP US N 2 2042-12-15 Fixed 4.07000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GRAV6 17107.10000000 PA USD 15518.02000000 0.000463558354 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 72210.42000000 PA USD 71364.04000000 0.002131805277 Long DBT USGA US N 2 2034-02-20 Floating 3.62499840 N N N N N N Government National Mortgage Association 2 N/A 36179UGB2 699778.04000000 PA USD 620078.06000000 0.018523134072 Long DBT USGA US N 2 2048-11-20 Fixed 3.50000000 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63940NAC4 750746.77000000 PA USD 749005.71000000 0.022374494572 Long ABS-MBS US N 2 2066-07-26 Floating 6.57942840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395QCY4 575353.07000000 PA USD 497871.57000000 0.014872549824 Long DBT USGA US N 2 2042-08-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AFRB2 23464.27000000 PA USD 1036.07000000 0.000030949754 Long DBT USGA US N 2 2028-07-25 Fixed 3.50000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBM6 303000.00000000 PA USD 275567.23000000 0.008231816406 Long DBT CORP US N 2 2053-05-17 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHV6 560000.00000000 PA USD 558862.50000000 0.016694486845 Long SN UST US N 2 2025-08-31 Fixed 5.00000000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BJ6 200000.00000000 PA USD 164323.98000000 0.004908728931 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AJX7 704180.02000000 PA USD 644803.92000000 0.019261751433 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 141172.59000000 0.004217144551 Long DBT CORP US N 2 2028-03-01 Fixed 4.30000000 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 75513ECS8 353000.00000000 PA USD 319459.60000000 0.009542980768 Long DBT CORP US N 2 2053-02-27 Fixed 5.37500000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95000MBS9 4414975.00000000 PA USD 117948.26000000 0.003523381287 Long DBT USGA US N 2 2059-11-15 Floating 1.30116960 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XCE8 733000.00000000 PA USD 727482.59000000 0.021731550299 Long DBT CORP US N 2 2028-11-15 Fixed 5.80000000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAJ1 1400000.00000000 PA USD 1150766.12000000 0.034375986673 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 17654.20000000 0.000527370882 Long DBT CORP US N 2 2030-12-31 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WVAJ0 15146.46000000 PA USD 13850.17000000 0.000413735902 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLV9 1612000.00000000 PA USD 1600018.76000000 0.047796179098 Long DBT CORP US N 2 2027-09-15 Fixed 5.93300000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHW4 952000.00000000 PA USD 924035.00000000 0.027603015325 Long SN UST US N 2 2030-08-31 Fixed 4.12500000 N N N N N N SOUTHWESTERN ENERGY COMPANY EFWMP121W54QV9MGOP87 845467AT6 190000.00000000 PA USD 163074.78000000 0.004871412502 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FWX39 451290.97000000 PA USD 396065.19000000 0.011831362999 Long DBT USGA US N 2 2050-10-25 Fixed 3.50000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216CR9 380000.00000000 PA USD 359890.96000000 0.010750756934 Long DBT CORP US N 2 2027-03-25 Fixed 3.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFHS3 509690.63000000 PA USD 429122.76000000 0.012818867381 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 167916.82000000 0.005016055188 Long DBT CORP US N 2 2042-07-21 Fixed 2.90800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZN3 89718.71000000 PA USD 78688.01000000 0.002350588826 Long DBT USGA US N 2 2047-02-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617YM4G4 648829.55000000 PA USD 554530.10000000 0.016565068258 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 213201.60000000 0.006368813986 Long DBT CORP US N 2 2030-03-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BA7B4 967214.26000000 PA USD 841687.07000000 0.025143096411 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 1323.87000000 PA USD 1332.56000000 0.000039806581 Long DBT USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903BN2 439000.00000000 PA USD 434088.69000000 0.012967210941 Long DBT CORP US N 2 2028-10-15 Fixed 5.55000000 N N N N N N Government National Mortgage Association 2 N/A 36179VDS6 150236.00000000 PA USD 144537.22000000 0.004317653658 Long DBT USGA US N 2 2050-01-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AFRZ6 69235.44000000 PA USD 53696.31000000 0.001604030223 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AYSU8 227776.31000000 PA USD 16116.04000000 0.000481422564 Long DBT USGA US N 2 2047-11-25 Floating 0.77056920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B36T2 256526.14000000 PA USD 247908.89000000 0.007405599235 Long DBT USGA US N 2 2049-04-25 Floating 5.92943040 N N N N N N Government National Mortgage Association N/A 38381HL25 1487423.82000000 PA USD 94528.91000000 0.002823792336 Long DBT USGA US N 2 2064-07-16 Floating 0.69534000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 1365000.00000000 PA USD 808812.05000000 0.024161045210 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 345613.00000000 0.010324241977 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 693353.08000000 0.020712024645 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 1393.74000000 PA USD 1402.89000000 0.000041907497 Long DBT USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VAV3 809000.00000000 PA USD 709878.41000000 0.021205673627 Long DBT CORP US N 2 2026-07-15 Fixed 1.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AWL77 348029.22000000 PA USD 265593.27000000 0.007933871662 Long DBT USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407H6G6 1078.06000000 PA USD 1066.25000000 0.000031851299 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 1915572.19000000 0.057222473734 Long DBT CORP US N 2 2024-08-08 Fixed 3.20000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAP8 32000.00000000 PA USD 32535.36000000 0.000971904787 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 980581.48000000 PA USD 859126.12000000 0.025664040276 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 1699942.76000000 0.050781134974 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 155128.84000000 PA USD 148463.26000000 0.004434933353 Long ABS-MBS US N 2 2059-11-25 Floating 2.72400120 N N N N N N Government National Mortgage Association N/A 38383GS44 1399349.27000000 PA USD 1188920.30000000 0.035515738323 Long DBT USGA US N 2 2049-12-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HAKD7 913915.05000000 PA USD 880600.74000000 0.026305535744 Long DBT USGA US N 2 2045-04-15 Floating 5.92776000 N N N N N N Government National Mortgage Association N/A 36225BV70 6315.95000000 PA USD 6377.18000000 0.000190500789 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 1872.11000000 PA USD 1877.35000000 0.000056080690 Long DBT USGA US N 2 2034-04-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0326A7 18600000.00000000 PA USD 15994546.97000000 0.477793292607 Long DBT USGA US N 2 2053-10-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMAN6 563109.98000000 PA USD 481452.92000000 0.014382087614 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AB3 440000.00000000 PA USD 418150.87000000 0.012491112212 Long DBT NUSS US N 2 2028-10-20 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FH4G5 263644.76000000 PA USD 252508.70000000 0.007543005963 Long DBT USGA US N 2 2048-09-15 Floating 5.72775840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q8C94 1602496.90000000 PA USD 1407698.71000000 0.042051144237 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 62583.42000000 PA USD 57758.57000000 0.001725379117 Long DBT USGA US N 2 2050-02-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5TE3 862282.76000000 PA USD 785417.28000000 0.023462190519 Long DBT USGA US N 2 2035-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HJWL1 30547.69000000 PA USD 28708.80000000 0.000857596786 Long DBT USGA US N 2 2033-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGX46 5937135.65000000 PA USD 4523189.40000000 0.135117897403 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 684000.00000000 PA USD 674573.11000000 0.020151024467 Long ABS-MBS US Y 2 2028-05-22 Fixed 4.91000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A5LM6 96206.82000000 PA USD 8620.50000000 0.000257513831 Long DBT USGA US N 2 2042-04-25 Floating 1.07057160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFUJ6 0.01000000 PA USD 0.01000000 0.000000000298 Long DBT USGA US N 2 2050-11-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MABS7 804928.70000000 PA USD 714150.89000000 0.021333302268 Long DBT USGA US N 2 2044-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LRT40 85530.88000000 PA USD 68465.02000000 0.002045204993 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9XG1 268302.33000000 PA USD 252495.96000000 0.007542625391 Long DBT USGA US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BPJ34 1426755.86000000 PA USD 1280779.90000000 0.038259792332 Long DBT USGA US N 2 2045-09-15 Fixed 3.00000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JF5 210000.00000000 PA USD 179564.45000000 0.005363996239 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKA6 1505000.00000000 PA USD 1140383.91000000 0.034065846579 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396NRF5 160947.31000000 PA USD 163370.74000000 0.004880253496 Long DBT USGA US N 2 2036-05-15 Fixed 6.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3B7 1300000.00000000 PA USD 1176500.34000000 0.035144726027 Long DBT CORP US N 2 2033-07-25 Fixed 4.89700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6R75 34934.80000000 PA USD 35516.00000000 0.001060943245 Long DBT USGA US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M44V2 9305.83000000 PA USD 9308.24000000 0.000278058181 Long DBT USGA US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Saudi Arabian Oil Company 5586006WD91QHB7J4X50 80414L2G9 450000.00000000 PA USD 446464.80000000 0.013336913338 Long DBT NUSS SA N 2 2023-11-24 Fixed 1.25000000 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PJQ3 2840000.00000000 PA USD 2577275.29000000 0.076989041895 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 240491.85000000 0.007184035476 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 325939.46000000 0.009736548842 Long DBT CORP US N 2 2048-04-15 Fixed 4.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DTJ1 1541030.13000000 PA USD 1250954.28000000 0.037368833607 Long DBT USGA US N 2 2040-10-01 Fixed 2.00000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78448YAC5 406064.57000000 PA USD 352105.00000000 0.010518172700 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 923043.32000000 0.027573391600 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 819099.22000000 PA USD 705809.48000000 0.021084125485 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 134828.10000000 0.004027620285 Long DBT CORP US N 2 2042-02-01 Fixed 5.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G4Q55 1498000.00000000 PA USD 990498.38000000 0.029588426805 Long DBT USGA US N 2 2035-08-21 Fixed 1.52000000 N N N N N N SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP 549300PUNBPJCGT6X741 866677AH0 519000.00000000 PA USD 442805.36000000 0.013227597589 Long DBT CORP US N 2 2032-04-15 Fixed 4.20000000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159VJ2 510000.00000000 PA USD 466454.16000000 0.013934040731 Long DBT NUSS CA N 2 2172-09-04 Fixed 4.90000000 N N N Y Y THE BANK OF NOVA SCOTIA USD XXXX N N N BRK: JP MORGAN CHASE BANK NA (PAS) N/A CDS642949 9051300.00000000 NC USD -84372.45000000 -0.00252039590 N/A DCR XX N 2 BRK: JP MORGAN CHASE BANK NA (PAS) N/A Y 2028-12-20 0.00000000 USD -64722.23000000 USD 9051300.00000000 USD -19650.22000000 N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406HCX5 100000.00000000 PA USD 97530.76000000 0.002913464384 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 2346.03000000 0.000070081222 Long ABS-MBS US N 2 2033-06-25 Floating 2.51845200 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DW7 236000.00000000 PA USD 144535.12000000 0.004317590927 Long DBT CORP US N 2 2050-05-11 Fixed 2.65000000 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBL8 293000.00000000 PA USD 232320.68000000 0.006939944147 Long DBT CORP US N 2 2031-06-15 Fixed 2.55000000 N N N N N N Government National Mortgage Association N/A 36225BUH9 1459.32000000 PA USD 1488.13000000 0.000044453808 Long DBT USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NE7 360000.00000000 PA USD 273888.23000000 0.008181660878 Long DBT CORP US N 2 2032-11-03 Fixed 2.52000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNXN7 254297.24000000 PA USD 226650.30000000 0.006770557072 Long DBT USGA US N 2 2052-04-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DPB2 1199462.69000000 PA USD 1033599.33000000 0.030875949662 Long DBT USGA US N 2 2040-05-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407PP28 36917.94000000 PA USD 36320.38000000 0.001084971895 Long DBT USGA US N 2 2035-10-01 Floating 6.27900120 N N N N N N Government National Mortgage Association N/A 38383LDU1 855334.12000000 PA USD 676123.66000000 0.020197342902 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 715117.38000000 0.021362173510 Long DBT CORP US N 2 2026-06-30 Fixed 1.75000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABD6 90000.00000000 PA USD 84097.76000000 0.002512190293 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HXWW6 1920000.00000000 PA USD 1253268.31000000 0.037437958916 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 1258278.55000000 0.037587626117 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 264689.18000000 0.007906864449 Long DBT CORP US N 2 2032-05-15 Fixed 4.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H3UX9 6439.06000000 PA USD 5676.10000000 0.000169557944 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 23504.44000000 PA USD 23972.23000000 0.000716104727 Long DBT USGA US N 2 2033-01-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNHF2 910994.90000000 PA USD 754867.43000000 0.022549597405 Long DBT USGA US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHP68 683101.04000000 PA USD 584027.07000000 0.017446209465 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 1966953.17000000 0.058757339814 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N ASURION LLC N/A 04649VAY6 370500.00000000 PA USD 357532.50000000 0.010680304400 Long LON US N 2 2027-07-31 Floating 8.78785920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QA2T6 320768.59000000 PA USD 293830.69000000 0.008777387262 Long DBT USGA US N 2 2049-05-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7C51 85623.62000000 PA USD 80386.46000000 0.002401325368 Long DBT USGA US N 2 2044-03-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJB8 46245000.00000000 PA USD 46201645.31000000 1.380147638939 Long SN UST US N 2 2025-09-30 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MGQV6 94149.95000000 PA USD 82008.25000000 0.002449771904 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 154928.79000000 0.004628073357 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 1121468.41000000 0.033500797814 Long DBT CORP US N 2 2030-09-01 Fixed 8.75000000 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 8426EPAC2 500000.00000000 PA USD 378181.31000000 0.011297131056 Long DBT CORP US N 2 2047-05-30 Fixed 4.40000000 N N N N N N ML-CFC COMMERCIAL MORTGAGE TRUST N/A 55312YAH5 82371.64000000 PA USD 19821.27000000 0.000592106164 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 100957.84000000 PA USD 102515.72000000 0.003062376414 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 151181.42000000 0.004516130940 Long DBT CORP DE N 2 2064-07-15 Fixed 4.70000000 N N N N N N Government National Mortgage Association 2 N/A 36179TCY9 88247.34000000 PA USD 80796.65000000 0.002413578672 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 682600.67000000 PA USD 652796.69000000 0.019500513550 Long ABS-MBS US N 2 2059-12-15 Fixed 4.00000000 N N N N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480AJ9 246000.00000000 PA USD 163478.24000000 0.004883464764 Long DBT CORP US N 2 2050-03-01 Fixed 3.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MBGH3 17768.50000000 PA USD 16273.59000000 0.000486128939 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 141868.53000000 PA USD 100240.03000000 0.002994396407 Long ABS-MBS US N 2 2036-07-25 Floating 6.86319840 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAY4 296000.00000000 PA USD 207160.71000000 0.006188358939 Long DBT CORP US N 2 2052-03-01 Fixed 3.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KULR1 115515.44000000 PA USD 92612.14000000 0.002766534081 Long DBT USGA US N 2 2050-12-01 Fixed 2.50000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBD2 150000.00000000 PA USD 117630.52000000 0.003513889675 Long DBT CORP US N 2 2048-12-15 Fixed 4.15000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AH2 1640000.00000000 PA USD 1590116.28000000 0.047500369624 Long DBT CORP US N 2 2026-04-15 Fixed 5.37500000 N N N N N N Government National Mortgage Association 2 N/A 36179XLD6 378310.04000000 PA USD 320708.31000000 0.009580282560 Long DBT USGA US N 2 2052-11-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFX30 515838.23000000 PA USD 425200.26000000 0.012701693434 Long DBT USGA US N 2 2042-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ACNQ7 64529.85000000 PA USD 51612.65000000 0.001541786587 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 47413.86000000 0.001416359233 Long DBT CORP US N 2 2041-06-01 Fixed 5.40000000 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 24702CAE4 775000.00000000 PA USD 759598.97000000 0.022690939206 Long ABS-MBS US Y 2 2027-07-22 Fixed 4.14000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BGAH4 469748.51000000 PA USD 381824.65000000 0.011405965862 Long DBT USGA US N 2 2051-02-25 Fixed 2.00000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 21001000000.00000000 PA 1332282.79000000 0.039798300140 Long DBT NUSS ID N 2 2031-02-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X3CE6 242830.83000000 PA USD 215864.68000000 0.006448366209 Long DBT USGA US N 2 2040-02-01 Fixed 3.50000000 N N N N N N Glencore Finance (Canada) Limited 5493005TTO0UJ33KCK70 98417EAR1 135000.00000000 PA USD 117023.54000000 0.003495757810 Long DBT NUSS AU N 2 2042-10-25 Fixed 5.55000000 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBN4 83000.00000000 PA USD 53770.76000000 0.001606254213 Long DBT CORP US N 2 2051-06-15 Fixed 3.50000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CC6 546000.00000000 PA USD 332456.26000000 0.009931220397 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 744632.97000000 0.022243870938 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 1766198.15000000 0.052760333322 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 7451.76000000 PA USD 7559.33000000 0.000225814283 Long DBT USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N MIDSTATE TRUST N/A 59549WAA1 846127.95000000 PA USD 814607.06000000 0.024334155266 Long ABS-MBS US N 2 2038-07-15 Fixed 4.86400000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHQ5 1900000.00000000 PA USD 1706386.43000000 0.050973621971 Long DBT CORP US N 2 2030-02-07 Fixed 3.97400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0326A7 455233.00000000 PA USD 391464.82000000 0.011693939543 Long DBT USGA US N 2 2053-10-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MGNF4 173128.88000000 PA USD 139063.30000000 0.004154135288 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 88333.40000000 0.002638718440 Long DBT CORP US N 2 2042-11-01 Fixed 4.35000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDU5 545000.00000000 PA USD 508458.94000000 0.015188818511 Long DBT CORP US N 2 2037-03-16 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MBR95 988859.11000000 PA USD 827390.35000000 0.024716021050 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 31912.05000000 PA USD 29070.96000000 0.000868415324 Long DBT USGA US N 2 2050-03-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKTB6 539069.27000000 PA USD 460806.29000000 0.013765326080 Long DBT USGA US N 2 2043-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31298VSX6 4928.61000000 PA USD 4924.57000000 0.000147108043 Long DBT USGA US N 2 2031-05-01 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AXES8 221635.71000000 PA USD 10533.02000000 0.000314645129 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 394968.96000000 0.011798616130 Long DBT CORP US N 2 2027-11-29 Fixed 4.75000000 N N N N N N Government National Mortgage Association N/A 38383RGE1 1217551.05000000 PA USD 1119982.11000000 0.033456398671 Long DBT USGA US N 2 2052-04-20 Fixed 3.50000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DB8 136000.00000000 PA USD 136858.16000000 0.004088262769 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 529158.14000000 0.015807150430 Long DBT CORP US N 2 2027-07-01 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MKQ82 62750.22000000 PA USD 57454.16000000 0.001716285702 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCJ3 1285000.00000000 PA USD 1082750.84000000 0.032344216431 Long DBT CORP US N 2 2029-06-01 Fixed 2.06900000 N N N N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555DG6 1120000.00000000 PA USD 1085696.19000000 0.032432200697 Long DBT CORP US N 2 2033-08-01 Fixed 5.55000000 N N N N N N HUDSON PACIFIC PROPERTIES, L.P. 5493007NTUGLGZ8T3526 44409MAA4 1401000.00000000 PA USD 1105916.99000000 0.033036241726 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 321122.21000000 0.009592646689 Long DBT NUSS ID N 2 2049-10-30 Fixed 3.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBTX0 1774091.31000000 PA USD 318427.21000000 0.009512140944 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 03746AAA8 140000.00000000 PA USD 143325.00000000 0.004281441905 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 418642.70000000 0.012505804286 Long DBT CORP US N 2 2050-04-15 Fixed 3.75000000 N N N N N N/A N/A 783965593 21344821.89000000 NS USD 21344821.89000000 0.637618105100 Long STIV RF US N 2 N N N Government National Mortgage Association 2 N/A 36179UMM1 277396.59000000 PA USD 259828.22000000 0.007761656580 Long DBT USGA US N 2 2049-02-20 Fixed 4.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGT5 1648000.00000000 PA USD 1539549.06000000 0.045989812395 Long DBT CORP US N 2 2033-05-09 Fixed 5.05000000 N N N N N N Government National Mortgage Association 2 N/A 36179VN48 688782.46000000 PA USD 607170.44000000 0.018137554270 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 179941.14000000 PA USD 158764.71000000 0.004742660963 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 1106819.31000000 0.033063196065 Long DBT NUSS GB N 2 2026-11-10 Fixed 7.47200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CG65 354816.47000000 PA USD 299524.46000000 0.008947473049 Long DBT USGA US N 2 2047-03-01 Fixed 3.00000000 N N N N N N SLM STUDENT LOAN TRUST N/A 784442AD7 685000.00000000 PA USD 651012.15000000 0.019447205304 Long ABS-MBS US N 2 2083-01-25 Floating 6.51614040 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBA0 430000.00000000 PA USD 369224.46000000 0.011029569689 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 334811.78000000 PA USD 315681.51000000 0.009430120675 Long ABS-MBS US N 2 2034-09-25 Floating 5.98420080 N N N N N N Government National Mortgage Association 2 N/A 36179V7F1 103050.41000000 PA USD 87970.62000000 0.002627881381 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 68209.16000000 PA USD 58288.53000000 0.001741210221 Long DBT USGA US N 2 2048-03-20 Fixed 3.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VES9 210000.00000000 PA USD 192306.84000000 0.005744640248 Long DBT CORP US N 2 2029-02-08 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QWY2 1481915.09000000 PA USD 1410783.71000000 0.042143300164 Long DBT USGA US N 2 2053-05-01 Floating 4.18899960 N N N N N N Banc of America Re-REMIC Trust N/A 059427AA2 721133.83000000 PA USD 149635.27000000 0.004469943942 Long ABS-MBS US N 2 2045-08-10 Floating 5.81808240 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 200000.00000000 PA USD 183770.04000000 0.005489626724 Long DBT CORP US N 2 2171-11-15 Fixed 6.50000000 N N N N N N Keybank National Association HUX2X73FUCYHUVH1BK78 49327M3H5 696000.00000000 PA USD 585868.20000000 0.017501208182 Long DBT CORP US N 2 2033-01-26 Fixed 5.00000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80285UAD3 447848.61000000 PA USD 443347.37000000 0.013243788653 Long ABS-MBS US N 2 2026-12-15 Fixed 3.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AKJH4 143371.00000000 PA USD 110987.16000000 0.003315437487 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DTQ5 4798853.88000000 PA USD 3679397.98000000 0.109911939298 Long DBT USGA US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CNE0 470667.67000000 PA USD 427100.09000000 0.012758445653 Long DBT USGA US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYT1 379016.99000000 PA USD 320825.04000000 0.009583769549 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 293788.43000000 0.008776124860 Long DBT CORP US N 2 2050-11-15 Fixed 3.50000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918AW4 89000.00000000 PA USD 88600.63000000 0.002646701204 Long DBT CORP US N 2 2023-12-15 Fixed 3.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DV25 3524228.93000000 PA USD 2853178.21000000 0.085230886120 Long DBT USGA US N 2 2041-01-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQKN5 0.01000000 PA USD 0.01000000 0.000000000298 Long DBT USGA US N 2 2053-05-01 Fixed 6.00000000 N N N N N N CWABS ASSET-BACKED CERTIFICATES TRUST N/A 126697AF8 5400000.00000000 PA USD 4861260.90000000 0.145216857719 Long ABS-MBS US N 2 2047-08-25 Floating 6.78420000 N N N N N N CITIBANK NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 17325FBB3 1465000.00000000 PA USD 1465208.98000000 0.043769106072 Long DBT CORP US N 2 2028-09-29 Fixed 5.80300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C1NL0 294956.10000000 PA USD 285493.26000000 0.008528329371 Long DBT USGA US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DWR9 1813812.27000000 PA USD 1386429.80000000 0.041415793792 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N CSMC MORTGAGE BACKED TRUST N/A 12662TAA8 1282665.42000000 PA USD 1238972.71000000 0.037010917012 Long ABS-MBS US Y 2 2066-10-25 Floating 8.81529120 N N N N N N PHYSICIANS REALTY L.P. 549300P6Q1UMT0X60U20 71951QAB8 30000.00000000 PA USD 27094.69000000 0.000809379669 Long DBT CORP US N 2 2028-01-15 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDXA1 711948.33000000 PA USD 111807.50000000 0.003339942898 Long DBT USGA US N 2 2051-01-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ANPY7 406448.44000000 PA USD 389017.41000000 0.011620829871 Long DBT USGA US N 2 2045-05-25 Floating 5.72942880 N N N N N N LMREC INC N/A 50209TAA8 1116787.01000000 PA USD 1108443.49000000 0.033111713995 Long ABS-CBDO CORP US N 2 2035-12-22 Floating 6.83793000 N N N N N N IMPACT FUNDING AFFORDABLE MULTIFAMILY HOUSING MORTGAGE LOAN TRUST N/A 45257HAA5 398326.43000000 PA USD 385988.79000000 0.011530358142 Long ABS-MBS US N 2 2051-01-25 Fixed 5.31400000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941GAB0 342800.11000000 PA USD 310836.98000000 0.009285403607 Long ABS-MBS US N 2 2069-01-15 Fixed 2.12000000 N N N N N N BACARDI LIMITED 549300R32WTQNHNN5055 05635JAB6 1515000.00000000 PA USD 1419593.36000000 0.042406464335 Long DBT CORP US N 2 2033-06-15 Fixed 5.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDP34 340260.35000000 PA USD 260166.41000000 0.007771759080 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ASGU1 87708.38000000 PA USD 70461.36000000 0.002104840184 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 836521.38000000 0.024988785567 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 504697.47000000 0.015076454895 Long ABS-MBS US N 2 2064-03-15 Floating 3.50661960 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AM0 760000.00000000 PA USD 731484.50000000 0.021851096401 Long DBT NUSS CH N 2 2025-09-11 Fixed 2.59300000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACQ6 70000.00000000 PA USD 54756.53000000 0.001635701393 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 1483124.97000000 PA USD 1221414.96000000 0.036486427310 Long ABS-MBS US Y 2 2051-06-20 Fixed 2.12000000 N N N N N N OPEN TEXT HOLDINGS, INC. N/A 683720AA4 20000.00000000 PA USD 16732.03000000 0.000499823578 Long DBT CORP CA N 2 2030-02-15 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNGD9 2415637.35000000 PA USD 1850673.81000000 0.055283812344 Long DBT USGA US N 2 2052-03-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SH2 740000.00000000 PA USD 527885.94000000 0.015769146939 Long DBT UST US N 2 2049-05-15 Fixed 2.87500000 N N N N N N BX TRUST N/A 05606KAA0 388058.09000000 PA USD 380372.52000000 0.011362587454 Long ABS-MBS US N 2 2036-08-15 Floating 6.37599960 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2L6 1560000.00000000 PA USD 1415305.85000000 0.042278386714 Long DBT CORP US N 2 2031-04-04 Fixed 4.47800000 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAZ4 40000.00000000 PA USD 30636.10000000 0.000915169596 Long DBT CORP US N 2 2031-08-01 Fixed 2.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H5RZ2 684057.76000000 PA USD 547192.03000000 0.016345863511 Long DBT USGA US N 2 2051-01-25 Fixed 2.50000000 N N N N N N UNITED AIRLINES, INC. K1OQBWM7XEOO08LDNP29 90932LAH0 510000.00000000 PA USD 438360.59000000 0.013094822256 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBG8 499000.00000000 PA USD 407282.13000000 0.012166438366 Long DBT CORP US N 2 2032-03-15 Fixed 2.85000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 056054AJ8 2303499.99000000 PA USD 2278713.64000000 0.068070330157 Long ABS-MBS US N 2 2036-10-15 Floating 7.44667920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLET1 187084.42000000 PA USD 167054.01000000 0.004990281102 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 3617YLEN0 47508.72000000 PA USD 40598.76000000 0.001212776782 Long DBT USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWE5 4334848.24000000 PA USD 3459399.28000000 0.103340080562 Long DBT USGA US N 2 2042-02-01 Fixed 2.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 78702.36000000 0.002351017493 N/A DFE US N 2 U.S. DOLLARS N/A 52111100.00000000 CNY 7237351.22000000 USD 2023-10-20 78702.36000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L6TB0 146711.22000000 PA USD 113572.29000000 0.003392661166 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 313091.69000000 0.009352756894 Long DBT CORP US N 2 2029-02-15 Fixed 4.80000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 925650AC7 25000.00000000 PA USD 22874.19000000 0.000683303789 Long DBT CORP US N 2 2030-02-15 Fixed 4.95000000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BP8 525000.00000000 PA USD 507547.47000000 0.015161590840 Long DBT CORP US N 2 2032-10-13 Fixed 5.62500000 N N N N N N Government National Mortgage Association N/A 36212M5Q8 5590.19000000 PA USD 5536.67000000 0.000165392855 Long DBT USGA US N 2 2031-10-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XA3Y6 1699504.57000000 PA USD 1469654.50000000 0.043901903809 Long DBT USGA US N 2 2036-05-01 Fixed 2.00000000 N N N N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 02666TAF4 525000.00000000 PA USD 379724.31000000 0.011343223956 Long DBT CORP US N 2 2052-04-15 Fixed 4.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMZJ7 346933.51000000 PA USD 267817.34000000 0.008000309664 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 400919.40000000 0.011976369231 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 137.63000000 PA USD 138.53000000 0.000004138204 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 57659.91000000 0.001722431920 Long DBT CORP US N 2 2024-10-28 Fixed 2.90000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAG2 340000.00000000 PA USD 257005.16000000 0.007677325393 Long DBT CORP US N 2 2032-03-15 Fixed 2.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MLBZ6 123572.96000000 PA USD 113138.69000000 0.003379708554 Long DBT USGA US N 2 2042-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABWK4 922551.60000000 PA USD 774427.26000000 0.023133893766 Long DBT USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST N/A 36267EBT7 790084.28000000 PA USD 678637.05000000 0.020272423546 Long ABS-MBS US Y 2 2052-06-25 Floating 2.99999880 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08163RBT2 775000.00000000 PA USD 645419.46000000 0.019280139005 Long ABS-MBS US N 2 2055-05-15 Floating 4.59390960 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACM7 820000.00000000 PA USD 817670.73000000 0.024425674018 Long DBT CORP US N 2 2026-09-21 Fixed 5.95000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAN8 530000.00000000 PA USD 510559.57000000 0.015251569080 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AT5 2825000.00000000 PA USD 2505232.60000000 0.074836963806 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 547288.69000000 0.016348750964 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 429911.67000000 PA USD 424319.16000000 0.012675372985 Long ABS-MBS US Y 2 2031-01-15 Fixed 3.12000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFSY8 88632.24000000 PA USD 71346.47000000 0.002131280422 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63935CAB7 542903.32000000 PA USD 497969.55000000 0.014875476708 Long ABS-MBS US N 2 2068-08-15 Fixed 2.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KBPX6 103937.97000000 PA USD 90749.71000000 0.002710899084 Long DBT USGA US N 2 2050-03-01 Fixed 3.50000000 N N N N N N ASURION LLC N/A 04649VBC3 554912.14000000 PA USD 538264.78000000 0.016079186363 Long LON US N 2 2028-08-19 Floating 9.68105880 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDL2 280000.00000000 PA USD 163892.99000000 0.004895854285 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GVR2 850000.00000000 PA USD 819115.00000000 0.024468817629 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680BH5 180000.00000000 PA USD 178826.59000000 0.005341954692 Long DBT CORP US N 2 2026-11-01 Fixed 5.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAR4 628841.20000000 PA USD 545250.24000000 0.016287857852 Long DBT USGA US N 2 2050-12-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L0AZ0 162009.35000000 PA USD 124206.28000000 0.003710322498 Long DBT USGA US N 2 2051-01-01 Fixed 2.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAQ3 1095000.00000000 PA USD 1052583.31000000 0.031443044080 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 237607.43000000 PA USD 236196.68000000 0.007055729033 Long DBT USGA US N 2 2065-04-20 Floating 5.69770920 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EN6 402000.00000000 PA USD 319768.05000000 0.009552194867 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 394780.71000000 PA USD 41447.43000000 0.001238128475 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 153714.47000000 0.004591798872 Long DBT CORP US N 2 2070-02-05 Fixed 3.75000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAK4 457000.00000000 PA USD 350073.37000000 0.010457483317 Long DBT CORP US N 2 2030-08-15 Fixed 1.65000000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738BH0 275000.00000000 PA USD 266459.57000000 0.007959750003 Long DBT CORP US N 2 2033-08-21 Fixed 5.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLK9 830299.28000000 PA USD 668431.05000000 0.019967547243 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCQ68 1206174.68000000 PA USD 1022814.63000000 0.030553786281 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8J4 10000.00000000 PA USD 7915.66000000 0.000236458666 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N N Healthcare Realty Holdings, L.P. 549300IYGAS4GE6VDL07 42225UAK0 115000.00000000 PA USD 102388.73000000 0.003058582936 Long DBT CORP US N 2 2028-01-15 Fixed 3.62500000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941CAB9 961865.56000000 PA USD 885081.18000000 0.026439376620 Long ABS-MBS US N 2 2059-12-15 Fixed 3.01000000 N N N N N N Government National Mortgage Association 2 N/A 36179XXZ4 96173.70000000 PA USD 81707.59000000 0.002440790510 Long DBT USGA US N 2 2053-04-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D4KC6 376878.42000000 PA USD 301321.88000000 0.009001166050 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 150495.46000000 0.004495639763 Long DBT CORP US N 2 2035-07-15 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCUK2 78707.68000000 PA USD 65523.87000000 0.001957346191 Long DBT USGA US N 2 2051-09-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L5FC5 163634.95000000 PA USD 125035.97000000 0.003735107215 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WDQ3 340000.00000000 PA USD 312903.55000000 0.009347136727 Long DBT CORP US N 2 2025-06-24 Fixed 0.95000000 N N N N N N SPRINT SPECTRUM CO LLC N/A 85208NAD2 2019373.80000000 PA USD 1997954.08000000 0.059683407110 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 666805.05000000 PA USD 282559.84000000 0.008440701481 Long ABS-MBS US N 2 2045-11-25 Floating 7.65353160 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBK9 603000.00000000 PA USD 551141.13000000 0.016463832060 Long DBT CORP US N 2 2053-01-15 Fixed 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLP8 738550.38000000 PA USD 600569.29000000 0.017940362990 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 702955.21000000 PA USD 686633.79000000 0.020511304256 Long ABS-MBS US Y 2 2038-10-15 Floating 6.13497960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFA33 147371.59000000 PA USD 112805.89000000 0.003369767065 Long DBT USGA US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179TUB9 715480.05000000 PA USD 654853.58000000 0.019561957506 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 314536.29000000 0.009395910364 Long DBT CORP US N 2 2045-07-15 Fixed 5.20000000 N N N N N N PALMER SQUARE CLO N/A 69701RAL1 2600000.00000000 PA USD 2588162.20000000 0.077314258519 Long ABS-CBDO CORP KY Y 2 2031-11-15 Floating 6.70618080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGRP6 2088170.60000000 PA USD 1818430.06000000 0.054320618606 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397VE37 1141341.94000000 PA USD 212231.44000000 0.006339833113 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 252007.82000000 0.007528043545 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 12285.13000000 PA USD 12318.87000000 0.000367992508 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 416910.77000000 0.012454067620 Long DBT CORP US N 2 2038-05-15 Fixed 5.90000000 N N N N N N Government National Mortgage Association N/A 38382EDT1 209937.52000000 PA USD 34707.35000000 0.001036787041 Long DBT USGA US N 2 2050-04-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FAXZ6 405866.53000000 PA USD 362224.27000000 0.010820458181 Long DBT USGA US N 2 2047-09-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRCQ5 194343.77000000 PA USD 197255.28000000 0.005892461342 Long DBT USGA US N 2 2053-05-01 Fixed 6.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHV6 16592000.00000000 PA USD 16558297.50000000 0.494633795964 Long SN UST US N 2 2025-08-31 Fixed 5.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967HQ7 300000.00000000 PA USD 291615.18000000 0.008711204968 Long DBT CORP US N 2 2171-11-15 Fixed 6.30000000 N N N N N N US LONG BND W5 OP Sep23C 118.5 N/A 01J6DDX69 -31.00000000 NC USD 0.00000000 0.000000 N/A DIR US N 2 US LONG BND W5 OP Sep23C 118.5 N/A Call Written N/A N/A -31000.00000000 118.50000000 USD 2023-10-02 XXXX 32774.50000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AGE55 177329.38000000 PA USD 12129.15000000 0.000362325142 Long DBT USGA US N 2 2041-10-15 Floating 0.52224120 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BG1 2455000.00000000 PA USD 1552008.68000000 0.046362009425 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 360058.90000000 0.010755773682 Long DBT MUN US N 2 2111-06-01 Fixed 4.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EAW0 854658.34000000 PA USD 682819.08000000 0.020397350240 Long DBT USGA US N 2 2042-01-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFHB0 538510.98000000 PA USD 414823.47000000 0.012391715248 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 1023698.48000000 0.030580188880 Long ABS-MBS US N 2 2037-02-10 Fixed 2.89600000 N N N N N N N/A N/A 01JHMHXY2 -32.00000000 NC USD -32000.00000000 -0.00095591237 N/A DIR US N 1 US BOND FUTR OPTN Nov23P 111.5 N/A Put Written N/A Put Option 111.5 Oct 2023 on US Long Bond (CBT) Dec 2023 -32000.00000000 111.50000000 USD 2023-10-30 XXXX 4944.64000000 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AK6 133000.00000000 PA USD 126057.66000000 0.003765627406 Long DBT CORP US N 2 2027-03-15 Fixed 4.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGK1 9340000.00000000 PA USD 8654813.16000000 0.258538843543 Long DBT USGA US N 2 2033-01-15 Fixed 1.12500000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148LAF3 820000.00000000 PA USD 702671.91000000 0.020990399173 Long DBT CORP US N 2 2045-05-22 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410GKU6 20877.30000000 PA USD 21587.45000000 0.000644865955 Long DBT USGA US N 2 2037-10-01 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QFN5 619180.01000000 PA USD 622124.77000000 0.018584273929 Long DBT USGA US N 2 2045-09-01 Floating 6.83499960 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 94989CAZ4 1840000.00000000 PA USD 1744012.72000000 0.052097604352 Long ABS-MBS US N 2 2048-02-15 Fixed 3.58000000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BG2 60000.00000000 PA USD 58107.14000000 0.001735791691 Long DBT CORP US N 2 2025-05-15 Fixed 3.50000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XBD9 440000.00000000 PA USD 436622.22000000 0.013042893212 Long DBT CORP US N 2 2028-10-01 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKW71 675074.90000000 PA USD 520861.30000000 0.015559305054 Long DBT USGA US N 2 2051-10-01 Fixed 2.00000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 915000.00000000 PA USD 661125.55000000 0.019749315435 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ANC36 169320.60000000 PA USD 136194.43000000 0.004068435652 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 476165.96000000 0.014224154162 Long DBT CORP BE N 2 2040-06-01 Fixed 4.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L2RA3 157027.46000000 PA USD 120099.80000000 0.003587652653 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDW8 337000.00000000 PA USD 186373.80000000 0.005567406924 Long DBT CORP US N 2 2063-11-01 Fixed 2.98700000 N N N N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 02666TAF4 231000.00000000 PA USD 167078.70000000 0.004991018648 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 423853.45000000 PA USD 396959.40000000 0.011858075074 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 2513501.17000000 0.075083964693 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 337883.22000000 0.010093335966 Long ABS-MBS US N 2 2028-04-17 Fixed 2.35000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RHC1 1070000.00000000 PA USD 1059336.92000000 0.031644789685 Long ABS-MBS US Y 2 2028-04-20 Fixed 5.78000000 N N N N N N Government National Mortgage Association 2 N/A 36179SYV3 71113.43000000 PA USD 69741.91000000 0.002083348585 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 674967.94000000 PA USD 618454.83000000 0.018474644521 Long ABS-MBS US N 2 2059-10-25 Floating 2.90000160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XL4G0 580391.79000000 PA USD 442004.54000000 0.013203675284 Long DBT USGA US N 2 2052-04-01 Fixed 2.00000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 466247K51 23460.66000000 PA USD 23288.44000000 0.000695678373 Long ABS-MBS US N 2 2034-08-25 Floating 5.59409760 N N N N N N Government National Mortgage Association N/A 36200MYK3 6483.07000000 PA USD 6610.05000000 0.000197457143 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EMHT1 78666.93000000 PA USD 73826.18000000 0.002205354968 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 855974.71000000 PA USD 742744.24000000 0.022187450301 Long ABS-MBS US N 2 2032-03-10 Fixed 2.93800000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967EW7 285000.00000000 PA USD 335101.60000000 0.010010242685 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KVHA1 245321.05000000 PA USD 186831.57000000 0.005581081549 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 49050.59000000 0.001465252060 Long ABS-MBS US N 2 2043-01-05 Floating 4.14399960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F9WR2 710978.56000000 PA USD 601547.81000000 0.017969593595 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36297E2U8 67043.92000000 PA USD 65404.38000000 0.001953776754 Long DBT USGA US N 2 2061-09-20 Floating 4.70000160 N N N N N N Government National Mortgage Association 2 N/A 3617YBBM7 153376.78000000 PA USD 131123.23000000 0.003916947439 Long DBT USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17291DAF0 2229188.00000000 PA USD 2020549.16000000 0.060358373253 Long ABS-MBS US N 2 2051-06-10 Floating 4.40799840 N N N N N N Coterra Energy Inc. FCNMH6O7VWU7LHXMK351 127097AG8 970000.00000000 PA USD 910904.86000000 0.027210788347 Long DBT CORP US N 2 2027-05-15 Fixed 3.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0506A9 4914000.00000000 PA USD 4636051.88000000 0.138489354940 Long DBT USGA US N 2 2053-10-15 Fixed 5.00000000 N N N N N N EDUCATION FUNDING CAPITAL TRUST N/A 28140XAC3 1384371.14000000 PA USD 893761.08000000 0.026698664864 Long ABS-MBS US N 2 2033-04-25 Floating 5.96282040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292GK96 353.55000000 PA USD 352.75000000 0.000010537440 Long DBT USGA US N 2 2024-05-01 Fixed 7.00000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CL1 288000.00000000 PA USD 216229.07000000 0.006459251362 Long DBT CORP US N 2 2052-03-15 Fixed 4.62500000 N N N N N N Government National Mortgage Association N/A 36212U2D2 3614.42000000 PA USD 3638.14000000 0.000108679470 Long DBT USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BY9 480000.00000000 PA USD 455410.25000000 0.013604134161 Long DBT CORP US N 2 2027-02-06 Fixed 3.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AQQT0 1164508.90000000 PA USD 1038562.02000000 0.031024196436 Long DBT USGA US N 2 2033-08-25 Fixed 1.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D4KR3 524031.34000000 PA USD 418593.78000000 0.012504342935 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 261197.53000000 PA USD 243512.86000000 0.007274279877 Long ABS-MBS US Y 2 2038-09-20 Fixed 1.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WDW98 64399.06000000 PA USD 60433.33000000 0.001805280248 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 87921.54000000 0.002626415250 Long DBT CORP US N 2 2030-04-15 Fixed 3.10000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448ER5 50000.00000000 PA USD 46103.64000000 0.001377219998 Long DBT CORP US N 2 2027-03-19 Fixed 2.62500000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAB0 80000.00000000 PA USD 78983.85000000 0.002359426236 Long DBT CORP US N 2 2024-04-01 Fixed 3.37500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBL2 779000.00000000 PA USD 632761.91000000 0.018902029359 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296WE45 12396.80000000 PA USD 12141.61000000 0.000362697351 Long DBT USGA US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417CKE4 154884.32000000 PA USD 141091.00000000 0.004214707273 Long DBT USGA US N 2 2042-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FN5F3 256431.15000000 PA USD 247335.10000000 0.007388458830 Long DBT USGA US N 2 2049-08-25 Floating 5.82942960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5QJ5 367111.69000000 PA USD 344529.89000000 0.010291887032 Long DBT USGA US N 2 2044-10-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJX24 1312846.56000000 PA USD 1253918.04000000 0.037457367821 Long DBT USGA US N 2 2052-12-01 Fixed 5.00000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449GAB5 127491.56000000 PA USD 123475.13000000 0.003688481394 Long ABS-MBS US N 2 2032-02-17 Fixed 2.43000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DG1 893000.00000000 PA USD 880500.41000000 0.026302538660 Long DBT CORP US N 2 2027-07-28 Fixed 5.38900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPWM6 372606.10000000 PA USD 375792.30000000 0.011225765924 Long DBT USGA US N 2 2053-02-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPKN7 244126.43000000 PA USD 194170.20000000 0.005800303025 Long DBT USGA US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBVE3 91960.18000000 PA USD 70897.87000000 0.002117879725 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C68 890000.00000000 PA USD 901283.42000000 0.026923374173 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCV1 650000.00000000 PA USD 550468.75000000 0.016443746548 Long SN UST US N 2 2028-08-31 Fixed 1.12500000 N N N N N N Government National Mortgage Association 2 N/A 3622ABFG2 774328.02000000 PA USD 625854.86000000 0.018695700154 Long DBT USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AF6Z9 253411.76000000 PA USD 193630.81000000 0.005784190226 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHJM0 1122889.69000000 PA USD 1048628.37000000 0.031324901078 Long DBT USGA US N 2 2052-06-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABKA9 434137.82000000 PA USD 350947.82000000 0.010483605116 Long DBT USGA US N 2 2051-12-20 Fixed 2.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CG2 2440000.00000000 PA USD 2274243.63000000 0.067936800848 Long DBT NUSS GB N 2 2026-06-04 Fixed 2.09900000 N N N N N N Government National Mortgage Association 2 N/A 36179XDA1 361991.75000000 PA USD 296151.33000000 0.008846710027 Long DBT USGA US N 2 2052-08-20 Fixed 2.50000000 N N N N N N 2023-09-30 SEI INSTITUTIONAL MANAGED TRUST Glenn Kurdziel Glenn Kurdziel CFO