NPORT-P false 0000892538 XXXXXXXX S000072728 C000229212 C000229213 C000229211 SUNAMERICA SERIES TRUST 811-07238 0000892538 549300YDIAXUNCUXFM44 21650 Oxnard Street, 10th Floor Woodland Hills 91367 800-445-7862 SA Wellington Government and Quality Bond Portfolio S000072728 549300ZH1VPERI0LRL89 2025-12-31 2025-06-30 N 1235225673.39 72002773.47 1163222899.92 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 0.00000000 USD N BBG US Aggregate A or Beter Idx(CL) I27067US United States Treasury 254900HROIFWPRGM1V77 91282CGQ8 20070800.00000000 PA USD 20266019.84000000 1.742230129873 Long DBT UST US N 2 2030-02-28 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TL2 4564300.00000000 PA USD 3991801.27000000 0.343167355996 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ERL6 5369508.55000000 PA USD 5342205.14000000 0.459258938279 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WTPQ3 82355.67000000 PA USD 79847.33000000 0.006864318954 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207KC81 184.48000000 PA USD 188.00000000 0.000016161992 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2X5 1342020.36000000 PA USD 1253344.00000000 0.107747534895 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296DQQ4 7500.90000000 PA USD 7880.87000000 0.000677502996 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 6.00000000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BW2 1855000.00000000 PA USD 1867847.86000000 0.160575231121 Long DBT CORP US N 2 2035-05-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296DN46 35118.84000000 PA USD 36896.69000000 0.003171936350 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RN0 3405000.00000000 PA USD 2545902.53000000 0.218866266317 Long DBT UST US N 2 2045-08-15 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XBPF5 173617.44000000 PA USD 170865.55000000 0.014688977496 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052678 944000.00000000 PA USD 945238.80000000 0.081260332827 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36206YDU2 1538.33000000 PA USD 1560.87000000 0.000134184944 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209KXG8 62.81000000 PA USD 63.49000000 0.000005458111 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RY6 1585000.00000000 PA USD 1129683.99000000 0.097116725442 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AYXH7 39073.28000000 PA USD 38991.32000000 0.003352007599 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176MBQ5 260908.30000000 PA USD 248644.68000000 0.021375497337 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEAC6 3015515.78000000 PA USD 2536261.79000000 0.218037470735 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJQ5 1446000.00000000 PA USD 1438826.48000000 0.123693101304 Long DBT UST US N 2 2030-12-31 Fixed 3.75000000 N N N N N N UMBS, TBA N/A 01F032674 1061000.00000000 PA USD 955117.91000000 0.082109620612 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209NJD5 726.88000000 PA USD 732.29000000 0.000062953540 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDD5 3257026.45000000 PA USD 3043308.55000000 0.261627290024 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WQA9 4833421.47000000 PA USD 4108495.88000000 0.353199363620 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N Texas Natural Gas Securitization Finance Corp N/A 88258MAB1 575000.00000000 PA USD 580810.43000000 0.049931137879 Long DBT MUN US N 2 2041-04-01 Fixed 5.17000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMF5 2017200.00000000 PA USD 2043281.77000000 0.175656941600 Long DBT UST US N 2 2028-01-15 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213CZS2 2217.81000000 PA USD 2225.58000000 0.000191328764 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201FME4 56.29000000 PA USD 56.77000000 0.000004880405 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176DEQ2 42899.58000000 PA USD 40547.21000000 0.003485764422 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LTX60 50807.50000000 PA USD 50108.80000000 0.004307755633 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213EU87 21097.36000000 PA USD 21993.53000000 0.001890740803 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36294S6R3 12712.74000000 PA USD 13312.56000000 0.001144454773 Long ABS-MBS USGA US N 2 2037-08-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KJ66 8976.61000000 PA USD 9240.06000000 0.000794349904 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213JJ22 7080.12000000 PA USD 7175.28000000 0.000616844802 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208YNJ4 681.97000000 PA USD 688.37000000 0.000059177823 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N PROTECTIVE LIFE GLOBAL 635400EVYITCJYWL2I50 74368CCC6 1085000.00000000 PA USD 1098557.55000000 0.094440846210 Long DBT CORP US N 2 2030-06-05 Fixed 4.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A9ME8 18233.44000000 PA USD 18313.21000000 0.001574350883 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N Kansas Development Finance Authority 549300WTL7BL8KBDPR87 48542RSV7 1555000.00000000 PA USD 1043900.27000000 0.089742066638 Long DBT MUN US N 2 2051-05-01 Fixed 2.77000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AX5Z2 223244.37000000 PA USD 216794.22000000 0.018637375520 Long ABS-MBS USGSE US N 2 2027-12-15 Fixed 1.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TA6 570000.00000000 PA USD 378426.56000000 0.032532591992 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208YH93 66.13000000 PA USD 67.78000000 0.000005826914 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207EMV3 493.50000000 PA USD 499.40000000 0.000042932442 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312944PJ4 1114962.91000000 PA USD 1078661.96000000 0.092730461210 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLN9 7257500.00000000 PA USD 7184358.04000000 0.617625223892 Long DBT UST US N 2 2029-09-30 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWF57 1589054.53000000 PA USD 1564835.18000000 0.134525823047 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208QRL2 7110.48000000 PA USD 7276.64000000 0.000625558523 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A1JC6 89876.35000000 PA USD 89671.97000000 0.007708924059 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Illinois Municipal Electric Agency N/A 452024GT3 1655000.00000000 PA USD 1797126.93000000 0.154495490943 Long DBT MUN US N 2 2035-02-01 Fixed 6.83000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209AFP0 155.28000000 PA USD 159.75000000 0.000013733395 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296R3Z8 18941.54000000 PA USD 19835.79000000 0.001705244111 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209UNS1 412.86000000 PA USD 417.35000000 0.000035878764 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAG8 2455000.00000000 PA USD 2518853.35000000 0.216540901161 Long DBT CORP US N 2 2030-01-09 Fixed 5.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213R2B2 18584.12000000 PA USD 18752.09000000 0.001612080539 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UJ5 11005400.00000000 PA USD 10946933.81000000 0.941086511514 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L2DU4 952931.61000000 PA USD 767295.12000000 0.065962862324 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N PIEDMONT HEALTHCARE INC 254900D1I6W7J0DSAY11 72014TAC3 4525000.00000000 PA USD 3780653.11000000 0.325015361222 Long DBT CORP US N 2 2032-01-01 Fixed 2.04000000 N N N N N N Foothill-Eastern Transportation Corridor Agency N/A 345105JG6 780000.00000000 PA USD 597880.06000000 0.051398580619 Long DBT MUN US N 2 2053-01-15 Fixed 3.92000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225A3W8 50.72000000 PA USD 51.85000000 0.000004457443 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208T2Q2 420.87000000 PA USD 432.05000000 0.000037142494 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36211W2C1 1308.05000000 PA USD 1309.73000000 0.000112594929 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9M81 298226.36000000 PA USD 290366.46000000 0.024962237247 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209KRR1 161.25000000 PA USD 163.20000000 0.000014029985 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225AZL7 83.54000000 PA USD 85.24000000 0.000007327916 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0K27 549821.04000000 PA USD 553493.69000000 0.047582771112 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHG1 4161368.24000000 PA USD 4167508.46000000 0.358272559823 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V7D6 2165416.46000000 PA USD 1765011.49000000 0.151734589313 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225AY79 573.20000000 PA USD 584.69000000 0.000050264656 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36211BF74 13638.06000000 PA USD 13795.78000000 0.001185996252 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLD1 1277700.00000000 PA USD 1292373.59000000 0.111102832491 Long DBT UST US N 2 2031-07-31 Fixed 4.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCJ0 1363216.68000000 PA USD 1131285.40000000 0.097254395531 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SW9 45000.00000000 PA USD 30951.56000000 0.002660845140 Long DBT UST US N 2 2041-02-15 Fixed 1.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MWL2 2454.57000000 PA USD 2515.36000000 0.000216240584 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJT9 1382000.00000000 PA USD 1385293.04000000 0.119090936061 Long DBT UST US N 2 2027-01-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209Y4T2 906.95000000 PA USD 919.55000000 0.000079051916 Long ABS-MBS USGA US N 2 2030-11-15 Fixed 8.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TM0 7349900.00000000 PA USD 6705348.24000000 0.576445687276 Long DBT UST US N 2 2042-11-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XNA0 3911968.62000000 PA USD 3325227.63000000 0.285863322517 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208UAQ0 12.43000000 PA USD 12.56000000 0.000001079758 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHT3 3465995.99000000 PA USD 3473091.85000000 0.298574920613 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNC1 20729900.00000000 PA USD 20762290.47000000 1.784893546320 Long DBT UST US N 2 2035-05-15 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36211B2T0 1305.64000000 PA USD 1312.72000000 0.000112851973 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.00000000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392GC6 365000.00000000 PA USD 367844.74000000 0.031622893602 Long DBT CORP US N 2 2035-04-02 Fixed 5.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292ENB2 18788.99000000 PA USD 19412.85000000 0.001668884785 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212LVW8 6104.74000000 PA USD 6126.46000000 0.000526679796 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AZ68 11003223.12000000 PA USD 9816965.86000000 0.843945374586 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1150000.00000000 PA USD 1150000.00000000 0.098863253128 Long RA CORP US N 2 Repurchase N 4.39000000 2025-07-01 1390808.61700000 USD 1175917.64000000 USD UST N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KW0 3965000.00000000 PA USD 4043619.76000000 0.347622090338 Long DBT CORP US N 2 2034-03-15 Fixed 5.25000000 N N N N N N ROYAL BANK OF SCOTLAND REPO ROYAL BANK OF SCOTLAND REPO 549300WHU4EIHRP28H10 000000000 1105000.00000000 PA USD 1105000.00000000 0.094994691049 Long RA CORP US N 2 Repurchase N 4.38000000 2025-07-01 1107302.08300000 USD 1129662.51000000 USD UST N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209GM95 81.80000000 PA USD 82.67000000 0.000007106978 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RK6 6356000.00000000 PA USD 4474524.72000000 0.384666147847 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36205PX30 1388.69000000 PA USD 1402.89000000 0.000120603712 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210FU38 385.26000000 PA USD 389.21000000 0.000033459623 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L3F0 2305000.00000000 PA USD 2304138.02000000 0.198082243752 Long DBT CORP SA N 2 2055-06-02 Fixed 6.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292KE69 414.88000000 PA USD 419.85000000 0.000036093684 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDBQ8 7259927.25000000 PA USD 6374401.91000000 0.547994877889 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TV0 5128000.00000000 PA USD 5081527.50000000 0.436848990881 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KW61 30294.42000000 PA USD 31828.27000000 0.002736214185 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AJUU6 1504943.90000000 PA USD 1469483.21000000 0.126328600485 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209CR24 139.25000000 PA USD 140.52000000 0.000012080229 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CME8 19551700.00000000 PA USD 19665496.96000000 1.690604351182 Long DBT UST US N 2 2026-12-31 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KV54 41278.12000000 PA USD 43368.28000000 0.003728286298 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 6.00000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 95003KAD4 3867330.25000000 PA USD 3454460.65000000 0.296973232751 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201SPY9 892.29000000 PA USD 906.64000000 0.000077942069 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQLJ3 72850.40000000 PA USD 69914.08000000 0.006010376859 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 1105000.00000000 PA USD 1105000.00000000 0.094994691049 Long RA CORP US N 2 Repurchase N 4.38000000 2025-07-01 1124567.70800000 USD 1127497.54000000 USD UST N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KTW8 20237.38000000 PA USD 21261.72000000 0.001827828527 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNG2 14471000.00000000 PA USD 14611187.81000000 1.256095268671 Long DBT UST US N 2 2030-05-31 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BAM0 795.19000000 PA USD 813.87000000 0.000069966813 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LWN2 61533.88000000 PA USD 62323.83000000 0.005357857896 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209NBV3 1599.90000000 PA USD 1616.40000000 0.000138958749 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412NAZ9 11576.14000000 PA USD 11862.62000000 0.001019806264 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295QPB0 40508.71000000 PA USD 42350.86000000 0.003640820689 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAXV9 1726431.56000000 PA USD 1387578.00000000 0.119287369608 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPUH9 5299014.75000000 PA USD 5099896.59000000 0.438428145658 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BND6 692.91000000 PA USD 722.15000000 0.000062081824 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TQ1 8824000.00000000 PA USD 7898858.75000000 0.679049453938 Long DBT UST US N 2 2043-02-15 Fixed 3.88000000 N N N N N N Navient Student Loan Trust N/A 638961AA0 2698052.87000000 PA USD 2757166.94000000 0.237028254876 Long ABS-O CORP US N 2 2071-10-15 Fixed 5.51000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WJS8 8180313.54000000 PA USD 7245835.10000000 0.622910286626 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.00000000 N N N N N N UMBS, TBA N/A 01F030678 3048000.00000000 PA USD 2636948.37000000 0.226693299296 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 3.00000000 N N N N N N Towd Point Mortgage Trust N/A 89173UAA5 338749.10000000 PA USD 330035.56000000 0.028372512269 Long ABS-MBS CORP US N 2 2057-06-25 Variable 2.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209JSH5 298.11000000 PA USD 302.60000000 0.000026013930 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FKQU7 889421.26000000 PA USD 792526.50000000 0.068131954765 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLC3 9221300.00000000 PA USD 9307389.50000000 0.800138090527 Long DBT UST US N 2 2029-07-31 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKT7 11668900.00000000 PA USD 11987059.79000000 1.030504109816 Long DBT UST US N 2 2029-05-31 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209TLY3 8402.57000000 PA USD 8486.52000000 0.000729569543 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36211U3M2 55.92000000 PA USD 55.99000000 0.000004813350 Long ABS-MBS USGA US N 2 2030-03-15 Fixed 8.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJP7 4772000.00000000 PA USD 4807603.61000000 0.413300289250 Long DBT UST US N 2 2026-12-15 Fixed 4.38000000 N N N N N N MMAF Equipment Finance LLC N/A 55316EAE2 2960000.00000000 PA USD 2913520.01000000 0.250469622821 Long ABS-O CORP US N 2 2041-11-12 Fixed 2.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0VE2 1699682.52000000 PA USD 1473110.74000000 0.126640452152 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 3.00000000 N N N N N N NORTHWESTERN MUTUAL GLBL 635400LZXFVELZDVP257 66815L2S7 3530000.00000000 PA USD 3620355.15000000 0.311234858791 Long DBT CORP US N 2 2031-05-28 Fixed 5.16000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296DG28 13884.49000000 PA USD 14405.00000000 0.001238369705 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200XUR8 3444.06000000 PA USD 3555.18000000 0.000305631878 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295M4G1 33676.12000000 PA USD 35265.29000000 0.003031688079 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213UBD1 2196.96000000 PA USD 2296.81000000 0.000197452268 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XH4D6 523736.34000000 PA USD 516186.06000000 0.044375507053 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N Kubota Credit Owner Trust N/A 500945AC4 2825000.00000000 PA USD 2848398.06000000 0.244871216015 Long ABS-O CORP US N 2 2028-01-18 Fixed 5.28000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BGD4 706.23000000 PA USD 722.50000000 0.000062111913 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213XLA0 1676.79000000 PA USD 1692.41000000 0.000145493181 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BU1 4406000.00000000 PA USD 4490721.12000000 0.386058520710 Long DBT CORP US N 2 2034-04-04 Fixed 5.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208V2E4 153.84000000 PA USD 155.53000000 0.000013370610 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ALSX3 127452.29000000 PA USD 124316.02000000 0.010687205350 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209MU36 162.87000000 PA USD 164.58000000 0.000014148621 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N SCE RECOVERY FUNDING LLC N/A 78433LAA4 931421.32000000 PA USD 827580.39000000 0.071145469200 Long DBT CORP US N 2 2031-11-15 Fixed 0.86000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BZD1 1603234.01000000 PA USD 1520165.36000000 0.130685645898 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292JUE7 1940.26000000 PA USD 1955.00000000 0.000168067530 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208XKK6 322.64000000 PA USD 326.40000000 0.000028059970 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJN58 245233.16000000 PA USD 242646.30000000 0.020859828328 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209KM70 162.22000000 PA USD 163.87000000 0.000014087583 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213HVR7 18541.58000000 PA USD 19051.09000000 0.001637784985 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KJR0 4298.98000000 PA USD 4424.35000000 0.000380352725 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209QPU3 218.16000000 PA USD 223.38000000 0.000019203542 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMC2 1124300.00000000 PA USD 1159258.70000000 0.099659205478 Long DBT UST US N 2 2031-12-31 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210MVE8 1735.31000000 PA USD 1759.79000000 0.000151285708 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208T4S6 63.05000000 PA USD 64.74000000 0.000005565571 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209KWS3 189.15000000 PA USD 191.82000000 0.000016490390 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210LVV2 1444.89000000 PA USD 1459.90000000 0.000125504750 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225AR69 30.01000000 PA USD 30.20000000 0.000002596234 Long ABS-MBS USGA US N 2 2027-02-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UF3 3360100.00000000 PA USD 3289222.89000000 0.282768065366 Long DBT UST US N 2 2044-11-15 Fixed 4.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209AVQ0 894.17000000 PA USD 904.71000000 0.000077776151 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVW5 9831296.29000000 PA USD 8977127.71000000 0.771746129707 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LEG7 34391.57000000 PA USD 36132.94000000 0.003106278255 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ARAT1 25455.29000000 PA USD 25302.23000000 0.002175183277 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KXF0 19457.41000000 PA USD 19544.63000000 0.001680213654 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HBPM0 6000000.00000000 PA USD 6248259.60000000 0.537150669955 Long ABS-MBS USGSE US N 2 2029-01-25 Fixed 5.48000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KJQ2 9640.95000000 PA USD 9917.27000000 0.000852568325 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 7.00000000 N N N N N N Horizon Aircraft Finance N/A 44040JAA6 468462.60000000 PA USD 445270.89000000 0.038279068442 Long ABS-O CORP KY N 2 2039-11-15 Fixed 3.43000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291NUY5 1388.16000000 PA USD 1404.79000000 0.000120767051 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLY5 6150500.00000000 PA USD 6182213.52000000 0.531472817499 Long DBT UST US N 2 2026-11-30 Fixed 4.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3P6 2960000.00000000 PA USD 3036479.03000000 0.261040169533 Long DBT CORP US N 2 2031-01-24 Fixed 5.24000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208XTY7 148.71000000 PA USD 150.22000000 0.000012914119 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210BB38 150.76000000 PA USD 152.53000000 0.000013112706 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210AN94 46.51000000 PA USD 47.72000000 0.000004102395 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJR3 10237900.00000000 PA USD 10247098.14000000 0.880923006304 Long DBT UST US N 2 2028-12-31 Fixed 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208WHD8 136.73000000 PA USD 138.19000000 0.000011879924 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620C0ZB7 107004.15000000 PA USD 104297.21000000 0.008966227367 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208VX26 35.50000000 PA USD 35.71000000 0.000003069918 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 6.50000000 N N N N N N Home Partners of America Trust N/A 43732VAA4 3556488.21000000 PA USD 3423717.04000000 0.294330264666 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.30000000 N N N N N N OMNIS FUNDING TRUST N/A 68218WAA2 2045000.00000000 PA USD 2119182.70000000 0.182181996257 Long DBT CORP US N 2 2055-05-15 Fixed 6.72000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208RXF6 70.51000000 PA USD 71.01000000 0.000006104590 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202VU66 8020.62000000 PA USD 8155.90000000 0.000701146787 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207V2T2 91.57000000 PA USD 92.16000000 0.000007922815 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374L5Y3 9730.71000000 PA USD 9785.09000000 0.000841205069 Long ABS-MBS USGA US N 2 2035-09-16 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMDB9 198145.12000000 PA USD 189606.96000000 0.016300139896 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210NNC9 2397.88000000 PA USD 2431.78000000 0.000209055375 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMP3 13646400.00000000 PA USD 13717297.28000000 1.179249246291 Long DBT UST US N 2 2027-02-28 Fixed 4.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296DP44 5733.24000000 PA USD 6122.32000000 0.000526323888 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209NPF3 213.63000000 PA USD 215.33000000 0.000018511499 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417CRL1 15395.11000000 PA USD 15186.44000000 0.001305548575 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 3.00000000 N N N N N N UMBS, TBA N/A 01F020679 -11422000.00000000 PA USD -9039229.17000000 -0.77708487088 Short ABS-MBS USGSE US N 2 2054-07-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201SU49 7339.60000000 PA USD 7452.42000000 0.000640669986 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UL0 7203000.00000000 PA USD 7398831.56000000 0.636063093368 Long DBT UST US N 2 2045-05-15 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SH2 8265000.00000000 PA USD 5933043.14000000 0.510052126759 Long DBT UST US N 2 2049-05-15 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJED1 157044.39000000 PA USD 149985.55000000 0.012893964691 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208YF38 28.79000000 PA USD 29.05000000 0.000002497371 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KJG4 2546.28000000 PA USD 2632.25000000 0.000226289389 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209EVE9 87.75000000 PA USD 90.28000000 0.000007761195 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQPB5 4430879.06000000 PA USD 4456361.00000000 0.383104648327 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201NBK5 6772.75000000 PA USD 6776.36000000 0.000582550429 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210GJK1 108.27000000 PA USD 109.37000000 0.000009402325 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291DNQ2 459.59000000 PA USD 461.62000000 0.000039684569 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207KCE8 28.23000000 PA USD 28.56000000 0.000002455247 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N TRANS-ALLEGHENY INTERSTA N/A 893045AF1 350000.00000000 PA USD 356096.76000000 0.030612942714 Long DBT CORP US N 2 2031-01-15 Fixed 5.00000000 N N N N N N Enterprise Fleet Financing LLC N/A 29374LAB6 2581487.41000000 PA USD 2620253.09000000 0.225258038694 Long ABS-O CORP US N 2 2030-03-20 Fixed 6.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207KA83 41.28000000 PA USD 42.22000000 0.000003629570 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H040673 -5333000.00000000 PA USD -4957665.01000000 -0.42620077461 Short ABS-MBS USGA US N 2 2054-07-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KJS8 306.12000000 PA USD 312.07000000 0.000026828048 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHK9 3868804.85000000 PA USD 3707631.91000000 0.318737871327 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWG98 1175642.16000000 PA USD 1177528.24000000 0.101229802136 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1165000.00000000 PA USD 1165000.00000000 0.100152773821 Long RA CORP US N 2 Repurchase N 4.39000000 2025-07-01 1198583.49900000 USD 1180815.83000000 USD UST N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212SCF1 4825.89000000 PA USD 4878.51000000 0.000419395973 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209J6E6 36.82000000 PA USD 37.20000000 0.000003198011 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Honda Auto Receivables Owner Trust N/A 437930AC4 6945000.00000000 PA USD 7028010.81000000 0.604184358000 Long ABS-O CORP US N 2 2028-11-20 Fixed 5.27000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9HX4 677552.80000000 PA USD 658824.44000000 0.056637849894 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210AAN7 20008.46000000 PA USD 20387.17000000 0.001752645172 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 8.00000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDE2 965000.00000000 PA USD 998220.12000000 0.085815033392 Long DBT CORP US N 2 2030-02-01 Fixed 5.70000000 N N N N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 20271AAL1 5890000.00000000 PA USD 6072539.11000000 0.522044322753 Long DBT CORP AU N 2 2028-09-14 Fixed 5.07000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208YK81 201.73000000 PA USD 206.63000000 0.000017763577 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNA5 1954000.00000000 PA USD 1956442.50000000 0.168191539225 Long DBT UST US N 2 2032-04-30 Fixed 4.00000000 N N N N N N BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 06405LAH4 935000.00000000 PA USD 948209.21000000 0.081515693171 Long DBT CORP US N 2 2029-04-20 Fixed 4.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A8ZH6 566732.67000000 PA USD 551916.63000000 0.047447194345 Long ABS-MBS USGSE US N 2 2027-09-25 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ANAY9 151762.24000000 PA USD 149807.21000000 0.012878633150 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208RYR9 78.91000000 PA USD 79.77000000 0.000006857671 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BBJ6 3792.09000000 PA USD 3859.80000000 0.000331819464 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200EDL2 7518.04000000 PA USD 7559.00000000 0.000649832461 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200VU35 6223.05000000 PA USD 6290.03000000 0.000540741589 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNE7 15077200.00000000 PA USD 15112537.19000000 1.299195295333 Long DBT UST US N 2 2027-05-31 Fixed 3.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213UW63 455.25000000 PA USD 467.73000000 0.000040209834 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UB2 2778000.00000000 PA USD 2724284.76000000 0.234201438106 Long DBT UST US N 2 2044-05-15 Fixed 4.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296UMS6 30497.30000000 PA USD 32094.54000000 0.002759104897 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210ASU2 565.66000000 PA USD 582.00000000 0.000050033402 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 116.00000000 NC USD 80148.50000000 0.006890209950 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUU5 Comdty 2025-09-30 24050570.31000000 USD 80148.50000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WZB7 4392319.87000000 PA USD 4007973.87000000 0.344557682820 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DUG5 8918119.72000000 PA USD 7118606.27000000 0.611972672691 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDH5 5032000.00000000 PA USD 5187996.98000000 0.446001964056 Long DBT CORP US N 2 2035-07-26 Fixed 5.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418UZW7 1693.41000000 PA USD 1731.20000000 0.000148827881 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201ENK2 138.46000000 PA USD 139.83000000 0.000012020911 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36205TPW7 788.45000000 PA USD 796.83000000 0.000068501918 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Start Ltd. N/A 85573LAA9 319064.63000000 PA USD 315877.46000000 0.027155368074 Long ABS-O CORP BM N 2 2044-03-15 Fixed 4.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQBW4 1311846.59000000 PA USD 1265645.99000000 0.108805112939 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297J4W1 3779.99000000 PA USD 3805.07000000 0.000327114433 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0PT6 4180709.50000000 PA USD 3493069.04000000 0.300292320606 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 2.50000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BV9 2478000.00000000 PA USD 2427372.50000000 0.208676471222 Long DBT CORP US N 2 2054-04-04 Fixed 5.89000000 N N N N N N GEORGETOWN UNIVERSITY 549300GCL3B0KVXSX752 37310PAC5 123000.00000000 PA USD 101800.05000000 0.008751551401 Long DBT CORP US N 2 2049-04-01 Fixed 4.32000000 N N N N N N Chicago Transit Authority Sales & Transfer Tax Receipts Revenue N/A 167725AF7 131398.09000000 PA USD 145541.29000000 0.012511900342 Long DBT MUN US N 2 2040-12-01 Fixed 6.90000000 N N N N N N Freddie Mac - SCRT N/A 35563PUZ0 6337964.26000000 PA USD 5170292.58000000 0.444479951379 Long ABS-MBS USGSE US N 2 2060-09-25 Fixed 2.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PLH0 695761.05000000 PA USD 670749.90000000 0.057663058391 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SX7 4133500.00000000 PA USD 2621058.80000000 0.225327304008 Long DBT UST US N 2 2051-05-15 Fixed 2.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TN8 4754400.00000000 PA USD 3881150.41000000 0.333654917751 Long DBT UST US N 2 2053-02-15 Fixed 3.63000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2S3 2473000.00000000 PA USD 2508278.78000000 0.215631826038 Long DBT CORP US N 2 2035-01-13 Fixed 5.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJM6 2860051.11000000 PA USD 2909911.07000000 0.250159369300 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Texas Natural Gas Securitization Finance Corp N/A 88258MAA3 1919808.87000000 PA USD 1963544.80000000 0.168802110080 Long DBT MUN US N 2 2035-04-01 Fixed 5.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7YJ9 5129.44000000 PA USD 5366.75000000 0.000461369011 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHR5 242200.00000000 PA USD 244309.79000000 0.021002835313 Long DBT UST US N 2 2030-07-31 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMW51 195869.91000000 PA USD 188520.62000000 0.016206749369 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212DHW2 465.36000000 PA USD 468.76000000 0.000040298381 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TX6 3105200.00000000 PA USD 2832524.63000000 0.243506608251 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N SCE RECOVERY FUNDING LLC N/A 78433LAC0 365000.00000000 PA USD 240661.60000000 0.020689207547 Long DBT CORP US N 2 2043-11-15 Fixed 2.51000000 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAP8 775000.00000000 PA USD 796231.33000000 0.068450451762 Long DBT CORP US N 2 2032-08-15 Fixed 5.21000000 N N N N N N Flagstar Mortgage Trust N/A 33851MAB8 1377688.12000000 PA USD 1210248.18000000 0.104042671450 Long ABS-MBS CORP US N 2 2041-09-25 Variable 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208FMG2 2726.26000000 PA USD 2776.21000000 0.000238665349 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295QLF5 4297.18000000 PA USD 4492.59000000 0.000386219184 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291HVD3 1847.27000000 PA USD 1901.46000000 0.000163464801 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKD2 11636100.00000000 PA USD 11841095.38000000 1.017955834674 Long DBT UST US N 2 2029-02-28 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGHD9 1452781.65000000 PA USD 1377513.27000000 0.118422124435 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ARC66 159680.14000000 PA USD 156344.40000000 0.013440622602 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPUU0 3381667.36000000 PA USD 3340939.03000000 0.287214000878 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAL9 1025986.98000000 PA USD 1028591.35000000 0.088425988696 Long ABS-O CORP US N 2 2062-08-15 Fixed 5.97000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TK4 9620400.00000000 PA USD 8074747.48000000 0.694170264405 Long DBT UST US N 2 2042-08-15 Fixed 3.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202WJH3 18268.01000000 PA USD 18312.32000000 0.001574274371 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N PG&E WILDFIRE RECOVERY N/A 693342AJ6 1185000.00000000 PA USD 1123003.48000000 0.096542415050 Long DBT CORP US N 2 2047-12-01 Fixed 5.21000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213FMP5 2496.66000000 PA USD 2560.41000000 0.000220113445 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208RPD0 1158.86000000 PA USD 1170.45000000 0.000100621299 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 362202V42 1969.87000000 PA USD 1991.64000000 0.000171217399 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209KD96 591.68000000 PA USD 598.56000000 0.000051457033 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BVUA2 1638463.40000000 PA USD 1585064.08000000 0.136264862057 Long ABS-MBS USGSE US N 2 2045-06-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEM9 1240000.00000000 PA USD 1202170.32000000 0.103348233608 Long DBT UST US N 2 2029-04-30 Fixed 2.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VZQ6 9336545.01000000 PA USD 7605115.51000000 0.653796921512 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2D82 5549.03000000 PA USD 5806.85000000 0.000499203549 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9HT4 6250283.44000000 PA USD 5570168.22000000 0.478856478872 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201BRP3 358.63000000 PA USD 369.73000000 0.000031784965 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201AXP8 6387.38000000 PA USD 6429.58000000 0.000552738430 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36211NP93 164.30000000 PA USD 164.50000000 0.000014141743 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 8.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLM1 2021200.00000000 PA USD 1987408.06000000 0.170853587918 Long DBT UST US N 2 2031-09-30 Fixed 3.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FGMK8 1333479.45000000 PA USD 1262208.44000000 0.108509593482 Long ABS-MBS USGSE US N 2 2048-07-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296DEG9 48363.44000000 PA USD 50063.14000000 0.004303830332 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374CSS6 2153743.14000000 PA USD 1998922.54000000 0.171843465266 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213X7K4 27977.50000000 PA USD 27916.70000000 0.002399944155 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200AA58 1623.68000000 PA USD 1645.90000000 0.000141494807 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLK5 9668600.00000000 PA USD 9620634.66000000 0.827067164914 Long DBT UST US N 2 2029-08-31 Fixed 3.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJ6L2 671923.81000000 PA USD 650257.53000000 0.055901369380 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.50000000 N N N N N N Golden State Tobacco Securitization Corp N/A 38122NB76 315000.00000000 PA USD 276610.51000000 0.023779665102 Long DBT MUN US N 2 2046-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207JSQ7 1543.11000000 PA USD 1557.23000000 0.000133872020 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLP1 8113189.05000000 PA USD 6896382.77000000 0.592868552577 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N Castlelake Aircraft Securitization Trust 549300MHTIBONNXM3R82 14855MAA6 469739.51000000 PA USD 445085.09000000 0.038263095579 Long ABS-O CORP US N 2 2039-04-15 Fixed 3.97000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208FMD9 218.62000000 PA USD 220.70000000 0.000018973147 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJTH4 2873782.28000000 PA USD 2557173.20000000 0.219835183796 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BMX3 80.59000000 PA USD 83.12000000 0.000007145664 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L3B9 4055000.00000000 PA USD 4073032.67000000 0.350150660744 Long DBT CORP SA N 2 2035-06-02 Fixed 5.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208WDE0 865.19000000 PA USD 891.54000000 0.000076643951 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213BQW5 3026.22000000 PA USD 3122.05000000 0.000268396538 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412PR52 9764.23000000 PA USD 9742.03000000 0.000837503285 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJ6M0 298869.11000000 PA USD 288343.62000000 0.024788337645 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208T3Q1 126.97000000 PA USD 130.87000000 0.000011250638 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Enterprise Fleet Financing LLC RKWYUSIDZTWNAX1D9U96 29374FAB9 193466.34000000 PA USD 193281.25000000 0.016616011429 Long ABS-O CORP US N 2 2029-07-20 Fixed 4.38000000 N N N N N N SCE RECOVERY FUNDING LLC N/A 78433LAB2 630000.00000000 PA USD 471046.99000000 0.040494989398 Long DBT CORP US N 2 2038-05-15 Fixed 1.94000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJW2 9911900.00000000 PA USD 10001339.43000000 0.859795610169 Long DBT UST US N 2 2029-01-31 Fixed 4.00000000 N N N N N N Angel Oak Mortgage Trust N/A 03464VAA2 61829.87000000 PA USD 60688.18000000 0.005217244261 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.62000000 N N N N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 1105000.00000000 PA USD 1105000.00000000 0.094994691049 Long RA CORP US N 2 Repurchase N 4.39000000 2025-07-01 1108568.22900000 USD 1127749.77000000 USD UST N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QV48 88696.29000000 PA USD 89084.36000000 0.007658408376 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A5A90 8738.39000000 PA USD 8556.75000000 0.000735607079 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQLG8 3397195.75000000 PA USD 3164515.70000000 0.272047231894 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291NBN0 52374.39000000 PA USD 53435.05000000 0.004593706847 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200MMT7 8221.67000000 PA USD 8416.48000000 0.000723548341 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMY4 12617600.00000000 PA USD 12615628.50000000 1.084540933716 Long DBT UST US N 2 2027-04-30 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312938JG9 73085.46000000 PA USD 75574.79000000 0.006497017038 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKX8 8276500.00000000 PA USD 8430391.17000000 0.724744257577 Long DBT UST US N 2 2029-06-30 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292GKH7 3560.51000000 PA USD 3603.11000000 0.000309752326 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QG4T1 2080879.46000000 PA USD 1672476.82000000 0.143779564528 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272CB2 1430000.00000000 PA USD 1445520.98000000 0.124268614390 Long DBT CORP US N 2 2055-04-01 Fixed 6.14000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UA4 4208500.00000000 PA USD 4087505.63000000 0.351394872838 Long DBT UST US N 2 2054-05-15 Fixed 4.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290T3T4 19117.31000000 PA USD 19788.37000000 0.001701167506 Long ABS-MBS USGA US N 2 2037-02-15 Fixed 6.00000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAN2 5341000.00000000 PA USD 5432819.91000000 0.467048913013 Long DBT CORP NO N 2 2035-06-03 Fixed 5.13000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3G6 3730000.00000000 PA USD 3942191.27000000 0.338902481224 Long DBT CORP US N 2 2029-10-23 Fixed 6.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWH22 4003529.70000000 PA USD 4008405.92000000 0.344594825314 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208JQA3 36359.43000000 PA USD 37718.77000000 0.003242608961 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N SFS Auto Receivables Securitization Trust N/A 78397XAC8 5885000.00000000 PA USD 5956374.46000000 0.512057874755 Long ABS-O CORP US N 2 2029-11-20 Fixed 5.33000000 N N N N N N Wheels Fleet Lease Funding LLC 549300BSFY0E0XXREF43 96328GBT3 2445403.65000000 PA USD 2459004.25000000 0.211395790967 Long ABS-O CORP US N 2 2039-06-21 Fixed 4.87000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TR9 4549000.00000000 PA USD 3710278.13000000 0.318965361690 Long DBT UST US N 2 2053-05-15 Fixed 3.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMV0 28566700.00000000 PA USD 28611335.47000000 2.459660609498 Long DBT UST US N 2 2027-03-31 Fixed 3.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QBS7 24137.79000000 PA USD 25111.10000000 0.002158752204 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295KW25 20044.85000000 PA USD 20928.72000000 0.001799201167 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201BN85 963.16000000 PA USD 969.43000000 0.000083340003 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414EFP4 7387.94000000 PA USD 7552.60000000 0.000649282265 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200SR51 723.16000000 PA USD 730.73000000 0.000062819430 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Towd Point Mortgage Trust N/A 89176EAA8 99079.86000000 PA USD 97745.42000000 0.008402982782 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176BCQ8 139728.89000000 PA USD 133162.96000000 0.011447759497 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296TQB2 48782.37000000 PA USD 50842.74000000 0.004370851021 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201BRU2 6961.98000000 PA USD 7008.86000000 0.000602538000 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAE3 4025000.00000000 PA USD 4024637.75000000 0.345990244026 Long DBT CORP LU N 2 2042-08-23 Fixed 6.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209SUW9 68.57000000 PA USD 69.07000000 0.000005937812 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFU58 6742060.65000000 PA USD 5389422.93000000 0.463318159431 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DW73 543890.20000000 PA USD 487531.83000000 0.041912158884 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210AL47 1357.17000000 PA USD 1392.18000000 0.000119682994 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DVA7 9455660.22000000 PA USD 7541771.14000000 0.648351329785 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209M3Z5 83.58000000 PA USD 84.42000000 0.000007257422 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290RZB2 718.84000000 PA USD 723.06000000 0.000062160055 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374L5X5 140.53000000 PA USD 141.30000000 0.000012147284 Long ABS-MBS USGA US N 2 2035-09-16 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200RWD0 1248.81000000 PA USD 1290.11000000 0.000110908236 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210JJZ2 9956.71000000 PA USD 10240.89000000 0.000880389304 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N SAMMONS FINANCIAL GLOBAL 635400IPRNPM6HDHRS48 79587J2C6 4410000.00000000 PA USD 4458412.63000000 0.383281022949 Long DBT CORP US N 2 2030-06-12 Fixed 4.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJN2 9285000.00000000 PA USD 9478316.58000000 0.814832357637 Long DBT UST US N 2 2028-11-30 Fixed 4.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TZ1 2614000.00000000 PA USD 2525777.50000000 0.217136156808 Long DBT UST US N 2 2044-02-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200WHZ7 2564.88000000 PA USD 2595.41000000 0.000223122326 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208W4D2 563.20000000 PA USD 565.91000000 0.000048650177 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209NNN8 3443.50000000 PA USD 3494.61000000 0.000300424793 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFU33 9171250.19000000 PA USD 7717048.87000000 0.663419613775 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417MBP7 3025.55000000 PA USD 3018.67000000 0.000259509162 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291KYX9 1669.84000000 PA USD 1742.68000000 0.000149814794 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N PROTECTIVE LIFE GLOBAL 635400EVYITCJYWL2I50 74368CCB8 2760000.00000000 PA USD 2848751.08000000 0.244901564454 Long DBT CORP US N 2 2032-01-14 Fixed 5.43000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292FT80 25955.76000000 PA USD 26046.72000000 0.002239185628 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210YRX5 314.38000000 PA USD 318.29000000 0.000027362769 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36211SFE2 1429.46000000 PA USD 1434.46000000 0.000123317723 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414CCT3 107632.69000000 PA USD 110032.56000000 0.009459284201 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B9VP9 3102771.38000000 PA USD 2463203.63000000 0.211756803461 Long ABS-MBS USGSE US N 2 2049-10-25 Fixed 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209DBU7 210.25000000 PA USD 212.46000000 0.000018264771 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XD7G5 3259534.71000000 PA USD 2736924.68000000 0.235288067333 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296KTD4 23940.26000000 PA USD 24146.53000000 0.002075830006 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213NZG4 2945.11000000 PA USD 2978.06000000 0.000256017999 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3T59 219199.50000000 PA USD 213096.81000000 0.018319516406 Long ABS-MBS USGSE US N 2 2049-02-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFMM0 3416379.21000000 PA USD 2865388.68000000 0.246331866420 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209RGC1 986.29000000 PA USD 989.59000000 0.000085073118 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 8.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TS7 8583600.00000000 PA USD 7666898.30000000 0.659108267257 Long DBT UST US N 2 2043-05-15 Fixed 3.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213RWE3 47332.83000000 PA USD 47369.43000000 0.004072257346 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207EMP6 23693.28000000 PA USD 23730.87000000 0.002040096528 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJE38 1950.06000000 PA USD 1942.27000000 0.000166973157 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201KK39 234.38000000 PA USD 236.96000000 0.000020370988 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207J4D2 25.59000000 PA USD 25.76000000 0.000002214536 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N New Economy Assets Phase 1 Issuer LLC N/A 643821AA9 1490000.00000000 PA USD 1402816.97000000 0.120597434085 Long ABS-O CORP US N 2 2061-10-20 Fixed 1.91000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DY69 4343102.37000000 PA USD 3869662.08000000 0.332667288467 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201KDP8 5832.18000000 PA USD 6078.56000000 0.000522561926 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212M4N6 1466.31000000 PA USD 1510.45000000 0.000129850435 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Flagstar Mortgage Trust N/A 33851JAC3 638957.15000000 PA USD 596324.91000000 0.051264887412 Long ABS-MBS CORP US N 2 2048-05-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KYAU8 1312446.02000000 PA USD 1132248.19000000 0.097337164706 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209MHY3 459.94000000 PA USD 465.06000000 0.000039980299 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208Y3U1 747.76000000 PA USD 757.66000000 0.000065134549 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YF5 1365000.00000000 PA USD 1473834.45000000 0.126702668087 Long DBT MUN US N 2 2057-04-01 Fixed 6.64000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDDV5 1443893.30000000 PA USD 1244403.82000000 0.106978965087 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208UAN7 37.18000000 PA USD 37.55000000 0.000003228100 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LMU7 13622.32000000 PA USD 14312.07000000 0.001230380694 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201YNZ5 6872.26000000 PA USD 7073.80000000 0.000608120765 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200JLM0 1280.59000000 PA USD 1295.91000000 0.000111406850 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210DC66 240.88000000 PA USD 244.37000000 0.000021008011 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D5G3 1231621.84000000 PA USD 1061464.56000000 0.091252034332 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213WPR1 2471.17000000 PA USD 2504.09000000 0.000215271724 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210QXU1 4316.83000000 PA USD 4419.02000000 0.000379894515 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213JGT6 1599.31000000 PA USD 1613.06000000 0.000138671616 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L9XL1 2337062.05000000 PA USD 2159928.52000000 0.185684834793 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQCC7 514640.65000000 PA USD 508230.15000000 0.043691553014 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N SBA TOWER TRUST N/A 78403DAP5 810000.00000000 PA USD 796768.89000000 0.068496664745 Long DBT US N 2 2026-01-15 Fixed 1.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KL77 19405.57000000 PA USD 20372.60000000 0.001751392617 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208VAA3 4053.68000000 PA USD 4099.49000000 0.000352425145 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36211LE57 183.89000000 PA USD 184.12000000 0.000015828436 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMVG5 1278405.55000000 PA USD 1230605.97000000 0.105792790881 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNF73 5521297.88000000 PA USD 4434197.28000000 0.381199276622 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QS4T5 10814231.69000000 PA USD 11005938.17000000 0.946159001061 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TU2 9089100.00000000 PA USD 8663403.46000000 0.744775868889 Long DBT UST US N 2 2043-08-15 Fixed 4.38000000 N N N N N N Retained Vantage Data Centers Issuer, LLC 254900N4NW6XZ9B4HM15 76134KAA2 6098000.00000000 PA USD 6046662.77000000 0.519819784360 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209CSZ0 36.86000000 PA USD 37.13000000 0.000003191993 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMM0 2445600.00000000 PA USD 2523171.38000000 0.216912113763 Long DBT UST US N 2 2035-02-15 Fixed 4.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291FWL8 4136.52000000 PA USD 4196.97000000 0.000360805310 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291GX76 9708.93000000 PA USD 9865.11000000 0.000848084232 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FHQ63 1950000.00000000 PA USD 1929456.95000000 0.165871644216 Long ABS-MBS USGSE US N 2 2033-05-25 Variable 3.99000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEUX2 202844.23000000 PA USD 196705.40000000 0.016910378914 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210ART6 563.81000000 PA USD 576.55000000 0.000049564877 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208CJR9 206.70000000 PA USD 208.18000000 0.000017896827 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213YXF4 7458.61000000 PA USD 7559.00000000 0.000649832461 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209W6M9 24.31000000 PA USD 24.56000000 0.000002111375 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417MT78 2340.90000000 PA USD 2400.74000000 0.000206386927 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200MQ30 190732.36000000 PA USD 192127.81000000 0.016516852446 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207KAH3 296.83000000 PA USD 299.39000000 0.000025737973 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFY2 2686000.00000000 PA USD 2697856.17000000 0.231929423860 Long DBT UST US N 2 2029-11-30 Fixed 3.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208PTR9 317.80000000 PA USD 321.13000000 0.000027606918 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D6K3 4423420.89000000 PA USD 3636161.36000000 0.312593687783 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6DJ6 1421374.62000000 PA USD 1414140.83000000 0.121570924205 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 4.50000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3Q2 10462000.00000000 PA USD 10753966.70000000 0.924497506087 Long DBT CORP US N 2 2029-01-09 Fixed 5.58000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 45.00000000 NC USD 47109.37000000 0.004049900496 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Note Futures TYU5 Comdty 2025-09-19 4998515.63000000 USD 47109.37000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CHX2 3456300.00000000 PA USD 3524480.91000000 0.302992737698 Long DBT UST US N 2 2028-08-31 Fixed 4.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213N5K8 10556.05000000 PA USD 10856.24000000 0.000933289741 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210AXX0 190.46000000 PA USD 196.69000000 0.000016909055 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200Q3V4 799.58000000 PA USD 809.15000000 0.000069561044 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59259YDK2 45000.00000000 PA USD 45486.19000000 0.003910358883 Long DBT MUN US N 2 2026-11-15 Fixed 6.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V4U1 2457420.32000000 PA USD 2001795.52000000 0.172090449744 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KXQ6 74153.01000000 PA USD 75056.75000000 0.006452482151 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374L5Z0 16671.30000000 PA USD 16778.26000000 0.001442394230 Long ABS-MBS USGA US N 2 2035-09-16 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36205XUK8 522.36000000 PA USD 527.58000000 0.000045355021 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Cascade Funding Mortgage Trust N/A 12529UAF7 465276.77000000 PA USD 459826.89000000 0.039530419323 Long ABS-O CORP US N 2 2031-09-22 Fixed 1.39000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416T2B4 17955.60000000 PA USD 17818.66000000 0.001531835386 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWH30 4321930.84000000 PA USD 4399120.83000000 0.378183822748 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BB0 1199000.00000000 PA USD 1201899.53000000 0.103324954321 Long DBT CORP US N 2 2045-05-01 Fixed 5.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208WEK5 220.09000000 PA USD 226.98000000 0.000019513027 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KQE1 42170.73000000 PA USD 44493.19000000 0.003824992613 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202XEY9 691.67000000 PA USD 698.25000000 0.000060027188 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M0CZ1 27330.55000000 PA USD 26945.83000000 0.002316480358 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295KHD8 50393.03000000 PA USD 52771.72000000 0.004536681662 Long ABS-MBS USGA US N 2 2038-03-15 Fixed 6.00000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358XJB9 1350000.00000000 PA USD 1267676.46000000 0.108979668478 Long DBT MUN US N 2 2053-07-15 Fixed 5.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGK99 8378634.28000000 PA USD 7624757.61000000 0.655485514472 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AL3J8 1431358.21000000 PA USD 1299692.58000000 0.111732031761 Long ABS-MBS USGSE US N 2 2045-01-25 Fixed 3.00000000 N Y N N N N AMERICAN TOWER TRUST I 5493004YGM0MQZJOEJ36 03027WAM4 8530000.00000000 PA USD 8673865.27000000 0.745675250254 Long DBT US N 2 2028-03-15 Fixed 5.49000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAR4 6190000.00000000 PA USD 6351500.50000000 0.546026088416 Long DBT CORP US N 2 2031-12-01 Fixed 5.21000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296UVW7 23224.04000000 PA USD 23921.99000000 0.002056526741 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 6.00000000 N N N N N N SBA TOWER TRUST N/A 78403DAT7 1555000.00000000 PA USD 1491933.24000000 0.128258585702 Long DBT US N 2 2026-11-15 Fixed 1.63000000 N N N N N N Mach I N/A 55446MAA5 162740.05000000 PA USD 158344.44000000 0.013612562133 Long ABS-O CORP KY N 2 2039-10-15 Fixed 3.47000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJF9 12073000.00000000 PA USD 12506873.44000000 1.075191473694 Long DBT UST US N 2 2028-10-31 Fixed 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QST43 558576.17000000 PA USD 560091.64000000 0.048149983983 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F060675 -5961000.00000000 PA USD -6057108.25000000 -0.52071776186 Short ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N Wheels Fleet Lease Funding LLC 549300BSFY0E0XXREF43 96328GBG1 7327306.27000000 PA USD 7427099.05000000 0.638493194254 Long ABS-O CORP US N 2 2038-08-18 Fixed 6.46000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295RM39 22659.97000000 PA USD 24030.28000000 0.002065836221 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADVT2 1607089.89000000 PA USD 1521484.81000000 0.130799076437 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AG7H6 2043284.25000000 PA USD 1625663.66000000 0.139755128626 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207ULN6 36.82000000 PA USD 37.07000000 0.000003186835 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36294ST31 24112.57000000 PA USD 25331.73000000 0.002177719334 Long ABS-MBS USGA US N 2 2036-08-15 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJA0 8825100.00000000 PA USD 9069513.88000000 0.779688388237 Long DBT UST US N 2 2028-09-30 Fixed 4.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209ML85 997.37000000 PA USD 1005.89000000 0.000086474397 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225A7D6 560.47000000 PA USD 572.66000000 0.000049230461 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TD0 1427100.00000000 PA USD 871701.66000000 0.074938488578 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36294SG35 28676.72000000 PA USD 30127.14000000 0.002589971363 Long ABS-MBS USGA US N 2 2036-12-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QJB6 40845.14000000 PA USD 42703.31000000 0.003671120126 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TG3 6893100.00000000 PA USD 4851019.13000000 0.417032636679 Long DBT UST US N 2 2052-05-15 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AP50 20217.88000000 PA USD 21417.61000000 0.001841230085 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL2U0 21440189.61000000 PA USD 17133462.27000000 1.472930275975 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KT40 6341.39000000 PA USD 6423.90000000 0.000552250131 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 5.00000000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAS1 2170000.00000000 PA USD 2196100.54000000 0.188794472680 Long DBT CORP US N 2 2032-05-22 Fixed 4.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200WWV9 10737.92000000 PA USD 11082.72000000 0.000952759784 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Commonwealth of Massachusetts 5493001N1YCXNI1O7K10 576004HG3 1097378.01000000 PA USD 1094606.03000000 0.094101141756 Long DBT MUN US N 2 2031-07-15 Fixed 4.11000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CND9 9160200.00000000 PA USD 9173797.22000000 0.788653423228 Long DBT UST US N 2 2028-05-15 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLJ8 313800.00000000 PA USD 310870.38000000 0.026724919189 Long DBT UST US N 2 2031-08-31 Fixed 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030674 1980000.00000000 PA USD 1751031.39000000 0.150532747431 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 3.00000000 N N N N N N TEXAS ELECTRIC MKT STABL N/A 88240TAA9 3327231.33000000 PA USD 3293499.26000000 0.283135696539 Long DBT CORP US N 2 2034-08-01 Fixed 4.27000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207EMB7 1286.66000000 PA USD 1308.59000000 0.000112496925 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290QXC4 3659.64000000 PA USD 3723.19000000 0.000320075369 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N FirstKey Homes 2021-SFR3 Trust N/A 33768JAA9 3373569.04000000 PA USD 3259759.33000000 0.280235140678 Long ABS-O CORP US N 2 2038-12-17 Fixed 2.14000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291NPL9 1065.92000000 PA USD 1097.20000000 0.000094324140 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 5.50000000 N N N N N N J PAUL GETTY TRUST 72TDDU3K225INPK3EI14 374288AC2 1675000.00000000 PA USD 1685721.02000000 0.144918142525 Long DBT CORP US N 2 2035-04-01 Fixed 4.91000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209GPD3 130.31000000 PA USD 131.71000000 0.000011322851 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UE6 5140200.00000000 PA USD 4898449.97000000 0.421110173324 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213DXZ6 374.29000000 PA USD 380.48000000 0.000032709122 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EW5 2080000.00000000 PA USD 2117829.58000000 0.182065671174 Long DBT CORP GB N 2 2031-05-13 Fixed 5.24000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230NZR9 89623.72000000 PA USD 87769.98000000 0.007545413695 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291GUT1 109278.04000000 PA USD 109797.14000000 0.009439045604 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36294NPM4 87183.70000000 PA USD 90860.68000000 0.007811115135 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200RQY1 7499.29000000 PA USD 7638.32000000 0.000656651446 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N UMBS, TBA N/A 01F052474 13217000.00000000 PA USD 13456524.29000000 1.156831101840 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208QSK3 188.61000000 PA USD 194.23000000 0.000016697573 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208T5P1 528.37000000 PA USD 547.48000000 0.000047065785 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208WCD3 41.69000000 PA USD 42.19000000 0.000003626991 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209ST84 35.16000000 PA USD 35.47000000 0.000003049286 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042679 -4956000.00000000 PA USD -4743179.35000000 -0.40776186149 Short ABS-MBS USGA US N 2 2054-07-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KJ74 873.09000000 PA USD 890.90000000 0.000076588932 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 7.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMG3 16914600.00000000 PA USD 17248266.87000000 1.482799803131 Long DBT UST US N 2 2030-01-31 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210FA71 86.91000000 PA USD 87.86000000 0.000007553152 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291D5V1 3485.74000000 PA USD 3497.92000000 0.000300709348 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMA6 9413800.00000000 PA USD 9552065.19000000 0.821172381549 Long DBT UST US N 2 2029-11-30 Fixed 4.13000000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BU6 1815000.00000000 PA USD 1834217.40000000 0.157684086182 Long DBT CORP US N 2 2030-05-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207KPB0 1045.58000000 PA USD 1061.31000000 0.000091238747 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWA52 3986882.96000000 PA USD 3174935.51000000 0.272943002602 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RZ3 3903500.00000000 PA USD 2775754.45000000 0.238626186794 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8V7 500000.00000000 PA USD 487620.65000000 0.041919794566 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291PBY1 9144.85000000 PA USD 9279.31000000 0.000797724150 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208UKT3 523.14000000 PA USD 527.97000000 0.000045388549 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213CZ45 1256.47000000 PA USD 1260.87000000 0.000108394530 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419LYW7 162018.68000000 PA USD 158863.62000000 0.013657195023 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQLF7 7332024.50000000 PA USD 7595911.61000000 0.653005680211 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHC62 67490.58000000 PA USD 64457.13000000 0.005541253529 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJ3A9 1486136.34000000 PA USD 1478573.53000000 0.127110077535 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200WQ87 2770.64000000 PA USD 2771.68000000 0.000238275914 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BC8 2249000.00000000 PA USD 2243509.70000000 0.192870145537 Long DBT CORP US N 2 2055-05-01 Fixed 5.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFPU9 6158856.13000000 PA USD 5218770.36000000 0.448647491410 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291NZZ7 4124.51000000 PA USD 4245.58000000 0.000364984217 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 5.50000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CM0 2749000.00000000 PA USD 2521938.13000000 0.216806093670 Long DBT CORP US N 2 2054-02-21 Fixed 5.60000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209T6P9 574.07000000 PA USD 582.02000000 0.000050035122 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DF9 3027000.00000000 PA USD 3018051.34000000 0.259455977027 Long DBT CORP US N 2 2035-01-15 Fixed 5.10000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BG2 3310000.00000000 PA USD 3554773.34000000 0.305596918719 Long DBT CORP CH N 2 2034-09-22 Fixed 6.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212LSQ5 3242.49000000 PA USD 3254.14000000 0.000279752057 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 8.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5E4 3862209.84000000 PA USD 3608396.65000000 0.310206809911 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 4.00000000 N N N N N N PG&E WILDFIRE RECOVERY N/A 693342AD9 995000.00000000 PA USD 852438.82000000 0.073282499859 Long DBT CORP US N 2 2047-12-01 Fixed 4.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291EBN0 3218.35000000 PA USD 3258.58000000 0.000280133755 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208XTX9 379.69000000 PA USD 383.87000000 0.000033000553 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208WDY6 18.86000000 PA USD 18.95000000 0.000001629094 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210FAD8 10190.28000000 PA USD 10307.84000000 0.000886144865 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHF1 704000.00000000 PA USD 702432.50000000 0.060386749611 Long DBT UST US N 2 2030-05-31 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABSM6 199332.47000000 PA USD 193069.66000000 0.016597821450 Long ABS-MBS USGSE US N 2 2028-02-25 Fixed 1.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQJ63 489752.80000000 PA USD 482263.04000000 0.041459211302 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N City of New York NY 549300ABYZD2SFD5JB29 64966SNK8 325000.00000000 PA USD 338121.97000000 0.029067685137 Long DBT MUN US N 2 2055-02-01 Fixed 5.94000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292LGJ7 7380.29000000 PA USD 7618.99000000 0.000654989684 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMFR1 12957491.05000000 PA USD 10884798.99000000 0.935744902438 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209VHW7 280.63000000 PA USD 290.97000000 0.000025014122 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200MY31 8625.56000000 PA USD 8754.29000000 0.000752589207 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UK2 4887000.00000000 PA USD 4859510.63000000 0.417762634344 Long DBT UST US N 2 2055-05-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMU2 22089000.00000000 PA USD 22294358.78000000 1.916602465575 Long DBT UST US N 2 2030-03-31 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMH1 7962000.00000000 PA USD 7998388.81000000 0.687605858735 Long DBT UST US N 2 2027-01-31 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMD0 3379400.00000000 PA USD 3463224.97000000 0.297726684218 Long DBT UST US N 2 2029-12-31 Fixed 4.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLW9 9842100.00000000 PA USD 9874394.39000000 0.848882393106 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209K2F4 281.76000000 PA USD 283.92000000 0.000024408047 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAD5 3290000.00000000 PA USD 3322890.13000000 0.285662372209 Long DBT CORP LU N 2 2036-02-23 Fixed 5.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQAM8 478207.44000000 PA USD 464886.59000000 0.039965391846 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HHJF9 1775000.00000000 PA USD 1808951.67000000 0.155512040738 Long ABS-MBS USGSE US N 2 2031-10-25 Variable 4.68000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334LA7 1445000.00000000 PA USD 1476349.49000000 0.126918881162 Long DBT CORP US N 2 2031-03-15 Fixed 4.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AEPN4 149183.77000000 PA USD 152586.71000000 0.013117581334 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2E65 33520.41000000 PA USD 35196.12000000 0.003025741670 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213UQT0 137.84000000 PA USD 139.67000000 0.000012007157 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201AY85 35217.95000000 PA USD 36135.41000000 0.003106490596 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Pretium Mortgage Credit Partners LLC N/A 69392LAA2 3972924.23000000 PA USD 3841502.28000000 0.330246445480 Long ABS-MBS CORP US N 2 2064-08-25 Variable 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208VXH3 82.07000000 PA USD 82.98000000 0.000007133628 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 6.50000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDB8 1205000.00000000 PA USD 1245042.78000000 0.107033895230 Long DBT CORP US N 2 2027-10-29 Fixed 7.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AS5E8 68958.68000000 PA USD 68507.76000000 0.005889478276 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPVV7 3283335.88000000 PA USD 3232954.77000000 0.277930805026 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KJT6 3338.47000000 PA USD 3447.81000000 0.000296401489 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209PDC8 263.34000000 PA USD 266.29000000 0.000022892431 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPZS0 271333.20000000 PA USD 257680.47000000 0.022152286549 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PWMC9 32694.73000000 PA USD 32555.66000000 0.002798746482 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210UX57 164.05000000 PA USD 165.21000000 0.000014202780 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKG5 3715600.00000000 PA USD 3765818.64000000 0.323740070820 Long DBT UST US N 2 2029-03-31 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLS8 8540900.00000000 PA USD 8564587.67000000 0.736280868489 Long DBT UST US N 2 2026-10-31 Fixed 4.13000000 N N N N N N Maryland Economic Development Corp 549300JJ16DDBSZWSN94 574205JJ0 600000.00000000 PA USD 571172.10000000 0.049102549480 Long DBT MUN US N 2 2056-05-31 Fixed 5.43000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H4FG0 3594883.57000000 PA USD 3157236.33000000 0.271421438678 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFT3 106000.00000000 PA USD 107010.31000000 0.009199467273 Long DBT UST US N 2 2029-10-31 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6EA4 301684.28000000 PA USD 300150.21000000 0.025803327119 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPXT9 246705.53000000 PA USD 236445.19000000 0.020326731017 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQWQ5 551800.82000000 PA USD 554051.33000000 0.047630710334 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RS9 915000.00000000 PA USD 631957.61000000 0.054328161012 Long DBT UST US N 2 2046-05-15 Fixed 2.50000000 N N N N N N RFR Trust N/A 74984NAA2 6349796.00000000 PA USD 6470381.80000000 0.556246081507 Long ABS-MBS CORP US N 2 2041-03-11 Variable 5.56000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ATL57 89772.56000000 PA USD 89055.34000000 0.007655913583 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225B2V9 5834.68000000 PA USD 6044.58000000 0.000519640732 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EMT4 2088191.32000000 PA USD 2094230.68000000 0.180036919849 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209DD43 66.11000000 PA USD 66.97000000 0.000005757280 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207VYQ3 851.00000000 PA USD 857.30000000 0.000073700406 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UC0 4333100.00000000 PA USD 3957000.44000000 0.340175596635 Long DBT UST US N 2 2054-08-15 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177TMR5 101031.07000000 PA USD 97402.85000000 0.008373532708 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209HEU5 179.63000000 PA USD 181.11000000 0.000015569672 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209DB94 72.65000000 PA USD 73.27000000 0.000006298878 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BPZ5 1721.13000000 PA USD 1775.12000000 0.000152603598 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE74 4546673.67000000 PA USD 4477846.40000000 0.384951706187 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLR0 6023800.00000000 PA USD 6109921.55000000 0.525258018082 Long DBT UST US N 2 2029-10-31 Fixed 4.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200ENP2 3811.66000000 PA USD 3866.41000000 0.000332387713 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ATL40 29661.60000000 PA USD 29500.21000000 0.002536075416 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209PPT8 229.17000000 PA USD 231.50000000 0.000019901602 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAQ6 1505000.00000000 PA USD 1555328.83000000 0.133708580711 Long DBT CORP US N 2 2035-08-15 Fixed 5.54000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209PMY0 359.95000000 PA USD 373.81000000 0.000032135715 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024NV0 70000.00000000 PA USD 79339.25000000 0.006820640309 Long DBT MUN US N 2 2050-04-01 Fixed 7.04000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UD8 581800.00000000 PA USD 533006.07000000 0.045821490450 Long DBT UST US N 2 2044-08-15 Fixed 4.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209STQ4 22.08000000 PA USD 22.30000000 0.000001917087 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N UMBS, TBA N/A 01F042673 -3364000.00000000 PA USD -3217401.86000000 -0.27659375174 Short ABS-MBS USGSE US N 2 2054-07-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KJ90 5305.95000000 PA USD 5572.31000000 0.000479040603 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 6.00000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WFE8 5262000.00000000 PA USD 5296891.01000000 0.455363371058 Long DBT CORP US N 2 2034-01-09 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291N4H1 2077.38000000 PA USD 2138.36000000 0.000183830631 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.50000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 911596AL8 400000.00000000 PA USD 409322.27000000 0.035188635817 Long DBT CORP US N 2 2026-06-01 Fixed 7.50000000 N N N N N N Horizon Aircraft Finance 549300KSCDSEIWTVMM32 44040HAA0 139605.66000000 PA USD 134854.73000000 0.011593197658 Long ABS-O CORP KY N 2 2039-07-15 Fixed 3.72000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKME7 149825.96000000 PA USD 145652.49000000 0.012521459989 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374CSR8 1896596.43000000 PA USD 1717553.91000000 0.147654753884 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 70.00000000 NC USD 53632.80000000 0.004610707028 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Note Futures FVU5 Comdty 2025-09-30 7576367.20000000 USD 53632.80000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209G2D8 131.06000000 PA USD 132.71000000 0.000011408819 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9HB3 3092512.95000000 PA USD 2665923.52000000 0.229184236330 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AXEH2 269799.40000000 PA USD 262097.87000000 0.022532041796 Long ABS-MBS USGSE US N 2 2027-12-15 Fixed 1.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283GX77 66.63000000 PA USD 67.21000000 0.000005777912 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 7.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UG1 7652600.00000000 PA USD 7449327.81000000 0.640404157321 Long DBT UST US N 2 2055-02-15 Fixed 4.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210APM3 156.04000000 PA USD 157.70000000 0.000013557160 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213CYY0 577.90000000 PA USD 579.92000000 0.000049854589 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCL5 2110000.00000000 PA USD 2124277.40000000 0.182619977662 Long DBT CORP US N 2 2036-01-15 Fixed 5.20000000 N N N N N N City of New York NY 549300ABYZD2SFD5JB29 64966SGN0 4225000.00000000 PA USD 4103547.73000000 0.352773980832 Long DBT MUN US N 2 2037-09-01 Fixed 4.61000000 N N N N N N AMEREN MISSOURI SEC FU I N/A 023940AA7 1490000.00000000 PA USD 1476609.18000000 0.126941206204 Long DBT CORP US N 2 2039-10-01 Fixed 4.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YLMD0 1188135.52000000 PA USD 1149040.84000000 0.098780796017 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200ECR0 4303.26000000 PA USD 4323.77000000 0.000371706059 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TT5 5550400.00000000 PA USD 4957851.45000000 0.426216802501 Long DBT UST US N 2 2053-08-15 Fixed 4.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36294SS40 565709.39000000 PA USD 589760.19000000 0.050700531260 Long ABS-MBS USGA US N 2 2036-07-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWGH0 342341.24000000 PA USD 343066.79000000 0.029492781652 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCB5 15000.00000000 PA USD 13229.30000000 0.001137297073 Long DBT UST US N 2 2031-05-15 Fixed 1.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMZ1 23691700.00000000 PA USD 23784245.70000000 2.044685133144 Long DBT UST US N 2 2030-04-30 Fixed 3.88000000 N N N N N N UMBS, TBA N/A 01F040677 -4147000.00000000 PA USD -3855577.12000000 -0.33145643197 Short ABS-MBS USGSE US N 2 2054-07-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TW8 10038000.00000000 PA USD 10027413.02000000 0.862037105759 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAE5 3505904.91000000 PA USD 3373113.85000000 0.289980007291 Long ABS-O CORP US N 2 2061-03-15 Fixed 1.53000000 N N N N N N PG&E WILDFIRE RECOVERY N/A 693342AK3 980000.00000000 PA USD 903872.20000000 0.077704127047 Long DBT CORP US N 2 2052-06-01 Fixed 5.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201GWM3 26297.08000000 PA USD 27069.25000000 0.002327090534 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290SPZ8 393.56000000 PA USD 394.85000000 0.000033944483 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LTB2 2845.07000000 PA USD 2954.08000000 0.000253956485 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291LET8 35009.02000000 PA USD 35782.30000000 0.003076134419 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200NE98 3866.40000000 PA USD 3920.68000000 0.000337053199 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.50000000 N N N N N N Metlife Securitization Trust N/A 59166BAA9 313665.76000000 PA USD 300174.84000000 0.025805444512 Long ABS-MBS CORP US N 2 2055-04-25 Variable 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210AMT1 181.95000000 PA USD 188.33000000 0.000016190362 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213XCK8 2735.94000000 PA USD 2770.00000000 0.000238131487 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296TQV8 10568.47000000 PA USD 10940.71000000 0.000940551462 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208YLQ0 227.44000000 PA USD 229.67000000 0.000019744281 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Kansas Development Finance Authority 549300WTL7BL8KBDPR87 485428ZX7 150000.00000000 PA USD 151509.45000000 0.013024971397 Long DBT MUN US N 2 2026-05-01 Fixed 5.37000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208V6T7 149.12000000 PA USD 152.83000000 0.000013138496 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N UMBS, TBA N/A 01F042475 -7329000.00000000 PA USD -7281696.29000000 -0.62599320306 Short ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209XW48 380.70000000 PA USD 385.55000000 0.000033144980 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208CHG5 73.66000000 PA USD 74.47000000 0.000006402040 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Mill City Mortgage Trust N/A 59980CAA1 1101.19000000 PA USD 1097.26000000 0.000094329298 Long ABS-MBS CORP US N 2 2061-01-25 Variable 2.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKP5 10893800.00000000 PA USD 11234231.25000000 0.965784911109 Long DBT UST US N 2 2029-04-30 Fixed 4.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMT5 1345900.00000000 PA USD 1357834.35000000 0.116730366131 Long DBT UST US N 2 2032-03-31 Fixed 4.13000000 N N N N N N PROV ST JOSEPH HLTH OBL N/A 743820AC6 2151000.00000000 PA USD 2171548.05000000 0.186683743085 Long DBT CORP US N 2 2033-10-01 Fixed 5.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDE3 14001920.52000000 PA USD 13515403.21000000 1.161892807554 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.50000000 N N N N N N 2025-07-15 SUNAMERICA SERIES TRUST Shawn Parry Shawn Parry Assistant Treasurer