NPORT-P false 0000914036 XXXXXXXX S000054411 C000170902 C000170901 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST 811-08090 0000914036 3EICVM5HD7FVBIM8WO57 1301 S. Harrison Street FORT WAYNE 46802 260-455-2000 LVIP Western Asset Core Bond Fund S000054411 549300U47Z5JZVUKHE71 2022-12-31 2022-09-30 N 1921705029.41 46693789.94 1875011239.47 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 Bloomberg Barclays U.S. Aggregate Bond Index LBUSTRUU Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPK89 1576043.04000000 PA USD 1505659.01000000 0.080301332509 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QC6R2 467806.06000000 PA USD 451406.64000000 0.024074876485 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L2PV9 519725.63000000 PA USD 424287.99000000 0.022628557155 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12653TAB7 4191223.08000000 PA USD 3761480.63000000 0.200611097726 Long ABS-MBS CORP US N 2 2048-02-25 Variable 3.50000000 N N N N N N Whitebox CLO I Ltd 549300C89ZJ5IWOT1F21 96466CAL2 2100000.00000000 PA USD 2021413.80000000 0.107808089756 Long ABS-CBDO CORP KY N 2 2034-10-24 Floating 4.00000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAJ7 260000.00000000 PA USD 234595.47000000 0.012511683400 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FH6 690000.00000000 PA USD 577221.77000000 0.030784976529 Long DBT CORP US N 2 2030-02-05 Fixed 2.40000000 N N N N N N HGI CRE CLO Ltd 549300VYJ293N0KO2L78 40441LAA4 3530000.00000000 PA USD 3408752.62000000 0.181799049960 Long ABS-CBDO CORP KY N 2 2036-06-16 Floating 3.99000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 4640000.00000000 PA USD 4010023.02000000 0.213866612401 Long DBT CORP US N 2 2031-04-01 Fixed 3.62000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCT6 3050000.00000000 PA USD 2880612.70000000 0.153631756405 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 38000.00000000 PA USD 25989.95000000 0.001386122357 Long DBT CORP US N 2 2036-11-15 Fixed 3.19000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2A8 420000.00000000 PA USD 362510.32000000 0.019333767839 Long DBT CORP FR N 2 2033-03-01 Fixed 4.38000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 1090000.00000000 PA USD 1059755.13000000 0.056519934797 Long DBT CORP GB N 2 2025-03-22 Fixed 4.27000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APK73 272932.08000000 PA USD 230841.62000000 0.012311479266 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XB4K3 268759.19000000 PA USD 229715.31000000 0.012251409760 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM5J0 678247.19000000 PA USD 573128.62000000 0.030566676504 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CU7 2740000.00000000 PA USD 1658515.89000000 0.088453650574 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H73R2 6798836.04000000 PA USD 159965.73000000 0.008531454459 Long ABS-MBS USGSE US N 2 2032-03-25 Variable 0.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SN9 80840000.00000000 PA USD 45245137.50000000 2.413059535194 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHMG7 775402.18000000 PA USD 669305.93000000 0.035696102290 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 2.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CH6 250000.00000000 PA USD 228225.51000000 0.012171954236 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ASGU1 469526.35000000 PA USD 397311.60000000 0.021189824980 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BG3 453000.00000000 PA USD 386884.60000000 0.020633721646 Long DBT CORP US N 2 2044-12-15 Fixed 4.69000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHXD4 392372.33000000 PA USD 374849.49000000 0.019991852961 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AB9 430000.00000000 PA USD 400456.02000000 0.021357526374 Long DBT CORP US N 2 2027-12-01 Fixed 3.65000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBT9 1100000.00000000 PA USD 1022683.18000000 0.054542775982 Long DBT CORP US N 2 2028-10-16 Fixed 4.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNK77 7657636.42000000 PA USD 7231630.31000000 0.385684637924 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MGQV6 196087.67000000 PA USD 177913.06000000 0.009488639654 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AX4N2 1220059.65000000 PA USD 136068.62000000 0.007256949565 Long ABS-MBS USGSE US N 2 2057-10-25 Floating 3.02000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SH5 1390000.00000000 PA USD 1259885.42000000 0.067193486283 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEA8 5250000.00000000 PA USD 4728547.85000000 0.252187706956 Long DBT CORP US N 2 2033-08-10 Fixed 4.50000000 N N N N N N EQUATE PETROCHEMICAL BV 635400Y3Z5R4NJSMQ630 29441WAD7 2630000.00000000 PA USD 2225637.50000000 0.118699955133 Long DBT CORP NL N 2 2028-04-28 Fixed 2.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381DND8 4815775.45000000 PA USD 345087.39000000 0.018404550476 Long ABS-MBS USGA US N 2 2063-11-16 Variable 0.87000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H4BR0 15372932.50000000 PA USD 386710.73000000 0.020624448635 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 0.44000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBNZ9 560980.58000000 PA USD 517075.43000000 0.027577190958 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UEA6 468941.05000000 PA USD 455127.32000000 0.024273311563 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 114.00000000 NC USD 3562.50000000 0.000189998861 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 114.00000000 NC N/A 3562.50000000 0.00000000 DIR US Long CBOT 2 Year US Treasury Note FVZ2 Comdty 2022-12-30 114.00000000 USD 1000.00000000 111.50000000 USD 2022-10-21 XXXX -47876.94000000 N N N Natixis Commercial Mortgage Securities N/A 63873VAC7 32225000.00000000 PA USD 579199.26000000 0.030890442030 Long ABS-MBS CORP US N 2 2036-08-15 Variable 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VKGV5 407711.57000000 PA USD 347930.67000000 0.018556191167 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCDQ8 1799034.61000000 PA USD 1591501.72000000 0.084879582932 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N Angel Oak Mortgage Trust N/A 03464JAC5 987480.11000000 PA USD 789777.80000000 0.042121230175 Long ABS-MBS CORP US N 2 2066-10-25 Variable 2.34000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329KXS8 630030.98000000 PA USD 583413.45000000 0.031115197483 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 3.50000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016FZQ0 2530000.00000000 PA USD 2228533.73000000 0.118854419807 Long DBT CORP CA N 2 2032-05-04 Fixed 3.88000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBH0 130000.00000000 PA USD 99863.18000000 0.005326004340 Long DBT CORP US N 2 2031-08-01 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXJ6 3198055.18000000 PA USD 2459464.46000000 0.131170651579 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 1.50000000 N N N N N N Impac CMB Trust N/A 452550AA4 1545695.30000000 PA USD 1461747.04000000 0.077959374814 Long ABS-MBS CORP US N 2 2037-05-25 Floating 3.58000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGJ7 2500000.00000000 PA USD 1996070.23000000 0.106456440792 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKSF6 261980.95000000 PA USD 221034.01000000 0.011788409869 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJA69 131262.89000000 PA USD 111421.45000000 0.005942441712 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKS75 868675.40000000 PA USD 735950.71000000 0.039250469250 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -391.00000000 NC USD -31768.75000000 -0.00169432317 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Written Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 391.00000000 NC N/A -31768.75000000 0.00000000 DIR US Short CME 3 Month Eurodollar EDZ2 Comdty 2022-12-19 391.00000000 USD 2500.00000000 96.25000000 USD 2022-12-19 XXXX 309535.15000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418B2M7 647502.31000000 PA USD 591913.43000000 0.031568527032 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 3.00000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCG1 1590000.00000000 PA USD 1546547.65000000 0.082482046904 Long DBT CORP CA N 2 2023-06-12 Fixed 0.75000000 N N N N N N SLM Student Loan Trust 549300YK6GOQU7FJ5N55 78442GLK0 3605020.86000000 PA USD 3523484.30000000 0.187918036213 Long ABS-O CORP US N 2 2064-10-25 Floating 3.33000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MJ6K6 96569.71000000 PA USD 81481.37000000 0.004345647017 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Navient Student Loan Trust 54930094LU45XF2CP718 63939CAD9 3020000.00000000 PA USD 3010111.61000000 0.160538323538 Long ABS-O CORP US N 2 2031-10-15 Floating 4.42000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WQA9 8212701.59000000 PA USD 7082526.51000000 0.377732482926 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAH5 550000.00000000 PA USD 512454.53000000 0.027330744435 Long DBT CORP US N 2 2025-07-01 Fixed 3.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL94 6499309.92000000 PA USD 5496062.60000000 0.293121581583 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WNE4 1089792.13000000 PA USD 939924.48000000 0.050129005107 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAH4 540000.00000000 PA USD 484302.45000000 0.025829309169 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCB3 1570000.00000000 PA USD 1260344.69000000 0.067217980536 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBC6 1370000.00000000 PA USD 1318355.88000000 0.070311892123 Long DBT CORP US N 2 2026-02-14 Fixed 4.40000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 24580000.00000000 OU Notional Amount USD 684516.13000000 0.036507308094 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2023-11-18 0.00000000 USD -78430.20000000 USD 24580000.00000000 USD 762946.33000000 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCY5 110000.00000000 PA USD 80791.62000000 0.004308860571 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAD9 1500000.00000000 PA USD 1159714.88000000 0.061851089507 Long DBT CORP US N 2 2030-08-15 Fixed 1.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L4HL6 258909.47000000 PA USD 210968.48000000 0.011251584820 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MQCZ7 514613.62000000 PA USD 442999.71000000 0.023626509573 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380PXV1 2461248.21000000 PA USD 2063579.17000000 0.110056896010 Long ABS-MBS USGA US N 2 2063-01-16 Fixed 1.45000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AS9 1100000.00000000 PA USD 931645.78000000 0.049687477087 Long DBT CORP US N 2 2040-06-01 Fixed 4.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RLZ4 1333134.15000000 PA USD 36993.81000000 0.001972991373 Long ABS-MBS USGA US N 2 2058-08-16 Variable 0.44000000 N N N N N N SMB Private Education Loan Trust N/A 83208AAA1 3324500.97000000 PA USD 2916382.24000000 0.155539453770 Long ABS-O CORP US N 2 2053-01-15 Fixed 1.39000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMN9 260000.00000000 PA USD 175641.59000000 0.009367495314 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DTQ5 769906.99000000 PA USD 627826.36000000 0.033483871818 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EW9 910000.00000000 PA USD 781776.56000000 0.041694499933 Long DBT CORP US N 2 2030-04-01 Fixed 2.63000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DS1 1190000.00000000 PA USD 825162.34000000 0.044008394330 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KRQ69 334284.84000000 PA USD 283584.76000000 0.015124429871 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJQ47 1801620.60000000 PA USD 1580062.04000000 0.084269470323 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Petroleos del Peru SA 549300ZMGDLC9JT2OR80 716564AA7 2790000.00000000 PA USD 1971131.65000000 0.105126391165 Long DBT CORP PE N 2 2032-06-19 Fixed 4.75000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAW4 2290000.00000000 PA USD 2133645.67000000 0.113793753609 Long DBT CORP US N 2 2033-03-15 Fixed 4.60000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXJ8 620000.00000000 PA USD 592225.78000000 0.031585185599 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBSR2 174018.88000000 PA USD 148874.36000000 0.007939918271 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFLM1 1418724.09000000 PA USD 1242507.11000000 0.066266648638 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AF5 10000.00000000 PA USD 9936.60000000 0.000529948823 Long DBT CORP US N 2 2023-05-30 Fixed 4.13000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 5190000.00000000 PA USD 4394694.05000000 0.234382277689 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 400000.00000000 PA USD 328735.95000000 0.017532478903 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFN23 277967.41000000 PA USD 245770.33000000 0.013107672360 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ARH40 177887.59000000 PA USD 150528.60000000 0.008028143876 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DQ8 1220000.00000000 PA USD 706886.52000000 0.037700388409 Long DBT NUSS CL N 2 2061-01-22 Fixed 3.10000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RAP3 1600000.00000000 PA USD 1542834.82000000 0.082284030491 Long DBT CORP US N 2 2036-12-15 Fixed 6.40000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829NAA2 2260524.21000000 PA USD 2174530.70000000 0.115974275472 Long ABS-MBS CORP US N 2 2057-05-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KKH80 224049.67000000 PA USD 182763.78000000 0.009747343170 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFF3 430000.00000000 PA USD 393181.25000000 0.020969540967 Long DBT UST US N 2 2032-08-15 Fixed 2.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHS1 950000.00000000 PA USD 747794.51000000 0.039882134797 Long DBT CORP US N 2 2050-03-15 Fixed 4.33000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CN6 539000.00000000 PA USD 510100.08000000 0.027205174521 Long DBT CORP US N 2 2026-06-15 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9K38 307749.43000000 PA USD 260042.30000000 0.013868839531 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAN8 500000.00000000 PA USD 475488.33000000 0.025359225587 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N Blackbird Capital Aircraft N/A 09229CAA7 1073562.07000000 PA USD 866222.02000000 0.046198230803 Long ABS-O CORP US N 2 2046-07-15 Fixed 2.44000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617X5VE7 889682.54000000 PA USD 776188.85000000 0.041396490520 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VQU7 236376.30000000 PA USD 217121.42000000 0.011579739653 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CEE0 2062270.59000000 PA USD 1900390.60000000 0.101353557781 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 3.00000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBF1 1120000.00000000 PA USD 742057.41000000 0.039576157965 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RKU3 2887117.50000000 PA USD 200740.41000000 0.010706091023 Long ABS-MBS USGA US N 2 2060-11-16 Variable 0.91000000 N N N N N N NP SPE X LP N/A 62947AAF0 2239434.43000000 PA USD 1945481.34000000 0.103758382832 Long ABS-O CORP US N 2 2051-03-19 Fixed 2.23000000 N N N N N N BARRICK NA FINANCE LLC N/A 06849RAG7 1760000.00000000 PA USD 1670501.69000000 0.089092889409 Long DBT CORP US N 2 2041-05-30 Fixed 5.70000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBC2 190000.00000000 PA USD 187864.22000000 0.010019365006 Long DBT CORP US N 2 2023-11-14 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BGM47 199416.71000000 PA USD 190851.32000000 0.010178676051 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46645JAD4 1795000.00000000 PA USD 1708543.83000000 0.091121791380 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.77000000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BH0 60000.00000000 PA USD 52565.68000000 0.002803486128 Long DBT CORP US N 2 2040-04-01 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKFA1 560814.70000000 PA USD 498273.73000000 0.026574439635 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFA68 750551.57000000 PA USD 634843.34000000 0.033858108508 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AN5 1250000.00000000 PA USD 823725.33000000 0.043931754256 Long DBT CORP US N 2 2040-07-16 Fixed 2.38000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EAH8 644000.00000000 PA USD 595953.82000000 0.031784013207 Long DBT CORP US N 2 2026-04-11 Fixed 2.80000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEY6 390000.00000000 PA USD 375978.42000000 0.020052062200 Long DBT CORP US N 2 2026-01-30 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LYRC9 853374.36000000 PA USD 721233.62000000 0.038465562489 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Freddie Mac - STACR N/A 35564KKY4 3250000.00000000 PA USD 3012959.63000000 0.160690217027 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 3.78000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGNF2 1251223.87000000 PA USD 1106869.22000000 0.059032671202 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9SV8 931008.30000000 PA USD 789552.76000000 0.042109228114 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBJ8 478103.30000000 PA USD 399586.85000000 0.021311170919 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8CP0 716288.39000000 PA USD 610248.00000000 0.032546364904 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L9QU2 1570443.65000000 PA USD 1384459.56000000 0.073837400590 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9NP2 1223727.82000000 PA USD 1128679.96000000 0.060195903695 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFN9 580000.00000000 PA USD 557733.80000000 0.029745624359 Long DBT CORP US N 2 2025-07-01 Fixed 3.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL2H9 1382854.05000000 PA USD 1170174.43000000 0.062408928830 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LHH9 430933.99000000 PA USD 426161.44000000 0.022728473890 Long ABS-MBS USGA US N 2 2068-07-20 Floating 2.66000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPFT0 580115.60000000 PA USD 524909.89000000 0.027995026320 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MMRT7 1555662.91000000 PA USD 1332195.79000000 0.071050016232 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.50000000 N N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 127097AE3 1260000.00000000 PA USD 1167555.83000000 0.062269271000 Long DBT CORP US N 2 2027-05-15 Fixed 3.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TNS0 235758.75000000 PA USD 223781.59000000 0.011934946590 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SGL5 225907.93000000 PA USD 208741.88000000 0.011132833532 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBG7 678000.00000000 PA USD 588515.94000000 0.031387328652 Long DBT CORP US N 2 2059-02-14 Fixed 6.20000000 N N N N N N GSK CONSUMER HEALTHCARE 549300N8C3A3L0UVQB07 36264FAD3 890000.00000000 PA USD 754786.13000000 0.040255018962 Long DBT CORP US N 2 2032-03-24 Fixed 3.63000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAQ6 2360000.00000000 PA USD 1715291.68000000 0.091481674557 Long DBT CORP US N 2 2052-03-15 Fixed 5.14000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BS0 120000.00000000 PA USD 95476.03000000 0.005092024409 Long DBT CORP US N 2 2047-06-15 Fixed 3.90000000 N N N N N N AREIT CRE Trust N/A 04002VAA9 2349576.22000000 PA USD 2258844.51000000 0.120470985050 Long ABS-MBS CORP KY N 2 2037-01-16 Floating 3.53000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380R4L1 2307169.70000000 PA USD 149728.85000000 0.007985490798 Long ABS-MBS USGA US N 2 2063-05-16 Variable 0.83000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHD61 676330.48000000 PA USD 572229.13000000 0.030518703992 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDS7 1330000.00000000 PA USD 832887.16000000 0.044420382260 Long DBT CORP US N 2 2051-11-01 Fixed 2.89000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAQ2 610000.00000000 PA USD 585520.19000000 0.031227556276 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDU5 2040000.00000000 PA USD 1876652.92000000 0.100087555770 Long ABS-O CORP US N 2 2026-08-20 Fixed 2.33000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GPAP3 1837988.51000000 PA USD 1743728.65000000 0.092998303865 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.50000000 N N N N N N FED HOME LN DISCOUNT NT 2549001DPIFGXC1TOL40 313385P83 3340000.00000000 PA USD 3328212.00000000 0.177503575975 Long DBT USGSE US N 2 2022-11-18 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HF4E6 405376.46000000 PA USD 343218.34000000 0.018304868406 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SJS7 498352.61000000 PA USD 446271.78000000 0.023801018927 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 794.00000000 NC USD -1224750.79000000 -0.06531965058 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Three-Month SOFR Futures SFRZ4 COMDTY 2025-03-18 192410025.79000000 USD -1224750.79000000 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDV3 120000.00000000 PA USD 114429.63000000 0.006102877017 Long DBT CORP US N 2 2047-03-16 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AFRX1 317809.68000000 PA USD 260381.06000000 0.013886906623 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBV0 690000.00000000 PA USD 632149.25000000 0.033714424569 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 8030000.00000000 OU Notional Amount USD 877408.39000000 0.046794833627 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2052-04-21 7370.95000000 USD 0.00000000 USD 8030000.00000000 USD 870037.44000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 1010000.00000000 PA USD 800991.64000000 0.042719298057 Long DBT CORP US N 2 2031-04-29 Fixed 2.59000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GEH8 1630000.00000000 PA USD 1589087.00000000 0.084750798637 Long DBT CORP US N 2 2023-06-08 Fixed 0.90000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAH4 720000.00000000 PA USD 627263.59000000 0.033453857598 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDFQ4 185507.78000000 PA USD 150989.34000000 0.008052716528 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CL6 630000.00000000 PA USD 475970.02000000 0.025384915566 Long DBT CORP US N 2 2063-04-01 Fixed 5.50000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAV3 350000.00000000 PA USD 325372.62000000 0.017353102378 Long DBT CORP DK N 2 2025-12-20 Fixed 3.24000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAB9 780000.00000000 PA USD 760478.43000000 0.040558606476 Long DBT CORP FR N 2 2024-07-21 Fixed 5.15000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 2280000.00000000 PA USD 1848556.69000000 0.098589099152 Long DBT CORP US N 2 2031-01-22 Fixed 2.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MB5B1 124977.76000000 PA USD 120115.50000000 0.006406121599 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 4.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 170000.00000000 PA USD 156882.93000000 0.008367039444 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FGSM8 369775.17000000 PA USD 340945.94000000 0.018183674466 Long ABS-MBS USGSE US N 2 2048-08-15 Fixed 3.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CD0 500000.00000000 PA USD 413553.47000000 0.022056052854 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNB36 2805691.30000000 PA USD 2542694.61000000 0.135609566304 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TG41 2928609.82000000 PA USD 2713246.36000000 0.144705605112 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.50000000 N N N N N N OHA Loan Funding Ltd N/A 67104LAE7 2040000.00000000 PA USD 1995705.48000000 0.106436987575 Long ABS-CBDO CORP KY N 2 2031-05-23 Floating 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KGNJ3 511830.36000000 PA USD 455406.86000000 0.024288220273 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N LCM Ltd Partnership 549300PYL1KC7BYM8G75 50188QAJ0 147674.48000000 PA USD 146638.40000000 0.007820667786 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWE5 287229.11000000 PA USD 240059.46000000 0.012803094453 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDG3 750000.00000000 PA USD 659637.99000000 0.035180481914 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 3150000.00000000 PA USD 2207202.73000000 0.117716773293 Long DBT CORP US N 2 2035-11-15 Fixed 3.14000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 3000000.00000000 PA USD 2712673.56000000 0.144675055962 Long DBT CORP US N 2 2028-06-05 Fixed 3.69000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FEXM7 457751.68000000 PA USD 410106.73000000 0.021872227822 Long ABS-MBS USGSE US N 2 2048-06-15 Fixed 3.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CL7 760000.00000000 PA USD 604981.94000000 0.032265510054 Long DBT CORP US N 2 2047-02-15 Fixed 4.10000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFD1 1070000.00000000 PA USD 816892.75000000 0.043567352173 Long DBT CORP US N 2 2050-03-22 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A0MT8 46881.58000000 PA USD 41615.90000000 0.002219501362 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJSM1 325554.37000000 PA USD 289287.73000000 0.015428586448 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBC73 85932.37000000 PA USD 72609.30000000 0.003872472786 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBH5 230000.00000000 PA USD 213023.11000000 0.011361164430 Long DBT CORP US N 2 2025-05-06 Fixed 2.35000000 N N N N N N Navient Student Loan Trust N/A 63941FAB2 1671501.27000000 PA USD 1540903.03000000 0.082181002308 Long ABS-O CORP US N 2 2068-11-15 Fixed 2.46000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVX4 3675514.00000000 PA USD 2938015.28000000 0.156693208987 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 1.50000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBM4 800000.00000000 PA USD 504444.09000000 0.026903523529 Long DBT CORP US N 2 2041-02-04 Fixed 3.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380R4W7 2824705.02000000 PA USD 184488.55000000 0.009839330352 Long ABS-MBS USGA US N 2 2062-10-16 Variable 0.87000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LGT69 100000.00000000 PA USD 94833.00000000 0.005057729682 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.83000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CC6 2921000.00000000 PA USD 1908415.43000000 0.101781546148 Long DBT CORP US N 2 2050-06-01 Fixed 2.53000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHD36 973484.45000000 PA USD 825151.19000000 0.044007799667 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV77 540673.01000000 PA USD 525731.25000000 0.028038831924 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XB6G0 131439.66000000 PA USD 120683.12000000 0.006436394484 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHJF5 985855.85000000 PA USD 920356.96000000 0.049085410296 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DH0 300000.00000000 PA USD 280582.97000000 0.014964335364 Long DBT CORP US N 2 2027-04-01 Fixed 3.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LL5J0 2670000.00000000 PA USD 2526557.08000000 0.134748903196 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 3.08000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCU3 2370000.00000000 PA USD 2194338.49000000 0.117030684606 Long DBT CORP US N 2 2030-10-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KYEH3 182400.57000000 PA USD 148431.24000000 0.007916285346 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDBN5 435653.93000000 PA USD 383554.33000000 0.020456108311 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EQ2 120000.00000000 PA USD 102961.10000000 0.005491225750 Long DBT CORP US N 2 2029-09-24 Fixed 2.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDGD2 1948096.06000000 PA USD 1641422.90000000 0.087542029906 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160KAN5 1220000.00000000 PA USD 1052928.69000000 0.056155860180 Long DBT CORP US N 2 2027-06-20 Fixed 1.38000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CF4 200000.00000000 PA USD 183759.07000000 0.009800424985 Long DBT CORP GB N 2 2030-03-31 Fixed 4.95000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBL3 590000.00000000 PA USD 530063.00000000 0.028269857206 Long DBT CORP US N 2 2030-04-06 Fixed 3.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7FP9 3828723.42000000 PA USD 3507536.02000000 0.187067466379 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGDU0 768148.41000000 PA USD 624693.26000000 0.033316774153 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N EFS Volunteer No 2 LLC N/A 26845BAB5 2160479.13000000 PA USD 2146310.28000000 0.114469195427 Long ABS-O CORP US N 2 2036-03-25 Floating 4.43000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFZA2 284359.72000000 PA USD 240475.32000000 0.012825273520 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BK6 290000.00000000 PA USD 240810.17000000 0.012843132080 Long DBT CORP US N 2 2045-11-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378KYP8 471855.11000000 PA USD 440088.50000000 0.023471245971 Long ABS-MBS USGA US N 2 2047-11-16 Variable 2.85000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TB4 3816000.00000000 PA USD 2523479.05000000 0.134584742580 Long DBT UST US N 2 2051-11-15 Fixed 1.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHNB9 2857031.77000000 PA USD 2657897.17000000 0.141753666007 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L4B40 0.00000000 PA USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHG7 2000000.00000000 PA USD 1809394.50000000 0.096500461539 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UY79 1411015.91000000 PA USD 63153.26000000 0.003368153676 Long ABS-MBS USGA US N 2 2067-11-20 Variable 3.12000000 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216DC1 140000.00000000 PA USD 87212.23000000 0.004651291051 Long DBT CORP US N 2 2051-03-15 Fixed 2.50000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AH3 2530000.00000000 PA USD 2388944.05000000 0.127409585591 Long DBT CORP US N 2 2028-10-15 Fixed 4.38000000 N N N N N N Venture CDO Ltd 549300UP09C89Q3HWD39 92325QAC1 1750000.00000000 PA USD 1722395.50000000 0.091860542685 Long ABS-CBDO CORP KY N 2 2031-07-18 Floating 3.81000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAZZ0 732187.25000000 PA USD 600480.09000000 0.032025412827 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.00000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 413875AS4 580000.00000000 PA USD 523591.26000000 0.027924699808 Long DBT CORP US N 2 2035-04-27 Fixed 4.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382KQ97 1810434.09000000 PA USD 257468.35000000 0.013731563021 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EY5 4330000.00000000 PA USD 3457968.74000000 0.184423893959 Long DBT CORP US N 2 2030-05-28 Fixed 1.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGRD3 81202.32000000 PA USD 66352.86000000 0.003538797987 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBJ3 350000.00000000 PA USD 311083.50000000 0.016591020547 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017DD8 980000.00000000 PA USD 956335.92000000 0.051004276660 Long DBT CORP US N 2 2025-08-16 Fixed 3.95000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZR8 360000.00000000 PA USD 327618.15000000 0.017472863260 Long DBT CORP US N 2 2028-03-15 Fixed 3.62000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7YH6 230677.51000000 PA USD 203295.34000000 0.010842353140 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Hertz Vehicle Financing LLC N/A 42806MAG4 2420000.00000000 PA USD 2023354.01000000 0.107911567003 Long ABS-O CORP US N 2 2027-12-27 Fixed 2.52000000 N N N N N N BX Trust 2019-OC11 N/A 05606FAA1 1140000.00000000 PA USD 948695.92000000 0.050596812436 Long ABS-MBS CORP US N 2 2041-12-09 Fixed 3.20000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JP7 4070000.00000000 PA USD 3875364.74000000 0.206684880518 Long DBT CORP US N 2 2025-04-27 Fixed 3.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMVK8 178246.07000000 PA USD 156797.78000000 0.008362498138 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 3.00000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBE9 200000.00000000 PA USD 190087.80000000 0.010137955229 Long DBT CORP US N 2 2026-02-11 Fixed 3.41000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AQ1 120000.00000000 PA USD 109142.83000000 0.005820916040 Long DBT CORP US N 2 2027-10-27 Fixed 3.88000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BS2 20000.00000000 PA USD 17514.00000000 0.000934074400 Long DBT CORP US N 2 2036-08-08 Fixed 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCCH9 0.00000000 PA USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AQ3 510000.00000000 PA USD 496820.93000000 0.026496957433 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9Y82 656429.92000000 PA USD 600392.07000000 0.032020718455 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 3.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHF9 1600000.00000000 PA USD 1587410.19000000 0.084661369307 Long DBT CORP US N 2 2024-03-05 Fixed 3.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8VU6 1197640.14000000 PA USD 1094468.68000000 0.058371313033 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFM1 920000.00000000 PA USD 749701.96000000 0.039983864854 Long DBT CORP US N 2 2030-03-01 Fixed 2.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFVE8 96377.01000000 PA USD 78450.65000000 0.004184009586 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAC9 1257000.00000000 PA USD 1199881.92000000 0.063993318799 Long DBT CORP MA N 2 2025-10-22 Fixed 4.50000000 N N N N N N MORTGAGE REPURCHASE AGREEMENT N/A 61916TAE1 2820000.00000000 PA USD 2820000.00000000 0.150399098450 Long ABS-MBS CORP US N 3 2025-03-30 Variable 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419ANL7 37676.51000000 PA USD 39693.53000000 0.002116975576 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 6.00000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAG6 770000.00000000 PA USD 645603.97000000 0.034432005334 Long DBT CORP CA N 2 2037-05-04 Fixed 4.59000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SJU2 691275.83000000 PA USD 656146.28000000 0.034994258497 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 4.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCK5 140000.00000000 PA USD 107747.46000000 0.005746496753 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78015K7H1 820000.00000000 PA USD 739951.99000000 0.039463869571 Long DBT CORP CA N 2 2025-06-10 Fixed 1.15000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDH1 430000.00000000 PA USD 338028.62000000 0.018028084999 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGH1 840000.00000000 PA USD 709139.22000000 0.037820531689 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417FBN7 11447.84000000 PA USD 11550.78000000 0.000616037907 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.00000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAN3 200000.00000000 PA USD 149648.77000000 0.007981219890 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBV2 409000.00000000 PA USD 337249.68000000 0.017986541781 Long DBT CORP US N 2 2037-05-15 Fixed 4.93000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382HM98 1230236.60000000 PA USD 178922.78000000 0.009542491065 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329J6V4 241813.76000000 PA USD 236015.09000000 0.012587396012 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T4Q5 10605.54000000 PA USD 10299.88000000 0.000549323640 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 4.50000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684AAC0 3000000.00000000 PA USD 2866616.22000000 0.152885281946 Long DBT CORP NL N 2 2025-08-04 Fixed 4.38000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KRF8 4680000.00000000 PA USD 4391642.74000000 0.234219542131 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 4.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BNE4 387447.64000000 PA USD 398768.18000000 0.021267508781 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBY8 1320000.00000000 PA USD 928152.64000000 0.049501177404 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 1260000.00000000 PA USD 1062944.47000000 0.056690031911 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAF4 1176000.00000000 PA USD 1112393.09000000 0.059327275836 Long DBT CORP CH N 2 2026-04-15 Fixed 4.13000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYC2 330000.00000000 PA USD 223580.39000000 0.011924215988 Long DBT CORP US N 2 2042-04-22 Fixed 3.21000000 N N N N N N SG Capital Partners N/A 78433QAA3 3936471.21000000 PA USD 3466371.13000000 0.184872018739 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.17000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBP5 310000.00000000 PA USD 225425.38000000 0.012022614865 Long DBT CORP US N 2 2050-04-15 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHS83 290243.56000000 PA USD 256981.07000000 0.013705574910 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJWF1 1262941.89000000 PA USD 1123948.64000000 0.059943568141 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AWL77 776841.34000000 PA USD 630909.59000000 0.033648309765 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 302000.00000000 PA USD 261394.56000000 0.013940959632 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M33H1 667157.76000000 PA USD 563710.97000000 0.030064404849 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 218.00000000 NC USD 86859.48000000 0.004632477831 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 218.00000000 NC N/A 86859.48000000 0.00000000 DIR US Long CBOT 2 Year US Treasury Note FVZ2 Comdty 2022-12-30 218.00000000 USD 1000.00000000 108.25000000 USD 2022-10-21 XXXX -1861.41000000 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H0GP7 6196888.59000000 PA USD 182122.84000000 0.009713159908 Long ABS-MBS USGSE US N 2 2028-03-25 Variable 0.87000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9VH5 167979.60000000 PA USD 156912.44000000 0.008368613301 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXEF5 5342008.11000000 PA USD 5015250.51000000 0.267478423831 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 4.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 22946DAA0 1076384.07000000 PA USD 852538.70000000 0.045468458111 Long ABS-MBS CORP US N 2 2066-05-25 Variable 0.94000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAJ0 1760000.00000000 PA USD 1567843.75000000 0.083617832095 Long DBT UST US N 2 2025-08-31 Fixed 0.25000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AJ8 4070000.00000000 PA USD 2464018.70000000 0.131413542923 Long DBT CORP CO N 2 2045-05-28 Fixed 5.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L4F53 254838.20000000 PA USD 208608.63000000 0.011125726908 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAV8 1170000.00000000 PA USD 1064619.15000000 0.056779347642 Long DBT CORP US N 2 2029-07-23 Fixed 4.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WGUK1 187514.29000000 PA USD 176171.03000000 0.009395731945 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.00000000 N N N N N N Voya CLO Ltd N/A 92917WBG2 4000000.00000000 PA USD 3893828.00000000 0.207669581815 Long ABS-CBDO CORP KY N 2 2032-01-15 Floating 3.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382KS87 502291.06000000 PA USD 73261.01000000 0.003907230445 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829HAD9 949616.61000000 PA USD 892313.61000000 0.047589773928 Long ABS-MBS CORP US N 2 2056-09-25 Variable 3.25000000 N N N N N N Morgan Stanley BAML Trust N/A 61766EBE4 710000.00000000 PA USD 663173.30000000 0.035369030651 Long ABS-MBS CORP US N 2 2049-05-15 Fixed 3.33000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPVM3 1178507.96000000 PA USD 1211978.75000000 0.064638479198 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N Equate Petrochemical BV 635400Y3Z5R4NJSMQ630 29441WAC9 2120000.00000000 PA USD 1996484.56000000 0.106478538260 Long DBT CORP NL N 2 2026-11-03 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WJS8 865664.42000000 PA USD 771047.97000000 0.041122311897 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLA98 230975.94000000 PA USD 195666.77000000 0.010435498512 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGTQ2 352993.05000000 PA USD 320878.78000000 0.017113432348 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAVM3 771841.73000000 PA USD 640655.63000000 0.034168095449 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A9HC2 137424.96000000 PA USD 120725.92000000 0.006438677137 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A9T64 143870.68000000 PA USD 134082.71000000 0.007151035000 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.00000000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229AV8 257000.00000000 PA USD 256869.19000000 0.013699608012 Long DBT CORP US N 2 2023-04-01 Fixed 4.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QFS4 1269124.48000000 PA USD 1222730.34000000 0.065211893894 Long ABS-MBS USGSE US N 2 2047-11-01 Floating 2.87000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3XW2 0.00000000 PA USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BB9 1540000.00000000 PA USD 1026950.97000000 0.054770390085 Long DBT NUSS PA N 2 2053-04-29 Fixed 4.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SL3 15290000.00000000 PA USD 10504110.59000000 0.560215873317 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XAP9 1150024.91000000 PA USD 1178714.12000000 0.062864376233 Long ABS-MBS USGSE US N 2 2024-11-25 Floating 7.98000000 N N N N N N GS Mortgage Securities Trust N/A 36249KAJ9 437000.00000000 PA USD 423200.59000000 0.022570562836 Long ABS-MBS CORP US N 2 2043-08-10 Variable 5.64000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 1040000.00000000 PA USD 978073.69000000 0.052163617444 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AK6 920000.00000000 PA USD 794434.37000000 0.042369579087 Long DBT CORP US N 2 2048-12-15 Fixed 4.90000000 N N N N N N Towd Point Mortgage Trust N/A 89173UAA5 576683.54000000 PA USD 553128.44000000 0.029500006632 Long ABS-O CORP US N 2 2057-06-25 Variable 2.75000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CN4 2060000.00000000 PA USD 1448032.79000000 0.077227952532 Long DBT NUSS ID N 2 2049-10-30 Fixed 3.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H24R2 1968535.63000000 PA USD 283700.83000000 0.015130620234 Long ABS-MBS USGSE US N 2 2049-05-25 Fixed 2.50000000 N N N N N N CBAM CLO Management LLC 254900JWJFDB3KD6V066 12480VAC9 4000000.00000000 PA USD 3942860.00000000 0.210284606139 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 3.96000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179U4A7 1029911.10000000 PA USD 893919.04000000 0.047675396348 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 2.50000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAJ8 7380000.00000000 PA USD 6584824.93000000 0.351188557774 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.18000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FVQG0 1250121.36000000 PA USD 201203.16000000 0.010730770875 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 2.50000000 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216CX6 370000.00000000 PA USD 238054.38000000 0.012696157494 Long DBT CORP US N 2 2050-06-01 Fixed 2.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDND4 577103.63000000 PA USD 469056.66000000 0.025016205243 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N BX Trust N/A 12433EAA9 2210000.00000000 PA USD 2125450.26000000 0.113356667696 Long ABS-MBS CORP US N 2 2039-01-15 Floating 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L5GE0 78876.49000000 PA USD 67418.73000000 0.003595644046 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFC8 2180000.00000000 PA USD 1883546.81000000 0.100455227699 Long DBT CORP US N 2 2044-01-21 Fixed 5.00000000 N N N N N N Countrywide Home Equity Loan Trust N/A 12668FAB0 780121.78000000 PA USD 711978.92000000 0.037971981448 Long ABS-O CORP US N 2 2037-01-15 Floating 2.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LGTW2 99657.08000000 PA USD 93386.76000000 0.004980597344 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.67000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KHEP7 916792.05000000 PA USD 806994.73000000 0.043039460938 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Voya CLO Ltd 54930068MLVF3BECCK93 92917KAA2 2580000.00000000 PA USD 2510688.30000000 0.133902573336 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 3.66000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B6T83 97580.46000000 PA USD 82395.73000000 0.004394412591 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BC9 750000.00000000 PA USD 698908.34000000 0.037274888026 Long DBT CORP US N 2 2027-08-22 Fixed 3.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LGN24 100000.00000000 PA USD 94233.06000000 0.005025733073 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.83000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QBB3 6230000.00000000 PA USD 4773918.36000000 0.254607452985 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAZY3 1215324.80000000 PA USD 1007305.58000000 0.053722642232 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 51922000.00000000 OU Notional Amount USD 6860140.25000000 0.365871953489 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-05-15 95580.99000000 USD 0.00000000 USD 51922000.00000000 USD 6764559.26000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617JYLP6 159683.51000000 PA USD 146164.15000000 0.007795374604 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3.50000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AU2 1110000.00000000 PA USD 779261.91000000 0.041560386071 Long DBT CORP CH N 2 2032-05-14 Fixed 3.09000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 59020UQ57 222248.03000000 PA USD 219595.92000000 0.011711712195 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.82000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 2673.00000000 NC USD -9921176.84000000 -0.52912625968 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVZ2 COMDTY 2022-12-30 297289560.99000000 USD -9921176.84000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNPL0 1352979.45000000 PA USD 1226151.20000000 0.065394338667 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFB5 200000.00000000 PA USD 189405.14000000 0.010101546914 Long DBT CORP US N 2 2027-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDMP8 456884.89000000 PA USD 404973.33000000 0.021598448130 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BDR26 2182605.18000000 PA USD 338885.47000000 0.018073783392 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBQ8 2440000.00000000 PA USD 2382110.29000000 0.127045120576 Long DBT CORP US N 2 2024-06-01 Fixed 1.51000000 N N N N N N JP Morgan Mortgage Trust N/A 46590YAB0 4206243.16000000 PA USD 4024975.11000000 0.214664052421 Long ABS-MBS CORP US N 2 2048-10-26 Variable 3.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFPZ8 568481.60000000 PA USD 479854.29000000 0.025592075391 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 75513EAD3 750000.00000000 PA USD 606114.61000000 0.032325918759 Long DBT CORP US N 2 2030-07-01 Fixed 2.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABUA8 766779.19000000 PA USD 679413.12000000 0.036235149192 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N Onslow Bay Financial LLC N/A 67114VAA1 4159268.36000000 PA USD 3457215.89000000 0.184383742199 Long ABS-MBS CORP US N 2 2061-11-25 Variable 2.31000000 N N N N N N MidOcean Credit CLO 5493004MLF21SFT7F415 59801WAR7 1750000.00000000 PA USD 1649021.50000000 0.087947286143 Long ABS-CBDO CORP KY N 2 2029-07-15 Floating 4.11000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AR8 1830000.00000000 PA USD 1409640.45000000 0.075180373339 Long DBT CORP US N 2 2031-01-15 Fixed 2.15000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BK7 2500000.00000000 PA USD 2391380.48000000 0.127539527745 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VMG2 2019874.47000000 PA USD 1957632.24000000 0.104406426947 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 4.50000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AA5 1530000.00000000 PA USD 1485104.69000000 0.079205108680 Long DBT CORP XX N 2 2025-10-20 Fixed 4.50000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAX2 300000.00000000 PA USD 266865.60000000 0.014232746683 Long DBT CORP US N 2 2052-06-15 Fixed 4.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJ2F8 4899554.61000000 PA USD 4295485.93000000 0.229091209672 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AMS72 789324.14000000 PA USD 693918.80000000 0.037008780821 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L5QW9 260210.69000000 PA USD 220229.52000000 0.011745503992 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBK1 1550000.00000000 PA USD 1412187.38000000 0.075316208792 Long DBT CORP US N 2 2026-04-22 Fixed 2.08000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AP3 1730000.00000000 PA USD 1623980.05000000 0.086611750149 Long DBT CORP CH N 2 2028-05-12 Fixed 4.75000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAS9 4570000.00000000 PA USD 3146975.85000000 0.167837705916 Long DBT NUSS MX N 2 2052-02-12 Fixed 4.40000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 750000.00000000 PA USD 747512.63000000 0.039867101287 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CD5 1090000.00000000 PA USD 910095.28000000 0.048538123977 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N LUKOIL CAPITAL DAC 984500BEC55D7EHC4M56 549875AB8 2670000.00000000 PA USD 1887690.00000000 0.100676196508 Long DBT CORP IE Y 2 2031-10-26 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3G50 94843.60000000 PA USD 77069.92000000 0.004110371094 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXKP6 1487845.37000000 PA USD 1439327.83000000 0.076763690782 Long ABS-MBS USGSE US N 2 2058-08-01 Fixed 4.50000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBE2 530000.00000000 PA USD 462784.46000000 0.024681689915 Long DBT CORP US N 2 2039-02-14 Fixed 5.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DZ62 352668.60000000 PA USD 295501.80000000 0.015760001528 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 2.00000000 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAJ0 2710000.00000000 PA USD 2352230.89000000 0.125451562128 Long DBT CORP US N 2 2032-04-01 Fixed 3.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178DH20 20179.85000000 PA USD 18076.84000000 0.000964092354 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLVJ3 4655307.74000000 PA USD 3800995.97000000 0.202718569893 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L1UL7 325908.93000000 PA USD 266309.94000000 0.014203111661 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Whitebox CLO III Ltd 549300JXCQSPB1A61C68 96467HAA4 2580000.00000000 PA USD 2472088.92000000 0.131843952076 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 3.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFF97 475048.09000000 PA USD 401392.38000000 0.021407465275 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAU5 1230000.00000000 PA USD 1171333.42000000 0.062470741259 Long DBT CORP US N 2 2030-04-15 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMK52 373868.73000000 PA USD 321545.54000000 0.017148992669 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 2.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967EW7 60000.00000000 PA USD 70915.47000000 0.003782135728 Long DBT CORP US N 2 2039-07-15 Fixed 8.13000000 N N N N N N Fannie Mae - CAS N/A 20753XAB0 1000000.00000000 PA USD 946441.00000000 0.050476550757 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 5.78000000 N N N N N N MFRA Trust N/A 552754AC7 1032595.46000000 PA USD 960945.52000000 0.051250120520 Long ABS-MBS CORP US N 2 2049-08-25 Variable 2.30000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYN8 990000.00000000 PA USD 758802.43000000 0.040469220345 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFQ2 590000.00000000 PA USD 530540.07000000 0.028295300787 Long DBT CORP US N 2 2030-07-01 Fixed 3.60000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BR5 3190000.00000000 PA USD 2109380.26000000 0.112499606167 Long DBT NUSS CO N 2 2044-02-26 Fixed 5.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LFY73 100000.00000000 PA USD 92230.97000000 0.004918955580 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.52000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFA7 1390000.00000000 PA USD 1230302.32000000 0.065615730407 Long DBT CORP US N 2 2045-12-09 Fixed 4.88000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2F0 1790000.00000000 PA USD 1610868.79000000 0.085912487140 Long DBT CORP FR N 2 2028-08-14 Fixed 4.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382HY87 572426.79000000 PA USD 82442.57000000 0.004396910709 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N AMERICAN TRANSMISSION SY N/A 030288AC8 320000.00000000 PA USD 251209.12000000 0.013397739422 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QP3N5 199360.78000000 PA USD 194541.04000000 0.010375459938 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WDH95 9002732.36000000 PA USD 8270583.44000000 0.441095139373 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 3.50000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 000000000 1600000.00000000 PA USD 1211571.20000000 0.064616743329 Long DBT NUSS IL N 2 2060-05-13 Fixed 3.80000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2L7 1080000.00000000 PA USD 971074.77000000 0.051790343948 Long DBT CORP FR N 2 2026-06-09 Fixed 2.22000000 N N N N N N Golub Capital Partners CLO Ltd N/A 38179AAA0 3960000.00000000 PA USD 3735875.88000000 0.199245519245 Long ABS-CBDO CORP US N 2 2034-10-25 Floating 4.27000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDU3 1330000.00000000 PA USD 1006373.68000000 0.053672941197 Long DBT CORP US N 2 2049-08-15 Fixed 3.70000000 N N N N N N SILVER ROCK CLO LTD N/A 82811RAA5 2680000.00000000 PA USD 2623824.52000000 0.139936468900 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 4.36000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FXC89 1138991.23000000 PA USD 152630.75000000 0.008140257870 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 2.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCE9 130000.00000000 PA USD 99614.50000000 0.005312741486 Long DBT CORP US N 2 2049-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCYS9 335699.79000000 PA USD 294346.51000000 0.015698386431 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L06A0 844631.51000000 PA USD 690175.10000000 0.036809118018 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AJYN8 621167.07000000 PA USD 71175.62000000 0.003796010311 Long ABS-MBS USGSE US N 2 2041-12-15 Floating 3.67000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SU3 42350000.00000000 PA USD 28037023.44000000 1.495298953403 Long DBT UST US N 2 2051-02-15 Fixed 1.88000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAB7 300000.00000000 PA USD 230820.63000000 0.012310359806 Long DBT CORP US N 2 2052-04-15 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8VU4 5787172.05000000 PA USD 5174965.12000000 0.275996485304 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAU7 3665000.00000000 PA USD 3049764.15000000 0.162653112994 Long DBT CORP US N 2 2045-06-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UCB6 192942.22000000 PA USD 182037.80000000 0.009708624469 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.00000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAV5 750000.00000000 PA USD 756514.01000000 0.040347172010 Long DBT CORP US N 2 2025-12-15 Fixed 5.85000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BB1 200000.00000000 PA USD 156878.24000000 0.008366789312 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBE1 1230000.00000000 PA USD 1056541.23000000 0.056348527825 Long DBT CORP US N 2 2029-08-16 Fixed 2.44000000 N N N N N N TSMC ARIZONA CORP 2549005GOBWLCSY63Q97 872898AA9 890000.00000000 PA USD 782491.20000000 0.041732613838 Long DBT CORP US N 2 2026-10-25 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LP4R0 91458.01000000 PA USD 77240.14000000 0.004119449439 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKLT3 1417928.92000000 PA USD 1260102.67000000 0.067205072880 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AW9 710000.00000000 PA USD 680233.14000000 0.036278883330 Long DBT CORP GB N 2 2026-03-08 Fixed 4.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RXC8 68496.79000000 PA USD 61544.59000000 0.003282358457 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 3.00000000 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160KAP0 130000.00000000 PA USD 104237.61000000 0.005559305875 Long DBT CORP US N 2 2030-04-20 Fixed 1.60000000 N N N N N N TENNESSEE GAS PIPELINE N/A 880451AZ2 2360000.00000000 PA USD 1931791.38000000 0.103028256009 Long DBT CORP US N 2 2030-03-01 Fixed 2.90000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAX3 320000.00000000 PA USD 289537.36000000 0.015441899968 Long DBT CORP US N 2 2027-08-15 Fixed 3.15000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 1610000.00000000 PA USD 1452657.28000000 0.077474590520 Long DBT CORP GB N 2 2028-03-13 Fixed 4.04000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F9WR2 1069206.43000000 PA USD 951979.13000000 0.050771915920 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Fannie Mae - CAS N/A 20754RAB2 1200000.00000000 PA USD 1135576.68000000 0.060563726557 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 3.83000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPSG0 1276272.09000000 PA USD 1250519.28000000 0.066693961810 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MP3S8 99416.05000000 PA USD 92540.75000000 0.004935477081 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLZ82 2133502.95000000 PA USD 1806310.07000000 0.096335959591 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L6TB0 320385.29000000 PA USD 261445.37000000 0.013943669482 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Voya CLO Ltd 549300001G5S0D8B8343 92915HAL7 750000.00000000 PA USD 730631.25000000 0.038966766418 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 3.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCQ76 1554190.79000000 PA USD 1378199.87000000 0.073503552458 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AN7 330000.00000000 PA USD 284625.00000000 0.015179909005 Long DBT CORP US N 2 2026-01-15 Fixed 1.60000000 N N N N N N MID-ATLANTIC INTERSTATE N/A 59524QAA3 210000.00000000 PA USD 194495.27000000 0.010373018886 Long DBT CORP US N 2 2028-05-15 Fixed 4.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFTH4 571837.85000000 PA USD 483210.65000000 0.025771080184 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CJ1 2240000.00000000 PA USD 1854870.04000000 0.098925809134 Long DBT CORP US N 2 2033-04-01 Fixed 4.40000000 N N N N N N UMBS, TBA N/A 01F0206A2 4300000.00000000 PA USD 3480648.46000000 0.185633471775 Long ABS-MBS USGSE US N 2 2052-10-15 Fixed 2.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CN8 1110000.00000000 PA USD 971983.69000000 0.051838819391 Long DBT CORP US N 2 2045-07-20 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPNQ3 776197.88000000 PA USD 799441.89000000 0.042636645219 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5.50000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAH0 400000.00000000 PA USD 370003.18000000 0.019733384643 Long DBT CORP US N 2 2025-04-05 Fixed 2.06000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829JAA1 2532551.26000000 PA USD 2400927.99000000 0.128048725226 Long ABS-MBS CORP US N 2 2057-02-25 Variable 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KK3X5 1433942.46000000 PA USD 1216335.68000000 0.064870847405 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N SLM Student Loan Trust 549300FE2YWO5PJ3Q820 78443CCB8 1095012.87000000 PA USD 1042330.38000000 0.055590620368 Long ABS-O CORP US N 2 2039-06-15 Floating 3.62000000 N N N N N N CKE Restaurants Holdings Inc N/A 411707AK8 2992125.00000000 PA USD 2369972.45000000 0.126397772989 Long ABS-O CORP US N 2 2051-06-20 Fixed 2.87000000 N N N N N N Zais CLO 13, Limited 549300GODB02F7ODZK39 98876NAA2 980000.00000000 PA USD 945965.58000000 0.050451195176 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 4.00000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FY4 260000.00000000 PA USD 199964.67000000 0.010664718471 Long DBT CORP US N 2 2050-04-01 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398NJQ8 1237042.56000000 PA USD 144217.64000000 0.007691561360 Long ABS-MBS USGSE US N 2 2040-09-25 Floating 3.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SEH6 369364.54000000 PA USD 341375.76000000 0.018206598062 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAP0 2700000.00000000 PA USD 1796482.80000000 0.095811841667 Long DBT CORP KZ N 2 2047-04-19 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNTM4 865134.40000000 PA USD 782937.45000000 0.041756413696 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5EL5 13457.13000000 PA USD 12785.39000000 0.000681883379 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.00000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BM7 200000.00000000 PA USD 166389.78000000 0.008874068405 Long DBT CORP US N 2 2057-08-22 Fixed 4.25000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BJ9 2580000.00000000 PA USD 2549309.07000000 0.135962335389 Long DBT CORP GB N 2 2024-06-25 Fixed 4.52000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H93E7 11000000.00000000 PA USD 258412.00000000 0.013781890719 Long ABS-MBS USGSE US N 2 2032-08-25 Variable 0.26000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGL8 874000.00000000 PA USD 817136.48000000 0.043580351029 Long DBT CORP US N 2 2027-07-22 Fixed 4.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJE90 306997.34000000 PA USD 250932.42000000 0.013382982177 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Towd Point Mortgage Trust N/A 89172YAE0 1120000.00000000 PA USD 1051999.42000000 0.056106299410 Long ABS-O CORP US N 2 2056-04-25 Variable 4.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3HD2 96955.49000000 PA USD 78740.93000000 0.004199491093 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T7K5 676877.57000000 PA USD 641039.81000000 0.034188584927 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2R3 1940000.00000000 PA USD 1894435.47000000 0.101035952751 Long DBT CORP US N 2 2024-06-02 Fixed 1.65000000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674XN5 200000.00000000 PA USD 162245.48000000 0.008653040397 Long DBT CORP CH N 2 2048-06-26 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307XB76 29517.54000000 PA USD 27464.24000000 0.001464750686 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FMU42 4850000.00000000 PA USD 312810.94000000 0.016683150128 Long ABS-MBS USGSE US N 2 2029-06-25 Variable 1.28000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDV1 650000.00000000 PA USD 483825.39000000 0.025803866121 Long DBT CORP US N 2 2059-08-15 Fixed 3.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXF98 1164760.84000000 PA USD 1089441.36000000 0.058103190907 Long ABS-MBS USGSE US N 2 2057-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EK7F6 683647.44000000 PA USD 651654.90000000 0.034754719666 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 190000.00000000 PA USD 153590.05000000 0.008191420230 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922F4M7 1179470.36000000 PA USD 1101534.97000000 0.058748179574 Long ABS-MBS CORP US N 2 2045-10-25 Floating 3.66000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AP3N0 896623.60000000 PA USD 773336.33000000 0.041244357032 Long ABS-MBS USGSE US N 2 2045-09-25 Fixed 3.50000000 N Y N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAH6 500000.00000000 PA USD 406755.00000000 0.021693469961 Long DBT CORP US N 2 2030-06-01 Fixed 2.30000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAT8 1780000.00000000 PA USD 1655930.37000000 0.088315757001 Long DBT CORP US N 2 2050-04-15 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BYV2 855945.49000000 PA USD 782470.75000000 0.041731523178 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SQV2 262478.74000000 PA USD 234789.04000000 0.012522007071 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNHU0 2388863.22000000 PA USD 2312104.77000000 0.123311515223 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 4.50000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BZ8 980000.00000000 PA USD 794714.03000000 0.042384494197 Long DBT CORP US N 2 2031-05-12 Fixed 2.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPHK6 794351.23000000 PA USD 693396.00000000 0.036980898322 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 20453KAA3 892000.00000000 PA USD 863713.39000000 0.046064438005 Long DBT CORP US N 2 2025-04-10 Fixed 3.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGFQ7 5003203.66000000 PA USD 4420557.03000000 0.235761628354 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RAN7 500000.00000000 PA USD 461816.88000000 0.024630085957 Long DBT CORP US N 2 2025-04-24 Fixed 1.60000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 132.00000000 NC USD 6187.50000000 0.000329998021 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 132.00000000 NC N/A 6187.50000000 0.00000000 DIR US Long CBOT 2 Year US Treasury Note FVZ2 Comdty 2022-12-30 132.00000000 USD 1000.00000000 110.75000000 USD 2022-10-21 XXXX -72415.86000000 N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AV2 2860000.00000000 PA USD 2553030.74000000 0.136160823266 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N RELIANCE INDUSTRIES LTD 5493003UOETFYRONLG31 759470BD8 2650000.00000000 PA USD 1661095.82000000 0.088591246016 Long DBT CORP IN N 2 2052-01-12 Fixed 3.63000000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 68560EAA6 1650000.00000000 PA USD 1394250.00000000 0.074359554260 Long DBT CORP MX N 2 2026-05-11 Fixed 1.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7J2 542537.14000000 PA USD 501388.79000000 0.026740575173 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBZ1 3010000.00000000 PA USD 2864391.67000000 0.152766639991 Long DBT CORP US N 2 2024-11-21 Fixed 2.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AF4T5 416276.07000000 PA USD 351302.60000000 0.018736026355 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FVQ54 493990.46000000 PA USD 73612.73000000 0.003925988732 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDLR5 365816.62000000 PA USD 308273.20000000 0.016441138778 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BA2W0 373812.15000000 PA USD 347305.15000000 0.018522830300 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61769GAA5 3033681.44000000 PA USD 2998728.27000000 0.159931215710 Long ABS-MBS CORP US N 2 2036-05-15 Floating 4.47000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFUJ8 96777.85000000 PA USD 78430.20000000 0.004182918925 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VFS4 1306813.79000000 PA USD 1267899.62000000 0.067620907720 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 4.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B4KB3 640000.00000000 PA USD 594634.82000000 0.031713666962 Long ABS-MBS USGSE US N 2 2029-02-25 Fixed 3.27000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CW7 1040000.00000000 PA USD 957171.77000000 0.051048855060 Long DBT CORP US N 2 2029-05-03 Fixed 4.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHL29 87042.08000000 PA USD 77329.76000000 0.004124229144 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGRZ4 277903.58000000 PA USD 249236.83000000 0.013292551252 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.00000000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081FA6 1000000.00000000 PA USD 675607.61000000 0.036032189875 Long DBT CORP US N 2 2050-05-28 Fixed 2.70000000 N N N N N N Towd Point Mortgage Trust N/A 89177HAD4 1250000.00000000 PA USD 1206981.38000000 0.064371954396 Long ABS-O CORP US N 2 2058-05-25 Floating 4.98000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNL26 1379015.08000000 PA USD 1164411.99000000 0.062101600539 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307WYS7 95725.13000000 PA USD 89286.13000000 0.004761898388 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FF3Z8 2996571.12000000 PA USD 71826.61000000 0.003830729570 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 0.66000000 N N N N N N Grippen Park CLO LTD 549300P7KR0IARP7PG22 39862EAA2 1969683.06000000 PA USD 1939312.52000000 0.103429381071 Long ABS-CBDO CORP KY N 2 2030-01-20 Floating 3.97000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BJ3 210000.00000000 PA USD 186867.16000000 0.009966188792 Long DBT CORP US N 2 2030-04-15 Fixed 3.10000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508BF0 300000.00000000 PA USD 258915.26000000 0.013808731091 Long DBT CORP US N 2 2039-03-15 Fixed 3.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AQPP6 2392487.11000000 PA USD 2024019.52000000 0.107947060657 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLS4 70990.03000000 PA USD 65593.98000000 0.003498324629 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RLR8 3631.70000000 PA USD 3597.74000000 0.000191878316 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 4.50000000 N N N N N N Catskill Park CLO, LTD. 549300QY7L9WFVGWC115 149420AE1 1500000.00000000 PA USD 1439734.50000000 0.076785379718 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 4.41000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06367WB85 1670000.00000000 PA USD 1536434.79000000 0.081942697604 Long DBT CORP CA N 2 2025-05-01 Fixed 1.85000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDQ2 160000.00000000 PA USD 136399.55000000 0.007274599059 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D4TE3 488861.81000000 PA USD 418644.20000000 0.022327556826 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.50000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830BAA5 5189271.17000000 PA USD 4961305.97000000 0.264601398944 Long ABS-MBS CORP US N 2 2057-08-27 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXTC6 5076586.24000000 PA USD 4172790.02000000 0.222547467031 Long ABS-MBS USGSE US N 2 2061-07-01 Fixed 2.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FLYL2 2475723.82000000 PA USD 145178.43000000 0.007742803186 Long ABS-MBS USGSE US N 2 2034-03-25 Variable 0.93000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582CD2 200000.00000000 PA USD 167617.15000000 0.008939527746 Long DBT CORP NL N 2 2029-11-07 Fixed 2.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGKV0 385382.02000000 PA USD 348706.80000000 0.018597584518 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DQ5 890000.00000000 PA USD 548720.77000000 0.029264932308 Long DBT NUSS CO N 2 2049-05-15 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XADE9 1231025.77000000 PA USD 1004431.55000000 0.053569361551 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HHZ6 1920000.00000000 PA USD 1762473.73000000 0.093998035473 Long DBT CORP US N 2 2025-05-12 Fixed 1.45000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BF6 484000.00000000 PA USD 469408.61000000 0.025034975797 Long DBT CORP US N 2 2026-11-30 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGGN3 184006.85000000 PA USD 155792.08000000 0.008308861126 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VBG8 890000.00000000 PA USD 682247.53000000 0.036386316819 Long DBT CORP US N 2 2042-11-01 Fixed 3.85000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBG8 880000.00000000 PA USD 623246.84000000 0.033239632215 Long DBT CORP CA N 2 2041-12-02 Fixed 3.00000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2K6 2050000.00000000 PA USD 1890342.49000000 0.100817661793 Long DBT CORP CH N 2 2027-07-09 Fixed 5.00000000 N N N N N N BX Trust N/A 05608WAA2 1677294.15000000 PA USD 1603967.04000000 0.085544396014 Long ABS-MBS CORP US N 2 2038-06-15 Floating 3.49000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BG5 620000.00000000 PA USD 564387.33000000 0.030100477166 Long DBT CORP GB N 2 2029-05-18 Fixed 4.89000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKLG8 118232.97000000 PA USD 108641.40000000 0.005794173267 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AD2 380000.00000000 PA USD 370025.00000000 0.019734548370 Long DBT CORP MX N 2 2024-01-15 Fixed 4.88000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAL7 4110000.00000000 PA USD 3381225.03000000 0.180330920627 Long DBT CORP US N 2 2032-03-15 Fixed 4.28000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DT6 650000.00000000 PA USD 434665.80000000 0.023182037037 Long DBT NUSS PE N 2 2051-03-10 Fixed 3.55000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDN1 850000.00000000 PA USD 770749.34000000 0.041106385059 Long DBT CORP NL N 2 2028-04-06 Fixed 3.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XABM3 175898.80000000 PA USD 143428.64000000 0.007649481612 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBM9 460000.00000000 PA USD 450002.88000000 0.024000009734 Long DBT CORP US N 2 2024-05-09 Fixed 3.60000000 N N N N N N KREF 2022-Fl3 Ltd 549300DG0FGL1EU1CT79 48275EAA4 4750000.00000000 PA USD 4620479.38000000 0.246424089772 Long ABS-CBDO CORP KY N 2 2039-02-17 Floating 4.47000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WNF1 6394697.20000000 PA USD 5681888.04000000 0.303032212308 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 3.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B8UA5 177935.21000000 PA USD 155298.65000000 0.008282545017 Long ABS-MBS USGSE US N 2 2037-10-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MKLU1 373766.22000000 PA USD 346088.27000000 0.018457930422 Long ABS-MBS USGA US N 2 2050-05-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381ETV0 6816361.79000000 PA USD 378047.01000000 0.020162386338 Long ABS-MBS USGA US N 2 2061-02-16 Variable 0.64000000 N N N N N N Dryden Senior Loan Fund N/A 26246GAA1 3610000.00000000 PA USD 3455701.38000000 0.184302968817 Long ABS-CBDO CORP KY N 2 2034-05-20 Floating 4.08000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAB9 1410000.00000000 PA USD 1326639.53000000 0.070753684141 Long DBT CORP GB N 2 2026-03-24 Fixed 4.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MSVH5 0.00000000 PA USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A9T23 160889.52000000 PA USD 149944.40000000 0.007996986729 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.00000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EZ7 190000.00000000 PA USD 152290.08000000 0.008122088913 Long DBT CORP US N 2 2030-05-01 Fixed 1.63000000 N N N N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36197VAA6 5000000.00000000 PA USD 4467901.50000000 0.238286651618 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.67000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382NT31 1905955.50000000 PA USD 370786.87000000 0.019775181193 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBS9 1106000.00000000 PA USD 1041884.64000000 0.055566847710 Long DBT CORP US N 2 2026-03-01 Fixed 3.15000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBV9 2120000.00000000 PA USD 1993840.67000000 0.106337531638 Long DBT CORP US N 2 2049-01-23 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XG4L0 95623.26000000 PA USD 80191.88000000 0.004276874629 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 2.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 1040000.00000000 PA USD 782150.86000000 0.041714462480 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AWWM2 572191.81000000 PA USD 464704.13000000 0.024784071701 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AK1 550000.00000000 PA USD 473982.95000000 0.025278939134 Long DBT CORP FR N 2 2033-01-10 Fixed 4.00000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AH1 1380000.00000000 PA USD 1366521.65000000 0.072880717791 Long DBT CORP US N 2 2024-04-29 Fixed 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MXZK3 1097075.80000000 PA USD 1048081.82000000 0.055897361996 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BU9 580000.00000000 PA USD 482126.21000000 0.025713243731 Long DBT CORP US N 2 2044-03-01 Fixed 5.50000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAM1 440000.00000000 PA USD 405781.88000000 0.021641570538 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N Temasek Financial I Ltd 549300XMGMDF3VRJMF12 87973PAC8 368000.00000000 PA USD 365799.36000000 0.019509182254 Long DBT CORP SG N 2 2023-01-23 Fixed 2.38000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAS3 90000.00000000 PA USD 62304.94000000 0.003322910214 Long DBT CORP US N 2 2050-04-05 Fixed 3.58000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 51925000.00000000 OU Notional Amount USD -1429291.18000000 -0.07622840599 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-10-14 0.00000000 USD -291744.20000000 USD 51925000.00000000 USD -1137546.98000000 N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B3YD6 1200000.00000000 PA USD 1127245.20000000 0.060119383621 Long ABS-MBS USGSE US N 2 2036-01-25 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BLU8 270319.84000000 PA USD 253742.66000000 0.013532860745 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Q6P1 11000.49000000 PA USD 10187.70000000 0.000543340743 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LGX98 99795.42000000 PA USD 96349.91000000 0.005138631063 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 4.06000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MQAA7 99389.16000000 PA USD 92675.55000000 0.004942666371 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N GMRF Mortgage Acquisition Co., LLC N/A 36416UAJ4 112685.71000000 PA USD 107500.35000000 0.005733317632 Long ABS-MBS CORP US N 2 2056-07-25 Variable 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJWC0 10756.70000000 PA USD 10231.50000000 0.000545676729 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.00000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAK4 4769625.00000000 PA USD 3791708.79000000 0.202223256596 Long ABS-O CORP US N 2 2051-06-15 Fixed 2.37000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DQ0 230000.00000000 PA USD 175196.75000000 0.009343770656 Long DBT CORP US N 2 2031-02-28 Fixed 1.88000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AR7 1620000.00000000 PA USD 1538707.95000000 0.082063932077 Long DBT CORP US N 2 2028-01-15 Fixed 3.85000000 N N N N N N BX Trust N/A 05609KAA7 5638110.77000000 PA USD 5363654.87000000 0.286059878313 Long ABS-MBS CORP US N 2 2038-10-15 Floating 3.51000000 N N N N N N TRANSCONT GAS PIPE LINE N/A 893574AH6 4280000.00000000 PA USD 4545851.90000000 0.242443981364 Long DBT CORP US N 2 2026-02-01 Fixed 7.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKJ34 1179673.56000000 PA USD 962258.45000000 0.051320143034 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAR1 4720000.00000000 PA USD 3586554.02000000 0.191281734450 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCP5 550000.00000000 PA USD 534659.01000000 0.028514976270 Long DBT CORP US N 2 2025-07-15 Fixed 3.75000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBX9 2710000.00000000 PA USD 1411778.86000000 0.075294421189 Long DBT CORP MX N 2 2046-01-23 Fixed 5.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0226A4 100000.00000000 PA USD 85912.11000000 0.004581951734 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPAQ0 774788.62000000 PA USD 722421.94000000 0.038528939176 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBN9 310000.00000000 PA USD 192511.39000000 0.010267212587 Long DBT CORP US N 2 2050-11-10 Fixed 2.77000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 980000.00000000 PA USD 840445.81000000 0.044823507844 Long DBT CORP US N 2 2028-06-02 Fixed 2.39000000 N N N N N N KKR Financial CLO Ltd 5493004Y6G18HN4CQ515 48254HAA2 1100000.00000000 PA USD 1075002.50000000 0.057333122989 Long ABS-CBDO CORP KY N 2 2032-01-15 Floating 3.83000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ATQK3 1589223.61000000 PA USD 119573.18000000 0.006377198039 Long ABS-MBS USGSE US N 2 2046-09-25 Floating 3.02000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CF0 1170000.00000000 PA USD 968339.16000000 0.051644445623 Long DBT CORP US N 2 2045-06-15 Fixed 4.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SWW3 91573.25000000 PA USD 81905.10000000 0.004368245815 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.00000000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229AW6 460000.00000000 PA USD 423200.00000000 0.022570531370 Long DBT CORP US N 2 2026-04-01 Fixed 4.45000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CA8 420000.00000000 PA USD 381358.08000000 0.020338975680 Long DBT CORP US N 2 2027-04-15 Fixed 2.50000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 800000.00000000 PA USD 599408.93000000 0.031968284636 Long DBT CORP NL N 2 2030-01-21 Fixed 3.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9M93 727524.66000000 PA USD 670673.83000000 0.035769056519 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 3.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2G8 3170000.00000000 PA USD 3120633.88000000 0.166432809271 Long DBT CORP FR N 2 2025-01-10 Fixed 4.71000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DK3 300000.00000000 PA USD 238870.36000000 0.012739676166 Long DBT CORP US N 2 2040-04-01 Fixed 4.13000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GEU9 840000.00000000 PA USD 837911.94000000 0.044688368920 Long DBT CORP US N 2 2023-01-11 Fixed 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXTS1 1556678.16000000 PA USD 1307540.69000000 0.069735085447 Long ABS-MBS USGSE US N 2 2061-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KXZX7 228372.58000000 PA USD 192890.90000000 0.010287452999 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BFM90 270313.69000000 PA USD 247680.97000000 0.013209572550 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 2580000.00000000 PA USD 2034758.25000000 0.108519789490 Long DBT CORP US N 2 2031-03-25 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BBMQ2 969624.40000000 PA USD 156035.45000000 0.008321840782 Long ABS-MBS USGSE US N 2 2050-08-25 Fixed 2.50000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BW9 260000.00000000 PA USD 166914.36000000 0.008902045837 Long DBT CORP US N 2 2051-08-12 Fixed 3.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9XL2 313642.36000000 PA USD 305851.68000000 0.016311991819 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N GS Mortgage Securities Trust N/A 36264YAA8 3900000.00000000 PA USD 3772056.21000000 0.201175125279 Long ABS-MBS CORP US N 2 2026-05-15 Floating 3.97000000 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216CU2 520000.00000000 PA USD 449266.17000000 0.023960718770 Long DBT CORP US N 2 2027-06-01 Fixed 1.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGGR4 1767528.14000000 PA USD 1501957.96000000 0.080103944359 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 150000.00000000 PA USD 128289.00000000 0.006842038986 Long DBT CORP US N 2 2030-02-01 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKDE5 868428.46000000 PA USD 751208.94000000 0.040064236639 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKK24 4101664.68000000 PA USD 3481541.95000000 0.185681124289 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05581KAC5 390000.00000000 PA USD 360360.13000000 0.019219091726 Long DBT CORP FR N 2 2027-03-13 Fixed 4.63000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661ED5 1050000.00000000 PA USD 857263.46000000 0.045720443800 Long DBT CORP US N 2 2028-09-15 Fixed 1.70000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CP5 2220000.00000000 PA USD 1922174.81000000 0.102515375350 Long DBT CORP US N 2 2032-04-15 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L3JA0 315814.55000000 PA USD 257724.29000000 0.013745213072 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L2QJ5 496270.96000000 PA USD 404626.01000000 0.021579924508 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKQY7 2281012.84000000 PA USD 1964643.13000000 0.104780338839 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 46436000.00000000 OU Notional Amount USD 6373141.33000000 0.339898833449 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-08-15 291369.44000000 USD 0.00000000 USD 46436000.00000000 USD 6081771.89000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QN5C2 196647.27000000 PA USD 173954.41000000 0.009277512920 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NS6 390000.00000000 PA USD 370616.15000000 0.019766076181 Long DBT CORP US N 2 2028-05-24 Fixed 4.66000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 3161000.00000000 PA USD 3082477.79000000 0.164397830002 Long DBT CORP US N 2 2025-07-23 Fixed 4.91000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 60698000.00000000 OU Notional Amount USD -781124.38000000 -0.04165971720 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-09-30 34620.10000000 USD 0.00000000 USD 60698000.00000000 USD -815744.48000000 N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAT9 490000.00000000 PA USD 462989.98000000 0.024692650916 Long DBT CORP US N 2 2026-03-01 Fixed 3.04000000 N N N N N N Pertamina Persero PT 254900NDAKGNZ2IBBL45 69369EAD1 1790000.00000000 PA USD 1570162.35000000 0.083741490021 Long DBT CORP ID N 2 2042-05-03 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JBUY0 2173178.93000000 PA USD 1794385.76000000 0.095700000204 Long ABS-MBS USGSE US N 2 2032-02-01 Variable 2.15000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 21535000.00000000 OU Notional Amount USD 1187330.29000000 0.063323902545 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-10-14 350154.18000000 USD 0.00000000 USD 21535000.00000000 USD 837176.11000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KLRY0 247779.86000000 PA USD 217769.66000000 0.011614312246 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBX62 348987.27000000 PA USD 295317.93000000 0.015750195187 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BA9 4130000.00000000 PA USD 3774764.58000000 0.201319570813 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GGM0 1660000.00000000 PA USD 1648598.67000000 0.087924735345 Long DBT CORP US N 2 2041-02-01 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXLU4 147328.08000000 PA USD 142518.43000000 0.007600937370 Long ABS-MBS USGSE US N 2 2059-01-01 Fixed 4.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 447.00000000 NC USD -1935851.20000000 -0.10324477844 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME 3 Month Eurodollar Futures EDZ2 Comdty 2022-12-19 108444776.20000000 USD -1935851.20000000 N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AT4 210000.00000000 PA USD 183596.81000000 0.009791771171 Long DBT CORP US N 2 2026-01-15 Fixed 1.13000000 N N N N N N Dryden Senior Loan Fund 254900JFO9XUH2EREJ70 26252JAS7 1410000.00000000 PA USD 1338092.82000000 0.071364522613 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 3.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGNG0 84617.19000000 PA USD 69064.61000000 0.003683423786 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BDPK5 792852.29000000 PA USD 737725.75000000 0.039345137483 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MNP83 882085.25000000 PA USD 797453.99000000 0.042530624521 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XASE3 176495.51000000 PA USD 149523.62000000 0.007974545264 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N Basswood Park CLO Ltd 5493005HSAGIQZIVAS94 070252AA9 2000000.00000000 PA USD 1906240.00000000 0.101665523911 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 3.71000000 N N N N N N Mars Inc 54930073HKEO6GZBSS03 571676AB1 1040000.00000000 PA USD 918326.10000000 0.048977098412 Long DBT CORP US N 2 2030-04-01 Fixed 3.20000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEA6 100000.00000000 PA USD 63999.87000000 0.003413305939 Long DBT CORP US N 2 2060-05-15 Fixed 3.13000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 3800000.00000000 PA USD 3302504.00000000 0.176132490860 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CR3 1000000.00000000 PA USD 665286.89000000 0.035481754775 Long DBT CORP US N 2 2040-09-01 Fixed 2.10000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 18512000.00000000 OU Notional Amount USD 2453651.20000000 0.130860612904 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-08-15 0.00000000 USD -1033.41000000 USD 18512000.00000000 USD 2454684.61000000 N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAG9 1240000.00000000 PA USD 963207.94000000 0.051370782197 Long DBT CORP US N 2 2040-04-01 Fixed 3.50000000 N N N N N N Triumph Rail LLC N/A 89683LAA8 2036385.01000000 PA USD 1746763.61000000 0.093160167428 Long ABS-O CORP US N 2 2051-06-19 Fixed 2.15000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AS0 2000000.00000000 PA USD 1794950.74000000 0.095730132290 Long DBT CORP US N 2 2028-01-15 Fixed 4.38000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAH4 2120000.00000000 PA USD 2030540.98000000 0.108294869772 Long DBT CORP CA N 2 2025-04-11 Fixed 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFMF5 92763.23000000 PA USD 82253.41000000 0.004386822237 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N SLC Student Loan Trust 5493007QNQ56NU0MGE13 78444LAD5 2141589.44000000 PA USD 2144395.78000000 0.114367089373 Long ABS-O CORP US N 2 2032-12-15 Floating 4.89000000 N N N N N N Bank N/A 06035RAW6 2160000.00000000 PA USD 1871870.47000000 0.099832493299 Long ABS-MBS CORP US N 2 2060-09-15 Variable 4.76000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AF7 901000.00000000 PA USD 894364.36000000 0.047699146606 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KRRC5 1134580.96000000 PA USD 959097.85000000 0.051151578711 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CM5 220000.00000000 PA USD 190813.89000000 0.010176679797 Long DBT CORP US N 2 2027-02-01 Fixed 2.70000000 N N N N N N COMM Mortgage Trust N/A 12592LBJ0 402000.00000000 PA USD 386136.36000000 0.020593815752 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 3.59000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BG6 50000.00000000 PA USD 43477.30000000 0.002318775433 Long DBT CORP US N 2 2047-03-15 Fixed 4.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBQ60 265875.96000000 PA USD 224988.85000000 0.011999333404 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SX7 13700000.00000000 PA USD 10249312.50000000 0.546626723309 Long DBT UST US N 2 2051-05-15 Fixed 2.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERVZ0 587349.49000000 PA USD 523235.71000000 0.027905737255 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBB0 2980000.00000000 PA USD 2616952.86000000 0.139569982563 Long DBT CORP US N 2 2027-08-15 Fixed 3.56000000 N N N N N N SMB Private Education Loan Trust N/A 83208AAE3 1210000.00000000 PA USD 1039131.91000000 0.055420036324 Long ABS-O CORP US N 2 2053-01-15 Fixed 2.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ABUR9 489120.98000000 PA USD 414843.31000000 0.022124843908 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNXQ0 195149.42000000 PA USD 179624.86000000 0.009579935107 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAN9 1840000.00000000 PA USD 1588174.23000000 0.084702117862 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VCQ5 910000.00000000 PA USD 800921.65000000 0.042715565279 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2C4 980000.00000000 PA USD 901316.11000000 0.048069904383 Long DBT CORP CH N 2 2025-04-09 Fixed 2.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APLD9 370078.47000000 PA USD 313158.86000000 0.016701705750 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Danone SA 969500KMUQ2B6CBAF162 23636TAD2 1160000.00000000 PA USD 1133874.22000000 0.060472929235 Long DBT CORP FR N 2 2023-11-02 Fixed 2.59000000 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508BJ2 550000.00000000 PA USD 440762.09000000 0.023507170555 Long DBT CORP US N 2 2030-05-04 Fixed 1.75000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBU4 90000.00000000 PA USD 63504.65000000 0.003386894364 Long DBT CORP US N 2 2046-07-15 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBUL2 777767.91000000 PA USD 735127.11000000 0.039206544180 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2L6 1620000.00000000 PA USD 1481814.00000000 0.079029606266 Long DBT CORP US N 2 2031-04-04 Fixed 4.48000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FEXL9 725475.57000000 PA USD 652929.17000000 0.034822680326 Long ABS-MBS USGSE US N 2 2048-05-15 Fixed 3.00000000 N N N N N N Chubb INA Holdings Inc CZCBJZWDMLTHWJDXU843 00440EAV9 590000.00000000 PA USD 557602.00000000 0.029738595068 Long DBT CORP US N 2 2026-05-03 Fixed 3.35000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BG8 2910000.00000000 PA USD 2070675.80000000 0.110435380674 Long DBT NUSS PA N 2 2047-05-15 Fixed 4.50000000 N N N N N N COMM Mortgage Trust N/A 12624XAM0 775000.00000000 PA USD 765266.31000000 0.040813958545 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 3.15000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCG4 3580000.00000000 PA USD 2740358.72000000 0.146151588977 Long DBT CORP US N 2 2052-11-01 Fixed 4.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BBME9 2600000.00000000 PA USD 2083753.62000000 0.111132860226 Long ABS-MBS USGSE US N 2 2050-08-25 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QG5R4 151035.28000000 PA USD 128281.99000000 0.006841665121 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142ET6 230000.00000000 PA USD 182727.91000000 0.009745430115 Long DBT CORP US N 2 2031-09-22 Fixed 1.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375K4K5 151372.06000000 PA USD 15603.24000000 0.000832167811 Long ABS-MBS USGA US N 2 2037-08-20 Floating 3.57000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KXAB2 240967.86000000 PA USD 205127.82000000 0.010940084820 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017CY3 480000.00000000 PA USD 448468.26000000 0.023918163825 Long DBT CORP US N 2 2028-11-16 Fixed 4.13000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5.00000000 NC USD -11885.50000000 -0.00063388953 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Three-Month SOFR Futures SFRM3 COMDTY 2023-09-19 1207073.00000000 USD -11885.50000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617QY2Q7 98654.34000000 PA USD 89486.24000000 0.004772570858 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M5AJ4 176160.47000000 PA USD 154028.52000000 0.008214805157 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 1290000.00000000 PA USD 1126766.73000000 0.060093865374 Long DBT CORP US N 2 2040-05-01 Fixed 5.71000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EER7 195340.80000000 PA USD 173351.22000000 0.009245342979 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BU8 320000.00000000 PA USD 281075.50000000 0.014990603473 Long DBT CORP US N 2 2027-03-01 Fixed 2.80000000 N N N N N N BRITISH COLUMBIA PROV OF 54930058TO7MEKUHWL16 11070TAK4 1445000.00000000 PA USD 1337159.65000000 0.071314753845 Long DBT NUSS CA N 2 2026-06-02 Fixed 2.25000000 N N N N N N Small Business Administration N/A 831641FL4 535992.20000000 PA USD 503707.78000000 0.026864253898 Long ABS-O USGA US N 2 2028-09-10 Fixed 3.55000000 N N N N N N Navient Student Loan Trust N/A 63940HAC7 2091151.83000000 PA USD 2091148.69000000 0.111527261596 Long ABS-O CORP US N 2 2065-06-25 Floating 4.43000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L3G88 400383.92000000 PA USD 326741.92000000 0.017426131274 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAC3 1300000.00000000 PA USD 1202643.00000000 0.064140575516 Long DBT CORP ID N 2 2027-05-15 Fixed 4.13000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2D5 500000.00000000 PA USD 475610.45000000 0.025365738614 Long DBT CORP FR N 2 2025-01-09 Fixed 3.38000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAG0 1000000.00000000 PA USD 992650.00000000 0.052941015984 Long DBT CORP ES N 2 2023-04-12 Fixed 3.85000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBG6 120000.00000000 PA USD 102193.71000000 0.005450298528 Long DBT CORP US N 2 2050-03-19 Fixed 4.33000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBK7 910000.00000000 PA USD 826354.93000000 0.044071998748 Long DBT CORP US N 2 2030-03-19 Fixed 3.48000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJWA2 181667.50000000 PA USD 169637.89000000 0.009047299900 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 3.50000000 N N N N N N CAMERON LNG LLC 549300C39FLHGVD73K22 133434AB6 3060000.00000000 PA USD 2406664.79000000 0.128354686059 Long DBT CORP US N 2 2035-01-15 Fixed 3.30000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KA8 11160000.00000000 PA USD 10330522.29000000 0.550957886146 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFUG4 582321.90000000 PA USD 491701.91000000 0.026223944670 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDJ8 290000.00000000 PA USD 288167.20000000 0.015368825206 Long DBT CORP US N 2 2023-06-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382LNV9 7947793.40000000 PA USD 1046466.88000000 0.055811232379 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.50000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBD4 117000.00000000 PA USD 107999.31000000 0.005759928672 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAL7 290000.00000000 PA USD 270290.24000000 0.014415393055 Long DBT CORP US N 2 2032-06-01 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGWS4 3023800.51000000 PA USD 2742586.52000000 0.146270404265 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFL8 3410000.00000000 PA USD 3239584.43000000 0.172776800576 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N Oak Hill Credit Partners N/A 67098WAN1 2450000.00000000 PA USD 2348672.90000000 0.125261803799 Long ABS-CBDO CORP KY N 2 2037-02-24 Floating 3.85000000 N N N N N N COMM Mortgage Trust N/A 12592LBL5 1580000.00000000 PA USD 1498720.22000000 0.079931265927 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 3.94000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MUU40 199332.49000000 PA USD 190624.49000000 0.010166578524 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCN9 130000.00000000 PA USD 111653.05000000 0.005954793638 Long DBT CORP US N 2 2058-10-15 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKDF2 877461.18000000 PA USD 757395.82000000 0.040394201594 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 2.50000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBH4 2340000.00000000 PA USD 2244375.88000000 0.119699329409 Long DBT CORP US N 2 2025-03-19 Fixed 2.99000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XD6Y7 660764.26000000 PA USD 550915.66000000 0.029381992406 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381DXB1 5411669.17000000 PA USD 388291.59000000 0.020708760663 Long ABS-MBS USGA US N 2 2063-07-16 Variable 0.88000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AN1 640000.00000000 PA USD 621228.19000000 0.033131971527 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3XG7 1152162.73000000 PA USD 974075.77000000 0.051950396322 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 1710000.00000000 PA USD 1273282.43000000 0.067907989200 Long DBT CORP US N 2 2031-07-23 Fixed 1.90000000 N N N N N N COMM Mortgage Trust N/A 12591VAE1 774000.00000000 PA USD 755866.96000000 0.040312662883 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 4.05000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WXL7 1845968.73000000 PA USD 1686109.52000000 0.089925302019 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABYM8 497623.42000000 PA USD 452720.94000000 0.024144972065 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGE4 30000.00000000 PA USD 23836.91000000 0.001271294246 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BK4 240000.00000000 PA USD 219729.43000000 0.011718832686 Long DBT CORP US N 2 2036-05-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y4M48 8483476.10000000 PA USD 8060898.12000000 0.429911989342 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.00000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAW8 250000.00000000 PA USD 231808.71000000 0.012363057091 Long DBT CORP NL N 2 2025-05-01 Fixed 2.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGL64 1384438.77000000 PA USD 1240287.83000000 0.066148287748 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JH1 100000.00000000 PA USD 64015.76000000 0.003414153400 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDS2 310000.00000000 PA USD 233811.78000000 0.012469886850 Long DBT CORP US N 2 2032-01-12 Fixed 3.10000000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 68560EAB4 1560000.00000000 PA USD 1134903.76000000 0.060527837706 Long DBT CORP MX N 2 2031-05-11 Fixed 2.88000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607GRK2 840000.00000000 PA USD 816933.60000000 0.043569530827 Long DBT CORP CA N 2 2023-06-23 Fixed 0.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202D6C0 862.87000000 PA USD 852.71000000 0.000045477594 Long ABS-MBS USGA US N 2 2034-06-20 Fixed 4.50000000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 278062AE4 1030000.00000000 PA USD 846515.16000000 0.045147204570 Long DBT CORP US N 2 2042-11-02 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LN5G8 453009.51000000 PA USD 383330.21000000 0.020444155316 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LHPM0 442456.36000000 PA USD 417986.05000000 0.022292455703 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 3.45000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 1140000.00000000 PA USD 967551.95000000 0.051602461341 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKUN3 1057811.31000000 PA USD 1002345.15000000 0.053458087551 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N State Street Institutional US Government Money Market Fund 549300BZ5TGIFZUZDZ37 857492706 2356055.32000000 NS USD 2356055.32000000 0.125655530505 Long STIV RF US N 1 N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AK6 910000.00000000 PA USD 632450.00000000 0.033730464473 Long DBT CORP MX N 2 2033-07-26 Fixed 3.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AFRZ6 390166.34000000 PA USD 319158.18000000 0.017021667565 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAT7 1820000.00000000 PA USD 1701472.05000000 0.090744632041 Long DBT CORP US N 2 2026-05-04 Fixed 3.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402C4G4 293168.80000000 PA USD 301812.13000000 0.016096550444 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DR8 770000.00000000 PA USD 593291.11000000 0.031642002859 Long DBT CORP US N 2 2031-09-15 Fixed 2.13000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFP4 170000.00000000 PA USD 158761.01000000 0.008467203110 Long DBT CORP US N 2 2027-07-01 Fixed 3.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 12385000.00000000 OU Notional Amount USD 3482421.36000000 0.185728025874 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2047-02-15 0.00000000 USD -117207.30000000 USD 12385000.00000000 USD 3599628.66000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 10935000.00000000 OU Notional Amount USD 1268003.14000000 0.067626428754 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2048-02-15 71375.39000000 USD 0.00000000 USD 10935000.00000000 USD 1196627.75000000 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAF4 380000.00000000 PA USD 223293.02000000 0.011908889680 Long DBT CORP US N 2 2050-08-15 Fixed 2.05000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AJ9 1000000.00000000 PA USD 886131.59000000 0.047260068171 Long DBT CORP US N 2 2038-08-15 Fixed 4.80000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 2280000.00000000 PA USD 1929612.24000000 0.102912035905 Long DBT CORP GB N 2 2030-05-22 Fixed 3.97000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBJ9 2510000.00000000 PA USD 2056801.50000000 0.109695422443 Long DBT CORP US N 2 2029-08-26 Fixed 2.38000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAF9 2560000.00000000 PA USD 2229903.46000000 0.118927471636 Long DBT CORP US N 2 2045-12-14 Fixed 4.30000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448ER5 70000.00000000 PA USD 64232.30000000 0.003425702131 Long DBT CORP US N 2 2027-03-19 Fixed 2.63000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBR3 310000.00000000 PA USD 232815.46000000 0.012416750102 Long DBT CORP US N 2 2078-02-15 Fixed 5.38000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300DT2BKPLXAJ4C66 94989CAZ4 7640000.00000000 PA USD 7195306.92000000 0.383747402070 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.58000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJWT4 20922.25000000 PA USD 19833.45000000 0.001057777659 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4.00000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDW9 300000.00000000 PA USD 267551.77000000 0.014269342197 Long DBT CORP US N 2 2026-01-15 Fixed 1.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3ZF7 294989.36000000 PA USD 249178.85000000 0.013289459004 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJ5M6 204501.59000000 PA USD 187124.68000000 0.009979923109 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 470000.00000000 PA USD 341996.41000000 0.018239699197 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687EH5 460000.00000000 PA USD 501752.51000000 0.026759973457 Long DBT CORP US N 2 2037-11-15 Fixed 6.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KEN95 1634464.80000000 PA USD 1332459.00000000 0.071064054014 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X66J5 2608901.54000000 PA USD 2532435.08000000 0.135062394650 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KLVW9 211195.09000000 PA USD 172338.52000000 0.009191332636 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBN5 990000.00000000 PA USD 625008.88000000 0.033333607118 Long DBT CORP US N 2 2051-04-22 Fixed 3.11000000 N N N N N N Angel Oak Mortgage Trust N/A 03464TAA7 2017013.68000000 PA USD 1844911.38000000 0.098394683784 Long ABS-MBS CORP US N 2 2067-01-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCXQ6 1926151.23000000 PA USD 1629104.83000000 0.086885070110 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCY3 80000.00000000 PA USD 71767.27000000 0.003827564789 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFBC4 661947.50000000 PA USD 585997.31000000 0.031253002524 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -1945.00000000 NC USD 1955695.18000000 0.104303117700 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Three-Month SOFR Futures SFRZ3 COMDTY 2024-03-19 -467637320.18000000 USD 1955695.18000000 N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A2E1 1550000.00000000 PA USD 1415310.53000000 0.075482775793 Long DBT CORP CA N 2 2032-06-08 Fixed 4.46000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962GXZ2 119000.00000000 PA USD 128576.35000000 0.006857364227 Long DBT CORP US N 2 2032-03-15 Fixed 6.75000000 N N N N N N Highbridge Loan Management Ltd N/A 40440XAA9 2240000.00000000 PA USD 2132161.92000000 0.113714620750 Long ABS-CBDO CORP KY N 2 2035-01-23 Floating 3.92000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378MVC6 767722.47000000 PA USD 79406.30000000 0.004234977280 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCT32 3111399.55000000 PA USD 2863404.92000000 0.152714013640 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBL6 1283000.00000000 PA USD 1220527.14000000 0.065094390599 Long DBT CORP US N 2 2027-02-15 Fixed 3.95000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BM5 1670000.00000000 PA USD 1353204.62000000 0.072170480449 Long DBT CORP US N 2 2038-04-01 Fixed 5.38000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBA0 160000.00000000 PA USD 134235.08000000 0.007159161351 Long DBT CORP US N 2 2044-03-15 Fixed 4.85000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CB6 610000.00000000 PA USD 520994.51000000 0.027786207305 Long DBT CORP US N 2 2030-04-15 Fixed 2.70000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 782.00000000 NC USD -2143454.36000000 -0.11431688060 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYZ2 COMDTY 2022-12-20 89776329.36000000 USD -2143454.36000000 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 730000.00000000 PA USD 711089.82000000 0.037924563065 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QDH2 102246.95000000 PA USD 100516.92000000 0.005360870264 Long ABS-MBS USGA US N 2 2070-07-20 Floating 2.86000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AG2 1700000.00000000 PA USD 1602520.56000000 0.085467250876 Long DBT CORP US N 2 2024-08-08 Fixed 3.20000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LBD0 960000.00000000 PA USD 947782.90000000 0.050548118328 Long DBT CORP US N 2 2023-05-15 Fixed 2.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WR26 465934.08000000 PA USD 401785.59000000 0.021428436349 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 21920000.00000000 OU Notional Amount USD 1345122.12000000 0.071739416366 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-10-20 78129.47000000 USD 0.00000000 USD 21920000.00000000 USD 1266992.65000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -156.00000000 NC USD -71258.93000000 -0.00380045348 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUZ2 COMDTY 2022-12-30 -31969678.73000000 USD -71258.93000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7WN5 1564415.23000000 PA USD 1280173.51000000 0.068275511263 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B2MQ9 384831.73000000 PA USD 337514.43000000 0.018000661697 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAW2 760000.00000000 PA USD 627488.69000000 0.033465862859 Long DBT CORP US N 2 2046-03-01 Fixed 4.11000000 N N N N N N ONSLOW BAY FINANCIAL LLC N/A 67114JAA8 1271759.72000000 PA USD 969982.33000000 0.051732080831 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AYQM5 91769.71000000 PA USD 80347.43000000 0.004285170579 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T7L3 2230164.86000000 PA USD 2165377.72000000 0.115486119465 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N 522 Funding CLO Ltd N/A 33835AAJ8 2000000.00000000 PA USD 1903876.00000000 0.101539444666 Long ABS-CBDO CORP KY N 2 2034-10-23 Floating 3.93000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFJ5 10080000.00000000 PA USD 9566550.00000000 0.510212941587 Long DBT UST US N 2 2029-08-31 Fixed 3.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TG58 1083715.85000000 PA USD 1031297.33000000 0.055002194562 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BAUR0 192399.16000000 PA USD 174446.87000000 0.009303777296 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KFXR1 132866.60000000 PA USD 112708.41000000 0.006011079167 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Starwood Commercial Mortgage Trust N/A 78485KAA3 2860000.00000000 PA USD 2782898.69000000 0.148420373777 Long ABS-CBDO CORP KY N 2 2038-11-15 Floating 3.64000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46639YAV9 686000.00000000 PA USD 670247.66000000 0.035746327589 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.50000000 N N N N N N Hildene Community Funding CLO Ltd 549300845E8YWIPN4S43 43133KAC9 2580000.00000000 PA USD 2139686.88000000 0.114115949545 Long ABS-CBDO CORP KY N 2 2035-11-01 Fixed 2.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BDP41 0.00000000 PA USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETD29 821872.42000000 PA USD 805201.73000000 0.042943834844 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.50000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BU5 4450000.00000000 PA USD 4246277.13000000 0.226466756071 Long DBT CORP US N 2 2050-05-01 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MTE41 796169.34000000 PA USD 760613.45000000 0.040565807499 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382HS35 409869.41000000 PA USD 58053.37000000 0.003096161173 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N Cerberus N/A 15673EAA1 810000.00000000 PA USD 799201.08000000 0.042623802096 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 4.36000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDL3 210000.00000000 PA USD 173939.78000000 0.009276732658 Long DBT CORP US N 2 2048-06-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQ7G1 392638.69000000 PA USD 404274.15000000 0.021561158754 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5.50000000 N N N N N N Golub Capital Partners CLO Ltd 254900XWTZJ46JGSP919 38175NAA6 3344717.41000000 PA USD 3271548.37000000 0.174481533824 Long ABS-CBDO CORP KY N 2 2030-05-05 Floating 4.21000000 N N N N N N PROCTER & GAMBLE CO/THE 2572IBTT8CCZW6AU4141 742718FH7 490000.00000000 PA USD 438716.94000000 0.023398096542 Long DBT CORP US N 2 2030-03-25 Fixed 3.00000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DW9 1820000.00000000 PA USD 1097404.93000000 0.058527912094 Long DBT NUSS PE N 2 2072-01-15 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335B4Y9 42741.86000000 PA USD 37801.58000000 0.002016072181 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.00000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFL3 1050000.00000000 PA USD 957366.84000000 0.051059258731 Long DBT CORP US N 2 2025-09-01 Fixed 1.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3ZC4 0.00000000 PA USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDX7 980000.00000000 PA USD 788340.75000000 0.042044587968 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CZ1 2390000.00000000 PA USD 2104783.06000000 0.112254423637 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AUE38 573847.31000000 PA USD 504064.09000000 0.026883256984 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N GSK CONSUMER HEALTHCARE 549300N8C3A3L0UVQB07 36264FAC5 590000.00000000 PA USD 514212.84000000 0.027424520406 Long DBT CORP US N 2 2029-03-24 Fixed 3.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6ZK0 102248.40000000 PA USD 96784.67000000 0.005161818124 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L05E3 308090.67000000 PA USD 251550.17000000 0.013415928646 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N GLENCORE FINANCE CANADA 5493005TTO0UJ33KCK70 98417EAT7 820000.00000000 PA USD 819565.40000000 0.043709892652 Long DBT CORP CA N 2 2022-10-25 Fixed 4.25000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFE9 720000.00000000 PA USD 612421.96000000 0.032662308742 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AC7M7 49332.09000000 PA USD 46160.08000000 0.002461856176 Long ABS-MBS USGSE US N 2 2043-02-25 Variable 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L7FS6 73461.65000000 PA USD 62395.53000000 0.003327741652 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DK8 2850000.00000000 PA USD 2380138.83000000 0.126939976673 Long DBT CORP US N 2 2044-07-15 Fixed 4.50000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159VL7 860000.00000000 PA USD 773400.13000000 0.041247759678 Long DBT CORP CA N 2 2025-06-11 Fixed 1.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LRT40 547800.11000000 PA USD 463478.55000000 0.024718707826 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KEYF9 221789.09000000 PA USD 194557.12000000 0.010376317533 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N ARES CLO Ltd N/A 04016NAM5 2850000.00000000 PA USD 2727974.40000000 0.145491095870 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 3.59000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XLXB3 4788.19000000 PA USD 4654.09000000 0.000248216645 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N Voya CLO Ltd N/A 92915QAU7 1530000.00000000 PA USD 1456298.37000000 0.077668780823 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 3.75000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299AW4 1230000.00000000 PA USD 1208268.61000000 0.064440606251 Long DBT NUSS PA N 2 2036-01-26 Fixed 6.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLT0 558328.86000000 PA USD 529958.63000000 0.028264290839 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9H53 942816.72000000 PA USD 869456.74000000 0.046370748169 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 7813000.00000000 OU Notional Amount USD 760238.65000000 0.040545818286 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2048-02-15 8760.31000000 USD 0.00000000 USD 7813000.00000000 USD 751478.34000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A0MR2 103605.61000000 PA USD 90893.16000000 0.004847606141 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAQ8 2050000.00000000 PA USD 1623085.41000000 0.086564036301 Long DBT CORP KZ N 2 2030-04-24 Fixed 5.38000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGN8 3290000.00000000 PA USD 2522857.21000000 0.134551577979 Long DBT CORP US N 2 2032-03-15 Fixed 2.36000000 N N N N N N Credit Suisse Mortgage Trust N/A 126416AA4 4070974.20000000 PA USD 3402451.44000000 0.181462989041 Long ABS-MBS CORP US N 2 2066-11-25 Variable 2.27000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M8NU6 15576.70000000 PA USD 14816.36000000 0.000790201129 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UCA8 5702048.10000000 PA USD 5247836.75000000 0.279882948940 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17320DAL2 9566940.45000000 PA USD 21541.88000000 0.001148893379 Long ABS-MBS CORP US N 2 2046-04-10 Variable 1.49000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAH6 10000.00000000 PA USD 9842.47000000 0.000524928586 Long DBT CORP US N 2 2024-04-15 Fixed 4.50000000 N N N N N N PROCTER & GAMBLE CO/THE 2572IBTT8CCZW6AU4141 742718FG9 160000.00000000 PA USD 148808.75000000 0.007936419092 Long DBT CORP US N 2 2027-03-25 Fixed 2.80000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BK0 1210000.00000000 PA USD 987095.12000000 0.052644757493 Long DBT CORP US N 2 2050-04-15 Fixed 3.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGQ7 1630000.00000000 PA USD 1333042.13000000 0.071095154095 Long DBT CORP US N 2 2045-11-17 Fixed 4.90000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDC5 630000.00000000 PA USD 498742.37000000 0.026599433619 Long DBT CORP US N 2 2046-08-15 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFSY8 189889.11000000 PA USD 161168.37000000 0.008595594874 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFPJ4 1814335.00000000 PA USD 1532574.73000000 0.081736828971 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JBLD6 93832.65000000 PA USD 77296.95000000 0.004122479288 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BJ4 610000.00000000 PA USD 515127.74000000 0.027473314781 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGTL3 196316.39000000 PA USD 177308.18000000 0.009456379581 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BGVA6 3628087.48000000 PA USD 511483.42000000 0.027278952212 Long ABS-MBS USGSE US N 2 2049-04-25 Fixed 2.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABN4 250000.00000000 PA USD 162874.67000000 0.008686596995 Long DBT CORP US N 2 2051-02-15 Fixed 3.30000000 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106AL7 430000.00000000 PA USD 331060.19000000 0.017656437627 Long DBT CORP US N 2 2040-03-27 Fixed 3.25000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBC8 290000.00000000 PA USD 241947.00000000 0.012903762649 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 550000.00000000 PA USD 435760.02000000 0.023240395088 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAVK7 829682.48000000 PA USD 686602.41000000 0.036618575694 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBL6 1730000.00000000 PA USD 1220890.76000000 0.065113783549 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKTE8 0.00000000 PA USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46649CAA1 372682.74000000 PA USD 333964.28000000 0.017811321498 Long ABS-MBS CORP US N 2 2048-10-25 Variable 3.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABL8 1050000.00000000 PA USD 701758.59000000 0.037426900448 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MGNF4 578944.43000000 PA USD 488850.38000000 0.026071863981 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFB32 895253.30000000 PA USD 760679.01000000 0.040569304012 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N SLM Student Loan Trust 549300I2YWZ9E1B0EY33 78443CCL6 939802.27000000 PA USD 882827.98000000 0.047083876694 Long ABS-O CORP US N 2 2039-06-15 Floating 3.58000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AAK52 776391.46000000 PA USD 723797.35000000 0.038602293936 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L13J2 138119.24000000 PA USD 112676.44000000 0.006009374110 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AHGQ7 240807.43000000 PA USD 24208.15000000 0.001291093594 Long ABS-MBS USGSE US N 2 2043-12-25 Floating 2.87000000 N N N N N N PRKCM Trust N/A 69361JAA4 1131728.91000000 PA USD 921750.98000000 0.049159757584 Long ABS-MBS CORP US N 2 2056-11-25 Variable 2.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9R23 326010.49000000 PA USD 275924.89000000 0.014715905920 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 12659FAA3 4303623.66000000 PA USD 3658217.40000000 0.195103758473 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.84000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCCC0 249282.21000000 PA USD 220588.59000000 0.011764654278 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7G72 1700000.00000000 PA USD 1533684.24000000 0.081796002483 Long ABS-MBS USGSE US N 2 2052-04-25 Fixed 4.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B2HC9 93652.77000000 PA USD 86921.36000000 0.004635778078 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 3.22000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFMQ1 189893.48000000 PA USD 162466.63000000 0.008664834992 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BS2 1530000.00000000 PA USD 1121546.61000000 0.059815460643 Long DBT CORP US N 2 2049-07-01 Fixed 5.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABUF7 1068189.33000000 PA USD 949534.77000000 0.050641550835 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLMX1 1758890.95000000 PA USD 1432288.40000000 0.076388256766 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YDD41 297517.14000000 PA USD 259769.89000000 0.013854311085 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBX0 1310000.00000000 PA USD 1093968.84000000 0.058344655059 Long DBT CORP US N 2 2030-01-31 Fixed 2.80000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CC4 690000.00000000 PA USD 527677.77000000 0.028142645702 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LG3Z3 200000.00000000 PA USD 189260.70000000 0.010093843493 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.84000000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 46590LAT9 1704000.00000000 PA USD 1581270.59000000 0.084333925936 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 3.14000000 N N N N N N KIMBERLY-CLARK CORP MP3J6QPYPGN75NVW2S34 494368CB7 250000.00000000 PA USD 220624.40000000 0.011766564133 Long DBT CORP US N 2 2030-03-26 Fixed 3.10000000 N N N N N N SINOPEC GRP OVERSEA 2014 549300ZIMV82UUECOQ45 82937WAE5 1410000.00000000 PA USD 1405781.94000000 0.074974587373 Long DBT CORP VG N 2 2024-04-10 Fixed 4.38000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FMU26 2986439.55000000 PA USD 141563.51000000 0.007550008609 Long ABS-MBS USGSE US N 2 2029-06-25 Variable 1.02000000 N N N N N N Octagon Investment Partners XXI Ltd 549300XIS9D4AHDX5A35 67590QBK2 1580000.00000000 PA USD 1534374.34000000 0.081832807596 Long ABS-CBDO CORP KY N 2 2031-02-14 Floating 3.91000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFK5 110000.00000000 PA USD 80087.79000000 0.004271323196 Long DBT CORP US N 2 2049-09-01 Fixed 3.63000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 350000.00000000 PA USD 325985.66000000 0.017385797649 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XEAL8 2189713.46000000 PA USD 1832833.52000000 0.097750535112 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJFA6 337290.35000000 PA USD 275137.44000000 0.014673908838 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N SMRT N/A 78457JAA0 2280000.00000000 PA USD 2200283.68000000 0.117347759505 Long ABS-MBS CORP US N 2 2039-01-15 Floating 3.85000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBG4 1830000.00000000 PA USD 1187013.95000000 0.063307031180 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N MEGLOBAL CANADA ULC 635400MHHHT7LMKMQL03 58518N2A9 340000.00000000 PA USD 336600.00000000 0.017951892389 Long DBT CORP CA N 2 2030-05-18 Fixed 5.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L0FH5 176826.00000000 PA USD 144073.40000000 0.007683868606 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCS8 2220000.00000000 PA USD 2156639.22000000 0.115020068925 Long DBT CORP US N 2 2025-10-15 Fixed 3.95000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BV7 1080000.00000000 PA USD 1061937.39000000 0.056636321300 Long DBT CORP US N 2 2024-09-01 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B33Z8 197309.70000000 PA USD 172703.43000000 0.009210794386 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379UN36 6492681.50000000 PA USD 257915.93000000 0.013755433811 Long ABS-MBS USGA US N 2 2056-09-16 Variable 0.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKK4 3290000.00000000 PA USD 2571961.05000000 0.137170433747 Long DBT CORP US N 2 2033-02-04 Fixed 2.97000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 11385000.00000000 OU Notional Amount USD 1119393.01000000 0.059700602664 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2048-02-15 781316.90000000 USD 0.00000000 USD 11385000.00000000 USD 338076.11000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERNP1 35493.96000000 PA USD 31532.01000000 0.001681697119 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DVA7 4338689.08000000 PA USD 3530856.02000000 0.188311192257 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A76M9 46778.24000000 PA USD 1558.90000000 0.000083140834 Long ABS-MBS USGSE US N 2 2027-09-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XEC77 0.00000000 PA USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F86B4 1775577.14000000 PA USD 288179.54000000 0.015369483336 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L1UQ6 945225.82000000 PA USD 769413.58000000 0.041035144952 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -391.00000000 NC USD -24437.50000000 -0.00130332552 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Written Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 391.00000000 NC N/A -24437.50000000 0.00000000 DIR US Short CME 3 Month Eurodollar EDZ2 Comdty 2022-12-19 391.00000000 USD 2500.00000000 96.50000000 USD 2022-12-19 XXXX 233778.90000000 N N N Credit Suisse Mortgage Trust N/A 12657LAC8 1574171.92000000 PA USD 1248610.18000000 0.066592143754 Long ABS-MBS CORP US N 2 2056-03-25 Variable 1.17000000 N N N N N N Mars Inc 54930073HKEO6GZBSS03 571676AA3 340000.00000000 PA USD 323346.56000000 0.017245046493 Long DBT CORP US N 2 2025-04-01 Fixed 2.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNBV4 294149.63000000 PA USD 258844.44000000 0.013804954047 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAG4 900000.00000000 PA USD 928710.00000000 0.049530903092 Long DBT CORP US N 2 2030-02-01 Fixed 7.00000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDU2 244000.00000000 PA USD 145637.35000000 0.007767278773 Long DBT CORP US N 2 2056-11-01 Fixed 2.94000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AU7 650000.00000000 PA USD 548338.68000000 0.029244554296 Long DBT CORP US N 2 2052-05-15 Fixed 4.55000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NU1 3000000.00000000 PA USD 2759987.22000000 0.147198436036 Long DBT CORP US N 2 2033-05-24 Fixed 4.91000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CG2 4110000.00000000 PA USD 3936401.12000000 0.209940134604 Long DBT CORP US N 2 2024-07-30 Fixed 2.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300BSYX29G4VVM177 95000MBS9 34786926.36000000 PA USD 1285710.88000000 0.068570835893 Long ABS-MBS CORP US N 2 2059-11-15 Variable 1.32000000 N N N N N N Bain Capital Credit CLO, Limited N/A 05684DAA1 500000.00000000 PA USD 481912.00000000 0.025701819266 Long ABS-CBDO CORP KY N 2 2033-04-18 Floating 3.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EXDX8 33647.31000000 PA USD 29963.04000000 0.001598019220 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBF0 3240000.00000000 PA USD 2591718.54000000 0.138224160231 Long DBT CORP CA N 2 2031-12-02 Fixed 2.45000000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAG8 760000.00000000 PA USD 699597.78000000 0.037311657939 Long DBT CORP US N 2 2025-06-01 Fixed 1.65000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46590KAE4 1308000.00000000 PA USD 1248157.56000000 0.066568004165 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 3.91000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJBJ1 393036.09000000 PA USD 320733.24000000 0.017105670262 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2C6 430000.00000000 PA USD 423292.20000000 0.022575448674 Long DBT CORP US N 2 2024-01-24 Fixed 3.75000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDP6 750000.00000000 PA USD 620112.98000000 0.033072494017 Long DBT CORP NL N 2 2033-04-06 Fixed 3.76000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEH1 830000.00000000 PA USD 773342.26000000 0.041244673296 Long DBT CORP US N 2 2029-05-15 Fixed 4.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AT5G5 175317.99000000 PA USD 165166.71000000 0.008808838396 Long ABS-MBS USGSE US N 2 2039-07-25 Fixed 2.94000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKW4 510810.21000000 PA USD 452366.70000000 0.024126079379 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 213.00000000 NC USD -2221977.54000000 -0.11850475843 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USZ2 COMDTY 2022-12-20 29146508.79000000 USD -2221977.54000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMCQ5 1010366.10000000 PA USD 884617.48000000 0.047179316122 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L1TP0 570569.89000000 PA USD 467465.60000000 0.024931349218 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JHYV9 448955.40000000 PA USD 434990.01000000 0.023199328134 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 42245000.00000000 OU Notional Amount USD 1078151.97000000 0.057501093716 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-04-30 0.00000000 USD -411628.26000000 USD 42245000.00000000 USD 1489780.23000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 279.00000000 NC USD -2728987.36000000 -0.14554512007 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME 3 Month Eurodollar Futures EDM3 Comdty 2023-06-19 69225149.86000000 USD -2728987.36000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVS0 1070000.00000000 PA USD 892220.53000000 0.047584809691 Long DBT CORP US N 2 2045-10-21 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ANC36 367131.94000000 PA USD 310666.00000000 0.016568754013 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2CE0 293567.12000000 PA USD 265070.36000000 0.014137001124 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWT7 970000.00000000 PA USD 965140.30000000 0.051473840779 Long DBT CORP US N 2 2023-02-23 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MJ7B5 390626.11000000 PA USD 340975.68000000 0.018185260590 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N UMBS, TBA N/A 01F0306A1 800000.00000000 PA USD 696156.25000000 0.037128110773 Long ABS-MBS USGSE US N 2 2052-10-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLGL5 1784983.33000000 PA USD 1462427.02000000 0.077995640197 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55285BAA3 4080000.00000000 PA USD 4093700.23000000 0.218329370183 Long ABS-CBDO CORP US N 2 2037-09-17 Floating 5.66000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B4KJ6 494629.09000000 PA USD 463686.43000000 0.024729794693 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 3.45000000 N N N N N N OPG Trust N/A 67118AAA3 3317210.77000000 PA USD 3138004.43000000 0.167359233051 Long ABS-MBS CORP US N 2 2036-10-15 Floating 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHEL7 1845248.99000000 PA USD 1558444.10000000 0.083116520434 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8HP5 0.00000000 PA USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAP8 560000.00000000 PA USD 521974.18000000 0.027838456058 Long DBT CORP US N 2 2025-05-15 Fixed 2.90000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NE7 1000000.00000000 PA USD 757737.47000000 0.040412422819 Long DBT CORP US N 2 2032-11-03 Fixed 2.52000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 720000.00000000 PA USD 548570.94000000 0.029256941422 Long DBT CORP US N 2 2048-04-15 Fixed 4.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TH1 150000.00000000 PA USD 133125.00000000 0.007099957440 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KLH47 993881.32000000 PA USD 843491.34000000 0.044985935137 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHJ4 5440000.00000000 PA USD 5085908.12000000 0.271246807109 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAS9 680000.00000000 PA USD 632766.51000000 0.033747344905 Long DBT CORP US N 2 2029-02-15 Fixed 4.80000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CV9 580000.00000000 PA USD 565549.60000000 0.030162464527 Long DBT CORP US N 2 2024-05-03 Fixed 3.38000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCZ2 520000.00000000 PA USD 363126.80000000 0.019366646575 Long DBT CORP US N 2 2050-02-01 Fixed 3.45000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AD9 250000.00000000 PA USD 248162.50000000 0.013235253996 Long DBT CORP US N 2 2023-01-13 Floating 3.56000000 N N N N N N MHC Commercial Mortgage Trust N/A 55293AAA5 1210000.00000000 PA USD 1166171.14000000 0.062195421310 Long ABS-MBS CORP US N 2 2038-05-15 Floating 3.67000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGWC9 388094.13000000 PA USD 343920.84000000 0.018342334849 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJBJ1 394657.21000000 PA USD 360935.37000000 0.019249771009 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KHKH8 1303945.32000000 PA USD 1147927.69000000 0.061222443142 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAJ2 540000.00000000 PA USD 466391.40000000 0.024874058895 Long DBT CORP US N 2 2029-03-15 Fixed 4.05000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 386.00000000 NC USD -4218963.96000000 -0.22501006240 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long Term U.S. Treasury Bond Futures WNZ2 COMDTY 2022-12-20 57100963.96000000 USD -4218963.96000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DUS8 382.87000000 PA USD 367.32000000 0.000019590282 Long ABS-MBS USGA US N 2 2032-07-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3TR8 96838.54000000 PA USD 78690.85000000 0.004196820175 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KDB2 1180000.00000000 PA USD 1137052.37000000 0.060642429552 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 4.58000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMM1 2560000.00000000 PA USD 1895279.36000000 0.101080959948 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKPM4 323617.88000000 PA USD 287295.34000000 0.015322326285 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N CD Commercial Mortgage Trust N/A 12514MBC8 2560000.00000000 PA USD 2309590.02000000 0.123177396027 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.72000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MB4M8 141559.85000000 PA USD 136693.92000000 0.007290298699 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 4.00000000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAJ4 2970000.00000000 PA USD 2575750.85000000 0.137372555202 Long DBT CORP US N 2 2039-01-25 Fixed 5.48000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNLM2 2273792.33000000 PA USD 1913206.09000000 0.102037046484 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQYS5 476904.83000000 PA USD 501069.33000000 0.026723537408 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y64A9 1648539.46000000 PA USD 1615067.45000000 0.086136414331 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXG89 1425850.63000000 PA USD 1379238.46000000 0.073558943592 Long ABS-MBS USGSE US N 2 2057-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LJB66 1403645.09000000 PA USD 1308210.87000000 0.069770828166 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 2.95000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDL2 1220000.00000000 PA USD 747296.23000000 0.039855560023 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N Owl Rock CLO Ltd N/A 691204AA9 2010000.00000000 PA USD 1947084.99000000 0.103843910319 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 4.51000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAW1 200000.00000000 PA USD 191171.88000000 0.010195772482 Long DBT UST US N 2 2023-11-15 Fixed 0.25000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAE9 2600000.00000000 PA USD 2377312.05000000 0.126789215976 Long DBT CORP ES N 2 2025-05-28 Fixed 2.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178WDM8 47757.36000000 PA USD 42818.62000000 0.002283646044 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AP3 1680000.00000000 PA USD 1321425.94000000 0.070475627675 Long DBT CORP CH N 2 2031-04-01 Fixed 4.19000000 N N N N N N Towd Point Mortgage Trust N/A 89180YAA8 4110000.00000000 PA USD 3857300.76000000 0.205721474026 Long ABS-MBS CORP US N 3 2062-09-25 Variable 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPGF9 0.00000000 PA USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XW6R9 2761016.13000000 PA USD 2525529.23000000 0.134694084858 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CN3 210000.00000000 PA USD 167829.90000000 0.008950874345 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EEE6 1860876.23000000 PA USD 1650201.46000000 0.088010216966 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.00000000 N N N N N N NATIONAL SECS CLEARING 549300RYC9NELN2ICA34 637639AB1 630000.00000000 PA USD 580242.83000000 0.030946098763 Long DBT CORP US N 2 2025-04-23 Fixed 1.50000000 N N N N N N Medtronic Inc D56MRZY2INAN94ZONZ37 585055BU9 134000.00000000 PA USD 120941.08000000 0.006450152268 Long DBT CORP US N 2 2045-03-15 Fixed 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HTWQ8 382344.80000000 PA USD 352830.56000000 0.018817517067 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 3.16000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGCY3 1661269.28000000 PA USD 1355924.73000000 0.072315552112 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVS5 3727940.46000000 PA USD 3120408.52000000 0.166420790143 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A86C6 186264.67000000 PA USD 163436.21000000 0.008716545616 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LRTA6 536550.28000000 PA USD 454091.35000000 0.024218060160 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BAFQ9 396517.59000000 PA USD 346231.36000000 0.018465561843 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468G7 70000.00000000 PA USD 64348.26000000 0.003431886627 Long DBT CORP US N 2 2030-01-23 Fixed 4.43000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXE9 720000.00000000 PA USD 707448.69000000 0.037730370629 Long DBT CORP US N 2 2024-02-20 Fixed 3.63000000 N N N N N N Sands China Ltd 549300EVO6UZDGY05787 80007RAF2 1120000.00000000 PA USD 1014641.60000000 0.054113894287 Long DBT CORP KY N 2 2025-08-08 Fixed 5.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382EDT1 380213.99000000 PA USD 66667.14000000 0.003555559486 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 3.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BV5 540000.00000000 PA USD 441717.08000000 0.023558103050 Long DBT CORP US N 2 2046-03-01 Fixed 3.70000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BA1 1210000.00000000 PA USD 1065510.32000000 0.056826876424 Long DBT CORP US N 2 2045-10-23 Fixed 6.48000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03880XAA4 2196000.00000000 PA USD 2155795.63000000 0.114975077728 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 3.74000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CD2 890000.00000000 PA USD 637899.23000000 0.034021088331 Long DBT CORP US N 2 2050-04-15 Fixed 3.35000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932AH0 2120000.00000000 PA USD 1967105.60000000 0.104911669785 Long DBT CORP US N 2 2027-07-15 Fixed 4.40000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 706451BG5 1746000.00000000 PA USD 1113075.00000000 0.059363644151 Long DBT CORP MX N 2 2035-06-15 Fixed 6.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHJL2 3424683.54000000 PA USD 3194233.40000000 0.170358093474 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAF9 6200000.00000000 PA USD 5776657.68000000 0.308086562810 Long DBT CORP AT N 2 2029-01-15 Fixed 6.00000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DT4 1590000.00000000 PA USD 1458354.65000000 0.077778448432 Long DBT CORP US N 2 2025-05-11 Fixed 1.13000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 27930000.00000000 OU Notional Amount USD 1669780.53000000 0.089054427773 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-11-20 0.00000000 USD -55641.10000000 USD 27930000.00000000 USD 1725421.63000000 N N N Small Business Administration Participation Certs N/A 83162CB51 317204.64000000 PA USD 293174.90000000 0.015635900939 Long ABS-O USGA US N 2 2039-04-01 Fixed 2.98000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H14D5 3998733.40000000 PA USD 170115.72000000 0.009072784014 Long ABS-MBS USGSE US N 2 2028-05-25 Variable 1.03000000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 037411AR6 2223000.00000000 PA USD 1984027.50000000 0.105814165709 Long DBT CORP US N 2 2037-01-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LGTM4 100000.00000000 PA USD 94096.88000000 0.005018470184 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.73000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 3230000.00000000 PA USD 2590349.08000000 0.138151122802 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 22535WAG2 710000.00000000 PA USD 634786.72000000 0.033855088792 Long DBT CORP FR N 2 2026-06-16 Fixed 1.91000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325WSM5 405603.28000000 PA USD 40811.88000000 0.002176620552 Long ABS-MBS USGSE US N 2 2046-12-15 Floating 3.18000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 1410000.00000000 PA USD 1143465.02000000 0.060984435502 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JBVE3 195608.56000000 PA USD 160279.67000000 0.008548197825 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N CHEVRON CORP N/A 166764BW9 990000.00000000 PA USD 914687.32000000 0.048783031309 Long DBT CORP US N 2 2025-05-11 Fixed 1.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8P84 1034249.00000000 PA USD 1029347.95000000 0.054898228252 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9GU2 1043919.90000000 PA USD 873786.45000000 0.046601664651 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 2.00000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BM3 150000.00000000 PA USD 147854.90000000 0.007885547397 Long DBT CORP US N 2 2025-04-01 Fixed 4.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 12657GAA3 1673949.42000000 PA USD 1487103.35000000 0.079311703241 Long ABS-MBS CORP US N 2 2060-10-25 Variable 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416RRG0 712347.94000000 PA USD 696724.33000000 0.037158408191 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Adjustable Rate Mortgage Trust N/A 007036SE7 532861.80000000 PA USD 517675.66000000 0.027609203033 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.62000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065WAD7 1520000.00000000 PA USD 1504964.01000000 0.080264266065 Long ABS-O CORP US N 2 2028-04-18 Fixed 4.38000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AP4 2120000.00000000 PA USD 2115050.97000000 0.112802042221 Long DBT CORP GB N 2 2023-11-07 Fixed 2.91000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H74C4 6997786.46000000 PA USD 191953.48000000 0.010237457566 Long ABS-MBS USGSE US N 2 2055-04-25 Variable 0.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XA5B4 152945.84000000 PA USD 145226.86000000 0.007745386104 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBW2 540000.00000000 PA USD 412349.95000000 0.021991865505 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N N Russian Federation 5493004EHVGF71PDBU58 000000000 1000000.00000000 PA USD 515000.00000000 0.027466502021 Long DBT NUSS RU Y 2 2042-04-04 Fixed 5.63000000 N Y N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L0RZ2 87874.37000000 PA USD 77253.11000000 0.004120141168 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AN5F7 713741.88000000 PA USD 604570.78000000 0.032243581652 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CE2 370000.00000000 PA USD 234769.14000000 0.012520945744 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X3CH9 179861.42000000 PA USD 165952.99000000 0.008850773078 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 3.50000000 N N N N N N Natixis Commercial Mortgage Securities N/A 63873VAA1 7150000.00000000 PA USD 6733875.01000000 0.359137847723 Long ABS-MBS CORP US N 2 2036-08-15 Fixed 3.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BKY1 429148.92000000 PA USD 402831.98000000 0.021484243481 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNM82 374220.33000000 PA USD 333592.59000000 0.017791498150 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LHQV5 600000.00000000 PA USD 588802.76000000 0.031402625627 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 4.27000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AN8 1540000.00000000 PA USD 1434485.18000000 0.076505417663 Long DBT CORP US N 2 2027-03-27 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FPJQ9 1564312.76000000 PA USD 52936.19000000 0.002823246543 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 1.34000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2D4 1700000.00000000 PA USD 1563647.44000000 0.083394030237 Long DBT CORP US N 2 2029-01-24 Fixed 4.15000000 N N N N N N Republic of Kazakhstan 5493007OEK8EF02UO833 486661AF8 3240000.00000000 PA USD 2493685.44000000 0.132995759572 Long DBT NUSS KZ N 2 2044-10-14 Fixed 4.88000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CQ0 510000.00000000 PA USD 499667.40000000 0.026648768257 Long DBT CORP US N 2 2023-05-01 Fixed 1.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JBV9 940244.76000000 PA USD 36013.72000000 0.001920720219 Long ABS-MBS USGA US N 2 2059-12-16 Variable 0.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148LAF3 800000.00000000 PA USD 667549.26000000 0.035602413785 Long DBT CORP US N 2 2045-05-22 Fixed 5.15000000 N N N N N N SMB Private Education Loan Trust N/A 78449UAB4 972798.82000000 PA USD 907550.58000000 0.048402407457 Long ABS-O CORP US N 2 2037-09-15 Fixed 2.23000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9S63 1936038.08000000 PA USD 1577122.91000000 0.084112717662 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CP2 1060000.00000000 PA USD 805194.77000000 0.042943463647 Long DBT CORP US N 2 2030-05-01 Fixed 2.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SZ2 2460000.00000000 PA USD 1680295.32000000 0.089615213211 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BAS21 836790.94000000 PA USD 524477.38000000 0.027971959258 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 2.00000000 N Y N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BM1 500000.00000000 PA USD 581963.27000000 0.031037855013 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N Morgan Stanley BAML Trust N/A 61690KAK8 3000000.00000000 PA USD 2761838.70000000 0.147297181044 Long ABS-MBS CORP US N 2 2046-02-15 Variable 4.22000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDZ2 500000.00000000 PA USD 328398.53000000 0.017514483278 Long DBT CORP US N 2 2050-05-15 Fixed 2.90000000 N N N N N N COMM Mortgage Trust N/A 12593ABA2 418000.00000000 PA USD 395654.81000000 0.021101463376 Long ABS-MBS CORP US N 2 2048-05-10 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSF3 5058.99000000 PA USD 4532.52000000 0.000241732950 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGU8 2640000.00000000 PA USD 2111181.31000000 0.112595661591 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBC6 750000.00000000 PA USD 638703.77000000 0.034063996873 Long DBT CORP US N 2 2045-02-15 Fixed 5.10000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CJ2 380000.00000000 PA USD 312320.04000000 0.016656968951 Long DBT CORP US N 2 2046-04-15 Fixed 4.40000000 N N N N N N CLEVELAND ELECTRIC ILLUM N/A 186108CK0 300000.00000000 PA USD 270127.42000000 0.014406709373 Long DBT CORP US N 2 2028-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AYSU8 261019.74000000 PA USD 23208.20000000 0.001237763247 Long ABS-MBS USGSE US N 2 2047-11-25 Floating 3.12000000 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724PAD1 1090000.00000000 PA USD 905539.99000000 0.048295176633 Long DBT CORP US N 2 2030-02-01 Fixed 2.30000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2N2 1580000.00000000 PA USD 1442969.73000000 0.076957924284 Long DBT CORP US N 2 2026-04-30 Fixed 2.19000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 20670000.00000000 OU Notional Amount USD 5449031.60000000 0.290613276619 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2047-05-15 873060.73000000 USD 0.00000000 USD 20670000.00000000 USD 4575970.87000000 N N N New Residential Mortgage Loan Trust N/A 64829HAM9 3707631.58000000 PA USD 3468606.88000000 0.184991258024 Long ABS-MBS CORP US N 2 2056-09-25 Variable 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378KJP5 5618222.98000000 PA USD 13544.97000000 0.000722394069 Long ABS-MBS USGA US N 2 2048-10-16 Variable 0.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L9U26 746670.97000000 PA USD 677358.15000000 0.036125551449 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L4H36 356461.11000000 PA USD 290526.43000000 0.015494650052 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL52 8992059.65000000 PA USD 7609652.05000000 0.405845676538 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LGZM7 99786.51000000 PA USD 95023.95000000 0.005067913620 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.88000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBK5 1090000.00000000 PA USD 1025324.08000000 0.054683623138 Long DBT CORP GB N 2 2028-05-30 Fixed 4.38000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBK1 2090000.00000000 PA USD 2074852.16000000 0.110658118539 Long DBT CORP US N 2 2023-05-09 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKQL5 1638799.76000000 PA USD 1388955.94000000 0.074077206086 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAX4 1930000.00000000 PA USD 1766439.16000000 0.094209523805 Long DBT CORP US N 2 2029-12-05 Fixed 4.45000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCB6 365000.00000000 PA USD 328693.45000000 0.017530212250 Long DBT CORP MX N 2 2026-08-04 Fixed 6.88000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 5020000.00000000 PA USD 4394875.21000000 0.234391939498 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LRUQ9 278097.89000000 PA USD 235366.52000000 0.012552805820 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 3120000.00000000 PA USD 2367503.39000000 0.126266090579 Long DBT CORP US N 2 2032-11-08 Fixed 2.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABUU4 1083712.96000000 PA USD 945451.78000000 0.050423792673 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAL9 1780563.99000000 PA USD 1690008.58000000 0.090133250640 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L1TN5 316181.71000000 PA USD 259781.18000000 0.013854913214 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKE1 250000.00000000 PA USD 161122.95000000 0.008593172489 Long DBT CORP US N 2 2052-02-01 Fixed 3.30000000 N N N N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 038222AN5 390000.00000000 PA USD 307794.59000000 0.016415613065 Long DBT CORP US N 2 2030-06-01 Fixed 1.75000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBL5 90000.00000000 PA USD 88713.90000000 0.004731379638 Long DBT CORP US N 2 2023-04-15 Fixed 1.57000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AF0 600000.00000000 PA USD 598777.65000000 0.031934616571 Long DBT CORP US N 2 2022-12-01 Fixed 2.95000000 N N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 127097AH6 3560000.00000000 PA USD 3291001.56000000 0.175519031071 Long DBT CORP US N 2 2029-03-15 Fixed 4.38000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CE2 790000.00000000 PA USD 735243.61000000 0.039212757477 Long DBT CORP JP N 2 2028-04-19 Fixed 4.08000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMSJ5 1780499.94000000 PA USD 1502041.61000000 0.080108405666 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LG2W1 100000.00000000 PA USD 98503.93000000 0.005253511441 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 4.34000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKH4 1360000.00000000 PA USD 1028399.24000000 0.054847630688 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JJ7 230000.00000000 PA USD 139969.06000000 0.007464971785 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142ES8 330000.00000000 PA USD 275938.66000000 0.014716640316 Long DBT CORP US N 2 2028-09-22 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APF79 369823.57000000 PA USD 312867.20000000 0.016686150643 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380AK63 314721.35000000 PA USD 45197.01000000 0.002410492750 Long ABS-MBS USGA US N 2 2046-10-16 Floating 3.16000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B6XU2 550488.23000000 PA USD 477696.95000000 0.025477017947 Long ABS-MBS USGSE US N 2 2031-10-25 Variable 2.72000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BK9 1760000.00000000 PA USD 1580102.36000000 0.084271620710 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N FannieMae Grantor Trust N/A 3136AV6R5 238612.34000000 PA USD 222841.57000000 0.011884812491 Long ABS-O USGSE US N 2 2027-06-25 Fixed 2.90000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AL4 680000.00000000 PA USD 652821.32000000 0.034816928360 Long DBT CORP US N 2 2032-07-15 Fixed 4.65000000 N N N N N N SWAP CCPC GOLDMAN SACHS COC N/A 000000000 14157420.87000000 NS USD 14157420.87000000 0.755057920292 Long STIV CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FW3E8 524559.27000000 PA USD 84060.52000000 0.004483200859 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 2.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13114000.00000000 OU Notional Amount USD 645129.85000000 0.034406719086 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-02-15 50095.98000000 USD 0.00000000 USD 13114000.00000000 USD 595033.87000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCZ68 1178488.53000000 PA USD 996498.86000000 0.053146287287 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AANA8 1961150.44000000 PA USD 1805897.08000000 0.096313933590 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBK3 650000.00000000 PA USD 623482.29000000 0.033252189473 Long DBT CORP US N 2 2027-05-09 Fixed 4.35000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAP9 1130000.00000000 PA USD 922279.51000000 0.049187945681 Long DBT CORP US N 2 2045-01-15 Fixed 4.90000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAP4 70000.00000000 PA USD 56069.98000000 0.002990381007 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HBC0 630000.00000000 PA USD 626484.60000000 0.033412311713 Long DBT CORP IT N 2 2023-01-12 Fixed 3.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X82N6 0.00000000 PA USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XC6P8 180728.08000000 PA USD 154612.40000000 0.008245945237 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAD8 1482000.00000000 PA USD 1366476.88000000 0.072878330072 Long DBT CORP US N 2 2026-06-01 Fixed 3.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 160000.00000000 PA USD 128970.59000000 0.006878390234 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPDL5 455469.44000000 PA USD 469998.53000000 0.025066438008 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KHPF2 316520.18000000 PA USD 277602.02000000 0.014805352317 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJCE1 2784368.41000000 PA USD 2272386.04000000 0.121193195654 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAFA5 493770.99000000 PA USD 417835.32000000 0.022284416818 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418B6J0 1379096.65000000 PA USD 1270841.93000000 0.067777829980 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X83X3 786251.66000000 PA USD 668184.27000000 0.035636280782 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7TX7 761616.27000000 PA USD 669451.20000000 0.035703849977 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKN87 686159.59000000 PA USD 579180.77000000 0.030889455903 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XA7H9 438668.41000000 PA USD 370667.90000000 0.019768836164 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X3CE6 550462.37000000 PA USD 513991.38000000 0.027412709277 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMTH8 1387648.08000000 PA USD 1129576.22000000 0.060243703942 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LGY48 100000.00000000 PA USD 96615.76000000 0.005152809645 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LGVR0 99770.14000000 PA USD 94867.43000000 0.005059565937 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.86000000 N N N N N N New Residential Mortgage Loan Trust N/A 64831MAA0 4234510.80000000 PA USD 3719728.52000000 0.198384331874 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.08000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDY7 440000.00000000 PA USD 420208.73000000 0.022410997926 Long DBT CORP US N 2 2027-03-16 Fixed 4.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BFPJ3 199535.67000000 PA USD 190624.67000000 0.010166588124 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REH3 4300000.00000000 PA USD 3701804.64000000 0.197428397338 Long ABS-O CORP US N 2 2027-08-20 Fixed 1.38000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CF9 770000.00000000 PA USD 736986.05000000 0.039305687053 Long DBT CORP JP N 2 2026-04-17 Fixed 3.84000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBP4 190000.00000000 PA USD 120666.73000000 0.006435520356 Long DBT CORP US N 2 2051-06-04 Fixed 2.94000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MKP78 396866.59000000 PA USD 334891.50000000 0.017860772935 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.50000000 N N N N N N Myers Park CLO LTD N/A 62848FAE2 1020000.00000000 PA USD 966835.56000000 0.051564254104 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 4.31000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAH6 2000000.00000000 PA USD 1898221.02000000 0.101237847541 Long DBT CORP KY N 2 2036-11-21 Fixed 6.88000000 N N N N N N Magnetite CLO Ltd 549300XD71H6EU9N2I97 55954LAL7 3170000.00000000 PA USD 3082016.65000000 0.164373236017 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 3.86000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617F4WW9 2680920.26000000 PA USD 2425454.14000000 0.129356778719 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.50000000 N N N N N N Province of Quebec 549300WN65YFEQH74Y36 748149AJ0 959000.00000000 PA USD 893858.91000000 0.047672189434 Long DBT NUSS CA N 2 2026-04-20 Fixed 2.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFU3 2260000.00000000 PA USD 1382009.82000000 0.073706748573 Long DBT CORP US N 2 2050-11-20 Fixed 2.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9JN5 1821999.24000000 PA USD 1526219.76000000 0.081397899269 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGJ83 0.00000000 PA USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0326A3 1800000.00000000 PA USD 1637085.94000000 0.087310726759 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABU83 582606.71000000 PA USD 517693.66000000 0.027610163027 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGWP0 284308.82000000 PA USD 241463.61000000 0.012877982004 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L7PC0 238362.63000000 PA USD 194425.16000000 0.010369279709 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2H6 1260000.00000000 PA USD 1163200.92000000 0.062037010526 Long DBT CORP FR N 2 2030-01-10 Fixed 5.20000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AT2 1080000.00000000 PA USD 995799.51000000 0.053108988844 Long DBT CORP US N 2 2029-04-15 Fixed 3.65000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDU5 560000.00000000 PA USD 522980.28000000 0.027892114403 Long DBT CORP US N 2 2037-03-16 Fixed 5.25000000 N N N N N N DP WORLD PLC 549300M3U2DNF4QVSS04 23330JAB7 4160000.00000000 PA USD 3631438.72000000 0.193675570767 Long DBT CORP AE N 2 2048-09-25 Fixed 5.63000000 N N N N N N Carlyle Global Market Strategies 549300Q4PPEXLDSOKL32 14311NAL8 1750000.00000000 PA USD 1686128.50000000 0.089926314280 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 4.05000000 N N N N N N Credit Suisse Mortgage Trust N/A 12660LAC3 2816216.11000000 PA USD 2400625.97000000 0.128032617589 Long ABS-MBS CORP US N 2 2066-04-25 Variable 1.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLWQ6 0.00000000 PA USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FEH5 2693.26000000 PA USD 2661.33000000 0.000141936749 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 4.50000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664CR0 1190000.00000000 PA USD 988951.92000000 0.052743786233 Long DBT CORP US N 2 2049-01-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KVHC7 504386.20000000 PA USD 412559.27000000 0.022003029172 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CM5 820000.00000000 PA USD 738000.00000000 0.039359764062 Long DBT CORP US N 2 2027-02-15 Fixed 3.00000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829KAU4 2050612.31000000 PA USD 1956824.69000000 0.104363357872 Long ABS-MBS CORP US N 2 2057-03-25 Variable 4.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFN5 460000.00000000 PA USD 457825.71000000 0.024417224833 Long DBT CORP US N 2 2023-08-15 Fixed 4.13000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAC1 1510000.00000000 PA USD 1488238.33000000 0.079372235145 Long DBT CORP GB N 2 2024-08-01 Fixed 4.36000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJ6W8 173911.30000000 PA USD 142384.59000000 0.007593799279 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829EAB0 1782865.38000000 PA USD 1688816.02000000 0.090069647821 Long ABS-MBS CORP US N 2 2055-08-25 Variable 3.75000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCC7 2190000.00000000 PA USD 1918881.96000000 0.102339757736 Long DBT CORP US N 2 2026-03-25 Fixed 1.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AKJH4 242409.25000000 PA USD 197902.68000000 0.010554746330 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V7F1 10769809.25000000 PA USD 9600890.77000000 0.512044438342 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 3.00000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAQ8 200000.00000000 PA USD 180224.23000000 0.009611901315 Long DBT CORP ES N 2 2028-03-24 Fixed 4.18000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGT1 2750000.00000000 PA USD 2096328.91000000 0.111803538339 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B35Z9 330000.00000000 PA USD 304964.65000000 0.016264683836 Long ABS-MBS USGSE US N 2 2031-02-25 Fixed 3.61000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FREM9 2500000.00000000 PA USD 205239.25000000 0.010946027718 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 1.51000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAQ7 2780000.00000000 PA USD 2236403.83000000 0.119274155958 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABV33 1671452.07000000 PA USD 1464418.65000000 0.078101859827 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L6TA2 168740.91000000 PA USD 138117.05000000 0.007366198510 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L3H79 255510.64000000 PA USD 208546.33000000 0.011122404261 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VZV5 226273.35000000 PA USD 219592.96000000 0.011711554329 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XD6D3 190069.71000000 PA USD 160429.21000000 0.008556173244 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 450000.00000000 PA USD 299853.32000000 0.015992081203 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KSMA2 179071.23000000 PA USD 151419.10000000 0.008075636924 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 1820000.00000000 PA USD 1495380.07000000 0.079753125662 Long DBT CORP US N 2 2030-10-30 Fixed 2.88000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBF9 835000.00000000 PA USD 760025.60000000 0.040534455687 Long DBT CORP US N 2 2030-01-15 Fixed 4.50000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAT8 1970000.00000000 PA USD 1958927.24000000 0.104475493200 Long DBT CORP DK N 2 2024-01-12 Fixed 5.38000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAC7 3740000.00000000 PA USD 3441445.67000000 0.183542668841 Long DBT CORP CH N 2 2028-03-23 Fixed 4.25000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AT7 210000.00000000 PA USD 173046.21000000 0.009229075877 Long DBT CORP US N 2 2050-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9GA7 113368.15000000 PA USD 106194.12000000 0.005663652449 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178NF95 203431.81000000 PA USD 182357.72000000 0.009725686767 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B1TB7 183453.11000000 PA USD 155590.32000000 0.008298100657 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM3S2 1593844.61000000 PA USD 1392504.60000000 0.074266466818 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BF9 210000.00000000 PA USD 199610.61000000 0.010645835384 Long DBT CORP US N 2 2026-03-01 Fixed 3.65000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJD2 190000.00000000 PA USD 168643.57000000 0.008994269818 Long DBT CORP US N 2 2026-06-19 Fixed 1.32000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDN69 267824.92000000 PA USD 226354.67000000 0.012072176701 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAZ1 470000.00000000 PA USD 345858.63000000 0.018445683029 Long DBT CORP US N 2 2047-08-15 Fixed 3.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LGMC3 100000.00000000 PA USD 95093.94000000 0.005071646398 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.90000000 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106AJ2 420000.00000000 PA USD 385938.30000000 0.020583252616 Long DBT CORP US N 2 2027-03-27 Fixed 2.75000000 N N N N N N GSK CONSUMER HEALTHCARE 549300N8C3A3L0UVQB07 36264FAB7 840000.00000000 PA USD 761797.72000000 0.040628968187 Long DBT CORP US N 2 2027-03-24 Fixed 3.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LGXN7 100000.00000000 PA USD 97491.01000000 0.005199489365 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 4.19000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFA27 265526.99000000 PA USD 227156.71000000 0.012114951911 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEJ7 580000.00000000 PA USD 538670.60000000 0.028728926454 Long DBT CORP US N 2 2032-05-15 Fixed 4.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QFR6 3586297.25000000 PA USD 3405521.08000000 0.181626702193 Long ABS-MBS USGSE US N 2 2048-11-01 Floating 3.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHMW4 479577.26000000 PA USD 458159.96000000 0.024435051393 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MB5P0 32529.23000000 PA USD 30870.10000000 0.001646395464 Long ABS-MBS USGA US N 2 2050-03-15 Fixed 4.00000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582CH3 2490000.00000000 PA USD 1749086.13000000 0.093284034419 Long DBT CORP NL N 2 2050-04-06 Fixed 3.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAH3 5140000.00000000 PA USD 4750229.84000000 0.253344072825 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617K1ZG1 1037664.17000000 PA USD 962166.70000000 0.051315249730 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TZ65 12258.56000000 PA USD 11912.77000000 0.000635343924 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 4.50000000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 037411BA2 3700000.00000000 PA USD 2757809.62000000 0.147082298065 Long DBT CORP US N 2 2043-04-15 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAVN1 150400.91000000 PA USD 124751.72000000 0.006653385183 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9BC8 53983.63000000 PA USD 52890.79000000 0.002820825224 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379R5W9 1735852.55000000 PA USD 61053.23000000 0.003256152748 Long ABS-MBS USGA US N 2 2057-04-16 Variable 0.53000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAE7 620000.00000000 PA USD 397972.04000000 0.021225048235 Long DBT CORP US N 2 2040-08-15 Fixed 1.90000000 N N N N N N Morgan Stanley BAML Trust N/A 61690QAE9 1618000.00000000 PA USD 1553185.35000000 0.082836055448 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.72000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDF35 936885.45000000 PA USD 784200.24000000 0.041823762092 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L4F79 248646.87000000 PA USD 202548.62000000 0.010802528312 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CP1 321000.00000000 PA USD 291065.72000000 0.015523412013 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378NWU3 4157.04000000 PA USD 4050.09000000 0.000216003505 Long ABS-MBS USGA US N 2 2048-06-16 Variable 3.54000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXC32 177080.68000000 PA USD 173251.80000000 0.009240040611 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETN44 842125.27000000 PA USD 868820.51000000 0.046336816105 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.50000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BG4 650000.00000000 PA USD 633990.57000000 0.033812627714 Long DBT CORP US N 2 2036-11-30 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L05B9 323941.25000000 PA USD 264400.50000000 0.014101275471 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133JLYK9 97680.83000000 PA USD 80009.56000000 0.004267150954 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAD21 323599.02000000 PA USD 296707.66000000 0.015824313676 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ALHV3 172260.16000000 PA USD 147369.98000000 0.007859685152 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMBT0 183276.57000000 PA USD 163840.25000000 0.008738094287 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9HZ9 532874.71000000 PA USD 519640.00000000 0.027713967205 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CL2 1380000.00000000 PA USD 1338407.89000000 0.071381326246 Long DBT CORP US N 2 2025-07-20 Fixed 3.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AHB63 362208.73000000 PA USD 295241.15000000 0.015746100278 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9MC6 108173.65000000 PA USD 101622.67000000 0.005419843244 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BZA7 1864849.88000000 PA USD 1661083.57000000 0.088590592687 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGK4 260000.00000000 PA USD 189838.95000000 0.010124683308 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAF8 610000.00000000 PA USD 594801.25000000 0.031722543176 Long DBT CORP US N 2 2025-06-01 Fixed 4.30000000 N N N N N N Onslow Bay Financial LLC N/A 670857AA9 795179.56000000 PA USD 641058.97000000 0.034189606787 Long ABS-MBS CORP US N 2 2061-05-25 Variable 1.10000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172AP4 2340000.00000000 PA USD 1714039.24000000 0.091414878157 Long DBT CORP US N 2 2042-03-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XZQF1 376848.24000000 PA USD 346321.03000000 0.018470344214 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 3.50000000 N N N N N N VNO Mortgage Trust N/A 91831UAA5 1080000.00000000 PA USD 994290.01000000 0.053028482660 Long ABS-MBS CORP US N 2 2035-01-10 Fixed 3.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPZW7 440237.15000000 PA USD 453739.89000000 0.024199315740 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VAM5 160000.00000000 PA USD 174425.07000000 0.009302614636 Long DBT CORP US N 2 2038-04-15 Fixed 7.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGC31 0.00000000 PA USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCX5 790000.00000000 PA USD 765118.28000000 0.040806063659 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380PWC4 2169345.33000000 PA USD 133214.07000000 0.007104707811 Long ABS-MBS USGA US N 2 2060-05-16 Variable 0.84000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAHA5 123348.29000000 PA USD 110774.26000000 0.005907925118 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.50000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BT2 7320000.00000000 PA USD 4570125.47000000 0.243738564004 Long DBT CORP US N 2 2050-06-03 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9AZ8 1200939.60000000 PA USD 1020513.77000000 0.054427074809 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WDR6 6538096.34000000 PA USD 5642745.63000000 0.300944629622 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJ7A0 157080.36000000 PA USD 165297.24000000 0.008815799954 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W5GH5 118012.39000000 PA USD 105575.93000000 0.005630682514 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XC5B0 239930.41000000 PA USD 215159.16000000 0.011475086413 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.00000000 N N N N N N Onslow Bay Financial LLC N/A 67115DAA0 2630584.45000000 PA USD 2166451.50000000 0.115543387388 Long ABS-MBS CORP US N 2 2061-10-25 Variable 1.96000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGR4 3730000.00000000 PA USD 3368813.39000000 0.179668970461 Long DBT CORP US N 2 2028-07-21 Fixed 3.59000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TD0 45724000.00000000 PA USD 33221343.75000000 1.771794379184 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X6PV1 282629.76000000 PA USD 252762.11000000 0.013480565058 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 3.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VAY9 200000.00000000 PA USD 160649.35000000 0.008567913973 Long DBT CORP US N 2 2043-02-15 Fixed 4.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379VHX5 1294919.63000000 PA USD 149631.98000000 0.007980324429 Long ABS-MBS USGA US N 2 2046-02-20 Floating 3.14000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKPD4 385327.90000000 PA USD 342754.56000000 0.018280133621 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XB2V1 1192462.18000000 PA USD 970145.28000000 0.051740771445 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TG3 13260000.00000000 PA USD 11119753.13000000 0.593049945297 Long DBT UST US N 2 2052-05-15 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAH96 1308776.18000000 PA USD 1066314.61000000 0.056869771634 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TE35 299117.40000000 PA USD 290923.87000000 0.015515846725 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV69 166232.64000000 PA USD 157736.88000000 0.008412583171 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VHV5 186453.89000000 PA USD 181101.45000000 0.009658686102 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D3X67 165457.88000000 PA USD 142713.03000000 0.007611315974 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TJ7 8700000.00000000 PA USD 7507828.13000000 0.400415100024 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 12008000.00000000 OU Notional Amount USD 1506266.47000000 0.080333730182 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2032-03-18 73787.03000000 USD 0.00000000 USD 12008000.00000000 USD 1432479.44000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L5GZ3 171120.49000000 PA USD 140101.11000000 0.007472014409 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382JZK5 509430.49000000 PA USD 72813.26000000 0.003883350588 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 10300000.00000000 OU Notional Amount USD 4404748.65000000 0.234918519808 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2045-07-20 256060.68000000 USD 0.00000000 USD 10300000.00000000 USD 4148687.97000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M7SP7 93190.30000000 PA USD 81745.38000000 0.004359727466 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N GoodLeap Sustainable Home Improvement Loan Trust N/A 38237JAA1 1936409.05000000 PA USD 1631372.34000000 0.087006003252 Long ABS-O CORP US N 2 2049-01-20 Fixed 2.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEW7 18090000.00000000 PA USD 17434237.50000000 0.929820426299 Long DBT UST US N 2 2027-06-30 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCQ90 1013937.14000000 PA USD 890211.26000000 0.047477649267 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8SG3 236049.40000000 PA USD 200262.26000000 0.010680589843 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 30000.00000000 PA USD 27115.76000000 0.001446165197 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Q5 2210000.00000000 PA USD 2027181.46000000 0.108115696446 Long DBT CORP US N 2 2026-04-28 Fixed 2.19000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 29429CAD7 758000.00000000 PA USD 708538.76000000 0.037788507347 Long ABS-MBS CORP US N 2 2049-04-15 Fixed 3.33000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPAC8 396226.61000000 PA USD 388189.58000000 0.020703320163 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBD6 1900000.00000000 PA USD 1709823.62000000 0.091190046438 Long DBT CORP GB N 2 2029-05-16 Fixed 4.97000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBP4 550000.00000000 PA USD 445325.23000000 0.023750536563 Long DBT CORP US N 2 2047-12-01 Fixed 5.20000000 N N N N N N CIM Trust N/A 12567RAA8 1360868.56000000 PA USD 1188840.35000000 0.063404438596 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.43000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BV0 213000.00000000 PA USD 206988.78000000 0.011039335425 Long DBT CORP US N 2 2024-06-06 Fixed 3.36000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LG2B7 100000.00000000 PA USD 96739.42000000 0.005159404805 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 4.11000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBD0 140000.00000000 PA USD 123097.41000000 0.006565155845 Long DBT CORP US N 2 2048-11-14 Fixed 4.88000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLJ9 1488000.00000000 PA USD 977371.95000000 0.052126191535 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582BQ4 2760000.00000000 PA USD 2195472.94000000 0.117091188243 Long DBT CORP NL N 2 2046-05-10 Fixed 4.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BR4 1700000.00000000 PA USD 1564713.42000000 0.083450882163 Long DBT CORP US N 2 2029-03-30 Fixed 5.05000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 24580000.00000000 OU Notional Amount USD -313497.25000000 -0.01671975310 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2026-11-18 321114.22000000 USD 0.00000000 USD 24580000.00000000 USD -634611.47000000 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBZ3 180000.00000000 PA USD 139253.06000000 0.007426785347 Long DBT CORP US N 2 2047-08-15 Fixed 4.00000000 N N N N N N Petroleos del Peru SA 549300ZMGDLC9JT2OR80 716564AB5 1490000.00000000 PA USD 894596.00000000 0.047711500665 Long DBT CORP PE N 2 2047-06-19 Fixed 5.63000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BZ2 950000.00000000 PA USD 875978.60000000 0.046718578617 Long DBT CORP US N 2 2026-08-04 Fixed 2.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGRB7 321298.23000000 PA USD 262188.96000000 0.013983327378 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61763UAZ5 717000.00000000 PA USD 695825.13000000 0.037110451145 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.74000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MUZL7 287632.96000000 PA USD 274787.65000000 0.014655253484 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528PAK2 3030000.00000000 PA USD 2824323.90000000 0.150629705067 Long ABS-O CORP US N 2 2030-11-15 Fixed 4.06000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617K1Y72 148687.29000000 PA USD 141743.60000000 0.007559613351 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L23B7 711059.29000000 PA USD 578917.84000000 0.030875433054 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N New Residential Mortgage Loan Trust N/A 64828YAR2 855205.56000000 PA USD 806149.69000000 0.042994392408 Long ABS-MBS CORP US N 2 2054-05-25 Variable 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBUW8 135537.04000000 PA USD 128570.51000000 0.006857052762 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CE2 1079000.00000000 PA USD 761014.38000000 0.040587190304 Long DBT CORP US N 2 2052-03-17 Fixed 2.92000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BSJ6 348951.28000000 PA USD 319627.25000000 0.017046684482 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DSJ2 119194.31000000 PA USD 100901.73000000 0.005381393341 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHQ5 1170000.00000000 PA USD 1041465.46000000 0.055544491578 Long DBT CORP US N 2 2030-02-07 Fixed 3.97000000 N N N N N N NATIONAL SECS CLEARING 549300RYC9NELN2ICA34 637639AA3 760000.00000000 PA USD 747368.80000000 0.039859430400 Long DBT CORP US N 2 2023-04-23 Fixed 1.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X44M5 1303836.48000000 PA USD 1287680.45000000 0.068675878997 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGV97 377063.34000000 PA USD 337221.43000000 0.017985035124 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APF61 360426.07000000 PA USD 304992.15000000 0.016266150494 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFRD5 187152.76000000 PA USD 169433.75000000 0.009036412498 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SB89 219741.55000000 PA USD 203189.21000000 0.010836692907 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BBJA8 390950.47000000 PA USD 353598.08000000 0.018858451221 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WDQ3 600000.00000000 PA USD 537556.34000000 0.028669499610 Long DBT CORP US N 2 2025-06-24 Fixed 0.95000000 N N N N N N Credit Suisse Mortgage Trust N/A 12655VAC8 2173321.51000000 PA USD 2068100.37000000 0.110298025231 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.06000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 3320000.00000000 PA USD 3239353.38000000 0.172764477983 Long DBT CORP US N 2 2025-05-01 Fixed 4.88000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAE9 690000.00000000 PA USD 657797.70000000 0.035082333703 Long DBT CORP ID N 2 2028-05-21 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6EW3 297391.49000000 PA USD 312586.85000000 0.016671198733 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 6.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCC3 1480000.00000000 PA USD 1131616.18000000 0.060352501157 Long DBT CORP US N 2 2047-11-01 Fixed 3.97000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AWH72 481553.86000000 PA USD 391317.22000000 0.020870126629 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N CHEVRON CORP N/A 166764BX7 260000.00000000 PA USD 230415.66000000 0.012288761536 Long DBT CORP US N 2 2027-05-11 Fixed 2.00000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AQ0 850000.00000000 PA USD 649864.31000000 0.034659222105 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DJ6 970000.00000000 PA USD 862567.60000000 0.046003329571 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FJ2 730000.00000000 PA USD 651496.78000000 0.034746286650 Long DBT CORP US N 2 2027-02-05 Fixed 2.15000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 210.00000000 NC USD 117909.57000000 0.006288472704 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME 3 Month Eurodollar Futures EDH3 Comdty 2023-03-13 49911965.43000000 USD 117909.57000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMWN1 808820.65000000 PA USD 686109.22000000 0.036592272385 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CS2 500000.00000000 PA USD 456830.00000000 0.024364120618 Long DBT CORP US N 2 2029-08-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TG33 346015.40000000 PA USD 310083.80000000 0.016537703533 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFT6 960000.00000000 PA USD 625686.32000000 0.033369737035 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N New Residential Mortgage Loan Trust 549300RCJSGOC0A85G53 64829CAD0 375697.08000000 PA USD 356768.94000000 0.019027562741 Long ABS-MBS CORP US N 2 2052-05-28 Variable 3.75000000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YAZ8 2440000.00000000 PA USD 1908057.45000000 0.101762453996 Long DBT CORP US N 2 2030-06-24 Fixed 1.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WT57 89018.40000000 PA USD 87282.30000000 0.004655028095 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QFW5 2012042.37000000 PA USD 1933959.79000000 0.103143903849 Long ABS-MBS USGSE US N 2 2050-02-01 Floating 3.08000000 N N N N N N Credit Suisse Mortgage Trust N/A 12657LAA2 1161586.54000000 PA USD 922386.13000000 0.049193632047 Long ABS-MBS CORP US N 2 2056-03-25 Variable 0.83000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBAL4 0.00000000 PA USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBT1 750000.00000000 PA USD 480516.15000000 0.025627374379 Long DBT CORP US N 2 2040-09-25 Fixed 3.73000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KRE1 3772054.87000000 PA USD 3705016.02000000 0.197599669911 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 3.58000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78015K7G3 1430000.00000000 PA USD 1409900.74000000 0.075194255390 Long DBT CORP CA N 2 2023-04-17 Fixed 1.60000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVR2 2090000.00000000 PA USD 2017299.04000000 0.107588637205 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MD0 2030000.00000000 PA USD 1651448.46000000 0.088076723234 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBF9 680000.00000000 PA USD 563025.07000000 0.030027823735 Long DBT CORP US N 2 2049-02-14 Fixed 5.95000000 N N N N N N Point Au Roche Park CLO, Ltd 5493000RMLD359CPH591 73052VAA3 3750000.00000000 PA USD 3580998.75000000 0.190985455159 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 3.79000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L4FT1 433150.20000000 PA USD 353167.53000000 0.018835488692 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225433AR2 1141000.00000000 PA USD 1049740.38000000 0.055985817999 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLA49 142506.32000000 PA USD 120352.25000000 0.006418748190 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 3140000.00000000 PA USD 2853871.43000000 0.152205563888 Long DBT CORP US N 2 2029-05-01 Fixed 4.22000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGAP9 34306.42000000 PA USD 36101.03000000 0.001925376725 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 6.00000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAN3 200000.00000000 PA USD 162864.52000000 0.008686055665 Long DBT CORP US N 2 2042-05-15 Fixed 4.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 9590000.00000000 PA USD 8277839.81000000 0.441482143453 Long DBT CORP US N 2 2051-04-04 Fixed 5.01000000 N N N N N N Barrick Gold Corp 0O4KBQCJZX82UKGCBV73 067901AH1 10000.00000000 PA USD 9110.49000000 0.000485889887 Long DBT CORP CA N 2 2042-04-01 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYV30 470855.40000000 PA USD 376376.58000000 0.020073297272 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LRU55 276567.90000000 PA USD 233994.83000000 0.012479649458 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582BT8 804000.00000000 PA USD 748919.62000000 0.039942140304 Long DBT CORP NL N 2 2026-05-10 Fixed 2.88000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAH6 200000.00000000 PA USD 195714.99000000 0.010438070230 Long DBT CORP GB N 2 2024-03-12 Fixed 3.90000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EP9 310000.00000000 PA USD 217177.31000000 0.011582720435 Long DBT CORP US N 2 2049-10-15 Fixed 2.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B8HH4 291862.18000000 PA USD 267433.53000000 0.014263036101 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N GS Mortgage Securities Trust 54930066YOFVQE068N73 36250PAD7 512000.00000000 PA USD 490917.84000000 0.026182127854 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.76000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L2NR0 90173.37000000 PA USD 73524.82000000 0.003921300227 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFBF7 418128.68000000 PA USD 369714.81000000 0.019718005002 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBZ5 380000.00000000 PA USD 262042.80000000 0.013975532225 Long DBT CORP US N 2 2060-01-31 Fixed 3.95000000 N N N N N N Deephaven Residential Mortgage Trust N/A 24382JAA4 3203479.97000000 PA USD 2833323.63000000 0.151109687790 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.21000000 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAG6 390000.00000000 PA USD 360747.06000000 0.019239727869 Long DBT CORP US N 2 2027-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMT62 312627.52000000 PA USD 255954.61000000 0.013650830705 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFPU9 93040.87000000 PA USD 79537.91000000 0.004241996438 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CX6 1642000.00000000 PA USD 1548663.17000000 0.082594873961 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Freddie Mac - STACR N/A 35564KUX5 3470000.00000000 PA USD 3243734.83000000 0.172998153915 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 5.18000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 15181000.00000000 OU Notional Amount USD 3746329.83000000 0.199803059903 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2047-02-15 182200.71000000 USD 0.00000000 USD 15181000.00000000 USD 3564129.12000000 N N N CINTAS CORPORATION NO. 2 549300QVUQTTKMTE0G41 17252MAQ3 420000.00000000 PA USD 385408.53000000 0.020554998385 Long DBT CORP US N 2 2032-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMMN1 565896.34000000 PA USD 498060.85000000 0.026563086103 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9BG4 281772.05000000 PA USD 252156.41000000 0.013448261252 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N Deutsche Bank Commercial Mortgage Trust N/A 23312LAS7 925000.00000000 PA USD 860759.58000000 0.045906902416 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 3.28000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 2010000.00000000 PA USD 1859346.00000000 0.099164525569 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N BCRED MML CLO 2021-1 LLC N/A 072917AA5 2470000.00000000 PA USD 2407360.80000000 0.128391806370 Long ABS-CBDO CORP US N 2 2035-04-20 Floating 2.24000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHCP0 2748362.71000000 PA USD 2395216.54000000 0.127744116386 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65557CBE2 1540000.00000000 PA USD 1498742.14000000 0.079932434987 Long DBT CORP FI N 2 2023-06-09 Fixed 1.00000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829LAW8 1922941.75000000 PA USD 1824680.39000000 0.097315704118 Long ABS-MBS CORP US N 2 2056-11-25 Variable 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381EX45 3470054.95000000 PA USD 196254.51000000 0.010466844457 Long ABS-MBS USGA US N 2 2062-02-16 Variable 0.57000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBK82 4158624.30000000 PA USD 3519373.63000000 0.187698801794 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582CG5 420000.00000000 PA USD 358582.38000000 0.019124278961 Long DBT CORP NL N 2 2030-04-06 Fixed 2.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 740000.00000000 PA USD 633001.73000000 0.033759889896 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5EF8 16345.41000000 PA USD 15527.46000000 0.000828126235 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBS76 421991.32000000 PA USD 356930.84000000 0.019036197356 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CQ6 420000.00000000 PA USD 273515.62000000 0.014587412290 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0506A5 2700000.00000000 PA USD 2642427.79000000 0.140928637352 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9LZ6 279886.85000000 PA USD 236860.54000000 0.012632486409 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BG5 27000.00000000 PA USD 26003.46000000 0.001386842886 Long DBT CORP US N 2 2025-11-15 Fixed 3.80000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABB0 890000.00000000 PA USD 850630.79000000 0.045366703521 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N CHEVRON CORP N/A 166764CA6 610000.00000000 PA USD 431588.38000000 0.023017908955 Long DBT CORP US N 2 2050-05-11 Fixed 3.08000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UH54 785940.90000000 PA USD 763073.11000000 0.040696988579 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 4.50000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 75513EAC5 2000000.00000000 PA USD 1344531.68000000 0.071707926421 Long DBT CORP US N 2 2050-07-01 Fixed 3.13000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AN0 160000.00000000 PA USD 132501.83000000 0.007066721906 Long DBT CORP US N 2 2048-04-15 Fixed 4.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AF6L0 277758.78000000 PA USD 226406.18000000 0.012074923884 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 450000.00000000 PA USD 399206.95000000 0.021290909707 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBK0 800000.00000000 PA USD 695489.07000000 0.037092528053 Long DBT CORP GB N 2 2030-06-20 Fixed 5.09000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 1460000.00000000 PA USD 1359779.25000000 0.072521125280 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHY27 696439.68000000 PA USD 536526.99000000 0.028614601273 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQRV6 809465.51000000 PA USD 791629.69000000 0.042219997050 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 4.50000000 N N N N N N Danone SA 969500KMUQ2B6CBAF162 23636TAE0 360000.00000000 PA USD 329301.85000000 0.017562660056 Long DBT CORP FR N 2 2026-11-02 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L4HK8 438693.25000000 PA USD 357834.46000000 0.019084390134 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AM0 550000.00000000 PA USD 530086.44000000 0.028271107332 Long DBT CORP CH N 2 2026-05-12 Fixed 4.49000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFR0 660000.00000000 PA USD 529313.37000000 0.028229877179 Long DBT CORP US N 2 2050-04-01 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETHB5 1103925.71000000 PA USD 1081580.23000000 0.057683933153 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6WH0 2716345.62000000 PA USD 2498794.94000000 0.133268264605 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CP8 3280000.00000000 PA USD 2316510.00000000 0.123546459415 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDD1 120000.00000000 PA USD 119912.40000000 0.006395289664 Long DBT CORP US N 2 2022-10-15 Fixed 2.38000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BF2 500000.00000000 PA USD 434622.08000000 0.023179705318 Long DBT CORP US N 2 2037-08-22 Fixed 3.88000000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BJ6 240000.00000000 PA USD 208100.27000000 0.011098614537 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829EAA2 3131623.65000000 PA USD 2966424.87000000 0.158208378038 Long ABS-MBS CORP US N 2 2055-08-25 Variable 3.75000000 N N N N N N Credit Suisse Mortgage Trust N/A 126405AA7 1339818.01000000 PA USD 1182962.03000000 0.063090930075 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -457.00000000 NC USD -71406.25000000 -0.00380831050 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 457.00000000 NC N/A -71406.25000000 0.00000000 DIR US Short CBOT 2 Year US Treasury Note FVZ2 Comdty 2022-12-30 457.00000000 USD 1000.00000000 109.25000000 USD 2022-10-21 XXXX 124170.55000000 N N N HUMANA INC 529900YLDW34GJAO4J06 444859BK7 1100000.00000000 PA USD 951848.69000000 0.050764959162 Long DBT CORP US N 2 2029-08-15 Fixed 3.13000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DU8 1000000.00000000 PA USD 934862.89000000 0.049859055259 Long DBT CORP US N 2 2030-04-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKDU9 1052280.42000000 PA USD 905036.24000000 0.048268310127 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MJT70 189884.84000000 PA USD 181404.83000000 0.009674866271 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBYG9 722704.44000000 PA USD 617734.31000000 0.032945632377 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325VKQ6 918125.42000000 PA USD 100113.68000000 0.005339364260 Long ABS-MBS USGSE US N 2 2044-08-15 Floating 3.28000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RBK7 228000.00000000 PA USD 176206.13000000 0.009397603933 Long DBT CORP US N 2 2045-06-15 Fixed 4.35000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAD0 3570000.00000000 PA USD 1988966.42000000 0.106077573196 Long DBT CORP NL N 2 2050-08-03 Fixed 4.03000000 N N N N N N TPG Real Estate Finance N/A 87277JAA9 4690000.00000000 PA USD 4595675.66000000 0.245101232635 Long ABS-CBDO CORP KY N 2 2039-02-15 Floating 3.94000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AT5 870000.00000000 PA USD 854888.10000000 0.045593758693 Long DBT CORP US N 2 2024-03-12 Fixed 4.13000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BM3 1600000.00000000 PA USD 1525458.45000000 0.081357296313 Long DBT CORP US N 2 2025-01-15 Fixed 2.93000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322YAD2 889000.00000000 PA USD 855531.55000000 0.045628075821 Long ABS-MBS CORP US N 2 2047-10-10 Fixed 3.64000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBE1 790000.00000000 PA USD 413098.90000000 0.022031809266 Long DBT CORP MX N 2 2044-06-27 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAKS2 970126.37000000 PA USD 858418.47000000 0.045782043964 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.00000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AU4 590000.00000000 PA USD 563306.11000000 0.030042812445 Long DBT CORP US N 2 2024-08-15 Fixed 2.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAY2 2200000.00000000 PA USD 2164723.37000000 0.115451221007 Long DBT CORP US N 2 2024-12-05 Fixed 4.02000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BD4 690000.00000000 PA USD 600516.68000000 0.032027364282 Long DBT CORP US N 2 2046-03-01 Fixed 4.75000000 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 806851AK7 295000.00000000 PA USD 266042.66000000 0.014188856813 Long DBT CORP US N 2 2028-05-17 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XADY5 173023.93000000 PA USD 141625.04000000 0.007553290189 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KR1 620000.00000000 PA USD 494224.64000000 0.026358489463 Long DBT CORP US N 2 2046-05-18 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNP64 3173084.99000000 PA USD 2675479.77000000 0.142691399052 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAL4 191000.00000000 PA USD 173907.23000000 0.009274996668 Long DBT CORP US N 2 2046-04-01 Fixed 6.75000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAC9 790000.00000000 PA USD 668919.34000000 0.035675484280 Long DBT CORP US N 2 2045-09-15 Fixed 5.10000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 2790000.00000000 PA USD 2133870.79000000 0.113805759937 Long DBT CORP US N 2 2032-10-20 Fixed 2.57000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329KVG6 74506.42000000 PA USD 68635.67000000 0.003660547123 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 3.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAE5 220000.00000000 PA USD 182191.16000000 0.009716803620 Long DBT CORP US N 2 2048-03-01 Fixed 4.85000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BSP98 26696332.96000000 PA USD 784690.65000000 0.041849917135 Long ABS-MBS USGSE US N 2 2026-08-25 Variable 1.04000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABX2 900000.00000000 PA USD 678262.17000000 0.036173765560 Long DBT CORP US N 2 2031-11-15 Fixed 2.25000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AS5 2060000.00000000 PA USD 1855435.84000000 0.098955984953 Long DBT CORP US N 2 2029-10-15 Fixed 3.25000000 N N N N N N CINTAS CORPORATION NO. 2 549300QVUQTTKMTE0G41 17252MAN0 690000.00000000 PA USD 654088.16000000 0.034884492755 Long DBT CORP US N 2 2027-04-01 Fixed 3.70000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 4220000.00000000 PA USD 3319106.47000000 0.177017950619 Long DBT CORP US N 2 2031-06-03 Fixed 2.57000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMFR1 4230114.73000000 PA USD 3589330.61000000 0.191429818362 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAKL7 539666.50000000 PA USD 510121.48000000 0.027206315848 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4.00000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477AL7 730000.00000000 PA USD 723816.90000000 0.038603336596 Long DBT CORP US N 2 2023-05-15 Fixed 3.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BDY93 1840775.22000000 PA USD 295325.69000000 0.015750609051 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.50000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BAW8 5270000.00000000 PA USD 4820088.51000000 0.257069846224 Long DBT CORP CL N 2 2027-08-01 Fixed 3.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNHF2 840443.65000000 PA USD 734635.22000000 0.039180310204 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 74256LEE5 300000.00000000 PA USD 269495.82000000 0.014373024242 Long DBT CORP US N 2 2025-06-23 Fixed 1.25000000 N N N N N N KNDL Mortgage Trust N/A 482598AA7 4450000.00000000 PA USD 4376364.96000000 0.233404732082 Long ABS-MBS CORP US N 2 2036-05-15 Floating 3.62000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FQ4B6 1192410.60000000 PA USD 54817.38000000 0.002923576074 Long ABS-MBS USGSE US N 2 2029-10-25 Variable 0.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MB7B2 279494.14000000 PA USD 246943.99000000 0.013170267185 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382LXR7 4013496.46000000 PA USD 456482.65000000 0.024345595396 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N RELIANCE INDUSTRIES LTD 5493003UOETFYRONLG31 759470BB2 1520000.00000000 PA USD 1191467.20000000 0.063544536422 Long DBT CORP IN N 2 2032-01-12 Fixed 2.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RWG1 2911756.86000000 PA USD 180288.12000000 0.009615308762 Long ABS-MBS USGA US N 2 2061-01-16 Variable 0.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KYDF8 262489.13000000 PA USD 224358.00000000 0.011965688273 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAL7 1237000.00000000 PA USD 1107683.09000000 0.059076077341 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 146.00000000 NC USD 9125.00000000 0.000486663749 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 146.00000000 NC N/A 9125.00000000 0.00000000 DIR US Long CBOT 10 Year US Treasury Note TYZ2 Comdty 2022-12-20 146.00000000 USD 1000.00000000 117.50000000 USD 2022-10-21 XXXX -93783.83000000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AK4 440000.00000000 PA USD 326889.12000000 0.017433981894 Long DBT CORP CH N 2 2033-02-11 Fixed 2.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLP8 1710459.95000000 PA USD 1454849.82000000 0.077591525286 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SP4 37490000.00000000 PA USD 21707588.77000000 1.157731127848 Long DBT UST US N 2 2050-08-15 Fixed 1.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFU74 4026046.37000000 PA USD 3390388.00000000 0.180819609431 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFV32 95663.17000000 PA USD 83848.13000000 0.004471873460 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9H46 125520.68000000 PA USD 115293.96000000 0.006148974340 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AG5 550000.00000000 PA USD 534168.75000000 0.028488829227 Long DBT CORP US N 2 2025-11-15 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHWE8 30957.30000000 PA USD 27566.60000000 0.001470209853 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200JY8 1620000.00000000 PA USD 1575741.81000000 0.084039059437 Long DBT CORP US N 2 2024-05-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SWY9 199812.51000000 PA USD 189390.08000000 0.010100743718 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 4.00000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAR0 1510000.00000000 PA USD 1224808.60000000 0.065322733763 Long DBT CORP US N 2 2031-03-24 Fixed 3.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H2UN2 1905176.36000000 PA USD 231271.45000000 0.012334403396 Long ABS-MBS USGSE US N 2 2049-06-25 Fixed 2.00000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PED0 160000.00000000 PA USD 128718.25000000 0.006864932182 Long DBT CORP US N 2 2031-05-15 Fixed 2.30000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBV4 200000.00000000 PA USD 172273.15000000 0.009187846257 Long DBT CORP US N 2 2029-07-31 Fixed 3.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDKM7 747771.49000000 PA USD 608119.53000000 0.032432847185 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FGAE9 941651.52000000 PA USD 836715.00000000 0.044624532503 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FL7 900000.00000000 PA USD 629094.98000000 0.033551531145 Long DBT CORP US N 2 2070-02-05 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAEW8 1331688.56000000 PA USD 1084791.24000000 0.057855185993 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Small Business Administration Participation Certs N/A 83162CC68 503784.83000000 PA USD 437234.40000000 0.023319028216 Long ABS-O USGA US N 2 2044-07-01 Fixed 2.69000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUB9 389291.68000000 PA USD 369516.67000000 0.019707437599 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H7Z22 7497716.25000000 PA USD 195418.23000000 0.010422243125 Long ABS-MBS USGSE US N 2 2055-06-25 Variable 0.43000000 N N N N N N MANITOBA (PROVINCE OF) 5493003QILFOB3JRKE30 563469UL7 872000.00000000 PA USD 798525.28000000 0.042587759645 Long DBT NUSS CA N 2 2026-06-22 Fixed 2.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDGP5 87792.84000000 PA USD 74290.97000000 0.003962161315 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N Morgan Stanley BAML Trust N/A 61690VAZ1 1271800.00000000 PA USD 1202903.29000000 0.064154457566 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.53000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CG9 600000.00000000 PA USD 554806.54000000 0.029589504762 Long DBT CORP US N 2 2029-04-13 Fixed 3.45000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BH2 920000.00000000 PA USD 880976.03000000 0.046985106619 Long DBT CORP US N 2 2046-11-30 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L4CZ0 169881.17000000 PA USD 138578.07000000 0.007390786096 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSH9 161411.26000000 PA USD 153491.77000000 0.008186178662 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4.00000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BM1 840000.00000000 PA USD 725821.64000000 0.038710255422 Long DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMLL7 17884166.41000000 PA USD 14538535.34000000 0.775383903517 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAP8 4600000.00000000 PA USD 4638301.07000000 0.247374574208 Long DBT CORP KY N 2 2026-08-10 Fixed 6.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MN3V3 838008.36000000 PA USD 742531.24000000 0.039601428747 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MQ1 670000.00000000 PA USD 627969.76000000 0.033491519772 Long DBT CORP US N 2 2026-04-08 Fixed 3.11000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QGU0 109797.79000000 PA USD 107703.27000000 0.005744139967 Long ABS-MBS USGA US N 2 2070-07-20 Floating 2.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFUH2 477521.07000000 PA USD 403210.19000000 0.021504414560 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LH6Y5 509344.38000000 PA USD 475261.33000000 0.025347118992 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 3.25000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DL9 862000.00000000 PA USD 758490.43000000 0.040452580445 Long DBT CORP US N 2 2048-02-20 Fixed 4.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CCK8 2883552.78000000 PA USD 2657193.31000000 0.141716127032 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 3.00000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BT8 1740000.00000000 PA USD 1560347.21000000 0.083218019025 Long DBT CORP US N 2 2029-03-23 Fixed 3.70000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AQ4 310000.00000000 PA USD 221177.87000000 0.011796082356 Long DBT CORP US N 2 2044-06-01 Fixed 4.90000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818ES3 380000.00000000 PA USD 370612.46000000 0.019765879382 Long DBT CORP US N 2 2025-07-15 Fixed 3.75000000 N N N N N N HalseyPoint CLO 3, Ltd. N/A 40638UAA7 800000.00000000 PA USD 778903.20000000 0.041541254985 Long ABS-CBDO CORP KY N 2 2032-11-30 Floating 4.23000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAP6 930000.00000000 PA USD 870338.17000000 0.046417757487 Long DBT CORP US N 2 2028-03-01 Fixed 4.30000000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BS7 2080000.00000000 PA USD 1738564.86000000 0.092722903383 Long DBT CORP US N 2 2053-06-15 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCUK2 435043.55000000 PA USD 380936.07000000 0.020316468615 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HNJ5 6738000.00000000 PA USD 6315523.29000000 0.336825889736 Long DBT CORP US N 2 2027-10-01 Fixed 4.25000000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 87020PAK3 1050000.00000000 PA USD 1025035.20000000 0.054668216297 Long DBT CORP SE N 2 2023-06-02 Fixed 1.30000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 2610000.00000000 PA USD 2268068.65000000 0.120962936235 Long DBT CORP US N 2 2050-05-01 Fixed 5.81000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHW5 1340000.00000000 PA USD 1256170.55000000 0.066995361070 Long DBT CORP US N 2 2027-02-15 Fixed 3.80000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AF7 920000.00000000 PA USD 826629.20000000 0.044086626394 Long DBT CORP MX N 2 2027-02-23 Fixed 4.75000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46513JXN6 930000.00000000 PA USD 688445.52000000 0.036716874304 Long DBT NUSS IL N 2 2050-01-15 Fixed 3.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MB5S4 60501.59000000 PA USD 58701.45000000 0.003130725233 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 4.00000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CF1 280000.00000000 PA USD 264352.20000000 0.014098699486 Long DBT CORP US N 2 2027-04-13 Fixed 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFA25 237793.18000000 PA USD 194076.78000000 0.010350699553 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAH7 2060000.00000000 PA USD 1508097.39000000 0.080431378663 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AFXA4 225484.72000000 PA USD 184564.58000000 0.009843385261 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451AV0 920000.00000000 PA USD 871963.77000000 0.046504455634 Long DBT CORP AU N 2 2043-09-30 Fixed 5.00000000 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106AK9 1600000.00000000 PA USD 1389962.58000000 0.074130893230 Long DBT CORP US N 2 2030-03-27 Fixed 2.85000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRX0 510000.00000000 PA USD 462180.56000000 0.024649482108 Long DBT CORP US N 2 2027-12-01 Fixed 3.63000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFU8 5111000.00000000 PA USD 4924996.14000000 0.262664886285 Long DBT CORP US N 2 2026-03-03 Fixed 4.45000000 N N N N N N Credit Suisse Mortgage Trust N/A 12662QAA4 891592.48000000 PA USD 753360.16000000 0.040178967685 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.76000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAH8 600000.00000000 PA USD 600275.43000000 0.032014497692 Long DBT CORP ES N 2 2023-04-12 Floating 3.54000000 N N N N N N HalseyPoint CLO I, Ltd. 549300POBLM5RW6LD816 406375AA3 570000.00000000 PA USD 552648.63000000 0.029474416919 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 4.06000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 880000.00000000 PA USD 712514.45000000 0.038000542876 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDP4 300000.00000000 PA USD 281229.80000000 0.014998832757 Long DBT CORP US N 2 2028-12-15 Fixed 3.88000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46513JB34 3620000.00000000 PA USD 3203700.00000000 0.170862975781 Long DBT NUSS IL N 2 2030-07-03 Fixed 2.75000000 N N N N N N Applebees/IHOP Funding LLC N/A 03789XAD0 3118500.00000000 PA USD 2954741.33000000 0.157585259640 Long ABS-O CORP US N 2 2049-06-05 Fixed 4.19000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LGU42 200000.00000000 PA USD 184950.36000000 0.009863960071 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.56000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADXZ6 13962.43000000 PA USD 13834.89000000 0.000737856377 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N Cold Storage Trust N/A 193051AA7 6310799.16000000 PA USD 6161030.64000000 0.328586331127 Long ABS-MBS CORP US N 2 2037-11-15 Floating 3.72000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612KAA0 1260000.00000000 PA USD 1212090.60000000 0.064644444496 Long DBT CORP US N 2 2027-07-01 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFSJ1 776952.34000000 PA USD 682952.63000000 0.036423921927 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBM0 2780000.00000000 PA USD 2773272.40000000 0.147906974722 Long DBT CORP US N 2 2022-11-21 Fixed 2.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6PH8 1253153.57000000 PA USD 1094463.75000000 0.058371050101 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 2.50000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AT7 930000.00000000 PA USD 850548.17000000 0.045362297147 Long DBT CORP GB N 2 2027-09-11 Fixed 4.00000000 N N N N N N Towd Point Mortgage Trust N/A 89175JAC4 2110000.00000000 PA USD 1842940.25000000 0.098289557481 Long ABS-O CORP US N 2 2057-10-25 Variable 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AETS6 81448.52000000 PA USD 9075.21000000 0.000484008298 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 3.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMRH9 6250211.29000000 PA USD 5284968.60000000 0.281863302403 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AYE30 190361.30000000 PA USD 166498.90000000 0.008879888103 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LVU3 217815.30000000 PA USD 203365.79000000 0.010846110450 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 3.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLV2 210000.00000000 PA USD 136059.09000000 0.007256441302 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FQXL2 8400729.21000000 PA USD 169707.33000000 0.009051003344 Long ABS-MBS USGSE US N 2 2026-10-25 Variable 0.75000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAQ4 90000.00000000 PA USD 75213.41000000 0.004011357821 Long DBT CORP US N 2 2048-03-01 Fixed 5.20000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BN1 660000.00000000 PA USD 600538.52000000 0.032028529075 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJA8 4850000.00000000 PA USD 3658265.47000000 0.195106322191 Long DBT CORP US N 2 2051-03-20 Fixed 4.08000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MKK99 533198.97000000 PA USD 512122.40000000 0.027313030941 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AL5 290000.00000000 PA USD 288547.10000000 0.015389086418 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCH9 820000.00000000 PA USD 736951.22000000 0.039303829464 Long DBT CORP CA N 2 2025-06-12 Fixed 1.15000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 358906000.00000000 OU Notional Amount USD -1231905.37000000 -0.06570122589 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S39 2I65BYEB7 Y sell protection 2027-12-20 0.00000000 USD -235401.10000000 USD 358906000.00000000 USD -996504.27000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D4VD2 382939.31000000 PA USD 339361.04000000 0.018099146973 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5HU2 3093579.44000000 PA USD 2825975.66000000 0.150717798406 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFSM4 1911624.04000000 PA USD 1614754.31000000 0.086119713632 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETPN0 256547.15000000 PA USD 265008.20000000 0.014133685943 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L5FC5 345881.50000000 PA USD 281518.69000000 0.015014240132 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0306A7 2100000.00000000 PA USD 1855628.90000000 0.098966281424 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 3.00000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368BGS1 300000.00000000 PA USD 260138.45000000 0.013873967500 Long DBT CORP CA N 2 2032-12-15 Fixed 3.80000000 N N N N N N Palmer Square CLO Ltd 549300Y43K78UTRMTN21 69700GAJ1 1830000.00000000 PA USD 1753568.22000000 0.093523077786 Long ABS-CBDO CORP KY N 2 2034-11-14 Floating 4.06000000 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196BY7 1270000.00000000 PA USD 828046.18000000 0.044162198208 Long DBT CORP US N 2 2051-12-13 Fixed 2.61000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FG8 360000.00000000 PA USD 267315.83000000 0.014256758806 Long DBT CORP US N 2 2060-03-20 Fixed 3.84000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNNW9 3029845.87000000 PA USD 2967057.77000000 0.158242132502 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AEPA6 54557.46000000 PA USD 46220.30000000 0.002465067890 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17291EAV3 354723.48000000 PA USD 332652.19000000 0.017741343784 Long ABS-MBS CORP US N 2 2049-12-10 Fixed 3.46000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBL9 4040000.00000000 PA USD 3193463.05000000 0.170317008387 Long DBT CORP US N 2 2031-04-22 Fixed 2.52000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FYTY2 4991187.10000000 PA USD 213358.77000000 0.011379066189 Long ABS-MBS USGSE US N 2 2036-02-25 Variable 0.58000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378KSP5 9792533.12000000 PA USD 116660.41000000 0.006221851237 Long ABS-MBS USGA US N 2 2053-12-16 Variable 0.51000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAP6 410000.00000000 PA USD 403427.59000000 0.021516009158 Long DBT CORP DK N 2 2023-09-12 Fixed 3.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGTU3 756246.86000000 PA USD 688023.69000000 0.036694376839 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.50000000 N N N N N N Ellington Financial Mortgage Trust N/A 31572LAA4 1184906.03000000 PA USD 934052.66000000 0.049815843251 Long ABS-MBS CORP US N 2 2066-06-25 Variable 0.93000000 N N N N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265VAG0 7310000.00000000 PA USD 6404510.30000000 0.341571835153 Long DBT CORP US N 2 2042-11-08 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHG92 991326.95000000 PA USD 924620.97000000 0.049312822800 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KVHA1 525980.93000000 PA USD 428605.97000000 0.022858848041 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Recette CLO LLC 549300392I5L5XOJ0016 75620TAW8 960000.00000000 PA USD 908014.08000000 0.048427127309 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 3.79000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KM4G7 1955274.51000000 PA USD 1710770.15000000 0.091240527735 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H2UH5 3943601.42000000 PA USD 555296.15000000 0.029615617139 Long ABS-MBS USGSE US N 2 2049-01-25 Fixed 2.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DC6 220000.00000000 PA USD 220250.80000000 0.011746638919 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 23555000.00000000 OU Notional Amount USD -2205768.40000000 -0.11764027615 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-03-04 0.00000000 USD -32331.95000000 USD 23555000.00000000 USD -2173436.45000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L7M41 167094.76000000 PA USD 136596.91000000 0.007285124863 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Telefonica Emisiones SAU 549300Y5MFC4SW5Z3K71 87938WAU7 490000.00000000 PA USD 372773.58000000 0.019881138424 Long DBT CORP ES N 2 2047-03-08 Fixed 5.21000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L0AZ0 344196.07000000 PA USD 281211.89000000 0.014997877563 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNJF1 370575.28000000 PA USD 316262.88000000 0.016867252491 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FX6 330000.00000000 PA USD 289934.99000000 0.015463106774 Long DBT CORP US N 2 2030-04-01 Fixed 3.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VFR6 611217.54000000 PA USD 577990.37000000 0.030825968283 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 4.00000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BM5 1050000.00000000 PA USD 708459.55000000 0.037784282839 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2R38 173656.60000000 PA USD 160886.59000000 0.008580566698 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 3.50000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DL6 1740000.00000000 PA USD 1475327.14000000 0.078683642473 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.88000000 N N N N N N VLS Commercial Mortgage Trust N/A 92858TAA4 2010000.00000000 PA USD 1533540.15000000 0.081788317729 Long ABS-MBS CORP US N 2 2042-10-10 Fixed 2.13000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DL6 2530000.00000000 PA USD 2605900.00000000 0.138980500230 Long DBT CORP US N 2 2046-03-15 Fixed 6.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFBK6 168475.39000000 PA USD 148852.00000000 0.007938725745 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 3.00000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AR1 430000.00000000 PA USD 406590.08000000 0.021684674280 Long DBT CORP GB N 2 2027-04-10 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGRE1 168751.53000000 PA USD 138162.47000000 0.007368620896 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FWHV5 896735.25000000 PA USD 74487.94000000 0.003972666319 Long ABS-MBS USGSE US N 2 2030-07-25 Variable 1.53000000 N N N N N N GCAT N/A 36167FAC3 3698932.33000000 PA USD 3445762.24000000 0.183772884528 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.55000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AT0 790000.00000000 PA USD 713546.96000000 0.038055609746 Long DBT CORP US N 2 2032-05-15 Fixed 4.10000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BT6 520000.00000000 PA USD 429148.05000000 0.022887758801 Long DBT CORP US N 2 2028-08-12 Fixed 1.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFY88 771983.46000000 PA USD 627520.42000000 0.033467555115 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAC4 4520000.00000000 PA USD 4514124.00000000 0.240751836841 Long DBT NUSS AE N 2 2022-10-11 Fixed 2.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -812.00000000 NC USD -35525.00000000 -0.00189465530 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Written Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 812.00000000 NC N/A -35525.00000000 0.00000000 DIR US Short CME 3 Month Eurodollar EDZ2 Comdty 2022-12-19 812.00000000 USD 2500.00000000 97.00000000 USD 2022-12-19 XXXX 553819.80000000 N N N MASSMUTUAL GLOBAL FUNDIN 549300K1IE3K7YU6VG29 57629WCU2 2500000.00000000 PA USD 2435864.63000000 0.129912001524 Long DBT CORP US N 2 2023-06-09 Fixed 0.85000000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAJ3 870000.00000000 PA USD 622661.89000000 0.033208435069 Long DBT CORP US N 2 2060-04-01 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HBJB5 407836.00000000 PA USD 396581.03000000 0.021150861480 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFNL1 382402.56000000 PA USD 311227.36000000 0.016598693034 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 970000.00000000 PA USD 699748.03000000 0.037319671224 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300DNBJ7A0SEFVK31 95000GBB9 16605334.59000000 PA USD 825789.93000000 0.044041865596 Long ABS-MBS CORP US N 2 2049-08-15 Variable 1.86000000 N N N N N N UMBS, TBA N/A 01F0226A8 2800000.00000000 PA USD 2348664.05000000 0.125261331802 Long ABS-MBS USGSE US N 2 2052-10-15 Fixed 2.50000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397XZ1 1366000.00000000 PA USD 1341915.94000000 0.071568421124 Long DBT CORP US N 2 2023-05-04 Fixed 3.10000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2D2 5100000.00000000 PA USD 4971225.00000000 0.265130410706 Long DBT CORP CH N 2 2023-05-05 Fixed 1.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBQ52 788711.95000000 PA USD 667418.79000000 0.035595455427 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N BRAVO Residential Funding Trust N/A 10569JAA8 3946038.40000000 PA USD 3870137.14000000 0.206406076856 Long ABS-MBS CORP US N 2 2062-07-25 Variable 5.11000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBW71 257558.44000000 PA USD 218389.81000000 0.011647386714 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L2RA3 345552.32000000 PA USD 281529.50000000 0.015014816662 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMLS1 96285.95000000 PA USD 85539.76000000 0.004562093186 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKZN2 141459.43000000 PA USD 120211.10000000 0.006411220235 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LHFT6 181152.22000000 PA USD 168552.81000000 0.008989429313 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 3.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLE3 1456343.07000000 PA USD 1234290.29000000 0.065828420865 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAF6 3210000.00000000 PA USD 2655312.00000000 0.141615791100 Long DBT CORP ID N 2 2048-05-21 Fixed 6.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R4E6 828314.08000000 PA USD 765794.84000000 0.040842146643 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383M3M8 2000000.00000000 PA USD 1819956.80000000 0.097063780829 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPSK4 1451238.24000000 PA USD 1350334.94000000 0.072017431766 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 6360000.00000000 PA USD 5641419.60000000 0.300873908446 Long DBT CORP US N 2 2030-04-15 Fixed 3.88000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VCK8 940000.00000000 PA USD 810735.06000000 0.043238944009 Long DBT CORP US N 2 2046-08-21 Fixed 4.86000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46652DAG0 5130000.00000000 PA USD 4747568.25000000 0.253202122209 Long ABS-MBS CORP US N 2 2036-12-15 Floating 4.32000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBY38 205159.40000000 PA USD 187585.56000000 0.010004503229 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6GM7 294182.68000000 PA USD 270825.23000000 0.014443925684 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382KG64 345007.08000000 PA USD 51487.13000000 0.002745963806 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAP3 1620000.00000000 PA USD 1456933.85000000 0.077702672887 Long DBT CORP US N 2 2029-01-24 Fixed 3.77000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABP55 3120480.06000000 PA USD 2770685.98000000 0.147769033149 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKT82 1821952.18000000 PA USD 1550624.55000000 0.082699480267 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 12656TAA6 793236.51000000 PA USD 693575.78000000 0.036990486531 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MR9 960000.00000000 PA USD 939402.51000000 0.050101166874 Long DBT CORP US N 2 2024-05-15 Fixed 1.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDKE5 1474697.12000000 PA USD 1298925.39000000 0.069275605535 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ABUS7 319936.13000000 PA USD 272142.22000000 0.014514164729 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L05D5 452317.52000000 PA USD 369180.32000000 0.019689499040 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379XGR5 1929647.54000000 PA USD 387556.59000000 0.020669560898 Long ABS-MBS USGA US N 2 2045-11-16 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNS46 3132697.26000000 PA USD 2547125.94000000 0.135845902487 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BF5 86000.00000000 PA USD 83051.21000000 0.004429371315 Long DBT CORP US N 2 2024-12-15 Fixed 3.73000000 N N N N N N MONDELEZ INTERNATIONAL 549300DV9GIB88LZ5P30 609207AU9 1140000.00000000 PA USD 1041954.47000000 0.055570571955 Long DBT CORP US N 2 2025-05-04 Fixed 1.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H8BN0 9998401.30000000 PA USD 297072.50000000 0.015843771693 Long ABS-MBS USGSE US N 2 2032-06-25 Variable 0.49000000 N N N N N N EXPORT-IMPORT BK INDIA 335800OFZ8YEIVN1QI11 30216JAA3 1300000.00000000 PA USD 1202212.18000000 0.064117598587 Long DBT NUSS IN N 2 2026-08-05 Fixed 3.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L8DJ6 520868.76000000 PA USD 443588.22000000 0.023657896585 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NN7 1640000.00000000 PA USD 1374741.99000000 0.073319133296 Long DBT CORP US N 2 2033-03-17 Fixed 3.79000000 N N N N N N TRANSCONT GAS PIPE LINE N/A 893574AP8 750000.00000000 PA USD 634062.92000000 0.033816486357 Long DBT CORP US N 2 2030-05-15 Fixed 3.25000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBU6 250000.00000000 PA USD 205708.02000000 0.010971028635 Long DBT CORP US N 2 2049-02-01 Fixed 4.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382EDP9 1130457.07000000 PA USD 190137.91000000 0.010140627746 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VX47 993069.69000000 PA USD 963933.21000000 0.051409463031 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 4.50000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CH7 2460000.00000000 PA USD 2236830.77000000 0.119296925955 Long DBT CORP US N 2 2032-04-13 Fixed 3.60000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BL7 850000.00000000 PA USD 657501.88000000 0.035066556730 Long DBT CORP US N 2 2047-05-01 Fixed 5.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QGQ9 402872.56000000 PA USD 394557.35000000 0.021042932527 Long ABS-MBS USGA US N 2 2070-07-20 Floating 2.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGCB3 1009008.07000000 PA USD 821869.29000000 0.043832766049 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875PAN1 1280000.00000000 PA USD 1094037.06000000 0.058348293437 Long DBT CORP US N 2 2035-04-01 Fixed 3.90000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AS9 1100000.00000000 PA USD 1063728.97000000 0.056731871660 Long DBT CORP GB N 2 2024-09-11 Fixed 3.63000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508BD5 1540000.00000000 PA USD 1313093.71000000 0.070031244739 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBM3 750000.00000000 PA USD 558482.78000000 0.029785569720 Long DBT CORP US N 2 2051-04-15 Fixed 3.45000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFR0 3500000.00000000 PA USD 2624875.16000000 0.139992502697 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160KAQ8 500000.00000000 PA USD 385442.47000000 0.020556808507 Long DBT CORP US N 2 2032-04-20 Fixed 1.75000000 N N N N N N Octagon Investment Partners 35 LTD 549300EBYXJ9QVMC7X31 67591TAA8 2950000.00000000 PA USD 2895545.95000000 0.154428191631 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 3.77000000 N N N N N N TSMC ARIZONA CORP 2549005GOBWLCSY63Q97 872898AC5 5220000.00000000 PA USD 4150741.20000000 0.221371537014 Long DBT CORP US N 2 2031-10-25 Fixed 2.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DL1 930000.00000000 PA USD 727860.39000000 0.038818988104 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL6J1 1266457.75000000 PA USD 1030128.84000000 0.054939875469 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.00000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAG8 420000.00000000 PA USD 375775.89000000 0.020041260664 Long DBT CORP US N 2 2027-03-15 Fixed 3.76000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BS4 1440000.00000000 PA USD 1136005.55000000 0.060586599487 Long DBT CORP US N 2 2030-06-03 Fixed 1.50000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AC7 430000.00000000 PA USD 413577.06000000 0.022057310980 Long DBT CORP US N 2 2024-12-01 Fixed 3.35000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAW1 200000.00000000 PA USD 185740.70000000 0.009906111285 Long DBT CORP DK N 2 2024-06-22 Fixed 1.23000000 N N N N N N Reese Park CLO, Ltd. N/A 758465BA5 3300000.00000000 PA USD 3144401.70000000 0.167700418739 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 3.64000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMQN8 4735110.40000000 PA USD 4150514.71000000 0.221359457619 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UKY7 143368.73000000 PA USD 139070.38000000 0.007417042472 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 4.50000000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAF1 790000.00000000 PA USD 748762.79000000 0.039933776088 Long DBT CORP US N 2 2028-04-11 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CAH7 2274209.90000000 PA USD 2095705.37000000 0.111770283072 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CBT0 416013.65000000 PA USD 360255.40000000 0.019213506160 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179S2N6 45530.37000000 PA USD 40830.34000000 0.002177605079 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.00000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135AQ9 630000.00000000 PA USD 601524.83000000 0.032081131960 Long DBT CORP US N 2 2044-12-05 Fixed 4.95000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AB3 390000.00000000 PA USD 363558.00000000 0.019389643771 Long DBT CORP US N 2 2025-02-01 Fixed 3.35000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYK4 760000.00000000 PA USD 488639.33000000 0.026060608049 Long DBT CORP US N 2 2042-07-21 Fixed 2.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LPCJ9 97025.24000000 PA USD 79866.11000000 0.004259500333 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9NR0 853123.65000000 PA USD 828246.47000000 0.044172880277 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNFK3 4244998.86000000 PA USD 3572242.99000000 0.190518484092 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Balboa Bay Loan Funding Ltd 549300N3EVICXRV85R74 05766GAA5 1590000.00000000 PA USD 1515241.38000000 0.080812389179 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SS8 18600000.00000000 PA USD 11547984.47000000 0.615888813192 Long DBT UST US N 2 2050-11-15 Fixed 1.63000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DQ7 500000.00000000 PA USD 466503.18000000 0.024880020459 Long DBT CORP US N 2 2025-06-30 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABU91 493089.15000000 PA USD 445103.66000000 0.023738719567 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.50000000 N N N N N N WF-RBS Commercial Mortgage Trust 549300UVB571ELWL8972 92890FAZ9 3603000.00000000 PA USD 3159558.25000000 0.168508763227 Long ABS-MBS CORP US N 2 2047-05-15 Variable 4.51000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 980000.00000000 PA USD 788837.81000000 0.042071097676 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJFE8 81620.57000000 PA USD 69764.34000000 0.003720742496 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RFK5 990000.00000000 PA USD 958053.00000000 0.051095853711 Long ABS-O CORP US N 2 2027-02-20 Fixed 4.62000000 N N N N N N GUARDIAN LIFE GLOB FUND 635400NHILJ5JEKILC36 40139LAG8 320000.00000000 PA USD 287425.17000000 0.015329250510 Long DBT CORP US N 2 2025-06-23 Fixed 1.10000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBR2 900000.00000000 PA USD 497250.00000000 0.026519841029 Long DBT CORP MX N 2 2045-01-23 Fixed 6.38000000 N N N N N N Cayuga Park CLO, Ltd. 549300SVH2QJEV4A2G21 149791AP0 2590000.00000000 PA USD 2478927.85000000 0.132208692823 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 3.86000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BF8 1220000.00000000 PA USD 1143783.66000000 0.061001429534 Long DBT CORP US N 2 2027-03-15 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MST70 1473098.55000000 PA USD 1407311.88000000 0.075056183684 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FNAJ9 1200000.00000000 PA USD 82575.60000000 0.004404005600 Long ABS-MBS USGSE US N 2 2029-06-25 Variable 1.37000000 N N N N N N 2022-10-24 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST William Flory William Flory VP XXXX