NPORT-P false 0000916053 XXXXXXXX S000003673 C000010252 C000010253 C000010254 C000010255 C000010256 C000140369 C000140370 MASSMUTUAL SELECT FUNDS 811-08274 0000916053 PJVR01EN4PJWVNUIQ236 1295 State Street Springfield 01111-0001 4137441000 MassMutual Strategic Bond Fund S000003673 761OL3UHRIX25W4KQ497 2022-09-30 2022-06-30 N 501542461.61 62690107.44 438852354.17 0 0 0 0 0 0 0 0 0 0 14367299.75 59420.29 0 8575539.88 AUD EUR MXN USD UST AMBS 1011778 BC UNLIMITED LBLTY CO 549300RHSHNRWI5LLA86 C6901LAH0 332050.15 PA USD 316360.78 0.0720882039 Long LON CORP CA N 2 2026-11-19 Floating 0 N N N N N N 3 MONTH SOFR FUT JUN23 N/A ADI21GLS8 51 NC USD 0 0 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 Long Three Month SOFR Future 3 Month SOFR 2023-09-19 12345187.5 USD 34942.9 N N N 3 MONTH SOFR FUT SEP22 N/A ADI1SBVS1 -49 NC USD 0 0 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 Short Three Month SOFR Future 3 Month SOFR 2022-12-20 -11888012.5 USD -11912.83 N N N 3 MONTH SOFR OPT SEP23C 98.75 N/A ADI25YZ01 -43 NC USD -13706.25 -0.003123203 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF40 Call Written Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 FUT 3 Month SOFR N/A N/A N/A OU N/A USD N/A N/A US US Short Three Month SOFR Future 3 Month SOFR 2020-09-21 -4171645 USD 1 USD 98.75 USD 2023-09-15 XXXX 853.45 N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBJ9 140000 PA USD 125856.19 0.0286784812 Long DBT CORP US N 2 2029-08-26 Fixed 2.375 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBN0 60000 PA USD 56102.56 0.012783926 Long DBT CORP US N 2 2030-04-15 Fixed 3.05 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBP5 150000 PA USD 129396.65 0.0294852355 Long DBT CORP US N 2 2050-04-15 Fixed 3.7 N N N N N 3MO EURO EURIBOR DEC22 N/A ADI12Z381 51 NC 0 0 N/A DIR GB N 1 ICE Futures Europe - Financial Products Divison 549300UF4R84F48NCH34 Long NYSE Euronext Prin $1 mil 2022-12-19 13209042.97 EUR -57321.5 N N N 90DAY EUR FUTR DEC22 N/A ADI0GMD11 289 NC USD 0 0 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 Long 90 Day Eurodollar Time Deposit Prin $1 mil 2022-12-19 69583975 USD -1091393.1 N N N 90DAY EUR FUTR DEC23 N/A ADI0G8YN1 78 NC USD 0 0 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 Long 90 Day Eurodollar Time Deposit Prin $1 mil 2023-12-18 18896475 USD -305363.8 N N N 90DAY EUR FUTR JUN23 N/A ADI0GMD45 82 NC USD 0 0 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 Long 90 Day Eurodollar Time Deposit Prin $1 mil 2023-06-19 19795825 USD -549936.11 N N N 90DAY EUR FUTR MAR25 N/A ADI0GPRW1 -91 NC USD 0 0 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 Short 90 Day Eurodollar Time Deposit Prin $1 mil 2025-03-17 -22108450 USD 157966.9 N N N 9WP032908 SWAPTION PAYER 94.5 N/A AEIF09321 -2860000 NC USD -16247.66 -0.0037023067 N/A DIR US N 2 BNP Paribas Securities Corp. 2J5703FH5U5M97R1I237 Put Written BNP Paribas Securities Corp. 2J5703FH5U5M97R1I237 2027-06-20 0 USD 32103.5 USD -2860000 USD 1 USD 94.5 USD 2022-07-20 XXXX 15855.84 N N N 9WP032965 SWAPTION PAYER 120.0 N/A AEIF15724 -7800000 NC USD -16941.6 -0.0038604327 N/A DIR US N 2 BNP Paribas Securities Corp. 2J5703FH5U5M97R1I237 Put Written BNP Paribas Securities Corp. 2J5703FH5U5M97R1I237 2027-06-20 0 USD 25896 USD -7800000 USD 1 USD 120 USD 2022-08-17 XXXX 8954.4 N N N 9WR021560 SWAPTION RECEIVER N/A AEIF09768 2860000 NC USD 157.3 0.0000358435 N/A DIR US N 2 BNP Paribas Securities Corp. 2J5703FH5U5M97R1I237 Call Purchased BNP Paribas Securities Corp. 2J5703FH5U5M97R1I237 2027-06-20 30888 USD 0 USD 2860000 USD 1 USD 101.5 USD 2022-07-20 XXXX -30730.7 N N N 9WR021628 SWAPTION RECEIVER N/A AEIF15682 7800000 NC USD 9937.2 0.0022643606 N/A DIR US N 2 BNP Paribas Securities Corp. 2J5703FH5U5M97R1I237 Call Purchased BNP Paribas Securities Corp. 2J5703FH5U5M97R1I237 2027-06-20 28470 USD 0 USD 7800000 USD 1 USD 90 USD 2022-08-17 XXXX -18532.8 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BF6 139000 PA USD 139898.54 0.0318782704 Long DBT CORP US N 2 2026-11-30 Fixed 3.75 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BG4 80000 PA USD 85058.49 0.0193820289 Long DBT CORP US N 2 2036-11-30 Fixed 4.75 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BH2 100000 PA USD 105411.46 0.0240198005 Long DBT CORP US N 2 2046-11-30 Fixed 4.9 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAQ2 130000 PA USD 128000.85 0.0291671786 Long DBT CORP US N 2 2025-05-14 Fixed 3.6 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBD0 20000 PA USD 19385.25 0.0044172601 Long DBT CORP US N 2 2048-11-14 Fixed 4.875 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBV0 260000 PA USD 246609.05 0.0561940816 Long DBT CORP US N 2 2026-11-21 Fixed 2.95 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 600000 PA USD 552953.47 0.1259998869 Long DBT CORP US N 2 2029-11-21 Fixed 3.2 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBZ1 550000 PA USD 532918.84 0.1214346545 Long DBT CORP US N 2 2024-11-21 Fixed 2.6 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCB3 20000 PA USD 17825.78 0.0040619083 Long DBT CORP US N 2 2049-11-21 Fixed 4.25 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCX5 180000 PA USD 178710.69 0.0407222813 Long DBT CORP US N 2 2025-03-15 Fixed 3.8 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCY3 90000 PA USD 88094.11 0.0200737467 Long DBT CORP US N 2 2035-03-15 Fixed 4.55 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00080QAF2 260000 PA USD 258747.32 0.0589599936 Long DBT CORP NL Y 2 2025-07-28 Fixed 4.75 N N N N N N ACCREDITED MORTGAGE LOAN TRUST N/A 00437NAE2 420000 PA USD 397212.86 0.0905117305 Long ABS-O CORP US N 2 2036-09-25 Floating 1.89357 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 00109LAA1 10000 PA USD 8115.65 0.0018492894 Long DBT CORP US Y 2 2029-08-01 Fixed 4.125 N N N N N N AERCAP IRELAND CAP/GLOBA 549300TI38531ODB1G63 00774MAQ8 190000 PA USD 184005.53 0.0419288009 Long DBT CORP IE N 2 2024-02-15 Fixed 3.15 N N N N N N AERCAP IRELAND CAP/GLOBA 549300TI38531ODB1G63 00774MAV7 170000 PA USD 148225.09 0.0337756169 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45 N N N N N N AERCAP IRELAND CAP/GLOBA 549300TI38531ODB1G63 00774MAW5 160000 PA USD 135019.79 0.0307665639 Long DBT CORP IE N 2 2028-10-29 Fixed 3 N N N N N N AERCAP IRELAND CAP/GLOBA 549300TI38531ODB1G63 00774MAX3 160000 PA USD 127864.71 0.0291361568 Long DBT CORP IE N 2 2032-01-30 Fixed 3.3 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAV0 40000 PA USD 39606.9 0.0090251082 Long DBT CORP US N 2 2023-06-15 Fixed 2.8 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAH5 80000 PA USD 75404.45 0.0171821911 Long DBT CORP US N 2 2025-07-01 Fixed 3.375 N N N N N N ALI GROUP NORTH AMERICA CORP. N/A 936MWEII8 290000 PA USD 276515 0.0630086628 Long LON CORP IT N 2 2028-10-13 Floating 0 N N N N N N ALLIED UNIVERSAL 98450038B4549046D794 019576AA5 10000 PA USD 9153.41 0.0020857607 Long DBT CORP US Y 2 2026-07-15 Fixed 6.625 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAE7 100000 PA USD 72076.14 0.0164237788 Long DBT CORP US N 2 2040-08-15 Fixed 1.9 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAF4 60000 PA USD 40548.64 0.0092396998 Long DBT CORP US N 2 2050-08-15 Fixed 2.05 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAH0 50000 PA USD 45985.55 0.0104785925 Long DBT CORP US N 2 2025-08-15 Fixed 0.45 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAJ6 90000 PA USD 78865.67 0.0179708891 Long DBT CORP US N 2 2027-08-15 Fixed 0.8 N N N N N N ALTERRA MOUNTAIN COMPANY 549300C5O4FSVNUEI843 46124CAJ6 367625.97 PA USD 348785.14 0.0794766478 Long LON CORP US N 2 2028-08-17 Floating 0 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 210000 PA USD 160398 0.0365494223 Long DBT CORP FR Y 2 2029-10-15 Fixed 5.5 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBC6 192000 PA USD 188883.66 0.0430403661 Long DBT CORP US N 2 2026-02-14 Fixed 4.4 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBE2 240000 PA USD 218945.62 0.0498904969 Long DBT CORP US N 2 2039-02-14 Fixed 5.8 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBF9 120000 PA USD 106290.71 0.0242201526 Long DBT CORP US N 2 2049-02-14 Fixed 5.95 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBG7 56000 PA USD 51109.99 0.0116462837 Long DBT CORP US N 2 2059-02-14 Fixed 6.2 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBL6 140000 PA USD 105741.12 0.0240949192 Long DBT CORP US N 2 2032-02-04 Fixed 2.45 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135AQ9 180000 PA USD 189310.82 0.0431377018 Long DBT CORP US N 2 2044-12-05 Fixed 4.95 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BC9 470000 PA USD 457677.35 0.1042895966 Long DBT CORP US N 2 2027-08-22 Fixed 3.15 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BJ4 100000 PA USD 94197.01 0.0214643966 Long DBT CORP US N 2 2047-08-22 Fixed 4.05 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BM7 70000 PA USD 66154.55 0.0150744435 Long DBT CORP US N 2 2057-08-22 Fixed 4.25 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BT2 60000 PA USD 42643.25 0.0097169924 Long DBT CORP US N 2 2050-06-03 Fixed 2.5 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BZ8 80000 PA USD 68722.92 0.0156596904 Long DBT CORP US N 2 2031-05-12 Fixed 2.1 N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CF1 40000 PA USD 39289.46 0.0089527741 Long DBT CORP US N 2 2027-04-13 Fixed 3.3 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CG9 80000 PA USD 77929.06 0.0177574666 Long DBT CORP US N 2 2029-04-13 Fixed 3.45 N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CH7 320000 PA USD 309117.03 0.0704375918 Long DBT CORP US N 2 2032-04-13 Fixed 3.6 N N N N N AMBAC ASSURANCE CORP 549300RYYRVPPB8NC636 023138AA8 4361.66 PA USD 3969.11 0.0009044295 Long DBT CORP US Y 2 2099-12-31 Fixed 5.1 Y Y N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CV9 130000 PA USD 129165.51 0.0294325663 Long DBT CORP US N 2 2024-05-03 Fixed 3.375 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CW7 210000 PA USD 206729.38 0.0471068181 Long DBT CORP US N 2 2029-05-03 Fixed 4.05 N N N N N N AMERICAN TRANSMISSION SY N/A 030288AC8 440000 PA USD 373665.29 0.0851460147 Long DBT CORP US Y 2 2032-01-15 Fixed 2.65 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CF5 24000 PA USD 22580.57 0.0051453683 Long DBT CORP US N 2 2051-06-15 Fixed 4.663 N N N N N N AMWINS GROUP INC 549300ER4R3WJD5XXM35 03234TAW8 305351.8 PA USD 287922.32 0.0656080154 Long LON CORP US N 2 2028-02-19 Floating 0 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AR1 230000 PA USD 227926.79 0.0519370098 Long DBT CORP GB Y 2 2027-04-10 Fixed 4.75 N N N N N N ANHEUSER BUSCH CO/INBEV 5493002J2SVENP0PVK27 03522AAG5 320000 PA USD 315141.81 0.0718104408 Long DBT CORP US N 2 2026-02-01 Fixed 3.65 N N N N N N ANHEUSER BUSCH CO/INBEV 5493002J2SVENP0PVK27 03522AAJ9 50000 PA USD 47259.52 0.0107688883 Long DBT CORP US N 2 2046-02-01 Fixed 4.9 N N N N N N ANHEUSER BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBV9 110000 PA USD 112991.47 0.0257470352 Long DBT CORP US N 2 2049-01-23 Fixed 5.55 N N N N N N ANHEUSER BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AL4 80000 PA USD 79106.84 0.0180258438 Long DBT CORP US N 2 2028-04-13 Fixed 4 N N N N N N ANHEUSER BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AN0 20000 PA USD 18052.25 0.0041135133 Long DBT CORP US N 2 2048-04-15 Fixed 4.6 N N N N N N ANHEUSER BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AQ3 230000 PA USD 234438.68 0.053420855 Long DBT CORP US N 2 2029-01-23 Fixed 4.75 N N N N N N ANHEUSER BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AS9 30000 PA USD 26973.71 0.0061464203 Long DBT CORP US N 2 2040-06-01 Fixed 4.35 N N N N N N ANHEUSER BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AT7 360000 PA USD 325665.89 0.0742085321 Long DBT CORP US N 2 2050-06-01 Fixed 4.5 N N N N N N ANHEUSER BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AV2 130000 PA USD 122155.55 0.0278352272 Long DBT CORP US N 2 2030-06-01 Fixed 3.5 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752AB9 140000 PA USD 136471.13 0.0310972765 Long DBT CORP US N 2 2027-12-01 Fixed 3.65 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752AC7 120000 PA USD 118464.14 0.0269940765 Long DBT CORP US N 2 2024-12-01 Fixed 3.35 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752AT0 60000 PA USD 58556.3 0.0133430525 Long DBT CORP US N 2 2032-05-15 Fixed 4.1 N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752AU7 10000 PA USD 9548.66 0.0021758252 Long DBT CORP US N 2 2052-05-15 Fixed 4.55 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 00186XAB9 226314.16 PA USD 217356.65 0.0495284229 Long LON CORP US N 2 2026-10-01 Floating 0 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BZ2 480000 PA USD 459720.74 0.1047552179 Long DBT CORP US N 2 2026-08-04 Fixed 2.45 N N N N N N ARBOR REALTY COLLATERALIZED LO N/A 03880KAA2 790000 PA USD 756261.47 0.1723270851 Long ABS-CBDO CORP KY Y 2 2034-08-15 Floating 2.394 N N N N N N ARBOR REALTY COLLATERALIZED LO N/A 03880RAA7 790000 PA USD 763851.4 0.1740565802 Long ABS-CBDO CORP KY Y 2 2036-11-15 Floating 2.674 N N N N N N ARCELORMITTAL 2EULGUTUI56JI9SAL165 03938LAP9 60000 PA USD 60525 0.0137916544 Long DBT CORP LU N 2 2039-10-15 Fixed 7 N N N N N N ASSET BACKED SECURITIES CORP H N/A 04541GGM8 1211751.82 PA USD 1095708.04 0.2496757804 Long ABS-O CORP US N 2 2033-11-25 Floating 2.58357 N N N N N N AT+T INC 549300Z40J86GGSTL398 00206RBA9 40000 PA USD 41306.01 0.0094122795 Long DBT CORP US N 2 2041-08-15 Fixed 5.55 N N N N N N AT+T INC 549300Z40J86GGSTL398 00206RBK7 101000 PA USD 88324.22 0.0201261812 Long DBT CORP US N 2 2045-06-15 Fixed 4.35 N N N N N N AT+T INC 549300Z40J86GGSTL398 00206RJX1 250000 PA USD 228309.75 0.0520242737 Long DBT CORP US N 2 2027-06-01 Fixed 2.3 N N N N N N AT+T INC 549300Z40J86GGSTL398 00206RKE1 40000 PA USD 29610.83 0.0067473331 Long DBT CORP US N 2 2052-02-01 Fixed 3.3 N N N N N N AT+T INC 549300Z40J86GGSTL398 00206RKG6 280000 PA USD 242649.09 0.0552917371 Long DBT CORP US N 2 2028-02-01 Fixed 1.65 N N N N N N AT+T INC 549300Z40J86GGSTL398 00206RKH4 20000 PA USD 16365.73 0.0037292109 Long DBT CORP US N 2 2032-02-01 Fixed 2.25 N N N N N N AT+T INC 549300Z40J86GGSTL398 00206RKJ0 180000 PA USD 137442.48 0.0313186152 Long DBT CORP US N 2 2053-09-15 Fixed 3.5 N N N N N N AT+T INC 549300Z40J86GGSTL398 00206RLJ9 173000 PA USD 130480.01 0.0297320975 Long DBT CORP US N 2 2055-09-15 Fixed 3.55 N N N N N N AT+T INC 549300Z40J86GGSTL398 00206RLV2 60000 PA USD 45266.42 0.0103147265 Long DBT CORP US N 2 2059-09-15 Fixed 3.65 N N N N N N AT+T INC 549300Z40J86GGSTL398 00206RMM1 120000 PA USD 97662.92 0.0222541634 Long DBT CORP US N 2 2033-12-01 Fixed 2.55 N N N N N N AT+T INC 549300Z40J86GGSTL398 00206RMN9 10000 PA USD 7799.03 0.0017771421 Long DBT CORP US N 2 2057-12-01 Fixed 3.8 N N N N N N AT+T INC 549300Z40J86GGSTL398 04650NAB0 40000 PA USD 39670.49 0.0090395983 Long DBT CORP US N 2 2040-09-01 Fixed 5.35 N N N N N N ATHENAHEALTH INC N/A 04686RAB9 350579.71 PA USD 321877.75 0.0733453397 Long LON CORP US N 2 2029-02-15 Floating 0 N N N N N N ATHENAHEALTH INC N/A 04686RAC7 59420.29 PA USD 54555.55 0.0124314133 Long DBT CORP US Y 2 2029-02-15 Fixed 0 N N N N N N AUST 10Y BOND FUT SEP22 N/A ADI24KH10 36 NC 0 0 N/A DIR AU N 1 Sydney Futures Exchange 549300ZD7BBOVZFVHK49 Long Australian Government 10 Year Bond 2022-09-15 2954421.54 AUD -21330.4 N N N AVIS BUDGET RENTAL CAR FUNDING IHXLB8SL0QWSSG2VG640 05377REH3 490000 PA USD 442336.38 0.1007938948 Long ABS-O CORP US Y 2 2027-08-20 Fixed 1.38 N N N N N N AVOLON TLB BORROWER 1 (US) LLC 635400O84AGITYFZQB55 05400KAH3 87905.67 PA USD 83346 0.0189918088 Long LON CORP US N 2 2027-12-01 Floating 0 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AX4 100000 PA USD 80375 0.0183148157 Long DBT CORP US N 2 2031-09-15 Fixed 3.125 N N N N N N BANC OF AMERICA MERRILL LYNCH N/A 059427AA2 674451.11 PA USD 256291.42 0.0584003749 Long ABS-O CORP US Y 2 2045-08-10 Floating 6.02499 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAH8 200000 PA USD 199928.09 0.045557028 Long DBT CORP ES N 2 2023-04-12 Floating 2.13071 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAE9 600000 PA USD 568655.93 0.1295779605 Long DBT CORP ES N 2 2025-05-28 Fixed 2.746 N N N N Y N/A N/A XXXX N N N BANK N/A 06541FBB4 3289103.51 PA USD 157913.15 0.0359832068 Long ABS-O CORP US N 2 2050-05-15 Floating 1.488819 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505EH3 170000 PA USD 164730 0.0375365424 Long DBT CORP US N 2 2049-09-29 Fixed 6.25 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFC8 130000 PA USD 126707.95 0.0288725693 Long DBT CORP US N 2 2044-01-21 Fixed 5 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFF1 270000 PA USD 272055.57 0.0619925055 Long DBT CORP US N 2 2024-04-01 Fixed 4 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFH7 380000 PA USD 380725.01 0.0867546924 Long DBT CORP US N 2 2024-08-26 Fixed 4.2 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFL8 50000 PA USD 49345.31 0.0112441712 Long DBT CORP US N 2 2026-10-22 Fixed 4.25 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFM6 270000 PA USD 269016.18 0.0612999287 Long DBT CORP US N 2 2025-01-22 Fixed 4 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFU8 50000 PA USD 49811.42 0.0113503823 Long DBT CORP US N 2 2026-03-03 Fixed 4.45 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGR4 270000 PA USD 255019.65 0.0581105804 Long DBT CORP US N 2 2028-07-21 Fixed 3.593 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHD4 570000 PA USD 531676.24 0.1211515069 Long DBT CORP US N 2 2028-12-20 Fixed 3.419 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHG7 890000 PA USD 850057.62 0.193700139 Long DBT CORP US N 2 2029-03-05 Fixed 3.97 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHQ5 270000 PA USD 255441.45 0.0582066947 Long DBT CORP US N 2 2030-02-07 Fixed 3.974 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHS1 90000 PA USD 81332.27 0.018532946 Long DBT CORP US N 2 2050-03-15 Fixed 4.33 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJA8 480000 PA USD 414658.22 0.0944869535 Long DBT CORP US N 2 2051-03-20 Fixed 4.083 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 360000 PA USD 306173.05 0.0697667557 Long DBT CORP US N 2 2031-04-29 Fixed 2.592 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 60000 PA USD 49628.18 0.011308628 Long DBT CORP US N 2 2032-10-20 Fixed 2.572 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKK4 130000 PA USD 111065.36 0.0253081381 Long DBT CORP US N 2 2033-02-04 Fixed 2.972 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKP3 300000 PA USD 295760.41 0.067394058 Long DBT CORP US N 2 2028-04-27 Fixed 4.376 N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06367WB85 70000 PA USD 66418.56 0.0151346026 Long DBT CORP CA N 2 2025-05-01 Fixed 1.85 N N N N Y N/A N/A XXXX N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368BGS1 90000 PA USD 83552.75 0.0190389203 Long DBT CORP CA N 2 2032-12-15 Fixed 3.803 N N N N Y N/A N/A XXXX N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159VL7 120000 PA USD 111204.47 0.0253398367 Long DBT CORP CA N 2 2025-06-11 Fixed 1.3 N N N N Y N/A N/A XXXX N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159YN0 3475000 PA USD 3456273.23 0.7875708532 Long DBT CORP CA N 2 2023-09-15 Floating 1.868707 N N N N Y N/A N/A XXXX N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAG6 100000 PA USD 92185.56 0.0210060534 Long DBT CORP CA N 2 2037-05-04 Fixed 4.588 N N N N Y N/A N/A XXXX N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RAN7 170000 PA USD 159794.42 0.0364118862 Long DBT CORP US N 2 2025-04-24 Fixed 1.6 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBK0 510000 PA USD 482359.36 0.1099138139 Long DBT CORP GB N 2 2030-06-20 Fixed 5.088 N N N N Y N/A N/A XXXX N N N BARRICK GOLD CORP 0O4KBQCJZX82UKGCBV73 067901AH1 20000 PA USD 19770.83 0.0045051211 Long DBT CORP CA N 2 2042-04-01 Fixed 5.25 N N N N N N BARRICK NA FINANCE LLC N/A 06849RAG7 80000 PA USD 83192.86 0.0189569132 Long DBT CORP US N 2 2041-05-30 Fixed 5.7 N N N N N N BARRICK NA FINANCE LLC N/A 06849RAK8 80000 PA USD 83578.44 0.0190447742 Long DBT CORP US N 2 2043-05-01 Fixed 5.75 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 170000 PA USD 155757.9 0.0354920963 Long DBT CORP US N 2 2027-08-15 Fixed 3.557 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBF1 250000 PA USD 184296.22 0.0419950396 Long DBT CORP US N 2 2047-08-15 Fixed 4.54 N N N N N N BEAR STEARNS ASSET BACKED SECU N/A 073879Z43 647019.19 PA USD 136420.24 0.0310856803 Long ABS-O CORP US N 2 2035-11-25 Floating 6.02643 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887BG3 20000 PA USD 18568.77 0.0042312112 Long DBT CORP US N 2 2044-12-15 Fixed 4.685 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887BV0 82000 PA USD 81219.66 0.0185072859 Long DBT CORP US N 2 2024-06-06 Fixed 3.363 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08163JAG9 2513503.67 PA USD 159022.84 0.0362360686 Long ABS-O CORP US N 2 2054-09-15 Floating 1.156185 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664CR0 160000 PA USD 148302.94 0.0337933564 Long DBT CORP US N 2 2049-01-15 Fixed 4.25 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451AV0 100000 PA USD 103301.83 0.0235390853 Long DBT CORP AU N 2 2043-09-30 Fixed 5 N N N N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAA4 1610000 PA USD 1245983.91 0.2839187025 Long DBT CORP US Y 2 2031-06-10 Fixed 3.125 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05581KAC5 260000 PA USD 254826 0.0580664539 Long DBT CORP FR Y 2 2027-03-13 Fixed 4.625 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2A8 220000 PA USD 204401.81 0.0465764415 Long DBT CORP FR Y 2 2033-03-01 Fixed 4.375 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2F0 400000 PA USD 383358.25 0.0873547211 Long DBT CORP FR Y 2 2028-08-14 Fixed 4.4 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2L7 200000 PA USD 184806.27 0.0421112632 Long DBT CORP FR Y 2 2026-06-09 Fixed 2.219 N N N N Y N/A N/A XXXX N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BU8 150000 PA USD 134147.59 0.0305678182 Long DBT CORP US N 2 2027-03-01 Fixed 2.8 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BY0 80000 PA USD 58496.01 0.0133293144 Long DBT CORP US N 2 2038-03-01 Fixed 3.55 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CD5 290000 PA USD 251374.62 0.0572799981 Long DBT CORP US N 2 2029-03-01 Fixed 3.2 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CH6 80000 PA USD 74885.76 0.0170639987 Long DBT CORP US N 2 2026-05-01 Fixed 3.1 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CM5 90000 PA USD 80309.04 0.0182997856 Long DBT CORP US N 2 2027-02-01 Fixed 2.7 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CP8 360000 PA USD 273347.6 0.0622869166 Long DBT CORP US N 2 2035-02-01 Fixed 3.25 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CQ6 240000 PA USD 168426.45 0.0383788416 Long DBT CORP US N 2 2050-02-01 Fixed 3.75 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 110000 PA USD 103021.88 0.0234752939 Long DBT CORP US N 2 2040-05-01 Fixed 5.705 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 270000 PA USD 249849.85 0.0569325532 Long DBT CORP US N 2 2050-05-01 Fixed 5.805 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 40000 PA USD 36630.76 0.0083469439 Long DBT CORP US N 2 2060-05-01 Fixed 5.93 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 160000 PA USD 154007.91 0.0350933312 Long DBT CORP US N 2 2030-05-01 Fixed 5.15 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 230000 PA USD 207166.73 0.0472064757 Long DBT CORP US N 2 2026-02-04 Fixed 2.196 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAT7 290000 PA USD 280522.56 0.0639218537 Long DBT CORP US N 2 2026-05-04 Fixed 3.119 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAZ3 100000 PA USD 97608.9 0.022241854 Long DBT CORP US N 2 2027-04-14 Fixed 3.588 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBG4 340000 PA USD 248561.3 0.0566389351 Long DBT CORP US N 2 2050-02-24 Fixed 3 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBL3 120000 PA USD 113792.91 0.025929657 Long DBT CORP US N 2 2030-04-06 Fixed 3.633 N N N N N N BPR TRUST N/A 05592AAA8 140000 PA USD 134751.99 0.0307055411 Long ABS-O CORP US Y 2 2038-09-15 Floating 2.374 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAF0 11000 PA USD 8803.66 0.0020060642 Long DBT CORP US N 2 2047-06-22 Fixed 4.7 N N N N N N BRISTOL MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CM8 206000 PA USD 204213.42 0.0465335136 Long DBT CORP US N 2 2024-07-26 Fixed 2.9 N N N N N N BRISTOL MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CN6 204000 PA USD 201345.49 0.0458800068 Long DBT CORP US N 2 2026-06-15 Fixed 3.2 N N N N N N BRISTOL MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CP1 19000 PA USD 18380.32 0.0041882697 Long DBT CORP US N 2 2029-07-26 Fixed 3.4 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 490000 PA USD 374922.92 0.0854325872 Long DBT CORP US Y 2 2035-11-15 Fixed 3.137 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAP2 20000 PA USD 15223.4 0.0034689115 Long DBT CORP US Y 2 2032-02-01 Fixed 4.25 N N N N N N BWS036004 IRS USD R V 12MSOFR N/A 99S1GSWF4 3470000 PA USD 1294977.59 0.2950827488 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2045-07-20 78572.95 USD 0 USD 3470000 USD 1216404.64 N N N BWS036087 IRS USD R V 00MSOFR N/A 99S1H9R38 2400000 PA USD 823807.03 0.187718494 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2045-08-19 0 USD 0 USD 2400000 USD 823807.03 N N N BWS051383 IRS USD R V 03MLIBOR N/A 99S1L9U05 2365000 PA USD 204673.15 0.0466382709 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2028-02-15 0 USD 16351.77 USD 2365000 USD 221024.92 N N N BWS053009 IRS USD R V 00MFEDL N/A 99S1MQZO9 1725000 PA USD 305244.44 0.0695551561 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2047-02-15 25405.95 USD 0 USD 1725000 USD 279838.49 N N N BWS053223 IRS USD R V 00MSOFR N/A 99S1NKCO6 1137000 PA USD 243425.37 0.0554686258 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2047-02-15 0 USD 29926.56 USD 1137000 USD 273351.93 N N N BWS053322 IRS USD R V 03MLIBOR N/A 99S1N07I9 594000 PA USD 144276.32 0.0328758223 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2047-02-15 0 USD 2265.11 USD 594000 USD 146541.43 N N N BWS058263 IRS USD R V 00MSOFR N/A 99S1NXPO4 17179000 PA USD 1603635.43 0.3654157064 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2027-05-15 45131.79 USD 0 USD 17179000 USD 1558503.64 N N N BWS060863 IRS USD R V 00MSOFR N/A 99S1OI5I1 980000 PA USD 89306.85 0.0203500902 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2028-08-15 6524.79 USD 0 USD 980000 USD 82782.06 N N N BWS060988 IRS USD R V 00MSOFR N/A 99S1OJTO0 3490000 PA USD 149738.45 0.0341204618 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2031-10-20 13722.91 USD 0 USD 3490000 USD 136015.54 N N N BWS061002 IRS USD R V 12MUSCPI N/A 99S1OK166 3480000 PA USD 129850.46 0.0295886438 N/A DIR US N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2026-10-20 0 USD 1825.96 USD 3480000 USD 131676.42 N N N BWS063123 IRS USD R V 00MSOFR N/A 99S1ORFF6 2942000 PA USD 253192.4 0.0576942103 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2028-08-15 0 USD 189.81 USD 2942000 USD 253382.21 N N N BWS063222 IRS USD R V 00MSOFR N/A 99S1P15L0 4000000 PA USD 124158.68 0.0282916746 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2026-11-20 0 USD 9570.14 USD 4000000 USD 133728.82 N N N BWS063248 IRS USD R V 00MUSCPI N/A 99S1P1795 3530000 PA USD 107303.88 0.0244510207 N/A DIR US N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2023-11-18 0 USD 19505.7 USD 3530000 USD 126809.58 N N N BWS069120 IRS USD R V 00MSOFR N/A 99S1QDTF0 580000 PA USD 113045.94 0.0257594471 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2047-05-15 25405.07 USD 0 USD 580000 USD 87640.87 N N N BWS073262 IRS USD R V 00MSOFR N/A 99S1QRV09 226000 PA USD 43313.08 0.0098696246 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2047-08-15 22723.89 USD 0 USD 226000 USD 20589.19 N N N BWS074104 IRS USD R V 00MSOFR N/A 99S1R0QL7 1542000 PA USD 101449.54 0.0231170094 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2032-03-18 10018.17 USD 0 USD 1542000 USD 91431.37 N N N BWS074468 IRS USD R V 00MSOFR N/A 99S1RNQC7 1900000 PA USD 44798.24 0.0102080437 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2052-04-21 3407.67 USD 0 USD 1900000 USD 41390.57 N N N BWS074823 IRS USD R V 00MSOFR N/A 99S1S31U7 3019000 PA USD -19318.55 -0.0044020614 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2029-02-15 0 USD 3871.57 USD 3019000 USD -15446.98 N N N CAESARS RESORT COLLECTION LLC 549300V3UCT773B1KR38 12769LAB5 491183.82 PA USD 472047.3 0.107564035 Long LON CORP US N 2 2024-12-23 Floating 0 N N N N N N CALIFORNIA ST N/A 13063CFT2 50000 PA USD 51630.19 0.0117648201 Long DBT MUN US N 2 2043-11-01 Fixed 5 N N N N N N CAMERON LNG LLC 549300C39FLHGVD73K22 133434AA8 40000 PA USD 35312.3 0.0080465103 Long DBT CORP US Y 2 2031-07-15 Fixed 2.902 N N N N N N CAMERON LNG LLC 549300C39FLHGVD73K22 133434AB6 130000 PA USD 111623.33 0.0254352811 Long DBT CORP US Y 2 2035-01-15 Fixed 3.302 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607GRK2 120000 PA USD 116650.49 0.0265808053 Long DBT CORP CA N 2 2023-06-23 Fixed 0.95 N N N N Y N/A N/A XXXX N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCL7 2695000 PA USD 2622742.9 0.5976367393 Long DBT CORP US N 2 2024-12-06 Floating 1.86884 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BL7 180000 PA USD 176467.96 0.040211237 Long DBT CORP US Y 2 2023-07-23 Fixed 1.375 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAS3 20000 PA USD 15235.84 0.0034717462 Long DBT CORP US N 2 2050-04-05 Fixed 3.577 N N N N N N CASTLELAKE AVIATION ONE DSGNTD N/A 14855NAB2 317250.88 PA USD 302736.65 0.0689837133 Long LON CORP US N 2 2026-10-22 Floating 0 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 30000 PA USD 24950 0.0056852834 Long DBT CORP US Y 2 2030-08-15 Fixed 4.5 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCN1 840000 PA USD 678300 0.1545622334 Long DBT CORP US N 2 2032-05-01 Fixed 4.5 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCQ4 70000 PA USD 57750 0.0131593233 Long DBT CORP US Y 2 2032-02-01 Fixed 4.75 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 70000 PA USD 65145.5 0.0148445142 Long DBT CORP US N 2 2027-12-15 Fixed 4.25 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 120000 PA USD 111324.3 0.025367142 Long DBT CORP US N 2 2029-12-15 Fixed 4.625 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 10000 PA USD 8287.5 0.0018884483 Long DBT CORP US N 2 2030-10-15 Fixed 3 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAZ4 10000 PA USD 7955 0.0018126825 Long DBT CORP US N 2 2031-08-01 Fixed 2.625 N N N N N N CHANGE HEALTHCARE HLDGS INC 549300GHXFJ3EKF50583 15911AAC7 188014.64 PA USD 182586.66 0.0416054872 Long LON CORP US N 2 2024-03-01 Floating 0 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175AY0 270000 PA USD 270399.64 0.0616151736 Long DBT CORP US N 2 2025-07-23 Fixed 4.908 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175BA1 160000 PA USD 155922.64 0.0355296351 Long DBT CORP US N 2 2045-10-23 Fixed 6.484 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175BC7 60000 PA USD 60588.4 0.0138061012 Long DBT CORP US N 2 2055-10-23 Fixed 6.834 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175BK9 190000 PA USD 178944.76 0.0407756181 Long DBT CORP US N 2 2028-03-15 Fixed 4.2 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175BL7 20000 PA USD 17118.85 0.0039008222 Long DBT CORP US N 2 2047-05-01 Fixed 5.375 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175BM5 100000 PA USD 89221.74 0.0203306965 Long DBT CORP US N 2 2038-04-01 Fixed 5.375 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175BR4 360000 PA USD 347169.96 0.0791086015 Long DBT CORP US N 2 2029-03-30 Fixed 5.05 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175BS2 40000 PA USD 33291.74 0.0075860912 Long DBT CORP US N 2 2049-07-01 Fixed 5.125 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175BT0 100000 PA USD 79876.79 0.0182012901 Long DBT CORP US N 2 2050-03-01 Fixed 4.8 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175CE2 60000 PA USD 41835.84 0.0095330103 Long DBT CORP US N 2 2042-03-01 Fixed 3.5 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175CJ1 140000 PA USD 125179.61 0.0285243109 Long DBT CORP US N 2 2033-04-01 Fixed 4.4 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175CL6 80000 PA USD 68362.01 0.0155774509 Long DBT CORP US N 2 2063-04-01 Fixed 5.5 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAL5 170000 PA USD 133875 0.030505704 Long DBT CORP US Y 2 2032-01-31 Fixed 3.25 N N N N N N CHEVRON CORP N/A 166764BX7 110000 PA USD 101265.23 0.0230750112 Long DBT CORP US N 2 2027-05-11 Fixed 1.995 N N N N N N CHEVRON CORP N/A 166764CA6 20000 PA USD 16096.8 0.0036679306 Long DBT CORP US N 2 2050-05-11 Fixed 3.078 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AR7 300000 PA USD 298455.77 0.0680082418 Long DBT CORP US N 2 2028-01-15 Fixed 3.85 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 00440EAV9 120000 PA USD 117493.21 0.0267728335 Long DBT CORP US N 2 2026-05-03 Fixed 3.35 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AF7 161000 PA USD 161372.23 0.0367714172 Long DBT CORP US N 2 2023-07-15 Fixed 3.75 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AG5 100000 PA USD 100208.96 0.0228343221 Long DBT CORP US N 2 2025-11-15 Fixed 4.125 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AH3 760000 PA USD 754036.02 0.1718199784 Long DBT CORP US N 2 2028-10-15 Fixed 4.375 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AK6 20000 PA USD 19312.65 0.004400717 Long DBT CORP US N 2 2048-12-15 Fixed 4.9 N N N N N N CINTAS CORPORATION NO. 2 549300QVUQTTKMTE0G41 17252MAN0 160000 PA USD 158233.08 0.0360561083 Long DBT CORP US N 2 2027-04-01 Fixed 3.7 N N N N N N CITADEL SECURITIES LP 549300NV5RXBUS3X7L47 17288YAD4 52704.34 PA USD 50579.83 0.0115254777 Long LON CORP US N 2 2028-02-02 Floating 0 N N N N N N CITIGROUP COMMERCIAL MORTGAGE N/A 17322VAW6 350000 PA USD 343125.72 0.0781870524 Long ABS-O CORP US N 2 2047-07-10 Floating 4.175 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967BL4 20000 PA USD 21850.71 0.0049790573 Long DBT CORP US N 2 2032-06-15 Fixed 6.625 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967EW7 50000 PA USD 65295.47 0.0148786874 Long DBT CORP US N 2 2039-07-15 Fixed 8.125 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967GD7 50000 PA USD 48990 0.0111632077 Long DBT CORP US N 2 2049-07-29 Fixed 5.95 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HQ7 60000 PA USD 55853.5 0.0127271734 Long DBT CORP US N 2 2049-12-29 Fixed 6.3 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HS3 16000 PA USD 15394.35 0.0035078654 Long DBT CORP US N 2 2044-05-06 Fixed 5.3 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JC6 670000 PA USD 660806.9 0.150576132 Long DBT CORP US N 2 2026-11-20 Fixed 4.3 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JM4 150000 PA USD 139249.47 0.0317303687 Long DBT CORP US N 2 2049-12-29 Fixed 5.95 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JU6 181000 PA USD 166326.38 0.0379003048 Long DBT CORP US N 2 2045-07-30 Fixed 4.65 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KA8 480000 PA USD 470734.66 0.1072649276 Long DBT CORP US N 2 2027-09-29 Fixed 4.45 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KR1 40000 PA USD 35914.34 0.0081836954 Long DBT CORP US N 2 2046-05-18 Fixed 4.75 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KU4 150000 PA USD 144175.03 0.0328527416 Long DBT CORP US N 2 2028-07-25 Fixed 4.125 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MD0 70000 PA USD 65556.94 0.0149382678 Long DBT CORP US N 2 2048-07-23 Fixed 4.65 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ME8 180000 PA USD 169114.22 0.0385355618 Long DBT CORP US N 2 2030-03-20 Fixed 3.98 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 410000 PA USD 392433.59 0.0894226922 Long DBT CORP US N 2 2031-03-31 Fixed 4.412 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 170000 PA USD 143249.89 0.0326419327 Long DBT CORP US N 2 2031-06-03 Fixed 2.572 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NN7 510000 PA USD 460786.38 0.1049980422 Long DBT CORP US N 2 2033-03-17 Fixed 3.785 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NS6 50000 PA USD 49748.43 0.011336029 Long DBT CORP US N 2 2028-05-24 Fixed 4.658 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NU1 130000 PA USD 128356.65 0.0292482537 Long DBT CORP US N 2 2033-05-24 Fixed 4.91 N N N N N N CITIGROUP MORTGAGE LOAN TRUST N/A 17312VAV0 1535675.09 PA USD 741295.86 0.1689169154 Long ABS-O CORP US N 2 2037-05-25 Floating 1.97357 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 C8000CAG8 380343.56 PA USD 354194.94 0.0807093631 Long LON CORP CA N 2 2026-04-30 Floating 0 N N N N N N CLOUDERA, INC. 549300PGONC4JOI0RG62 74339VAB4 199500 PA USD 183041.25 0.0417090733 Long LON CORP US N 2 2028-10-08 Floating 0 N N N N N N CMG MEDIA CORPORATION N/A 88145LAE4 438670.86 PA USD 403213.09 0.0918789853 Long LON CORP US N 2 2026-12-17 Floating 0 N N N N N N COCA COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216CU2 250000 PA USD 226594.23 0.0516333632 Long DBT CORP US N 2 2027-06-01 Fixed 1.45 N N N N N N COCA COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216CW8 10000 PA USD 7861.67 0.0017914157 Long DBT CORP US N 2 2040-06-01 Fixed 2.5 N N N N N N COCA COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216CX6 80000 PA USD 60024.24 0.0136775477 Long DBT CORP US N 2 2050-06-01 Fixed 2.6 N N N N N N COLLEGE AVE STUDENT LOANS N/A 19421UAB0 275221.48 PA USD 265192.79 0.060428704 Long ABS-O CORP US Y 2 2048-12-28 Fixed 3.28 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NAK7 41000 PA USD 48006.12 0.0109390139 Long DBT CORP US N 2 2035-11-15 Fixed 6.5 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBH3 20000 PA USD 19707.07 0.0044905923 Long DBT CORP US N 2 2033-01-15 Fixed 4.25 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBS9 280000 PA USD 272853.88 0.0621744141 Long DBT CORP US N 2 2026-03-01 Fixed 3.15 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBU4 30000 PA USD 24116.81 0.0054954268 Long DBT CORP US N 2 2046-07-15 Fixed 3.4 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBZ3 20000 PA USD 17404.08 0.0039658167 Long DBT CORP US N 2 2047-08-15 Fixed 4 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCC3 80000 PA USD 69611.66 0.015862205 Long DBT CORP US N 2 2047-11-01 Fixed 3.969 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCE9 20000 PA USD 17553.94 0.0039999649 Long DBT CORP US N 2 2049-11-01 Fixed 3.999 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCK5 50000 PA USD 43753.23 0.0099699203 Long DBT CORP US N 2 2048-03-01 Fixed 4 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCN9 10000 PA USD 10053.92 0.0022909573 Long DBT CORP US N 2 2058-10-15 Fixed 4.95 N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCT6 180000 PA USD 179716.9 0.0409515634 Long DBT CORP US N 2 2028-10-15 Fixed 4.15 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCU3 230000 PA USD 227319.66 0.0517986648 Long DBT CORP US N 2 2030-10-15 Fixed 4.25 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCY5 30000 PA USD 24773.57 0.0056450808 Long DBT CORP US N 2 2039-11-01 Fixed 3.25 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCZ2 40000 PA USD 32033.93 0.0072994778 Long DBT CORP US N 2 2050-02-01 Fixed 3.45 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDG3 180000 PA USD 169396.34 0.0385998476 Long DBT CORP US N 2 2030-04-01 Fixed 3.4 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDH1 80000 PA USD 70445.03 0.0160521026 Long DBT CORP US N 2 2040-04-01 Fixed 3.75 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDK4 120000 PA USD 116283.23 0.0264971189 Long DBT CORP US N 2 2027-04-01 Fixed 3.3 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDL2 30000 PA USD 21380.13 0.0048718276 Long DBT CORP US N 2 2051-01-15 Fixed 2.8 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDS7 320000 PA USD 230438.1 0.0525092546 Long DBT CORP US N 2 2051-11-01 Fixed 2.887 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 14916RAD6 20000 PA USD 18150.34 0.0041358648 Long DBT CORP US N 2 2042-11-01 Fixed 4.35 N N N N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 2027A0KG3 3290000 PA USD 3227687.4 0.7354836699 Long DBT CORP AU Y 2 2025-07-07 Floating 1.107865 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 20000 PA USD 16133.9 0.0036763845 Long DBT CORP US Y 2 2029-09-01 Fixed 4.75 N N N N N N COMMSCOPE INC 254900AW4CEPCQWSRI58 20338QAD5 60000 PA USD 55154.17 0.0125678191 Long DBT CORP US Y 2 2026-03-01 Fixed 6 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FX6 70000 PA USD 65362.28 0.0148939112 Long DBT CORP US N 2 2030-04-01 Fixed 3.35 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FY4 50000 PA USD 43685.65 0.0099545211 Long DBT CORP US N 2 2050-04-01 Fixed 3.95 N N N N N N CONOCOPHILLIPS COMPANY WPTL2Z3FIYTHSP5V2253 208251AE8 75000 PA USD 86053.75 0.0196088159 Long DBT CORP US N 2 2029-04-15 Fixed 6.95 N N N N N N CONSECO FINANCIAL CORP N/A 393505MR0 498400.66 PA USD 517876.91 0.118007094 Long ABS-O CORP US N 2 2027-06-15 Fixed 7.75 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBK3 80000 PA USD 79434.5 0.0181005068 Long DBT CORP US N 2 2027-05-09 Fixed 4.35 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBM9 60000 PA USD 59823.77 0.0136318672 Long DBT CORP US N 2 2024-05-09 Fixed 3.6 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AS0 130000 PA USD 122200 0.0278453559 Long DBT CORP US N 2 2028-01-15 Fixed 4.375 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 250000 PA USD 240922.5 0.0548983041 Long DBT CORP US Y 2 2031-01-15 Fixed 5.75 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AU5 70000 PA USD 62047.14 0.0141385 Long DBT CORP US Y 2 2026-11-15 Fixed 2.268 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 21684AAC0 470000 PA USD 466499.67 0.1062999128 Long DBT CORP NL N 2 2025-08-04 Fixed 4.375 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160KAN5 190000 PA USD 170980.75 0.0389608825 Long DBT CORP US N 2 2027-06-20 Fixed 1.375 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160KAP0 110000 PA USD 93018.79 0.0211959191 Long DBT CORP US N 2 2030-04-20 Fixed 1.6 N N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 127097AE3 230000 PA USD 220838.53 0.0503218287 Long DBT CORP US Y 2 2027-05-15 Fixed 3.9 N N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 127097AH6 220000 PA USD 216224.58 0.0492704615 Long DBT CORP US Y 2 2029-03-15 Fixed 4.375 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN T N/A 02147FAQ9 42288.81 PA USD 42311.19 0.0096413269 Long ABS-O CORP US N 2 2036-07-25 Floating 22.10572 N N N N N N CREDIT AGRICOLE LONDON N/A 22535WAG2 270000 PA USD 248536.34 0.0566332475 Long DBT CORP FR Y 2 2026-06-16 Fixed 1.907 N N N N Y N/A N/A XXXX N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AP3 250000 PA USD 221709.25 0.0505202371 Long DBT CORP CH Y 2 2031-04-01 Fixed 4.194 N N N N Y N/A N/A XXXX N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AQ1 480000 PA USD 435447.72 0.099224196 Long DBT CORP CH Y 2 2026-06-05 Fixed 2.193 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AU2 350000 PA USD 279256.18 0.0636332874 Long DBT CORP CH Y 2 2032-05-14 Fixed 3.091 N N N N Y N/A N/A XXXX N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AX6 470000 PA USD 479987.5 0.1093733451 Long DBT CORP CH Y 2 2099-12-31 Fixed 9.75 N N N N N N CREDIT SUISSE MORTGAGE TRUST N/A 12597HAA4 2494398.88 PA USD 2431904.96 0.5541510572 Long ABS-O CORP US Y 2 2022-12-15 Floating 4.347511 N N N N N N CREDIT SUISSE MORTGAGE TRUST 549300818AKCJ4Q9TD76 12649AAC3 190000 PA USD 178749.97 0.0407312319 Long ABS-O CORP US Y 2 2037-09-15 Fixed 3.953 N N N N N N CREDIT SUISSE MORTGAGE TRUST 549300818AKCJ4Q9TD76 12649AAQ2 140000 PA USD 96600 0.0220119589 Long ABS-O CORP US Y 2 2037-09-15 Fixed 4.3733 N N N N N N CREDIT SUISSE MORTGAGE TRUST 549300818AKCJ4Q9TD76 12649AAS8 2440000 PA USD 1473674.84 0.3358019676 Long ABS-O CORP US Y 2 2037-09-15 Fixed 4.3733 N N N N N N CREDIT SUISSE MORTGAGE TRUST N/A 12650BAS2 696320.29 PA USD 344876.37 0.0785859679 Long ABS-O CORP US Y 2 2036-10-27 Floating 1.62571 N N N N N N CREDIT SUISSE MORTGAGE TRUST N/A 12651QAS8 1160000 PA USD 1035192.82 0.2358863545 Long ABS-O CORP US Y 2 2032-07-15 Floating 6.674 N N N N N N CREDIT SUISSE MORTGAGE TRUST N/A 12657PAA3 559195.99 PA USD 556036.59 0.1267024284 Long ABS-O CORP US Y 2 2047-07-25 Floating 3.54757 N N N N N N CREDIT SUISSE MORTGAGE TRUST N/A 12666KAA3 130000 PA USD 129687.47 0.0295515038 Long ABS-O CORP US Y 2 2039-06-15 Floating 3.974 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 250000 PA USD 225037.5 0.0512786357 Long DBT CORP US Y 2 2029-02-01 Fixed 6.5 N N N N N N CTR PARTNERSHIP/CARETRST 254900L7G64R08G6RJ22 126458AE8 20000 PA USD 16800 0.0038281668 Long DBT CORP US Y 2 2028-06-30 Fixed 3.875 N N N N N N Currency Forward Contract N/A N/A 4638051.37 PA USD -133482.47 -0.0304162593 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 4771533.84 USD 5970000 CAD 2022-07-19 -133482.47 N N N Currency Forward Contract N/A N/A 7440107.18 PA USD -226196.05 -0.0515426311 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 7666303.23 USD 9576746 CAD 2022-07-19 -226196.05 N N N Currency Forward Contract N/A N/A 422845.91 PA USD -42611.47 -0.0097097508 N/A DFE US N N/A MORGAN STANLEY CAPITAL SERVICES INC I7331LVCZKQKX5T7XV54 465457.38 USD 6889002 ZAR 2022-07-19 -42611.47 N N N Currency Forward Contract N/A N/A 1545254.28 PA USD -55520.99 -0.0126514053 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 1600775.27 USD 23023950712 IDR 2022-07-19 -55520.99 N N N Currency Forward Contract N/A N/A 563691 PA USD -983.81 -0.0002241779 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 564674.81 USD 11364250.05 MXN 2022-07-19 -983.81 N N N Currency Forward Contract N/A N/A 1502258.59 PA USD 68276.41 0.0155579455 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 10055443 CNY 1570535 USD 2022-07-19 68276.41 N N N Currency Forward Contract N/A N/A 80590.51 PA USD 3563.78 0.0008120681 N/A DFE US N N/A MORGAN STANLEY CAPITAL SERVICES INC I7331LVCZKQKX5T7XV54 76833.59 EUR 84154.29 USD 2022-07-19 3563.78 N N N Currency Forward Contract N/A N/A 4739042.09 PA USD -459815.16 -0.1047767331 N/A DFE US N N/A GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 5198857.25 USD 642474779 JPY 2022-07-19 -459815.16 N N N Currency Forward Contract N/A N/A 5167846.36 PA USD -432190.5 -0.0984819828 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 5600036.86 USD 7486330 AUD 2022-07-19 -432190.5 N N N Currency Forward Contract N/A N/A 3204743.41 PA USD -234087.38 -0.0533408053 N/A DFE US N N/A GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 3438830.79 USD 2632114.13 GBP 2022-07-19 -234087.38 N N N Currency Forward Contract N/A N/A 657774.62 PA USD -55475.25 -0.0126409827 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 680000 EUR 6477397.8 NOK 2022-07-19 -55475.25 N N N Currency Forward Contract N/A N/A 597241.42 PA USD -52025.74 -0.0118549529 N/A DFE US N N/A MORGAN STANLEY CAPITAL SERVICES INC I7331LVCZKQKX5T7XV54 619000 EUR 5881300.61 NOK 2022-07-19 -52025.74 N N N Currency Forward Contract N/A N/A 101474.74 PA USD 7698.51 0.0017542369 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 147000 AUD 109173.25 USD 2022-07-19 7698.51 N N N Currency Forward Contract N/A N/A 928132.48 PA USD -102769.37 -0.0234177552 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 1030901.85 USD 4878227.56 BRL 2022-07-19 -102769.37 N N N Currency Forward Contract N/A N/A 928132.48 PA USD 23611.88 0.0053803699 N/A DFE US N N/A MORGAN STANLEY CAPITAL SERVICES INC I7331LVCZKQKX5T7XV54 4878227.56 BRL 951744.36 USD 2022-07-19 23611.88 N N N Currency Forward Contract N/A N/A 2362031.37 PA USD 16325.61 0.0037200689 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 3040356 CAD 2378356.98 USD 2022-07-19 16325.61 N N N Currency Forward Contract N/A N/A 681037.23 PA USD -16326.71 -0.0037203196 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 13730000 MXN 664710.52 USD 2022-07-19 -16326.71 N N N Currency Forward Contract N/A N/A 2463235.35 PA USD 45765.74 0.0104285051 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 36701667922 IDR 2509001.09 USD 2022-07-19 45765.74 N N N Currency Forward Contract N/A N/A 708963.23 PA USD -17642.07 -0.0040200468 N/A DFE US N N/A MORGAN STANLEY CAPITAL SERVICES INC I7331LVCZKQKX5T7XV54 14293000 MXN 691321.16 USD 2022-07-19 -17642.07 N N N Currency Forward Contract N/A N/A 261175.32 PA USD -543.28 -0.0001237956 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 249000 EUR 260632.04 USD 2022-07-19 -543.28 N N N Currency Forward Contract N/A N/A 106997.18 PA USD 2530.47 0.0005766108 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 155000 AUD 109527.65 USD 2022-07-19 2530.47 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CN8 100000 PA USD 96801.76 0.0220579334 Long DBT CORP US N 2 2045-07-20 Fixed 5.125 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CX6 578000 PA USD 572834.43 0.130530103 Long DBT CORP US N 2 2028-03-25 Fixed 4.3 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 120000 PA USD 115595.19 0.0263403372 Long DBT CORP US N 2 2048-03-25 Fixed 5.05 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DJ6 150000 PA USD 140569.08 0.0320310644 Long DBT CORP US N 2 2030-04-01 Fixed 3.75 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DK3 120000 PA USD 105115.43 0.023952345 Long DBT CORP US N 2 2040-04-01 Fixed 4.125 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DL1 30000 PA USD 26051.3 0.0059362334 Long DBT CORP US N 2 2050-04-01 Fixed 4.25 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DQ0 30000 PA USD 24088.7 0.0054890215 Long DBT CORP US N 2 2031-02-28 Fixed 1.875 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DR8 140000 PA USD 113876.04 0.0259485996 Long DBT CORP US N 2 2031-09-15 Fixed 2.125 N N N N N CVS PASS THROUGH TRUST 549300EJG376EN5NQE29 126650AW0 4890.65 PA USD 4949.83 0.0011279033 Long DBT CORP US Y 2 2027-01-11 Fixed 5.298 N N N N N N CVS PASS THROUGH TRUST 549300EJG376EN5NQE29 126650BC3 61606.51 PA USD 64884.48 0.0147850363 Long DBT CORP US N 2 2028-01-10 Fixed 5.88 N N N N N N CVS PASS THROUGH TRUST 549300EJG376EN5NQE29 126650BP4 56641.77 PA USD 58192.32 0.0132601134 Long DBT CORP US N 2 2028-12-10 Fixed 6.036 N N N N N N CVS PASS THROUGH TRUST 549300EJG376EN5NQE29 126650BQ2 52208.4 PA USD 55666.76 0.0126846215 Long DBT CORP US N 2 2030-01-10 Fixed 6.943 N N N N N N DANONE SA 969500KMUQ2B6CBAF162 23636TAD2 310000 PA USD 306496.16 0.0698403819 Long DBT CORP FR Y 2 2023-11-02 Fixed 2.589 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAT8 240000 PA USD 242280.85 0.0552078273 Long DBT CORP DK Y 2 2024-01-12 Fixed 5.375 N N N N N N DCERT BUYER INC 549300EF826JEEUCHZ67 24022KAB5 112274.72 PA USD 107021.39 0.0243866505 Long LON CORP US N 2 2026-10-16 Floating 0 N N N N N N DEERE + COMPANY PWFTNG3EI0Y73OXWDH08 244199BJ3 60000 PA USD 56170.77 0.0127994688 Long DBT CORP US N 2 2030-04-15 Fixed 3.1 N N N N N N DEERE + COMPANY PWFTNG3EI0Y73OXWDH08 244199BK0 260000 PA USD 239393.86 0.0545499774 Long DBT CORP US N 2 2050-04-15 Fixed 3.75 N N N N N DEERFIELD DAKOTA HOLDING LLC 549300FDREJLOIGXY104 24440EAB3 279680.14 PA USD 261151.33 0.0595077883 Long LON CORP US N 2 2027-04-09 Floating 0 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZP6 90000 PA USD 89100 0.0203029559 Long DBT CORP US N 2 2023-04-19 Fixed 3.8 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZU5 180000 PA USD 166725 0.0379911372 Long DBT CORP US N 2 2024-10-28 Fixed 2.9 N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 1670000 PA USD 1691786.37 0.3855024028 Long DBT CORP US Y 2 2025-05-01 Fixed 7 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZZ4 380000 PA USD 378955 0.0863513654 Long DBT CORP US N 2 2026-01-15 Fixed 7.375 N N N N N DELTA AIR LINES/SKYMILES Q2CCMS6R0AS67HJMBN42 830867AA5 320000 PA USD 311118.58 0.0708936792 Long DBT CORP NA Y 2 2025-10-20 Fixed 4.5 N N N N N N DELTA AIR LINES/SKYMILES Q2CCMS6R0AS67HJMBN42 830867AB3 300000 PA USD 283777.54 0.0646635565 Long DBT CORP NA Y 2 2028-10-20 Fixed 4.75 N N N N N N DEUTSCHE BANK COMMERCIAL MORTG N/A 23312VAE6 160000 PA USD 151119.01 0.034435046 Long ABS-O CORP US N 2 2049-08-10 Fixed 2.632 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAL7 140000 PA USD 139669.29 0.0318260318 Long DBT CORP US N 2 2041-07-15 Fixed 5.6 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAN3 10000 PA USD 9103.62 0.0020744152 Long DBT CORP US N 2 2042-05-15 Fixed 4.75 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAU7 440000 PA USD 410049.28 0.0934367279 Long DBT CORP US N 2 2045-06-15 Fixed 5 N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAV5 120000 PA USD 125022.33 0.028488472 Long DBT CORP US N 2 2025-12-15 Fixed 5.85 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBB8 30000 PA USD 31194.94 0.0071082996 Long DBT CORP US N 2 2023-08-01 Fixed 8.25 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBD4 32000 PA USD 32414.11 0.0073861083 Long DBT CORP US N 2 2027-10-15 Fixed 5.25 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBE2 26000 PA USD 26550.55 0.006049996 Long DBT CORP US N 2 2028-06-15 Fixed 5.875 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAM1 10000 PA USD 9774.25 0.0022272297 Long DBT CORP US N 2 2026-12-01 Fixed 3.25 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAN9 160000 PA USD 146896.63 0.0334729046 Long DBT CORP US N 2 2029-12-01 Fixed 3.5 N N N N N N DISH DBS CORP N/A 25470XBE4 120000 PA USD 93630.6 0.0213353305 Long DBT CORP US Y 2 2026-12-01 Fixed 5.25 N N N N N N DISH DBS CORP N/A 25470XBF1 120000 PA USD 88849.2 0.0202458069 Long DBT CORP US Y 2 2028-12-01 Fixed 5.75 N N N N N N DIVIDEND SOLAR LOANS LLC N/A 255388AA8 795769.65 PA USD 743130.84 0.169335047 Long ABS-O CORP US Y 2 2039-08-22 Fixed 3.67 N N N N N N DP WORLD PLC 549300M3U2DNF4QVSS04 23330JAB7 330000 PA USD 308709.06 0.0703446289 Long DBT CORP AE Y 2 2048-09-25 Fixed 5.625 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAF7 260000 PA USD 248766.38 0.0566856661 Long DBT CORP US N 2 2029-02-01 Fixed 3.65 N N N N N N EATON CORP 0NZWDMRCE180888QQE14 278062AC8 240000 PA USD 239898.22 0.0546649044 Long DBT CORP US N 2 2022-11-02 Fixed 2.75 N N N N N N EATON CORP 0NZWDMRCE180888QQE14 278062AE4 40000 PA USD 36074.66 0.0082202271 Long DBT CORP US N 2 2042-11-02 Fixed 4.15 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AJ8 770000 PA USD 523087.95 0.1191945184 Long DBT CORP CO N 2 2045-05-28 Fixed 5.875 N N N N N N EL PASO NATURAL GAS N/A 283695BK9 289000 PA USD 338102.78 0.0770424898 Long DBT CORP US N 2 2032-06-15 Fixed 8.375 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAH3 20000 PA USD 14991.87 0.0034161535 Long DBT CORP US N 2 2099-12-31 Fixed 6.25 N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAL4 160000 PA USD 133510.17 0.0304225712 Long DBT CORP US N 2 2099-12-31 Fixed 6.75 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 150000 PA USD 128722.73 0.0293316713 Long DBT CORP US N 2 2099-12-31 Fixed 7.125 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 50000 PA USD 44195.88 0.0100707857 Long DBT CORP US N 2 2099-12-31 Fixed 6.5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 50000 PA USD 49352.18 0.0112457366 Long DBT CORP US N 2 2028-06-15 Fixed 4.95 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 80000 PA USD 79393.59 0.0180911847 Long DBT CORP US N 2 2029-04-15 Fixed 5.25 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAP8 170000 PA USD 161727.92 0.0368524672 Long DBT CORP US N 2 2025-05-15 Fixed 2.9 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 430000 PA USD 387851.18 0.0883785119 Long DBT CORP US N 2 2030-05-15 Fixed 3.75 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 260000 PA USD 253355.43 0.0577313594 Long DBT CORP US N 2 2049-04-15 Fixed 6.25 N N N N N N ENERGY TRANSFER LP 5493006LL0CKP8WQW329 86765BAP4 20000 PA USD 17427.16 0.0039710759 Long DBT CORP US N 2 2044-04-01 Fixed 5.3 N N N N N N ENERGY TRANSFER LP 5493006LL0CKP8WQW329 86765BAV1 40000 PA USD 35303.35 0.0080444709 Long DBT CORP US N 2 2047-10-01 Fixed 5.4 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VAV5 40000 PA USD 40416.48 0.0092095849 Long DBT CORP US N 2 2042-02-15 Fixed 5.7 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBR3 40000 PA USD 31634.27 0.0072084084 Long DBT CORP US N 2 2078-02-15 Fixed 5.375 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBT9 980000 PA USD 959125.57 0.2185531332 Long DBT CORP US N 2 2028-10-16 Fixed 4.15 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBY8 10000 PA USD 7866.18 0.0017924434 Long DBT CORP US N 2 2051-01-31 Fixed 3.7 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAN1 200000 PA USD 185158.98 0.0421916342 Long DBT CORP US N 2 2035-04-01 Fixed 3.9 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAP6 70000 PA USD 70605 0.0160885545 Long DBT CORP US N 2 2026-01-15 Fixed 4.15 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAT8 40000 PA USD 41560.26 0.0094702147 Long DBT CORP US N 2 2050-04-15 Fixed 4.95 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAU5 60000 PA USD 60372.29 0.0137568568 Long DBT CORP US N 2 2030-04-15 Fixed 4.375 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAC4 10000 PA USD 8640.68 0.0019689264 Long DBT CORP US N 2 2028-07-15 Fixed 5.5 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAF6 280000 PA USD 260565.2 0.0593742286 Long DBT CORP US N 2 2027-10-01 Fixed 3.9 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAG4 50000 PA USD 53373.5 0.012162063 Long DBT CORP US N 2 2030-02-01 Fixed 7.5 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAH2 20000 PA USD 20604.8 0.0046951554 Long DBT CORP US N 2 2025-02-01 Fixed 6.625 N N N N N N EQUATE PETROCHEMICAL BV 635400Y3Z5R4NJSMQ630 29441WAC9 230000 PA USD 225419.32 0.0513656399 Long DBT CORP NL Y 2 2026-11-03 Fixed 4.25 N N N N N N EUR 1Y MIDCV OP JUL22C 97.375 N/A ADI25VTN4 80 NC USD 3000 0.0006836012 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF40 Call Purchased Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 FUT EURODOLLAR 1YR MID CURVE N/A N/A N/A OU N/A USD N/A N/A US US Long 90 Day Eurodollar Time Deposit Prin $1 mil 2022-09-16 193590 USD 100 USD 97.375 USD 2022-07-15 XXXX -13168 N N N EUR 1Y MIDCV OP SEP22C 97.375 N/A ADI2562X6 -127 NC USD -38100 -0.0086817354 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF40 Call Written Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 FUT EURODOLLAR 1YR MID CURVE N/A N/A N/A OU N/A USD N/A N/A US US Short 90 Day Eurodollar Time Deposit Prin $1 mil 2022-09-16 -307324.125 USD 100 USD 97.375 USD 2022-09-16 XXXX 6033.3 N N N EUR 1Y MIDCV OP SEP22C 97.5 N/A ADI2509F1 -37 NC USD -8787.5 -0.0020023819 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF40 Call Written Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 FUT EURODOLLAR 1YR MID CURVE N/A N/A N/A OU N/A USD N/A N/A US US Short 90 Day Eurodollar Time Deposit Prin $1 mil 2022-09-16 -89535.375 USD 100 USD 97.5 USD 2022-09-16 XXXX -2390.2 N N N EUR 1Y MIDCV OP SEP22C 97.625 N/A ADI253X68 -80 NC USD -15000 -0.003418006 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF40 Call Written Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 FUT EURODOLLAR 1YR MID CURVE N/A N/A N/A OU N/A USD N/A N/A US US Short 90 Day Eurodollar Time Deposit Prin $1 mil 2022-09-16 -193590 USD 100 USD 97.625 USD 2022-09-16 XXXX -4718 N N N EURO-BOBL FUTURE SEP22 N/A ADI22MS32 9 NC 0 0 N/A DIR DE N 1 EUREX Exchange (EUREX Frankfurt AG) 529900UT4DG0LG5R9O07 Long German Government 5 Year Bond 2022-09-08 1171304.19 EUR -14064.33 N N N EURO-BUXL 30Y BND SEP22 N/A ADI22N444 -2 NC 0 0 N/A DIR DE N 1 EUREX Exchange (EUREX Frankfurt AG) 529900UT4DG0LG5R9O07 Short German Government 30 Year Bond 2022-09-08 -342805.4 EUR 31142.56 N N N EURO-OAT FUTURE SEP22 N/A ADI22MSK4 16 NC 0 0 N/A DIR DE N 1 EUREX Exchange (EUREX Frankfurt AG) 529900UT4DG0LG5R9O07 Long French Government 10 Year Bond 2022-09-08 2322760.22 EUR -70358.52 N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAC5 40000 PA USD 42262.74 0.0096302867 Long DBT CORP US N 2 2035-06-15 Fixed 5.625 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAT9 130000 PA USD 127647.8 0.0290867301 Long DBT CORP US N 2 2026-03-01 Fixed 3.043 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAW2 200000 PA USD 183473.76 0.0418076281 Long DBT CORP US N 2 2046-03-01 Fixed 4.114 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBG6 20000 PA USD 18976.76 0.0043241787 Long DBT CORP US N 2 2050-03-19 Fixed 4.327 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBH4 340000 PA USD 334930.63 0.0763196612 Long DBT CORP US N 2 2025-03-19 Fixed 2.992 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBK7 190000 PA USD 182647.97 0.0416194577 Long DBT CORP US N 2 2030-03-19 Fixed 3.482 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136A03E5 64728.02 PA USD 2806.08 0.0006394132 Long ABS-O USGSE US N 2 2040-04-25 Floating 4.92643 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136A1QW8 143217.06 PA USD 17785.42 0.0040527115 Long ABS-O USGSE US N 2 2041-10-25 Floating 4.92643 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136A35F4 5745.81 PA USD 5971.76 0.0013607675 Long ABS-O USGSE US N 2 2039-06-25 Fixed 6.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136A54N3 49728.71 PA USD 54841.77 0.0124966334 Long ABS-O USGSE US N 2 2042-05-25 Fixed 7 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136A5J49 57071.05 PA USD 61416.5 0.0139947979 Long ABS-O USGSE US N 2 2042-05-25 Fixed 6 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136A5LM6 63533.56 PA USD 9316.18 0.0021228506 Long ABS-O USGSE US N 2 2042-04-25 Floating 4.87643 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136A65Y6 35840.39 PA USD 3955.86 0.0009014102 Long ABS-O USGSE US N 2 2042-03-25 Floating 5.02643 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136AARL1 132099.49 PA USD 20136.48 0.0045884407 Long ABS-O USGSE US N 2 2042-12-25 Floating 4.52643 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136AAXW0 68522.42 PA USD 11839.54 0.0026978413 Long ABS-O USGSE US N 2 2042-12-25 Floating 4.52643 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136ABQF3 67781.08 PA USD 74321.05 0.0169353199 Long ABS-O USGSE US N 2 2042-07-25 Fixed 6.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136ABQH9 232709.28 PA USD 245961.28 0.0560464761 Long ABS-O USGSE US N 2 2042-04-25 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136AETS6 174731.74 PA USD 23790.22 0.0054210077 Long ABS-O USGSE US N 2 2043-06-25 Floating 4.52643 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136AHGQ7 226691.07 PA USD 28940.02 0.0065944776 Long ABS-O USGSE US N 2 2043-12-25 Floating 4.32643 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136ATQK3 81742.13 PA USD 8907.1 0.0020296348 Long ABS-O USGSE US N 2 2046-09-25 Floating 4.47643 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136AX4N2 465597.16 PA USD 66200.42 0.0150848957 Long ABS-O USGSE US N 2 2057-10-25 Floating 4.47643 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136AYSU8 138293.06 PA USD 16471.84 0.0037533899 Long ABS-O USGSE US N 2 2047-11-25 Floating 4.57643 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136BAS21 312232.81 PA USD 216828.95 0.0494081775 Long ABS-O USGSE US N 2 2050-07-25 Fixed 2 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136BBEL2 347526.28 PA USD 58600.96 0.013353229 Long ABS-O USGSE US N 2 2050-08-25 Fixed 2.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136BBMQ2 417856.05 PA USD 69237.7 0.0157769918 Long ABS-O USGSE US N 2 2050-08-25 Fixed 2.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136BCAY6 164130.41 PA USD 25938.25 0.005910473 Long ABS-O USGSE US N 2 2050-10-25 Fixed 2.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136BCD80 1139583.8 PA USD 172756.92 0.0393656131 Long ABS-O USGSE US N 2 2050-12-25 Fixed 2.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136BDEF1 183860.62 PA USD 26528.07 0.0060448736 Long ABS-O USGSE US N 2 2051-01-25 Fixed 2 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136BDR26 772773.6 PA USD 120211.58 0.0273922605 Long ABS-O USGSE US N 2 2051-02-25 Fixed 2.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136BDYC6 273912.48 PA USD 47520.25 0.0108283001 Long ABS-O USGSE US N 2 2051-02-25 Fixed 2.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31394UEC2 22077.57 PA USD 881 0.0002007509 Long ABS-O USGSE US N 2 2035-10-25 Floating 0.875009 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31395BT78 31176.91 PA USD 1457.23 0.0003320547 Long ABS-O USGSE US N 2 2036-03-25 Floating 1.1221 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31395NQ59 63795.82 PA USD 4477.04 0.00102017 Long ABS-O USGSE US N 2 2036-07-25 Floating 1.754175 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31396L4S6 50992.22 PA USD 3017.6 0.0006876117 Long ABS-O USGSE US N 2 2036-12-25 Floating 1.101234 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31396L4U1 40965.13 PA USD 2338.29 0.0005328193 Long ABS-O USGSE US N 2 2036-12-25 Floating 1.101234 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31397UUU1 278592.43 PA USD 297297.99 0.0677444218 Long ABS-O USGSE US N 2 2041-07-25 Fixed 5.5 N N N N N N FANNIE MAE CAS N/A 20753KAB8 123576.28 PA USD 123677.77 0.028182091 Long ABS-O USGSE US Y 2 2031-08-25 Floating 3.92357 N N N N N N FANNIE MAE CAS B1V7KEBTPIMZEU4LTD58 20753WAF3 80247.8 PA USD 79828.99 0.018190398 Long ABS-O USGSE US Y 2 2039-10-25 Floating 3.72357 N N N N N N FANNIE MAE CAS B1V7KEBTPIMZEU4LTD58 30711XY32 370000 PA USD 367733.6 0.0837943779 Long ABS-O USGSE US Y 2 2031-01-25 Floating 5.87357 N N N N N N FANNIEMAE ACES B1V7KEBTPIMZEU4LTD58 3136B57A7 434492.45 PA USD 407995.32 0.092968698 Long ABS-O USGSE US N 2 2029-09-25 Fixed 2.56 N N N N N N FANNIEMAE ACES B1V7KEBTPIMZEU4LTD58 3136BBBW1 1274973.48 PA USD 111766.85 0.0254679846 Long ABS-O USGSE US N 2 2034-09-25 Floating 1.55301 N N N N N N FANNIEMAE GRANTOR TRUST B1V7KEBTPIMZEU4LTD58 3136AV6R5 99471.16 PA USD 96906.78 0.022081864 Long ABS-O USGSE US N 2 2027-06-25 Fixed 2.898 N N N N N N FANNIEMAE STRIP B1V7KEBTPIMZEU4LTD58 3136FLEV4 46027.25 PA USD 2052.15 0.0004676174 Long ABS-MBS USGSE US N 2 2027-04-25 Fixed 3 N N N N N N FANNIEMAE STRIP B1V7KEBTPIMZEU4LTD58 3136FLFG6 54356.5 PA USD 8383.1 0.0019102324 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 3.5 N N N N N N FANNIEMAE STRIP B1V7KEBTPIMZEU4LTD58 3136FLFM3 62970.13 PA USD 11135.38 0.0025373864 Long ABS-MBS USGSE US N 2 2042-04-25 Fixed 4 N N N N N N FANNIEMAE STRIP B1V7KEBTPIMZEU4LTD58 3136FLFR2 41938.74 PA USD 7293.64 0.0016619804 Long ABS-MBS USGSE US N 2 2039-11-25 Fixed 4.5 N N N N N N FED HM LN PC POOL 840698 S6XOOCT0IEG5ABCC6L87 31347AX33 20266.59 PA USD 19414.64 0.0044239571 Long ABS-MBS USGSE US N 2 2047-03-01 Variable 2.098 N N N N N N FED HM LN PC POOL 841076 S6XOOCT0IEG5ABCC6L87 31288QFR6 518989.72 PA USD 504115.53 0.1148713286 Long ABS-MBS USGSE US N 2 2048-11-01 Variable 3.007 N N N N N N FED HM LN PC POOL 841077 S6XOOCT0IEG5ABCC6L87 31288QFS4 137419.85 PA USD 134412.47 0.0306281757 Long ABS-MBS USGSE US N 2 2047-11-01 Variable 2.874 N N N N N N FED HM LN PC POOL 841081 S6XOOCT0IEG5ABCC6L87 31288QFW5 220304.73 PA USD 216920.43 0.0494290228 Long ABS-MBS USGSE US N 2 2050-02-01 Variable 3.083 N N N N N N FED HM LN PC POOL C09071 S6XOOCT0IEG5ABCC6L87 31292SCG3 145463.1 PA USD 146533.53 0.0333901661 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4 N N N N N N FED HM LN PC POOL G06669 S6XOOCT0IEG5ABCC6L87 3128M8W67 9707.97 PA USD 10796.45 0.0024601554 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.5 N N N N N N FED HM LN PC POOL G06875 S6XOOCT0IEG5ABCC6L87 3128M86L3 4775.4 PA USD 5124.81 0.0011677754 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.5 N N N N N N FED HM LN PC POOL G07335 S6XOOCT0IEG5ABCC6L87 3128M9PU0 20189.94 PA USD 23168.46 0.0052793291 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 7 N N N N N N FED HM LN PC POOL G07509 S6XOOCT0IEG5ABCC6L87 3128M9VA7 8971.38 PA USD 10035.56 0.0022867737 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.5 N N N N N N FED HM LN PC POOL G60985 S6XOOCT0IEG5ABCC6L87 31335BCW4 1251474.47 PA USD 1193588.52 0.2719795185 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3 N N N N N N FED HM LN PC POOL G67701 S6XOOCT0IEG5ABCC6L87 3132XCRW7 628724.88 PA USD 598818.51 0.1364510192 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FED HM LN PC POOL G67713 S6XOOCT0IEG5ABCC6L87 3132XCSA4 523703.72 PA USD 526150.1 0.1198922815 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FED HM LN PC POOL Q19135 S6XOOCT0IEG5ABCC6L87 3132JASZ9 24073.97 PA USD 24404.6 0.0055610047 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4 N N N N N N FED HM LN PC POOL Q19236 S6XOOCT0IEG5ABCC6L87 3132JAV69 15632.74 PA USD 15847.44 0.0036111097 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4 N N N N N N FED HM LN PC POOL Q19615 S6XOOCT0IEG5ABCC6L87 3132JBDV2 26078.94 PA USD 26437.1 0.0060241445 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4 N N N N N N FED HM LN PC POOL Q19985 S6XOOCT0IEG5ABCC6L87 3132JBRF2 689701.75 PA USD 699173.98 0.1593187261 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4 N N N N N N FED HM LN PC POOL Q41209 S6XOOCT0IEG5ABCC6L87 3132WEKX9 136197.74 PA USD 133657.75 0.0304561998 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.5 N N N N N N FED HM LN PC POOL Q49177 S6XOOCT0IEG5ABCC6L87 3132WPFT9 101987.17 PA USD 104666.86 0.0238501307 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.5 N N N N N N FED HM LN PC POOL Q56002 S6XOOCT0IEG5ABCC6L87 3132XYU47 38541.2 PA USD 39913.4 0.0090949495 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 5 N N N N N N FED HM LN PC POOL QB5092 B1V7KEBTPIMZEU4LTD58 3133ABUR9 166035.13 PA USD 151743.03 0.0345772396 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.5 N N N N N N FED HM LN PC POOL QB5093 S6XOOCT0IEG5ABCC6L87 3133ABUS7 81636.99 PA USD 74431.19 0.0169604172 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.5 N N N N N N FED HM LN PC POOL QB8602 S6XOOCT0IEG5ABCC6L87 3133AFRX1 82481.92 PA USD 72253.15 0.0164641136 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2 N N N N N N FED HM LN PC POOL QB8934 S6XOOCT0IEG5ABCC6L87 3133AF4T5 167434.4 PA USD 151661.44 0.0345586479 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.5 N N N N N N FED HM LN PC POOL QB9087 S6XOOCT0IEG5ABCC6L87 3133AGCY3 430908.69 PA USD 377201.39 0.0859517754 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2 N N N N N N FED HM LN PC POOL QB9090 S6XOOCT0IEG5ABCC6L87 3133AGC31 90773.67 PA USD 79374.78 0.0180868985 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2 N N N N N N FED HM LN PC POOL QB9290 S6XOOCT0IEG5ABCC6L87 3133AGKB4 273740.75 PA USD 239622.44 0.0546020633 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2 N N N N N N FED HM LN PC POOL QB9482 S6XOOCT0IEG5ABCC6L87 3133AGRB7 82544.89 PA USD 72205.13 0.0164531714 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2 N N N N N N FED HM LN PC POOL QB9901 S6XOOCT0IEG5ABCC6L87 3133AHAA5 95360.81 PA USD 86377.46 0.0196825787 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.5 N N N N N N FED HM LN PC POOL QC0041 S6XOOCT0IEG5ABCC6L87 3133AJBJ1 80488.1 PA USD 70405.98 0.0160432044 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2 N N N N N N FED HM LN PC POOL QC0160 S6XOOCT0IEG5ABCC6L87 3133AJE90 79459.12 PA USD 69530.72 0.0158437614 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2 N N N N N N FED HM LN PC POOL QC0161 S6XOOCT0IEG5ABCC6L87 3133AJFA6 86372.2 PA USD 75553.02 0.0172160453 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2 N N N N N N FED HM LN PC POOL QC0165 S6XOOCT0IEG5ABCC6L87 3133AJFE8 84783.16 PA USD 77551.36 0.0176714012 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.5 N N N N N N FED HM LN PC POOL QC0297 S6XOOCT0IEG5ABCC6L87 3133AJKJ1 190984.16 PA USD 166762.63 0.0379997118 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2 N N N N N N FED HM LN PC POOL QC0885 S6XOOCT0IEG5ABCC6L87 3133AJ6W8 90416.84 PA USD 79175.78 0.018041553 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2 N N N N N N FED HM LN PC POOL QC1164 S6XOOCT0IEG5ABCC6L87 3133AKJH4 83402.94 PA USD 72981.76 0.0166301398 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2 N N N N N N FED HM LN PC POOL QC5830 S6XOOCT0IEG5ABCC6L87 3133AQPP6 187918.3 PA USD 171287.4 0.0390307579 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.5 N N N N N N FED HM LN PC POOL QC6551 B1V7KEBTPIMZEU4LTD58 3133ARH40 91073.53 PA USD 82920.96 0.0188949562 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.5 N N N N N N FED HM LN PC POOL QC7411 S6XOOCT0IEG5ABCC6L87 3133ASGU1 95260.98 PA USD 86502.86 0.0197111532 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.5 N N N N N N FED HM LN PC POOL QC9154 S6XOOCT0IEG5ABCC6L87 3133AUE38 96852.83 PA USD 91064.8 0.0207506691 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 3 N N N N N N FED HM LN PC POOL QD6079 B1V7KEBTPIMZEU4LTD58 3133B3XG7 98318.06 PA USD 89386.4 0.020368217 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.5 N N N N N N FED HM LN PC POOL QD8675 B1V7KEBTPIMZEU4LTD58 3133B6T83 98791.76 PA USD 89570.09 0.0204100739 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.5 N N N N N N FED HM LN PC POOL QE2057 S6XOOCT0IEG5ABCC6L87 3133BBJA8 99000.71 PA USD 95838.82 0.0218385111 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 3.5 N N N N N N FED HM LN PC POOL QE4026 S6XOOCT0IEG5ABCC6L87 3133BDPK5 100000 PA USD 99120.23 0.0225862364 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 4 N N N N N N FED HM LN PC POOL QE4043 S6XOOCT0IEG5ABCC6L87 3133BDP41 100000 PA USD 93414.52 0.0212860929 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3 N N N N N N FED HM LN PC POOL QK0701 S6XOOCT0IEG5ABCC6L87 3133D3X67 84454.59 PA USD 78359.28 0.0178554995 Long ABS-MBS USGA US N 2 2041-04-01 Fixed 2.5 N N N N N N FED HM LN PC POOL RA1293 S6XOOCT0IEG5ABCC6L87 3133KGNJ3 430094.7 PA USD 407046.27 0.0927524408 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 3 N N N N N N FNMA POOL MA4626 B1V7KEBTPIMZEU4LTD58 31418ED80 17966817.47 PA USD 17758219.13 4.0465133572 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4 N N N N N N FED HM LN PC POOL RA3175 S6XOOCT0IEG5ABCC6L87 3133KJQ47 98959.02 PA USD 93130.17 0.0212212989 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 3 N N N N N N GOLUB CAPITAL BDC 2549005WE0QLGK9APF78 38173MAB8 1570000 PA USD 1315787.75 0.299824699 Long DBT CORP US N 2 2026-08-24 Fixed 2.5 N N N N N N FED HM LN PC POOL RA3882 B1V7KEBTPIMZEU4LTD58 3133KKJ34 343327.61 PA USD 299838.82 0.0683233933 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2 N N N N N N HERTZ VEHICLE FINANCING LLC 5493004IHDYOZ9K9WF47 42806MAG4 2500000 PA USD 2188993.75 0.4987995915 Long ABS-O CORP US Y 2 2027-12-27 Fixed 2.52 N N N N N N FED HM LN PC POOL RA3913 B1V7KEBTPIMZEU4LTD58 3133KKK24 490245.21 PA USD 448198.69 0.1021297222 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.5 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 6325C0EA5 895000 PA USD 880606.46 0.2006612136 Long DBT CORP AU Y 2 2025-01-12 Floating 1.102769 N N N N N N FED HM LN PC POOL RA5921 S6XOOCT0IEG5ABCC6L87 3133KMSJ5 185459.69 PA USD 167467.08 0.0381602328 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.5 N N N N N N TACO BELL FUNDING, LLC N/A 87342RAJ3 3980000 PA USD 3263163.39 0.7435674798 Long ABS-O CORP US Y 2 2051-08-25 Fixed 2.542 N N N N N N FED HM LN PC POOL RA6562 S6XOOCT0IEG5ABCC6L87 3133KNJF1 192709.88 PA USD 175519.43 0.0399950982 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.5 N N N N N N US TREASURY FRN 254900HROIFWPRGM1V77 91282CEL1 13800000 PA USD 13784916.6 3.1411285525 Long DBT UST US N 2 2024-04-30 Floating 1.682776 N N N N N N US TREASURY FRN 254900HROIFWPRGM1V77 91282CCQ2 5480000 PA USD 5486625.32 1.2502212345 Long DBT UST US N 2 2023-07-31 Floating 1.786776 N N N N N N FED HM LN PC POOL RA7378 S6XOOCT0IEG5ABCC6L87 3133KPFT0 99408.02 PA USD 96202.05 0.0219212792 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 3.5 N N N N N N US TREASURY FRN 254900HROIFWPRGM1V77 91282CDE8 26880000 PA USD 26919809.28 6.134138059 Long DBT UST US N 2 2023-10-31 Floating 1.792776 N N N N N N FED HM LN PC POOL RB5125 S6XOOCT0IEG5ABCC6L87 3133KYVS5 932243.03 PA USD 835860.94 0.1904651831 Long ABS-MBS USGA US N 2 2041-09-01 Fixed 2 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDY4 61600000 PA USD 55959750 12.7513842567 Long DBT UST US N 2 2032-02-15 Fixed 1.875 N N N N N N FED HM LN PC POOL RB5145 S6XOOCT0IEG5ABCC6L87 3133KYWE5 195131.04 PA USD 174530.12 0.039769667 Long ABS-MBS USGA US N 2 2042-02-01 Fixed 2 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TD0 27850000 PA USD 23119852.96 5.2682531472 Long DBT UST US N 2 2052-02-15 Fixed 2.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 18002000 PA USD 13625263.76 3.1047489276 Long DBT UST US N 2 2051-11-15 Fixed 1.875 N N N N N N FED HM LN PC POOL SD0552 N/A 3132DMTH8 444210.32 PA USD 388428.7 0.0885101097 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2 N N N N N N WF RBS COMMERCIAL MORTGAGE TRU 549300QGM7D5K3CV2643 96221TAQ0 5000000 PA USD 4692874 1.0693514471 Long ABS-O CORP US Y 2 2047-03-15 Floating 4.586 N N N N N N FED HM LN PC POOL SD0573 N/A 3132DMT62 160589.38 PA USD 140624.14 0.0320436107 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2 N N N N N N FED HM LN PC POOL SD0745 S6XOOCT0IEG5ABCC6L87 3132DMZJ7 95162.7 PA USD 83212.66 0.018961425 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2 N N N N N N FED HM LN PC POOL SD0809 S6XOOCT0IEG5ABCC6L87 3132DM3S2 96809.95 PA USD 90623.63 0.020650141 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 3 N N N N N N FED HM LN PC POOL SD0849 S6XOOCT0IEG5ABCC6L87 3132DM5J0 97774.22 PA USD 89021.83 0.0202851435 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.5 N N N N N N FED HM LN PC POOL SD0958 S6XOOCT0IEG5ABCC6L87 3132DNB36 394579.38 PA USD 383241.14 0.0873280356 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 3.5 N N N N N N FED HM LN PC POOL SD1132 S6XOOCT0IEG5ABCC6L87 3132DNHH9 100000 PA USD 99213.98 0.0226075989 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 4 N N N N N N FED HM LN PC POOL SD1143 S6XOOCT0IEG5ABCC6L87 3132DNHU0 800000 PA USD 814062.32 0.1854979955 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 4.5 N N N N N N FED HM LN PC POOL SD7509 S6XOOCT0IEG5ABCC6L87 3132DVKW4 53003.66 PA USD 50096.98 0.011415452 Long ABS-MBS USGA US N 2 2049-11-01 Fixed 3 N N N N N N FED HM LN PC POOL SD7525 2549001DPIFGXC1TOL40 3132DVLE3 158730.96 PA USD 145117.19 0.0330674289 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 2.5 N N N N N N FED HM LN PC POOL SD7548 2549001DPIFGXC1TOL40 3132DVL52 960944.8 PA USD 876576.15 0.1997428387 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.5 N N N N N N FED HM LN PC POOL U92272 S6XOOCT0IEG5ABCC6L87 3132HCMV2 3221.21 PA USD 3314.03 0.0007551583 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.5 N N N N N N FED HM LN PC POOL ZA6680 S6XOOCT0IEG5ABCC6L87 31329QM57 357602.87 PA USD 358060.74 0.0815902516 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 4 N N N N N N FED HM LN PC POOL ZS8669 S6XOOCT0IEG5ABCC6L87 3132A9T23 72501.77 PA USD 71882.19 0.016379584 Long ABS-MBS USGA US N 2 2032-09-01 Fixed 3 N N N N N N FED HM LN PC POOL ZS8673 S6XOOCT0IEG5ABCC6L87 3132A9T64 50872.18 PA USD 50437.44 0.0114930317 Long ABS-MBS USGA US N 2 2032-10-01 Fixed 3 N N N N N N FED HM LN PC POOL ZS9316 B1V7KEBTPIMZEU4LTD58 3132AAK52 295472.63 PA USD 294876.9 0.0671927351 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 3.5 N N N N N N FED HM LN PC POOL ZT1257 S6XOOCT0IEG5ABCC6L87 3132ADME5 158787.53 PA USD 152101.81 0.0346589937 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 3 N N N N N N FED HM LN PC POOL ZT1493 S6XOOCT0IEG5ABCC6L87 3132ADUS5 132622.14 PA USD 125794.78 0.0286644879 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 3 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BR0 730000 PA USD 581579.66 0.132522853 Long DBT NUSS BR N 2 2041-01-07 Fixed 5.625 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BW9 510000 PA USD 363721.92 0.0828802481 Long DBT NUSS BR N 2 2045-01-27 Fixed 5 N N N N N N FHLMC MULTIFAMILY STRUCTURED P N/A 3137FMU26 996395.07 PA USD 51198.86 0.0116665342 Long ABS-O USGSE US N 2 2029-06-25 Floating 1.015213 N N N N N N FHLMC MULTIFAMILY STRUCTURED P N/A 3137FTZS9 1296168.02 PA USD 134038.16 0.0305428828 Long ABS-O USGSE US N 2 2030-04-25 Floating 1.813699 N N N N N N FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FNWZ9 2153634.52 PA USD 92918.99 0.021173178 Long ABS-O USGSE US N 2 2026-07-25 Floating 1.43156 N N N N N N FHLMC MULTIFAMILY STRUCTURED P B1V7KEBTPIMZEU4LTD58 3137FF3Z8 2997321.39 PA USD 78950.64 0.017990251 Long ABS-O USGSE US N 2 2027-12-25 Floating 0.656662 N N N N N N FHLMC MULTIFAMILY STRUCTURED P B1V7KEBTPIMZEU4LTD58 3137H14D5 3999597.52 PA USD 184465.04 0.0420335081 Long ABS-O USGSE US N 2 2028-05-25 Floating 1.027693 N N N N N N FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FPJQ9 1567349.79 PA USD 58432.68 0.0133148836 Long ABS-O USGSE US N 2 2027-06-25 Floating 1.34322 N N N N N N FIRST FRANKLIN MTG LOAN ASSET N/A 32028GAB1 305609.43 PA USD 292330.52 0.066612499 Long ABS-O CORP US N 2 2036-11-25 Floating 1.74357 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 230000 PA USD 205850 0.0469064363 Long DBT CORP CA Y 2 2027-10-15 Fixed 6.875 N N N N N N FLAGSTAR MORTGAGE TRUST N/A 33851HAD5 22232.49 PA USD 22087.01 0.0050329022 Long ABS-O CORP US Y 2 2048-04-25 Floating 3.5 N N N N N N FNMA POOL 310088 B1V7KEBTPIMZEU4LTD58 31374CND4 21009.65 PA USD 22071.23 0.0050293065 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5 N N N N N N FNMA POOL 481473 B1V7KEBTPIMZEU4LTD58 31382F2E8 11.38 PA USD 11.9 0.0000027116 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 6 N N N N N N FNMA POOL 867557 B1V7KEBTPIMZEU4LTD58 31409CZW8 1550.52 PA USD 1642.5 0.0003742717 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FNMA POOL 890604 B1V7KEBTPIMZEU4LTD58 31410LNV0 205129.27 PA USD 211555.54 0.048206541 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.5 N N N N N N FNMA POOL 890827 B1V7KEBTPIMZEU4LTD58 31410LVU3 45028.95 PA USD 44938.16 0.0102399268 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 3.5 N N N N N N FNMA POOL 915154 B1V7KEBTPIMZEU4LTD58 31411UWP2 29851.73 PA USD 31344.58 0.0071423976 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5 N N N N N N FNMA POOL 935520 B1V7KEBTPIMZEU4LTD58 31412UYR5 9920.49 PA USD 10276.67 0.0023417147 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5 N N N N N N FNMA POOL 974965 B1V7KEBTPIMZEU4LTD58 31414STW3 80763.73 PA USD 84821.81 0.0193280973 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5 N N N N N N FNMA POOL 983077 B1V7KEBTPIMZEU4LTD58 31415LCN5 22982.36 PA USD 24162.85 0.0055059178 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5 N N N N N N FNMA POOL 993117 B1V7KEBTPIMZEU4LTD58 31415YG29 1047.98 PA USD 1082.21 0.0002466 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4.5 N N N N N N FNMA POOL 995072 B1V7KEBTPIMZEU4LTD58 31416BMV7 11552.59 PA USD 12452.31 0.0028374714 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.5 N N N N N N FNMA POOL AA0856 B1V7KEBTPIMZEU4LTD58 31416H5S0 7141 PA USD 7401.4 0.0016865353 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4.5 N N N N N N FNMA POOL AA3495 B1V7KEBTPIMZEU4LTD58 31416L3D6 5388.13 PA USD 5577.49 0.0012709263 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.5 N N N N N N FNMA POOL AB9683 B1V7KEBTPIMZEU4LTD58 31417GXM3 37290.58 PA USD 37769.5 0.0086064253 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4 N N N N N N FNMA POOL AD5481 B1V7KEBTPIMZEU4LTD58 31418TCT2 275192.1 PA USD 285279.29 0.0650057559 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.5 N N N N N N FNMA POOL AD6914 B1V7KEBTPIMZEU4LTD58 31418UVG6 30133.23 PA USD 31235.98 0.0071176512 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.5 N N N N N N FNMA POOL AD8685 B1V7KEBTPIMZEU4LTD58 31418WUK4 86182.46 PA USD 89223.31 0.0203310542 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.5 N N N N N N FNMA POOL AE0469 B1V7KEBTPIMZEU4LTD58 31419AQX8 90838.34 PA USD 99173.97 0.0225984819 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 6 N N N N N N FNMA POOL AE0758 B1V7KEBTPIMZEU4LTD58 31419AZY6 32512.02 PA USD 37161.2 0.0084678138 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 7 N N N N N N FNMA POOL AE2266 B1V7KEBTPIMZEU4LTD58 31419CQU0 54758.95 PA USD 57637.2 0.0131336199 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5 N N N N N N FNMA POOL AK8441 B1V7KEBTPIMZEU4LTD58 3138EDLX7 13743.49 PA USD 13932.09 0.0031746645 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4 N N N N N N FNMA POOL AL3026 B1V7KEBTPIMZEU4LTD58 3138EKLG8 36087.2 PA USD 35506.96 0.0080908669 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.5 N N N N N N FNMA POOL AL3508 B1V7KEBTPIMZEU4LTD58 3138EK3S2 26047 PA USD 26381.52 0.0060114797 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 4 N N N N N N FNMA POOL AL4324 B1V7KEBTPIMZEU4LTD58 3138ELYW7 58738.09 PA USD 65617.2 0.0149519991 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.5 N N N N N N FNMA POOL AL4341 B1V7KEBTPIMZEU4LTD58 3138ELZF3 2888.4 PA USD 2977.98 0.0006785836 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.5 N N N N N N FNMA POOL AL4741 B1V7KEBTPIMZEU4LTD58 3138EMHT1 19945.43 PA USD 20501.72 0.0046716669 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.5 N N N N N N FNMA POOL AL5562 B1V7KEBTPIMZEU4LTD58 3138ENFC8 9773.19 PA USD 10076.31 0.0022960592 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.5 N N N N N N FNMA POOL AL9397 B1V7KEBTPIMZEU4LTD58 3138ERNP1 73479.74 PA USD 69742.94 0.0158921194 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FNMA POOL AL9546 B1V7KEBTPIMZEU4LTD58 3138ERTC4 188606.61 PA USD 185161.48 0.0421922039 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.5 N N N N N N FNMA POOL AM8674 B1V7KEBTPIMZEU4LTD58 3138L9T85 50000 PA USD 49009.74 0.0111677058 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 2.81 N N N N N N FNMA POOL AN8048 B1V7KEBTPIMZEU4LTD58 3138LL5J0 210000 PA USD 205578.03 0.0468444633 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 3.08 N N N N N N FNMA POOL AO2711 B1V7KEBTPIMZEU4LTD58 3138LTAM0 10303.55 PA USD 10448.2 0.0023808007 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4 N N N N N N FNMA POOL AO6086 B1V7KEBTPIMZEU4LTD58 3138LWXQ9 21552.05 PA USD 21854.81 0.0049799915 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4 N N N N N N FNMA POOL AP0692 B1V7KEBTPIMZEU4LTD58 3138M3XW9 16101.21 PA USD 16313.03 0.0037172023 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4 N N N N N N FNMA POOL AP2530 B1V7KEBTPIMZEU4LTD58 3138M5Y45 15802.92 PA USD 16010.81 0.0036483364 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4 N N N N N N FNMA POOL AP4903 B1V7KEBTPIMZEU4LTD58 3138M8NV1 27036.65 PA USD 27392.33 0.00624181 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4 N N N N N N FNMA POOL AP5333 B1V7KEBTPIMZEU4LTD58 3138M84T7 147941.3 PA USD 149887.53 0.0341544323 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4 N N N N N N FNMA POOL AP7399 B1V7KEBTPIMZEU4LTD58 3138MBGH3 39629.01 PA USD 40150.35 0.0091489426 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4 N N N N N N FNMA POOL AP9229 B1V7KEBTPIMZEU4LTD58 3138MDHF2 8595.13 PA USD 8708.2 0.001984312 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4 N N N N N N FNMA POOL AP9766 B1V7KEBTPIMZEU4LTD58 3138MDZ88 67722.96 PA USD 68211.78 0.0155432184 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4 N N N N N N FNMA POOL AQ3599 B1V7KEBTPIMZEU4LTD58 3138MJ7M5 16626.52 PA USD 16845.25 0.0038384778 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4 N N N N N N FNMA POOL AQ4078 B1V7KEBTPIMZEU4LTD58 3138MKQ82 26500.77 PA USD 26841.12 0.0061162074 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4 N N N N N N FNMA POOL AQ4080 B1V7KEBTPIMZEU4LTD58 3138MKRA6 17828.9 PA USD 18057.87 0.0041147939 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4 N N N N N N FNMA POOL AQ4555 B1V7KEBTPIMZEU4LTD58 3138MLBZ6 28732.11 PA USD 29101.11 0.0066311847 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4 N N N N N N FNMA POOL AQ7003 B1V7KEBTPIMZEU4LTD58 3138MNX96 36667.05 PA USD 37137.96 0.0084625181 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4 N N N N N N FNMA POOL AQ7082 B1V7KEBTPIMZEU4LTD58 3138MN2Q2 38053.68 PA USD 38542.4 0.0087825437 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4 N N N N N N FNMA POOL AQ7306 B1V7KEBTPIMZEU4LTD58 3138MPDL6 26373.33 PA USD 24859.04 0.0056645566 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3 N N N N N N FNMA POOL AR1202 B1V7KEBTPIMZEU4LTD58 3138NXKQ9 35577.21 PA USD 33534.46 0.0076413991 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3 N N N N N N FNMA POOL AR7399 B1V7KEBTPIMZEU4LTD58 3138W5GH5 20529.43 PA USD 19665.04 0.004481015 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA POOL AS0038 B1V7KEBTPIMZEU4LTD58 3138W9BG4 44636.23 PA USD 42756.83 0.0097428736 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA POOL AS0070 B1V7KEBTPIMZEU4LTD58 3138W9CG3 24930.49 PA USD 25094.85 0.0057182899 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4 N N N N N N FNMA POOL AS4271 B1V7KEBTPIMZEU4LTD58 3138WDW98 25741.35 PA USD 26756.92 0.006097021 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.5 N N N N N N FNMA POOL AS4347 B1V7KEBTPIMZEU4LTD58 3138WDZM6 42943.91 PA USD 43307.55 0.0098683645 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4 N N N N N N FNMA POOL AS6328 B1V7KEBTPIMZEU4LTD58 3138WGA61 349045.8 PA USD 339964.95 0.077466817 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.5 N N N N N N FNMA POOL AS6541 B1V7KEBTPIMZEU4LTD58 3138WGHT4 99583.52 PA USD 97764.51 0.0222773124 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.5 N N N N N N FNMA POOL AS6562 B1V7KEBTPIMZEU4LTD58 3138WGJG0 74330.77 PA USD 72926.57 0.0166175638 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.5 N N N N N N FNMA POOL AS7738 B1V7KEBTPIMZEU4LTD58 3138WHS45 394049.7 PA USD 374379.8 0.085308828 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3 N N N N N N FNMA POOL AS7844 B1V7KEBTPIMZEU4LTD58 3138WHWE8 64731.29 PA USD 61500.08 0.014013843 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3 N N N N N N FNMA POOL AS8740 B1V7KEBTPIMZEU4LTD58 3138WJWA2 72366.25 PA USD 72333.42 0.0164824045 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 3.5 N N N N N N FNMA POOL AT8394 B1V7KEBTPIMZEU4LTD58 3138WWKG3 27762.17 PA USD 28118.72 0.0064073303 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4 N N N N N N FNMA POOL AT9637 B1V7KEBTPIMZEU4LTD58 3138WXV79 75671.73 PA USD 76643.57 0.0174645457 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4 N N N N N N FNMA POOL AT9653 B1V7KEBTPIMZEU4LTD58 3138WXWP8 57167.82 PA USD 57902.02 0.0131939636 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4 N N N N N N FNMA POOL AT9657 B1V7KEBTPIMZEU4LTD58 3138WXWT0 45682.3 PA USD 46268.99 0.0105431792 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4 N N N N N N FNMA POOL AU6735 B1V7KEBTPIMZEU4LTD58 3138X6PV1 29243.84 PA USD 27975.98 0.0063748046 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 3 N N N N N N FNMA POOL AW0318 B1V7KEBTPIMZEU4LTD58 3138XPK85 46768.43 PA USD 48218.97 0.0109875154 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.5 N N N N N N FNMA POOL AY6181 B1V7KEBTPIMZEU4LTD58 3138YK2P7 88780.94 PA USD 87103.76 0.0198480786 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.5 N N N N N N FNMA POOL BC1509 B1V7KEBTPIMZEU4LTD58 3140EVVB0 37152.39 PA USD 35297.84 0.0080432154 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3 N N N N N N FNMA POOL BC2817 B1V7KEBTPIMZEU4LTD58 3140EXDX8 48769.45 PA USD 46335.01 0.010558223 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3 N N N N N N FNMA POOL BC9096 B1V7KEBTPIMZEU4LTD58 3140F5DA8 77326.62 PA USD 75745 0.0172597912 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.5 N N N N N N FNMA POOL BD8104 B1V7KEBTPIMZEU4LTD58 3140FGAE9 178650.08 PA USD 170234.8 0.038790905 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FNMA POOL BF0104 B1V7KEBTPIMZEU4LTD58 3140FXDJ8 83799.54 PA USD 84247.27 0.0191971785 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 4 N N N N N N FNMA POOL BF0141 B1V7KEBTPIMZEU4LTD58 3140FXEP3 424087.94 PA USD 454687.88 0.1036083949 Long ABS-MBS USGSE US N 2 2056-09-01 Fixed 5.5 N N N N N N FNMA POOL BF0148 B1V7KEBTPIMZEU4LTD58 3140FXEW8 380462.89 PA USD 388902.05 0.0886179706 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 4.5 N N N N N N FNMA POOL BF0183 B1V7KEBTPIMZEU4LTD58 3140FXFZ0 47555.15 PA USD 47809.23 0.0108941491 Long ABS-MBS USGSE US N 2 2057-01-01 Fixed 4 N N N N N N FNMA POOL BF0191 B1V7KEBTPIMZEU4LTD58 3140FXF98 81935.79 PA USD 82271.14 0.0187468836 Long ABS-MBS USGSE US N 2 2057-06-01 Fixed 4 N N N N N N FNMA POOL BF0222 B1V7KEBTPIMZEU4LTD58 3140FXG89 421239.38 PA USD 429696.98 0.0979137917 Long ABS-MBS USGSE US N 2 2057-09-01 Fixed 4.5 N N N N N N FNMA POOL BF0301 B1V7KEBTPIMZEU4LTD58 3140FXKP6 42957.18 PA USD 43618.31 0.0099391765 Long ABS-MBS USGSE US N 2 2058-08-01 Fixed 4.5 N N N N N N FNMA POOL BF0338 B1V7KEBTPIMZEU4LTD58 3140FXLU4 102909.35 PA USD 104493.17 0.0238105525 Long ABS-MBS USGSE US N 2 2059-01-01 Fixed 4.5 N N N N N N FNMA POOL BK2620 B1V7KEBTPIMZEU4LTD58 3140HF4E6 69823.19 PA USD 63594.7 0.0144911379 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.5 N N N N N N FNMA POOL BL2454 B1V7KEBTPIMZEU4LTD58 3140HTWQ8 86339.28 PA USD 84455.1 0.0192445362 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 3.16 N N N N N N FNMA POOL BM1565 B1V7KEBTPIMZEU4LTD58 3140J5W39 691921.82 PA USD 659328.98 0.1502393627 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3 N N N N N N FNMA POOL BM1948 B1V7KEBTPIMZEU4LTD58 3140J6EW3 104182.04 PA USD 113942.79 0.0259638097 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 6 N N N N N N FNMA POOL BM6623 B1V7KEBTPIMZEU4LTD58 3140JBLD6 94385.83 PA USD 84270.26 0.0192024172 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.5 N N N N N N FNMA POOL BP7009 B1V7KEBTPIMZEU4LTD58 3140KEYF9 113083.24 PA USD 106422.44 0.0242501696 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3 N N N N N N FNMA POOL BP7887 B1V7KEBTPIMZEU4LTD58 3140KFXR1 134095.79 PA USD 121547.27 0.0276966203 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.5 N N N N N N FNMA POOL BQ0254 B1V7KEBTPIMZEU4LTD58 3140KKH80 76037.04 PA USD 66607.51 0.0151776581 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2 N N N N N N FNMA POOL BQ1528 B1V7KEBTPIMZEU4LTD58 3140KLVW9 74199.56 PA USD 64997.9 0.014810881 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2 N N N N N N FNMA POOL BQ5876 B1V7KEBTPIMZEU4LTD58 3140KRQ69 86187.49 PA USD 78580.04 0.0179058035 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.5 N N N N N N FNMA POOL BQ9224 B1V7KEBTPIMZEU4LTD58 3140KVHA1 178476.59 PA USD 156064.43 0.0355619444 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2 N N N N N N FNMA POOL BQ9453 B1V7KEBTPIMZEU4LTD58 3140KVQF0 176888.21 PA USD 154841.34 0.0352832424 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BQ9687 B1V7KEBTPIMZEU4LTD58 3140KVXR6 175998.07 PA USD 153897.15 0.0350680926 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2 N N N N N N FNMA POOL BR0001 B1V7KEBTPIMZEU4LTD58 3140KXAB2 82490.41 PA USD 75080.4 0.0171083507 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.5 N N N N N N FNMA POOL BR2641 B1V7KEBTPIMZEU4LTD58 3140L05B9 84005.81 PA USD 73535.55 0.0167563303 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2 N N N N N N FNMA POOL BR2643 B1V7KEBTPIMZEU4LTD58 3140L05D5 79496.16 PA USD 69587.97 0.0158568068 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2 N N N N N N FNMA POOL BR2644 B1V7KEBTPIMZEU4LTD58 3140L05E3 81423.71 PA USD 71249.83 0.01623549 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2 N N N N N N FNMA POOL BR2664 B1V7KEBTPIMZEU4LTD58 3140L06A0 315069.88 PA USD 275800.42 0.0628458335 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2 N N N N N N FNMA POOL BR3256 B1V7KEBTPIMZEU4LTD58 3140L1TN5 81190.59 PA USD 71147.33 0.0162121336 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2 N N N N N N FNMA POOL BR3257 B1V7KEBTPIMZEU4LTD58 3140L1TP0 83598.99 PA USD 73231.69 0.0166870906 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2 N N N N N N FNMA POOL BR3286 B1V7KEBTPIMZEU4LTD58 3140L1UL7 83476.49 PA USD 72889.6 0.0166091396 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR3290 B1V7KEBTPIMZEU4LTD58 3140L1UQ6 353524.36 PA USD 309130.61 0.0704406863 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR3500 B1V7KEBTPIMZEU4LTD58 3140L13J2 73946.85 PA USD 64660.99 0.0147341103 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2 N N N N N N FNMA POOL BR4080 B1V7KEBTPIMZEU4LTD58 3140L2RA3 88694.66 PA USD 77556.85 0.0176726521 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR4722 B1V7KEBTPIMZEU4LTD58 3140L3G88 82244.78 PA USD 71942.61 0.0163933517 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR4753 B1V7KEBTPIMZEU4LTD58 3140L3H79 87201.52 PA USD 76305.71 0.0173875585 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR4756 B1V7KEBTPIMZEU4LTD58 3140L3JA0 80601.91 PA USD 70505.53 0.0160658885 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR5458 B1V7KEBTPIMZEU4LTD58 3140L4B40 89561.43 PA USD 78202.82 0.0178198474 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR5487 B1V7KEBTPIMZEU4LTD58 3140L4CZ0 85547.89 PA USD 74831.96 0.0170517394 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR5577 B1V7KEBTPIMZEU4LTD58 3140L4FT1 88489.61 PA USD 77405.2 0.0176380961 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR5587 B1V7KEBTPIMZEU4LTD58 3140L4F53 87261.02 PA USD 76357.77 0.0173994213 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR5589 B1V7KEBTPIMZEU4LTD58 3140L4F79 83572.58 PA USD 72973.5 0.0166282576 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR5633 B1V7KEBTPIMZEU4LTD58 3140L4HK8 89395.26 PA USD 78197.4 0.0178186124 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR5649 B1V7KEBTPIMZEU4LTD58 3140L4H36 91235.95 PA USD 79807.53 0.018185508 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR6462 B1V7KEBTPIMZEU4LTD58 3140L5FC5 87027.41 PA USD 75990.18 0.0173156596 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR7744 B1V7KEBTPIMZEU4LTD58 3140L6TA2 86022.22 PA USD 75300.64 0.0171585362 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2 N N N N N N FNMA POOL BR7745 B1V7KEBTPIMZEU4LTD58 3140L6TB0 81252.57 PA USD 71100.08 0.0162013669 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2 N N N N N N FNMA POOL BR8478 B1V7KEBTPIMZEU4LTD58 3140L7M41 85304.67 PA USD 74672.53 0.0170154106 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2 N N N N N N FNMA POOL BR8518 B1V7KEBTPIMZEU4LTD58 3140L7PC0 82853.46 PA USD 72500.94 0.0165205768 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2 N N N N N N FNMA POOL BT3303 B1V7KEBTPIMZEU4LTD58 3140LRU55 94525.15 PA USD 86159.61 0.0196329379 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.5 N N N N N N FNMA POOL BU0051 B1V7KEBTPIMZEU4LTD58 3140M1BV5 574320.11 PA USD 518601.7 0.1181722497 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N FNMA POOL BU2599 B1V7KEBTPIMZEU4LTD58 3140M33H1 97721.63 PA USD 88844.16 0.0202446584 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FNMA POOL BV3089 B1V7KEBTPIMZEU4LTD58 3140MGNF4 98943.31 PA USD 89707.5 0.0204413852 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N FNMA POOL BV5395 B1V7KEBTPIMZEU4LTD58 3140MJ7H2 98565.06 PA USD 95971.51 0.0218687468 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.5 N N N N N N FNMA POOL BV8546 B1V7KEBTPIMZEU4LTD58 3140MNP83 99692.44 PA USD 96882.3 0.0220762858 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N FNMA POOL BW1473 B1V7KEBTPIMZEU4LTD58 3140MST70 100000 PA USD 100851.54 0.0229807449 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.5 N N N N N N FNMA POOL CA0907 B1V7KEBTPIMZEU4LTD58 3140Q8AH8 38565.92 PA USD 37704.79 0.00859168 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.5 N N N N N N FNMA POOL CA2047 B1V7KEBTPIMZEU4LTD58 3140Q9HZ9 194329.64 PA USD 199020.84 0.0453502956 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.5 N N N N N N FNMA POOL CA4979 B1V7KEBTPIMZEU4LTD58 3140QCQ90 148580.02 PA USD 139967.7 0.0318940297 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3 N N N N N N FNMA POOL CA5220 B1V7KEBTPIMZEU4LTD58 3140QCYS9 138533.73 PA USD 130503.73 0.0297375025 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3 N N N N N N FNMA POOL CA5379 B1V7KEBTPIMZEU4LTD58 3140QC6R2 196125.26 PA USD 200369.49 0.0456576086 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.5 N N N N N N FNMA POOL CA7257 B1V7KEBTPIMZEU4LTD58 3140QFB32 84416.19 PA USD 77044.23 0.0175558429 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.5 N N N N N N FNMA POOL CA9358 B1V7KEBTPIMZEU4LTD58 3140QHMG7 88147.9 PA USD 81786.04 0.0186363453 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 2.5 N N N N N N FNMA POOL CA9390 B1V7KEBTPIMZEU4LTD58 3140QHNG6 282099.51 PA USD 255216.1 0.0581553449 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.5 N N N N N N FNMA POOL CB0100 B1V7KEBTPIMZEU4LTD58 3140QKDE5 178294.76 PA USD 165259.61 0.0376572231 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 2.5 N N N N N N FNMA POOL CB0101 B1V7KEBTPIMZEU4LTD58 3140QKDF2 90410.32 PA USD 83687.4 0.0190696026 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 2.5 N N N N N N FNMA POOL CB0114 B1V7KEBTPIMZEU4LTD58 3140QKDU9 359289.7 PA USD 332572.88 0.0757824076 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 2.5 N N N N N N FNMA POOL CB0414 B1V7KEBTPIMZEU4LTD58 3140QKN87 87495.42 PA USD 79157.32 0.0180373466 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5 N N N N N N FNMA POOL CB0458 B1V7KEBTPIMZEU4LTD58 3140QKQL5 2050312.37 PA USD 1854922.52 0.4226757593 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5 N N N N N N FNMA POOL CB0470 B1V7KEBTPIMZEU4LTD58 3140QKQY7 720451.43 PA USD 666878.59 0.1519596702 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.5 N N N N N N FNMA POOL CB0517 B1V7KEBTPIMZEU4LTD58 3140QKSF6 444798.61 PA USD 402410.37 0.0916960719 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5 N N N N N N FNMA POOL CB1273 B1V7KEBTPIMZEU4LTD58 3140QLMX1 94566.36 PA USD 82573 0.0188156676 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2 N N N N N N FNMA POOL CB1666 B1V7KEBTPIMZEU4LTD58 3140QLZ82 94855.81 PA USD 86075.65 0.0196138061 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N FNMA POOL CB1878 B1V7KEBTPIMZEU4LTD58 3140QMCQ5 189648.21 PA USD 177662.71 0.0404834811 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3 N N N N N N FNMA POOL CB2442 B1V7KEBTPIMZEU4LTD58 3140QMWC4 90475.32 PA USD 87762.42 0.0199981655 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.5 N N N N N N FNMA POOL CB2680 B1V7KEBTPIMZEU4LTD58 3140QM6S8 94848.41 PA USD 91737.62 0.0209039827 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.5 N N N N N N FNMA POOL CB2869 B1V7KEBTPIMZEU4LTD58 3140QNFK3 289869.92 PA USD 261634.56 0.0596179005 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N FNMA POOL FM5313 B1V7KEBTPIMZEU4LTD58 3140X83X3 89799.4 PA USD 81396.08 0.0185474862 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.5 N N N N N N FNMA POOL FM5423 B1V7KEBTPIMZEU4LTD58 3140X9AZ8 413516.07 PA USD 376370.42 0.0857624247 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.5 N N N N N N FNMA POOL CB3031 B1V7KEBTPIMZEU4LTD58 3140QNLM2 195288.85 PA USD 176205.32 0.0401513899 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5 N N N N N N FNMA POOL FM5713 B1V7KEBTPIMZEU4LTD58 3140X9K38 156349.81 PA USD 141621.06 0.032270776 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.5 N N N N N N FNMA POOL CB3044 B1V7KEBTPIMZEU4LTD58 3140QNL26 99269.61 PA USD 89972.32 0.0205017289 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5 N N N N N N FNMA POOL FM5754 B1V7KEBTPIMZEU4LTD58 3140X9MC6 57201.15 PA USD 57300.33 0.0130568583 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 3.5 N N N N N N FNMA POOL FM6015 B1V7KEBTPIMZEU4LTD58 3140X9VH5 58990.12 PA USD 58963.36 0.0134358081 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 3.5 N N N N N N FNMA POOL FM6343 B1V7KEBTPIMZEU4LTD58 3140XABM3 89272.54 PA USD 78090.06 0.0177941531 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL CB3126 B1V7KEBTPIMZEU4LTD58 3140QNPL0 196996.31 PA USD 191335.62 0.0435990871 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.5 N N N N N N FNMA POOL FM6418 B1V7KEBTPIMZEU4LTD58 3140XADY5 87779.61 PA USD 76866.43 0.0175153282 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL FM6460 B1V7KEBTPIMZEU4LTD58 3140XAFA5 169508.74 PA USD 154732.22 0.0352583776 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.5 N N N N N N FNMA POOL FM7675 B1V7KEBTPIMZEU4LTD58 3140XBQ52 245701.19 PA USD 224129.22 0.0510716686 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.5 N N N N N N FNMA POOL FM7676 B1V7KEBTPIMZEU4LTD58 3140XBQ60 90809.08 PA USD 82524.1 0.0188045249 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.5 N N N N N N FNMA POOL CB3255 B1V7KEBTPIMZEU4LTD58 3140QNTM4 98649.58 PA USD 95529.73 0.0217680796 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.5 N N N N N N FNMA POOL FM7900 B1V7KEBTPIMZEU4LTD58 3140XBX62 181369.67 PA USD 164822.39 0.037557595 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.5 N N N N N N FNMA POOL FM8171 B1V7KEBTPIMZEU4LTD58 3140XCCH9 84841.13 PA USD 79923.38 0.0182119064 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3 N N N N N N FNMA POOL FM8576 B1V7KEBTPIMZEU4LTD58 3140XCQ68 83816.78 PA USD 79475.72 0.0181098994 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3 N N N N N N FNMA POOL FM8577 B1V7KEBTPIMZEU4LTD58 3140XCQ76 178601.35 PA USD 168779.1 0.038459199 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3 N N N N N N FNMA POOL CB3833 B1V7KEBTPIMZEU4LTD58 3140QPHK6 99836.91 PA USD 93293.37 0.0212584868 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3 N N N N N N FNMA POOL FM8648 B1V7KEBTPIMZEU4LTD58 3140XCTE8 90367.77 PA USD 84684.89 0.0192968977 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3 N N N N N N FNMA POOL FM8864 B1V7KEBTPIMZEU4LTD58 3140XCZ68 187055.05 PA USD 170310.57 0.0388081705 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5 N N N N N N FNMA POOL FM9044 B1V7KEBTPIMZEU4LTD58 3140XDBN5 88780.31 PA USD 83724.4 0.0190780337 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3 N N N N N N FNMA POOL FM9195 B1V7KEBTPIMZEU4LTD58 3140XDGD2 284507.51 PA USD 256905.64 0.0585403354 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5 N N N N N N FNMA POOL CB3918 B1V7KEBTPIMZEU4LTD58 3140QPK89 199860.98 PA USD 201687.79 0.0459580057 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.5 N N N N N N FNMA POOL FM9292 B1V7KEBTPIMZEU4LTD58 3140XDKE5 188651.17 PA USD 177789.84 0.0405124499 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3 N N N N N N FNMA POOL FM9335 B1V7KEBTPIMZEU4LTD58 3140XDLR5 93022.8 PA USD 83998.07 0.0191403941 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5 N N N N N N FNMA POOL FM9441 B1V7KEBTPIMZEU4LTD58 3140XDP34 652467.55 PA USD 570534.07 0.1300059267 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2 N N N N N N FNMA POOL FM9993 B1V7KEBTPIMZEU4LTD58 3140XEC77 614774.59 PA USD 598982.2 0.1364883187 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.5 N N N N N N FNMA POOL FS0024 B1V7KEBTPIMZEU4LTD58 3140XFA27 91767.38 PA USD 83760.61 0.0190862848 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N FNMA POOL FS0034 B1V7KEBTPIMZEU4LTD58 3140XFBC4 97155.57 PA USD 91645.47 0.0208829847 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3 N N N N N N FNMA POOL FS0037 B1V7KEBTPIMZEU4LTD58 3140XFBF7 88350.68 PA USD 83450.38 0.0190155936 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3 N N N N N N FNMA POOL FM0068 B1V7KEBTPIMZEU4LTD58 3140X3CE6 227689.55 PA USD 225024.74 0.0512757281 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 3.5 N N N N N N FNMA POOL FS0240 B1V7KEBTPIMZEU4LTD58 3140XFHS3 96982.24 PA USD 91519.85 0.02085436 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3 N N N N N N FNMA POOL FM0071 B1V7KEBTPIMZEU4LTD58 3140X3CH9 45445.01 PA USD 44813.72 0.0102115711 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 3.5 N N N N N N FNMA POOL FS0331 B1V7KEBTPIMZEU4LTD58 3140XFLM1 96827.45 PA USD 90571.93 0.0206383603 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3 N N N N N N FNMA POOL FS0349 B1V7KEBTPIMZEU4LTD58 3140XFL74 194426.32 PA USD 169707.48 0.0386707462 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2 N N N N N N FNMA POOL FS0366 B1V7KEBTPIMZEU4LTD58 3140XFMQ1 96856.9 PA USD 88406.07 0.0201448321 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FNMA POOL FM3123 B1V7KEBTPIMZEU4LTD58 3140X6PH8 447588.32 PA USD 424795.96 0.0967970106 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 2.5 N N N N N N FNMA POOL FS0424 B1V7KEBTPIMZEU4LTD58 3140XFPJ4 97955.03 PA USD 88933.91 0.0202651095 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FNMA POOL FS0434 B1V7KEBTPIMZEU4LTD58 3140XFPU9 95474.62 PA USD 87405.46 0.0199168261 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.5 N N N N N N FNMA POOL FS0523 B1V7KEBTPIMZEU4LTD58 3140XFSM4 97482.71 PA USD 88352.77 0.0201326868 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N FNMA POOL FM3278 B1V7KEBTPIMZEU4LTD58 3140X6UC3 111632.59 PA USD 109139.98 0.0248694074 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.5 N N N N N N FNMA POOL FS0551 B1V7KEBTPIMZEU4LTD58 3140XFTH4 97391.35 PA USD 88422.14 0.0201484939 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N FNMA POOL FS0605 B1V7KEBTPIMZEU4LTD58 3140XFU74 293668.54 PA USD 265338.48 0.0604619019 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N FNMA POOL FS1014 B1V7KEBTPIMZEU4LTD58 3140XGDU0 98197.54 PA USD 85743.66 0.0195381566 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2 N N N N N N FNMA POOL FM3347 B1V7KEBTPIMZEU4LTD58 3140X6WH0 204249.87 PA USD 200199.86 0.0456189555 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.5 N N N N N N FNMA POOL FS1015 B1V7KEBTPIMZEU4LTD58 3140XGDV8 293836.95 PA USD 256754.79 0.0585059616 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2 N N N N N N FNMA POOL FS1074 B1V7KEBTPIMZEU4LTD58 3140XGFQ7 491280.71 PA USD 462919.17 0.1054840348 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FNMA POOL FM3469 B1V7KEBTPIMZEU4LTD58 3140X62B6 392890.48 PA USD 385099.97 0.0877516017 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 3.5 N N N N N N FNMA POOL FS1092 B1V7KEBTPIMZEU4LTD58 3140XGGA1 295694.88 PA USD 285904.42 0.0651482024 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.5 N N N N N N FNMA POOL FS1104 B1V7KEBTPIMZEU4LTD58 3140XGGN3 95529.81 PA USD 87202.23 0.0198705166 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.5 N N N N N N FNMA POOL FM3773 B1V7KEBTPIMZEU4LTD58 3140X7FP9 416921.32 PA USD 408654.31 0.0931188602 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.5 N N N N N N FNMA POOL FS1107 B1V7KEBTPIMZEU4LTD58 3140XGGR4 192714.37 PA USD 175041.73 0.0398862461 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.5 N N N N N N FNMA POOL FS1112 B1V7KEBTPIMZEU4LTD58 3140XGGW3 197631.96 PA USD 172876.13 0.0393927772 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2 N N N N N N FNMA POOL FS1207 B1V7KEBTPIMZEU4LTD58 3140XGKV0 98360.83 PA USD 95288.53 0.0217131181 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.5 N N N N N N FNMA POOL FM4311 B1V7KEBTPIMZEU4LTD58 3140X7YH6 79769.37 PA USD 75070.82 0.0171061678 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3 N N N N N N FNMA POOL FS1240 B1V7KEBTPIMZEU4LTD58 3140XGLW7 96978.23 PA USD 93888.5 0.0213940974 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.5 N N N N N N FNMA POOL FS1289 B1V7KEBTPIMZEU4LTD58 3140XGNF2 98501.72 PA USD 93007.62 0.0211933738 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FNMA POOL FS1454 B1V7KEBTPIMZEU4LTD58 3140XGTL3 99016.26 PA USD 95699.16 0.0218066872 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.5 N N N N N N FNMA POOL FS1462 B1V7KEBTPIMZEU4LTD58 3140XGTU3 98098.93 PA USD 95555.96 0.0217740566 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.5 N N N N N N FNMA POOL FM4577 S6XOOCT0IEG5ABCC6L87 3140X8CP0 242968.21 PA USD 221294.52 0.0504257338 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.5 N N N N N N FNMA POOL FS1555 B1V7KEBTPIMZEU4LTD58 3140XGWR6 99047.53 PA USD 95729.38 0.0218135733 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.5 N N N N N N FNMA POOL MA1591 B1V7KEBTPIMZEU4LTD58 31418AXV5 49872.14 PA USD 51263.09 0.0116811701 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.5 N N N N N N FNMA POOL MA1629 B1V7KEBTPIMZEU4LTD58 31418AY36 44854.43 PA USD 46105.44 0.0105059115 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.5 N N N N N N FNMA POOL MA1664 B1V7KEBTPIMZEU4LTD58 31418AZ68 21963.58 PA USD 22576.15 0.0051443611 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.5 N N N N N N FNMA POOL FS1556 B1V7KEBTPIMZEU4LTD58 3140XGWS4 397778.78 PA USD 386814.76 0.0881423459 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N FNMA POOL MA1711 B1V7KEBTPIMZEU4LTD58 31418A3V8 46479.1 PA USD 47775.42 0.010886445 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.5 N N N N N N FNMA POOL MA2110 B1V7KEBTPIMZEU4LTD58 31418BKY1 64037.69 PA USD 64188.74 0.0146265001 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 3.5 N N N N N N FNMA POOL FS1877 B1V7KEBTPIMZEU4LTD58 3140XHCP0 397824.7 PA USD 371750.35 0.0847096629 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3 N N N N N N FNMA POOL MA2138 B1V7KEBTPIMZEU4LTD58 31418BLU8 33495.42 PA USD 33553.49 0.0076457354 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.5 N N N N N N FNMA POOL MA2320 B1V7KEBTPIMZEU4LTD58 31418BSJ6 43110.82 PA USD 42252.17 0.0096278782 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 3 N N N N N N FNMA POOL MA2523 B1V7KEBTPIMZEU4LTD58 31418BYV2 292816.89 PA USD 286801.76 0.0653526767 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 3 N N N N N N FNMA POOL FS2061 B1V7KEBTPIMZEU4LTD58 3140XHJF5 99698.91 PA USD 99039.88 0.0225679272 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4 N N N N N N FNMA POOL MA2579 B1V7KEBTPIMZEU4LTD58 31418B2M7 213572.96 PA USD 209185.68 0.0476665279 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 3 N N N N N N FNMA POOL MA2707 B1V7KEBTPIMZEU4LTD58 31418CAH7 262355.35 PA USD 256965.97 0.0585540826 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 3 N N N N N N FNMA POOL MA2749 B1V7KEBTPIMZEU4LTD58 31418CBT0 45795.05 PA USD 43463.05 0.0099037978 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.5 N N N N N N FNMA POOL FS2066 B1V7KEBTPIMZEU4LTD58 3140XHJL2 298115.84 PA USD 296890.52 0.0676515728 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4 N N N N N N FNMA POOL MA2773 B1V7KEBTPIMZEU4LTD58 31418CCK8 967193.02 PA USD 945813.41 0.2155197303 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 3 N N N N N N FNMA POOL MA2832 B1V7KEBTPIMZEU4LTD58 31418CEE0 490717.51 PA USD 479870.3 0.1093466391 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 3 N N N N N N FNMA POOL MA4120 B1V7KEBTPIMZEU4LTD58 31418DSJ2 61363.89 PA USD 55621.53 0.0126743151 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.5 N N N N N N FNMA POOL FS2172 B1V7KEBTPIMZEU4LTD58 3140XHMW4 100000 PA USD 100789.04 0.0229665032 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.5 N N N N N N FNMA POOL MA4305 B1V7KEBTPIMZEU4LTD58 31418DYB2 533434.31 PA USD 465781.61 0.1061362906 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2 N N N N N N FNMA POOL MA4606 B1V7KEBTPIMZEU4LTD58 31418EDL1 98785.46 PA USD 88356.2 0.0201334684 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 2 N N N N N N FNMA TBA 30 YR 4 B1V7KEBTPIMZEU4LTD58 01F040677 900000 PA USD 888609.42 0.2024848247 Long ABS-MBS USGSE US N 2 2052-07-14 Fixed 4 N N N N N N FNMA POOL FS2185 B1V7KEBTPIMZEU4LTD58 3140XHNB9 200000 PA USD 198427.96 0.0452151978 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4 N N N N N N FNMA TBA 30 YR 4.5 B1V7KEBTPIMZEU4LTD58 01F042699 500000 PA USD 500351.55 0.1140136415 Long ABS-MBS USGSE US N 2 2052-09-14 Fixed 4.5 N N N N N N FNMA TBA 30 YR 4.5 B1V7KEBTPIMZEU4LTD58 01F042673 600000 PA USD 603000 0.1374038431 Long ABS-MBS USGSE US N 2 2052-07-14 Fixed 4.5 N N N N N N FNMA POOL MA0706 B1V7KEBTPIMZEU4LTD58 31417YYC5 11257.29 PA USD 11539.6 0.0026294948 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 4.5 N N N N N N FNMA TBA 30 YR 4.5 B1V7KEBTPIMZEU4LTD58 01F042681 100000 PA USD 100285.16 0.0228516855 Long ABS-MBS USGSE US N 2 2052-08-11 Fixed 4.5 N N N N N N FNMA TBA 30 YR 5 B1V7KEBTPIMZEU4LTD58 01F050676 500000 PA USD 510625 0.1163546225 Long ABS-MBS USGSE US N 2 2052-07-14 Fixed 5 N N N N N N FNMA TBA 30 YR 5 B1V7KEBTPIMZEU4LTD58 01F050684 100000 PA USD 101824.22 0.0232023866 Long ABS-MBS USGSE US N 2 2052-08-11 Fixed 5 N N N N N N FORD CREDIT FLOORPLAN MASTER O 5493001DTG5N7T8BG747 34528PAK2 1100000 PA USD 1098328.88 0.2502729835 Long ABS-O CORP US N 2 2030-11-15 Fixed 4.06 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CQ1 90000 PA USD 64077.58 0.0146011704 Long DBT CORP US N 2 2043-01-15 Fixed 4.75 N N N N N N FNMA POOL MA0734 B1V7KEBTPIMZEU4LTD58 31417YY84 40481.11 PA USD 41496.29 0.009455638 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 4.5 N N N N N N FORD MOTOR CREDI UDSQCVRUX5BONN0VY111 345397B69 220000 PA USD 170500 0.0388513354 Long DBT CORP US N 2 2031-06-17 Fixed 3.625 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B51 390000 PA USD 315209.66 0.0718259016 Long DBT CORP US N 2 2028-02-16 Fixed 2.9 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C27 250000 PA USD 230070.94 0.0524255909 Long DBT CORP US N 2 2027-05-28 Fixed 4.95 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A60 200000 PA USD 191900.37 0.043727775 Long DBT CORP US N 2 2025-06-16 Fixed 5.125 N N N N N N FNMA POOL MA0776 B1V7KEBTPIMZEU4LTD58 31417Y2J5 13684.23 PA USD 14027.4 0.0031963825 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 4.5 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A86 200000 PA USD 176100 0.040127391 Long DBT CORP US N 2 2027-08-17 Fixed 4.125 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B36 200000 PA USD 162051 0.0369260865 Long DBT CORP US N 2 2030-11-13 Fixed 4 N N N N N N FOUR SEASONS HLDGS INC 5493009FUVX8LHYY2202 35100DAR7 71967.38 PA USD 71067.79 0.0161940091 Long LON CORP CA N 2 2023-11-30 Floating 0 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAJ4 90000 PA USD 87702.37 0.0199844821 Long DBT CORP US N 2 2039-01-25 Fixed 5.476 N N N N N N FNMA POOL MA0913 B1V7KEBTPIMZEU4LTD58 31418AAP3 10409.03 PA USD 10670.07 0.0024313576 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 4.5 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31397RCW4 7989.2 PA USD 56.73 0.0000129269 Long ABS-O USGSE US N 2 2038-01-15 Floating 0.25 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31398W2M5 21469.28 PA USD 2916.73 0.0006646267 Long ABS-O USGSE US N 2 2040-01-15 Floating 4.906 N N N N N N FNMA POOL MA0939 B1V7KEBTPIMZEU4LTD58 31418ABH0 10349.95 PA USD 10609.51 0.002417558 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 4.5 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137AJYN8 142397.34 PA USD 21695.59 0.0049437105 Long ABS-O USGSE US N 2 2041-12-15 Floating 5.166 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137B2DY3 89507.21 PA USD 9196.94 0.0020956798 Long ABS-O USGSE US N 2 2042-09-15 Floating 4.926 N N N N N N FNMA POOL MA1177 B1V7KEBTPIMZEU4LTD58 31418AJX7 18767.78 PA USD 18448.42 0.0042037874 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.5 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137FEXL9 216931.55 PA USD 206935.63 0.0471538156 Long ABS-O USGSE US N 2 2048-05-15 Fixed 3 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137FEXM7 130583.67 PA USD 124546.15 0.0283799662 Long ABS-O USGSE US N 2 2048-06-15 Fixed 3 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137FGSM8 109398.9 PA USD 105768.72 0.0241012083 Long ABS-O USGSE US N 2 2048-08-15 Fixed 3 N N N N N N FNMA POOL MA1213 B1V7KEBTPIMZEU4LTD58 31418AK31 114247.32 PA USD 112303.26 0.0255902148 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.5 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137FVQ54 216408.05 PA USD 32410.81 0.0073853563 Long ABS-O USGSE US N 2 2050-09-25 Fixed 2.5 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137FVQG0 509236.81 PA USD 84966.42 0.0193610492 Long ABS-O USGSE US N 2 2050-09-25 Fixed 2.5 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137FW3E8 268678.8 PA USD 44761.67 0.0101997106 Long ABS-O USGSE US N 2 2050-09-25 Fixed 2.5 N N N N N N FNMA POOL MA1217 B1V7KEBTPIMZEU4LTD58 31418AK72 86104.33 PA USD 86725.82 0.0197619585 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137FXC89 356676.3 PA USD 49194.26 0.0112097519 Long ABS-O USGSE US N 2 2050-10-25 Fixed 2 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137F6P92 155889.7 PA USD 21842.42 0.0049771682 Long ABS-O USGSE US N 2 2050-11-25 Fixed 2.5 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137F86B4 730693.17 PA USD 123154.9 0.0280629462 Long ABS-O USGSE US N 2 2051-01-25 Fixed 2.5 N N N N N N FNMA POOL MA1253 B1V7KEBTPIMZEU4LTD58 31418AMB1 51496.91 PA USD 51868.61 0.0118191482 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137F9CW9 83302.9 PA USD 11947.01 0.0027223302 Long ABS-O USGSE US N 2 2051-02-25 Fixed 2.5 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137FFZS9 642672.15 PA USD 89614.14 0.0204201115 Long ABS-O USGSE US N 2 2051-03-25 Fixed 2 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137H24R2 285967.95 PA USD 39701.13 0.0090465802 Long ABS-O USGSE US N 2 2049-05-25 Fixed 2.5 N N N N N N FNMA POOL MA1547 B1V7KEBTPIMZEU4LTD58 31418AWH7 26263.11 PA USD 26436.26 0.0060239531 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137H7G72 400000 PA USD 394048.12 0.0897905904 Long ABS-O USGSE US N 2 2052-04-25 Fixed 4 N N N N N N FREDDIE MAC STACR N/A 3137G0MX4 1450000 PA USD 1517776.77 0.3458513451 Long ABS-O USGSE US N 2 2029-07-25 Floating 6.57357 N N N N N N FREDDIE MAC STACR S6XOOCT0IEG5ABCC6L87 35565HBD6 380000 PA USD 339708.75 0.0774084374 Long ABS-O USGSE US Y 2 2050-01-25 Floating 3.92357 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BG2 50000 PA USD 49812.48 0.0113506239 Long DBT CORP US N 2 2025-05-15 Fixed 3.5 N N N N N N FREDDIE MAC STACR S6XOOCT0IEG5ABCC6L87 35565KAH1 390332.32 PA USD 384479.64 0.0876102489 Long ABS-O USGSE US Y 2 2050-02-25 Floating 3.47357 N N N N N N FREDDIE MAC STACR N/A 35566CAH8 780000 PA USD 767519.45 0.1748924081 Long ABS-O USGSE US Y 2 2050-12-25 Floating 2.92566 N N N N N N FREDDIE MAC REFERENCE REMIC S6XOOCT0IEG5ABCC6L87 31396NRF5 59711.88 PA USD 64019.82 0.0145880088 Long ABS-O USGSE US N 2 2036-05-15 Fixed 6 N N N N N N FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 31325VKQ6 94208.94 PA USD 12733 0.0029014314 Long ABS-MBS USGSE US N 2 2044-08-15 Floating 4.776 N N N N N N FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 31325WSM5 227897.93 PA USD 28746.2 0.0065503124 Long ABS-MBS USGSE US N 2 2046-12-15 Floating 4.676 N N N N N N FREEPORT MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 466000 PA USD 431073.3 0.0982274097 Long DBT CORP US N 2 2043-03-15 Fixed 5.45 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GXZ2 114000 PA USD 127782.95 0.0291175264 Long DBT CORP US N 2 2032-03-15 Fixed 6.75 N N N N N N FREEPORT MCMORAN INC 549300IRDTHJQ1PVET45 35671DCH6 120000 PA USD 111333.6 0.0253692612 Long DBT CORP US N 2 2030-08-01 Fixed 4.625 N N N N N N FREEPORT MCMORAN INC 549300IRDTHJQ1PVET45 35671DBL8 10000 PA USD 9951.1 0.002267528 Long DBT CORP US N 2 2024-11-14 Fixed 4.55 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAK6 10000 PA USD 10150.56 0.0023129784 Long DBT CORP US N 2 2036-04-01 Fixed 6.6 N N N N N N FREMF MORTGAGE TRUST N/A 302986AC8 506574.46 PA USD 500877.17 0.114133413 Long ABS-O USGSE US Y 2 2026-01-25 Floating 3.26986 N N N N N N FRESENIUS MED CARE II 5493008GJ5TVVTY4UM62 35802XAJ2 70000 PA USD 70125.19 0.0159792216 Long DBT CORP US Y 2 2024-10-15 Fixed 4.75 N N N N N N FRONERI INTERNATIONAL PLC N/A G3679YAC6 303800 PA USD 278864.1 0.0635439453 Long LON CORP GB N 2 2027-01-29 Floating 0 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BH0 20000 PA USD 19208 0.0043768707 Long DBT CORP US N 2 2040-04-01 Fixed 4.25 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BJ6 50000 PA USD 48155.44 0.010973039 Long DBT CORP US N 2 2050-04-01 Fixed 4.25 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AQ1 90000 PA USD 85103.85 0.0193923649 Long DBT CORP US Y 2 2027-10-27 Fixed 3.875 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAP5 40000 PA USD 35015.18 0.0079788065 Long DBT CORP US N 2 2038-04-01 Fixed 5.15 N N N N N N GLOBAL MEDICAL RESPONSE INC N/A 00169QAF6 382996.32 PA USD 355470.37 0.0809999916 Long LON CORP US N 2 2025-10-02 Floating 0 N N N N N N GLP CAPITAL LP / FIN II 2549005PXW31DRW8EC44 361841AH2 40000 PA USD 39144.8 0.0089198109 Long DBT CORP US N 2 2026-04-15 Fixed 5.375 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAT7 110000 PA USD 102692.01 0.0234001274 Long DBT CORP US N 2 2049-04-01 Fixed 5.95 N N N N N N GLP CAPITAL LP / FIN II 2549005PXW31DRW8EC44 361841AJ8 10000 PA USD 9806.9 0.0022346696 Long DBT CORP US N 2 2025-06-01 Fixed 5.25 N N N N N N GNMA II POOL 004747 549300M8ZYFG0OCMTT87 36202FHY5 53240.68 PA USD 55658.41 0.0126827188 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 5 N N N N N N GNMA II POOL 783298 549300M8ZYFG0OCMTT87 36241LUX2 85955.64 PA USD 89561.82 0.0204081895 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 4.5 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAW0 130000 PA USD 132012.35 0.0300812674 Long DBT CORP US N 2 2023-10-02 Fixed 5.4 N N N N N N GNMA II POOL 783368 549300M8ZYFG0OCMTT87 36241LW51 12738.15 PA USD 13272.57 0.0030243816 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.5 N N N N N N GNMA II POOL 784106 549300M8ZYFG0OCMTT87 3622A2R38 60626.32 PA USD 59727.89 0.0136100193 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 3.5 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAV2 20000 PA USD 20690.11 0.0047145947 Long DBT CORP US N 2 2025-10-01 Fixed 6.125 N N N N N N GNMA II POOL 784825 549300M8ZYFG0OCMTT87 3622AAHA5 48675.52 PA USD 47011.1 0.0107122816 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.5 N N N N N N GNMA II POOL 785944 549300M8ZYFG0OCMTT87 3622ABP55 98730.89 PA USD 93094.1 0.0212130798 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XAL0 10000 PA USD 10035.34 0.0022867235 Long DBT CORP US N 2 2023-05-15 Fixed 4.25 N N N N N N GNMA II POOL 786095 549300M8ZYFG0OCMTT87 3622ABUU4 99026.69 PA USD 91732.88 0.0209029026 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3 N N N N N N GNMA II POOL 786134 549300M8ZYFG0OCMTT87 3622ABV33 99827.19 PA USD 93722.26 0.0213562168 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDS2 40000 PA USD 32239.65 0.0073463546 Long DBT CORP US N 2 2032-01-12 Fixed 3.1 N N N N N N GNMA II POOL 786216 549300M8ZYFG0OCMTT87 3622ABYM8 100000 PA USD 97111.84 0.0221285904 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.5 N N N N N N GNMA II POOL BC4732 549300M8ZYFG0OCMTT87 3617B8HH4 222928.6 PA USD 218789.02 0.0498548129 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.5 N N N N N N GENESEE + WYOMING INC NEW G617XSG94Z7G0RMW3L02 55316HAB1 495024.11 PA USD 474421.21 0.108104971 Long LON CORP US N 2 2026-12-30 Floating 0 N N N N N N GNMA II POOL BD0384 549300M8ZYFG0OCMTT87 3617BFM90 156058.09 PA USD 153160.23 0.0349001728 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.5 N N N N N N GNMA II POOL BM7534 549300M8ZYFG0OCMTT87 3617JYLP6 65550.78 PA USD 63964.84 0.0145754807 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3.5 N N N N N N GNMA II POOL BM9734 549300M8ZYFG0OCMTT87 3617K1Y72 39911.72 PA USD 40066.44 0.0091298223 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 4 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BA0 10000 PA USD 9258.04 0.0021096024 Long DBT CORP US N 2 2045-02-01 Fixed 4.5 N N N N N N GNMA II POOL BM9743 549300M8ZYFG0OCMTT87 3617K1ZG1 45327.95 PA USD 45503.66 0.0103687857 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 4 N N N N N N GNMA II POOL BS1728 549300M8ZYFG0OCMTT87 3617MB4M8 50887.62 PA USD 51037.18 0.0116296927 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 4 N N N N N N GNMA II POOL BS1742 549300M8ZYFG0OCMTT87 3617MB5B1 44483.9 PA USD 44614.64 0.0101662073 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 4 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BD4 40000 PA USD 38605.49 0.0087969199 Long DBT CORP US N 2 2046-03-01 Fixed 4.75 N N N N N N GNMA II POOL BS1757 549300M8ZYFG0OCMTT87 3617MB5S4 30393.21 PA USD 30482.54 0.0069459671 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 4 N N N N N N GNMA II POOL BS8420 549300M8ZYFG0OCMTT87 3617MKK99 167264.82 PA USD 167756.41 0.0382261616 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4 N N N N N N GNMA II POOL MA1995 549300M8ZYFG0OCMTT87 36179QGC9 53960.28 PA USD 53346.13 0.0121558263 Long ABS-MBS USGA US N 2 2044-06-20 Fixed 3.5 N N N N N N GNMA II POOL MA2678 549300M8ZYFG0OCMTT87 36179Q6P1 23114.61 PA USD 22822.64 0.0052005281 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 3.5 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558AW3 130000 PA USD 130192.67 0.0296666222 Long DBT CORP US N 2 2024-04-01 Fixed 3.7 N N N N N N GNMA II POOL MA3597 549300M8ZYFG0OCMTT87 36179R7J2 96027.43 PA USD 94514.36 0.0215367103 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.5 N N N N N N GNMA II POOL MA4068 549300M8ZYFG0OCMTT87 36179SQV2 21196.41 PA USD 20271.08 0.0046191116 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AT5 130000 PA USD 129440.91 0.0294953209 Long DBT CORP US Y 2 2024-03-12 Fixed 4.125 N N N N N N GNMA II POOL MA4511 549300M8ZYFG0OCMTT87 36179TAL9 597974.66 PA USD 601787.65 0.1371275884 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4 N N N N N N GNMA II POOL MA4654 549300M8ZYFG0OCMTT87 36179TE35 133249.4 PA USD 137507.25 0.0313333741 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.5 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AN8 270000 PA USD 260343.42 0.0593236922 Long DBT CORP US Y 2 2027-03-27 Fixed 4 N N N N N N GNMA II POOL MA4720 549300M8ZYFG0OCMTT87 36179TG58 394714.8 PA USD 397108.35 0.0904879161 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4 N N N N N N GNMA II POOL MA5138 549300M8ZYFG0OCMTT87 36179TV77 205270.82 PA USD 210611.25 0.0479913684 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.5 N N N N N N GNMA II POOL MA5193 549300M8ZYFG0OCMTT87 36179TXW0 205529.09 PA USD 210683.55 0.0480078432 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.5 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AF5 130000 PA USD 129556.7 0.0295217056 Long DBT CORP US Y 2 2023-05-30 Fixed 4.125 N N N N N N GNMA II POOL MA5265 549300M8ZYFG0OCMTT87 36179TZ65 181891.18 PA USD 186339.15 0.0424605561 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 4.5 N N N N N N GNMA POOL AA5649 549300M8ZYFG0OCMTT87 36178DH20 82325.08 PA USD 79428.65 0.0180991737 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3 N N N N N N GNMA II POOL MA5331 549300M8ZYFG0OCMTT87 36179T4Q5 45572.34 PA USD 46651.16 0.0106302631 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 4.5 N N N N N N GNMA POOL AB2892 549300M8ZYFG0OCMTT87 36178NF95 80650.7 PA USD 77813.18 0.0177310613 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3 N N N N N N GNMA POOL AB9108 549300M8ZYFG0OCMTT87 36178WDM8 585075.82 PA USD 564491.21 0.1286289579 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3 N N N N N N GNMA POOL AB9109 549300M8ZYFG0OCMTT87 36178WDN6 49339.46 PA USD 47603.56 0.0108472837 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3 N N N N N N GNMA POOL AB9207 549300M8ZYFG0OCMTT87 36178WGQ6 42527.07 PA USD 41030.85 0.0093495796 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3 N N N N N N GNMA II POOL MA5818 549300M8ZYFG0OCMTT87 36179UPB2 60688.16 PA USD 62072.66 0.0141443151 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.5 N N N N N N GNMA POOL BS8439 549300M8ZYFG0OCMTT87 3617MKLU1 155580.37 PA USD 152002.08 0.0346362686 Long ABS-MBS USGA US N 2 2050-05-15 Fixed 3.5 N N N N N N GOLDMAN SACHS CAPITAL II N/A 381427AA1 8000 PA USD 5697.53 0.0012982795 Long DBT CORP US N 2 2049-12-29 Floating 4 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GGM0 130000 PA USD 144647.22 0.0329603382 Long DBT CORP US N 2 2041-02-01 Fixed 6.25 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVM3 100000 PA USD 100383.94 0.0228741943 Long DBT CORP US N 2 2024-03-03 Fixed 4 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZR8 50000 PA USD 47387.56 0.0107980644 Long DBT CORP US N 2 2028-03-15 Fixed 3.615 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXJ8 370000 PA USD 363007.2 0.082717387 Long DBT CORP US N 2 2025-04-01 Fixed 3.5 N N N N N N GNMA II POOL MA7590 549300M8ZYFG0OCMTT87 36179WNF1 718208.91 PA USD 680571.17 0.1550797583 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 3 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYC2 40000 PA USD 30696.04 0.0069946167 Long DBT CORP US N 2 2042-04-22 Fixed 3.21 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 490000 PA USD 472966.2 0.1077734221 Long DBT CORP US N 2 2029-05-01 Fixed 4.223 N N N N N N GNMA II POOL MA7883 549300M8ZYFG0OCMTT87 36179WXL7 295789.68 PA USD 288032.51 0.065633124 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.5 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 430000 PA USD 408358.07 0.0930513568 Long DBT CORP US N 2 2028-06-05 Fixed 3.691 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141EC23 90000 PA USD 90261.49 0.0205676212 Long DBT CORP US N 2 2024-07-08 Fixed 3.85 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYK4 80000 PA USD 58710.86 0.0133782716 Long DBT CORP US N 2 2042-07-21 Fixed 2.908 N N N N N N GNMA II TBA 30 YR 3.5 549300M8ZYFG0OCMTT87 21H032688 200000 PA USD 194218.76 0.0442560597 Long ABS-MBS USGA US N 2 2052-08-18 Fixed 3.5 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVS0 130000 PA USD 121249.57 0.0276287842 Long DBT CORP US N 2 2045-10-21 Fixed 4.75 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAH3 200000 PA USD 192015.82 0.0437540823 Long DBT CORP US N 2 2026-11-16 Fixed 3.5 N N N N N N GNMA II TBA 30 YR 4 549300M8ZYFG0OCMTT87 21H040681 100000 PA USD 99414.06 0.0226531905 Long ABS-MBS USGA US N 2 2052-08-18 Fixed 4 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148LAF3 290000 PA USD 276545.22 0.0630155489 Long DBT CORP US N 2 2045-05-22 Fixed 5.15 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVR2 260000 PA USD 258279.02 0.0588532835 Long DBT CORP US N 2 2025-10-21 Fixed 4.25 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 80000 PA USD 88898.55 0.0202570521 Long DBT CORP US N 2 2037-10-01 Fixed 6.75 N N N N N N GNMA II TBA 30 YR 4.5 549300M8ZYFG0OCMTT87 21H042687 200000 PA USD 202343.76 0.0461074797 Long ABS-MBS USGA US N 2 2052-08-18 Fixed 4.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38374YVW0 6686.94 PA USD 180.83 0.0000412052 Long ABS-O USGA US N 2 2040-01-20 Floating 5.05486 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38375BJE3 85742.01 PA USD 85325.21 0.0194428056 Long ABS-O USGA US N 2 2060-12-20 Floating 1.20329 N N N N N N GNMA POOL 487588 N/A 36210BUM5 666.39 PA USD 703.7 0.0001603501 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38375BLC4 69422.73 PA USD 69183.31 0.0157645981 Long ABS-O USGA US N 2 2061-03-20 Floating 1.28329 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38375BLE0 48595.45 PA USD 48465.11 0.0110436026 Long ABS-O USGA US N 2 2061-03-20 Floating 1.30329 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378BT58 2336727.8 PA USD 28013.86 0.0063834362 Long ABS-O USGA US N 2 2053-01-16 Floating 0.36107 N N N N N N GNMA POOL 595077 N/A 36200ACN7 207.05 PA USD 221.55 0.0000504839 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378B2G3 2249150.29 PA USD 29114.58 0.006634254 Long ABS-O USGA US N 2 2053-01-16 Floating 0.33367 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38375BZC9 377476.58 PA USD 13377.39 0.0030482667 Long ABS-O USGA US N 2 2062-10-20 Floating 1.76924 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378KYP8 159308.12 PA USD 153287.34 0.034929137 Long ABS-O USGA US N 2 2047-11-16 Floating 2.85081 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378UGA9 20473.18 PA USD 521.19 0.000118762 Long ABS-O USGA US N 2 2042-11-20 Floating 0.47507 N N N N N N GNMA POOL 596620 549300M8ZYFG0OCMTT87 36200BYR2 187.79 PA USD 201.61 0.0000459403 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378MVC6 354560.43 PA USD 38099.01 0.0086815098 Long ABS-O USGA US N 2 2043-04-20 Fixed 3.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379GZ83 39776.15 PA USD 6778.13 0.0015445126 Long ABS-O USGA US N 2 2044-11-20 Fixed 4 N N N N N N GNMA POOL 604706 549300M8ZYFG0OCMTT87 36200MYB3 29001.86 PA USD 31160.98 0.0071005612 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378XW72 355178.14 PA USD 4877.34 0.0011113852 Long ABS-O USGA US N 2 2054-08-16 Floating 0.39068 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38375UQY9 909285.45 PA USD 903369 0.2058480469 Long ABS-O USGA US N 2 2064-10-20 Floating 1.23329 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379FFB0 51052.07 PA USD 8488.65 0.0019342838 Long ABS-O USGA US N 2 2045-04-16 Fixed 4 N N N N N N GNMA POOL 636251 549300M8ZYFG0OCMTT87 36291RZQ8 3699.42 PA USD 3997.46 0.0009108895 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 6 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380AK63 106920.2 PA USD 19393.55 0.0044191514 Long ABS-O USGA US N 2 2046-10-16 Floating 4.59071 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379VHX5 63227.44 PA USD 8559.31 0.0019503849 Long ABS-O USGA US N 2 2046-02-20 Floating 4.55486 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379XGR5 232369.31 PA USD 42675.02 0.0097242318 Long ABS-O USGA US N 2 2045-11-16 Fixed 4.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379RPH0 729550.17 PA USD 25919.02 0.0059060911 Long ABS-O USGA US N 2 2058-07-16 Floating 0.6516 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376R5X0 109838.31 PA USD 6761.51 0.0015407255 Long ABS-O USGA US N 2 2067-07-20 Floating 2.21955 N N N N N N GNMA POOL 658029 549300M8ZYFG0OCMTT87 36294SA64 8186.77 PA USD 8878.48 0.0020231132 Long ABS-MBS USGA US N 2 2036-07-15 Fixed 6 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376R6U5 2927165.95 PA USD 175473.21 0.0399845662 Long ABS-O USGA US N 2 2067-09-20 Floating 1.61693 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38375UM72 60421.72 PA USD 3667.6 0.0008357253 Long ABS-O USGA US N 2 2067-10-20 Floating 2.03965 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380LCX9 287786.19 PA USD 285860.01 0.0651380828 Long ABS-O USGA US N 2 2068-05-20 Floating 1.10329 N N N N N N GNMA POOL 782034 549300M8ZYFG0OCMTT87 36241KHK7 30004.74 PA USD 32353.67 0.007372336 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 6 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382HS35 173682.33 PA USD 24711.04 0.0056308323 Long ABS-O USGA US N 2 2050-08-20 Fixed 2.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382HM98 421718.25 PA USD 60895.31 0.0138760359 Long ABS-O USGA US N 2 2050-08-20 Fixed 2.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382HY87 168942.39 PA USD 24387.54 0.0055571173 Long ABS-O USGA US N 2 2050-08-20 Fixed 2.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382JZK5 174539.32 PA USD 25063.46 0.0057111372 Long ABS-O USGA US N 2 2050-09-20 Fixed 2.5 N N N N N N GNMA POOL 783669 549300M8ZYFG0OCMTT87 3622A2CE0 154443.3 PA USD 149009.55 0.0339543695 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382KG64 178334.55 PA USD 26711.34 0.0060866348 Long ABS-O USGA US N 2 2050-10-20 Fixed 2.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382KS87 258863.28 PA USD 38130.46 0.0086886762 Long ABS-O USGA US N 2 2050-10-20 Fixed 2.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382KQ97 707299.7 PA USD 101813.25 0.0231998869 Long ABS-O USGA US N 2 2050-10-20 Fixed 2.5 N N N N N N GNMA POOL 784571 549300M8ZYFG0OCMTT87 3622A3CG3 183901.97 PA USD 181798.66 0.0414259279 Long ABS-MBS USGA US N 2 2048-06-15 Fixed 3.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382LXR7 1437386.07 PA USD 166531.38 0.0379470176 Long ABS-O USGA US N 2 2050-12-20 Fixed 2 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382EDP9 297843.07 PA USD 45967.76 0.0104745388 Long ABS-O USGA US N 2 2050-04-20 Fixed 3.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382EDT1 78873.81 PA USD 12135.17 0.0027652056 Long ABS-O USGA US N 2 2050-04-20 Fixed 3.5 N N N N N N GSAA HOME EQUITY TRUST CU46ESEFJB81SUVBJO28 362334GT5 321543.38 PA USD 168198.99 0.038327011 Long ABS-O CORP US N 2 2036-03-25 Floating 2.16357 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380QAW2 408656.84 PA USD 414227.4 0.0943887839 Long ABS-O USGA US N 2 2070-05-20 Floating 1.95329 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380QBN1 134218.62 PA USD 135739.1 0.030930471 Long ABS-O USGA US N 2 2070-04-20 Floating 2.05329 N N N N N N GSK CONSUMER HEALTHCARE 549300N8C3A3L0UVQB07 36264FAC5 260000 PA USD 243711.1 0.0555337342 Long DBT CORP US Y 2 2029-03-24 Fixed 3.375 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380QGQ9 138682.14 PA USD 136279.6 0.0310536331 Long ABS-O USGA US N 2 2070-07-20 Floating 1.25329 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380QGU0 58912.93 PA USD 57939.26 0.0132024494 Long ABS-O USGA US N 2 2070-07-20 Floating 1.25329 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382T4P6 277177.15 PA USD 32397.05 0.0073822209 Long ABS-O USGA US N 2 2051-05-20 Fixed 2.5 N N N N N N GSR MORTGAGE LOAN TRUST CU46ESEFJB81SUVBJO28 362341MC0 46341.95 PA USD 27960.36 0.0063712453 Long ABS-O CORP US N 2 2035-10-25 Floating 2.824407 N N N N N N GOVERNMENT NATIONAL MORTGAGE A N/A 38380R4L1 2320261.93 PA USD 158718.45 0.0361667081 Long ABS-O USGA US N 2 2063-05-16 Floating 0.81625 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381ETU2 200000 PA USD 130695.98 0.02978131 Long ABS-O USGA US N 2 2061-02-16 Fixed 1.85 N N N N N N GRIFOLS WORLDWIDE OPERATIONS U N/A 39843PAG8 347795.07 PA USD 327929.02 0.0747242249 Long LON CORP US N 2 2027-11-15 Floating 0 N N N N N N GUARDIAN LIFE GLOB FUND 635400NHILJ5JEKILC36 40139LAG8 120000 PA USD 110875.52 0.0252648799 Long DBT CORP US Y 2 2025-06-23 Fixed 1.1 N N N N N N GS MORTGAGE SECURITIES CORP. N/A 36249UAC2 1220000 PA USD 1044722.72 0.2380579049 Long ABS-O CORP US Y 2 2037-11-26 Floating 0.7015 N N N N N N GS MORTGAGE SECURITIES TRUST CU46ESEFJB81SUVBJO28 36255TAA0 1251201.19 PA USD 1155243.94 0.2632420515 Long ABS-O CORP US Y 2 2031-09-15 Floating 3.124 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36264YAA8 370000 PA USD 356945.7 0.0813361707 Long ABS-O CORP US Y 2 2026-05-15 Floating 2.475 N N N N N N HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866BF4 50000 PA USD 46342.1 0.0105598385 Long DBT CORP US N 2 2025-06-01 Fixed 0.9 N N N N N N HGI CRE CLO LTD N/A 40390JAA0 790000 PA USD 753454.92 0.1716875648 Long ABS-CBDO CORP KY Y 2 2036-09-19 Floating 2.50929 N N N N N N HILTON WORLDWIDE FINANCE LLC 549300406TN7EY0NPH20 43289DAH6 286204.15 PA USD 274564.23 0.0625641465 Long LON CORP US N 2 2026-06-22 Floating 0 N N N N N N H+E EQUIPMENT SERVICES 254900KVLRCDMQRYY541 404030AJ7 20000 PA USD 16175 0.0036857499 Long DBT CORP US Y 2 2028-12-15 Fixed 3.875 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CB6 70000 PA USD 63650.76 0.0145039122 Long DBT CORP US N 2 2030-04-15 Fixed 2.7 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216BG5 2000 PA USD 1988.07 0.0004530157 Long DBT CORP US N 2 2025-11-15 Fixed 3.8 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CC4 120000 PA USD 102366.78 0.0233260182 Long DBT CORP US N 2 2040-04-15 Fixed 3.3 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CD2 220000 PA USD 179738.09 0.0409563919 Long DBT CORP US N 2 2050-04-15 Fixed 3.35 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216BJ9 20000 PA USD 19296.4 0.0043970141 Long DBT CORP US N 2 2035-11-15 Fixed 4.85 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BS0 40000 PA USD 35985.33 0.0081998717 Long DBT CORP US N 2 2047-06-15 Fixed 3.9 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BW1 30000 PA USD 30043.55 0.0068459357 Long DBT CORP US N 2 2028-12-06 Fixed 3.9 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216BK6 110000 PA USD 101504.68 0.023129574 Long DBT CORP US N 2 2045-11-15 Fixed 5 N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516CB0 80000 PA USD 75367.64 0.0171738033 Long DBT CORP US N 2 2025-06-01 Fixed 1.35 N N N N N N HORIZON THERAPEUTICS USA INC N/A 44055UAD7 475200 PA USD 457826.69 0.1043236263 Long LON CORP US N 2 2028-03-15 Floating 0 N N N N N N HARBOR FREIGHT TOOLS USA INC 549300Y48HLCFTTB4249 41151PAP0 374472.8 PA USD 329835.64 0.0751586808 Long LON CORP US N 2 2027-10-19 Floating 0 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CG2 510000 PA USD 472367.14 0.107636916 Long DBT CORP GB N 2 2026-06-04 Fixed 2.099 N N N N Y N/A N/A XXXX N N N HARBORVIEW MORTGAGE LOAN TRUST N/A 41161PJ38 27308.72 PA USD 10646.22 0.002425923 Long ABS-O CORP US N 2 2036-02-25 Floating 2.720815 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DC0 200000 PA USD 185171.95 0.0421945896 Long DBT CORP GB N 2 2033-03-29 Fixed 4.762 N N N N Y N/A N/A XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AU3 330000 PA USD 325299.79 0.0741251099 Long DBT CORP GB N 2 2025-08-18 Fixed 4.25 N N N N N N HAWAIIAN BRAND INTELLECT N/A 41984LAA5 10000 PA USD 8897 0.0020273333 Long DBT CORP KY Y 2 2026-01-20 Fixed 5.75 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AH5 10000 PA USD 8110.45 0.0018481045 Long DBT CORP CA Y 2 2029-04-01 Fixed 6.125 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BR2 40000 PA USD 32485.09 0.0074022823 Long DBT CORP US N 2 2032-02-03 Fixed 2.15 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BG6 10000 PA USD 9671.66 0.0022038528 Long DBT CORP US N 2 2047-03-15 Fixed 4.8 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BM3 50000 PA USD 50421.18 0.0114893265 Long DBT CORP US N 2 2025-04-01 Fixed 4.5 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BU2 40000 PA USD 38508.23 0.0087747575 Long DBT CORP US N 2 2027-02-15 Fixed 4.5 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BB7 70000 PA USD 65316.23 0.0148834179 Long DBT CORP US N 2 2042-12-01 Fixed 4.625 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200JY8 320000 PA USD 317691.15 0.0723913514 Long DBT CORP US N 2 2024-05-15 Fixed 3 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BN8 50000 PA USD 50287.53 0.0114588721 Long DBT CORP US N 2 2024-03-15 Fixed 5 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174UAF5 495927.12 PA USD 459560.78 0.1047187683 Long LON CORP US N 2 2026-05-01 Floating 0 N N N N N N II VI INCORPORATED 549300O5C25A0MMHHU33 943ZRCII0 160000 PA USD 153000 0.0348636617 Long LON CORP US N 2 2028-01-14 Floating 0 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BT5 60000 PA USD 60040.79 0.0136813189 Long DBT CORP US N 2 2026-06-15 Fixed 5.25 N N N N N N ILFC E CAPITAL TRUST II N/A 44965UAA2 10000 PA USD 7511.07 0.0017115255 Long DBT CORP US Y 2 2065-12-21 Floating 5.1 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 ACI1Q75B0 58983000000 PA 3777129.18 0.8606833583 Long DBT NUSS ID N 2 2031-02-15 Fixed 6.5 N N N N N N INSTAR LEASING III, LLC N/A 45783NAA5 586598.51 PA USD 517371.09 0.1178918343 Long ABS-O CORP US Y 2 2054-02-15 Fixed 2.3 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BV0 80000 PA USD 72905.75 0.0166128196 Long DBT CORP US N 2 2047-06-15 Fixed 5.5 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BM1 20000 PA USD 19763.69 0.0045034941 Long DBT CORP US N 2 2050-03-25 Fixed 4.75 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140AS9 40000 PA USD 40288.41 0.0091804019 Long DBT CORP US N 2 2025-07-29 Fixed 3.7 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BT6 190000 PA USD 166519.9 0.0379444017 Long DBT CORP US N 2 2028-08-12 Fixed 1.6 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 70000 PA USD 59562.3 0.0135722868 Long DBT CORP US N 2 2030-09-01 Fixed 3.5 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BW9 90000 PA USD 67462.66 0.0153725187 Long DBT CORP US N 2 2051-08-12 Fixed 3.05 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBC0 350000 PA USD 348482.21 0.0794076201 Long DBT CORP IT Y 2 2023-01-12 Fixed 3.375 N N N N N N JANE STREET GROUP LLC 5493002N1IVX6KHGYO08 47077DAG5 348334.79 PA USD 334140.15 0.0761395369 Long LON CORP US N 2 2028-01-26 Floating 0 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAW7 200000 PA USD 190742.27 0.0434638821 Long DBT CORP IT Y 2 2026-01-15 Fixed 5.71 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAT4 900000 PA USD 859423.51 0.1958343169 Long DBT CORP IT Y 2 2024-06-26 Fixed 5.017 N N N N N N INTL LEASE FINANCE CORP N/A 459745GN9 70000 PA USD 70131.97 0.0159807665 Long DBT CORP US N 2 2022-08-15 Fixed 5.875 N N N N N N JAZZ FINANCING LUX SARL N/A G5080AAF9 485100 PA USD 461829.75 0.1052357919 Long LON CORP LU N 2 2028-05-05 Floating 0 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46647PAV8 310000 PA USD 299511.31 0.0682487646 Long DBT CORP US N 2 2029-07-23 Fixed 4.203 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46647PCR5 160000 PA USD 132823.63 0.0302661314 Long DBT CORP US N 2 2032-11-08 Fixed 2.545 N N N N N N JOHNSON + JOHNSON 549300G0CFPGEF6X2043 478160CF9 320000 PA USD 304399.95 0.0693627246 Long DBT CORP US N 2 2037-03-03 Fixed 3.625 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46647PAX4 830000 PA USD 809815.95 0.1845303876 Long DBT CORP US N 2 2029-12-05 Fixed 4.452 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46625HLL2 140000 PA USD 134276.41 0.0305971721 Long DBT CORP US N 2 2045-06-01 Fixed 4.95 N N N N N N JOHNSON + JOHNSON 549300G0CFPGEF6X2043 478160CN2 120000 PA USD 110689.41 0.0252224715 Long DBT CORP US N 2 2025-09-01 Fixed 0.55 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46625HJY7 300000 PA USD 299688 0.0682890264 Long DBT CORP US N 2 2024-09-10 Fixed 3.875 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46625HNJ5 70000 PA USD 69450.65 0.0158255161 Long DBT CORP US N 2 2027-10-01 Fixed 4.25 N N N N N N JOHNSON + JOHNSON 549300G0CFPGEF6X2043 478160CP7 40000 PA USD 35326.39 0.008049721 Long DBT CORP US N 2 2027-09-01 Fixed 0.95 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAQ8 200000 PA USD 176213.55 0.0401532653 Long DBT CORP KZ Y 2 2030-04-24 Fixed 5.375 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46649TAA4 262584.11 PA USD 247519.76 0.0564016024 Long ABS-O CORP US Y 2 2048-09-25 Floating 3.5 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BU9 30000 PA USD 28233.25 0.0064334279 Long DBT CORP US N 2 2044-03-01 Fixed 5.5 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46649CAA1 112411.09 PA USD 105284.8 0.0239909389 Long ABS-O CORP US Y 2 2048-10-25 Floating 3.5 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAP6 110000 PA USD 107185.16 0.0244239683 Long DBT CORP US N 2 2028-03-01 Fixed 4.3 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46649KAA3 138964.72 PA USD 130047.95 0.0296336453 Long ABS-O CORP US Y 2 2048-10-25 Floating 3.5 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAQ4 20000 PA USD 18374.27 0.0041868911 Long DBT CORP US N 2 2048-03-01 Fixed 5.2 N N N N N N KKR GROUP FIN CO II N/A 48249DAA9 20000 PA USD 20048.35 0.0045683588 Long DBT CORP US Y 2 2043-02-01 Fixed 5.5 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU N/A 46640UAJ1 30000 PA USD 29571.86 0.0067384531 Long ABS-O CORP US N 2 2047-01-15 Floating 5.048896 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 413875AT2 50000 PA USD 48837.8 0.0111285264 Long DBT CORP US N 2 2045-04-27 Fixed 5.054 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AH0 100000 PA USD 89294.96 0.0203473809 Long DBT CORP US N 2 2025-06-25 Fixed 2.9 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AG2 790000 PA USD 744081.25 0.1695516141 Long DBT CORP US N 2 2024-08-08 Fixed 3.2 N N N N N N LEGACY MORTGAGE ASSET TRUST N/A 52475FAF0 973591.78 PA USD 972274.32 0.2215493003 Long ABS-O CORP US Y 2 2059-05-25 Floating 3.2 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057BZ6 100000 PA USD 99830.88 0.0227481701 Long DBT CORP US N 2 2024-04-30 Fixed 4.5 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU N/A 46641WAX5 1037967.51 PA USD 7856.17 0.0017901624 Long ABS-O CORP US N 2 2047-04-15 Floating 0.796061 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU N/A 46644YBA7 160000 PA USD 157291.98 0.0358416626 Long ABS-O CORP US N 2 2048-08-15 Floating 4.765792 N N N N N N JPMDB COMMERCIAL MORTGAGE SECU N/A 46648KAW6 7500942.65 PA USD 243607.36 0.0555100953 Long ABS-O CORP US N 2 2050-10-15 Floating 0.989638 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46647PAM8 70000 PA USD 65580.65 0.0149436705 Long DBT CORP US N 2 2029-01-23 Fixed 3.509 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46647PBK1 340000 PA USD 318208.66 0.0725092749 Long DBT CORP US N 2 2026-04-22 Fixed 2.083 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46647PBL9 300000 PA USD 256135.23 0.0583647843 Long DBT CORP US N 2 2031-04-22 Fixed 2.522 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46647PBN5 80000 PA USD 59040.71 0.0134534336 Long DBT CORP US N 2 2051-04-22 Fixed 3.109 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057CD4 40000 PA USD 38895.09 0.0088629102 Long DBT CORP US N 2 2027-11-29 Fixed 4.75 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAQ7 50000 PA USD 46092.81 0.0105030336 Long DBT CORP US N 2 2050-03-26 Fixed 3.85 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 52729KAP1 498362.01 PA USD 460571.22 0.1049490143 Long LON CORP US N 2 2027-03-01 Floating 0 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AT6 370000 PA USD 362117.25 0.0825145967 Long DBT CORP GB N 2 2028-08-16 Fixed 4.55 N N N N Y N/A N/A XXXX N N N MCAFEE LLC N/A 55910RAB9 487550 PA USD 436878.93 0.0995503216 Long LON CORP US N 2 2028-07-27 Floating 0 N N N N N N MCDONALD S CORP UE2136O97NLB5BYP9H04 58013MFF6 110000 PA USD 107969.6 0.0246027164 Long DBT CORP US N 2 2028-04-01 Fixed 3.8 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BH1 45000 PA USD 45027.99 0.0102603961 Long DBT CORP US N 2 2026-01-15 Fixed 3.55 N N N N N N MCDONALD S CORP UE2136O97NLB5BYP9H04 58013MFR0 140000 PA USD 125842.12 0.0286752751 Long DBT CORP US N 2 2050-04-01 Fixed 4.2 N N N N N N MCDONALD S CORP UE2136O97NLB5BYP9H04 58013MFN9 60000 PA USD 59660.13 0.013594579 Long DBT CORP US N 2 2025-07-01 Fixed 3.3 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BK4 60000 PA USD 59824.85 0.0136321133 Long DBT CORP US N 2 2036-05-15 Fixed 4.5 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BR9 50000 PA USD 49481.63 0.011275234 Long DBT CORP US N 2 2032-06-15 Fixed 3.9 N N N N N N MCDONALD S CORP UE2136O97NLB5BYP9H04 58013MFP4 180000 PA USD 176632.32 0.0402486892 Long DBT CORP US N 2 2027-07-01 Fixed 3.5 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BS7 320000 PA USD 301123.75 0.0686161865 Long DBT CORP US N 2 2053-06-15 Fixed 4.15 N N N N N N MCDONALD S CORP UE2136O97NLB5BYP9H04 58013MFQ2 190000 PA USD 181303.99 0.0413132089 Long DBT CORP US N 2 2030-07-01 Fixed 3.6 N N N N N N LOWE S COS INC WAFCR4OKGSC504WU3E95 548661DU8 50000 PA USD 49521.09 0.0112842257 Long DBT CORP US N 2 2030-04-15 Fixed 4.5 N N N N N N MCDONALD S CORP UE2136O97NLB5BYP9H04 58013MFK5 40000 PA USD 33247.14 0.0075759284 Long DBT CORP US N 2 2049-09-01 Fixed 3.625 N N N N N N MAGALLANES INC N/A 55903VAG8 60000 PA USD 56276.58 0.0128235794 Long DBT CORP US Y 2 2027-03-15 Fixed 3.755 N N N N N N MDC HOLDINGS INC 5299005FV4VNV75R8R35 552676AQ1 20000 PA USD 16458.35 0.003750316 Long DBT CORP US N 2 2043-01-15 Fixed 6 N N N N N N MAGALLANES INC N/A 55903VAJ2 80000 PA USD 73417.47 0.0167294238 Long DBT CORP US Y 2 2029-03-15 Fixed 4.054 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BU9 18000 PA USD 18083.16 0.0041205567 Long DBT CORP US N 2 2045-03-15 Fixed 4.625 N N N N N N MAGALLANES INC N/A 55903VAL7 430000 PA USD 385698.36 0.0878879551 Long DBT CORP US Y 2 2032-03-15 Fixed 4.279 N N N N N N MERCK + CO INC 4YV9Y5M8S0BRK1RP0397 58933YAY1 200000 PA USD 181427.14 0.0413412708 Long DBT CORP US N 2 2026-02-24 Fixed 0.75 N N N N N N MAGALLANES INC N/A 55903VAN3 20000 PA USD 17080.28 0.0038920334 Long DBT CORP US Y 2 2042-03-15 Fixed 5.05 N N N N N N MERCK + CO INC 4YV9Y5M8S0BRK1RP0397 58933YAZ8 120000 PA USD 99961.59 0.0227779546 Long DBT CORP US N 2 2030-06-24 Fixed 1.45 N N N N N N MAGALLANES INC N/A 55903VAQ6 300000 PA USD 253453.49 0.0577537041 Long DBT CORP US Y 2 2052-03-15 Fixed 5.141 N N N N N N METLIFE CAPITAL TRUST IV N/A 591560AA5 200000 PA USD 215573.68 0.0491221428 Long DBT CORP US Y 2 2067-12-15 Fixed 7.875 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 ACI0SZJH0 76980000 PA 3411588.84 0.7773887522 Long DBT NUSS MX N 2 2047-11-07 Fixed 8 N N N N N N MAGNOLIA FINANCE X DAC 2019 1 213800P1BCRS8AAU4W28 55960WAB7 950000 PA USD 928824.23 0.2116484556 Long DBT CORP IE Y 2 2024-08-09 Floating 4.186 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 P9767G6N6 28500000 PA 1375403.66 0.3134092017 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.5 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AA3 140000 PA USD 136877.79 0.0311899409 Long DBT CORP US Y 2 2025-04-01 Fixed 2.7 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 ACI087B66 17120000 PA 768001.35 0.1750022172 Long DBT NUSS MX N 2 2034-11-23 Fixed 7.75 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AB1 80000 PA USD 74463.68 0.0169678206 Long DBT CORP US Y 2 2030-04-01 Fixed 3.2 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 10000 PA USD 8681.49 0.0019782257 Long DBT CORP US N 2 2031-01-22 Fixed 2.699 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 ACI01W4Q2 34785600 PA 1511697.64 0.3444661116 Long DBT NUSS MX N 2 2042-11-13 Fixed 7.75 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 750000 PA USD 690510.38 0.1573445769 Long DBT CORP US N 2 2031-04-01 Fixed 3.622 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918BY9 290000 PA USD 288544.7 0.0657498353 Long DBT CORP US N 2 2027-02-06 Fixed 3.3 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61768HBA3 850000 PA USD 810764.26 0.1847464762 Long ABS-O CORP US N 2 2052-03-15 Floating 4.494 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CE2 107000 PA USD 85046.59 0.0193793173 Long DBT CORP US N 2 2052-03-17 Fixed 2.921 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CF9 83000 PA USD 64937.69 0.0147971611 Long DBT CORP US N 2 2062-03-17 Fixed 3.041 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAS9 190000 PA USD 187210.86 0.0426591901 Long DBT CORP US N 2 2029-02-15 Fixed 4.8 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CC6 133000 PA USD 97861.77 0.0222994748 Long DBT CORP US N 2 2050-06-01 Fixed 2.525 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 100000 PA USD 93269.66 0.0212530841 Long DBT CORP US N 2 2049-02-15 Fixed 5.5 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CD4 17000 PA USD 12294.35 0.0028014775 Long DBT CORP US N 2 2060-06-01 Fixed 2.675 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 70000 PA USD 61969.13 0.0141207241 Long DBT CORP US N 2 2038-04-15 Fixed 4.5 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918BR4 530000 PA USD 510018.64 0.116216453 Long DBT CORP US N 2 2026-08-08 Fixed 2.4 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 330000 PA USD 324324 0.0739027595 Long DBT CORP US Y 2 2027-06-20 Fixed 6.5 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 210000 PA USD 177605.5 0.0404704449 Long DBT CORP US N 2 2048-04-15 Fixed 4.7 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CF9 200000 PA USD 197402.07 0.0449814313 Long DBT CORP JP N 2 2026-04-17 Fixed 3.837 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAG5 90000 PA USD 90695.76 0.0206665771 Long DBT CORP US N 2 2024-12-01 Fixed 4.875 N N N N N N MPT OPER PARTNERSP/FINL WUQXXXF7PXTUPGROE843 55342UAM6 110000 PA USD 85800 0.0195509946 Long DBT CORP US N 2 2031-03-15 Fixed 3.5 N N N N N N ML CFC COMMERCIAL MORTGAGE TRU N/A 60688CAJ5 3698.98 PA USD 3621.06 0.0008251203 Long ABS-O CORP US N 2 2049-09-12 Floating 6.193 N N N N N N MOLSON COORS BEVERAGE 54930073LBBH6ZCBE225 60871RAG5 50000 PA USD 47027.22 0.0107159548 Long DBT CORP US N 2 2026-07-15 Fixed 3 N N N N N N MPT OPER PARTNERSP/FINL 254900U6E39J1MQCCY14 55342UAJ3 10000 PA USD 8775 0.0019995335 Long DBT CORP US N 2 2029-08-01 Fixed 4.625 N N N N N N MPT OPER PARTNERSP/FINL WUQXXXF7PXTUPGROE843 55342UAH7 30000 PA USD 27440.1 0.0062526952 Long DBT CORP US N 2 2027-10-15 Fixed 5 N N N N N N MOLSON COORS BEVERAGE 54930073LBBH6ZCBE225 60871RAH3 50000 PA USD 41211.53 0.0093907506 Long DBT CORP US N 2 2046-07-15 Fixed 4.2 N N N N N N MONDELEZ INTERNATIONAL 549300DV9GIB88LZ5P30 609207AU9 390000 PA USD 364424 0.083040229 Long DBT CORP US N 2 2025-05-04 Fixed 1.5 N N N N N N MTN COMMERCIAL MORTGAGE TRUST N/A 62475WAA3 190000 PA USD 184762.57 0.0421013054 Long ABS-O CORP US Y 2 2039-03-15 Floating 2.67555 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 350000 PA USD 332637.67 0.0757971712 Long DBT CORP US N 2 2029-01-24 Fixed 3.772 N N N N N N NATIONAL SECS CLEARING 549300RYC9NELN2ICA34 637639AB1 250000 PA USD 235464.98 0.053654715 Long DBT CORP US Y 2 2025-04-23 Fixed 1.5 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468G7 10000 PA USD 9731.03 0.0022173813 Long DBT CORP US N 2 2030-01-23 Fixed 4.431 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BJ9 200000 PA USD 199569.83 0.0454753924 Long DBT CORP GB N 2 2024-06-25 Fixed 4.519 N N N N Y N/A N/A XXXX N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WDQ3 100000 PA USD 92217.12 0.0210132449 Long DBT CORP US Y 2 2025-06-24 Fixed 0.95 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN N/A 64829NAA2 244809.94 PA USD 241576.91 0.0550474226 Long ABS-O CORP US Y 2 2057-05-25 Floating 4 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65336RAW8 320071.08 PA USD 314825.11 0.0717382753 Long LON CORP US N 2 2026-09-18 Floating 0 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN N/A 64829VAD8 730000 PA USD 669689.3 0.1526001384 Long ABS-O CORP US Y 2 2057-12-25 Floating 3.5 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106AK9 280000 PA USD 257844.23 0.0587542091 Long DBT CORP US N 2 2030-03-27 Fixed 2.85 N N N N N N NXP BV/NXP FDG/NXP USA 724500RKKW4NOJ9YQF60 62954HAW8 120000 PA USD 114194.87 0.0260212504 Long DBT CORP NL N 2 2025-05-01 Fixed 2.7 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106AL7 130000 PA USD 112050.57 0.0255326351 Long DBT CORP US N 2 2040-03-27 Fixed 3.25 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DL6 630000 PA USD 669060 0.1524567417 Long DBT CORP US N 2 2046-03-15 Fixed 6.6 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106AM5 40000 PA USD 34255.61 0.0078057255 Long DBT CORP US N 2 2050-03-27 Fixed 3.375 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CJ2 40000 PA USD 32340.39 0.0073693099 Long DBT CORP US N 2 2046-04-15 Fixed 4.4 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AA9 200000 PA USD 196723.46 0.0448267984 Long DBT CORP JP Y 2 2023-09-15 Fixed 3.043 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CF0 80000 PA USD 65520.02 0.014929855 Long DBT CORP US N 2 2045-06-15 Fixed 4.625 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AB7 410000 PA USD 388298.31 0.0884803981 Long DBT CORP JP Y 2 2025-09-17 Fixed 3.522 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAD7 260000 PA USD 196300 0.0447303058 Long DBT CORP MA Y 2 2031-06-23 Fixed 3.75 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AC5 300000 PA USD 275739.68 0.0628319929 Long DBT CORP JP Y 2 2027-09-17 Fixed 4.345 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAE5 220000 PA USD 145480.72 0.0331502654 Long DBT CORP MA Y 2 2051-06-23 Fixed 5.125 N N N N N N NORTHEAST OH REGL SWR DIST N/A 663903ED0 50000 PA USD 51427.34 0.0117185973 Long DBT MUN US N 2 2043-11-15 Fixed 5 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AA4 10000 PA USD 8650.5 0.0019711641 Long DBT CORP US Y 2 2030-02-15 Fixed 4.125 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BM3 160000 PA USD 156598.18 0.0356835684 Long DBT CORP US N 2 2025-01-15 Fixed 2.93 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AC0 10000 PA USD 8249.63 0.001879819 Long DBT CORP US Y 2 2031-12-01 Fixed 4.125 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BN1 290000 PA USD 275790.51 0.0628435754 Long DBT CORP US N 2 2028-01-15 Fixed 3.25 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCC7 300000 PA USD 269042.01 0.0613058145 Long DBT CORP US N 2 2026-03-25 Fixed 1.65 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BU5 160000 PA USD 169704.68 0.0386701082 Long DBT CORP US N 2 2050-05-01 Fixed 5.25 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 350000 PA USD 289126.08 0.0658823126 Long DBT CORP US N 2 2031-03-25 Fixed 2.875 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAF1 90000 PA USD 82634.77 0.0188297429 Long DBT CORP US N 2 2030-04-01 Fixed 2.85 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 20000 PA USD 17120.35 0.003901164 Long DBT CORP US N 2 2030-04-01 Fixed 2.95 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAG9 240000 PA USD 210992.88 0.0480783293 Long DBT CORP US N 2 2040-04-01 Fixed 3.5 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 68560EAB4 490000 PA USD 393225 0.0896030285 Long DBT CORP MX Y 2 2031-05-11 Fixed 2.875 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAH0 140000 PA USD 132696.27 0.0302371102 Long DBT CORP US N 2 2025-04-05 Fixed 2.056 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAH7 170000 PA USD 145248.05 0.0330972475 Long DBT CORP US N 2 2050-04-01 Fixed 3.5 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAJ3 170000 PA USD 143691.99 0.0327426727 Long DBT CORP US N 2 2060-04-01 Fixed 3.7 N N N N N N PACIFIC GAS + ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 40000 PA USD 30676.95 0.0069902667 Long DBT CORP US N 2 2031-02-01 Fixed 2.5 N N N N N N PACIFIC GAS + ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JJ7 80000 PA USD 53774.43 0.0122534218 Long DBT CORP US N 2 2050-08-01 Fixed 3.5 N N N N N N PACIFIC GAS + ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 140000 PA USD 117542.42 0.0267840468 Long DBT CORP US N 2 2027-08-01 Fixed 2.1 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAB6 50000 PA USD 49627.72 0.0113085231 Long DBT CORP KY Y 2 2024-02-15 Fixed 5.5 N N N N N N PACIFIC GAS + ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JH1 50000 PA USD 34632.81 0.0078916769 Long DBT CORP US N 2 2040-08-01 Fixed 3.3 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAC4 10000 PA USD 9964.16 0.0022705039 Long DBT CORP KY Y 2 2023-03-15 Fixed 4.5 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EY5 280000 PA USD 238906.38 0.0544388968 Long DBT CORP US N 2 2030-05-28 Fixed 1.7 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAA8 16000 PA USD 16000.6 0.0036460098 Long DBT CORP KY Y 2 2022-08-15 Fixed 5.25 N N N N N N PFP III N/A 69357XAA9 790000 PA USD 749596.56 0.1708083716 Long ABS-CBDO CORP KY Y 2 2037-08-09 Floating 2.50929 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAG8 270000 PA USD 254937.22 0.0580917973 Long DBT CORP US N 2 2025-06-01 Fixed 1.65 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172AP4 80000 PA USD 69605.86 0.0158608834 Long DBT CORP US N 2 2042-03-20 Fixed 4.5 N N N N N N PCI GAMING AUTHORITY 549300KPXAJ1LRW5LP59 70455DAG9 258892.31 PA USD 247278.4 0.0563466044 Long LON CORP US N 2 2026-05-29 Floating 0 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CQ0 190000 PA USD 186427.7 0.0424807337 Long DBT CORP US N 2 2023-05-01 Fixed 1.125 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EZ7 170000 PA USD 144537.55 0.032935348 Long DBT CORP US N 2 2030-05-01 Fixed 1.625 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CP2 40000 PA USD 32850.01 0.0074854355 Long DBT CORP US N 2 2030-05-01 Fixed 2.1 N N N N N N PERATON CORP 549300EQPCK07ZW63836 71360HAB3 275382.81 PA USD 258022.68 0.058794872 Long LON CORP US N 2 2028-02-01 Floating 0 N N N N N N PHOENIX GUARANTOR INC N/A 71913BAE2 489915.03 PA USD 457051.53 0.1041469929 Long LON CORP US N 2 2026-03-05 Floating 0 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAS8 260000 PA USD 275402.4 0.0627551379 Long DBT CORP NL N 2 2027-01-17 Fixed 7.375 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AT4 40000 PA USD 35780.31 0.0081531544 Long DBT CORP US N 2 2026-01-15 Fixed 1.125 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAY5 900000 PA USD 895500 0.204054961 Long DBT CORP NL N 2 2028-01-27 Fixed 5.999 N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AR8 190000 PA USD 156849.32 0.0357407949 Long DBT CORP US N 2 2031-01-15 Fixed 2.15 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBJ7 610000 PA USD 462685 0.1054306752 Long DBT CORP NL N 2 2051-06-10 Fixed 5.5 N N N N N PRIME MORTGAGE TRUST N/A 74159UAA5 6598.04 PA USD 6434.65 0.0014662448 Long ABS-O CORP US Y 2 2035-05-25 Fixed 5.5 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QBR2 220000 PA USD 133100 0.030329107 Long DBT NUSS MX N 2 2045-01-23 Fixed 6.375 N N N N N PRIME MORTGAGE TRUST N/A 74159UAD9 506811.07 PA USD 440161.46 0.1002983021 Long ABS-O CORP US Y 2 2035-05-25 Fixed 6 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BG5 303000 PA USD 206836.89 0.047131316 Long DBT NUSS MX N 2 2035-06-15 Fixed 6.625 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCB6 160000 PA USD 144000 0.032812858 Long DBT NUSS MX N 2 2026-08-04 Fixed 6.875 N N N N N N PRIME SECURITY SERV BOROWR LLC 549300O6QPZVWXV2DC15 03765VAK6 483846.68 PA USD 450683.83 0.1026960037 Long LON CORP US N 2 2026-09-23 Floating 0 N N N N N N PFCA HOME EQUITY INVESTMENT TR N/A 717060AH0 429701.66 PA USD 428068.32 0.0975426737 Long ABS-O CORP US N 2 2035-04-22 Fixed 4.72544 N N N N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 74256LEE5 110000 PA USD 101119.45 0.0230417928 Long DBT CORP US Y 2 2025-06-23 Fixed 1.25 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EX7 270000 PA USD 251626.26 0.0573373385 Long DBT CORP US N 2 2025-05-28 Fixed 0.8 N N N N N N PROCTER + GAMBLE CO/THE 2572IBTT8CCZW6AU4141 742718FH7 100000 PA USD 94574.19 0.0215503435 Long DBT CORP US N 2 2030-03-25 Fixed 3 N N N N N N PROVINCIA DE BUENOS AIRE 549300L6AYROPOTQ4L07 ACI208T77 540019 PA USD 159810.29 0.0364155025 Long DBT CORP AR Y 2 2037-09-01 Variable 6.625 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAE8 210000 PA USD 127259.5 0.0289982494 Long DBT CORP NL Y 2 2051-02-08 Fixed 3.832 N N N N N N RACKSPACE TECHNOLOGY GLOBAL 549300QTYCKLMFSE8I97 75009XAB6 435500 PA USD 395760.63 0.0901808151 Long LON CORP US N 2 2028-02-15 Floating 0 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAF5 570000 PA USD 420744.11 0.0958737275 Long DBT CORP NL Y 2 2031-07-13 Fixed 3.061 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017BT5 80000 PA USD 76265.29 0.0173783482 Long DBT CORP US N 2 2042-06-01 Fixed 4.5 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAD0 310000 PA USD 193610.66 0.0441174938 Long DBT CORP NL Y 2 2050-08-03 Fixed 4.027 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BM5 350000 PA USD 277325.84 0.0631934265 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.5 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 75513EAD3 110000 PA USD 95067.28 0.0216627025 Long DBT CORP US N 2 2030-07-01 Fixed 2.25 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017CY3 160000 PA USD 158188.78 0.0360460138 Long DBT CORP US N 2 2028-11-16 Fixed 4.125 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638AU6 210000 PA USD 227388.2 0.0518142828 Long DBT NUSS PE N 2 2037-03-14 Fixed 6.55 N N N N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 857524AC6 540000 PA USD 539453.52 0.1229236929 Long DBT NUSS PL N 2 2024-01-22 Fixed 4 N N N N N N RBSSP RESECURITIZATION TRUST N/A 74927DAM8 777162.7 PA USD 748548.42 0.170569535 Long ABS-O CORP US Y 2 2036-02-26 Floating 5.825 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AU4 230000 PA USD 222902.94 0.0507922398 Long DBT CORP US N 2 2024-08-15 Fixed 2.5 N N N N N N READYCAP COMMERCIAL MORTGAGE T N/A 75575WAA4 978653.31 PA USD 937356.78 0.2135927428 Long ABS-CBDO CORP US Y 2 2036-11-25 Floating 2.82357 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BB1 110000 PA USD 92702.64 0.0211238789 Long DBT CORP US N 2 2045-08-15 Fixed 5.85 N N N N N N REGIONALCARE HOSPITAL PARTNERS N/A 75915TAD4 22800.24 PA USD 21229.08 0.0048374083 Long LON CORP US N 2 2025-11-16 Floating 0 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78015K7G3 30000 PA USD 29668.33 0.0067604354 Long DBT CORP CA N 2 2023-04-17 Fixed 1.6 N N N N Y N/A N/A XXXX N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016FZQ0 40000 PA USD 38261.55 0.0087185473 Long DBT CORP CA N 2 2032-05-04 Fixed 3.875 N N N N Y N/A N/A XXXX N N N RELIANCE INDUSTRIES LTD 5493003UOETFYRONLG31 759470BD8 330000 PA USD 240804.76 0.054871475 Long DBT CORP IN Y 2 2052-01-12 Fixed 3.625 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HT0 1927319 PA USD 415094.33 0.0945863286 Long DBT NUSS AR N 2 2035-07-09 Variable 1.125 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78015K7H1 310000 PA USD 287073.44 0.0654145836 Long DBT CORP CA N 2 2025-06-10 Fixed 1.15 N N N N Y N/A N/A XXXX N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HV5 110000 PA USD 29344.25 0.0066865883 Long DBT NUSS AR N 2 2041-07-09 Variable 2.5 N N N N N N RUSSIA GOVT BOND OFZ 5493004EHVGF71PDBU58 ACI1CRWV7 86260000 PA 133310.91 0.0303771664 Long DBT NUSS RU N 2 2039-03-16 Fixed 0 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EA9 440000 PA USD 273383.62 0.0622951244 Long DBT NUSS CO N 2 2042-02-22 Fixed 4.125 N N N N N N RUSSIA GOVT BOND OFZ 5493004EHVGF71PDBU58 ACI11WJ43 269798000 PA 416960.55 0.0950115787 Long DBT NUSS RU N 2 2029-05-23 Fixed 0 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DZ5 430000 PA USD 310711.92 0.0708010147 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25 N N N N N RUSSIA GOVT BOND OFZ 5493004EHVGF71PDBU58 ACI116PV3 60500000 PA 93500 0.021305571 Long DBT NUSS RU N 2 2034-05-10 Fixed 0 N N N N N N SOLIS IV BV N/A N8137FAB6 370000 PA USD 317508.1 0.0723496404 Long LON CORP NL N 2 2029-02-26 Floating 0 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 Y20721BM0 220000 PA USD 210784.16 0.0480307689 Long DBT NUSS ID Y 2 2045-01-15 Fixed 5.125 N N N N N N SAXON ASSET SECURITIES TRUST N/A 80556AAD9 440000 PA USD 348384.26 0.0793853005 Long ABS-O CORP US N 2 2046-10-25 Floating 1.86357 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAE4 60000 PA USD 60164.15 0.0137094286 Long DBT CORP US N 2 2023-04-11 Fixed 3.25 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AL8 370000 PA USD 229821.8 0.0523688201 Long DBT NUSS KE Y 2 2034-01-23 Fixed 6.3 N N N N N N SOTERA HEALTH HOLDINGS LLC 549300OVT7MBXFLOFU20 83600VAE1 260000 PA USD 246675 0.0562091094 Long LON CORP US N 2 2026-12-11 Floating 0 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAD5 210000 PA USD 148050 0.0337357197 Long DBT NUSS NG Y 2 2030-02-23 Fixed 7.143 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAF1 50000 PA USD 49504.35 0.0112804112 Long DBT CORP US N 2 2028-04-11 Fixed 3.7 N N N N N N SOUTHERN COPPER CORP 2549007U6NAP46Q9TU15 84265VAG0 450000 PA USD 439546.5 0.100158173 Long DBT CORP US N 2 2042-11-08 Fixed 5.25 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 430000 PA USD 347311 0.0791407399 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAK1 280000 PA USD 224310.8 0.0511130447 Long DBT CORP KY N 2 2026-01-08 Fixed 3.8 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 806851AK7 31000 PA USD 29316.24 0.0066802057 Long DBT CORP US Y 2 2028-05-17 Fixed 3.9 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAB7 40000 PA USD 34496.24 0.0078605571 Long DBT CORP US N 2 2052-04-15 Fixed 4.95 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAF2 750000 PA USD 631072.5 0.1438006414 Long DBT CORP KY N 2 2025-08-08 Fixed 5.125 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAK8 80000 PA USD 60227.2 0.0137237956 Long DBT CORP AT N 2 2032-01-15 Fixed 3.125 N N N N N N SOUTHERN NATURAL GAS N/A 843452AZ6 148000 PA USD 173396.1 0.0395112612 Long DBT CORP US N 2 2032-03-01 Fixed 8 N N N N N N T MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABR5 70000 PA USD 63497 0.0144688753 Long DBT CORP US N 2 2026-02-15 Fixed 2.25 N N N N N N SCIENTIFIC GAMES INTL INC RLTHESQ0RNFQJWPBJN60 80875AAT8 240000 PA USD 227400 0.0518169717 Long LON CORP US N 2 2029-04-14 Floating 0 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 60000 PA USD 51129.6 0.0116507521 Long DBT CORP US N 2 2032-02-01 Fixed 4.75 N N N N N N TARGA RESOURCES PARTNERS 6OQWTZ1SPC04IFT4T704 87612BBS0 130000 PA USD 118508.33 0.0270041459 Long DBT CORP US N 2 2031-02-01 Fixed 4.875 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KAE6 50000 PA USD 49553.41 0.0112915903 Long DBT CORP US N 2 2025-07-17 Fixed 4.5 N N N N N N T MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABS3 230000 PA USD 193622.37 0.0441201621 Long DBT CORP US N 2 2029-02-15 Fixed 2.625 N N N N N N TIME WARNER CABLE LLC B1WXCWLJVJXMWJX6O298 88732JAU2 120000 PA USD 119753.22 0.0272878153 Long DBT CORP US N 2 2039-06-15 Fixed 6.75 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AS8 20000 PA USD 18450 0.0042041474 Long DBT CORP US N 2 2030-03-15 Fixed 5.375 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBL9 110000 PA USD 106277.11 0.0242170536 Long DBT CORP US N 2 2025-04-15 Fixed 2.25 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582CG5 160000 PA USD 144742.8 0.0329821177 Long DBT CORP NL N 2 2030-04-06 Fixed 2.75 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 80000 PA USD 71400 0.0162697088 Long DBT CORP US Y 2 2026-04-15 Fixed 4.375 N N N N N N SPIRIT LOYALTY KY LTD/IP N/A 84859BAA9 240000 PA USD 246304.8 0.056124753 Long DBT CORP KY Y 2 2025-09-20 Fixed 8 N N N N N N TEACHERS INSUR + ANNUITY O06XD7BJ4EPXNABVFN69 878091BD8 50000 PA USD 48177.58 0.010978084 Long DBT CORP US Y 2 2044-09-15 Fixed 4.9 N N N N N N T MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABT1 170000 PA USD 140039.2 0.0319103222 Long DBT CORP US N 2 2031-02-15 Fixed 2.875 N N N N N N TIME WARNER CABLE LLC B1WXCWLJVJXMWJX6O298 88732JAN8 100000 PA USD 104788.83 0.0238779236 Long DBT CORP US N 2 2038-07-01 Fixed 7.3 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 290000 PA USD 244143.75 0.0556323209 Long DBT CORP US Y 2 2029-04-15 Fixed 4.625 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582CH3 230000 PA USD 182491.26 0.0415837487 Long DBT CORP NL N 2 2050-04-06 Fixed 3.25 N N N N N N TIME WARNER ENTERTAINMEN N/A 88731EAJ9 20000 PA USD 23190.89 0.0052844401 Long DBT CORP US N 2 2033-07-15 Fixed 8.375 N N N N N N TEACHERS INSUR + ANNUITY O06XD7BJ4EPXNABVFN69 878091BC0 22000 PA USD 25980.81 0.005920171 Long DBT CORP US Y 2 2039-12-16 Fixed 6.85 N N N N N N T MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABV6 70000 PA USD 61193.3 0.013943938 Long DBT CORP US N 2 2029-04-15 Fixed 3.375 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AT9 20000 PA USD 24069.6 0.0054846692 Long DBT CORP US N 2 2032-03-15 Fixed 8.75 N N N N N N UNITED AIRLINES, INC. N/A 90932RAJ3 483751.24 PA USD 448379.35 0.1021708886 Long LON CORP US N 2 2028-04-21 Floating 0 N N N N N N TORONTO DOMINION BANK PT3QB789TSUIDF371261 89114QCH9 300000 PA USD 277045.55 0.0631295577 Long DBT CORP CA N 2 2025-06-12 Fixed 1.15 N N N N Y N/A N/A XXXX N N N T MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 290000 PA USD 252155 0.057457821 Long DBT CORP US N 2 2031-04-15 Fixed 3.5 N N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 878742AS4 20000 PA USD 20087.4 0.004577257 Long DBT CORP CA N 2 2040-08-15 Fixed 6 N N N N N N T MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 130000 PA USD 109677.04 0.0249917857 Long DBT CORP US N 2 2031-02-15 Fixed 2.55 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 151250.34 PA USD 151345.76 0.0344867149 Long DBT CORP US Y 2 2025-03-20 Fixed 4.738 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QBB3 830000 PA USD 681485.25 0.155288047 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDP4 110000 PA USD 109611.98 0.0249769607 Long DBT CORP US N 2 2028-12-15 Fixed 3.875 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAU7 150000 PA USD 133657 0.0304560289 Long DBT CORP ES N 2 2047-03-08 Fixed 5.213 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89173UAF4 740000 PA USD 599990.37 0.1367180475 Long ABS-O CORP US Y 2 2057-06-25 Floating 3.40541 N N N N N N T MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABL8 60000 PA USD 44777.69 0.010203361 Long DBT CORP US N 2 2041-02-15 Fixed 3 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BP8 80000 PA USD 65708 0.0149726894 Long DBT CORP US N 2 2032-01-15 Fixed 3.75 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDQ2 50000 PA USD 48285.7 0.011002721 Long DBT CORP US N 2 2048-12-15 Fixed 4.45 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WBB1 210000 PA USD 169715.06 0.0386724734 Long DBT CORP KY Y 2 2041-04-22 Fixed 3.68 N N N N N N TRANSCONT GAS PIPE LINE N/A 893574AH6 60000 PA USD 66324.69 0.0151132128 Long DBT CORP US N 2 2026-02-01 Fixed 7.85 N N N N N N STARWOOD COMMERCIAL MORTGAGE T N/A 78485KAA3 270000 PA USD 262151.72 0.0597357443 Long ABS-CBDO CORP KY Y 2 2038-11-15 Floating 2.12924 N N N N N N T MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABN4 20000 PA USD 14653.27 0.0033389977 Long DBT CORP US N 2 2051-02-15 Fixed 3.3 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HHZ6 280000 PA USD 262633.93 0.059845624 Long DBT CORP US N 2 2025-05-12 Fixed 1.45 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911363AM1 20000 PA USD 16871.75 0.0038445162 Long DBT CORP US N 2 2031-02-15 Fixed 3.875 N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WBC9 320000 PA USD 249796.33 0.0569203578 Long DBT CORP KY Y 2 2051-04-22 Fixed 3.84 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 1560000 PA USD 1640437.5 0.3738016862 Long DBT UST US N 2 2043-11-15 Fixed 3.75 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46513JB34 310000 PA USD 287440.68 0.0654982655 Long DBT NUSS IL N 2 2030-07-03 Fixed 2.75 N N N N N N TRITON WATER HOLDINGS, INC. 5493005IYCEL7QJFZZ63 89678QAB2 485100.36 PA USD 427756.65 0.0974716544 Long LON CORP US N 2 2028-03-31 Floating 0 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582BT8 130000 PA USD 125673.65 0.0286368864 Long DBT CORP NL N 2 2026-05-10 Fixed 2.875 N N N N N N T MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABB0 350000 PA USD 342613.71 0.0780703822 Long DBT CORP US N 2 2025-04-15 Fixed 3.5 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BM5 60000 PA USD 55332 0.0126083407 Long DBT CORP US N 2 2027-11-15 Fixed 3.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 80000 PA USD 68237.5 0.0155490792 Long DBT UST US N 2 2042-02-15 Fixed 2.375 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDN7 10000 PA USD 8460.3 0.0019278238 Long DBT CORP US Y 2 2030-01-15 Fixed 4.375 N N N N N N TTAN N/A 87303TAA5 468803.58 PA USD 451239.71 0.1028226705 Long ABS-O CORP US Y 2 2038-03-15 Floating 2.175 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 710000 PA USD 503878.13 0.114817233 Long DBT UST US N 2 2050-11-15 Fixed 1.625 N N N N N N STATION CASINOS LLC N/A 85769EAZ4 463892.94 PA USD 435414.55 0.0992166376 Long LON CORP US N 2 2027-02-08 Floating 0 N N N N N N T MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 50000 PA USD 48157.36 0.0109734765 Long DBT CORP US N 2 2027-04-15 Fixed 3.75 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDW9 110000 PA USD 101566.2 0.0231435924 Long DBT CORP US N 2 2026-01-15 Fixed 1.25 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90276EAE7 170000 PA USD 162570.42 0.0370444452 Long ABS-O CORP US N 2 2050-06-15 Fixed 3.46 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SA7 16000 PA USD 15190 0.0034613008 Long DBT UST US N 2 2048-02-15 Fixed 3 N N N N N N TENNESSEE GAS PIPELINE N/A 880451AZ2 200000 PA USD 173168.6 0.0394594215 Long DBT CORP US Y 2 2030-03-01 Fixed 2.9 N N N N N N STRIP PRINC 254900HROIFWPRGM1V77 912803FJ7 1450000 PA USD 623877.58 0.142161156 Long DBT UST US N 2 2049-05-15 None 0.01 N N N N N N T MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 190000 PA USD 177802.65 0.0405153689 Long DBT CORP US N 2 2030-04-15 Fixed 3.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SL3 1730000 PA USD 1352103.13 0.3080997782 Long DBT UST US N 2 2050-02-15 Fixed 2 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PAR3 70000 PA USD 78669.85 0.0179262682 Long DBT CORP US N 2 2036-03-15 Fixed 5.8 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAN1 390000 PA USD 380202.53 0.0866356364 Long DBT CORP NL N 2 2025-01-31 Fixed 7.125 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAF0 500000 PA USD 487061.17 0.1109852016 Long DBT CORP CH Y 2 2099-12-31 Fixed 7 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582BQ4 180000 PA USD 161264.53 0.0367468759 Long DBT CORP NL N 2 2046-05-10 Fixed 4 N N N N N N STRUCTURED ADJUSTABLE RATE MOR N/A 86361BAA5 167853.51 PA USD 123633.59 0.0281720239 Long ABS-O CORP US N 2 2036-08-25 Floating 2.787511 N N N N N N T MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABX2 70000 PA USD 56976.69 0.0129831114 Long DBT CORP US N 2 2031-11-15 Fixed 2.25 N N N N N N USQ RAIL I LLC N/A 90352WAD6 730459.32 PA USD 646223.12 0.1472529688 Long ABS-O CORP US Y 2 2051-02-28 Fixed 2.25 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEH1 100000 PA USD 99245.42 0.022614763 Long DBT CORP US N 2 2029-05-15 Fixed 4 N N N N N N TEVA PHARMACEUTICALS NE N/A 88167AAL5 350000 PA USD 344634.5 0.0785308537 Long DBT CORP NL N 2 2024-04-15 Fixed 6 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 2710000 PA USD 2051131.25 0.4673852676 Long DBT UST US N 2 2051-02-15 Fixed 1.875 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 900000 PA USD 738000 0.1681658975 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAC7 340000 PA USD 330326.84 0.0752706091 Long DBT CORP CH Y 2 2028-03-23 Fixed 4.253 N N N N N N TALLGRASS NRG PRTNR/FIN 549300IQ3DN0F3VERF65 87470LAJ0 10000 PA USD 8300 0.0018912967 Long DBT CORP US Y 2 2030-12-31 Fixed 6 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDX7 100000 PA USD 85905.85 0.0195751143 Long DBT CORP US N 2 2030-05-15 Fixed 2 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAH6 174000 PA USD 186676.77 0.0425374886 Long DBT CORP KY N 2 2036-11-21 Fixed 6.875 N N N N N N STRUCTURED ASSET INVESTMENT LO N/A 86358ELT1 659042.9 PA USD 644964.23 0.1469661092 Long ABS-O CORP US N 2 2034-09-25 Floating 2.62357 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CET4 60000 PA USD 58955.68 0.013434058 Long DBT UST US N 2 2027-05-31 Fixed 2.625 N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508BJ2 110000 PA USD 94559.73 0.0215470486 Long DBT CORP US N 2 2030-05-04 Fixed 1.75 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAA9 100000 PA USD 90849.33 0.0207015706 Long DBT CORP US N 2 2033-02-01 Fixed 4.2 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582AY8 100000 PA USD 95332.02 0.0217230281 Long DBT CORP NL N 2 2043-08-12 Fixed 4.55 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FJ2 50000 PA USD 46402.29 0.0105735539 Long DBT CORP US N 2 2027-02-05 Fixed 2.15 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PED0 20000 PA USD 17369.15 0.0039578573 Long DBT CORP US N 2 2031-05-15 Fixed 2.3 N N N N N N STRUCTURED ASSET MORTGAGE INVE N/A 86359LQM4 174498.45 PA USD 169187.73 0.0385523123 Long ABS-O CORP US N 2 2046-03-25 Floating 2.625902 N N N N N N TIME WARNER CABLE LLC B1WXCWLJVJXMWJX6O298 88732JAJ7 50000 PA USD 50230.35 0.0114458427 Long DBT CORP US N 2 2037-05-01 Fixed 6.55 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FL7 150000 PA USD 119973.14 0.0273379279 Long DBT CORP US N 2 2070-02-05 Fixed 3.75 N N N N N N VANGUARD GROUP INC N/A 935QKPII8 450000 PA USD 327153.12 0.0745474228 Long DBT CORP US Y 2 2050-08-22 Fixed 3.05 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SY5 300000 PA USD 251718.75 0.057358414 Long DBT UST US N 2 2041-05-15 Fixed 2.25 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEJ7 70000 PA USD 70294.46 0.0160177926 Long DBT CORP US N 2 2032-05-15 Fixed 4.2 N N N N N N SHOPS AT CRYSTALS TRUST 2016 C N/A 82510WAA8 320000 PA USD 292412.8 0.0666312479 Long ABS-O CORP US Y 2 2036-07-05 Fixed 3.1255 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDC5 180000 PA USD 160636 0.0366036546 Long DBT CORP US N 2 2046-08-15 Fixed 4.125 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 94974BGL8 370000 PA USD 366449.48 0.0835017692 Long DBT CORP US N 2 2027-07-22 Fixed 4.3 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 80000 PA USD 66000 0.0150392266 Long DBT CORP US Y 2 2033-11-01 Fixed 3.875 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FG8 120000 PA USD 100923.18 0.0229970693 Long DBT CORP US N 2 2060-03-20 Fixed 3.839 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VER1 440000 PA USD 437973.81 0.0997998087 Long DBT CORP US N 2 2028-09-21 Fixed 4.329 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142ES8 80000 PA USD 70296.03 0.0160181504 Long DBT CORP US N 2 2028-09-22 Fixed 1.5 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEA6 30000 PA USD 22064.93 0.0050278709 Long DBT CORP US N 2 2060-05-15 Fixed 3.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 1770000 PA USD 1506712.5 0.3433301623 Long DBT UST US N 2 2051-05-15 Fixed 2.375 N N N N N N SINOPEC GRP OVERSEA 2014 549300ZIMV82UUECOQ45 82937WAE5 330000 PA USD 335277.74 0.0763987562 Long DBT CORP VG Y 2 2024-04-10 Fixed 4.375 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDL3 110000 PA USD 103234.69 0.0235237863 Long DBT CORP US N 2 2048-06-15 Fixed 4.25 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VCQ5 270000 PA USD 260275.41 0.059308195 Long DBT CORP US N 2 2034-11-01 Fixed 4.4 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FQ6 270000 PA USD 226169.2 0.0515365129 Long DBT CORP US N 2 2036-04-06 Fixed 2.891 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFR0 280000 PA USD 225512.77 0.0513869341 Long DBT CORP US N 2 2031-01-20 Fixed 1.75 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142ET6 40000 PA USD 34059.44 0.0077610248 Long DBT CORP US N 2 2031-09-22 Fixed 1.8 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 94974BFP0 110000 PA USD 108220.9 0.0246599794 Long DBT CORP US N 2 2043-11-02 Fixed 5.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEV9 2010000 PA USD 2037323.94 0.4642390364 Long DBT UST US N 2 2029-06-30 Fixed 3.25 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818ES3 70000 PA USD 70144.51 0.015983624 Long DBT CORP US N 2 2025-07-15 Fixed 3.75 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFT6 260000 PA USD 192240.39 0.0438052544 Long DBT CORP US N 2 2040-11-20 Fixed 2.65 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDV1 90000 PA USD 78124.73 0.0178020533 Long DBT CORP US N 2 2059-08-15 Fixed 3.875 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAD7 170000 PA USD 162974.24 0.0371364625 Long DBT CORP US N 2 2027-06-15 Fixed 3.75 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 94974BGE4 80000 PA USD 72308.41 0.0164767055 Long DBT CORP US N 2 2044-11-04 Fixed 4.65 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VES9 130000 PA USD 126027.3 0.0287174716 Long DBT CORP US N 2 2029-02-08 Fixed 3.875 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687EH5 50000 PA USD 59776.12 0.0136210093 Long DBT CORP US N 2 2037-11-15 Fixed 6.65 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TA6 20000 PA USD 15306.25 0.0034877903 Long DBT UST US N 2 2041-08-15 Fixed 1.75 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGJ7 570000 PA USD 488659.04 0.1113493036 Long DBT CORP US N 2 2031-03-21 Fixed 2.55 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VBG8 40000 PA USD 34271.01 0.0078092346 Long DBT CORP US N 2 2042-11-01 Fixed 3.85 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAW1 70000 PA USD 67481.72 0.0153768618 Long DBT UST US N 2 2023-11-15 Fixed 0.25 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 94974BGQ7 250000 PA USD 232862.19 0.0530616249 Long DBT CORP US N 2 2045-11-17 Fixed 4.9 N N N N N N SLM STUDENT LOAN TRUST N/A 78442GHH2 349505.49 PA USD 344238.93 0.0784407163 Long ABS-O USGA US Y 2 2033-12-15 Floating 3.02886 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFU3 530000 PA USD 377937.94 0.0861196109 Long DBT CORP US N 2 2050-11-20 Fixed 2.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDJ7 3670000 PA USD 3192326.75 0.7274261422 Long DBT UST US N 2 2031-11-15 Fixed 1.375 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGN8 40000 PA USD 33263.77 0.0075797178 Long DBT CORP US N 2 2032-03-15 Fixed 2.355 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BD1 350000 PA USD 410840.05 0.0936169183 Long DBT CORP US N 2 2031-06-15 Fixed 7.75 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 94974BGU8 10000 PA USD 9204.96 0.0020975073 Long DBT CORP US N 2 2046-12-07 Fixed 4.75 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687DZ6 20000 PA USD 22877.85 0.0052131086 Long DBT CORP US N 2 2034-12-15 Fixed 6.2 N N N N N N VERSCEND HOLDING CORP N/A 92531HAD9 185428.37 PA USD 177084.09 0.0403516327 Long LON CORP US N 2 2025-08-27 Floating 0 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDU5 170000 PA USD 176629.11 0.0402479577 Long DBT CORP US N 2 2037-03-16 Fixed 5.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 160000 PA USD 127825.01 0.0291271105 Long DBT UST US N 2 2041-11-15 Fixed 2 N N N N N N WELLS FARGO COMMERCIAL MORTGAG 549300V2DF3KW9L1CV04 94988QAQ4 140000 PA USD 132161.86 0.0301153358 Long ABS-O CORP US N 2 2046-07-15 Floating 4.433578 N N N N N N SMALL BUSINESS ADMINISTRATION N/A 83162CB51 143497.34 PA USD 139528.56 0.0317939641 Long ABS-O USGA US N 2 2039-04-01 Fixed 2.98 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAG6 50000 PA USD 47834.62 0.0108999347 Long DBT CORP US N 2 2027-04-01 Fixed 3.5 N N N N N N WAMU MORTGAGE PASS THROUGH CER N/A 92925CDB5 495358.64 PA USD 451309.67 0.1028386121 Long ABS-O CORP US N 2 2046-02-25 Floating 1.475902 N N N N N N VERTIV GROUP CORPORATION 549300ZT8RQ5VK10E643 92535UAB0 30000 PA USD 24357.6 0.0055502949 Long DBT CORP US Y 2 2028-11-15 Fixed 4.125 N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGK4 40000 PA USD 32618.85 0.0074327618 Long DBT CORP US N 2 2041-03-22 Fixed 3.4 N N N N N N WELLS FARGO COMMERCIAL MORTGAG 549300DNBJ7A0SEFVK31 95000GBD5 780000 PA USD 686256.95 0.1563753603 Long ABS-O CORP US N 2 2049-08-15 Fixed 2.967 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDV3 30000 PA USD 32482.16 0.0074016146 Long DBT CORP US N 2 2047-03-16 Fixed 5.5 N N N N N N VFH PARENT LLC 549300FRO9M476YHHY64 944YMTII0 110000 PA USD 103996.2 0.0236973094 Long LON CORP US N 2 2029-01-13 Floating 0 N N N N N N WATERFALL COMMERCIAL MORTGAGE N/A 94132LAA5 63021.97 PA USD 59641.02 0.0135902245 Long ABS-O CORP US Y 2 2022-09-14 Floating 4.1037 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAH4 80000 PA USD 74968.03 0.0170827453 Long DBT CORP US N 2 2029-04-01 Fixed 3.7 N N N N N N WELLS FARGO COMMERCIAL MORTGAG N/A 95002MAY5 5572626.69 PA USD 453417.33 0.1033188784 Long ABS-O CORP US N 2 2052-08-15 Floating 1.751205 N N N N N N SMALL BUSINESS ADMINISTRATION N/A 83162CC68 226330.59 PA USD 209216.17 0.0476734756 Long ABS-O USGA US N 2 2044-07-01 Fixed 2.69 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AD9 90000 PA USD 89550 0.0204054961 Long DBT CORP US N 2 2023-01-13 Floating 2.62143 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFD1 120000 PA USD 104381.08 0.0237850108 Long DBT CORP US N 2 2050-03-22 Fixed 4 N N N N N N WEA FINANCE LLC/WESTFIEL 3CYEJKBUJZO3UW777J80 92890HAC6 220000 PA USD 212502.62 0.0484223493 Long DBT CORP US Y 2 2024-09-17 Fixed 3.75 N N N N N N VIRGIN MEDIA BRISTOL LLC N/A G9368PBC7 203953.99 PA USD 190582.77 0.0434275373 Long LON CORP US N 2 2028-01-31 Floating 0 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAJ0 100000 PA USD 91647.93 0.0208835453 Long DBT CORP US N 2 2032-04-01 Fixed 3.8 N N N N N SMALL BUSINESS ADMINISTRATION N/A 831641FL4 250429.77 PA USD 248991.98 0.0567370729 Long ABS-O USGA US N 2 2028-09-10 Fixed 3.548 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AB3 240000 PA USD 221100 0.0503814091 Long DBT CORP US N 2 2025-02-01 Fixed 3.6 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAP0 210000 PA USD 186417 0.0424782955 Long DBT CORP GB Y 2 2029-05-15 Fixed 5.5 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEA8 40000 PA USD 39116.41 0.0089133417 Long DBT CORP US N 2 2033-08-10 Fixed 4.5 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 949746RN3 50000 PA USD 48460 0.0110424382 Long DBT CORP US N 2 2049-12-29 Fixed 5.875 N N N N N XPO LOGISTICS INC 54930096DB9LCLPN7H13 983793AH3 9000 PA USD 8932.5 0.0020354226 Long DBT CORP US Y 2 2025-05-01 Fixed 6.25 N N N N N SMB PRIVATE EDUCATION LOAN TRU N/A 78449UAB4 490658.27 PA USD 469817.02 0.1070558277 Long ABS-O CORP US Y 2 2037-09-15 Fixed 2.23 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAD4 200000 PA USD 197748.69 0.0450604145 Long DBT CORP US N 2 2025-12-14 Fixed 3.15 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 900000 PA USD 778500 0.1773945138 Long DBT CORP US N 2 2030-02-01 Fixed 4.55 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 360000 PA USD 320391.46 0.0730066632 Long DBT CORP US N 2 2033-03-02 Fixed 3.35 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAF9 160000 PA USD 158921.33 0.0362129378 Long DBT CORP US N 2 2045-12-14 Fixed 4.3 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 230000 PA USD 184887.04 0.042129668 Long DBT CORP US N 2 2050-02-01 Fixed 5.75 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 95000U2N2 200000 PA USD 187278.56 0.0426746167 Long DBT CORP US N 2 2026-04-30 Fixed 2.188 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919XAB7 410000 PA USD 376835.1 0.08586831 Long LON CORP US N 2 2027-03-09 Floating 0 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAB6 200000 PA USD 161570 0.0368164825 Long DBT CORP GB Y 2 2031-07-15 Fixed 4.75 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AL8 20000 PA USD 16300 0.0037142332 Long DBT CORP US N 2 2048-08-15 Fixed 5.5 N N N N N N SMB PRIVATE EDUCATION LOAN TRU N/A 78448YAD3 600000 PA USD 556428.54 0.1267917409 Long ABS-O CORP US Y 2 2053-01-15 Fixed 2.31 N N N N N N VOC ESCROW LTD N/A 91832VAA2 210000 PA USD 168737.1 0.0384496285 Long DBT CORP BM Y 2 2028-02-15 Fixed 5 N N N N N N WF RBS COMMERCIAL MORTGAGE TRU N/A 92939KBR8 190000 PA USD 177195.98 0.0403771287 Long ABS-O CORP US N 2 2047-11-15 Floating 4.204 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 95000U2L6 210000 PA USD 205837.05 0.0469034854 Long DBT CORP US N 2 2031-04-04 Fixed 4.478 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBK5 70000 PA USD 69661.75 0.0158736188 Long DBT CORP GB N 2 2028-05-30 Fixed 4.375 N N N N N N WF RBS COMMERCIAL MORTGAGE TRU N/A 92939KAK4 190000 PA USD 163642 0.037288623 Long ABS-O CORP US N 2 2047-11-15 Floating 4.29 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 1350000 PA USD 1332219.89 0.3035690426 Long DBT CORP US N 2 2051-04-04 Fixed 5.013 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BB5 200000 PA USD 230260.45 0.052468774 Long DBT CORP US N 2 2031-01-15 Fixed 7.5 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 230000 PA USD 206280.92 0.0470046288 Long DBT CORP US N 2 2028-06-02 Fixed 2.393 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 949746SH5 350000 PA USD 330912.14 0.0754039797 Long DBT CORP US N 2 2026-10-23 Fixed 3 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 150000 PA USD 132205.43 0.0301252639 Long DBT CORP US N 2 2030-10-30 Fixed 2.879 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 94974BGT1 180000 PA USD 157584.5 0.0359083183 Long DBT CORP US N 2 2046-06-14 Fixed 4.4 N N N N N N State Street Navigator Securities Lending Trust 5493005HD34MZLK62085 638995910 3738492.5 NS USD 3738492.5 0.8518793313 Long STIV RF US N 1 N N IMM EUR FUT OPT DEC22C 97 N/A ADI25F5T2 -202 NC USD -69437.5 -0.0158225197 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF40 Call Written Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 FUT EURODOLLAR N/A N/A N/A OU N/A USD N/A N/A US US Short 90 Day Eurodollar Time Deposit Prin $1 mil 2022-12-19 -486365.5 USD 2500 USD 97 USD 2022-12-19 XXXX 88763.3 N N N US 10YR FUT OPTN AUG22C 118 N/A ADI26BJT5 -36 NC USD -44437.5 -0.0101258429 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF44 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 FUT US 10YR TSY NOTE N/A N/A N/A OU N/A USD N/A N/A US US Short US Treasury 10-Year Treasury Note 2022-09-21 -4267125 USD 1 USD 118 USD 2022-07-22 XXXX -27468.53 N N N US 5YR FUTR OPTN AUG22C 112 N/A ADI26BZ59 -29 NC USD -22429.7 -0.00511099 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF44 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 FUT US 5YR TSY NOTE N/A N/A N/A OU N/A USD N/A N/A US US Short US Treasury 5-Year Treasury Note 2022-09-30 -3255250 USD 1 USD 112 USD 2022-07-22 XXXX -2682.99 N N N US 10YR NOTE (CBT)SEP22 N/A ADI22N4K8 -1234 NC USD 0 0 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury 10 Year Note 2022-09-21 -146267562.5 USD 1634093.86 N N N US ULTRA BOND CBT SEP22 N/A ADI22MS08 318 NC USD 0 0 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Ultra Long Bond 2022-09-21 49081312.5 USD -819808.95 N N N US 10YR FUT OPTN AUG22C 117 N/A ADI26CR49 29 NC USD 55734.38 0.0127000299 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF44 Call Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 FUT US 10YR TSY NOTE N/A N/A N/A OU N/A USD N/A N/A US US Long US Treasury 10-Year Treasury Note 2022-09-21 3437406.25 USD 1 USD 117 USD 2022-07-22 XXXX 31871.71 N N N SWS072843 IRS USD R F 1.55000 N/A 99S1QQHR8 3092000 PA USD -163942.66 -0.0373571335 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2027-03-04 0 USD 4800.62 USD 3092000 USD -159142.04 N N N US 5YR FUTR OPTN AUG22C 111.5 N/A ADI26F8C5 -28 NC USD -30406.26 -0.0069285854 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF44 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 FUT US 5YR TSY NOTE N/A N/A N/A OU N/A USD N/A N/A US US Short US Treasury 5-Year Treasury Note 2022-09-30 -3143000 USD 1 USD 111.5 USD 2022-07-22 XXXX -9892.19 N N N IMM EUR FUT OPT DEC22C 96.5 N/A ADI26GYG5 -50 NC USD -35937.5 -0.0081889728 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF40 Call Written Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 FUT EURODOLLAR N/A N/A N/A OU N/A USD N/A N/A US US Short 90 Day Eurodollar Time Deposit Prin $1 mil 2022-12-19 -120387.5 USD 2500 USD 96.5 USD 2022-12-19 XXXX -2917.5 N N N SWS031724 IRS MXN R F 7.45000 N/A 99S19WBX7 88370000 PA -340671.57 -0.0776278324 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2029-07-18 728317.59 MXN 0 MXN 88370000 MXN -377913.96 N N N US 5YR NOTE (CBT) SEP22 N/A ADI22T953 1877 NC USD 0 0 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury 5 Year Note 2022-09-30 210693250 USD -855222.44 N N N US 5YR FUTR OPTN SEP22P 108.5 N/A ADI26P7Q3 -96 NC USD -12000 -0.0027344048 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF44 Put Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 FUT US 5YR TSY NOTE N/A N/A N/A OU N/A USD N/A N/A US US Long US Treasury 5-Year Treasury Note 2022-09-30 10776000 USD 1 USD 108.5 USD 2022-08-26 XXXX 13349.56 N N N IMM EUR FUT OPT JUN23P 97 N/A ADI216392 -27 NC USD -56193.75 -0.0128047052 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF40 Put Written Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 FUT EURODOLLAR N/A N/A N/A OU N/A USD N/A N/A US US Long 90 Day Eurodollar Time Deposit Prin $1 mil 2023-06-19 65181.375 USD 2500 USD 97 USD 2023-06-19 XXXX -50850.45 N N N SWS074161 CDS USD R F 1.00000 N/A 99S1R3ZO5 45459000 PA USD -21002.06 -0.0047856779 N/A DCR US N 2 InterContinental Exchange 5493000F4ZO33MV32P92 N 2027-06-20 612608.69 USD 0 USD 45459000 USD -633610.75 N N N US 10YR ULTRA FUT SEP22 N/A ADI22MSJ7 -43 NC USD 0 0 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury 10 Year Ultra Note 2022-09-21 -5477125 USD 34022.76 N N N IMM EUR FUT OPT DEC22C 98.375 N/A ADI23HJ32 120 NC USD 6750 0.0015381027 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF40 Call Purchased Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 FUT EURODOLLAR N/A N/A N/A OU N/A USD N/A N/A US US Long 90 Day Eurodollar Time Deposit Prin $1 mil 2022-12-19 288930 USD 2500 USD 98.375 USD 2022-12-19 XXXX -60664.5 N N N IMM EUR FUT OPT JUN23C 98 N/A ADI23K9M4 -132 NC USD -48675 -0.0110914296 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF40 Call Written Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 FUT EURODOLLAR N/A N/A N/A OU N/A USD N/A N/A US US Short 90 Day Eurodollar Time Deposit Prin $1 mil 2023-06-19 -318664.5 USD 2500 USD 98 USD 2023-06-19 XXXX 54910.3 N N N US 2YR NOTE (CBT) SEP22 N/A ADI23KL08 -266 NC USD 0 0 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury 2 Year Note 2022-09-30 -55864156.52 USD 379836.29 N N N IMM EUR FUT OPT JUN23C 98.5 N/A ADI23K9S1 132 NC USD 27225 0.006203681 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF40 Call Purchased Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 FUT EURODOLLAR N/A N/A N/A OU N/A USD N/A N/A US US Long 90 Day Eurodollar Time Deposit Prin $1 mil 2023-06-19 318664.5 USD 2500 USD 98.5 USD 2023-06-19 XXXX -23952.2 N N N SWS061069 IRS USD R F 2.77000 N/A 99S1OK1L3 3480000 PA USD -91850.74 -0.020929759 N/A DIR US N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2031-10-20 3002.67 USD 0 USD 3480000 USD -94853.41 N N N SWS074344 CDS USD R F 5.00000 N/A 99S1RA298 5930100 PA USD 5751497.25 1.3105768251 N/A DCR US N 2 InterContinental Exchange 5493000F4ZO33MV32P92 N 2027-06-20 6233415.11 USD 0 USD 5930100 USD -481917.86 N N N IMM EUR FUT OPT DEC22P 98.125 N/A ADI23M4S2 -120 NC USD -549750 -0.1252699216 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF40 Put Written Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 FUT EURODOLLAR N/A N/A N/A OU N/A USD N/A N/A US US Long 90 Day Eurodollar Time Deposit Prin $1 mil 2022-12-19 288930 USD 2500 USD 98.125 USD 2022-12-19 XXXX -455502 N N N IMM EUR FUT OPT DEC22C 98.125 N/A ADI23M551 -120 NC USD -9000 -0.0020508036 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF40 Call Written Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 FUT EURODOLLAR N/A N/A N/A OU N/A USD N/A N/A US US Short 90 Day Eurodollar Time Deposit Prin $1 mil 2022-12-19 -288930 USD 2500 USD 98.125 USD 2022-12-19 XXXX 95748 N N N US 10YR FUT OPTN SEP22C 120 N/A ADI25DHT4 -22 NC USD -19937.5 -0.0045430997 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF44 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 FUT US 10YR TSY NOTE N/A N/A N/A OU N/A USD N/A N/A US US Short US Treasury 10-Year Treasury Note 2022-09-21 -2607687.5 USD 1 USD 120 USD 2022-08-26 XXXX -11381.81 N N N SWS063289 IRS USD R F 3.37000 N/A 99S1P17C8 3530000 PA USD -54944.45 -0.0125200308 N/A DIR US N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2026-11-18 55349.42 USD 0 USD 3530000 USD -110293.87 N N N US LONG BOND(CBT) SEP22 N/A ADI22MT15 162 NC USD 0 0 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Ultra Long Bond 2022-09-21 22457250 USD -125313.49 N N N Repurchase Agreement 549300H47WTHXPU08X20 85748R009 531041.91 PA USD 531041.91 0.1210069639 Long RA CORP US N 1 Repurchase N 0.24 2022-07-01 572100 USD 541707.47 USD UST N N N 2022-08-24 MASSMUTUAL SELECT FUNDS /s/ Renee Hitchcock Renee Hitchcock Treasurer and CFO XXXX