NPORT-P false 0000930709 XXXXXXXX S000010172 C000030381 C000028201 PIONEER VARIABLE CONTRACTS TRUST /MA/ 811-08786 0000930709 549300VNR8Z3H6PB2X77 60 State Street Boston 02109 617-422-4947 Pioneer Bond VCT Portfolio S000010172 Q2YV33M9S0TBWTZRCO78 2023-12-31 2023-03-31 N 164218669.24 19895888.53 144322780.71 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1322023.58000000 18031898.78000000 0.00000000 3056753.90000000 USD N 20% Bloomberg Barclays US High Yield, 80% Bloomberg Barclays US Aggregate N/A Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLJX5 53078.89000000 PA USD 50897.82000000 0.035266656968 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GSJV5 27.72000000 PA USD 26.97000000 0.000018687278 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 10.00000000 NC USD -10975.80000000 -0.00760503639 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-06-21 1422225.80000000 USD -10975.80000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296R6G8 2485.42000000 PA USD 2549.05000000 0.001766214583 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M8U31 286402.75000000 PA USD 246991.21000000 0.171138062047 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MAVY7 490688.89000000 PA USD 423197.59000000 0.293229930796 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYV63 460266.11000000 PA USD 377641.59000000 0.261664574464 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 1.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200NZT1 3792.45000000 PA USD 3971.77000000 0.002752004902 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HYU2 4634.79000000 PA USD 4788.06000000 0.003317605146 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.50000000 N N N N N N Mello Mortgage Capital Accepta N/A 58549XBM4 436916.58000000 PA USD 343747.61000000 0.238179730399 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHZ67 294657.03000000 PA USD 294527.00000000 0.204075197658 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E6KT8 18511.25000000 PA USD 16196.90000000 0.011222691192 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RXD6 34049.74000000 PA USD 32436.47000000 0.022474948057 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374TYD5 1717.73000000 PA USD 1785.47000000 0.001237136639 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 6.00000000 N N N N N N FORD MOTOR CREDI UDSQCVRUX5BONN0VY111 345397B69 200000.00000000 PA USD 164806.04000000 0.114192672278 Long DBT CORP US N 2 2031-06-17 Fixed 3.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176H6S8 49803.93000000 PA USD 48201.68000000 0.033398525002 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 4.00000000 N N N N N N Rate Mortgage Trust N/A 75409TDD4 144447.19000000 PA USD 106166.50000000 0.073561844829 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.71543300 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210FFY7 1924.53000000 PA USD 1944.77000000 0.001347514225 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 7.00000000 N N N N N N Imperial Fund LLC N/A 452761AD1 100000.00000000 PA USD 60222.00000000 0.041727300225 Long ABS-MBS CORP US N 2 2056-09-25 Variable 2.48900000 N N N N N N CIM Trust N/A 12558WAJ9 180000.00000000 PA USD 134651.34000000 0.093298742816 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HJD7 558.77000000 PA USD 582.74000000 0.000403775479 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 6.50000000 N N N N N N Bayview MSR Opportunity Master N/A 07336LAB9 416310.27000000 PA USD 336902.42000000 0.233436757761 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 225000.00000000 PA USD 186396.21000000 0.129152313365 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210AZK6 1481.61000000 PA USD 1517.51000000 0.001051469485 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 7.00000000 N N N N N N MINERVA LUXEMBOURG SA 222100NM3G3RCPGZ2Z17 603374AF6 235000.00000000 PA USD 192948.72000000 0.133692490576 Long DBT CORP LU N 2 2031-03-18 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MNNF9 276585.84000000 PA USD 258548.23000000 0.179145820727 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHEC7 91133.96000000 PA USD 79667.37000000 0.055200828038 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AB6 140000.00000000 PA USD 117496.63000000 0.081412393401 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202CXA6 182.77000000 PA USD 187.40000000 0.000129847830 Long ABS-MBS USGA US N 2 2027-08-20 Fixed 7.50000000 N N N N N N Taubman Centers Commercial Mor N/A 87666YAC1 325000.00000000 PA USD 310126.70000000 0.214884094163 Long ABS-MBS CORP US N 2 2037-05-15 Floating 7.75909000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H050649 600000.00000000 PA USD 600750.00000000 0.416254452030 Long ABS-MBS USGA US N 2 2053-04-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418U4W1 1338.41000000 PA USD 1363.76000000 0.000944937447 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGCP0 28741.26000000 PA USD 27579.76000000 0.019109775923 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36198VMG9 11828.92000000 PA USD 11389.83000000 0.007891914182 Long ABS-MBS USGA US N 2 2044-09-15 Fixed 4.00000000 N N N N N N Visio 2019-2 Trust N/A 92837DAA5 139550.85000000 PA USD 130135.58000000 0.090169811972 Long ABS-MBS CORP US N 2 2054-11-25 Variable 2.72200000 N N N N N N Radnor Re LTD 254900JBDDKUTX6TX151 75049SAB9 197943.80000000 PA USD 197870.62000000 0.137102832294 Long ABS-MBS CORP BM N 2 2029-02-25 Floating 6.79529000 N N N N N N ALBEMARLE CORP HDBLS2Q6GV1LSKQPBS54 012653AE1 236000.00000000 PA USD 230514.14000000 0.159721243497 Long DBT CORP US N 2 2032-06-01 Fixed 5.05000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379U5F9 666384.51000000 PA USD 23033.38000000 0.015959628747 Long ABS-MBS USGA US N 2 2058-10-16 Variable 0.63298000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XZSU6 20519.77000000 PA USD 17999.02000000 0.012471364473 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AX1 65000.00000000 PA USD 72519.09000000 0.050247846974 Long DBT CORP US N 2 2052-10-15 Fixed 6.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N7UM0 100000.00000000 PA USD 101942.77000000 0.070635259034 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N IMS Ecuadorian Mortagage Trust N/A 44970EAA1 424679.74000000 PA USD 387520.26000000 0.268509419021 Long ABS-MBS CORP US N 2 2043-08-18 Fixed 3.40000000 N N N N N N B3 SA-BRASIL BOLSA BALCA 4GTK5S46E6H318LMDS44 11778EAA4 225000.00000000 PA USD 186078.56000000 0.128932216441 Long DBT CORP BR N 2 2031-09-20 Fixed 4.12500000 N N N N N N HOA Funding LLC N/A 40390GAA6 197000.00000000 PA USD 163083.10000000 0.112998862132 Long ABS-O CORP US N 2 2051-08-20 Fixed 4.72300000 N N N N N N ILPT Commercial Mortgage Trust N/A 44965LAA2 323000.00000000 PA USD 298607.43000000 0.206902492129 Long ABS-MBS CORP US N 2 2041-02-11 Fixed 4.14500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7EN3 62571.83000000 PA USD 62765.74000000 0.043489835555 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAF8 30000.00000000 PA USD 29189.41000000 0.020225088413 Long DBT CORP KY N 2 2024-07-01 Fixed 3.95000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BN2 70000.00000000 PA USD 42087.50000000 0.029162062837 Long DBT CORP US N 2 2027-09-15 Fixed 4.62500000 N N N N N N Freddie Mac - STACR N/A 35565WBD3 215739.57000000 PA USD 228703.88000000 0.158466930081 Long ABS-MBS CORP US N 2 2050-06-25 Floating 9.94529000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAK8 215000.00000000 PA USD 182403.11000000 0.126385529091 Long DBT CORP US N 2 2030-12-01 Fixed 3.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388WTT3 892.66000000 PA USD 920.71000000 0.000637951954 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415BE54 412.29000000 PA USD 420.85000000 0.000291603306 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QPH8 12681.10000000 PA USD 12523.17000000 0.008677195615 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XFH4 589106.40000000 PA USD 580381.75000000 0.402141468689 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08161YBJ1 100000.00000000 PA USD 85970.81000000 0.059568426811 Long ABS-MBS CORP US N 2 2055-04-15 Variable 3.83275300 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YZQ3 25754.20000000 PA USD 26189.03000000 0.018146151197 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QT68 34159.15000000 PA USD 34528.38000000 0.023924414309 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WMEP5 621.73000000 PA USD 606.36000000 0.000420141572 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMSR5 15653.10000000 PA USD 15049.50000000 0.010427667708 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 3.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61764XBP9 60000.00000000 PA USD 44883.28000000 0.031099234493 Long ABS-MBS CORP US N 2 2048-03-15 Variable 4.12853200 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617AVXD5 31668.67000000 PA USD 30641.85000000 0.021231471462 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4.00000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAG6 590000.00000000 PA USD 520064.75000000 0.360348343789 Long DBT CORP CA N 2 2037-05-04 Fixed 4.58800000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BU6 70000.00000000 PA USD 66893.39000000 0.046349848354 Long DBT CORP US N 2 2033-05-13 Fixed 4.42100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384FMC8 438.25000000 PA USD 439.11000000 0.000304255501 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LUSX4 58024.55000000 PA USD 55358.23000000 0.038357236278 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FXC5 3827.82000000 PA USD 3876.25000000 0.002685819924 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CH1 575000.00000000 PA USD 464813.02000000 0.322064900435 Long DBT CORP GB N 2 2033-01-12 Fixed 3.60300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36211X4G8 1221.50000000 PA USD 1232.37000000 0.000853898458 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 7.00000000 N N N N N N Westgate Resorts N/A 96034JAC0 342800.73000000 PA USD 323228.87000000 0.223962473844 Long ABS-O CORP US N 2 2036-08-20 Fixed 2.48800000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043AE1 165000.00000000 PA USD 133920.46000000 0.092792322418 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N Hundred Acre Wood Trust N/A 44590HCA2 166362.85000000 PA USD 134946.57000000 0.093503305116 Long ABS-MBS CORP US N 2 2051-07-25 Variable 3.22590600 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36194REE6 24813.82000000 PA USD 23934.21000000 0.016583806023 Long ABS-MBS USGA US N 2 2046-08-15 Fixed 3.50000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83370RAA6 200000.00000000 PA USD 143987.00000000 0.099767340465 Long DBT CORP FR N 2 N/A Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGEA3 86644.02000000 PA USD 79675.17000000 0.055206232590 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AW9 310000.00000000 PA USD 342897.73000000 0.237590855936 Long DBT CORP GB N 2 2033-11-15 Fixed 7.95300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFB6 60000.00000000 PA USD 59665.00000000 0.041341359767 Long DBT CORP US N 2 2038-01-19 Fixed 5.94800000 N N N N N N ReadyCap Commercial Mortgage T N/A 75575WAJ5 225000.00000000 PA USD 208851.41000000 0.144711326217 Long ABS-MBS CORP US N 2 2036-11-25 Floating 7.79529000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KLYF3 70946.63000000 PA USD 62246.53000000 0.043130079460 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BULG0 60384.47000000 PA USD 62618.08000000 0.043387523225 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAN5 200000.00000000 PA USD 174560.31000000 0.120951321157 Long DBT CORP ES N 2 2027-09-14 Fixed 1.72200000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBK7 200000.00000000 PA USD 133449.57000000 0.092466046831 Long DBT CORP FR N 2 2043-01-21 Fixed 4.02700000 N N N N N N Saluda Grade Alternative Mortg N/A 79581RAC5 125000.00000000 PA USD 117758.53000000 0.081593861634 Long ABS-MBS CORP US N 2 2055-05-25 Variable 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MJF83 29531.67000000 PA USD 27454.04000000 0.019022665628 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BN3 95000.00000000 PA USD 91136.05000000 0.063147376700 Long DBT CORP US N 2 2027-07-01 Fixed 4.40000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAE6 180000.00000000 PA USD 168300.00000000 0.116613606786 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 275000.00000000 PA USD 238258.63000000 0.165087333287 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N PRIMERICA INC 254900621R686KJR7022 74164MAB4 86000.00000000 PA USD 72199.24000000 0.050026225689 Long DBT CORP US N 2 2031-11-19 Fixed 2.80000000 N N N N N N Sound Point CLO LTD N/A 83615CAG1 250000.00000000 PA USD 225431.75000000 0.156199699653 Long ABS-CBDO CORP KY N 2 2032-01-25 Floating 8.46771000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AHP6 74409.15000000 PA USD 70442.27000000 0.048808836452 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225A3W8 1469.54000000 PA USD 1512.27000000 0.001047838735 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBP4 185000.00000000 PA USD 188200.85000000 0.130402732731 Long DBT CORP US N 2 2025-03-01 Fixed 6.05100000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828WU0 2267910.00000000 PA USD 2223614.88000000 1.540723418063 Long DBT UST US N 2 2024-07-15 Fixed 0.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JK80 1292.15000000 PA USD 1340.40000000 0.000928751506 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691DAA5 250000.00000000 PA USD 221074.95000000 0.153180910811 Long ABS-MBS CORP US N 2 2040-07-11 Variable 4.27600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36205VU97 2681.57000000 PA USD 2759.55000000 0.001912068203 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGR84 99494.57000000 PA USD 92460.02000000 0.064064744003 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N ALGONQUIN PWR & UTILITY 549300K5VIUTJXQL7X75 015857AH8 210000.00000000 PA USD 168000.00000000 0.116405739394 Long DBT CORP CA N 2 2082-01-18 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390Y6R4 484.83000000 PA USD 494.93000000 0.000342932694 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MJ6G5 1837230.12000000 PA USD 1584416.36000000 1.097828320799 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WMM50 16940.93000000 PA USD 16515.12000000 0.011443183064 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BCLK4 80448.36000000 PA USD 16172.41000000 0.011205722284 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 4.00000000 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 632525BC4 235000.00000000 PA USD 242038.44000000 0.167706330774 Long DBT CORP AU N 2 2033-01-12 Fixed 6.42900000 N N N N N N AREIT CRE Trust N/A 04002VAJ0 150000.00000000 PA USD 135187.23000000 0.093670056338 Long ABS-MBS CORP KY N 2 2037-01-16 Floating 7.40906000 N N N N N N BENCHMARK Mortgage Trust N/A 08162QAN9 200000.00000000 PA USD 159996.36000000 0.110860086822 Long ABS-MBS CORP US N 2 2048-09-15 Variable 3.29018400 N N N N N N Citigroup Commercial Mortgage N/A 17291DAC7 235241.81000000 PA USD 220926.71000000 0.153078196604 Long ABS-MBS CORP US N 2 2051-06-10 Fixed 3.96300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKNV6 859542.37000000 PA USD 753596.40000000 0.522160393731 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746AJ7 375000.00000000 PA USD 314167.73000000 0.217684088717 Long DBT CORP US N 2 2031-12-01 Fixed 2.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F8M83 116728.39000000 PA USD 22354.37000000 0.015489148622 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201CJX3 944.09000000 PA USD 972.11000000 0.000673566567 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAS1 165000.00000000 PA USD 136292.66000000 0.094435999174 Long DBT CORP US N 2 2032-01-15 Fixed 2.87500000 N N N N N N Republic Finance Issuance Trus N/A 76042UAC7 100000.00000000 PA USD 88428.14000000 0.061271089404 Long ABS-O CORP US N 2 2031-12-22 Fixed 3.53000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BB5 250000.00000000 PA USD 278397.76000000 0.192899387491 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N Mill City Mortgage Trust N/A 59981TAL9 400000.00000000 PA USD 325375.48000000 0.225449841251 Long ABS-MBS CORP US N 2 2059-08-25 Variable 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXE7 12995.83000000 PA USD 12459.27000000 0.008632919861 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213VMD7 2435.93000000 PA USD 2508.42000000 0.001738062409 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Mello Mortgage Capital Accepta N/A 585490BZ7 195305.86000000 PA USD 153813.91000000 0.106576320968 Long ABS-MBS CORP US N 2 2052-03-25 Variable 3.32355000 N N N N N N PHILLIPS 66 CO RVJMT2IZVVSKIRJJBH76 718547AG7 450000.00000000 PA USD 427020.21000000 0.295878590960 Long DBT CORP US N 2 2028-03-01 Fixed 3.75000000 N N N N N N JP Morgan Mortgage Trust N/A 46653TAB5 430158.47000000 PA USD 348109.18000000 0.241201824332 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AM2 40000.00000000 PA USD 37368.25000000 0.025892135542 Long DBT CORP US N 2 2029-09-15 Fixed 4.15000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 781.00000000 NS USD 918651.25000000 0.636525464296 Long EP CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617A4H92 6597.37000000 PA USD 6352.43000000 0.004401543518 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B9FK5 283269.80000000 PA USD 244297.46000000 0.169271586092 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N AMER AIRLINE 21-1B PTT N/A 02376LAA3 42975.00000000 PA USD 37711.07000000 0.026129672539 Long DBT CORP US N 2 2030-07-11 Fixed 3.95000000 N N N N N N BX Trust N/A 05605VAA7 500000.00000000 PA USD 407135.80000000 0.282100856148 Long ABS-MBS CORP US N 2 2044-03-09 Variable 2.84300000 N N N N N N Foundation Finance Trust 5493002KPTN6JUQ40J20 35041JAB1 250000.00000000 PA USD 240418.20000000 0.166583680564 Long ABS-O CORP US N 2 2034-11-15 Fixed 4.22000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201YBT2 3820.12000000 PA USD 3896.80000000 0.002700058840 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N BELLEMEADE RE LT 2549009SOTYJD2MZFC61 07877TAC5 180000.00000000 PA USD 180452.74000000 0.125034134675 Long ABS-MBS CORP BM N 2 2028-10-25 Floating 7.59529000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288BPE7 567.17000000 PA USD 579.95000000 0.000401842312 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N COMM Mortgage Trust N/A 12593YBF9 177906.71000000 PA USD 168738.82000000 0.116917661349 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.65100000 N N N N N N Woodward Capital Management N/A 74938DBB8 326432.34000000 PA USD 256325.45000000 0.177605675790 Long ABS-MBS CORP US N 2 2051-07-25 Variable 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202XEG8 12780.86000000 PA USD 13176.38000000 0.009129799145 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H022648 900000.00000000 PA USD 792000.00000000 0.548769914287 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 2.50000000 N N N N N N NMEF Funding LLC N/A 65489MAC8 49549.89000000 PA USD 49399.10000000 0.034228206910 Long ABS-O CORP US N 2 2026-08-17 Fixed 3.30000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCT0 310000.00000000 PA USD 291802.18000000 0.202187193570 Long DBT CORP US N 2 2033-05-10 Fixed 5.26800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMLV4 319439.60000000 PA USD 267060.56000000 0.185043940177 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NX78 67634.71000000 PA USD 68365.03000000 0.047369534915 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 4.50000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAK6 216000.00000000 PA USD 222373.33000000 0.154080547025 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 301000.00000000 PA USD 217024.01000000 0.150374049704 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AVT1 11792.69000000 PA USD 11695.89000000 0.008103980495 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GFP9 155000.00000000 PA USD 156254.19000000 0.108267169764 Long DBT CORP US N 2 2033-03-28 Fixed 5.15000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAG2 280000.00000000 PA USD 223154.40000000 0.154621743637 Long DBT CORP US N 2 2047-06-01 Fixed 5.45000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 949930AF8 345000.00000000 PA USD 230185.17000000 0.159493303044 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCL5 40000.00000000 PA USD 32202.00000000 0.022312485833 Long DBT CORP US N 2 2033-06-01 Fixed 4.50000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 640000.00000000 PA USD 541304.99000000 0.375065521421 Long DBT CORP NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N NAKILAT INC 2549006RMTDJWLLWF072 62983PAB1 164049.15000000 PA USD 171431.36000000 0.118783298905 Long DBT CORP MH N 2 2033-12-31 Fixed 6.26700000 N N N N N N Imperial Fund LLC N/A 452761AE9 100000.00000000 PA USD 58682.29000000 0.040660448552 Long ABS-MBS CORP US N 2 2056-09-25 Variable 3.29500000 N N N N N N Springcastle SPV N/A 85022WAP9 144115.05000000 PA USD 131144.71000000 0.090869029376 Long ABS-O CORP US N 2 2037-09-25 Fixed 1.97000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AE3 125000.00000000 PA USD 125863.10000000 0.087209447726 Long DBT CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N AUTONATION INC N/A 05329WAR3 55000.00000000 PA USD 45523.85000000 0.031543079876 Long DBT CORP US N 2 2028-08-01 Fixed 1.95000000 N N N N N N BIO-RAD LABS 549300ZC1GPV35XYDK53 090572AQ1 74000.00000000 PA USD 66929.20000000 0.046374660792 Long DBT CORP US N 2 2032-03-15 Fixed 3.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292GX68 1156.13000000 PA USD 1195.62000000 0.000828434703 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.50000000 N N N N N N JETBLUE 2019-1 CLASS AA N/A 477143AH4 140272.33000000 PA USD 118483.28000000 0.082096034608 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2R4 255000.00000000 PA USD 212584.04000000 0.147297633093 Long DBT CORP FR N 2 2029-09-15 Fixed 2.15900000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F040446 200000.00000000 PA USD 196828.13000000 0.136380500037 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X3EE8 6059.54000000 PA USD 5315.55000000 0.003683098381 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 2.50000000 N N N N N N Oasis Securitisation N/A 53161MAB1 387863.16000000 PA USD 376227.27000000 0.260684604432 Long ABS-O CORP US N 2 2034-10-15 Fixed 8.85000000 N N N N N N JP Morgan Mortgage Trust N/A 46592PBG5 105179.44000000 PA USD 82246.82000000 0.056988106517 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.98327000 N N N N N N BANCO SANTANDER CHILE 3YJP8HORPAEXJ80D6368 05970FAC5 318000.00000000 PA USD 304087.50000000 0.210699584988 Long DBT CORP CL N 2 2025-01-10 Fixed 2.70000000 N N N N N N La Hipotecaria SA N/A 50346RAA6 14489.28000000 PA USD 13810.10000000 0.009568898223 Long ABS-MBS CORP PA N 2 2039-09-08 Floating 2.75000000 N N N N N N BELLEMEADE RE LT N/A 07876UAB5 80489.25000000 PA USD 80989.51000000 0.056116927349 Long ABS-MBS CORP BM N 2 2030-06-25 Floating 8.44529000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XFG6 391076.24000000 PA USD 376454.05000000 0.260841738322 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.00000000 N N N N N N Arbor Realty Collateralized Lo N/A 03880KAG9 250000.00000000 PA USD 230363.00000000 0.159616519905 Long ABS-CBDO CORP KY N 2 2034-08-15 Floating 6.53443000 N N N N N N COMM Mortgage Trust N/A 12632QAY9 1399151.48000000 PA USD 11226.93000000 0.007779042189 Long ABS-MBS CORP US N 2 2047-07-15 Variable 0.94652000 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AJ7 75000.00000000 PA USD 64488.70000000 0.044683659560 Long DBT CORP US N 2 2032-09-01 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ATKQ3 34958.28000000 PA USD 33472.20000000 0.023192596369 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AWNM1 65139.07000000 PA USD 63750.86000000 0.044172416638 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EH6 295000.00000000 PA USD 272388.18000000 0.188735401757 Long DBT CORP US N 2 2032-04-01 Fixed 3.75000000 N N N N N N BX Trust N/A 05608RAJ4 450000.00000000 PA USD 417280.01000000 0.289129691062 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.57940000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECQ1 1903399.62000000 PA USD 1641186.30000000 1.137163718663 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAQ5 265000.00000000 PA USD 220793.70000000 0.152986035131 Long DBT CORP US N 2 2028-09-01 Fixed 2.10000000 N N N N N N JP Morgan Mortgage Trust N/A 46592WBY1 145321.03000000 PA USD 115099.69000000 0.079751574514 Long ABS-MBS CORP US N 2 2052-02-25 Variable 3.16634300 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAP9 207000.00000000 PA USD 209833.58000000 0.145391863271 Long DBT CORP US N 2 2032-07-15 Fixed 6.37900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGMY2 275874.85000000 PA USD 241540.83000000 0.167361541131 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H060648 600000.00000000 PA USD 611179.69000000 0.423481093555 Long ABS-MBS USGA US N 2 2053-04-15 Fixed 6.00000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912797FE2 9500000.00000000 PA USD 9448412.72000000 6.546723028421 Long DBT UST US N 2 2023-05-16 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPTT5 299453.07000000 PA USD 318162.46000000 0.220452002403 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.50000000 N N N N N N BX Trust 2019-OC11 N/A 05606FAA1 400000.00000000 PA USD 341479.24000000 0.236607996547 Long ABS-MBS CORP US N 2 2041-12-09 Fixed 3.20200000 N N N N N N Cascade MH Asset Trust N/A 14731QAC3 200000.00000000 PA USD 149242.16000000 0.103408595140 Long ABS-MBS CORP US N 2 2046-02-25 Fixed 2.99200000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAP1 280000.00000000 PA USD 288356.24000000 0.199799531703 Long DBT CORP GB N 2 2053-03-09 Fixed 5.12500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DU0 200000.00000000 PA USD 205619.93000000 0.142472261820 Long DBT CORP GB N 2 2029-03-09 Fixed 6.16100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HUQ5 3944.81000000 PA USD 4105.80000000 0.002844873123 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DAR2 2441.77000000 PA USD 2509.85000000 0.001739053244 Long ABS-MBS USGA US N 2 2029-02-20 Fixed 7.00000000 N N N N N N FRESENIUS MED CARE III 5299006ZHLMXOOUVTU44 35805BAB4 525000.00000000 PA USD 394787.03000000 0.273544500776 Long DBT CORP US N 2 2031-02-16 Fixed 2.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNP56 199749.64000000 PA USD 204694.72000000 0.141831191855 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213DGZ5 1223.54000000 PA USD 1282.65000000 0.000888737033 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WNN99 8805.20000000 PA USD 8320.60000000 0.005765271400 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 65364UAS5 130000.00000000 PA USD 135077.18000000 0.093593803650 Long DBT CORP US N 2 2052-09-16 Fixed 5.78300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417FMM7 33295.88000000 PA USD 29205.55000000 0.020236271679 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.50000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AC7 11000.00000000 PA USD 11313.17000000 0.007838797135 Long DBT CORP AU N 2 2027-11-01 Fixed 8.00000000 N N N N N N BSPRT Issuer, Ltd. N/A 055983AG5 170000.00000000 PA USD 160452.17000000 0.111175913608 Long ABS-CBDO CORP KY N 2 2037-02-15 Floating 6.85804000 N N N N N N VERINT SYSTEMS INC 549300KEQJS5FRVUCO94 92345MAQ5 16685.17000000 PA USD 16622.60000000 0.011517655021 Long LON CORP US N 2 2024-06-29 Floating 6.66200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9QP0 60160.50000000 PA USD 58940.83000000 0.040839588670 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D6K3 905105.71000000 PA USD 742626.51000000 0.514559452323 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 1.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201V5M0 4518.95000000 PA USD 4635.62000000 0.003211980795 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AE1 185000.00000000 PA USD 166326.28000000 0.115246033357 Long DBT CORP US N 2 2032-03-17 Fixed 4.20000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SQW0 63547.67000000 PA USD 60501.22000000 0.041920769335 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.50000000 N N N N N N FREMF Mortgage Trust N/A 30314CAG6 254290.02000000 PA USD 243734.52000000 0.168881529860 Long ABS-MBS USGSE US N 2 2029-07-25 Floating 7.06943000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9G99 185325.97000000 PA USD 152056.08000000 0.105358335844 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WMHQ7 5954.11000000 PA USD 5222.65000000 0.003618728778 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36206VKT3 386.95000000 PA USD 398.20000000 0.000275909318 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DN6Y4 97692.78000000 PA USD 100076.28000000 0.069341984340 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N Cascade Funding Mortgage Trust N/A 12530GAD0 125000.00000000 PA USD 97653.05000000 0.067662949341 Long ABS-MBS CORP US N 2 2037-09-25 Variable 3.25000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F042442 300000.00000000 PA USD 299085.94000000 0.207234047548 Long ABS-MBS USGSE US N 2 2024-04-25 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WYP1 97692.22000000 PA USD 96955.72000000 0.067179775447 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYV97 463590.15000000 PA USD 380366.07000000 0.263552342969 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D2H4 47641.65000000 PA USD 45647.43000000 0.031628707384 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 4.00000000 N N N N N N Freddie Mac - STACR 549300YG8OJES76WL398 35564ABF7 330380.17000000 PA USD 329941.59000000 0.228613659172 Long ABS-MBS CORP US N 2 2047-02-25 Floating 7.24529000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 355000.00000000 PA USD 297663.67000000 0.206248569030 Long DBT CORP GB N 2 2029-08-17 Fixed 2.20600000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAH9 255000.00000000 PA USD 243525.00000000 0.168736355273 Long DBT CORP N/A N 2 2033-04-01 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHLM5 18764.73000000 PA USD 18007.80000000 0.012477448058 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECF5 187648.98000000 PA USD 153960.26000000 0.106677725611 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 1.50000000 N N N N N N RMF Proprietary Issuance Trust N/A 74968RAA3 73340.04000000 PA USD 60053.60000000 0.041610617329 Long ABS-MBS CORP US N 2 2063-10-25 Variable 2.75000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAU7 200000.00000000 PA USD 191466.69000000 0.132665604874 Long DBT CORP GB N 2 2033-08-11 Fixed 4.97600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213URJ1 4603.98000000 PA USD 4737.86000000 0.003282822002 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N NIPPON LIFE INSURANCE 549300Y0HHMFW3EVWY08 654579AK7 355000.00000000 PA USD 282997.39000000 0.196086431128 Long DBT CORP JP N 2 2051-09-16 Fixed 2.90000000 N N N N N N TEAM HEALTH HOLDINGS INC 549300PVTQ4UDTTMQT11 87817JAG3 83961.26440000 PA USD 58632.92000000 0.040626240508 Long LON CORP US N 2 2027-02-02 Floating 10.05702000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DR8 170000.00000000 PA USD 174657.84000000 0.121018898846 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176MYW7 834.72000000 PA USD 834.86000000 0.000578467235 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36211EUK2 1118.99000000 PA USD 1125.39000000 0.000779772946 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 7.00000000 N N N N N N PRMI Securitization Trust N/A 69359DBV4 332829.71000000 PA USD 238784.88000000 0.165451967336 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.47918600 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CQ6 774000.00000000 PA USD 585781.71000000 0.405883054025 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31382VXD1 497.92000000 PA USD 513.57000000 0.000355848187 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.50000000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BW8 150000.00000000 PA USD 150873.94000000 0.104539241315 Long DBT CORP US N 2 2032-06-01 Fixed 5.60000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F060642 3300000.00000000 PA USD 3368191.40000000 2.333790537730 Long ABS-MBS USGSE US N 2 2053-04-15 Fixed 6.00000000 N N N N N N ALLIED UNIVERSAL N/A 019576AA5 123000.00000000 PA USD 118203.62000000 0.081902260626 Long DBT CORP US N 2 2026-07-15 Fixed 6.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36203NBW7 628.62000000 PA USD 631.58000000 0.000437616290 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 7.00000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AE3 164000.00000000 PA USD 142270.00000000 0.098577646093 Long DBT CORP US N 2 2026-06-15 Fixed 3.37500000 N N N N N N Commerical Equipment Finance 2 N/A 20166QAC4 200000.00000000 PA USD 188493.78000000 0.130605701381 Long ABS-O CORP US N 2 2028-12-15 Fixed 3.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MMR26 464547.84000000 PA USD 397591.51000000 0.275487700586 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EDE72 20913.12000000 PA USD 20467.40000000 0.014181683514 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A6DW8 12708.41000000 PA USD 12237.90000000 0.008479534512 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRCQ4 99662.20000000 PA USD 102780.04000000 0.071215396137 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -150300.08000000 -0.10414161871 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.39.V1 Y Default Event 2027-12-20 946796.40000000 USD 0.00000000 USD -11920000.00000000 USD -1097096.48000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202C4P5 824.54000000 PA USD 847.99000000 0.000587564898 Long ABS-MBS USGA US N 2 2028-08-20 Fixed 6.50000000 N N N N N N VIRGINIA ST CMWLTH TRANSPRTN B N/A 927793XY0 50000.00000000 PA USD 50684.50000000 0.035118849394 Long DBT MUN US N 2 2032-05-15 Fixed 4.00000000 N N N N N N Woodward Capital Management N/A 74938XAR0 400000.00000000 PA USD 279693.36000000 0.193797097467 Long ABS-MBS CORP US N 2 2052-05-25 Variable 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390TK40 808.79000000 PA USD 834.21000000 0.000578016856 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 06675QAC7 230000.00000000 PA USD 187661.60000000 0.130029091094 Long DBT NUSS N/A N 2 2031-10-22 Fixed 4.70000000 N N N N N N Oaktown Re Ltd N/A 67401JAC6 141320.36000000 PA USD 143659.88000000 0.099540681861 Long ABS-MBS CORP US N 2 2030-10-25 Floating 10.09529000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YCM9 200000.00000000 PA USD 202944.09000000 0.140618195548 Long DBT CORP JP N 2 2033-09-13 Fixed 5.66900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419JSV1 11971.86000000 PA USD 12008.80000000 0.008320793114 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796Z93 4400000.00000000 PA USD 4399438.38000000 3.048332604427 Long DBT UST US N 2 2023-04-04 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFPA8 27278.20000000 PA USD 25771.11000000 0.017856578062 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N New York Mortgage Trust N/A 62955VAC0 200000.00000000 PA USD 163834.54000000 0.113519528375 Long ABS-MBS CORP US N 2 2061-07-25 Fixed 3.21450000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LW6A0 199622.83000000 PA USD 208569.48000000 0.144515979372 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6.50000000 N N N N N N Fannie Mae - CAS N/A 20754WAB1 32295.27000000 PA USD 32088.77000000 0.022234029750 Long ABS-MBS CORP US N 2 2040-01-25 Floating 6.84529000 N N N N N N CIM Trust N/A 12564KCD8 237091.28000000 PA USD 183302.88000000 0.127008971901 Long ABS-MBS CORP US N 2 2051-03-25 Variable 2.65762500 N N N N N N Credit Suisse Mortgage Trust N/A 12656TAE8 150000.00000000 PA USD 110539.73000000 0.076592017875 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395PCL4 13092.61000000 PA USD 13524.41000000 0.009370946106 Long ABS-MBS USGSE US N 2 2035-03-15 Fixed 5.50000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBL5 225000.00000000 PA USD 209037.29000000 0.144840120853 Long DBT CORP FR N 2 2033-06-15 Fixed 6.22100000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACQ6 175000.00000000 PA USD 147411.69000000 0.102140278391 Long DBT CORP US N 2 2032-03-15 Fixed 2.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5SF7 87438.66000000 PA USD 80281.66000000 0.055626464238 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.00000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55607PAG0 335000.00000000 PA USD 268032.24000000 0.185717208801 Long DBT CORP AU N 2 2032-06-23 Fixed 2.69100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WE3H0 9548.41000000 PA USD 9028.39000000 0.006255692937 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 100000.00000000 PA USD 92134.18000000 0.063838972299 Long DBT CORP US N 2 2032-11-15 Fixed 4.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJUZ2 157155.89000000 PA USD 148581.56000000 0.102950871143 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Drive Auto Receivables Trust N/A 26208VAG1 50000.00000000 PA USD 48834.81000000 0.033837215275 Long ABS-O CORP US N 2 2028-05-15 Fixed 3.05000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F052649 2500000.00000000 PA USD 2525244.13000000 1.749719702999 Long ABS-MBS USGSE US N 2 2053-04-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LVY37 26503.26000000 PA USD 24654.52000000 0.017082902559 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WF3D6 1579.26000000 PA USD 1501.75000000 0.001040549518 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BM6 115000.00000000 PA USD 113448.87000000 0.078607735689 Long DBT CORP US N 2 2034-01-24 Fixed 5.06800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XFF8 688602.88000000 PA USD 645446.26000000 0.447224101991 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 3.50000000 N N N N N N Equifirst Mortgage Loan Trust N/A 29445FAA6 17351.63000000 PA USD 15861.28000000 0.010990143012 Long ABS-MBS CORP US N 2 2032-12-25 Variable 4.01000000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65559CAD3 645000.00000000 PA USD 500797.35000000 0.346998129842 Long DBT CORP FI N 2 N/A Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGFN4 600084.54000000 PA USD 545684.15000000 0.378099803312 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417CJZ9 58598.70000000 PA USD 57349.63000000 0.039737060024 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGKX6 183286.18000000 PA USD 171988.81000000 0.119169551164 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36212VWA3 483.49000000 PA USD 488.11000000 0.000338207175 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D4PF4 94907.01000000 PA USD 77869.03000000 0.053954773887 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 1.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176WYC9 88391.26000000 PA USD 85909.08000000 0.059525654631 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 913229AA8 283000.00000000 PA USD 236305.00000000 0.163733680045 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N AUTODESK INC FRKKVKAIQEF3FCSTPG55 052769AH9 423000.00000000 PA USD 351822.69000000 0.243774883126 Long DBT CORP US N 2 2031-12-15 Fixed 2.40000000 N N N N N N Fannie Mae - CAS N/A 20754BAB7 85000.00000000 PA USD 80646.49000000 0.055879251773 Long ABS-MBS CORP US N 2 2042-01-25 Floating 7.55979000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213EYK6 276.48000000 PA USD 284.52000000 0.000197141434 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HPR22 80579.41000000 PA USD 74398.87000000 0.051550330193 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YBWS8 8502.37000000 PA USD 7457.72000000 0.005167389349 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AWNR0 19853.07000000 PA USD 19429.87000000 0.013462787998 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Woodward Capital Management N/A 74938VBR3 338111.69000000 PA USD 264921.84000000 0.183562039684 Long ABS-MBS CORP US N 2 2051-09-25 Variable 3.00823600 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 305000.00000000 PA USD 252873.91000000 0.175214133732 Long DBT CORP US N 2 2032-11-08 Fixed 2.54500000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AK9 110000.00000000 PA USD 101064.72000000 0.070026865823 Long DBT CORP US N 2 2027-08-01 Fixed 3.15000000 N N N N N N AXIS Equipment Finance Receiva 549300IFG1NMINYRYF89 03236XAE7 300000.00000000 PA USD 299760.42000000 0.207701388876 Long ABS-O CORP US N 2 2029-05-21 Fixed 7.25000000 N N N N N N Homeward Opportunities Fund I N/A 43789XAC8 130000.00000000 PA USD 116445.00000000 0.080683728117 Long ABS-MBS CORP US N 2 2065-05-25 Variable 3.19600000 N N N N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2C3 470000.00000000 PA USD 408100.96000000 0.282769607121 Long DBT CORP US N 2 2029-01-06 Fixed 2.65000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F050643 500000.00000000 PA USD 498671.88000000 0.345525410158 Long ABS-MBS USGSE US N 2 2053-04-15 Fixed 5.00000000 N N N N N N FASST 22-S1 A2 N/A 000000000 322137.43000000 PA USD 291635.04000000 0.202071383717 Long ABS-MBS CORP US N 2 2052-02-25 Floating 3.00000000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AR4 71000.00000000 PA USD 61076.01000000 0.042319036329 Long DBT CORP US N 2 2032-03-15 Fixed 4.37500000 N N N N N N Bunker Hill Loan Depositary Tr N/A 12062RAC4 100000.00000000 PA USD 88158.02000000 0.061083925605 Long ABS-MBS CORP US N 2 2055-02-25 Variable 3.25300000 N N N N N N Freddie Mac - STACR N/A 35565XBD1 263624.52000000 PA USD 284690.47000000 0.197259551540 Long ABS-MBS CORP US N 2 2050-08-25 Floating 10.84529000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBT7 130000.00000000 PA USD 118454.07000000 0.082075795253 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N Morgan Stanley Residential Mor N/A 61772ABC8 342247.16000000 PA USD 257842.99000000 0.178657166063 Long ABS-MBS CORP US N 2 2051-03-25 Variable 2.95105400 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AT9 31000.00000000 PA USD 20844.43000000 0.014442924323 Long DBT CORP US N 2 2031-02-01 Fixed 2.60000000 N N N N N N Sequoia Mortgage Trust 549300FECQ7XLTBL1027 81746WAA6 5860.26000000 PA USD 5717.36000000 0.003961509036 Long ABS-MBS CORP US N 2 2048-08-25 Variable 4.50000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AZ6 635000.00000000 PA USD 419715.95000000 0.290817532710 Long DBT CORP NL N 2 N/A Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ABN7 6081.51000000 PA USD 6320.50000000 0.004379419499 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BF9 520000.00000000 PA USD 455729.41000000 0.315770946040 Long DBT CORP US N 2 2032-10-15 Fixed 3.50000000 N N N N N N Home Re Ltd 254900GFKVQN72ENGJ20 43731AAA1 68967.65000000 PA USD 68943.71000000 0.047770497256 Long ABS-MBS CORP BM N 2 2029-05-25 Floating 6.49529000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A2Q70 38160.37000000 PA USD 36953.44000000 0.025604717299 Long ABS-MBS USGA US N 2 2045-06-15 Fixed 4.00000000 N N N N N N Home Partners of America Trust N/A 43731QAG3 80467.12000000 PA USD 73288.20000000 0.050780756606 Long ABS-O CORP US N 2 2039-09-17 Fixed 3.40600000 N N N N N N Palisades Center Trust N/A 69640GAA3 85000.00000000 PA USD 51000.00000000 0.035337456601 Long ABS-MBS CORP US N 2 2033-04-13 Fixed 2.71298000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YPWD0 8953.44000000 PA USD 7853.67000000 0.005441739662 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPDY7 114898.85000000 PA USD 109277.99000000 0.075717769199 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N 321 Henderson Receivables LLC N/A 46616MAA8 9751.69000000 PA USD 9557.15000000 0.006622066144 Long ABS-O CORP US N 2 2048-12-15 Fixed 3.82000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416X4Z0 38023.34000000 PA USD 38239.69000000 0.026495948742 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Mosaic Solar Loans LLC N/A 61945LAA1 77682.41000000 PA USD 69062.61000000 0.047852882033 Long ABS-O CORP US N 2 2040-09-20 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XEB94 82792.93000000 PA USD 83336.96000000 0.057743455045 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HLW2 880.18000000 PA USD 916.47000000 0.000635014095 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378GJK5 743.40000000 PA USD 735.03000000 0.000509295896 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 3.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CK9 480000.00000000 PA USD 362204.47000000 0.250968328227 Long DBT CORP US N 2 2049-05-01 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGKY4 92414.67000000 PA USD 86868.69000000 0.060190560057 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAD8 57000.00000000 PA USD 44642.97000000 0.030932725783 Long DBT CORP N/A N 2 2032-05-15 Fixed 3.00000000 N N N N N N Fannie Mae - CAS N/A 20753WAF3 19596.48000000 PA USD 19656.18000000 0.013619596229 Long ABS-MBS CORP US N 2 2039-10-25 Floating 6.94529000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BH4K9 478589.67000000 PA USD 412682.59000000 0.285944178715 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210STC2 7291.47000000 PA USD 7503.50000000 0.005199109913 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Cascade MH Asset Trust N/A 14731QAD1 100000.00000000 PA USD 76393.92000000 0.052932682993 Long ABS-MBS CORP US N 2 2046-02-25 Fixed 3.69300000 N N N N N N Continental Credit Card llc 5493002QR2K2E0R56Z02 21134LAA6 59870.30000000 PA USD 59593.26000000 0.041291651745 Long ABS-O CORP US N 2 2026-08-15 Fixed 3.83000000 N N N N N N LIBERTY MUTUAL INSURANCE CNC20I6IOMGF7KY49D67 53079QAD9 645000.00000000 PA USD 750283.47000000 0.519864893337 Long DBT CORP US N 2 2097-10-15 Fixed 7.69700000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAF0 390000.00000000 PA USD 292181.07000000 0.202449723157 Long DBT CORP FR N 2 2032-10-19 Fixed 3.11600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36219FEM5 7660.28000000 PA USD 7690.89000000 0.005328950815 Long ABS-MBS USGA US N 2 2026-07-15 Fixed 7.00000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46591ABD6 1600000.00000000 PA USD 9325.28000000 0.006461405437 Long ABS-MBS CORP US N 2 2051-06-15 Variable 0.14664700 N N N N N N GoldenTree Loan Management US 549300MI5PVR6JHGVV87 38137WAW5 250000.00000000 PA USD 224212.25000000 0.155354718705 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 7.73904000 N N N N N N PECF USS INTERMEDIATE HO 254900DIL842DEXPYJ91 69291LAB2 34650.00000000 PA USD 29322.56000000 0.020317346891 Long LON CORP US N 2 2028-12-15 Floating 9.09029000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J85A4 27951.18000000 PA USD 25806.79000000 0.017881300424 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DPS4 883.01000000 PA USD 931.26000000 0.000645261957 Long ABS-MBS USGA US N 2 2031-09-20 Fixed 6.50000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAV2 200000.00000000 PA USD 153340.88000000 0.106248562593 Long DBT CORP NL N 2 2037-03-13 Fixed 3.32400000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJB7 595000.00000000 PA USD 459241.96000000 0.318204761397 Long DBT CORP US N 2 2036-11-03 Fixed 2.49100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWD7 278335.66000000 PA USD 228367.65000000 0.158233959238 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 1.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BEA2 4423.72000000 PA USD 4552.36000000 0.003154290665 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAB6 613027.26000000 PA USD 524606.07000000 0.363494984935 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 2.00000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 64000.00000000 PA USD 51927.04000000 0.035979794558 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRCL5 108930.62000000 PA USD 113517.07000000 0.078654990876 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N FREMF Mortgage Trust N/A 35709DAG6 134133.31000000 PA USD 130739.51000000 0.090588269819 Long ABS-MBS USGSE US N 2 2026-06-25 Floating 6.96943000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FV4S8 88070.74000000 PA USD 16213.28000000 0.011234040752 Long ABS-MBS USGSE US N 2 2050-05-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400RU58 6613.76000000 PA USD 6773.24000000 0.004693119108 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788NAA8 530000.00000000 PA USD 493883.72000000 0.342207735722 Long DBT CORP US N 2 2033-07-28 Fixed 4.91600000 N N N N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 262006208 4402740.36000000 NS USD 4402740.36000000 3.050620517662 Long STIV RF US N 1 N N N JP Morgan Mortgage Trust N/A 46592PBH3 191235.35000000 PA USD 141945.30000000 0.098352664286 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.98327000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210UXJ7 2795.59000000 PA USD 2850.14000000 0.001974837226 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N SCF Equipment Trust Llc N/A 784034AD2 200000.00000000 PA USD 190696.52000000 0.132131960776 Long ABS-O CORP US N 2 2027-06-21 Fixed 3.11000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200RDA7 515.42000000 PA USD 530.41000000 0.000367516477 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184XM22 7573.71000000 PA USD 7204.91000000 0.004992219498 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401YDN2 3460.34000000 PA USD 3532.18000000 0.002447416812 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 6.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F050445 400000.00000000 PA USD 402693.99000000 0.279023164616 Long ABS-MBS USGSE US N 2 2038-04-15 Fixed 5.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 475000.00000000 PA USD 359963.34000000 0.249415468735 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N Multifamily Structured Credit N/A 35563GAB5 225000.00000000 PA USD 193945.34000000 0.134383039909 Long ABS-MBS CORP US N 2 2051-11-25 Floating 8.55979000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200XHF9 1886.15000000 PA USD 1941.00000000 0.001344902024 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131YA7G9 304.98000000 PA USD 295.91000000 0.000205033466 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYN8 235000.00000000 PA USD 194169.19000000 0.134538143628 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N AUTONATION INC N/A 05329WAS1 55000.00000000 PA USD 42349.27000000 0.029343440995 Long DBT CORP US N 2 2031-08-01 Fixed 2.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397NR31 970.58000000 PA USD 955.60000000 0.000662126931 Long ABS-MBS USGSE US N 2 2029-06-25 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202CJC8 40.76000000 PA USD 41.23000000 0.000028567908 Long ABS-MBS USGA US N 2 2025-08-20 Fixed 8.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213E3Y0 1065.88000000 PA USD 1096.88000000 0.000760018615 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TD0 10000000.00000000 PA USD 7457031.20000000 5.166912086446 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BVX3 8086.05000000 PA USD 8337.76000000 0.005777161414 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YMN21 6671.03000000 PA USD 5851.40000000 0.004054384187 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SNW3 40105.65000000 PA USD 39221.35000000 0.027176132421 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371JWC4 249.81000000 PA USD 263.55000000 0.000182611503 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QR29 17353.78000000 PA USD 17541.27000000 0.012154193477 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M5VV8 21648.23000000 PA USD 20653.40000000 0.014310561297 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCXR4 611779.26000000 PA USD 527939.41000000 0.365804627240 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Finance of America HECM Buyout N/A 31735JAD7 400000.00000000 PA USD 352609.44000000 0.244320015360 Long ABS-MBS CORP US N 2 2032-02-25 Variable 5.08380000 N N N N N N SUN COMMUNITIES OPER LP 549300PUNBPJCGT6X741 866677AJ6 500000.00000000 PA USD 500327.84000000 0.346672810445 Long DBT CORP US N 2 2033-01-15 Fixed 5.70000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AU7 140000.00000000 PA USD 126428.18000000 0.087600986745 Long DBT CORP US N 2 2052-05-15 Fixed 4.55000000 N N N N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 335000.00000000 PA USD 293032.13000000 0.203039415231 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210F7C4 981.39000000 PA USD 991.50000000 0.000687001729 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 7.00000000 N N N N N N HGI CRE CLO Ltd N/A 40390JAE2 125000.00000000 PA USD 118031.75000000 0.081783173397 Long ABS-CBDO CORP KY N 2 2036-09-17 Floating 6.52771000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AA8 404000.00000000 PA USD 303000.00000000 0.209946065693 Long DBT CORP US N 2 2030-09-15 Fixed 4.00000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAF3 120000.00000000 PA USD 102222.00000000 0.070828735073 Long DBT CORP N/A N 2 2029-02-02 Fixed 3.00000000 N N N N N N Nelnet Student Loan Trust N/A 64035DAE6 200000.00000000 PA USD 165841.90000000 0.114910410667 Long ABS-O CORP US N 2 2062-04-20 Fixed 2.85000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AK4 415000.00000000 PA USD 332530.21000000 0.230407291464 Long DBT CORP CH N 2 2033-02-11 Fixed 2.74600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAV2 369957.41000000 PA USD 303541.99000000 0.210321605852 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 1.50000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBQ2 395000.00000000 PA USD 367843.50000000 0.254875563088 Long DBT CORP US N 2 2027-06-09 Fixed 4.75000000 N N N N N N FARMERS EXCHANGE CAP III N/A 30958QAA9 100000.00000000 PA USD 91768.74000000 0.063585762101 Long DBT CORP US N 2 2054-10-15 Fixed 5.45400000 N N N N N N J.G. Wentworth XLIII LLC N/A 46650XAA1 191469.99000000 PA USD 173390.74000000 0.120140936272 Long ABS-O CORP US N 2 2071-08-17 Fixed 3.82000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201AY51 1131.47000000 PA USD 1152.45000000 0.000798522585 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N ADANIREN KODSOPAR WARSOM N/A 00654CAA0 262087.50000000 PA USD 182705.06000000 0.126594747621 Long DBT CORP IN N 2 2039-10-15 Fixed 4.62500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CY3 375000.00000000 PA USD 304103.12000000 0.210710407950 Long DBT CORP GB N 2 2032-11-22 Fixed 2.87100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405ES89 7699.60000000 PA USD 7892.13000000 0.005468388262 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -88.00000000 NC USD -261391.28000000 -0.18111574535 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2023-06-21 -9851734.16000000 USD -261391.28000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AGHM3 96192.73000000 PA USD 96739.79000000 0.067030159427 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N AUTONATION INC N/A 05329RAA1 245000.00000000 PA USD 208647.38000000 0.144569955604 Long DBT CORP US N 2 2032-03-01 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHP8 802662.14000000 PA USD 800718.55000000 0.554810921782 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YEDW4 15770.87000000 PA USD 14538.05000000 0.010073288450 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.00000000 N N N N N N BSST Mortgage Trust N/A 07403PAA0 250000.00000000 PA USD 220378.25000000 0.152698173438 Long ABS-MBS CORP US N 2 2036-03-15 Floating 5.73400000 N N N N N N Home Re Ltd N/A 43731WAC9 17988.78000000 PA USD 18023.03000000 0.012488000793 Long ABS-MBS CORP BM N 2 2030-10-25 Floating 8.99529000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 50000.00000000 PA USD 45225.07000000 0.031336057812 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRB44 99696.23000000 PA USD 101631.83000000 0.070419811411 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6VG0 1673.15000000 PA USD 1710.62000000 0.001185273725 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.00000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46590RAJ8 170000.00000000 PA USD 151405.77000000 0.104907741698 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 3.14400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405JKS2 1432.66000000 PA USD 1469.75000000 0.001018376996 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36192S4A5 16043.17000000 PA USD 15265.09000000 0.010577048145 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N EATON CORP 0NZWDMRCE180888QQE14 278062AJ3 110000.00000000 PA USD 105754.62000000 0.073276456758 Long DBT CORP US N 2 2052-08-23 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EWBW4 31089.51000000 PA USD 29361.76000000 0.020344508230 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAQ2 224000.00000000 PA USD 198033.22000000 0.137215496421 Long DBT CORP US N 2 2045-05-15 Fixed 5.35000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBC9 210000.00000000 PA USD 181562.78000000 0.125803271740 Long DBT CORP US N 2 2028-01-06 Fixed 2.49000000 N N N N N N Home Re Ltd N/A 43731WAD7 150000.00000000 PA USD 152782.95000000 0.105861977747 Long ABS-MBS CORP BM N 2 2030-10-25 Floating 10.09529000 N N N N N N EDWARDS LIFESCIENCES COR YA13X31F3V31L8TMPR58 28176EAD0 77000.00000000 PA USD 76645.21000000 0.053106799649 Long DBT CORP US N 2 2028-06-15 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKHA9 21766.99000000 PA USD 20888.95000000 0.014473771844 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFMX6 925153.03000000 PA USD 802867.34000000 0.556299799692 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAA2 200000.00000000 PA USD 201249.83000000 0.139444257524 Long DBT CORP ES N 2 2029-01-18 Fixed 6.20800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KHZ7 1105.60000000 PA USD 1156.65000000 0.000801432728 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7WY7 104454.28000000 PA USD 105047.28000000 0.072786347022 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H030641 1100000.00000000 PA USD 1001938.65000000 0.694234579649 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 3.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46592XBZ6 130965.33000000 PA USD 103201.11000000 0.071507151880 Long ABS-MBS CORP US N 2 2052-04-25 Variable 3.14275900 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AFC24 103147.43000000 PA USD 103466.38000000 0.071690955156 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405HSF6 12308.66000000 PA USD 12725.63000000 0.008817478389 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -18.00000000 NC USD -78424.74000000 -0.05433982051 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2023-06-21 -2102106.60000000 USD -78424.74000000 N N N FRESB Multifamily Mortgage Pas N/A 30297CAG7 121823.54000000 PA USD 118301.55000000 0.081970115471 Long ABS-MBS USGSE US N 2 2025-06-25 Variable 3.39000000 N N N N N N JP Morgan Mortgage Trust N/A 46651FAT8 237164.85000000 PA USD 215898.75000000 0.149594366833 Long ABS-MBS CORP US N 2 2049-10-25 Variable 4.48326800 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BZ5 320000.00000000 PA USD 323536.78000000 0.224175822006 Long DBT CORP US N 2 2033-02-09 Fixed 5.87500000 N N N N N N Eagle Re Ltd 254900L82OLW9QTLJ788 269822AB8 228594.61000000 PA USD 228225.22000000 0.158135270729 Long ABS-MBS CORP US N 2 2029-04-25 Floating 6.64529000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391GYP5 1985.88000000 PA USD 2027.20000000 0.001404629255 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N Ajax Mortgage Loan Trust N/A 00971AAA0 139075.67000000 PA USD 122434.38000000 0.084833717447 Long ABS-MBS CORP US N 2 2065-09-25 Variable 1.06500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECA1 440000.00000000 PA USD 431042.84000000 0.298665836314 Long DBT CORP GB N 2 2033-08-09 Fixed 5.74600000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DB3 125000.00000000 PA USD 121132.01000000 0.083931316597 Long DBT CORP US N 2 2032-08-19 Fixed 6.10000000 N N N N N N SLG Office Trust N/A 78449RAL9 550000.00000000 PA USD 397252.13000000 0.275252547134 Long ABS-MBS CORP US N 2 2041-07-15 Fixed 2.85061000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529537AA0 285000.00000000 PA USD 219484.58000000 0.152078957265 Long DBT CORP US N 2 2031-10-01 Fixed 2.37500000 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAL6 313000.00000000 PA USD 260424.65000000 0.180445975831 Long DBT CORP US N 2 2031-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31387WK22 300.81000000 PA USD 301.82000000 0.000209128453 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 7.00000000 N N N N N N Genworth Mortgage Insurance Co N/A 89600MAD0 58144.63000000 PA USD 58515.73000000 0.040545040576 Long ABS-MBS CORP BM N 2 2030-10-25 Floating 10.44529000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AWT1 87428.18000000 PA USD 83653.14000000 0.057962533418 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382BHB2 450375.96000000 PA USD 76953.80000000 0.053320618977 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.50000000 N N N N N N Towd Point Mortgage Trust N/A 89179TAA2 370737.59000000 PA USD 300244.80000000 0.208037011567 Long ABS-MBS CORP US N 2 2060-11-30 Variable 2.91808000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XED4 285000.00000000 PA USD 293830.29000000 0.203592453356 Long DBT CORP US N 2 2033-01-09 Fixed 6.40000000 N N N N N N FASST 22-S1 A1 N/A 000000000 343344.54000000 PA USD 314050.11000000 0.217602590841 Long ABS-MBS CORP US N 2 2052-02-25 Floating 2.00000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JAZ1 195000.00000000 PA USD 157938.03000000 0.109433887860 Long DBT CORP AU N 2 2033-01-14 Fixed 2.87100000 N N N N N N Pioneer ILS Interval Fund 549300LH2MO2SJZYNC86 72369L107 336850.05300000 NS USD 2816066.44000000 1.951227953166 Long EC RF US N 1 N N N GS Mortgage Securities Trust N/A 36262MAG3 250000.00000000 PA USD 228571.60000000 0.158375274419 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.78400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MPWE7 87480.70000000 PA USD 75440.73000000 0.052272225929 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N WEIR GROUP PLC (THE) 549300KDR56WHY9I3D10 94876QAA4 205000.00000000 PA USD 184680.80000000 0.127963720690 Long DBT CORP GB N 2 2026-05-13 Fixed 2.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL2H9 945699.97000000 PA USD 816349.88000000 0.565641734439 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Blackbird Capital Aircraft N/A 09229CAA7 206666.05000000 PA USD 179138.13000000 0.124123252835 Long ABS-O CORP US N 2 2046-07-15 Fixed 2.44300000 N N N N N N FARMERS INS EXCH 549300UWG2TLX1GZVT44 309601AE2 340000.00000000 PA USD 266265.66000000 0.184493160878 Long DBT CORP US N 2 2057-11-01 Fixed 4.74700000 N N N N N N JP Morgan Mortgage Trust N/A 465976AD0 275000.00000000 PA USD 164871.41000000 0.114237966583 Long ABS-MBS CORP US N 2 2052-07-25 Variable 3.52391900 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBL1 70000.00000000 PA USD 65760.11000000 0.045564608495 Long DBT CORP US N 2 2052-09-15 Fixed 4.75000000 N N N N N N GRINDING MEDIA INC 254900IYFJ03EGFQ8C34 39854KAB6 113337.78380000 PA USD 107104.21000000 0.074211575936 Long LON CORP US N 2 2028-10-12 Floating 8.70149114 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BEG9 1582.97000000 PA USD 1629.00000000 0.001128719937 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N GS Mortgage-Backed Securities N/A 36263NAD7 333766.05000000 PA USD 262593.11000000 0.181948482913 Long ABS-MBS CORP US N 2 2052-05-28 Variable 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HP40 4256.93000000 PA USD 4425.76000000 0.003066570626 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312938NF6 9329.50000000 PA USD 9493.93000000 0.006578261556 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ARDX0 262324.82000000 PA USD 226321.06000000 0.156815894820 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 03076CAM8 245000.00000000 PA USD 244278.47000000 0.169258428086 Long DBT CORP US N 2 2033-05-15 Fixed 5.15000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69701CAG5 250000.00000000 PA USD 238877.50000000 0.165516142929 Long ABS-CBDO CORP KY N 2 2030-04-15 Floating 7.23190000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36211SWY9 1255.50000000 PA USD 1257.40000000 0.000871241528 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 7.50000000 N N N N N N NMEF Funding LLC N/A 62919TAD8 100000.00000000 PA USD 95381.56000000 0.066089053668 Long ABS-O CORP US N 2 2027-12-15 Fixed 2.58000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D4M91 93876.76000000 PA USD 77023.90000000 0.053369190657 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 1.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NU1 185000.00000000 PA USD 181583.56000000 0.125817670021 Long DBT CORP US N 2 2033-05-24 Fixed 4.91000000 N N N N N N Rate Mortgage Trust N/A 75409XDE3 338895.11000000 PA USD 242085.86000000 0.167739187679 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.70670200 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AK8 240000.00000000 PA USD 221605.71000000 0.153548669800 Long DBT CORP US N 2 2030-06-15 Fixed 4.10000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A2E1 280000.00000000 PA USD 272677.90000000 0.188936146226 Long DBT CORP CA N 2 2032-06-08 Fixed 4.45600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209FDD8 41.64000000 PA USD 42.85000000 0.000029690392 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202TFH4 7084.25000000 PA USD 7215.97000000 0.004999882876 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Citigroup Commercial Mortgage N/A 29425AAG8 125000.00000000 PA USD 115448.56000000 0.079993303504 Long ABS-MBS CORP US N 2 2058-09-10 Variable 4.57376500 N N N N N N AIR CANADA 2017-1AA PTT N/A 00908PAA5 203944.00000000 PA USD 179598.98000000 0.124442571793 Long DBT CORP CA N 2 2030-01-15 Fixed 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXFQ0 229627.82000000 PA USD 204057.63000000 0.141389757733 Long ABS-MBS USGSE US N 2 2057-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36297FLB6 25664.28000000 PA USD 25331.56000000 0.017552017689 Long ABS-MBS USGA US N 2 2025-01-15 Fixed 4.00000000 N N N N N N CORELOGIC INC 54930086CD8K2UIL0516 21871DAD5 115000.00000000 PA USD 87256.25000000 0.060459097012 Long DBT CORP US N 2 2028-05-01 Fixed 4.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWQ3 286000.00000000 PA USD 277456.16000000 0.192246961037 Long DBT CORP US N 2 2025-09-29 Fixed 3.27200000 N N N N N N Radnor Re LTD 254900YVLP8CB4GC2O97 750493AC2 370000.00000000 PA USD 365660.12000000 0.253362718069 Long ABS-MBS CORP BM N 2 2030-01-25 Floating 6.59529000 N N N N N N Tricon American Homes N/A 89613JAJ9 180000.00000000 PA USD 150545.99000000 0.104312007611 Long ABS-O CORP US N 2 2039-11-17 Fixed 2.73000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 85000.00000000 PA USD 81983.52000000 0.056805668236 Long DBT CORP N/A N 2 2028-10-20 Fixed 4.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184CDG7 2637.90000000 PA USD 2420.55000000 0.001677178050 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 3.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46655GAF2 215000.00000000 PA USD 150879.69000000 0.104543225440 Long ABS-MBS CORP US N 2 2052-10-25 Variable 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFAC0 15399.50000000 PA USD 14560.36000000 0.010088746855 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N COMERICA BANK 70WY0ID1N53Q4254VH70 200339EX3 365000.00000000 PA USD 316622.56000000 0.219385019081 Long DBT CORP US N 2 2033-08-25 Fixed 5.33200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHX0 663000.00000000 PA USD 576698.70000000 0.399589515364 Long DBT CORP US N 2 2030-10-22 Fixed 2.88400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391HQF4 5404.16000000 PA USD 5516.35000000 0.003822230955 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N MATIV HOLDINGS INC 549300Z1FU4IDULG1R21 80854EAH1 142462.50000000 PA USD 138544.78000000 0.095996473542 Long LON CORP US N 2 2028-04-20 Floating 8.62500000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AU3 700000.00000000 PA USD 633629.72000000 0.439036524159 Long DBT CORP IT N 2 2026-09-22 Fixed 2.56900000 N N N N N N BREAD FINANCIAL HLDGS 549300G8S4PO686J7H97 018581AL2 289000.00000000 PA USD 255553.92000000 0.177071089361 Long DBT CORP US N 2 2026-01-15 Fixed 7.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCT8 70000.00000000 PA USD 68906.25000000 0.047744541548 Long DBT CORP US N 2 2031-03-01 Fixed 7.37500000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAC5 255000.00000000 PA USD 209495.25000000 0.145157437356 Long DBT CORP FR N 2 2028-01-15 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184JAM2 4055.30000000 PA USD 3857.76000000 0.002673008364 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KH6Q4 492.72000000 PA USD 506.73000000 0.000351108811 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YGW81 17258.59000000 PA USD 15138.67000000 0.010489452826 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BC0 26000.00000000 PA USD 29132.35000000 0.020185552035 Long DBT CORP US N 2 2039-12-16 Fixed 6.85000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACV5 145000.00000000 PA USD 147888.37000000 0.102470565819 Long DBT CORP US N 2 2033-01-15 Fixed 5.20000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 201.00000000 NC USD 437836.07000000 0.303372806320 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-06-30 21573233.74000000 USD 437836.07000000 N N N Freddie Mac - STACR 549300YG8OJES76WL398 35564ACB5 380000.00000000 PA USD 390653.98000000 0.270680746364 Long ABS-MBS CORP US N 2 2047-02-25 Floating 9.04529000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290TC72 7166.34000000 PA USD 7329.44000000 0.005078505253 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DU1 260000.00000000 PA USD 265286.90000000 0.183814986584 Long DBT CORP US N 2 2033-02-21 Fixed 5.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H040640 100000.00000000 PA USD 96273.82000000 0.066707292865 Long ABS-MBS USGA US N 2 2053-04-15 Fixed 4.00000000 N N N N N N OWENS & MINOR INC 549300LMT5KQQXCEZ733 69073LAD2 68133.33330000 PA USD 67877.83000000 0.047031958271 Long LON CORP US N 2 2029-03-29 Floating 8.68019399 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAV5 205000.00000000 PA USD 188856.25000000 0.130856853693 Long DBT CORP GB N 2 N/A Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HQ49 1796.78000000 PA USD 1873.97000000 0.001298457520 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N SBA TOWER TRUST N/A 78403DAH3 235000.00000000 PA USD 228214.33000000 0.158127725143 Long DBT CORP US N 2 2049-10-15 Variable 3.86900000 N N N N N N BINOM Securitization Trust N/A 05552CAC8 450000.00000000 PA USD 314487.63000000 0.217905744646 Long ABS-MBS CORP US N 2 2061-02-25 Variable 3.00000000 N N N N N N Arbor Realty Collateralized Lo N/A 03880XAG1 395000.00000000 PA USD 365880.01000000 0.253515077938 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 6.85804000 N N N N N N FREMF Mortgage Trust N/A 30302YAN7 150000.00000000 PA USD 139258.83000000 0.096491232579 Long ABS-MBS CORP US N 2 2027-07-25 Variable 4.07603900 N N N N N N FCI Funding, LLC N/A 30259MAA4 2893.84000000 PA USD 2890.35000000 0.002002698386 Long ABS-O CORP US N 2 2031-02-18 Fixed 3.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LSWZ5 10555.04000000 PA USD 10190.10000000 0.007060631696 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SA7 3450000.00000000 PA USD 3009316.39000000 2.085129163390 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36205TPV9 8389.39000000 PA USD 8458.49000000 0.005860814182 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 7.00000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AN2 55000.00000000 PA USD 50341.04000000 0.034880868946 Long DBT CORP US N 2 2032-03-15 Fixed 4.22400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YDZ93 13976.28000000 PA USD 12889.79000000 0.008931223426 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382CAZ4 402496.04000000 PA USD 9941.97000000 0.006888704576 Long ABS-MBS USGA US N 2 2050-01-20 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401D3H2 2352.72000000 PA USD 2401.84000000 0.001664214054 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36177Q7M9 11381.75000000 PA USD 11060.60000000 0.007663793578 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N FREMF Mortgage Trust N/A 302960AG4 109267.71000000 PA USD 104239.66000000 0.072226754145 Long ABS-MBS USGSE US N 2 2028-10-25 Floating 7.11943000 N N N N N N JP Morgan Mortgage Trust N/A 46592NAC0 463659.58000000 PA USD 374061.08000000 0.259183670214 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.50000000 N N N N N N Woodward Capital Management N/A 74936RBU7 382947.31000000 PA USD 282594.67000000 0.195807389942 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.56390100 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TSJ5 89052.55000000 PA USD 88989.43000000 0.061660002365 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4.50000000 N N N N N N UNITED AIR 2020-1 B PTT N/A 90932VAA3 70179.50000000 PA USD 67845.71000000 0.047009702602 Long DBT CORP US N 2 2026-01-15 Fixed 4.87500000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AM4 255000.00000000 PA USD 224622.36000000 0.155638880358 Long DBT CORP US N 2 2028-06-15 Fixed 2.37900000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCY9 30000.00000000 PA USD 28989.63000000 0.020086662588 Long DBT CORP US N 2 2034-02-01 Fixed 5.81700000 N N N N N N Cascade Funding Mortgage Trust N/A 12527LAC6 200000.00000000 PA USD 181376.04000000 0.125673881217 Long ABS-MBS CORP US N 2 2036-06-25 Variable 3.73480000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AN7 475000.00000000 PA USD 375453.24000000 0.260148285775 Long DBT CORP US N 2 2050-04-30 Fixed 4.35000000 N N N N N N AUTONATION INC N/A 05329WAQ5 125000.00000000 PA USD 117497.55000000 0.081413030861 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N LSF11 A5 HOLDCO LLC 254900FPK7P5WNA66Y10 50216YAB6 44662.50000000 PA USD 43356.12000000 0.030041078606 Long LON CORP US N 2 2028-10-15 Floating 8.42150000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225A2B5 3164.28000000 PA USD 3285.64000000 0.002276591390 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202C7A5 1372.11000000 PA USD 1411.16000000 0.000977780495 Long ABS-MBS USGA US N 2 2028-12-20 Fixed 6.50000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCV5 125000.00000000 PA USD 118000.98000000 0.081761853131 Long DBT CORP US N 2 2030-07-26 Fixed 5.24700000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AQ5 41000.00000000 PA USD 36319.16000000 0.025165230202 Long DBT CORP US N 2 2028-03-15 Fixed 4.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213RSA6 8172.59000000 PA USD 8348.25000000 0.005784429844 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374LR94 134.87000000 PA USD 134.52000000 0.000093207738 Long ABS-MBS USGA US N 2 2035-08-16 Fixed 5.25000000 N N N N N N BELLEMEADE RE LT 2549009SOTYJD2MZFC61 07877TAB7 4668.82000000 PA USD 4667.84000000 0.003234305753 Long ABS-MBS CORP BM N 2 2028-10-25 Floating 6.69529000 N N N N N N Fannie Mae - CAS N/A 20754FAK8 34234.88000000 PA USD 34277.78000000 0.023750775748 Long ABS-MBS CORP US N 2 2031-07-25 Floating 7.29529000 N N N N N N Marlette Funding Trust 549300Y3KZXU3NUCX480 57109HAC6 26862.93000000 PA USD 26772.50000000 0.018550432487 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.11000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBS5 560000.00000000 PA USD 371214.83000000 0.257211528335 Long DBT CORP IT N 2 2042-06-01 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385YRB3 120.05000000 PA USD 119.66000000 0.000082911373 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 7.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CJ1 135000.00000000 PA USD 119800.55000000 0.083008759539 Long DBT CORP US N 2 2033-04-01 Fixed 4.40000000 N N N N N N Mello Mortgage Capital Accepta N/A 585494CB1 286617.19000000 PA USD 208635.82000000 0.144561945781 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.67317000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46646RAB9 100000.00000000 PA USD 66977.79000000 0.046408328380 Long ABS-MBS CORP US N 2 2049-12-15 Variable 3.06762500 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNYY3 96807.91000000 PA USD 99169.85000000 0.068713926874 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DU8 500000.00000000 PA USD 497367.39000000 0.344621540378 Long DBT CORP US N 2 2033-03-08 Fixed 5.50000000 N N N N N N DataBank Issuer LLC N/A 23802WAC5 100000.00000000 PA USD 88385.10000000 0.061241267362 Long ABS-O CORP US N 2 2051-02-27 Fixed 2.65000000 N N N N N N Sequoia Mortgage Trust N/A 81749CAG4 150000.00000000 PA USD 99265.62000000 0.068780285074 Long ABS-MBS CORP US N 2 2052-02-25 Variable 2.50000000 N N N N N N ALTA WIND HOLDINGS LLC N/A 021345AA1 36409.63000000 PA USD 35053.35000000 0.024288161458 Long DBT CORP US N 2 2035-06-30 Fixed 7.00000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17329PDH2 95531.38000000 PA USD 73507.26000000 0.050932541375 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.70771000 N N N N N N BENCHMARK Mortgage Trust N/A 08162UAV2 250000.00000000 PA USD 236258.68000000 0.163701585319 Long ABS-MBS CORP US N 2 2052-01-15 Fixed 3.96280000 N N N N N N Carlyle Global Market Strategi N/A 14317VAY6 250000.00000000 PA USD 222468.50000000 0.154146489490 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 7.85755000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCHD3 125988.22000000 PA USD 120704.94000000 0.083635403507 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BQ66 20580.12000000 PA USD 18052.14000000 0.012508170859 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FAT3 8458.63000000 PA USD 8351.96000000 0.005787000471 Long ABS-MBS USGA US N 2 2039-08-20 Fixed 4.00000000 N N N N N N Starwood Commercial Mortgage T N/A 78485KAG0 350000.00000000 PA USD 332275.20000000 0.230230597252 Long ABS-O CORP KY N 2 2038-11-15 Floating 6.50804000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MG61 10355.97000000 PA USD 10225.22000000 0.007084966039 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 4.00000000 N N N N N N Freddie Mac - STACR N/A 35566AAH2 80322.74000000 PA USD 81244.40000000 0.056293538414 Long ABS-MBS CORP US N 2 2050-10-25 Floating 7.35979000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MMYJ1 384449.93000000 PA USD 331490.04000000 0.229686566714 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H052645 400000.00000000 PA USD 404523.44000000 0.280290774616 Long ABS-MBS USGA US N 2 2053-04-15 Fixed 5.50000000 N N N N N N Cascade Funding Mortgage Trust N/A 12526PAD6 300000.00000000 PA USD 278350.62000000 0.192866724595 Long ABS-MBS CORP US N 2 2031-02-25 Variable 2.91030000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAC1 134000.00000000 PA USD 109366.78000000 0.075779291018 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62928CAA0 230000.00000000 PA USD 195188.07000000 0.135244116722 Long DBT CORP US N 2 2031-07-15 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MFSZ1 78072.09000000 PA USD 72004.87000000 0.049891548406 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46590LAY8 150000.00000000 PA USD 126606.90000000 0.087724820279 Long ABS-MBS CORP US N 2 2049-06-15 Variable 3.99010000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213TFP3 10529.87000000 PA USD 10740.21000000 0.007441798132 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBC2 225000.00000000 PA USD 223980.91000000 0.155194425230 Long DBT CORP JP N 2 2029-07-06 Fixed 5.60500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CP5 290000.00000000 PA USD 248109.76000000 0.171913095617 Long DBT CORP US N 2 2027-12-02 Fixed 2.45000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200MQY2 4838.82000000 PA USD 4980.35000000 0.003450841215 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHHW0 878386.33000000 PA USD 882289.63000000 0.611330813929 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NE7 250000.00000000 PA USD 203514.80000000 0.141013635545 Long DBT CORP US N 2 2032-11-03 Fixed 2.52000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBA6 485000.00000000 PA USD 389252.32000000 0.269709548336 Long DBT CORP JP N 2 2032-01-22 Fixed 2.99900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184QTQ7 26487.24000000 PA USD 25504.05000000 0.017671534510 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 4.00000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAW0 600000.00000000 PA USD 504420.13000000 0.349508322607 Long DBT CORP NL N 2 2029-12-13 Fixed 2.47000000 N N N N N N FORTUNE BRANDS INNOVATIO 54930032LHW54PQUJD44 34964CAG1 150000.00000000 PA USD 114530.46000000 0.079357159996 Long DBT CORP US N 2 2052-03-25 Fixed 4.50000000 N N N N N N COMM Mortgage Trust N/A 12629NAJ4 100000.00000000 PA USD 87177.85000000 0.060404774333 Long ABS-MBS CORP US N 2 2048-02-10 Variable 4.03500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCRV9 115849.25000000 PA USD 109529.12000000 0.075891774992 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HRA5 879.51000000 PA USD 919.63000000 0.000637203631 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.00000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAB0 535000.00000000 PA USD 523563.15000000 0.362772354734 Long DBT CORP IE N 2 2025-04-10 Fixed 4.26300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7QE2 77545.37000000 PA USD 67910.71000000 0.047054740537 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F020646 1500000.00000000 PA USD 1239978.27000000 0.859170162811 Long ABS-MBS USGSE US N 2 2053-04-15 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213X3V4 4549.72000000 PA USD 4658.14000000 0.003227584707 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Homeward Opportunities Fund I N/A 43789XAD6 100000.00000000 PA USD 86193.95000000 0.059723038577 Long ABS-MBS CORP US N 2 2065-05-25 Variable 3.89700000 N N N N N N KEY COMMERCIAL MORTGAGE TRUST N/A 49307XAC8 225000.00000000 PA USD 204391.44000000 0.141621051780 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.46930000 N N N N N N GS Mortgage-Backed Securities N/A 36264RBV6 165000.00000000 PA USD 115924.18000000 0.080322856467 Long ABS-MBS CORP US N 2 2052-09-25 Variable 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E0QV0 17002.82000000 PA USD 16103.73000000 0.011158134509 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAL3 600000.00000000 PA USD 467103.32000000 0.323651829393 Long DBT CORP ES N 2 2032-11-22 Fixed 3.22500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJK85 12287.55000000 PA USD 11815.09000000 0.008186573139 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 4.00000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46590WAG3 200000.00000000 PA USD 199770.30000000 0.138419104050 Long ABS-MBS CORP US N 2 2031-01-05 Variable 3.75570000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402TNW1 2562.44000000 PA USD 2616.11000000 0.001812679874 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAE3 200000.00000000 PA USD 192596.45000000 0.133448405755 Long DBT CORP FR N 2 2026-04-01 Fixed 4.87500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YES0 305000.00000000 PA USD 287523.46000000 0.199222505681 Long DBT CORP US N 2 2037-04-20 Fixed 5.29700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AUND5 1845.50000000 PA USD 1806.17000000 0.001251479490 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N Continental Credit Card llc N/A 66981PAH1 375000.00000000 PA USD 364788.94000000 0.252759085021 Long ABS-O CORP US N 2 2030-10-15 Fixed 6.19000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BL6 55000.00000000 PA USD 54518.05000000 0.037775082860 Long DBT CORP US N 2 2029-04-15 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKPN4 199856.67000000 PA USD 201806.42000000 0.139829913896 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 5.00000000 N N N N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 83192PAA6 348000.00000000 PA USD 282143.20000000 0.195494570304 Long DBT CORP GB N 2 2030-10-14 Fixed 2.03200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WH39 2472.58000000 PA USD 2525.37000000 0.001749806917 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BE2 100000.00000000 PA USD 97086.29000000 0.067270246264 Long DBT CORP US N 2 2030-06-15 Fixed 4.62500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 125000.00000000 PA USD 125833.38000000 0.087188854996 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389QN61 1336.33000000 PA USD 1378.33000000 0.000955032873 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.50000000 N N N N N N Icon Brand Holdings LLC N/A 45112AAC1 18515.19000000 PA USD 5586.88000000 0.003871100579 Long ABS-O CORP US N 2 2043-01-25 Fixed 4.35200000 N N N N N N RESORTS WORLD/RWLV CAP N/A 76120HAA5 400000.00000000 PA USD 308806.93000000 0.213969637004 Long DBT CORP US N 2 2029-04-16 Fixed 4.62500000 N N N N N N MFRA Trust N/A 552754AC7 80384.48000000 PA USD 73328.36000000 0.050808583121 Long ABS-MBS CORP US N 2 2049-08-25 Variable 2.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XD6E1 914943.89000000 PA USD 794410.05000000 0.550439816979 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 240000.00000000 PA USD 197703.39000000 0.136986960081 Long DBT CORP IT N 2 2035-06-30 Fixed 5.45900000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 215000.00000000 PA USD 206033.32000000 0.142758696157 Long DBT CORP US N 2 2029-05-01 Fixed 4.22300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXKM3 129586.53000000 PA USD 121533.93000000 0.084209803471 Long ABS-MBS USGSE US N 2 2058-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHXV4 199612.19000000 PA USD 204553.68000000 0.141733466465 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AB6K0 2044.62000000 PA USD 2056.23000000 0.001424743889 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BT0 275000.00000000 PA USD 274530.99000000 0.190220136176 Long DBT CORP US N 2 2028-05-01 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFUB3 60790.20000000 PA USD 58436.49000000 0.040490135869 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 4.00000000 N N N N N N Lorenz Re 2019, 6/30/22 N/A 000000000 25723.00000000 PA USD 280.38000000 0.000194272864 Long DBT CORP BM Y 3 2023-06-30 Floating 0.01000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BC6 200000.00000000 PA USD 182653.91000000 0.126559306231 Long DBT CORP NL N 2 2033-03-28 Fixed 4.25200000 N N N N N N CRESTWOOD MID PARTNER LP N/A 226373AT5 125000.00000000 PA USD 125000.00000000 0.086611413239 Long DBT CORP US N 2 2031-02-01 Fixed 7.37500000 N N N N N N Provident Funding Mortgage Tru N/A 74387MAY5 191151.90000000 PA USD 146004.29000000 0.101165103167 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.63831000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184BZL4 34260.21000000 PA USD 33293.22000000 0.023068582684 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 3.50000000 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 36166NAK9 242000.00000000 PA USD 237200.25000000 0.164353990986 Long DBT CORP US N 2 2032-05-15 Fixed 4.55000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296QY29 24812.38000000 PA USD 25034.07000000 0.017345889454 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RRS0 9902.08000000 PA USD 10175.54000000 0.007050543199 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4X7 600017.43000000 PA USD 496256.25000000 0.343851641132 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N KEYSPAN GAS EAST CORP K8TS3HOE1568DUBUJL44 49338CAD5 380000.00000000 PA USD 391768.55000000 0.271453022227 Long DBT CORP US N 2 2033-03-06 Fixed 5.99400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HHM9 552.30000000 PA USD 574.46000000 0.000398038339 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7.00000000 N N N N N N FREMF Mortgage Trust N/A 302971AT3 100000.00000000 PA USD 93256.09000000 0.064616333984 Long ABS-MBS CORP US N 2 2052-02-25 Variable 4.38263700 N N N N N N GS Mortgage-Backed Securities N/A 36259WAC5 85048.66000000 PA USD 78090.53000000 0.054108249311 Long ABS-MBS CORP US N 2 2060-09-27 Variable 2.35200000 N N N N N N AVOLON TLB BORROWER 1 US 635400O84AGITYFZQB55 05400KAF7 61291.34560000 PA USD 60954.24000000 0.042234662954 Long LON CORP US N 2 2027-02-12 Floating 6.26143000 N N N N N N Bayview Commercial Asset Trust N/A 07325XAN0 140310.20000000 PA USD 0.01000000 0.000000006928 Long ABS-MBS CORP US N 2 2037-07-25 Variable 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384V4S8 1792.93000000 PA USD 1889.48000000 0.001309204264 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHNU2 74.58000000 PA USD 72.67000000 0.000050352411 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFLN9 447487.23000000 PA USD 405753.73000000 0.281143231861 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWGY3 300000.00000000 PA USD 299173.55000000 0.207294751755 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ATFZ0 186833.29000000 PA USD 23684.05000000 0.016410472333 Long ABS-MBS USGSE US N 2 2042-08-15 Floating 1.86557000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAP5 180000.00000000 PA USD 172483.83000000 0.119512546218 Long DBT CORP US N 2 2029-01-26 Fixed 4.40000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17327DAD3 400000.00000000 PA USD 327741.60000000 0.227089305227 Long ABS-MBS CORP US N 2 2061-03-25 Variable 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YD4G1 15109.33000000 PA USD 13253.18000000 0.009183013197 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N Hundred Acre Wood Trust N/A 44555QAC3 458412.17000000 PA USD 370973.72000000 0.257044465312 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202D2F7 4774.58000000 PA USD 5010.12000000 0.003471468589 Long ABS-MBS USGA US N 2 2033-11-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31298WUJ2 2527.70000000 PA USD 2609.51000000 0.001808106791 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HNC56 21449.63000000 PA USD 20486.15000000 0.014194675226 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N KENNAMETAL INC 549300GZDSG25XUV0Y08 489170AF7 125000.00000000 PA USD 102607.45000000 0.071095810027 Long DBT CORP US N 2 2031-03-01 Fixed 2.80000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179R4F3 13547.30000000 PA USD 13250.67000000 0.009181274040 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6VZ8 1830.49000000 PA USD 1871.49000000 0.001296739150 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.00000000 N N N N N N RMF Proprietary Issuance Trust N/A 74969VAA3 208750.60000000 PA USD 138221.02000000 0.095772143053 Long ABS-MBS CORP US N 2 2061-09-25 Variable 2.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HSY1 1963.74000000 PA USD 2033.02000000 0.001408661882 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N Dominos Pizza Master Issuer LL N/A 25755TAL4 291000.00000000 PA USD 258878.84000000 0.179374897522 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.66800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201JEQ8 529.50000000 PA USD 544.94000000 0.000377584188 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.50000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 52729KAP1 52282.83490000 PA USD 44102.77000000 0.030558425899 Long LON CORP US N 2 2027-03-01 Floating 6.67150000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BD1 89000.00000000 PA USD 99426.39000000 0.068891681209 Long DBT CORP US N 2 2031-06-15 Fixed 7.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPXC6 966251.60000000 PA USD 833153.70000000 0.577284955224 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AL4 479000.00000000 PA USD 472097.77000000 0.327112440376 Long DBT CORP US N 2 2028-05-15 Fixed 4.95000000 N N N N N N New Residential Mortgage Loan N/A 64828EAA3 69195.75000000 PA USD 63283.62000000 0.043848670105 Long ABS-MBS CORP US N 2 2059-09-25 Variable 2.49188000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBN9 340000.00000000 PA USD 329227.58000000 0.228118927850 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHSS9 284562.90000000 PA USD 235396.90000000 0.163104465450 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36186PNV2 4004.93000000 PA USD 3889.30000000 0.002694862156 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 4.00000000 N N N N N N CoreVest American Finance Ltd N/A 21873CAA1 176939.76000000 PA USD 159807.37000000 0.110729137294 Long ABS-O CORP US N 2 2053-08-15 Fixed 1.35800000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 35000.00000000 PA USD 26917.08000000 0.018650610712 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BB3 21000.00000000 PA USD 19616.68000000 0.013592227022 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N BELLEMEADE RE LT N/A 07877KAE0 155051.23000000 PA USD 156970.72000000 0.108763647171 Long ABS-MBS CORP US N 2 2030-10-25 Floating 8.54529000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENER6 204832.99000000 PA USD 205996.85000000 0.142733426411 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N SOTHEBY'S 549300P5BAAMQQ7VL735 835898AH0 200000.00000000 PA USD 189186.00000000 0.131085334601 Long DBT CORP US N 2 2027-10-15 Fixed 7.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36182NJK0 61016.70000000 PA USD 59095.61000000 0.040946834386 Long ABS-MBS USGA US N 2 2044-03-15 Fixed 4.00000000 N N N N N N JETBLUE AIRWAYS CORP N/A 477164AA5 53016.69000000 PA USD 48592.38000000 0.033669237635 Long DBT CORP US N 2 2032-11-15 Fixed 4.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F030645 2300000.00000000 PA USD 2063697.01000000 1.429917716279 Long ABS-MBS USGSE US N 2 2053-04-15 Fixed 3.00000000 N N N N N N Arbor Realty Collateralized Lo N/A 03881JAJ5 350000.00000000 PA USD 340563.34000000 0.235973377400 Long ABS-CBDO CORP US N 2 2037-05-15 Floating 8.27709000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJE74 299888.44000000 PA USD 307312.41000000 0.212934097089 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312932ZG4 3782.82000000 PA USD 3849.42000000 0.002667229650 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 5.00000000 N N N N N N 1011778 BC ULC 549300RHSHNRWI5LLA86 000000000 149032.76440000 PA USD 147654.21000000 0.102308318391 Long LON CORP CA N 2 2026-11-19 Floating 6.59029000 N N N N N N OCI NV 549300NCMRGIBJYUOE57 67116NAA7 390000.00000000 PA USD 389031.93000000 0.269556842021 Long DBT CORP NL N 2 2033-03-16 Fixed 6.70000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDC7 90000.00000000 PA USD 87149.26000000 0.060384964571 Long DBT CORP US N 2 2033-04-26 Fixed 4.58600000 N N N N N N BELLEMEADE RE LT 254900K56RF3Z7VQ3U81 07876RAC0 140716.51000000 PA USD 141021.56000000 0.097712612871 Long ABS-MBS CORP BM N 2 2029-03-25 Floating 7.54529000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBM8 150000.00000000 PA USD 160180.73000000 0.110987835192 Long DBT CORP US N 2 2033-10-25 Fixed 5.83400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406ELQ5 3149.37000000 PA USD 3201.27000000 0.002218132150 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BC1 200000.00000000 PA USD 159578.02000000 0.110570222673 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N KUEHG CORP 549300YNT566T1NYJX62 000000000 105104.34340000 PA USD 103483.95000000 0.071703129257 Long LON CORP US N 2 2025-02-21 Floating 8.90914000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ELE8 392626.66000000 PA USD 338540.58000000 0.234571824582 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 2.50000000 N N N N N N Fannie Mae - CAS N/A 20753MAF5 4293.60000000 PA USD 4293.60000000 0.002974998111 Long ABS-MBS CORP US N 2 2031-09-25 Floating 6.99529000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417FMN5 7168.38000000 PA USD 6234.79000000 0.004320031785 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M83Q5 90498.83000000 PA USD 90184.28000000 0.062487903542 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C0ZN5 400000.00000000 PA USD 398918.67000000 0.276407278211 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACE5 295000.00000000 PA USD 297549.18000000 0.206169239905 Long DBT CORP US N 2 2030-04-01 Fixed 5.80000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAW1 545000.00000000 PA USD 506043.12000000 0.350632878268 Long DBT CORP US N 2 2052-08-01 Fixed 5.45000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46591ABA2 250000.00000000 PA USD 237208.00000000 0.164359360894 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.21060000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B9MF8 109724.38000000 PA USD 102568.73000000 0.071068981276 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HMRK9 15640.40000000 PA USD 14440.92000000 0.010005987917 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209UAE6 274.17000000 PA USD 276.32000000 0.000191459725 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 7.00000000 N N N N N N MF1 Multifamily Housing Mortga N/A 55284AAJ7 315000.00000000 PA USD 286887.51000000 0.198781861455 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 7.31143000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184NEC1 13361.14000000 PA USD 12713.26000000 0.008808907323 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Citigroup Commercial Mortgage N/A 17327FAF3 100000.00000000 PA USD 92064.25000000 0.063790518410 Long ABS-MBS CORP US N 2 2051-03-10 Variable 4.17900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMSH7 17925.13000000 PA USD 17481.42000000 0.012112723933 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36178NB65 32614.48000000 PA USD 31694.42000000 0.021960788064 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AESM0 550000.00000000 PA USD 471248.80000000 0.326524196444 Long ABS-MBS USGSE US N 2 2043-06-25 Fixed 3.00000000 N N N N N N Eagle Re 2018-1 Ltd. 549300BLEDGL5R7YKU33 269826AA1 65384.44000000 PA USD 65314.93000000 0.045256147143 Long ABS-MBS CORP US N 2 2028-11-25 Floating 6.54529000 N N N N N N Onslow Bay Financial LLC N/A 67448EAB4 142853.59000000 PA USD 120995.85000000 0.083836972517 Long ABS-MBS CORP US N 2 2052-06-25 Variable 3.00000000 N N N N N N ENERGY ACQUISITION LP N/A 29279EAB8 49126.83910000 PA USD 45073.87000000 0.031231292647 Long LON CORP US N 2 2025-06-26 Floating 9.09029000 N N N N N N United Wholesale Mortgage LLC N/A 90355DBG7 170586.41000000 PA USD 134355.77000000 0.093093944933 Long ABS-MBS CORP US N 2 2052-01-25 Variable 3.24043100 N N N N N N MED Trust N/A 58403YAU0 348963.28000000 PA USD 327323.82000000 0.226799829098 Long ABS-MBS CORP US N 2 2038-11-15 Floating 7.83500000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAL4 312000.00000000 PA USD 341235.43000000 0.236439062718 Long DBT CORP US N 2 2037-06-15 Fixed 6.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJM24 21698.61000000 PA USD 19909.67000000 0.013795237246 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12656TAD0 200000.00000000 PA USD 154249.86000000 0.106878386933 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FRF91 94572.83000000 PA USD 89315.61000000 0.061886009651 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WED66 66688.71000000 PA USD 61321.58000000 0.042489189647 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46645WAU7 250000.00000000 PA USD 225000.00000000 0.155900543831 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 4.24750000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WBB61 5990.61000000 PA USD 5792.29000000 0.004013427382 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFKT7 553670.44000000 PA USD 454274.70000000 0.314762990128 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 1.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 34.00000000 NC USD 176857.80000000 0.122543232003 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-06-21 4282454.70000000 USD 176857.80000000 N N N ALBEMARLE CORP HDBLS2Q6GV1LSKQPBS54 012653AF8 329000.00000000 PA USD 316199.40000000 0.219091815196 Long DBT CORP US N 2 2052-06-01 Fixed 5.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WE3F4 8306.52000000 PA USD 7854.80000000 0.005442522629 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAJ5 90000.00000000 PA USD 85428.16000000 0.059192429344 Long DBT CORP N/A N 2 2052-12-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202CPA5 717.55000000 PA USD 724.33000000 0.000501881959 Long ABS-MBS USGA US N 2 2026-05-20 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H032647 400000.00000000 PA USD 374984.37000000 0.259823409828 Long ABS-MBS USGA US N 2 2053-04-15 Fixed 3.50000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 200000.00000000 PA USD 181142.33000000 0.125511945590 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AQ2 200000.00000000 PA USD 184519.77000000 0.127852144403 Long DBT CORP IT N 2 2034-04-02 Fixed 7.29600000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BD9 220000.00000000 PA USD 166276.03000000 0.115211215569 Long DBT CORP US N 2 2031-09-13 Fixed 2.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBH2 471196.56000000 PA USD 386604.59000000 0.267874959239 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 1.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 44.00000000 NC USD 93565.45000000 0.064830686839 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-06-30 8990372.10000000 USD 93565.45000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWG0 94574.72000000 PA USD 77595.96000000 0.053765566058 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9KV2 183805.34000000 PA USD 184848.46000000 0.128079890846 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DLF6 446.00000000 PA USD 468.78000000 0.000324813586 Long ABS-MBS USGA US N 2 2031-01-20 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YTJ88 30969.11000000 PA USD 29666.61000000 0.020555736145 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.00000000 N N N N N N Republic Finance Issuance Trus N/A 76042UAA1 280000.00000000 PA USD 259293.64000000 0.179662308836 Long ABS-O CORP US N 2 2031-12-22 Fixed 2.30000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBT6 230000.00000000 PA USD 199911.10000000 0.138516663146 Long DBT CORP US N 2 2052-03-14 Fixed 4.95000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 375000.00000000 PA USD 306492.38000000 0.212365905432 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HQG3 703.69000000 PA USD 732.02000000 0.000507210293 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KKZC1 11551.28000000 PA USD 11094.50000000 0.007687282593 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ACR7 87139.40000000 PA USD 82601.96000000 0.057234179935 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N Tricolor Auto Securitization T N/A 89615BAD7 100000.00000000 PA USD 97690.14000000 0.067688648680 Long ABS-O CORP US N 2 2026-05-15 Fixed 1.92000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417ACQ0 5431.76000000 PA USD 5182.12000000 0.003590645894 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389W2V6 2266.01000000 PA USD 2337.22000000 0.001619439418 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KKL4 652.50000000 PA USD 690.13000000 0.000478185076 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C68 200000.00000000 PA USD 205500.00000000 0.142389163366 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617GSGY9 42325.70000000 PA USD 40955.36000000 0.028377612874 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N Welk Resorts LLC N/A 94946DAD3 59798.55000000 PA USD 57736.41000000 0.040005056523 Long ABS-O CORP US N 2 2038-06-15 Fixed 4.03000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAG9 255000.00000000 PA USD 220964.57000000 0.153104429469 Long DBT CORP US N 2 2030-02-15 Fixed 3.10000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H042646 200000.00000000 PA USD 196990.41000000 0.136492942438 Long ABS-MBS USGA US N 2 2053-04-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QJT9 127607.85000000 PA USD 125996.68000000 0.087302004146 Long ABS-MBS USGA US N 2 2044-07-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRCW1 29910.71000000 PA USD 30913.90000000 0.021419972542 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 36485MAK5 220000.00000000 PA USD 197483.35000000 0.136834496278 Long DBT CORP CA N 2 2027-02-15 Fixed 4.62500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 241000.00000000 PA USD 202681.00000000 0.140435902774 Long DBT CORP US N 2 N/A Fixed 7.12500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 255000.00000000 PA USD 204000.00000000 0.141349826407 Long DBT CORP US N 2 2032-02-15 Fixed 3.87500000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BT5 315000.00000000 PA USD 256001.35000000 0.177381109718 Long DBT CORP US N 2 2030-11-15 Fixed 2.30000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 949930AE1 100000.00000000 PA USD 70338.12000000 0.048736671822 Long ABS-MBS CORP US N 2 2051-12-25 Variable 3.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAE3 140000.00000000 PA USD 133778.10000000 0.092693682412 Long DBT CORP US N 2 2048-06-15 Fixed 6.00000000 N N N N N N TELEDYNE TECHNOLOGIES IN 549300VSMO9KYQWDND94 879360AD7 141000.00000000 PA USD 126013.07000000 0.087313360635 Long DBT CORP US N 2 2028-04-01 Fixed 2.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NDT2 21766.43000000 PA USD 22042.00000000 0.015272710165 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BWG9 2999.22000000 PA USD 3157.71000000 0.002187949805 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGUH0 467407.32000000 PA USD 434826.42000000 0.301287446001 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417C3Y9 42450.96000000 PA USD 39153.96000000 0.027129438476 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B6DL1 96930.73000000 PA USD 80259.59000000 0.055611172127 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A25J7 44862.33000000 PA USD 45311.31000000 0.031395812758 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 4.50000000 N N N N N N MVW 2020-1 LLC N/A 55400EAC3 52915.77000000 PA USD 50028.32000000 0.034664187977 Long ABS-O CORP US N 2 2037-10-20 Fixed 4.21000000 N N N N N N CHC Commercial Mortgage Trust N/A 162665AL7 148875.82000000 PA USD 135620.11000000 0.093969995126 Long ABS-MBS CORP US N 2 2034-06-15 Floating 6.73400000 N N N N N N 2023-05-18 PIONEER VARIABLE CONTRACTS TRUST /MA/ Anthony J. Koenig, Jr Anthony J. Koenig, Jr Managing Director, Chief Operations Officer & Treasurer of the Funds XXXX