NPORT-P false 0000939934 XXXXXXXX S000006766 C000018355 SEI INSTITUTIONAL INVESTMENTS TRUST 811-07257 0000939934 0N2JSH1PTH72JCCP2A88 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIIT CORE FIXED INCOME FUND S000006766 SXK83A75E34T00QJ6S37 2022-05-31 2021-08-31 N 11510072814.13 2157087750.05 9352985064.08 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4404201.58000000 USD N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0S38 70000.00000000 PA USD 70467.04000000 0.000753417647 Long DBT USGA US N 2 2022-01-05 Fixed 2.00000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DU8 320000.00000000 PA USD 379807.29000000 0.004060813605 Long DBT CORP US N 2 2030-04-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9DP5 7202.14000000 PA USD 7815.90000000 0.000083565834 Long DBT USGA US N 2 2048-06-01 Fixed 4.50000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374AAB0 300520.98000000 PA USD 302444.37000000 0.003233666769 Long ABS-MBS US N 2 2024-10-20 Fixed 2.98000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APK73 299640.99000000 PA USD 313281.67000000 0.003349536729 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N COX COMMUNICATIONS, INC. 5493001NEDZNIFRP2R92 224044CN5 1660000.00000000 PA USD 1699403.62000000 0.018169638980 Long DBT CORP US N 2 2031-06-15 Fixed 2.60000000 N N N N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AB3 4555000.00000000 PA USD 5078809.29000000 0.054301479743 Long DBT NUSS US N 2 2028-10-20 Fixed 4.75000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAJ5 215000.00000000 PA USD 249959.55000000 0.002672510950 Long DBT CORP US N 2 2038-07-24 Fixed 3.88200000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GK3 864000.00000000 PA USD 934263.18000000 0.009988930524 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AV7G8 690000.00000000 PA USD 750172.07000000 0.008020670030 Long DBT USGA US N 2 2027-02-25 Floating 2.96100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JWSP6 722252.71000000 PA USD 763865.59000000 0.008167078047 Long DBT USGA US N 2 2049-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31325WSM5 697790.05000000 PA USD 150269.09000000 0.001606643108 Long DBT USGA US N 2 2046-12-15 Floating 5.90450040 N N N N N N GLOBAL SC FINANCE II SRL N/A 37952UAE3 803541.91000000 PA USD 813771.16000000 0.008700657110 Long ABS-MBS BB N 2 2029-07-17 Fixed 3.09000000 N N N N N N DISCOVERY COMMUNICATIONS, LLC L2Z2MO2EQURH3BREWI15 25470DBH1 236000.00000000 PA USD 280010.39000000 0.002993807731 Long DBT CORP US N 2 2050-05-15 Fixed 4.65000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AL9 1500000.00000000 PA USD 1965695.27000000 0.021016769047 Long DBT CORP US N 2 2043-09-15 Fixed 4.80000000 N N N N N N BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES INC. N/A 07383F6S2 3553.43000000 PA USD 4.03000000 0.000000043087 Long DBT USGA US N 2 2041-06-11 Floating 0.71605080 N N N N N N DANONE SA 969500KMUQ2B6CBAF162 23636TAC4 1030000.00000000 PA USD 1031565.71000000 0.011029267158 Long DBT NUSS FR N 2 2021-11-02 Fixed 2.07700000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAR0 320000.00000000 PA USD 333133.00000000 0.003561782657 Long DBT CORP US N 2 2031-03-24 Fixed 3.12500000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CN8 170000.00000000 PA USD 224356.60000000 0.002398770001 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J8GH0 54305.16000000 PA USD 58236.01000000 0.000622646241 Long DBT USGA US N 2 2047-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F8TU7 16237219.20000000 PA USD 1097700.97000000 0.011736370393 Long DBT USGA US N 2 2035-12-25 Floating 0.70675560 N N N N N N Government National Mortgage Association 2 N/A 36179VBK5 425864.93000000 PA USD 457738.28000000 0.004894034117 Long DBT USGA US N 2 2049-12-20 Fixed 5.00000000 N N N N N N TRALEE CLO LTD N/A 89289EAC8 1760000.00000000 PA USD 1766835.84000000 0.018890609018 Long ABS-CBDO CORP KY N 2 2032-10-25 Floating 2.12524920 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHG7 1780000.00000000 PA USD 2008320.44000000 0.021472507720 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A35F4 9591.04000000 PA USD 10485.94000000 0.000112113297 Long DBT USGA US N 2 2039-06-25 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412TZM8 43664.31000000 PA USD 52814.67000000 0.000564682501 Long DBT USGA US N 2 2038-11-01 Fixed 7.00000000 N N N N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 48667QAP0 1390000.00000000 PA USD 1723600.00000000 0.018428341200 Long DBT NUSS KZ N 2 2047-04-19 Fixed 5.75000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAB9 1025000.00000000 PA USD 1112776.05000000 0.011897549738 Long DBT CORP US N 2 2029-10-01 Fixed 3.34700000 N N N N N N Qatar Petroleum 254900QTESJKJ3P87J26 74730DAE3 574000.00000000 PA USD 590662.07000000 0.006315225203 Long DBT NUSS QA N 2 2041-07-12 Fixed 3.12500000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2E0 400000.00000000 PA USD 408924.99000000 0.004372133465 Long DBT CORP US N 2 2022-07-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36291ARU5 19123.80000000 PA USD 21766.67000000 0.000232724310 Long DBT USGA US N 2 2033-10-15 Fixed 6.50000000 N N N N N N SPIRIT REALTY, L.P. 549300GTBVIBJRX5BW73 84861TAJ7 849000.00000000 PA USD 854961.37000000 0.009141053515 Long DBT CORP US N 2 2032-02-15 Fixed 2.70000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LV1 780000.00000000 PA USD 788537.07000000 0.008430859929 Long DBT CORP US N 2 2023-01-24 Fixed 3.14200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AUUN7 336661.78000000 PA USD 35642.32000000 0.000381079620 Long DBT USGA US N 2 2032-10-15 Fixed 3.50000000 N N N N N N VOYA CLO N/A 92915QAU7 1110000.00000000 PA USD 1109720.28000000 0.011864878136 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 1.17425160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0226B6 36300000.00000000 PA USD 37572895.80000000 0.401720900253 Long DBT USGA US N 2 2043-11-01 Fixed 2.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFT6 1570000.00000000 PA USD 1523272.72000000 0.016286487250 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAB9 3680000.00000000 PA USD 3714603.22000000 0.039715697122 Long DBT CORP US N 2 2027-05-04 Fixed 1.59300000 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED N/A 59020U4R3 32399.39000000 PA USD 32477.30000000 0.000347239942 Long ABS-MBS US N 2 2036-02-25 Floating 2.11080600 N N N N N N OTIS WORLDWIDE CORPORATION 549300ZLBKR8VSU25153 68902VAL1 1185000.00000000 PA USD 1239358.21000000 0.013250937551 Long DBT CORP US N 2 2040-02-15 Fixed 3.11200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JAWQ7 804820.80000000 PA USD 837551.30000000 0.008954908986 Long DBT USGA US N 2 2045-06-01 Floating 2.68800120 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ABUS7 281907.97000000 PA USD 296549.91000000 0.003170644537 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N CROWLEY CONRO, LLC 5493002RTOQUGXZXJJ02 228023AB3 809674.22000000 PA USD 957953.13000000 0.010242218109 Long DBT CORP US N 2 2043-08-15 Fixed 4.18100000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBP0 2570000.00000000 PA USD 2721558.35000000 0.029098286069 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N N SPRINT SPECTRUM CO LLC N/A 85208NAE0 5595000.00000000 PA USD 6443481.75000000 0.068892248900 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967JU6 1140000.00000000 PA USD 1484618.94000000 0.015873209780 Long DBT CORP US N 2 2045-07-30 Fixed 4.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828U65 1768000.00000000 PA USD 1775402.10000000 0.018982197531 Long SN UST US N 2 2021-11-30 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBW0 20150000.00000000 PA USD 20165742.19000000 0.215607552581 Long SN UST US N 1 2026-04-30 Fixed 0.75000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJB6 2499000.00000000 PA USD 2587030.80000000 0.027659947944 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 280000.00000000 PA USD 360033.25000000 0.003849394044 Long DBT CORP US N 2 2045-12-15 Fixed 6.12500000 N N N N N N NEWREZ WAREHOUSE SECURITIZATION TRUST N/A 65246PAA9 4790000.00000000 PA USD 4800963.83000000 0.051330818953 Long ABS-MBS US Y 2 2055-05-25 Floating 0.83437920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297BTM4 39880.30000000 PA USD 44848.96000000 0.000479514932 Long DBT USGA US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QGJT5 4135954.15000000 PA USD 4396274.95000000 0.047003977017 Long DBT USGA US N 2 2035-12-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31400L3T9 10436.82000000 PA USD 12395.91000000 0.000132534264 Long DBT USGA US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A84U8 1111829.68000000 PA USD 1166937.33000000 0.012476629888 Long DBT USGA US N 2 2050-08-01 Fixed 3.00000000 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AL7 330000.00000000 PA USD 368357.75000000 0.003938397714 Long DBT CORP US N 2 2040-03-27 Fixed 3.25000000 N N N N N N Government National Mortgage Association N/A 36201BBR6 20904.31000000 PA USD 22797.81000000 0.000243749026 Long DBT USGA US N 2 2032-02-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L57D2 1273002.40000000 PA USD 1293938.92000000 0.013834502152 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HBJB5 519213.59000000 PA USD 573574.35000000 0.006132527167 Long DBT USGA US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31393USG9 6156.20000000 PA USD 7184.12000000 0.000076810985 Long DBT USGA US N 2 2034-01-25 Floating 9.79999920 N N N N N N Government National Mortgage Association 2 N/A 36179UVX7 322826.92000000 PA USD 333900.61000000 0.003569989770 Long DBT USGA US N 2 2049-07-20 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGQ7 1310000.00000000 PA USD 1699246.50000000 0.018167959088 Long DBT CORP US N 2 2045-11-17 Fixed 4.90000000 N N N N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 05971KAE9 2200000.00000000 PA USD 2319601.09000000 0.024800649996 Long DBT NUSS ES N 2 2025-05-28 Fixed 2.74600000 N N N N N N VEREIT OPERATING PARTNERSHIP, L.P. 5493005TQOUJE1LCS698 92340LAH2 829000.00000000 PA USD 848691.49000000 0.009074017377 Long DBT CORP US N 2 2028-06-15 Fixed 2.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ALZW1 876197.85000000 PA USD 927805.19000000 0.009919883156 Long DBT USGA US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31378CTK8 36381.39000000 PA USD 40904.94000000 0.000437346362 Long DBT USGA US N 2 2027-05-01 Fixed 6.50000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CN6 1170000.00000000 PA USD 1285085.73000000 0.013739845848 Long DBT CORP US N 2 2026-06-15 Fixed 3.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HCMV2 345784.29000000 PA USD 387038.68000000 0.004138129991 Long DBT USGA US N 2 2043-12-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 36291GRQ1 16778.45000000 PA USD 18785.91000000 0.000200854699 Long DBT USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SY5 28356000.00000000 PA USD 30340920.00000000 0.324398251383 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N TRALEE CLO LTD N/A 89300JAE8 990000.00000000 PA USD 992513.61000000 0.010611730941 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 1.83425040 N N N N N N Government National Mortgage Association N/A 3622A23F7 210277.21000000 PA USD 235672.81000000 0.002519760358 Long DBT USGA US N 2 2047-08-15 Fixed 4.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFP0 220000.00000000 PA USD 296418.40000000 0.003169238462 Long DBT CORP US N 2 2043-11-02 Fixed 5.37500000 N N N N N N Government National Mortgage Association N/A 38376JEF7 2189719.36000000 PA USD 352118.04000000 0.003764766409 Long DBT USGA US N 2 2039-11-20 Floating 6.31162080 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BV1 1248000.00000000 PA USD 1265763.15000000 0.013533253194 Long DBT CORP US N 2 2041-08-12 Fixed 2.80000000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAL9 560000.00000000 PA USD 616062.72000000 0.006586803205 Long DBT CORP US N 2 2030-04-08 Fixed 3.50000000 N N N N N N SCENTRE GROUP TRUST 1 549300SQ859FBKRKSI77 80622GAD6 1675000.00000000 PA USD 1830077.20000000 0.019566771329 Long DBT NUSS AU N 2 2026-01-28 Fixed 3.62500000 N N N N N N CARGILL, INCORPORATED QXZYQNMR4JZ5RIRN4T31 141781BL7 690000.00000000 PA USD 703846.55000000 0.007525368052 Long DBT CORP US N 2 2023-07-23 Fixed 1.37500000 N N N N N N Government National Mortgage Association 2 N/A 36179WJR0 14558443.41000000 PA USD 15103452.72000000 0.161482699015 Long DBT USGA US N 2 2051-07-20 Fixed 2.50000000 N N N N N N CENTEX HOME EQUITY LOAN TRUST N/A 152314MH0 3758418.15000000 PA USD 3764055.03000000 0.040244424685 Long ABS-MBS US N 2 2035-01-25 Floating 0.80438040 N N N N N N Government National Mortgage Association 2 N/A 3617GGSX4 412271.54000000 PA USD 446613.81000000 0.004775093800 Long DBT USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CL2 929000.00000000 PA USD 1023386.87000000 0.010941820851 Long DBT CORP US N 2 2025-07-20 Fixed 3.87500000 N N N N N N INDUSTRIAS PENOLES, S.A.B. DE C.V. 549300WA2HB7776CB324 456472AB5 2290000.00000000 PA USD 2527129.50000000 0.027019496798 Long DBT NUSS MX N 2 2029-09-12 Fixed 4.15000000 N N N N N N BRK: CITIGROUP N/A N/A 57220000.00000000 NC USD -84675.57000000 -0.00090533203 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2025-07-24 0.00000000 USD 0.00000000 USD -57220000.00000000 USD -84675.57000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CCK8 3322543.00000000 PA USD 3512419.29000000 0.037553992291 Long DBT USGA US N 2 2036-10-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERVZ0 769443.21000000 PA USD 823275.31000000 0.008802273331 Long DBT USGA US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HXQC7 1070867.25000000 PA USD 1136599.06000000 0.012152259970 Long DBT USGA US N 2 2030-04-01 Fixed 2.26000000 N N N N N N SPECTRA ENERGY PARTNERS, LP 2HKVXE7U4NF5B6UGSU72 84756NAH2 140000.00000000 PA USD 151678.88000000 0.001621716264 Long DBT CORP US N 2 2026-10-15 Fixed 3.37500000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538CAA9 419492.70000000 PA USD 420778.49000000 0.004498868405 Long ABS-MBS US Y 2 2065-05-25 Fixed 1.21800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359VHQ9 75890.33000000 PA USD 80288.27000000 0.000858424015 Long DBT USGA US N 2 2029-03-25 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCS8 27838000.00000000 PA USD 27694460.31000000 0.296102903193 Long SN UST US N 2 2031-08-15 Fixed 1.25000000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAN5 4785000.00000000 PA USD 4799031.58000000 0.051310159773 Long DBT NUSS GB N 2 2025-03-15 Fixed 1.08900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XVYL3 692402.86000000 PA USD 728517.39000000 0.007789143091 Long DBT USGA US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Chevron U.S.A. Inc. VA8TZDWPEZYU430RZ444 166756AV8 186000.00000000 PA USD 251634.86000000 0.002690422985 Long DBT CORP US N 2 2044-11-15 Fixed 5.05000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBS9 170000.00000000 PA USD 184652.88000000 0.001974266811 Long DBT CORP US N 2 2026-03-01 Fixed 3.15000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175AY0 970000.00000000 PA USD 1097550.52000000 0.011734761816 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KCP63 783591.02000000 PA USD 828353.68000000 0.008856570114 Long DBT USGA US N 2 2050-05-01 Fixed 3.50000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAD4 4615000.00000000 PA USD 4927245.64000000 0.052680995492 Long DBT NUSS NO N 2 2025-04-06 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131YA6H8 1938065.67000000 PA USD 2036239.08000000 0.021771007502 Long DBT USGA US N 2 2048-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38378BQJ1 6816398.26000000 PA USD 79099.53000000 0.000845714276 Long DBT USGA US N 2 2053-04-16 Floating 0.76983120 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AQ4 4800000.00000000 PA USD 4862321.52000000 0.051986841491 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCP4 95565000.00000000 PA USD 94907990.63000000 1.014734760932 Long SN UST US N 2 2026-07-31 Fixed 0.62500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RF0 700000.00000000 PA USD 969353.99000000 0.010364113524 Long DBT CORP US N 2 2044-01-15 Fixed 5.60600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WXVV6 95326.12000000 PA USD 105848.88000000 0.001131712274 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 255000.00000000 PA USD 337534.91000000 0.003608846883 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKFA1 799867.10000000 PA USD 853731.07000000 0.009127899426 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AQ3 1420000.00000000 PA USD 1688245.53000000 0.018050339206 Long DBT CORP BE N 2 2029-01-23 Fixed 4.75000000 N N N N N N NETFLIX, INC. 549300Y7VHGU0I7CE873 64110LAT3 1480000.00000000 PA USD 1835200.00000000 0.019621543148 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FGSM8 433994.38000000 PA USD 450083.81000000 0.004812194255 Long DBT USGA US N 2 2048-08-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JKPQ3 593914.66000000 PA USD 644156.31000000 0.006887173512 Long DBT USGA US N 2 2049-04-01 Fixed 4.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EL0 773000.00000000 PA USD 771642.82000000 0.008250230431 Long DBT CORP US N 2 2061-08-05 Fixed 2.85000000 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST N/A 90349DAN2 435000.00000000 PA USD 449149.59000000 0.004802205786 Long ABS-MBS US N 2 2049-08-10 Floating 4.36500000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BF2 1320000.00000000 PA USD 1574746.13000000 0.016836829303 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N CREDIT SUISSE AG 549300D0YARF5HYP1809 22550L2C4 790000.00000000 PA USD 843796.05000000 0.009021676440 Long DBT NUSS CH N 2 2025-04-09 Fixed 2.95000000 N N N N N N SALESFORCE.COM, INC. RCGZFPDMRW58VJ54VR07 79466LAK0 680000.00000000 PA USD 693747.45000000 0.007417390760 Long DBT CORP US N 2 2041-07-15 Fixed 2.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7FP9 5814509.55000000 PA USD 6223664.43000000 0.066542011853 Long DBT USGA US N 2 2048-11-01 Fixed 3.50000000 N N N N N N State of Kuwait 549300FSC1YD0D9XX589 501499AB3 1810000.00000000 PA USD 2022675.00000000 0.021625983428 Long DBT NUSS KW N 2 2027-03-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418UEL4 178842.73000000 PA USD 203168.34000000 0.002172229920 Long DBT USGA US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J6EW3 347959.93000000 PA USD 413436.33000000 0.004420367691 Long DBT USGA US N 2 2041-07-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 36200KK97 77334.75000000 PA USD 89668.88000000 0.000958719375 Long DBT USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AR2 230000.00000000 PA USD 260639.78000000 0.002786701552 Long DBT NUSS CH N 2 2026-04-17 Fixed 4.55000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BZ2 2560000.00000000 PA USD 2729100.39000000 0.029178923854 Long DBT CORP US N 2 2026-08-04 Fixed 2.45000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RHK1 414000.00000000 PA USD 507969.08000000 0.005431090464 Long DBT CORP US N 2 2039-03-01 Fixed 4.85000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AL3 550000.00000000 PA USD 552951.05000000 0.005912027510 Long DBT CORP US N 2 2021-11-15 Fixed 2.90000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AT2 1330000.00000000 PA USD 1510090.01000000 0.016145540698 Long DBT CORP US N 2 2029-04-15 Fixed 3.65000000 N N N N N N CHEVY CHASE FUNDING LLC N/A U16711AG5 979836.99000000 PA USD 984490.73000000 0.010525952123 Long ABS-MBS US N 2 2034-10-25 Floating 0.86438160 N N N N N N Government National Mortgage Association N/A 38380QDH2 175955.49000000 PA USD 177348.55000000 0.001896170567 Long DBT USGA US N 2 2070-07-20 Floating 0.58838040 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61770KAV7 3930000.00000000 PA USD 4189636.63000000 0.044794646856 Long ABS-MBS US N 2 2053-02-15 Fixed 2.62400000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264AAX3 2770000.00000000 PA USD 3227133.10000000 0.034503776899 Long DBT CORP US N 2 2040-04-15 Fixed 4.37500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 3325000.00000000 PA USD 3356455.40000000 0.035886461669 Long DBT NUSS GB N 2 2028-09-22 Fixed 2.01300000 N N N N N N HIGHER EDUCATION FUNDING I N/A 429827AY4 1906030.63000000 PA USD 1913725.28000000 0.020461117674 Long ABS-MBS US N 2 2034-05-25 Floating 1.17924840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128HXTR6 1135606.67000000 PA USD 1210611.71000000 0.012943586477 Long DBT USGA US N 2 2042-08-15 Fixed 3.00000000 N N N N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 4042Q1AD9 510000.00000000 PA USD 799080.44000000 0.008543587256 Long DBT CORP US N 2 2039-01-15 Fixed 7.00000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573EAA5 1018992.62000000 PA USD 1018248.86000000 0.010886886411 Long ABS-MBS US Y 2 2055-11-25 Floating 1.02700080 N N N N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 94973VAX5 740000.00000000 PA USD 754704.63000000 0.008069131136 Long DBT CORP US N 2 2022-05-15 Fixed 3.12500000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAA3 2750000.00000000 PA USD 2802563.67000000 0.029964376621 Long DBT NUSS IE N 2 2022-05-26 Fixed 3.50000000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36255TAJ1 3761556.14000000 PA USD 3007256.55000000 0.032152906578 Long ABS-MBS US N 2 2031-09-15 Fixed 4.48100000 N N N N N N Government National Mortgage Association N/A 36213HQ36 6043.95000000 PA USD 6763.49000000 0.000072313704 Long DBT USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N ACCESS GROUP, INC. N/A 00432CDJ7 2439297.62000000 PA USD 2394879.23000000 0.025605506836 Long ABS-MBS US N 2 2036-05-25 Floating 0.42924960 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464WAA0 494476.37000000 PA USD 496822.17000000 0.005311910225 Long ABS-MBS US N 2 2065-05-25 Floating 1.37300040 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BS1 1338000.00000000 PA USD 1304413.16000000 0.013946490356 Long DBT CORP US N 2 2040-10-01 Fixed 2.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MKQ82 169018.47000000 PA USD 188569.38000000 0.002016141143 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N MSG III SECURITIZATION TR N/A 55368MAA9 4030000.00000000 PA USD 4024987.89000000 0.043034259783 Long ABS-MBS US Y 2 2054-06-25 Floating 0.84099960 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048CD8 2094000.00000000 PA USD 2167502.33000000 0.023174444470 Long DBT NUSS JP N 2 2024-10-17 Fixed 1.75000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PED0 2040000.00000000 PA USD 2112525.59000000 0.022586645605 Long DBT CORP US N 2 2031-05-15 Fixed 2.30000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BR9 4670000.00000000 PA USD 5259587.50000000 0.056234319460 Long DBT CORP US N 2 2025-02-01 Fixed 5.37500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAW9 559000.00000000 PA USD 684494.52000000 0.007318460526 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N PETROBRAS GLOBAL FINANCE B.V. 549300FNENFFSMO3GT38 71647NAN9 1090000.00000000 PA USD 1208041.55000000 0.012916106908 Long DBT NUSS BR N 2 2115-06-05 Fixed 6.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CMF8 115011.88000000 PA USD 122319.19000000 0.001307809102 Long DBT USGA US N 2 2047-07-01 Fixed 3.50000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BZ2 900000.00000000 PA USD 1107963.18000000 0.011846091621 Long DBT CORP US N 2 2045-05-01 Fixed 4.40000000 N N N N N N GXO LOGISTICS, INC. 5493007CNWMXN78JRN66 36262GAC5 318000.00000000 PA USD 322700.04000000 0.003450235810 Long DBT CORP US N 2 2031-07-15 Fixed 2.65000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBS9 630000.00000000 PA USD 684301.85000000 0.007316400542 Long DBT CORP US N 2 2026-03-01 Fixed 3.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417HBX1 3242299.15000000 PA USD 3561793.23000000 0.038081887286 Long DBT USGA US N 2 2043-07-01 Fixed 3.50000000 N N N N N N CONTINENTAL AIRLINES INC N/A 21079NAA9 1893117.24000000 PA USD 1925268.43000000 0.020584534421 Long DBT CORP US N 2 2022-04-19 Fixed 5.98300000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCQ3 940000.00000000 PA USD 1195322.31000000 0.012780115672 Long DBT CORP US N 2 2035-07-15 Fixed 4.62500000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80287AAD5 505193.65000000 PA USD 506540.55000000 0.005415816945 Long ABS-MBS US N 2 2024-02-15 Fixed 2.03000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538HAA8 1993517.79000000 PA USD 1991187.57000000 0.021289326951 Long ABS-MBS US Y 2 2066-07-25 Floating 0.93800160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9H53 500107.72000000 PA USD 542460.01000000 0.005799859684 Long DBT USGA US N 2 2043-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ER3T5 71802.42000000 PA USD 77169.29000000 0.000825076587 Long DBT USGA US N 2 2031-07-01 Fixed 3.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBE1 200000.00000000 PA USD 305969.06000000 0.003271351957 Long DBT CORP US N 2 2037-11-15 Fixed 6.62500000 N N N N N N GOLUB CAPITAL PARTNERS CLO LTD N/A 38172HAA2 1500000.00000000 PA USD 1505727.00000000 0.016098892382 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 1.85424840 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAM5 60000.00000000 PA USD 92549.13000000 0.000989514356 Long DBT CORP US N 2 2038-04-15 Fixed 7.55000000 N N N N N N COLT MORTGAGE LOAN TRUST N/A 196860AA8 565812.72000000 PA USD 566753.33000000 0.006059598364 Long ABS-MBS US N 2 2049-11-25 Fixed 2.57900000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCD1 18497000.00000000 PA USD 18481104.05000000 0.197595782772 Long SN UST US N 2 2023-05-31 Fixed 0.12500000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CP8 947000.00000000 PA USD 968658.12000000 0.010356673440 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4T4 56897.62000000 PA USD 62525.98000000 0.000668513630 Long DBT USGA US N 2 2048-07-01 Fixed 5.00000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EJ5 2319000.00000000 PA USD 2295177.42000000 0.024539517643 Long DBT CORP US N 2 2031-08-05 Fixed 1.70000000 N N N N N N Government National Mortgage Association N/A 36213UV31 30734.53000000 PA USD 34706.82000000 0.000371077466 Long DBT USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942BAA2 743907.00000000 PA USD 743202.74000000 0.007946155531 Long ABS-MBS US Y 2 2069-05-15 Fixed 0.84000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAK7 4946000.00000000 PA USD 4935953.44000000 0.052774097319 Long SN UST US N 2 2023-09-15 Fixed 0.12500000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 21684AAA4 2060000.00000000 PA USD 2241465.40000000 0.023965240879 Long DBT NUSS NL N 2 2023-12-01 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AETS6 264795.51000000 PA USD 57134.61000000 0.000610870322 Long DBT USGA US N 2 2043-06-25 Floating 6.06561840 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCR0 1100000.00000000 PA USD 1187378.05000000 0.012695177441 Long DBT CORP US N 2 2024-04-15 Fixed 3.70000000 N N N N N N New Residential Mortgage Loan Trust N/A 64828EAA3 605391.67000000 PA USD 609987.38000000 0.006521847044 Long ABS-MBS US N 2 2059-09-25 Floating 2.49188040 N N N N N N STACK INFRASTRUCTURE ISSUER, LLC N/A 85236KAD4 2480000.00000000 PA USD 2506587.58000000 0.026799867238 Long ABS-MBS US N 2 2045-08-25 Fixed 1.89300000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBJ3 2435000.00000000 PA USD 2599361.72000000 0.027791787351 Long DBT CORP GB N 2 2026-09-06 Fixed 3.21500000 N N N N N N Government National Mortgage Association 2 N/A 3622AA4R2 2862200.53000000 PA USD 2982928.84000000 0.031892800208 Long DBT USGA US N 2 2051-04-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385JRP5 24392.00000000 PA USD 28377.10000000 0.000303401532 Long DBT USGA US N 2 2032-10-01 Fixed 7.00000000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46651EAA2 2000000.00000000 PA USD 2222744.80000000 0.023765084459 Long ABS-MBS US N 2 2039-06-05 Fixed 3.39730000 N N N N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BAW8 2770000.00000000 PA USD 3020213.16000000 0.032291435721 Long DBT NUSS CL N 2 2027-08-01 Fixed 3.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LRTA6 598805.56000000 PA USD 626098.84000000 0.006694107129 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QDWP5 3552821.40000000 PA USD 3733836.58000000 0.039921335856 Long DBT USGA US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFBE8 14006002.57000000 PA USD 14669991.02000000 0.156848224598 Long DBT USGA US N 2 2050-09-01 Fixed 2.50000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DC1 1975000.00000000 PA USD 1976873.96000000 0.021136289071 Long DBT CORP US N 2 2052-01-15 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RE3 392000.00000000 PA USD 426783.99000000 0.004563077852 Long DBT CORP US N 2 2024-01-16 Fixed 4.48000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GXFV8 27090.98000000 PA USD 29142.49000000 0.000311584908 Long DBT USGA US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FNAJ9 700000.00000000 PA USD 63577.99000000 0.000679761483 Long DBT USGA US N 2 2029-06-25 Floating 1.37183760 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MEY6 275000.00000000 PA USD 304303.70000000 0.003253546305 Long DBT CORP US N 2 2026-01-30 Fixed 3.70000000 N N N N N N WestRock RKT, LLC PQQ60KVT5SJX0ETQT497 772739AQ1 330000.00000000 PA USD 344013.27000000 0.003678112042 Long DBT CORP US N 2 2023-03-01 Fixed 4.00000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BT2 880000.00000000 PA USD 844787.49000000 0.009032276692 Long DBT CORP US N 2 2050-06-03 Fixed 2.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDQ2 140000.00000000 PA USD 182060.61000000 0.001946550847 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N CIT EDUCATION LOAN TRUST N/A 17284LAA2 1507416.47000000 PA USD 1477387.83000000 0.015795896388 Long ABS-MBS US N 2 2042-03-25 Floating 0.23725080 N N N N N N PROGRESS RESIDENTIAL MASTER TRUST N/A 74333NAA0 252754.48000000 PA USD 256637.02000000 0.002743904948 Long ABS-MBS US N 2 2036-05-17 Fixed 3.14700000 N N N N N N GXO LOGISTICS, INC. 5493007CNWMXN78JRN66 36262GAA9 1981000.00000000 PA USD 1983436.63000000 0.021206455654 Long DBT CORP US N 2 2026-07-15 Fixed 1.65000000 N N N N N N Government National Mortgage Association 2 N/A 3617K1ZG1 2046657.50000000 PA USD 2148075.09000000 0.022966732816 Long DBT USGA US N 2 2049-11-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179TLT0 1116875.49000000 PA USD 1198807.18000000 0.012817375113 Long DBT USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N Orbia Advance Corporation S.A.B. de CV 549300MVHZ20SBIOEQ79 68560EAB4 1340000.00000000 PA USD 1361775.00000000 0.014559790170 Long DBT NUSS MX N 2 2031-05-11 Fixed 2.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KBPX6 294450.09000000 PA USD 311437.41000000 0.003329818318 Long DBT USGA US N 2 2050-03-01 Fixed 3.50000000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAF1 2800000.00000000 PA USD 3032038.72000000 0.032417871933 Long DBT CORP US N 2 2030-04-01 Fixed 2.85000000 N N N N N N ENEL Finance International N.V. 0YQH6LCEF474UTUV4B96 29278GAM0 1141000.00000000 PA USD 1144178.37000000 0.012233296238 Long DBT NUSS IT N 2 2026-07-12 Fixed 1.37500000 N N N N N N SLM STUDENT LOAN TRUST N/A 78446JAB2 495000.00000000 PA USD 506193.93000000 0.005412110962 Long ABS-MBS US N 2 2034-10-25 Floating 1.28437920 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63940VAB8 232431.41000000 PA USD 237218.66000000 0.002536288237 Long ABS-MBS US N 2 2042-06-16 Fixed 3.52000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BC0 148000.00000000 PA USD 226780.05000000 0.002424680980 Long DBT CORP US N 2 2039-12-16 Fixed 6.85000000 N N N N N N ALLY AUTO RECEIVABLES TRUST N/A 02007TAC9 320473.72000000 PA USD 322981.11000000 0.003453240947 Long ABS-MBS US N 2 2024-06-17 Fixed 1.84000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFM6 1580000.00000000 PA USD 1726826.43000000 0.018462837459 Long DBT CORP US N 2 2025-01-22 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TA6 73750000.00000000 PA USD 72586132.81000000 0.776074507899 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AHB63 390139.60000000 PA USD 396695.14000000 0.004241374676 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LQFK8 62049.51000000 PA USD 68285.41000000 0.000730092152 Long DBT USGA US N 2 2037-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H0GP7 6199249.45000000 PA USD 254132.03000000 0.002717122162 Long DBT USGA US N 2 2028-03-25 Floating 0.86904720 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397LDB2 10082.92000000 PA USD 11696.40000000 0.000125055262 Long DBT USGA US N 2 2037-06-25 Fixed 6.75000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CP2 460000.00000000 PA USD 464318.85000000 0.004964392082 Long DBT CORP US N 2 2030-05-01 Fixed 2.10000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CC6 240000.00000000 PA USD 239421.74000000 0.002559843069 Long DBT CORP US N 2 2050-06-01 Fixed 2.52500000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BM7 160000.00000000 PA USD 208443.34000000 0.002228629026 Long DBT CORP US N 2 2057-08-22 Fixed 4.25000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807DF1 1915000.00000000 PA USD 1977760.30000000 0.021145765618 Long DBT CORP US N 2 2029-09-13 Fixed 2.45000000 N N N N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 94973VBA4 133000.00000000 PA USD 138251.84000000 0.001478157390 Long DBT CORP US N 2 2023-01-15 Fixed 3.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9AZ8 1226800.04000000 PA USD 1286748.49000000 0.013757623701 Long DBT USGA US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXKP6 115306.11000000 PA USD 130246.04000000 0.001392561188 Long DBT USGA US N 2 2058-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410YU85 2221.17000000 PA USD 2504.54000000 0.000026777974 Long DBT USGA US N 2 2036-11-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBX62 398484.23000000 PA USD 417817.03000000 0.004467205145 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDYC6 2345408.21000000 PA USD 408400.30000000 0.004366523598 Long DBT USGA US N 2 2051-02-25 Fixed 2.50000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795HZ6 140000.00000000 PA USD 140000.00000000 0.001496848322 Long DBT CORP US N 2 2021-09-01 Fixed 3.40000000 N N N N N N GE CAPITAL FUNDING, LLC 549300XAGH9TOLX5XM67 36166NAJ2 925000.00000000 PA USD 1083588.25000000 0.011585480384 Long DBT CORP US N 2 2030-05-15 Fixed 4.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CFD1 1126677.52000000 PA USD 1190211.14000000 0.012725468199 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4V94 159802.78000000 PA USD 173794.16000000 0.001858167834 Long DBT USGA US N 2 2049-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJFA6 287558.71000000 PA USD 292299.97000000 0.003125205140 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179SSP3 3729700.55000000 PA USD 3943195.70000000 0.042159756195 Long DBT USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HDPD0 1000208.59000000 PA USD 1047886.04000000 0.011203760433 Long DBT USGA US N 2 2049-11-01 Fixed 3.00000000 N N N N N N REPUBLICA DEL PARAGUAY 529900UXKJTJPCU0HK83 699149AH3 1321000.00000000 PA USD 1577274.00000000 0.016863856717 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 595112BR3 660000.00000000 PA USD 680486.40000000 0.007275606614 Long DBT CORP US N 2 2023-04-24 Fixed 2.49700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FXC89 952180.99000000 PA USD 121694.16000000 0.001301126422 Long DBT USGA US N 2 2050-10-25 Fixed 2.00000000 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411BF1 20000.00000000 PA USD 21526.40000000 0.000230155398 Long DBT CORP US N 2 2030-01-15 Fixed 4.25000000 N N N N N N LCM LTD. N/A 50204AAE6 2850000.00000000 PA USD 2848540.80000000 0.030455953692 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 1.82679120 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCB5 22930000.00000000 PA USD 23642979.69000000 0.252785389135 Long SN UST US N 1 2031-05-15 Fixed 1.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L4CZ0 197855.95000000 PA USD 200937.71000000 0.002148380529 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3D80 1051987.12000000 PA USD 1119936.02000000 0.011974102517 Long DBT USGA US N 2 2049-02-25 Fixed 3.50000000 N N N N N N BRK: BANK OF AMERICA SECURITIES LLC N/A N/A 6060000.00000000 NC USD -434712.59000000 -0.00464784864 N/A DIR XX N 2 BRK: BANK OF AMERICA SECURITIES LLC N/A Y 2047-02-15 0.00000000 USD 0.00000000 USD -6060000.00000000 USD -434712.59000000 N N N BRK: J.P. MORGAN CHASE N/A N/A 6235000.00000000 NC USD 1159232.26000000 0.012394249023 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2050-03-17 6994.28000000 USD 0.00000000 USD -6235000.00000000 USD 1152237.98000000 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254AN0 427000.00000000 PA USD 562697.41000000 0.006016233385 Long DBT NUSS GB N 2 2044-03-26 Fixed 5.70000000 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EVE6 1824000.00000000 PA USD 1849984.69000000 0.019779617708 Long DBT CORP US N 2 2023-04-06 Fixed 1.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L5GZ3 197232.58000000 PA USD 200775.78000000 0.002146649210 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JJ7 220000.00000000 PA USD 198253.43000000 0.002119680814 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABM8 1204000.00000000 PA USD 1214935.93000000 0.012989820059 Long DBT CORP US N 2 2023-09-18 Fixed 1.25000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BS7 285000.00000000 PA USD 297136.34000000 0.003176914514 Long DBT CORP US N 2 2023-02-27 Fixed 3.40000000 N N N N N N ENABLE MIDSTREAM PARTNERS, LP 549300TLGDBYE711G509 292480AL4 2597000.00000000 PA USD 2954775.03000000 0.031591786042 Long DBT CORP US N 2 2028-05-15 Fixed 4.95000000 N N N N N N CSMC TRUST N/A 12654PAE8 4430445.11000000 PA USD 4629129.75000000 0.049493607851 Long ABS-MBS US N 2 2057-09-25 Floating 3.84999840 N N N N N N BRK: BANK OF AMERICA SECURITIES LLC N/A N/A 14031000.00000000 NC USD -983991.47000000 -0.01052061414 N/A DIR XX N 2 BRK: BANK OF AMERICA SECURITIES LLC N/A Y 2047-02-15 90071.30000000 USD 0.00000000 USD -14031000.00000000 USD -1074062.77000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138M8J38 2286144.58000000 PA USD 2468718.01000000 0.026394974364 Long DBT USGA US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38378BF61 3430360.37000000 PA USD 19738.98000000 0.000211044707 Long DBT USGA US N 2 2053-02-16 Floating 0.15021000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31346YSN4 1329239.60000000 PA USD 1393589.72000000 0.014899945957 Long DBT USGA US N 2 2049-11-01 Fixed 3.00000000 N N N N N N UNIV CALIF REGTS MED CTR POOLED REV N/A 913366KC3 4750000.00000000 PA USD 5078546.58000000 0.054298670907 Long DBT MUN US N 2 2060-05-15 Fixed 3.25600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DLY3 311.65000000 PA USD 358.24000000 0.000003830221 Long DBT USGA US N 2 2036-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 38379RPH0 1254569.79000000 PA USD 54929.21000000 0.000587290684 Long DBT USGA US N 2 2058-07-16 Floating 0.69338160 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YDU6 110000.00000000 PA USD 116592.80000000 0.001246583836 Long DBT CORP US N 2 2023-05-22 Fixed 4.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HQW7 10543.94000000 PA USD 12305.07000000 0.000131563024 Long DBT USGA US N 2 2032-04-01 Fixed 7.50000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HY6 1732000.00000000 PA USD 1642111.16000000 0.017557080961 Long DBT CORP US N 2 2047-12-01 Fixed 3.95000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDZ2 576000.00000000 PA USD 596224.74000000 0.006374700011 Long DBT CORP US N 2 2050-05-15 Fixed 2.90000000 N N N N N N ENABLE MIDSTREAM PARTNERS, LP 549300TLGDBYE711G509 292480AH3 209000.00000000 PA USD 222208.47000000 0.002375802682 Long DBT CORP US N 2 2024-05-15 Fixed 3.90000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BA1 110000.00000000 PA USD 153395.97000000 0.001640075002 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31358QQN8 6996.15000000 PA USD 7170.03000000 0.000076660338 Long DBT USGA US N 2 2022-09-25 Fixed 8.00000000 N N N N N N APIDOS CLO N/A 03768UAA7 1320000.00000000 PA USD 1321172.16000000 0.014125673792 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 1.24859880 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AJ2 140000.00000000 PA USD 165455.66000000 0.001769014478 Long DBT CORP US N 2 2042-02-15 Fixed 4.48700000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BQ8 880000.00000000 PA USD 882318.26000000 0.009433547193 Long DBT CORP US N 2 2025-06-03 Fixed 0.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KKH80 264934.84000000 PA USD 269788.15000000 0.002884513854 Long DBT USGA US N 2 2050-08-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 38378BR92 8925711.09000000 PA USD 75321.40000000 0.000805319365 Long DBT USGA US N 2 2054-04-16 Floating 0.43875000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDL2 270000.00000000 PA USD 262275.08000000 0.002804185810 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417CKE4 536059.16000000 PA USD 584855.52000000 0.006253142884 Long DBT USGA US N 2 2042-06-01 Fixed 4.00000000 N N N N N N AETNA INC. 549300QKBENKLBXQ8968 00817YAV0 1083000.00000000 PA USD 1123647.60000000 0.012013785890 Long DBT CORP US N 2 2023-06-15 Fixed 2.80000000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03463WAA1 258347.63000000 PA USD 260959.24000000 0.002790117146 Long ABS-MBS US N 2 2049-03-25 Floating 3.62800080 N N N N N N Government National Mortgage Association N/A 36204MAW9 4564.87000000 PA USD 5100.35000000 0.000054531788 Long DBT USGA US N 2 2026-03-15 Fixed 6.50000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63940QAB9 1027320.97000000 PA USD 1071054.23000000 0.011451469479 Long ABS-MBS US N 2 2059-12-15 Fixed 3.61000000 N N N N N N THE ESTEE LAUDER COMPANIES INC. 549300VFZ8XJ9NUPU221 29736RAR1 2325000.00000000 PA USD 2356987.23000000 0.025200374146 Long DBT CORP US N 2 2031-03-15 Fixed 1.95000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78448YAH4 9069220.46000000 PA USD 8997971.76000000 0.096204278081 Long ABS-MBS US Y 2 2053-01-15 Fixed 1.07000000 N N N N N N VENTAS REALTY, LIMITED PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAU1 1500000.00000000 PA USD 1582194.30000000 0.016916463451 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31384LWG5 18919.17000000 PA USD 20347.55000000 0.000217551400 Long DBT USGA US N 2 2026-09-01 Fixed 7.00000000 N N N N N N COX COMMUNICATIONS, INC. 5493001NEDZNIFRP2R92 224044CF2 1665000.00000000 PA USD 2021990.29000000 0.021618662663 Long DBT CORP US N 2 2035-02-01 Fixed 4.80000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83404LAA9 61390.94000000 PA USD 61695.84000000 0.000659637961 Long ABS-MBS US N 2 2039-01-25 Floating 1.03438080 N N N N N N NELNET STUDENT LOAN CORPORATION N/A 64031QCD1 4642635.28000000 PA USD 4578242.39000000 0.048949531712 Long ABS-MBS US N 2 2035-12-24 Floating 0.25488000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKUZ6 212705.34000000 PA USD 236155.17000000 0.002524917642 Long DBT USGA US N 2 2047-04-01 Fixed 4.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 580000.00000000 PA USD 748957.83000000 0.008007687651 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N PENNSYLVANIA ELECTRIC COMPANY O1PLQWO3TX952VMBJ146 708696BY4 655000.00000000 PA USD 697591.76000000 0.007458493253 Long DBT CORP US N 2 2028-03-15 Fixed 3.25000000 N N N N N N ENTERGY ARKANSAS, LLC 549300A0I5ONUIFMLP35 29366MAB4 1034000.00000000 PA USD 998438.37000000 0.010675077134 Long DBT CORP US N 2 2051-06-15 Fixed 2.65000000 N N N N N N Government National Mortgage Association N/A 36213FSY0 10792.36000000 PA USD 12828.09000000 0.000137155035 Long DBT USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 2150000.00000000 PA USD 2264510.29000000 0.024211631628 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APF79 299445.19000000 PA USD 315068.51000000 0.003368641218 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N STRUCTURED ASSET INVESTMENT LOAN TRUST N/A 86358ELL8 2895074.33000000 PA USD 2834540.35000000 0.030306264049 Long ABS-MBS US N 2 2034-09-25 Floating 0.63438120 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCT6 3480000.00000000 PA USD 4037470.28000000 0.043167718673 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448EZ7 30000.00000000 PA USD 29906.64000000 0.000319755027 Long DBT CORP US N 2 2030-05-01 Fixed 1.62500000 N N N N N N FS KKR CAPITAL CORP. 549300TYRSI1T21B1360 302635AG2 3075000.00000000 PA USD 3208025.15000000 0.034299479022 Long DBT CORP US N 2 2026-01-15 Fixed 3.40000000 N N N N N N KKR FINANCIAL CLO, LTD. N/A 48251BAL4 1234350.38000000 PA USD 1235098.40000000 0.013205392626 Long ABS-CBDO CORP KY N 2 2029-01-20 Floating 1.38425040 N N N N N N Government National Mortgage Association N/A 36290SNK3 5942.23000000 PA USD 6868.31000000 0.000073434416 Long DBT USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N HEALTHCARE REALTY TRUST INCORPORATED 549300CB86LH2IOKHH22 421946AJ3 1455000.00000000 PA USD 1573933.78000000 0.016828143840 Long DBT CORP US N 2 2025-05-01 Fixed 3.87500000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941HAA0 907399.70000000 PA USD 917201.61000000 0.009806512078 Long ABS-MBS US N 2 2069-05-15 Fixed 1.69000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RDU5 3290000.00000000 PA USD 3443599.90000000 0.036818190945 Long ABS-MBS US N 2 2026-08-20 Fixed 2.33000000 N N N N N N CSMC TRUST N/A 12661GAA7 3303599.64000000 PA USD 3365504.14000000 0.035983208750 Long ABS-MBS US Y 2 2060-01-25 Floating 2.00000160 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BZ4 1505000.00000000 PA USD 1613812.21000000 0.017254514991 Long DBT CORP US N 2 2049-12-15 Fixed 3.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417AJJ9 1532217.71000000 PA USD 1683301.81000000 0.017997482070 Long DBT USGA US N 2 2041-11-01 Fixed 3.50000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CF5 95000.00000000 PA USD 101601.38000000 0.001086298965 Long DBT CORP US N 2 2024-08-12 Fixed 3.37500000 N N N N N N CSMC TRUST N/A 22945AAA7 5756204.76000000 PA USD 5954201.51000000 0.063660975284 Long ABS-MBS US N 2 2057-07-25 Floating 2.75000040 N N N N N N DELTA FUNDING HOME EQUITY LOAN TRUST N/A 24763LFX3 197478.07000000 PA USD 193060.17000000 0.002064155653 Long ABS-MBS US N 2 2029-09-15 Floating 0.91550160 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBB3 775000.00000000 PA USD 872883.09000000 0.009332668490 Long DBT CORP US N 2 2025-11-15 Fixed 4.40000000 N N N N N N Government National Mortgage Association N/A 36209VPK4 30530.54000000 PA USD 34379.60000000 0.000367578904 Long DBT USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BR6 1090000.00000000 PA USD 1095350.77000000 0.011711242587 Long DBT CORP US N 2 2027-06-03 Fixed 1.20000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBX6 1910000.00000000 PA USD 2087669.48000000 0.022320889702 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEA9 4040000.00000000 PA USD 4031164.64000000 0.043100300197 Long DBT CORP US N 2 2025-05-30 Fixed 0.79000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGRD3 195225.42000000 PA USD 198806.67000000 0.002125595931 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 44933FAB2 1010042.82000000 PA USD 1010513.30000000 0.010804179554 Long ABS-MBS US N 2 2023-03-15 Fixed 0.38000000 N N N N N N PRESTIGE AUTO RECEIVABLES TRUST N/A 74114BAC7 630265.49000000 PA USD 630644.66000000 0.006742710008 Long ABS-MBS US Y 2 2024-02-15 Fixed 0.52000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SS8 12856000.00000000 PA USD 11961604.09000000 0.127890764371 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TLMU9 8941.16000000 PA USD 10019.33000000 0.000107124409 Long DBT USGA US N 2 2029-07-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HNGT3 55396.73000000 PA USD 60019.49000000 0.000641714806 Long DBT USGA US N 2 2048-07-01 Fixed 4.50000000 N N N N N N N/A N/A N/A 403.00000000 NC USD 62968.75000000 0.000673247627 N/A DIR US N 1 US BOND FUTR OPTN Oct21C 168 N/A ADVANTAGE CAPITAL CORPORATION N/A Call Purchased N/A Call Option 168 Sep 2021 on US LONG BOND (Globex) Dec 2021 (Globex) 403000.00000000 168.00000000 USD 2021-09-27 XXXX -280978.44000000 N N N MELLO WAREHOUSE SECURITIZATION TRUST N/A 58552NAA7 1839000.00000000 PA USD 1840463.84000000 0.019677822934 Long ABS-MBS US Y 2 2055-04-25 Floating 0.83437920 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAL7 530000.00000000 PA USD 573952.90000000 0.006136574538 Long DBT NUSS GB N 2 2025-07-09 Fixed 3.87000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXLJ9 1640752.99000000 PA USD 1845040.91000000 0.019726759931 Long DBT USGA US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AVFH7 1131063.15000000 PA USD 1187910.61000000 0.012700871452 Long DBT USGA US N 2 2046-08-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APMS5 1212648.00000000 PA USD 1280080.41000000 0.013686330099 Long DBT USGA US N 2 2051-07-01 Fixed 3.00000000 N N N N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 857524AC6 7800000.00000000 PA USD 8453499.60000000 0.090382904945 Long DBT NUSS PL N 2 2024-01-22 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBV2 2906000.00000000 PA USD 2908951.39000000 0.031101850051 Long SN UST US N 2 2024-04-15 Fixed 0.37500000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449VAB2 4346000.00000000 PA USD 4407026.97000000 0.047118935182 Long ABS-MBS US N 2 2054-09-15 Fixed 1.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B1W73 701983.00000000 PA USD 738230.80000000 0.007892996673 Long DBT USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7HG7 754321.40000000 PA USD 798086.28000000 0.008532957922 Long DBT USGA US N 2 2050-04-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJS9 10095000.00000000 PA USD 10229718.48000000 0.109373835304 Long DBT CORP US N 2 2027-07-22 Fixed 1.73400000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBM4 970000.00000000 PA USD 932447.69000000 0.009969519716 Long DBT CORP US N 2 2041-02-04 Fixed 3.40000000 N N N N N N HP INC. WHKXQACZ14C5XRO8LW03 40434LAA3 2487000.00000000 PA USD 2579313.59000000 0.027577437281 Long DBT CORP US N 2 2025-06-17 Fixed 2.20000000 N N N N N N FIFTH THIRD BANK, NATIONAL ASSOCIATION QFROUN1UWUYU0DVIWD51 31677QBC2 1670000.00000000 PA USD 1670000.00000000 0.017855262128 Long DBT CORP US N 2 2021-10-01 Fixed 2.87500000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAW1 550000.00000000 PA USD 555662.32000000 0.005941015795 Long DBT NUSS DK N 2 2024-06-22 Fixed 1.22600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR56 3815846.57000000 PA USD 4121353.21000000 0.044064575980 Long DBT USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448CAS3 70000.00000000 PA USD 76167.18000000 0.000814362254 Long DBT CORP US N 2 2050-04-05 Fixed 3.57700000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAC9 1673000.00000000 PA USD 1773219.93000000 0.018958866264 Long DBT CORP IE N 2 2025-01-15 Fixed 3.50000000 N N N N N N GOLDMAN SACHS CAPITAL II N/A 381427AA1 435000.00000000 PA USD 435435.00000000 0.004655572493 Long DBT CORP US N 2 2169-12-03 Floating 3.99999960 N N N N N CBAM LTD N/A 12480VAC9 750000.00000000 PA USD 750718.50000000 0.008026512336 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 1.38425040 N N N N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 91913YBA7 2045000.00000000 PA USD 2060853.21000000 0.022034176210 Long DBT CORP US N 2 2024-03-15 Fixed 1.20000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAN1 11550000.00000000 PA USD 11554511.66000000 0.123538224222 Long SN UST US N 2 2022-09-30 Fixed 0.12500000 N N N N N N Federal Home Loan Banks N/A 313385MC7 3960000.00000000 PA USD 3959898.82000000 0.042338342174 Long DBT USGA US N 2 2021-09-24 None 0.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJL4 1295000.00000000 PA USD 1268598.30000000 0.013563565977 Long DBT CORP US N 2 2031-10-24 Fixed 1.92200000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BJ9 820000.00000000 PA USD 875536.94000000 0.009361042854 Long DBT NUSS GB N 2 2024-06-25 Fixed 4.51900000 N N N N N N CIMAREX ENERGY CO. 11KYOFXPU1C4CQL1CL44 171798AC5 80000.00000000 PA USD 86481.27000000 0.000924638170 Long DBT CORP US N 2 2024-06-01 Fixed 4.37500000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AU2 940000.00000000 PA USD 980493.56000000 0.010483215286 Long DBT NUSS CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N New Residential Mortgage Loan Trust N/A 64830NAA9 836039.74000000 PA USD 866945.87000000 0.009269189077 Long ABS-MBS US N 2 2059-07-25 Floating 2.75000040 N N N N N N SALOMON BROTHERS MORTGAGE SECURITIES VII INCORPORATED N/A 79549AYG8 28958.06000000 PA USD 30265.02000000 0.000323586745 Long ABS-MBS US N 2 2033-09-25 Floating 2.58738840 N N N N N N ATHENE HOLDING LTD. 549300H316CT32FQXI76 04686JAA9 1098000.00000000 PA USD 1233363.37000000 0.013186842078 Long DBT CORP US N 2 2028-01-12 Fixed 4.12500000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BK5 316000.00000000 PA USD 414540.21000000 0.004432170127 Long DBT CORP US N 2 2041-11-15 Fixed 5.15000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FX6 260000.00000000 PA USD 287556.63000000 0.003074490422 Long DBT CORP US N 2 2030-04-01 Fixed 3.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBGV6 4899612.12000000 PA USD 4996889.75000000 0.053425614557 Long DBT USGA US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQKN1 346656.99000000 PA USD 389936.69000000 0.004169114858 Long DBT USGA US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BZA7 1275225.61000000 PA USD 1372638.33000000 0.014675938436 Long DBT USGA US N 2 2047-09-01 Fixed 3.00000000 N N N N N N STRUCTURED ASSET MORTGAGE INVESTORS N/A 86359LDX4 70213.05000000 PA USD 69175.42000000 0.000739607938 Long ABS-MBS US N 2 2034-10-19 Floating 0.74649960 N N N N N N GALAXY PIPELINE ASSETS BIDCO LIMITED 549300L82YB0C6JQIC26 36321PAE0 696000.00000000 PA USD 706915.49000000 0.007558180464 Long DBT NUSS AE N 2 2040-09-30 Fixed 2.94000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HFT90 1147577.55000000 PA USD 1228532.56000000 0.013135192150 Long DBT USGA US N 2 2050-04-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L2NR0 98690.38000000 PA USD 100348.66000000 0.001072905166 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QBHR2 2482218.59000000 PA USD 2767452.19000000 0.029588972622 Long DBT USGA US N 2 2049-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HQZ0 6815.86000000 PA USD 8025.33000000 0.000085805012 Long DBT USGA US N 2 2032-05-01 Fixed 7.50000000 N N N N N N SMALL BUSINESS INVESTMENT COMPANIES N/A 831641FM2 1015824.40000000 PA USD 1090993.27000000 0.011664653183 Long ABS-MBS US N 2 2029-03-10 Fixed 3.11300000 N N N N N N BANC OF AMERICA FUNDING CORPORATION N/A 05946XRV7 816383.87000000 PA USD 780734.84000000 0.008347440251 Long ABS-MBS US N 2 2035-04-20 Floating 2.72592360 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941HAA0 650069.34000000 PA USD 657091.52000000 0.007025473851 Long ABS-MBS US N 2 2069-05-15 Fixed 1.69000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J8X57 2098442.50000000 PA USD 2211781.27000000 0.023647864877 Long DBT USGA US N 2 2030-03-01 Fixed 3.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BZ6 1532000.00000000 PA USD 1548794.21000000 0.016559357246 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBL2 237000.00000000 PA USD 280323.36000000 0.002997153936 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJWA2 213279.98000000 PA USD 229690.04000000 0.002455793935 Long DBT USGA US N 2 2037-02-01 Fixed 3.50000000 N N N N N N MSG III SECURITIZATION TR N/A 55368MAA9 1150000.00000000 PA USD 1148569.75000000 0.012280247879 Long ABS-MBS US Y 2 2054-06-25 Floating 0.84099960 N N N N N N GALAXY PIPELINE ASSETS BIDCO LIMITED 549300L82YB0C6JQIC26 36321PAA8 2444000.00000000 PA USD 2482405.46000000 0.026541317483 Long DBT NUSS AE N 2 2027-09-30 Fixed 1.75000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAD1 530000.00000000 PA USD 547573.74000000 0.005854534528 Long DBT NUSS SA N 2 2023-03-04 Fixed 2.87500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAQ2 560000.00000000 PA USD 608733.80000000 0.006508444051 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N Government National Mortgage Association 2 N/A 3622AAUR3 1122236.20000000 PA USD 1199155.87000000 0.012821103228 Long DBT USGA US N 2 2050-11-20 Fixed 4.00000000 N N N N N N TRIUMPH RAIL LLC N/A 89683LAA8 2395556.81000000 PA USD 2409711.92000000 0.025764094601 Long ABS-MBS US Y 2 2051-06-19 Fixed 2.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B72K6 2826854.44000000 PA USD 2849229.28000000 0.030463314765 Long DBT USGA US N 2 2050-01-25 Floating 0.58438080 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED COMPANY 549300G6UZOB126GBY72 36164QNA2 2338000.00000000 PA USD 2837888.43000000 0.030342060962 Long DBT NUSS US N 2 2035-11-15 Fixed 4.41800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385W2N8 75174.35000000 PA USD 89173.17000000 0.000953419356 Long DBT USGA US N 2 2033-03-01 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCN9 3035000.00000000 PA USD 3031443.34000000 0.032411506264 Long SN UST US N 2 2023-07-31 Fixed 0.12500000 N N N N N N BRAZOS STUDENT LOAN FINANCE CORPORATION N/A 10620NCE6 4835000.00000000 PA USD 4897516.07000000 0.052363133656 Long ABS-MBS US N 2 2035-02-25 Floating 1.32924960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5HY4 549193.34000000 PA USD 584414.61000000 0.006248428774 Long DBT USGA US N 2 2047-12-01 Fixed 3.50000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XBE3 1000000.00000000 PA USD 1011348.66000000 0.010813111034 Long DBT CORP US N 2 2022-01-15 Fixed 3.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDD3 260000.00000000 PA USD 276624.18000000 0.002957603140 Long DBT CORP US N 2 2026-08-15 Fixed 2.62500000 N N N N N N Government National Mortgage Association 2 N/A 36179TV77 791232.17000000 PA USD 847015.98000000 0.009056103203 Long DBT USGA US N 2 2048-04-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJQ47 1578848.51000000 PA USD 1678427.09000000 0.017945362667 Long DBT USGA US N 2 2050-07-01 Fixed 3.00000000 N N N N N N HEALTHCARE TRUST OF AMERICA HOLDINGS, LP 549300IYGAS4GE6VDL07 42225UAD6 1010000.00000000 PA USD 1104294.09000000 0.011806862541 Long DBT CORP US N 2 2026-08-01 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAQ2 1265000.00000000 PA USD 1500978.81000000 0.016048125809 Long DBT CORP US N 2 2045-05-15 Fixed 5.35000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RDQ4 1574000.00000000 PA USD 1644088.17000000 0.017578218704 Long ABS-MBS US N 2 2026-03-20 Fixed 2.36000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAL3 350000.00000000 PA USD 360188.05000000 0.003851049130 Long DBT CORP US N 2 2022-11-06 Fixed 2.90000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DV6 2025000.00000000 PA USD 2621283.42000000 0.028026169207 Long DBT CORP US N 2 2040-04-15 Fixed 5.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CA8 430000.00000000 PA USD 460135.50000000 0.004919664650 Long DBT CORP US N 2 2027-04-15 Fixed 2.50000000 N N N N N N SOUTHWEST AIRLINES CO. UDTZ87G0STFETI6HGH41 844741BH0 26000.00000000 PA USD 27758.49000000 0.000296787494 Long DBT CORP US N 2 2023-05-04 Fixed 4.75000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAF3 753000.00000000 PA USD 877728.93000000 0.009384479115 Long DBT CORP US N 2 2034-11-15 Fixed 4.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A6Q56 60387.89000000 PA USD 57402.87000000 0.000613738497 Long DBT USGA US N 2 2042-03-25 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MKRA6 141923.90000000 PA USD 156902.16000000 0.001677562392 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHF9 1310000.00000000 PA USD 1368002.79000000 0.014626376291 Long DBT CORP US N 2 2024-03-05 Fixed 3.55000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBS8 3011000.00000000 PA USD 3868484.56000000 0.041360961591 Long DBT NUSS GB N 2 2049-06-19 Fixed 4.87500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 280000.00000000 PA USD 312752.79000000 0.003343882063 Long DBT CORP US N 2 2029-01-24 Fixed 3.77200000 N N N N N N BRK: MORGAN STANLEY N/A N/A 47440000.00000000 NC USD -577404.23000000 -0.00617347537 N/A DIR XX N 2 BRK: MORGAN STANLEY N/A Y 2028-02-15 56953.19000000 USD 0.00000000 USD -47440000.00000000 USD -634357.42000000 N N N Shire Acquisitions Investments Ireland DAC 549300XK5HGW68R8K327 82481LAC3 155000.00000000 PA USD 161846.03000000 0.001730421131 Long DBT NUSS US N 2 2023-09-23 Fixed 2.87500000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449XAA0 3605635.29000000 PA USD 3618850.66000000 0.038691932417 Long ABS-MBS US N 2 2053-07-15 Fixed 1.29000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAY1 840000.00000000 PA USD 836376.44000000 0.008942347649 Long DBT CORP US N 2 2026-02-24 Fixed 0.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417C4N2 52177.36000000 PA USD 56488.75000000 0.000603964933 Long DBT USGA US N 2 2042-09-01 Fixed 3.50000000 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851EB6 3010000.00000000 PA USD 3018109.66000000 0.032268945575 Long DBT CORP DE N 2 2024-03-01 Fixed 0.75000000 N N N N N N New Residential Mortgage Loan Trust N/A 64828GAD2 2831231.46000000 PA USD 2985458.26000000 0.031919844194 Long ABS-MBS US N 2 2059-09-25 Floating 3.49999920 N N N N N N Government National Mortgage Association 2 N/A 3622AANA8 128513.34000000 PA USD 136358.87000000 0.001457918184 Long DBT USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L4F79 294467.17000000 PA USD 298677.42000000 0.003193391392 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 38378XW72 4521756.91000000 PA USD 99582.20000000 0.001064710349 Long DBT USGA US N 2 2054-08-16 Floating 0.54992160 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AN0 1153000.00000000 PA USD 1417856.22000000 0.015159397885 Long DBT CORP BE N 2 2048-04-15 Fixed 4.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMUS0 913412.05000000 PA USD 969384.58000000 0.010364440586 Long DBT USGA US N 2 2031-03-01 Fixed 3.00000000 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131AZ5 925000.00000000 PA USD 986557.95000000 0.010548054372 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034WAB2 1026000.00000000 PA USD 1096235.29000000 0.011720699674 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFC9 42000.00000000 PA USD 42713.38000000 0.000456681794 Long DBT CORP US N 2 2022-03-08 Fixed 3.50000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BM3 120000.00000000 PA USD 133863.58000000 0.001431239107 Long DBT CORP US N 2 2025-04-01 Fixed 4.50000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449GAC3 971855.23000000 PA USD 984890.43000000 0.010530225625 Long ABS-MBS US N 2 2032-02-17 Floating 1.54550160 N N N N N N Government National Mortgage Association N/A 36291WGR6 45847.86000000 PA USD 52158.54000000 0.000557667307 Long DBT USGA US N 2 2035-03-15 Fixed 6.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJQ3 9400000.00000000 PA USD 9503230.80000000 0.101606393412 Long DBT CORP US N 2 2027-03-11 Fixed 1.65800000 N N N N N N APIDOS CLO N/A 03765PAJ2 635589.29000000 PA USD 635819.37000000 0.006798036836 Long ABS-CBDO CORP KY N 2 2027-07-18 Floating 1.06387920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JGLX1 1119405.46000000 PA USD 1230777.00000000 0.013159189195 Long DBT USGA US N 2 2048-12-01 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHS1 1305000.00000000 PA USD 1631273.70000000 0.017441209291 Long DBT CORP US N 2 2050-03-15 Fixed 4.33000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9R23 379210.57000000 PA USD 396808.60000000 0.004242587765 Long DBT USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299BN3 870000.00000000 PA USD 848615.40000000 0.009073203840 Long DBT NUSS PA N 2 2032-09-29 Fixed 2.25200000 N N N N N N SL GREEN OPERATING PARTNERSHIP, L.P. 2K1OXW4LY7IS2U150Y32 78444FAF3 3000000.00000000 PA USD 3081902.07000000 0.032950999588 Long DBT CORP US N 2 2022-10-15 Fixed 3.25000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FG8 970000.00000000 PA USD 1129411.11000000 0.012075408035 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N NATIONWIDE MUTUAL INSURANCE COMPANY Z7LVXXWM8HZPKF5T2355 638671AJ6 4407000.00000000 PA USD 4412504.25000000 0.047177497021 Long DBT CORP US N 2 2024-12-15 Floating 2.40887880 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBC8 695000.00000000 PA USD 739738.87000000 0.007909120616 Long DBT CORP US N 2 2025-05-15 Fixed 2.95000000 N N N N N N BBCMS TRUST N/A 05492TAB6 1205000.00000000 PA USD 1260849.82000000 0.013480720982 Long ABS-MBS US N 2 2053-02-15 Fixed 2.69000000 N N N N N N SALESFORCE.COM, INC. RCGZFPDMRW58VJ54VR07 79466LAL8 845000.00000000 PA USD 868598.91000000 0.009286863007 Long DBT CORP US N 2 2051-07-15 Fixed 2.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407VZV0 7834.69000000 PA USD 8742.42000000 0.000093471976 Long DBT USGA US N 2 2035-10-01 Fixed 5.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2C6 360000.00000000 PA USD 385747.78000000 0.004124327980 Long DBT CORP US N 2 2024-01-24 Fixed 3.75000000 N N N N N N THE ANDREW W. MELLON FOUNDATION HVIJIPOQ5TXYVD3NET54 03444RAB4 943000.00000000 PA USD 930549.38000000 0.009949223415 Long DBT CORP US N 2 2027-08-01 Fixed 0.94700000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CF0 400000.00000000 PA USD 414000.00000000 0.004426394323 Long DBT CORP US N 2 2045-06-15 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCQ68 4460000.00000000 PA USD 4713348.78000000 0.050394058663 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N EQUATE Petrochemical B.V. 635400Y3Z5R4NJSMQ630 29441WAC9 1640000.00000000 PA USD 1821269.20000000 0.019472598186 Long DBT NUSS KW N 2 2026-11-03 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QLCX2 2874958.51000000 PA USD 3024965.59000000 0.032342247627 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N COMCAST CABLE COMMUNICATIONS, LLC. 549300T2R1ZBGV1UVE31 00209TAB1 240000.00000000 PA USD 266508.21000000 0.002849445478 Long DBT CORP US N 2 2022-11-15 Fixed 9.45500000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBB7 1370000.00000000 PA USD 1403247.15000000 0.015003201014 Long DBT NUSS FR N 2 2041-03-01 Fixed 3.62500000 N N N N N N Government National Mortgage Association 2 N/A 21H030690 1800000.00000000 PA USD 1881773.44000000 0.020119495830 Long DBT USGA US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0226B6 57225000.00000000 PA USD 59231651.85000000 0.633291419201 Long DBT USGA US N 2 2043-11-01 Fixed 2.50000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BF9 890000.00000000 PA USD 981177.71000000 0.010490530063 Long DBT CORP US N 2 2026-03-01 Fixed 3.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HT2J7 1000000.00000000 PA USD 1117280.42000000 0.011945709442 Long DBT USGA US N 2 2029-06-01 Fixed 3.04000000 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 961214EP4 840000.00000000 PA USD 833518.84000000 0.008911794836 Long DBT NUSS AU N 2 2035-11-15 Fixed 2.66800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBPQ7 197033.25000000 PA USD 206587.08000000 0.002208782314 Long DBT USGA US N 2 2051-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEHX7 1159948.12000000 PA USD 1264411.73000000 0.013518804118 Long DBT USGA US N 2 2049-04-01 Fixed 3.50000000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BW2 310000.00000000 PA USD 348499.70000000 0.003726079937 Long DBT CORP US N 2 2030-05-01 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGC31 296419.78000000 PA USD 302304.90000000 0.003232175588 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N VONTIER CORPORATION N/A 928881AA9 1170000.00000000 PA USD 1171298.58000000 0.012523259386 Long DBT CORP US N 2 2026-04-01 Fixed 1.80000000 N N N N N N SPIRIT REALTY, L.P. 549300GTBVIBJRX5BW73 84861TAG3 1075000.00000000 PA USD 1141321.88000000 0.012202755293 Long DBT CORP US N 2 2031-02-15 Fixed 3.20000000 N N N N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 008513AC7 384000.00000000 PA USD 388587.10000000 0.004154685347 Long DBT CORP US N 2 2033-06-15 Fixed 2.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EGGT5 215219.70000000 PA USD 243917.50000000 0.002607910718 Long DBT USGA US N 2 2041-05-01 Fixed 4.50000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAJ9 1962000.00000000 PA USD 2503392.95000000 0.026765710977 Long DBT CORP BE N 2 2046-02-01 Fixed 4.90000000 N N N N N N VALIDUS HOLDINGS, LTD. 549300V97BMXPCWUAZ30 91915WAB8 1460000.00000000 PA USD 2434335.67000000 0.026027366165 Long DBT NUSS US N 2 2040-01-26 Fixed 8.87500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MQ1 560000.00000000 PA USD 598885.54000000 0.006403148683 Long DBT CORP US N 2 2026-04-08 Fixed 3.10600000 N N N N N N BWAY MORTGAGE TRUST N/A 05604LAA0 3025000.00000000 PA USD 3099715.69000000 0.033141458783 Long ABS-MBS US N 2 2035-01-10 Fixed 2.91700000 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES CLO LTD N/A 14315LAA2 862894.45000000 PA USD 863224.94000000 0.009229405736 Long ABS-CBDO CORP KY N 2 2031-07-27 Floating 1.17888120 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDN8 2005000.00000000 PA USD 1922329.18000000 0.020553108626 Long DBT CORP US N 2 2031-02-15 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LRU55 199842.74000000 PA USD 209244.62000000 0.002237196131 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N BRIGHTHOUSE FINANCIAL, INC. 5493003T8SZSHOGGAW52 10922NAF0 5000.00000000 PA USD 5667.74000000 0.000060598193 Long DBT CORP US N 2 2047-06-22 Fixed 4.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B53X1 280802.54000000 PA USD 291767.46000000 0.003119511663 Long DBT USGA US N 2 2049-09-25 Fixed 3.00000000 N N N N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932AN7 300000.00000000 PA USD 297000.00000000 0.003175456797 Long DBT CORP US N 2 2026-01-15 Fixed 1.60000000 N N N N N N Health Care Service Corporation 549300TMJ1FKCKECR148 42218SAF5 2235000.00000000 PA USD 2267069.26000000 0.024238991556 Long DBT CORP US N 2 2030-06-01 Fixed 2.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412LKT6 11231.52000000 PA USD 13173.26000000 0.000140845515 Long DBT USGA US N 2 2037-05-01 Fixed 6.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBQ7 3077000.00000000 PA USD 3090752.19000000 0.033045623069 Long DBT NUSS GB N 2 2024-12-10 Fixed 1.00700000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCS8 1110000.00000000 PA USD 1238526.90000000 0.013242049372 Long DBT CORP US N 2 2025-10-15 Fixed 3.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JNVA2 7212.13000000 PA USD 7963.10000000 0.000085139663 Long DBT USGA US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419MCB5 74352.14000000 PA USD 83755.21000000 0.000895491753 Long DBT USGA US N 2 2041-06-01 Fixed 4.50000000 N N N N N N SPIRIT REALTY, L.P. 549300GTBVIBJRX5BW73 84861TAD0 439000.00000000 PA USD 492661.20000000 0.005267422075 Long DBT CORP US N 2 2029-07-15 Fixed 4.00000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AU2 1430000.00000000 PA USD 1491601.91000000 0.015947870116 Long DBT NUSS CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F012494 16900000.00000000 PA USD 17170431.27000000 0.183582365975 Long DBT USGA US N 2 2169-09-17 Fixed 1.50000000 N N N N N N DBCCRE MORTGAGE TRUST N/A 23305MAA3 2450000.00000000 PA USD 2594248.41000000 0.027737116997 Long ABS-MBS US N 2 2034-01-10 Fixed 4.23820000 N N N N N N RESIDENTIAL MORTGAGE LOAN TRUST N/A 76123MAA1 2960281.28000000 PA USD 2977907.39000000 0.031839112001 Long ABS-MBS US N 2 2060-05-25 Floating 1.65399840 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411BA2 420000.00000000 PA USD 450584.36000000 0.004817546023 Long DBT CORP US N 2 2043-04-15 Fixed 4.75000000 N N N N N SPIRIT REALTY, L.P. 549300GTBVIBJRX5BW73 84861TAF5 932000.00000000 PA USD 1000039.47000000 0.010692195733 Long DBT CORP US N 2 2030-01-15 Fixed 3.40000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TB7 925000.00000000 PA USD 1287480.43000000 0.013765449438 Long DBT CORP US N 2 2029-11-15 Fixed 7.95000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DS1 1010000.00000000 PA USD 986780.10000000 0.010550429549 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EKBW4 120657.89000000 PA USD 138048.49000000 0.001475983218 Long DBT USGA US N 2 2042-03-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297YUU4 7187.89000000 PA USD 8034.96000000 0.000085907974 Long DBT USGA US N 2 2030-08-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBLS7 4576823.25000000 PA USD 4891685.94000000 0.052300799225 Long DBT USGA US N 2 2049-04-01 Fixed 4.00000000 N N N N N N OREGON ST N/A 68607LXP7 944362.54000000 PA USD 1011598.51000000 0.010815782373 Long DBT MUN US N 2 2023-06-01 Fixed 5.76200000 N N N N N N AGL CLO LTD N/A 00851KAA3 1110000.00000000 PA USD 1113328.89000000 0.011903460578 Long ABS-CBDO CORP KY Y 2 2031-10-20 Floating 1.63424880 N N N N N N MARVELL TECHNOLOGY, INC N/A 573874AA2 2010000.00000000 PA USD 2023422.98000000 0.021633980661 Long DBT CORP US N 2 2026-04-15 Fixed 1.65000000 N N N N N N N/A N/A N/A 411.00000000 NC USD 102092400.00000000 1.091548840295 N/A DO US N 1 CITIGROUP GLOBAL MARKETS N/A 90DAY EURO$ FUTR JUN23 N/A Long Interest Rate Futures 3M -- 90 Day EuroDollar Future (Consolidated) Jun 2023 2023-06-22 101971170.10000000 USD 121229.90000000 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CQ1 622000.00000000 PA USD 670982.50000000 0.007173993066 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N Government National Mortgage Association 2 N/A 36179RBW8 1637869.25000000 PA USD 1735922.01000000 0.018560085342 Long DBT USGA US N 2 2045-04-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179R4E6 1276380.28000000 PA USD 1356285.18000000 0.014501094257 Long DBT USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K1GS9 347788.56000000 PA USD 365045.09000000 0.003902979503 Long DBT USGA US N 2 2049-09-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFX2 388000.00000000 PA USD 427202.58000000 0.004567553321 Long DBT CORP US N 2 2026-04-19 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38379R3Y7 638824.18000000 PA USD 665176.06000000 0.007111911923 Long DBT USGA US N 2 2058-08-16 Fixed 2.60000000 N N N N N N Government National Mortgage Association 2 N/A 36179VKQ2 224627.64000000 PA USD 242340.89000000 0.002591053961 Long DBT USGA US N 2 2050-04-20 Fixed 5.00000000 N N N N N N OBX TRUST N/A 670857AA9 1192857.06000000 PA USD 1197354.73000000 0.012801845847 Long ABS-MBS US Y 2 2061-05-25 Floating 1.10099880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LAW2 741812.88000000 PA USD 856757.94000000 0.009160262035 Long DBT USGA US N 2 2033-12-01 Fixed 5.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAX4 740000.00000000 PA USD 864224.74000000 0.009240095371 Long DBT CORP US N 2 2029-12-05 Fixed 4.45200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7TX7 397884.01000000 PA USD 422031.53000000 0.004512265625 Long DBT USGA US N 2 2050-09-01 Fixed 3.00000000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BJ6 230000.00000000 PA USD 298002.69000000 0.003186177332 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F86B4 1559720.37000000 PA USD 219848.05000000 0.002350565605 Long DBT USGA US N 2 2051-01-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QHRT4 2659183.25000000 PA USD 2783943.70000000 0.029765296115 Long DBT USGA US N 2 2051-03-01 Fixed 2.50000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DE2 140000.00000000 PA USD 185977.40000000 0.001988428279 Long DBT CORP US N 2 2031-09-15 Fixed 7.87500000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BN1 1393000.00000000 PA USD 1522414.62000000 0.016277312639 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N DISCOVERY COMMUNICATIONS, LLC L2Z2MO2EQURH3BREWI15 25470DBL2 955000.00000000 PA USD 1022396.47000000 0.010931231719 Long DBT CORP US N 2 2055-09-15 Fixed 4.00000000 N N N N N N US 5YR FUTR OPTN Oct21C 124.5 N/A 010DTP4T3 306.00000000 NC USD 19125.00000000 0.000204480172 N/A DIR US N 1 US 5YR FUTR OPTN Oct21C 124.5 N/A ADVANTAGE CAPITAL CORPORATION N/A Call Purchased N/A N/A 306000.00000000 124.50000000 USD 2021-09-27 XXXX 4173.74000000 N N N SOCIETE AURIFERE BARRICK 0O4KBQCJZX82UKGCBV73 067901AH1 740000.00000000 PA USD 976826.03000000 0.010444002885 Long DBT NUSS CA N 2 2042-04-01 Fixed 5.25000000 N N N N N N Government National Mortgage Association 2 N/A 36208A7L9 481738.74000000 PA USD 495900.80000000 0.005302059145 Long DBT USGA US N 2 2060-02-20 Floating 1.47999960 N N N N N N Lundin Energy Finance B.V. 549300JSNI1KL271GM17 55037AAA6 3913000.00000000 PA USD 3943410.66000000 0.042162054498 Long DBT NUSS NL N 2 2026-07-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418RHG9 620760.65000000 PA USD 654455.03000000 0.006997285096 Long DBT USGA US N 2 2025-04-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXLU4 1509074.86000000 PA USD 1704606.73000000 0.018225269454 Long DBT USGA US N 2 2059-01-01 Fixed 4.50000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650BY5 142886.26000000 PA USD 174261.06000000 0.001863159823 Long DBT CORP US N 2 2034-01-10 Fixed 5.92600000 N N N N N N COMM COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES N/A 12655GAA5 3660000.00000000 PA USD 3675496.81000000 0.039297580235 Long ABS-MBS US N 2 2034-01-15 Floating 1.34600040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJV75 843220.93000000 PA USD 859624.78000000 0.009190913639 Long DBT USGA US N 2 2039-05-15 Fixed 3.75000000 N N N N N N NEW YORK ST DORM AUTH ST PERS INCOME TAX REV N/A 64990FRB2 2795000.00000000 PA USD 3108081.65000000 0.033230905734 Long DBT MUN US N 2 2039-02-15 Fixed 3.11000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAY4 2385000.00000000 PA USD 3075172.13000000 0.032879044593 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAQ2 1045000.00000000 PA USD 1135940.76000000 0.012145221575 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N Government National Mortgage Association N/A 38375BQD7 485594.17000000 PA USD 15769.19000000 0.000168600611 Long DBT USGA US N 2 2062-03-20 Floating 1.27198080 N N N N N N Government National Mortgage Association N/A 36200SBJ8 14389.80000000 PA USD 16077.78000000 0.000171899985 Long DBT USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAG5 1978000.00000000 PA USD 2183932.15000000 0.023350108388 Long DBT CORP BE N 2 2026-02-01 Fixed 3.65000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941UAA1 1552207.89000000 PA USD 1562967.48000000 0.016710894642 Long ABS-MBS US N 2 2069-09-16 Fixed 1.17000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KEMJ9 319750.34000000 PA USD 370532.23000000 0.003961646762 Long DBT USGA US N 2 2036-09-01 Fixed 6.50000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAM2 3630000.00000000 PA USD 3607820.70000000 0.038574002580 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N Qatar Petroleum 254900QTESJKJ3P87J26 74730DAC7 2670000.00000000 PA USD 2692331.88000000 0.028785803265 Long DBT NUSS QA N 2 2031-07-12 Fixed 2.25000000 N N N N N N TRITON CONTAINER FINANCE LLC 549300GTUDI4TJ0XZQ86 89680HAA0 892576.69000000 PA USD 903066.43000000 0.009655381932 Long ABS-MBS US N 2 2045-09-20 Fixed 2.11000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCS6 470000.00000000 PA USD 475483.43000000 0.005083761245 Long DBT CORP US N 2 2022-03-15 Fixed 3.45000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJD2 60000.00000000 PA USD 60199.60000000 0.000643640501 Long DBT CORP US N 2 2026-06-19 Fixed 1.31900000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942LAA0 3833640.18000000 PA USD 3837292.49000000 0.041027463036 Long ABS-MBS US Y 2 2069-07-15 Fixed 0.94000000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MAE9 3767000.00000000 PA USD 3805270.84000000 0.040685094800 Long ABS-MBS US Y 2 2027-12-27 Fixed 1.68000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374TWX3 910.64000000 PA USD 1023.87000000 0.000010946986 Long DBT USGA US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFTD1 4068763.74000000 PA USD 4371735.20000000 0.046741603563 Long DBT USGA US N 2 2050-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36209LH82 199.93000000 PA USD 223.38000000 0.000002388328 Long DBT USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N AETNA INC. 549300QKBENKLBXQ8968 00817YAZ1 360000.00000000 PA USD 408616.07000000 0.004368830562 Long DBT CORP US N 2 2047-08-15 Fixed 3.87500000 N N N N N N MASS GENERAL BRIGHAM INCORPORATED 5493007Z86EDN0QFYU66 70213HAE8 245000.00000000 PA USD 263876.01000000 0.002821302591 Long DBT CORP US N 2 2049-07-01 Fixed 3.19200000 N N N N N N COMM MORTGAGE TRUST N/A 12593QBJ8 1445000.00000000 PA USD 1561756.43000000 0.016697946370 Long ABS-MBS US N 2 2048-10-10 Floating 4.68544680 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAN9 930000.00000000 PA USD 1001385.75000000 0.010706589854 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QBB3 562000.00000000 PA USD 632525.38000000 0.006762818241 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N Government National Mortgage Association 2 N/A 36179VX21 861200.59000000 PA USD 906575.61000000 0.009692901290 Long DBT USGA US N 2 2050-11-20 Fixed 3.50000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CF9 281000.00000000 PA USD 304960.42000000 0.003260567807 Long DBT CORP US N 2 2062-03-17 Fixed 3.04100000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAB9 1000000.00000000 PA USD 1009403.05000000 0.010792309012 Long DBT CORP US N 2 2027-05-04 Fixed 1.59300000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FEV6 174981.86000000 PA USD 179529.87000000 0.001919492747 Long ABS-MBS US N 2 2033-10-25 Fixed 5.25000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JJ7 272000.00000000 PA USD 245113.33000000 0.002620696262 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GSRX2 3484126.10000000 PA USD 3710717.63000000 0.039674153273 Long DBT USGA US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKDU9 975867.78000000 PA USD 1028286.36000000 0.010994205090 Long DBT USGA US N 2 2041-04-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K9TV1 0.03000000 PA USD 0.03000000 0.000000000320 Long DBT USGA US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CAH7 2593293.35000000 PA USD 2738283.14000000 0.029277103740 Long DBT USGA US N 2 2036-08-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJS9 1560000.00000000 PA USD 1580818.31000000 0.016901751677 Long DBT CORP US N 2 2027-07-22 Fixed 1.73400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397TP97 101637.70000000 PA USD 15555.77000000 0.000166318773 Long DBT USGA US N 2 2038-05-15 Floating 5.93449920 N N N N N N VERUS SECURITIZATION TRUST N/A 92537JAA5 1007108.68000000 PA USD 1013564.55000000 0.010836802828 Long ABS-MBS US N 2 2059-07-25 Fixed 2.78400000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DK3 240000.00000000 PA USD 279001.53000000 0.002983021228 Long DBT CORP US N 2 2040-04-01 Fixed 4.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QHEW1 4446202.36000000 PA USD 4719011.47000000 0.050454602863 Long DBT USGA US N 2 2036-02-01 Fixed 2.50000000 N N N N N N CSMC TRUST N/A 22946DAA0 3008117.04000000 PA USD 2995180.93000000 0.032023796782 Long ABS-MBS US Y 2 2066-05-25 Floating 0.93800160 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DX9 990000.00000000 PA USD 1040815.32000000 0.011128161895 Long DBT CORP DE N 2 2024-06-14 Fixed 2.70000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468G7 655000.00000000 PA USD 763552.16000000 0.008163726925 Long DBT CORP US N 2 2030-01-23 Fixed 4.43100000 N N N N N N Government National Mortgage Association N/A 38380QBN1 320443.14000000 PA USD 330514.16000000 0.003533782613 Long DBT USGA US N 2 2070-04-20 Floating 1.33837920 N N N N N N OCP S.A. 213800D26TAPVTCVWG40 67091TAC9 1860000.00000000 PA USD 2010102.00000000 0.021491555757 Long DBT NUSS MA N 2 2025-10-22 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FLEU6 733326.89000000 PA USD 34755.35000000 0.000371596338 Long DBT USGA US N 2 2026-11-25 Fixed 3.00000000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC N/A 893574AH6 1820000.00000000 PA USD 2290026.61000000 0.024484446348 Long DBT CORP US N 2 2026-02-01 Fixed 7.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EUFH7 77418.27000000 PA USD 83880.79000000 0.000896834426 Long DBT USGA US N 2 2046-01-01 Fixed 3.50000000 N N N N N N LOANCORE CAPITAL MARKETS LLC 549300FH7FGQ0N5KA744 53946JAA2 4622305.45000000 PA USD 4622305.45000000 0.049420643979 Long ABS-MBS KY N 2 2036-05-15 Floating 1.22550120 N N N N N N DONLEN FLEET LEASE FUNDING 2 N/A 257812AD9 2780000.00000000 PA USD 2784450.50000000 0.029770714706 Long ABS-MBS US Y 2 2034-12-11 Fixed 0.56000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBZ3 36290000.00000000 PA USD 36781899.70000000 0.393263748931 Long SN UST US N 1 2028-04-30 Fixed 1.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AX4N2 1606255.60000000 PA USD 326421.01000000 0.003490019579 Long DBT USGA US N 2 2057-10-25 Floating 6.01562160 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBL3 1559000.00000000 PA USD 1574926.76000000 0.016838760558 Long DBT CORP US N 2 2026-04-15 Fixed 1.60000000 N N N N N N LAS VEGAS SANDS CORP. 549300DUOO1KXOHPM605 517834AG2 1480000.00000000 PA USD 1537886.25000000 0.016442731806 Long DBT CORP US N 2 2024-08-08 Fixed 3.20000000 N N N N N N NELNET PRIVATE EDUCATION LOAN TRUST N/A 64035GAB5 3655000.00000000 PA USD 3658002.58000000 0.039110535887 Long ABS-MBS US Y 2 2062-04-20 Fixed 1.32000000 N N N N N N Government National Mortgage Association N/A 36209WQT2 452.51000000 PA USD 505.59000000 0.000005405653 Long DBT USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622AACC6 1551134.13000000 PA USD 1724758.62000000 0.018440728902 Long ABS-MBS US N 2 2049-02-01 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFH7 2720000.00000000 PA USD 2981255.54000000 0.031874909663 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKTB4 1557223.67000000 PA USD 1655099.06000000 0.017695944649 Long DBT USGA US N 2 2051-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179SUY1 114998.88000000 PA USD 128312.43000000 0.001371887468 Long DBT USGA US N 2 2047-01-20 Fixed 5.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941TAA4 2214040.76000000 PA USD 2249109.17000000 0.024046966338 Long ABS-MBS US N 2 2069-05-15 Fixed 1.69000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829EAA2 1556028.71000000 PA USD 1646635.79000000 0.017605457281 Long ABS-MBS US N 2 2055-08-25 Floating 3.75000120 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABN6 1926000.00000000 PA USD 1949834.89000000 0.020847193453 Long DBT CORP US N 2 2025-10-15 Fixed 1.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395QCY4 1668166.62000000 PA USD 1787728.33000000 0.019113986794 Long DBT USGA US N 2 2042-08-25 Fixed 3.00000000 N N N N N N Rogers Communications Inc. 54930030NVF3Y2OL0A78 775109AY7 133000.00000000 PA USD 141575.97000000 0.001513698236 Long DBT NUSS CA N 2 2023-10-01 Fixed 4.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBQ60 198064.72000000 PA USD 206929.46000000 0.002212442964 Long DBT USGA US N 2 2051-06-01 Fixed 2.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXJ8 870000.00000000 PA USD 941949.90000000 0.010071115195 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N United States of America N/A N/A -1502.00000000 NC USD -185825562.50000000 -1.98680486739 N/A DIR US N 1 US 5YR NOTE (CBT) DEC21 N/A MERRILL LYNCH, PIERCE, FENNER & SMITH N/A Short U.S. Treasury Futures US 5-Year Note (consolidated) Dec 2021 2022-01-03 -185387386.29000000 USD -438176.21000000 N N N Government National Mortgage Association N/A 38380AK63 409062.16000000 PA USD 101677.31000000 0.001087110791 Long DBT USGA US N 2 2046-10-16 Floating 6.00450120 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CY3 480000.00000000 PA USD 552202.89000000 0.005904028352 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N Government National Mortgage Association N/A 36225BWB0 256.76000000 PA USD 290.21000000 0.000003102859 Long DBT USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAR8 2500000.00000000 PA USD 2600925.00000000 0.027808501587 Long DBT CORP US N 2 2029-07-15 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MLCK8 67270.58000000 PA USD 74387.31000000 0.000795332286 Long DBT USGA US N 2 2042-12-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SY5 12678000.00000000 PA USD 13565460.00000000 0.145038828855 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N HSI ASSET SECURITIZATION CORPORATION TRUST N/A 40430HFL7 89149.99000000 PA USD 89082.44000000 0.000952449291 Long ABS-MBS US N 2 2036-02-25 Floating 0.44438040 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCB3 580000.00000000 PA USD 703590.64000000 0.007522631921 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAN4 3890000.00000000 PA USD 3750236.58000000 0.040096680945 Long DBT CORP US N 2 2032-09-15 Fixed 1.85000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 2410000.00000000 PA USD 2513609.01000000 0.026874938779 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QAMZ0 1910522.08000000 PA USD 2121498.21000000 0.022682578828 Long DBT USGA US N 2 2049-02-01 Fixed 4.00000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BM1 1800000.00000000 PA USD 2409626.18000000 0.025763177889 Long DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WH5N1 153365.73000000 PA USD 161657.77000000 0.001728408298 Long DBT USGA US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36200N3C3 138.08000000 PA USD 154.28000000 0.000001649526 Long DBT USGA US N 2 2034-09-15 Fixed 6.50000000 N N N N N N Ressources Teck Limitee T8KI5SQ2JRWHL7XY0E11 878742AE5 789000.00000000 PA USD 1017919.59000000 0.010883365931 Long DBT NUSS CA N 2 2035-10-01 Fixed 6.12500000 N N N N N N ENSTAR GROUP LIMITED 213800AMAL5QFXVUCN04 29359UAC3 1948000.00000000 PA USD 1944701.02000000 0.020792303277 Long DBT NUSS US N 2 2031-09-01 Fixed 3.10000000 N N N N N N Government National Mortgage Association 2 N/A 3617L8D95 599073.89000000 PA USD 634073.22000000 0.006779367396 Long DBT USGA US N 2 2049-08-20 Fixed 3.50000000 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WDN8 2610000.00000000 PA USD 2615232.06000000 0.027961469435 Long DBT CORP US N 2 2025-09-10 Fixed 1.00000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBL6 899000.00000000 PA USD 878656.24000000 0.009394393704 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137APLC2 40232.95000000 PA USD 8416.52000000 0.000089987527 Long DBT USGA US N 2 2042-04-15 Floating 6.51449880 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477AN3 310000.00000000 PA USD 336798.08000000 0.003600968863 Long DBT CORP US N 2 2024-12-16 Fixed 3.30000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638BM3 2520000.00000000 PA USD 3498390.00000000 0.037403994297 Long DBT NUSS PE N 2 2050-11-18 Fixed 5.62500000 N N N N N N SLM STUDENT LOAN TRUST N/A 78442GLK0 3452889.91000000 PA USD 3479289.33000000 0.037199774255 Long ABS-MBS US N 2 2064-10-25 Floating 0.67524840 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PAR3 560000.00000000 PA USD 791455.09000000 0.008462058739 Long DBT CORP US N 2 2036-03-15 Fixed 5.80000000 N N N N N N Government National Mortgage Association 2 N/A 36179TZ73 4069389.00000000 PA USD 4385629.93000000 0.046890162872 Long DBT USGA US N 2 2048-06-20 Fixed 5.00000000 N N N N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809HAC1 2240000.00000000 PA USD 2876046.50000000 0.030750038413 Long DBT CORP US N 2 2040-01-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHS45 1177799.16000000 PA USD 1267998.51000000 0.013557153158 Long DBT USGA US N 2 2046-08-01 Fixed 3.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941UAA1 5189584.48000000 PA USD 5225557.64000000 0.055870479897 Long ABS-MBS US N 2 2069-09-16 Fixed 1.17000000 N N N N N N Government National Mortgage Association 2 N/A 36179TE35 485297.81000000 PA USD 522512.32000000 0.005586583496 Long DBT USGA US N 2 2047-08-20 Fixed 4.50000000 N N N N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556CL4 2497000.00000000 PA USD 2493046.30000000 0.026655086936 Long DBT CORP US N 2 2031-10-15 Fixed 2.00000000 N N N N N N ZAIS CLO LIMITED N/A 98875JAC8 2775000.00000000 PA USD 2775388.50000000 0.029673825853 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 2.43425160 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650BC3 85219.12000000 PA USD 98050.26000000 0.001048331194 Long DBT CORP US N 2 2028-01-10 Fixed 5.88000000 N N N N N N MID-AMERICA APARTMENTS, L.P. 549300FXWGE3QSYCUJ38 59523UAM9 947000.00000000 PA USD 1050074.61000000 0.011227160129 Long DBT CORP US N 2 2025-11-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410V3F5 26326.40000000 PA USD 31192.03000000 0.000333498126 Long DBT USGA US N 2 2037-03-01 Fixed 6.00000000 N N N N N N United States of America N/A N/A 1660.00000000 NC USD 270528125.00000000 2.892425499950 N/A DIR US N 1 MORGAN STANLEY & CO, INC N/A US LONG BOND(CBT) DEC21 N/A Long U.S. Treasury Futures US Long Bond (CBT) Dec 2021 2021-12-24 271311726.93000000 USD -783601.93000000 N N N RESIDENTIAL ASSET SECURITIES CORPORATION N/A 754058AH8 8000000.00000000 PA USD 7977392.00000000 0.085292470215 Long ABS-MBS US N 2 2035-10-25 Floating 1.02938040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HTWQ8 320395.48000000 PA USD 358128.58000000 0.003829029743 Long DBT USGA US N 2 2029-05-01 Fixed 3.16000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DG7 1930000.00000000 PA USD 1937260.66000000 0.020712752631 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HMRW6 1197182.39000000 PA USD 1315160.24000000 0.014061395704 Long DBT USGA US N 2 2048-10-01 Fixed 4.50000000 N N N N N N EATON CORPORATION 0NZWDMRCE180888QQE14 278062AE4 530000.00000000 PA USD 639534.64000000 0.006837759663 Long DBT CORP US N 2 2042-11-02 Fixed 4.15000000 N N N N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 92556HAB3 424000.00000000 PA USD 512485.53000000 0.005479379326 Long DBT CORP US N 2 2031-01-15 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FANH9 122931.27000000 PA USD 17660.31000000 0.000188820038 Long DBT USGA US N 2 2032-01-25 Fixed 7.00000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBM4 2499000.00000000 PA USD 2402254.41000000 0.025684360592 Long DBT CORP US N 2 2041-02-04 Fixed 3.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31389JVH4 4502.06000000 PA USD 5145.73000000 0.000055016980 Long DBT USGA US N 2 2032-02-01 Fixed 6.00000000 N N N N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932AF4 2040000.00000000 PA USD 2124048.00000000 0.022709840606 Long DBT CORP US N 2 2023-03-15 Fixed 4.75000000 N N N N N N ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST N/A 03881VAQ2 1205000.00000000 PA USD 1217801.68000000 0.013020460009 Long ABS-MBS US Y 2 2054-06-15 Floating 2.56010040 N N N N N N Government National Mortgage Association N/A 38376T3G5 3090156.27000000 PA USD 588165.20000000 0.006288529233 Long DBT USGA US N 2 2040-01-16 Floating 6.29449920 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61692BBJ8 1356000.00000000 PA USD 1348562.75000000 0.014418527782 Long ABS-MBS US N 2 2053-07-15 Fixed 1.79000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAM1 2350000.00000000 PA USD 2858776.46000000 0.030565391053 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N EVERBANK MORTGAGE LOAN TRUST N/A 29978CAX8 924363.48000000 PA USD 935958.70000000 0.010007058640 Long ABS-MBS US N 2 2048-02-25 Floating 3.49999920 N N N N N N STRUCTURED ASSET SECURITIES CORPORATION N/A 86359BBS9 36342.27000000 PA USD 36489.13000000 0.000390133521 Long ABS-MBS US N 2 2033-12-25 Floating 2.20543200 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBX0 1800000.00000000 PA USD 1910258.75000000 0.020424054319 Long DBT CORP US N 2 2030-01-31 Fixed 2.80000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AT3 2945000.00000000 PA USD 3180784.47000000 0.034008227835 Long DBT NUSS JP N 2 2023-11-26 Fixed 4.40000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2G8 1450000.00000000 PA USD 1578128.77000000 0.016872995724 Long DBT NUSS FR N 2 2025-01-10 Fixed 4.70500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HPMS3 425580.95000000 PA USD 456818.55000000 0.004884200572 Long DBT USGA US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36291TZU5 4676.21000000 PA USD 5224.75000000 0.000055861844 Long DBT USGA US N 2 2035-07-15 Fixed 6.50000000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BH0 1865000.00000000 PA USD 2319972.57000000 0.024804621776 Long DBT CORP US N 2 2040-04-01 Fixed 4.25000000 N N N N N N SKY LIMITED 2138003TS48MQKF4BZ29 111013AL2 2045000.00000000 PA USD 2229520.35000000 0.023837527107 Long DBT NUSS GB N 2 2024-09-16 Fixed 3.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 10000.00000000 PA USD 10470.79000000 0.000111951317 Long DBT CORP US N 2 2031-01-22 Fixed 2.69900000 N N N N N N Government National Mortgage Association N/A 36209YFQ6 2679.50000000 PA USD 3123.68000000 0.000033397679 Long DBT USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17322YAF7 880000.00000000 PA USD 951520.59000000 0.010173442847 Long ABS-MBS US N 2 2047-10-10 Fixed 4.01700000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBZ5 300000.00000000 PA USD 333666.94000000 0.003567491423 Long DBT CORP US N 2 2060-01-31 Fixed 3.95000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAF9 605000.00000000 PA USD 625199.46000000 0.006684491162 Long DBT CORP US N 2 2025-02-01 Fixed 2.30000000 N N N N N N Government National Mortgage Association N/A 38381XEZ5 492876.06000000 PA USD 514824.32000000 0.005504385139 Long DBT USGA US N 2 2049-07-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36200NBQ3 28923.14000000 PA USD 34379.70000000 0.000367579973 Long DBT USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBK5 1010000.00000000 PA USD 1174948.29000000 0.012562281260 Long DBT NUSS GB N 2 2028-05-30 Fixed 4.37500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 5749000.00000000 PA USD 5771853.94000000 0.061711356325 Long DBT CORP US N 2 2027-07-20 Fixed 1.51200000 N N N N N N BBCMS TRUST N/A 05547HAA9 754890.44000000 PA USD 803062.94000000 0.008586167244 Long ABS-MBS US N 2 2035-08-10 Fixed 3.31200000 N N N N N N BPCE S.A. 9695005MSX1OYEMGDF46 05578QAB9 1550000.00000000 PA USD 1723174.06000000 0.018423787145 Long DBT NUSS FR N 2 2024-07-21 Fixed 5.15000000 N N N N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809HAD9 2000000.00000000 PA USD 2495655.28000000 0.026682981560 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 35564KDB2 980000.00000000 PA USD 1002357.23000000 0.010716976699 Long DBT USGA US Y 2 2033-08-25 Floating 2.35000080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9U92 710737.47000000 PA USD 758083.10000000 0.008105252973 Long DBT USGA US N 2 2033-09-01 Fixed 4.00000000 N N N N N N MERCURY GENERAL CORPORATION 5493001Q9EXPCEL4W527 589400AB6 1720000.00000000 PA USD 1950317.31000000 0.020852351379 Long DBT CORP US N 2 2027-03-15 Fixed 4.40000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23329PAG5 2000000.00000000 PA USD 2011331.98000000 0.021504706424 Long DBT NUSS NO N 2 2027-05-25 Fixed 1.53500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FLFG6 412922.77000000 PA USD 38839.08000000 0.000415258655 Long DBT USGA US N 2 2041-11-25 Fixed 3.50000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBB0 480000.00000000 PA USD 519437.28000000 0.005553705864 Long DBT CORP GB N 2 2027-08-15 Fixed 3.55700000 N N N N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759AX8 4370000.00000000 PA USD 4162500.73000000 0.044504515953 Long DBT CORP US N 2 2031-02-15 Fixed 1.45000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAU2 170000.00000000 PA USD 237430.14000000 0.002538549333 Long DBT CORP US N 2 2039-06-15 Fixed 6.75000000 N N N N N N N/A N/A N/A -1607.00000000 NC USD -401046937.50000000 -4.28790311063 N/A DO US N 1 90DAY EURO$ FUTR DEC21 N/A MORGAN STANLEY & CO, INC N/A Short Interest Rate Futures 3M -- 90 Day EuroDollar Future (Consolidated) Dec 2021 2021-12-16 -400840303.34000000 USD -206634.16000000 N N N Government National Mortgage Association N/A 3617B0CT0 226048.31000000 PA USD 243415.53000000 0.002602543768 Long DBT USGA US N 2 2047-09-15 Fixed 4.00000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAC6 560000.00000000 PA USD 605666.32000000 0.006475647248 Long DBT NUSS NO N 2 2049-11-18 Fixed 3.25000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BG1 4055000.00000000 PA USD 4364547.51000000 0.046664754408 Long DBT CORP US N 2 2050-05-15 Fixed 3.30000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RJX1 1200000.00000000 PA USD 1251792.00000000 0.013383876820 Long DBT CORP US N 2 2027-06-01 Fixed 2.30000000 N N N N N N Deutsche Bank AG (New York Branch) N/A 251526CJ6 1948000.00000000 PA USD 1948770.80000000 0.020835816444 Long DBT NUSS DE N 2 2024-05-28 Fixed 0.89800000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CD5 720000.00000000 PA USD 757840.48000000 0.008102658935 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N Government National Mortgage Association 2 N/A 36179Q6N6 412458.23000000 PA USD 436939.88000000 0.004671662330 Long DBT USGA US N 2 2045-03-20 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SP4 37350000.00000000 PA USD 32669578.13000000 0.349295737202 Long DBT UST US N 1 2050-08-15 Fixed 1.37500000 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59982HAC4 1083659.96000000 PA USD 1089219.57000000 0.011645689184 Long ABS-MBS US Y 2 2060-11-25 Floating 1.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412MPQ5 28550.84000000 PA USD 32076.60000000 0.000342955749 Long DBT USGA US N 2 2038-04-01 Fixed 6.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HRX0 1000000.00000000 PA USD 1100224.62000000 0.011763352688 Long DBT CORP US N 2 2027-12-01 Fixed 3.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DWU9 219227.71000000 PA USD 254318.44000000 0.002719115215 Long DBT USGA US N 2 2036-11-01 Fixed 5.50000000 N N N N N N MORGAN STANLEY ABS CAPITAL I, INC. N/A 61744CQA7 147637.16000000 PA USD 153585.20000000 0.001642098206 Long ABS-MBS US N 2 2035-03-25 Floating 1.01437920 N N N N N N ILFC E-CAPITAL TRUST II N/A 44965UAA2 1200000.00000000 PA USD 1014000.00000000 0.010841458561 Long DBT CORP US Y 2 2065-12-21 Floating 3.31999920 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAJ3 680000.00000000 PA USD 810995.02000000 0.008670975249 Long DBT CORP US N 2 2060-04-01 Fixed 3.70000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BJ7 155000.00000000 PA USD 157416.03000000 0.001683056574 Long DBT NUSS GB N 2 2023-03-13 Fixed 3.26200000 N N N N N N Government National Mortgage Association N/A 36212M6G9 17531.07000000 PA USD 19947.88000000 0.000213278219 Long DBT USGA US N 2 2031-11-15 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ACNQ7 87828.10000000 PA USD 91726.93000000 0.000980723580 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N VMWARE, INC. 549300BUDHS3LRWBE814 928563AJ4 3072000.00000000 PA USD 3068150.66000000 0.032803972624 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BD3 2530000.00000000 PA USD 2741795.61000000 0.029314658274 Long DBT CORP US N 2 2024-10-01 Fixed 3.85000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAR0 325000.00000000 PA USD 395249.48000000 0.004225918006 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5K2 1180361.99000000 PA USD 1296895.90000000 0.013866117513 Long DBT USGA US N 2 2048-11-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LRUQ9 299711.53000000 PA USD 313372.08000000 0.003350503372 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N GE CAPITAL FUNDING, LLC 549300XAGH9TOLX5XM67 36166NAJ2 1335000.00000000 PA USD 1563881.42000000 0.016720666282 Long DBT CORP US N 2 2030-05-15 Fixed 4.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CUA0 2994224.13000000 PA USD 3187976.81000000 0.034085126707 Long DBT USGA US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A65W0 30193.95000000 PA USD 28721.42000000 0.000307082923 Long DBT USGA US N 2 2042-03-25 None 0.00000000 N N N N N N BMW US CAPITAL, LLC KK5MZM9DIXLXZL9DZL15 05565EAL9 180000.00000000 PA USD 180111.07000000 0.001925706806 Long DBT CORP DE N 2 2021-09-15 Fixed 1.85000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833AS9 350000.00000000 PA USD 377527.50000000 0.004036438606 Long DBT CORP US N 2 2024-05-06 Fixed 3.45000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AT7 1860000.00000000 PA USD 2312349.51000000 0.024723117744 Long DBT CORP BE N 2 2050-06-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BYV2 951603.58000000 PA USD 1004684.39000000 0.010741858167 Long DBT USGA US N 2 2036-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QLCV6 4745700.06000000 PA USD 5030660.22000000 0.053786680781 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMT62 395150.90000000 PA USD 402250.00000000 0.004300765982 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179TLS2 5250195.50000000 PA USD 5568920.43000000 0.059541637154 Long DBT USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N BRK: JP MORGAN CHASE BANK N/A N/A 4691000.00000000 NC USD -116070.20000000 -0.00124099631 N/A DIR XX N 2 BRK: JP MORGAN CHASE BANK N/A Y 2047-02-15 0.00000000 USD -156960.43000000 USD -4691000.00000000 USD 40890.23000000 N N N Government National Mortgage Association 2 N/A 36225DCE2 4901.23000000 PA USD 5106.76000000 0.000054600322 Long DBT USGA US N 2 2034-07-20 Floating 2.25000000 N N N N N N Government National Mortgage Association N/A 36210TF35 1690.69000000 PA USD 1890.18000000 0.000020209376 Long DBT USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N BOSTON PROPERTIES LIMITED PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBC7 125000.00000000 PA USD 131237.47000000 0.001403161334 Long DBT CORP US N 2 2030-03-15 Fixed 2.90000000 N N N N N N Government National Mortgage Association N/A 38382NT31 988135.85000000 PA USD 188603.81000000 0.002016509261 Long DBT USGA US N 2 2051-02-20 Fixed 2.50000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582CH3 930000.00000000 PA USD 1006089.55000000 0.010756881820 Long DBT NUSS NL N 2 2050-04-06 Fixed 3.25000000 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 413875AS4 210000.00000000 PA USD 266420.76000000 0.002848510482 Long DBT CORP US N 2 2035-04-27 Fixed 4.85400000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 597433AC5 796000.00000000 PA USD 961066.92000000 0.010275510047 Long DBT NUSS GB N 2 2025-05-01 Fixed 7.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X0YX0 179822.21000000 PA USD 194810.69000000 0.002082871817 Long DBT USGA US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Appalachian Power Company 3SCHO1ABYYIG382BEI70 037735CV7 1600000.00000000 PA USD 1966764.94000000 0.021028205717 Long DBT CORP US N 2 2045-06-01 Fixed 4.45000000 N N N N N N FLAGSTAR MORTGAGE TRUST N/A 33851HAD5 448200.43000000 PA USD 449614.64000000 0.004807177996 Long ABS-MBS US N 2 2048-04-25 Floating 3.49999920 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573GAA0 1269251.70000000 PA USD 1272780.60000000 0.013608282182 Long ABS-MBS US Y 2 2065-05-25 Floating 1.21899960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A5LM6 253689.44000000 PA USD 51098.96000000 0.000546338518 Long DBT USGA US N 2 2042-04-25 Floating 6.41562120 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WMKZ6 75699.58000000 PA USD 81859.82000000 0.000875226672 Long DBT USGA US N 2 2047-04-01 Fixed 4.50000000 N N N N N N NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST N/A 63875DAA9 2085000.00000000 PA USD 2184542.90000000 0.023356638389 Long ABS-MBS US N 2 2038-12-15 Fixed 2.96600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417GUU8 27932.18000000 PA USD 31163.80000000 0.000333196298 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411W5Z6 6771.46000000 PA USD 7680.98000000 0.000082123300 Long DBT USGA US N 2 2037-04-01 Fixed 6.00000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAX1 1074000.00000000 PA USD 1191946.68000000 0.012744024200 Long DBT CORP US N 2 2024-09-15 Fixed 5.25000000 N N N N N N ALLEGHANY CORPORATION 549300DCJE6AYX159479 017175AF7 1170000.00000000 PA USD 1196690.43000000 0.012794743301 Long DBT CORP US N 2 2051-08-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A1WY4 1859904.78000000 PA USD 1964159.51000000 0.021000349049 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339UVJ6 633506.27000000 PA USD 664655.19000000 0.007106342899 Long DBT USGA US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134A4NT7 600000.00000000 PA USD 513499.60000000 0.005490221533 Long DBT USGA US N 2 2031-07-15 Fixed 0.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179TJ22 571827.80000000 PA USD 623175.93000000 0.006662856037 Long DBT USGA US N 2 2047-10-20 Fixed 5.00000000 N N N N N N MARATHON CLO LTD. N/A 56579AAC4 1000000.00000000 PA USD 999750.00000000 0.010689100786 Long ABS-CBDO CORP KY N 2 2032-04-15 Floating 2.12613120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JUDT8 757526.21000000 PA USD 813195.39000000 0.008694501107 Long DBT USGA US N 2 2049-06-01 Fixed 4.00000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RCQ5 610000.00000000 PA USD 624116.86000000 0.006672916247 Long ABS-MBS US N 2 2023-09-20 Fixed 3.07000000 N N N N N N Government National Mortgage Association N/A 38379FFB0 257380.38000000 PA USD 37208.30000000 0.000397822724 Long DBT USGA US N 2 2045-04-16 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KHVG8 4190737.65000000 PA USD 4382446.76000000 0.046856129139 Long DBT USGA US N 2 2050-04-01 Fixed 3.00000000 N N N N N N CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES N/A 12515BAE8 954000.00000000 PA USD 1024262.67000000 0.010951184707 Long ABS-MBS US N 2 2057-08-15 Fixed 2.91200000 N N N N N N Government National Mortgage Association 2 N/A 36179TXX8 1355443.85000000 PA USD 1463311.89000000 0.015645399623 Long DBT USGA US N 2 2048-05-20 Fixed 5.00000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DB8 3107000.00000000 PA USD 3499849.08000000 0.037419594450 Long DBT CORP US N 2 2024-07-01 Fixed 6.95000000 N N N N N N NETFLIX, INC. 549300Y7VHGU0I7CE873 64110LAY2 1378000.00000000 PA USD 1477905.00000000 0.015801425853 Long DBT CORP US N 2 2025-06-15 Fixed 3.62500000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAH3 2187000.00000000 PA USD 2696117.88000000 0.028826282320 Long DBT CORP BE N 2 2036-02-01 Fixed 4.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 35566CAA3 907295.29000000 PA USD 907625.45000000 0.009704125942 Long DBT USGA US Y 2 2050-12-25 Floating 0.95000040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394DEV8 259056.96000000 PA USD 297055.88000000 0.003176054253 Long DBT USGA US N 2 2035-04-25 Fixed 5.50000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FZ4 1735000.00000000 PA USD 2001860.04000000 0.021403434585 Long DBT CORP US N 2 2051-01-13 Fixed 3.60000000 N N N N N N Government National Mortgage Association 2 N/A 3617GGTU9 369647.08000000 PA USD 400033.61000000 0.004277068842 Long DBT USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687EB8 69000.00000000 PA USD 101793.99000000 0.001088358308 Long DBT CORP US N 2 2035-12-15 Fixed 6.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QC6R2 534841.49000000 PA USD 592820.05000000 0.006338297836 Long DBT USGA US N 2 2050-03-01 Fixed 4.50000000 N N N N N N N/A N/A 07335FAA5 894327.32000000 PA USD 894384.56000000 0.009562557342 Long ABS-MBS US N 2 2022-02-10 Floating 1.60999920 N N N N N N Saudi Arabian Oil Company 5586006WD91QHB7J4X50 80414L2H7 1810000.00000000 PA USD 1828100.00000000 0.019545631554 Long DBT NUSS SA N 2 2025-11-24 Fixed 1.62500000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AS9 970000.00000000 PA USD 1163364.42000000 0.012438429143 Long DBT CORP BE N 2 2040-06-01 Fixed 4.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F040693 1968801.00000000 PA USD 2109451.36000000 0.022553776634 Long DBT USGA US N 2 2039-09-14 Fixed 4.00000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAN8 1170000.00000000 PA USD 1172495.06000000 0.012536051880 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89114QCG1 1430000.00000000 PA USD 1440626.54000000 0.015402852994 Long DBT NUSS CA N 2 2023-06-12 Fixed 0.75000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638AU6 1070000.00000000 PA USD 1476610.70000000 0.015787587490 Long DBT NUSS PE N 2 2037-03-14 Fixed 6.55000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBP5 300000.00000000 PA USD 357102.79000000 0.003818062228 Long DBT CORP US N 2 2050-04-15 Fixed 3.70000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78445FAE5 1155000.00000000 PA USD 1158459.57000000 0.012385987597 Long ABS-MBS US N 2 2083-07-26 Floating 1.97525160 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95003DBJ6 715000.00000000 PA USD 737370.78000000 0.007883801534 Long ABS-MBS US N 2 2054-08-15 Fixed 2.34200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L1TN5 289416.68000000 PA USD 294725.00000000 0.003151133012 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36213BQ62 2460.68000000 PA USD 2510.78000000 0.000026844691 Long DBT USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418B6G6 1886940.11000000 PA USD 1988981.43000000 0.021265739401 Long DBT USGA US N 2 2046-07-01 Fixed 3.00000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RAY8 1401000.00000000 PA USD 1465455.16000000 0.015668314981 Long DBT NUSS FR N 2 2035-07-08 Fixed 3.65300000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 056054AA7 3543400.85000000 PA USD 3549086.95000000 0.037946034615 Long ABS-MBS US N 2 2036-10-15 Floating 1.01313000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JE8 3500000.00000000 PA USD 3498456.26000000 0.037404702734 Long DBT CORP US N 2 2022-06-16 Fixed 1.75000000 N N N N N N BANK OF AMERICA ALTERNATIVE LOAN TRUST N/A 059496AC3 59697.07000000 PA USD 59950.44000000 0.000640976539 Long ABS-MBS US N 2 2037-04-25 Floating 5.79564720 N N N N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 92553PAU6 279000.00000000 PA USD 385314.48000000 0.004119695234 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396WJ80 105368.69000000 PA USD 21676.51000000 0.000231760340 Long DBT USGA US N 2 2037-07-25 Floating 6.61561920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414KEZ9 2845.64000000 PA USD 2944.49000000 0.000031481820 Long DBT USGA US N 2 2038-02-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association N/A 36225BWZ7 11295.34000000 PA USD 13414.83000000 0.000143428326 Long DBT USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDY7 330000.00000000 PA USD 377314.81000000 0.004034164573 Long DBT CORP US N 2 2027-03-16 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B4GZ3 58004467.77000000 PA USD 94292.06000000 0.001008149370 Long DBT USGA US N 2 2023-05-25 Floating 0.19743120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31408F6R5 16077.09000000 PA USD 18503.40000000 0.000197834166 Long DBT USGA US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Teva Pharmaceutical Finance Company B.V. 549300Q840R30TDKVK53 88165FAF9 184000.00000000 PA USD 184460.00000000 0.001972204582 Long DBT NUSS IL N 2 2021-11-10 Fixed 3.65000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457BG4 130000.00000000 PA USD 130000.00000000 0.001389930584 Long DBT CORP US N 2 2021-09-01 Fixed 7.87500000 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AH6 400000.00000000 PA USD 423865.22000000 0.004531871024 Long DBT CORP US N 2 2025-03-27 Fixed 2.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5QJ5 193461.18000000 PA USD 216297.81000000 0.002312607242 Long DBT USGA US N 2 2044-10-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F032690 6720199.00000000 PA USD 7109235.49000000 0.076010337248 Long DBT USGA US N 2 2040-09-01 Fixed 3.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDY5 570000.00000000 PA USD 585887.81000000 0.006264179895 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CG5 859000.00000000 PA USD 804568.05000000 0.008602259540 Long DBT CORP US N 2 2051-03-15 Fixed 2.37500000 N N N N N N Government National Mortgage Association 2 N/A 36202FLS3 16616.17000000 PA USD 19445.14000000 0.000207903037 Long DBT USGA US N 2 2040-10-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B26P0 780139.81000000 PA USD 809113.42000000 0.008650857608 Long DBT USGA US N 2 2043-05-15 Fixed 1.75000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AF6 839000.00000000 PA USD 909242.76000000 0.009721417855 Long DBT CORP US N 2 2023-11-01 Fixed 5.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397QHL5 63907.06000000 PA USD 73097.78000000 0.000781544923 Long DBT USGA US N 2 2051-02-25 Floating 5.84910720 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BY1 790000.00000000 PA USD 804535.45000000 0.008601910988 Long DBT CORP US N 2 2028-05-12 Fixed 1.65000000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46627QBE7 1701363.32000000 PA USD 105.82000000 0.000001131403 Long DBT USGA US N 2 2043-06-12 Floating 0.38121480 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L13J2 197417.89000000 PA USD 200297.95000000 0.002141540359 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBU1 1030000.00000000 PA USD 1360685.63000000 0.014548142872 Long DBT CORP BE N 2 2039-01-23 Fixed 5.45000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449GAB5 748930.71000000 PA USD 767110.18000000 0.008201768470 Long ABS-MBS US N 2 2032-02-17 Fixed 2.43000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 96950FAP9 450000.00000000 PA USD 548990.04000000 0.005869677287 Long DBT CORP US N 2 2045-01-15 Fixed 4.90000000 N N N N N N BERRY GLOBAL, INC. 549300AP2Q7ERHX6RI89 085770AA3 700000.00000000 PA USD 738185.00000000 0.007892506990 Long DBT CORP US N 2 2026-07-15 Fixed 4.87500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967JT9 2040000.00000000 PA USD 2269452.69000000 0.024264474651 Long DBT CORP US N 2 2025-06-10 Fixed 4.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAJ0 12255000.00000000 PA USD 12073568.52000000 0.129087862722 Long SN UST US N 2 2025-08-31 Fixed 0.25000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CA2 1610000.00000000 PA USD 1800995.27000000 0.019255833914 Long DBT NUSS ID N 2 2027-07-18 Fixed 3.85000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942EAA6 1315000.00000000 PA USD 1315793.08000000 0.014068161886 Long ABS-MBS US Y 2 2069-12-16 Fixed 0.97000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EK7G4 130418.62000000 PA USD 133837.05000000 0.001430955455 Long DBT USGA US N 2 2023-04-01 Floating 2.69799840 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AG5 135000.00000000 PA USD 150826.82000000 0.001612606231 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8W67 77943.39000000 PA USD 89485.87000000 0.000956762674 Long DBT USGA US N 2 2039-09-01 Fixed 6.50000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBP9 500000.00000000 PA USD 567998.83000000 0.006072914968 Long DBT CORP GB N 2 2027-04-02 Fixed 4.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K4E71 400094.39000000 PA USD 425866.23000000 0.004553265370 Long DBT USGA US N 2 2049-11-01 Fixed 3.50000000 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411BE4 990000.00000000 PA USD 1068200.10000000 0.011420953766 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CD2 800000.00000000 PA USD 890178.32000000 0.009517585176 Long DBT CORP US N 2 2050-04-15 Fixed 3.35000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468G7 70000.00000000 PA USD 81600.99000000 0.000872459321 Long DBT CORP US N 2 2030-01-23 Fixed 4.43100000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMC3 3761000.00000000 PA USD 3863318.68000000 0.041305729171 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXNS7 1570988.52000000 PA USD 1788933.28000000 0.019126869846 Long DBT USGA US N 2 2059-08-01 Fixed 4.00000000 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AM5 20000.00000000 PA USD 22995.17000000 0.000245859154 Long DBT CORP US N 2 2050-03-27 Fixed 3.37500000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CW3 521000.00000000 PA USD 707625.09000000 0.007565767347 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAQ4 520000.00000000 PA USD 655334.67000000 0.007006690008 Long DBT CORP US N 2 2048-03-01 Fixed 5.20000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFD1 1330000.00000000 PA USD 1543689.04000000 0.016504773924 Long DBT CORP US N 2 2050-03-22 Fixed 4.00000000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AF7 365000.00000000 PA USD 417528.80000000 0.004464123455 Long DBT CORP US N 2 2024-02-01 Fixed 6.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1Z72 1903512.23000000 PA USD 1981456.49000000 0.021185284445 Long DBT USGA US N 2 2048-06-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F050692 4830000.00000000 PA USD 5294510.18000000 0.056607704852 Long DBT USGA US N 2 2038-09-01 Fixed 5.00000000 N N N N N N LYB INTERNATIONAL FINANCE III, LLC N/A 50249AAH6 2313000.00000000 PA USD 2445505.34000000 0.026146789749 Long DBT CORP US N 2 2040-10-01 Fixed 3.37500000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BH0 50000.00000000 PA USD 62197.66000000 0.000665003307 Long DBT CORP US N 2 2040-04-01 Fixed 4.25000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AJ8 2330000.00000000 PA USD 2612174.65000000 0.027928780299 Long DBT CORP US N 2 2025-06-01 Fixed 5.25000000 N N N N N N TRITON CONTAINER INTERNATIONAL LIMITED 549300O4LZFLCX53XZ54 89680YAA3 1490000.00000000 PA USD 1503296.76000000 0.016072908806 Long DBT NUSS BM N 2 2026-04-15 Fixed 2.05000000 N N N N N N CSMC TRUST N/A 12649AAC3 3530000.00000000 PA USD 3807439.64000000 0.040708283119 Long ABS-MBS US N 2 2037-09-15 Fixed 3.95300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413CUH0 1147.89000000 PA USD 1289.15000000 0.000013783300 Long DBT USGA US N 2 2037-06-01 Fixed 6.00000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78442GHH2 3228435.54000000 PA USD 3230337.09000000 0.034538033236 Long ABS-MBS US N 2 2033-12-15 Floating 1.31888160 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCL3 36929000.00000000 PA USD 36923229.84000000 0.394774818809 Long SN UST US N 1 2024-07-15 Fixed 0.37500000 N N N N N N Ressources Teck Limitee T8KI5SQ2JRWHL7XY0E11 878742BG9 685000.00000000 PA USD 746649.47000000 0.007983007188 Long DBT NUSS CA N 2 2030-07-15 Fixed 3.90000000 N N N N N N Government National Mortgage Association 2 N/A 3617K1Y72 194269.81000000 PA USD 208925.99000000 0.002233789411 Long DBT USGA US N 2 2049-10-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179TUB9 495419.33000000 PA USD 525891.51000000 0.005622713031 Long DBT USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AN8 1570000.00000000 PA USD 1736645.61000000 0.018567821910 Long DBT CORP AU N 2 2027-03-27 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179UEA6 679441.58000000 PA USD 722876.33000000 0.007728830154 Long DBT USGA US N 2 2048-10-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128HXMV4 2436678.48000000 PA USD 2556868.65000000 0.027337461061 Long DBT USGA US N 2 2042-07-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJ5H7 162499.68000000 PA USD 174445.33000000 0.001865129996 Long DBT USGA US N 2 2047-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5MX8 71827.27000000 PA USD 78296.75000000 0.000837131134 Long DBT USGA US N 2 2048-09-01 Fixed 4.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -12250.84000000 -0.00013098320 N/A DFE US N 2 U.S. DOLLARS N/A CITIGROUP GLOBAL MARKETS N/A 9708938.62000000 CNY 1486342.62000000 USD 2021-10-19 -12250.84000000 N N N SPIRIT REALTY, L.P. 549300GTBVIBJRX5BW73 84861TAC2 97000.00000000 PA USD 109256.61000000 0.001168146952 Long DBT CORP US N 2 2026-09-15 Fixed 4.45000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFU8 2660000.00000000 PA USD 3000259.30000000 0.032078093565 Long DBT CORP US N 2 2026-03-03 Fixed 4.45000000 N N N N N N Government National Mortgage Association 2 N/A 36202FMC7 23737.74000000 PA USD 26815.62000000 0.000286706541 Long DBT USGA US N 2 2040-11-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D3M2 11223035.58000000 PA USD 11620665.93000000 0.124245530709 Long DBT USGA US N 2 2036-08-01 Fixed 2.00000000 N N N N N N BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 549300BLFX3KJ2IFOA78 10921U2A5 2965000.00000000 PA USD 2988629.18000000 0.031953746953 Long DBT CORP US N 2 2024-04-12 Fixed 1.00000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBG4 1890000.00000000 PA USD 1868411.89000000 0.019976637161 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F9CW9 669525.37000000 PA USD 90843.21000000 0.000971275046 Long DBT USGA US N 2 2051-02-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9VM0 832089.30000000 PA USD 910500.00000000 0.009734859980 Long DBT USGA US N 2 2048-12-01 Fixed 4.50000000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G4B7 202000.00000000 PA USD 305701.83000000 0.003268494795 Long DBT CORP US N 2 2039-01-10 Fixed 6.87500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBE4 3620000.00000000 PA USD 4067740.93000000 0.043491365613 Long DBT CORP US N 2 2035-05-15 Fixed 3.90000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650AQ3 614818.71000000 PA USD 673037.42000000 0.007195963806 Long DBT CORP US Y 2 2026-01-10 Fixed 5.78900000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159JAA4 497000.00000000 PA USD 507545.75000000 0.005426564316 Long DBT CORP US N 2 2022-07-15 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B4KB3 560000.00000000 PA USD 628330.58000000 0.006717968388 Long DBT USGA US N 2 2029-02-25 Fixed 3.27300000 N N N N N N BRK: MORGAN STANLEY N/A N/A 4754000.00000000 NC USD 78982.02000000 0.000844457886 N/A DIR XX N 2 BRK: MORGAN STANLEY N/A Y 2047-02-15 25456.27000000 USD 0.00000000 USD -4754000.00000000 USD 53525.75000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKT82 1801608.01000000 PA USD 1889648.97000000 0.020203699215 Long DBT USGA US N 2 2050-12-01 Fixed 2.50000000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142DP5 175000.00000000 PA USD 186830.73000000 0.001997551890 Long DBT CORP US N 2 2024-04-22 Fixed 3.30000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGB4 2185000.00000000 PA USD 2374002.67000000 0.025382299380 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N N CWABS ASSET-BACKED CERTIFICATES TRUST N/A 12666UAC7 5720.13000000 PA USD 5738.83000000 0.000061358271 Long ABS-MBS US N 2 2046-10-25 Floating 5.68900080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BATZ7 5482688.11000000 PA USD 5581883.64000000 0.059680236862 Long DBT USGA US N 2 2050-07-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179TZ65 851284.64000000 PA USD 912920.13000000 0.009760735463 Long DBT USGA US N 2 2048-06-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WRXK1 27353.30000000 PA USD 30397.03000000 0.000324998166 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 12433AAA7 4166448.90000000 PA USD 4174287.24000000 0.044630534651 Long ABS-MBS US Y 2 2032-11-15 Floating 1.09599840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J8D67 49979.67000000 PA USD 54114.22000000 0.000578576995 Long DBT USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZF0 4087619.45000000 PA USD 4338693.05000000 0.046388324372 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGJ7 2080000.00000000 PA USD 2148520.07000000 0.022971490441 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N APOLLO MANAGEMENT HOLDINGS, L.P. 5493006XQW0V5K38YM64 03765HAB7 1015000.00000000 PA USD 1153623.47000000 0.012334281110 Long DBT CORP US N 2 2026-05-27 Fixed 4.40000000 N N N N N N RBS COMMERCIAL FUNDING INC TRUST N/A 74932QAA8 670000.00000000 PA USD 708582.96000000 0.007576008676 Long ABS-MBS US N 2 2032-01-15 Floating 3.96138600 N N N N N N Government National Mortgage Association N/A 36202UA94 141.07000000 PA USD 157.88000000 0.000001688017 Long DBT USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AU2 2260000.00000000 PA USD 2357356.87000000 0.025204326253 Long DBT NUSS CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JW5F3 385981.80000000 PA USD 404648.79000000 0.004326413302 Long DBT USGA US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AJLF1 23080255.43000000 PA USD 95589.19000000 0.001022017990 Long DBT USGA US N 2 2024-01-25 Floating 0.10499760 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FY4 210000.00000000 PA USD 243766.01000000 0.002606291021 Long DBT CORP US N 2 2050-04-01 Fixed 3.95000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971M4P4 1670000.00000000 PA USD 2264299.89000000 0.024209382079 Long DBT MUN US N 2 2037-08-01 Fixed 5.50800000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449TAB7 4673921.42000000 PA USD 4895775.18000000 0.052344520454 Long ABS-MBS US N 2 2036-07-15 Fixed 3.44000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDZ2 660000.00000000 PA USD 683174.18000000 0.007304343750 Long DBT CORP US N 2 2050-05-15 Fixed 2.90000000 N N N N N N Government National Mortgage Association 2 N/A 3617HCQV8 109444.60000000 PA USD 118299.96000000 0.001264836404 Long DBT USGA US N 2 2048-07-20 Fixed 5.00000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBF1 1200000.00000000 PA USD 1286147.86000000 0.013751201901 Long DBT CORP GB N 2 2047-08-15 Fixed 4.54000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJFE8 95992.32000000 PA USD 100441.42000000 0.001073896935 Long DBT USGA US N 2 2051-03-01 Fixed 2.50000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAB0 240000.00000000 PA USD 257771.09000000 0.002756030168 Long DBT CORP US N 2 2024-04-01 Fixed 3.37500000 N N N N N N BRK: GOLDMAN SACHS BANK USA INC ( PA N/A N/A 4144000.00000000 NC USD 428313.17000000 0.004579427498 N/A DIR XX N 2 BRK: GOLDMAN SACHS BANK USA INC ( PA N/A Y 2047-02-15 22114.97000000 USD 0.00000000 USD -4144000.00000000 USD 406198.20000000 N N N AT&T INC. 549300Z40J86GGSTL398 04650NAB0 80000.00000000 PA USD 103768.16000000 0.001109465687 Long DBT CORP US N 2 2040-09-01 Fixed 5.35000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJW0 1670000.00000000 PA USD 1800613.59000000 0.019251753078 Long DBT CORP US N 2 2042-04-22 Fixed 3.31100000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAD3 185000.00000000 PA USD 202840.65000000 0.002168726332 Long DBT NUSS IE N 2 2024-05-15 Fixed 5.25000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89173UAF4 1860000.00000000 PA USD 1985967.38000000 0.021233513861 Long ABS-MBS US N 2 2057-06-25 Floating 3.45894840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F5QW6 12909.02000000 PA USD 13693.08000000 0.000146403313 Long DBT USGA US N 2 2046-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TTNH0 88924.54000000 PA USD 100448.85000000 0.001073976375 Long DBT USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JASV8 37195.85000000 PA USD 41859.90000000 0.000447556579 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N WISCONSIN ELECTRIC POWER COMPANY AENKIFMULUAWOUU8Q584 976656CM8 670000.00000000 PA USD 671443.07000000 0.007178917376 Long DBT CORP US N 2 2028-06-15 Fixed 1.70000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCJ8 94265000.00000000 PA USD 94787876.64000000 1.013450529329 Long SN UST US N 1 2026-06-30 Fixed 0.87500000 N N N N N N N/A N/A N/A 1070.00000000 NC USD 264918625.00000000 2.832449995215 N/A DO US N 1 CITIGROUP GLOBAL MARKETS N/A 90DAY EURO$ FUTR DEC23 N/A Long Interest Rate Futures 3M -- 90 Day EuroDollar Future (Consolidated) Dec 2023 2023-12-21 264667709.50000000 USD 250915.50000000 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 1950000.00000000 PA USD 2073567.25000000 0.022170111849 Long DBT CORP US N 2 2030-10-30 Fixed 2.87900000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BK0 920000.00000000 PA USD 1126905.52000000 0.012048618834 Long DBT CORP US N 2 2050-04-15 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QDL44 1998135.97000000 PA USD 2149639.33000000 0.022983457316 Long DBT USGA US N 2 2050-05-01 Fixed 3.50000000 N N N N N N QVC, INC. 549300WBLU5NKPX5X472 747262AS2 735000.00000000 PA USD 799128.75000000 0.008544103775 Long DBT CORP US N 2 2024-04-01 Fixed 4.85000000 N N N N N N BANC OF AMERICA FUNDING CORPORATION N/A 05946XLS0 23548.53000000 PA USD 24457.33000000 0.000261492238 Long ABS-MBS US N 2 2034-12-20 Floating 3.23351280 N N N N N N BANC OF AMERICA FUNDING CORPORATION N/A 05950MAE0 260264.19000000 PA USD 260337.64000000 0.002783471140 Long ABS-MBS US N 2 2036-07-20 Floating 0.66837960 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAD3 1130000.00000000 PA USD 1210082.91000000 0.012937932667 Long DBT CORP US N 2 2023-08-08 Fixed 4.20000000 N N N N N N MACQUARIE GROUP LIMITED ACMHD8HWFMFUIQQ8Y590 55608JAR9 2395000.00000000 PA USD 2387325.51000000 0.025524744171 Long DBT NUSS AU N 2 2027-01-12 Fixed 1.34000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9ZA4 3339602.72000000 PA USD 3701559.42000000 0.039576235764 Long DBT USGA US N 2 2048-10-01 Fixed 4.50000000 N N N N N N COMM MORTGAGE TRUST N/A 12591KAH8 190000.00000000 PA USD 200221.72000000 0.002140725325 Long ABS-MBS US N 2 2046-10-10 Fixed 4.76200000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KG5 625000.00000000 PA USD 690958.43000000 0.007387571190 Long DBT CORP US N 2 2026-01-12 Fixed 3.70000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXH2 6330000.00000000 PA USD 7137167.42000000 0.076308979123 Long DBT CORP US N 2 2030-03-15 Fixed 3.80000000 N N N N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 760942BA9 2630000.00000000 PA USD 3503002.20000000 0.037453306896 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N AAMES MORTGAGE TRUST N/A 00253CHQ3 19580.46000000 PA USD 19797.56000000 0.000211671031 Long ABS-MBS US N 2 2032-06-25 Fixed 7.39600000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BT0 265000.00000000 PA USD 309498.96000000 0.003309092849 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N METROPOLITAN EDISON COMPANY N/A 591894BY5 5050000.00000000 PA USD 5231539.02000000 0.055934431458 Long DBT CORP US N 2 2023-03-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F9WR2 1476236.01000000 PA USD 1579382.76000000 0.016886403102 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKDE5 783461.34000000 PA USD 833269.87000000 0.008909132905 Long DBT USGA US N 2 2041-04-01 Fixed 2.50000000 N N N N N N BRAZOS EDUCATION LOAN AUTHORITY, INC. N/A 10620WAA6 1278281.15000000 PA USD 1269545.25000000 0.013573690552 Long ABS-MBS US N 2 2035-12-26 Floating 0.78437880 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 1670000.00000000 PA USD 2210522.77000000 0.023634409280 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N EQUINIX, INC. 549300EVUN2BTLJ3GT74 29444UBM7 1895000.00000000 PA USD 1829726.27000000 0.019563019265 Long DBT CORP US N 2 2051-09-15 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K4Z29 256157.67000000 PA USD 274567.85000000 0.002935617325 Long DBT USGA US N 2 2049-12-01 Fixed 4.00000000 N N N N N N United States of America N/A N/A -692.00000000 NC USD -112774375.00000000 -1.20575809997 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A US LONG BOND(CBT) DEC21 N/A Short U.S. Treasury Futures US Long Bond (CBT) Dec 2021 2021-12-24 -113670826.40000000 USD 896451.40000000 N N N United States of America 254900HROIFWPRGM1V77 912810SU3 28000000.00000000 PA USD 27641250.00000000 0.295533990598 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N BRK: NOMURA GLOBAL FINANCIAL PRODUCTS N/A N/A 19506000.00000000 NC USD 220372.96000000 0.002356177824 N/A DIR XX N 2 BRK: NOMURA GLOBAL FINANCIAL PRODUCTS N/A Y 2047-02-15 151711.60000000 USD 0.00000000 USD -19506000.00000000 USD 68661.36000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L3G88 386735.46000000 PA USD 392996.85000000 0.004201833396 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N US Airways Pass Through Certificates, Series 2012-2: Class C N/A 90345WAD6 2617625.05000000 PA USD 2642668.13000000 0.028254809687 Long DBT CORP US N 2 2025-06-03 Fixed 4.62500000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAT9 1140000.00000000 PA USD 1236264.24000000 0.013217857523 Long DBT CORP US N 2 2026-03-01 Fixed 3.04300000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36252RAM1 2005000.00000000 PA USD 2140415.70000000 0.022884840351 Long ABS-MBS US N 2 2047-01-10 Fixed 4.07400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407YQ28 24185.44000000 PA USD 24337.83000000 0.000260214571 Long DBT USGA US N 2 2035-12-01 Floating 1.99400040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBTX0 6623645.34000000 PA USD 1153815.84000000 0.012336337886 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131Y0TL6 377703.90000000 PA USD 412707.73000000 0.004412577665 Long DBT USGA US N 2 2048-03-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MZT2 71583.84000000 PA USD 87452.26000000 0.000935019776 Long DBT USGA US N 2 2039-01-01 Fixed 7.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJZ3 9070000.00000000 PA USD 9200390.23000000 0.098368490561 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 925524AX8 1175000.00000000 PA USD 1693506.53000000 0.018106588628 Long DBT CORP US N 2 2036-04-30 Fixed 6.87500000 N N N N N N ECOPETROL S.A. 254900IDGKCJICKBPA66 279158AK5 167000.00000000 PA USD 174932.50000000 0.001870338707 Long DBT NUSS CO N 2 2025-01-16 Fixed 4.12500000 N N N N N N CREDIT AGRICOLE S.A. LONDON BRANCH N/A 22535WAG2 630000.00000000 PA USD 644832.85000000 0.006894406925 Long DBT NUSS FR N 2 2026-06-16 Fixed 1.90700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X6V93 61988.25000000 PA USD 68947.74000000 0.000737173635 Long DBT USGA US N 2 2043-10-01 Fixed 4.50000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61692CBE7 489000.00000000 PA USD 507777.50000000 0.005429042134 Long ABS-MBS US N 2 2054-06-15 Fixed 2.44400000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HAN0 738717.89000000 PA USD 740867.56000000 0.007921188315 Long ABS-MBS US N 2 2028-01-25 Fixed 0.99100000 N N N N N N Government National Mortgage Association N/A 36204E5M5 58.52000000 PA USD 65.33000000 0.000000698493 Long DBT USGA US N 2 2023-12-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179VQU7 315365.59000000 PA USD 332014.02000000 0.003549818776 Long DBT USGA US N 2 2050-07-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359GWX0 41031.53000000 PA USD 43428.44000000 0.000464327053 Long DBT USGA US N 2 2024-02-25 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179TLR4 3115546.95000000 PA USD 3282616.69000000 0.035096994889 Long DBT USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 001192AM5 1550000.00000000 PA USD 1679678.50000000 0.017958742460 Long DBT CORP US N 2 2026-06-15 Fixed 3.25000000 N N N N N N MERRILL LYNCH MORTGAGE TRUST N/A 59020ULR4 39478.57000000 PA USD 40094.46000000 0.000428680894 Long ABS-MBS US N 2 2034-08-25 Floating 2.62010160 N N N N N N Government National Mortgage Association N/A 36208QSN7 4727.47000000 PA USD 5282.02000000 0.000056474162 Long DBT USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179QT76 21560.76000000 PA USD 24290.15000000 0.000259704787 Long DBT USGA US N 2 2044-11-20 Fixed 5.00000000 N N N N N N DH Europe Finance II S.a r.l. 222100KDGL314CKTZ511 23291KAH8 1571000.00000000 PA USD 1654212.18000000 0.017686462329 Long DBT NUSS US N 2 2029-11-15 Fixed 2.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KXZX7 289915.67000000 PA USD 302283.42000000 0.003231945928 Long DBT USGA US N 2 2051-01-01 Fixed 2.50000000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44421MAA8 1995000.00000000 PA USD 2155881.39000000 0.023050196009 Long ABS-MBS US N 2 2041-12-10 Floating 3.04089480 N N N N N N BUNGE LIMITED FINANCE CORP. 549300QHC068L40NNM71 120568AZ3 3912000.00000000 PA USD 4346111.63000000 0.046467642150 Long DBT CORP US N 2 2027-09-25 Fixed 3.75000000 N N N N N N SCHLUMBERGER FINANCE CANADA LTD 549300P4EXZFF0LRNF59 80685XAC5 850000.00000000 PA USD 863242.33000000 0.009229591666 Long DBT NUSS US N 2 2025-09-17 Fixed 1.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828S50 5375000.00000000 PA USD 6354816.47000000 0.067944259789 Long DBT USGA US N 2 2051-02-15 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RF7 950000.00000000 PA USD 1556745.88000000 0.016644374703 Long DBT USGA US N 2 2044-02-15 Fixed 1.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418B6J0 1611427.72000000 PA USD 1699716.41000000 0.018172983259 Long DBT USGA US N 2 2036-07-01 Fixed 3.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RHJ4 515000.00000000 PA USD 597147.13000000 0.006384561997 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFK5 90000.00000000 PA USD 101108.17000000 0.001081025675 Long DBT CORP US N 2 2049-09-01 Fixed 3.62500000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAJ0 260000.00000000 PA USD 319361.95000000 0.003414545707 Long DBT CORP US N 2 2046-02-15 Fixed 5.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371LCR8 131.52000000 PA USD 141.82000000 0.000001516307 Long DBT USGA US N 2 2023-08-01 Fixed 4.50000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAQ3 449000.00000000 PA USD 568704.15000000 0.006080456090 Long DBT CORP US N 2 2048-04-01 Fixed 5.40000000 N N N N N N Government National Mortgage Association N/A 38378AMF5 35480.10000000 PA USD 6580.64000000 0.000070358713 Long DBT USGA US N 2 2041-11-16 Fixed 5.00000000 N N N N N N TRESTLES CLO LTD N/A 89532WAC3 6300000.00000000 PA USD 6296805.90000000 0.067324023901 Long ABS-CBDO CORP KY Y 2 2034-07-21 Floating 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QAB25 538571.89000000 PA USD 593809.15000000 0.006348873070 Long DBT USGA US N 2 2048-11-01 Fixed 5.00000000 N N N N N N OTIS WORLDWIDE CORPORATION 549300ZLBKR8VSU25153 68902VAH0 340000.00000000 PA USD 352258.48000000 0.003766267962 Long DBT CORP US N 2 2025-04-05 Fixed 2.05600000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBU8 2360000.00000000 PA USD 2517791.23000000 0.026919654129 Long DBT CORP US N 2 2027-04-01 Fixed 2.80000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 83208AAE3 1010000.00000000 PA USD 1022247.56000000 0.010929639606 Long ABS-MBS US Y 2 2053-01-15 Fixed 2.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K2FE4 5130.57000000 PA USD 5852.75000000 0.000062576278 Long DBT USGA US N 2 2036-01-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCU3 30575000.00000000 PA USD 30526032.30000000 0.326377430209 Long SN UST US N 2 2023-08-31 Fixed 0.12500000 N N N N N N Government National Mortgage Association N/A 36213RTE7 25143.52000000 PA USD 28152.89000000 0.000301004329 Long DBT USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N BOSTON PROPERTIES LIMITED PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBB9 1510000.00000000 PA USD 1656948.61000000 0.017715719619 Long DBT CORP US N 2 2029-06-21 Fixed 3.40000000 N N N N N N Government National Mortgage Association N/A 38382KQ97 1826841.08000000 PA USD 249995.53000000 0.002672895640 Long DBT USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N BRK: CITIGROUP GLOBAL MARKETS (PAS) N/A N/A 7490000.00000000 NC USD 1303580.16000000 0.013937584108 N/A DIR XX N 2 BRK: CITIGROUP GLOBAL MARKETS (PAS) N/A Y 2045-07-20 92386.50000000 USD 0.00000000 USD -7490000.00000000 USD 1211193.66000000 N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 26078JAC4 3605000.00000000 PA USD 4070863.91000000 0.043524755809 Long DBT CORP US N 2 2025-11-15 Fixed 4.49300000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449YAA8 3746336.37000000 PA USD 3756534.65000000 0.040164018484 Long ABS-MBS US Y 2 2051-07-17 Fixed 1.31000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJJ95 386710.02000000 PA USD 392239.14000000 0.004193732132 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VER1 528000.00000000 PA USD 616537.23000000 0.006591876558 Long DBT CORP US N 2 2028-09-21 Fixed 4.32900000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AC2 895000.00000000 PA USD 1000643.27000000 0.010698651426 Long DBT NUSS CH N 2 2028-01-09 Fixed 4.28200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JQTK9 7052.91000000 PA USD 7603.02000000 0.000081289769 Long DBT USGA US N 2 2049-09-01 Fixed 3.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 1855000.00000000 PA USD 2142998.06000000 0.022912450360 Long DBT NUSS GB N 2 2029-06-19 Fixed 4.58300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZU7 257681.29000000 PA USD 281436.06000000 0.003009050672 Long DBT USGA US N 2 2047-03-01 Fixed 4.50000000 N N N N N N KGS-ALPHA SBA COOF TRUST N/A 48249GAA2 163198.91000000 PA USD 13307.24000000 0.000142277999 Long DBT USGA US N 2 2040-04-25 Floating 3.73637520 N N N N N N AUTONATION, INC. N/A 05329WAR3 1156000.00000000 PA USD 1149278.65000000 0.012287827277 Long DBT CORP US N 2 2028-08-01 Fixed 1.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L0FH5 197608.96000000 PA USD 200675.37000000 0.002145575649 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406HCS6 150000.00000000 PA USD 161179.90000000 0.001723299020 Long DBT CORP US N 2 2024-02-04 Fixed 3.65000000 N N N N N N CANADIAN DOLLAR N/A N/A 1.00000000 NC -102983.79000000 -0.00110107938 N/A DFE CA N 2 CITIGROUP GLOBAL MARKETS N/A CANADIAN DOLLAR N/A 5848556.23000000 USD 7260000.00000000 CAD 2021-10-19 -102983.79000000 N N N CSMC TRUST N/A 12656TAA6 1012066.61000000 PA USD 1033214.35000000 0.011046894044 Long ABS-MBS US Y 2 2060-01-25 Floating 2.00000160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K7MK6 394085.21000000 PA USD 415513.35000000 0.004442574719 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 1840000.00000000 PA USD 1756776.80000000 0.018783060038 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBH3 360000.00000000 PA USD 429981.85000000 0.004597268647 Long DBT CORP US N 2 2033-01-15 Fixed 4.25000000 N N N N N N CINTAS CORPORATION NO. 2 549300QVUQTTKMTE0G41 17252MAM2 610000.00000000 PA USD 618060.38000000 0.006608161734 Long DBT CORP US N 2 2022-04-01 Fixed 2.90000000 N N N N N N N/A N/A 010DTP431 -306.00000000 NC USD -126391.30000000 -0.00135134718 N/A DIR US N 1 ADVANTAGE CAPITAL CORPORATION N/A US 5YR FUTR OPTN Oct21C123.75 N/A Call Written N/A Call Option 123.75 Sep 2021 on US 5Y NOTE e-CBOT Dec 2021 -306000.00000000 123.75000000 USD 2021-09-27 XXXX -60225.35000000 N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDW9 260000.00000000 PA USD 263313.45000000 0.002815287827 Long DBT CORP US N 2 2026-01-15 Fixed 1.25000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABF1 2850000.00000000 PA USD 3193197.00000000 0.034140939797 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Government National Mortgage Association N/A 36213UW63 3969.47000000 PA USD 4470.92000000 0.000047802065 Long DBT USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8AM6 5127029.50000000 PA USD 5769862.10000000 0.061690060023 Long DBT USGA US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FP4 1205000.00000000 PA USD 1533504.12000000 0.016395879064 Long DBT CORP US N 2 2043-08-15 Fixed 4.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZT0 40000.00000000 PA USD 39512.50000000 0.000422458709 Long SN UST US N 1 2025-05-31 Fixed 0.25000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBX9 1650000.00000000 PA USD 1344453.00000000 0.014374587265 Long DBT NUSS MX N 2 2046-01-23 Fixed 5.62500000 N N N N N N BRK: BNP PARIBAS (PAS) N/A N/A 24834000.00000000 NC USD 376254.93000000 0.004022832576 N/A DIR XX N 2 BRK: BNP PARIBAS (PAS) N/A Y 2027-11-15 56626.77000000 USD 0.00000000 USD -24834000.00000000 USD 319628.16000000 N N N EATON CORPORATION 0NZWDMRCE180888QQE14 278062AC8 1740000.00000000 PA USD 1789155.00000000 0.019129240426 Long DBT CORP US N 2 2022-11-02 Fixed 2.75000000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BF5 118000.00000000 PA USD 128098.56000000 0.001369600818 Long DBT CORP US N 2 2024-12-15 Fixed 3.73400000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBW2 2600000.00000000 PA USD 3005260.44000000 0.032131564622 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N N CSMC MORTGAGE BACKED TRUST N/A 12593DAA7 973798.53000000 PA USD 977956.65000000 0.010456091219 Long ABS-MBS US N 2 2046-09-27 Floating 1.02832920 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBE0 29194000.00000000 PA USD 29082241.86000000 0.310940749512 Long SN UST US N 2 2024-01-15 Fixed 0.12500000 N N N N N N COUNTRYWIDE HOME LOANS INC N/A 12669FT52 81052.24000000 PA USD 79691.33000000 0.000852041668 Long ABS-MBS US N 2 2034-08-25 Floating 2.44269000 N N N N N N GALAXY CLO, LTD N/A 36318WAK6 3350000.00000000 PA USD 3351899.45000000 0.035837750483 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 1.09613160 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFX2 1210000.00000000 PA USD 1332255.47000000 0.014244174035 Long DBT CORP US N 2 2026-04-19 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQ4B6 1295890.56000000 PA USD 79545.91000000 0.000850486870 Long DBT USGA US N 2 2029-10-25 Floating 0.94810680 N N N N N N State of Qatar 52990074F6OJOAXK4P65 N/A 2870000.00000000 PA USD 3031064.40000000 0.032407454724 Long DBT NUSS QA N 2 2023-04-23 Fixed 3.87500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBK1 2320000.00000000 PA USD 2395891.72000000 0.025616332150 Long DBT CORP US N 2 2026-04-22 Fixed 2.08300000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCK0 8540000.00000000 PA USD 8565211.62000000 0.091577304585 Long DBT CORP US N 2 2025-06-23 Fixed 0.96900000 N N N N N N BMW US CAPITAL, LLC KK5MZM9DIXLXZL9DZL15 05565EBM6 1780000.00000000 PA USD 1873512.62000000 0.020031173012 Long DBT CORP DE N 2 2023-04-06 Fixed 3.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F9WP2 8532286.97000000 PA USD 1265698.22000000 0.013532558977 Long DBT USGA US N 2 2051-02-25 Fixed 4.00000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FAQ4 2640000.00000000 PA USD 2969388.68000000 0.031748031881 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N DRYDEN SENIOR LOAN FUND N/A 26250JAS9 715918.63000000 PA USD 716041.05000000 0.007655748887 Long ABS-CBDO CORP KY N 2 2027-10-15 Floating 1.02612960 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DW7 1906000.00000000 PA USD 1889154.45000000 0.020198411919 Long DBT CORP US N 2 2050-05-11 Fixed 2.65000000 N N N N N N BERRY GLOBAL, INC. 549300AP2Q7ERHX6RI89 08576PAB7 1010000.00000000 PA USD 1018908.20000000 0.010893935925 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N THE HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866BF4 210000.00000000 PA USD 210715.29000000 0.002252920202 Long DBT CORP US N 2 2025-06-01 Fixed 0.90000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAA5 1735000.00000000 PA USD 1814055.60000000 0.019395472007 Long DBT NUSS GB N 2 2024-03-08 Fixed 3.76600000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96043FAB9 2178446.40000000 PA USD 2180331.63000000 0.023311612443 Long ABS-MBS US Y 2 2024-10-15 Fixed 0.39000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9MW0 2245049.49000000 PA USD 2452092.24000000 0.026217215393 Long DBT USGA US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XYXW2 797481.14000000 PA USD 866518.66000000 0.009264621445 Long DBT USGA US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BHAA7 6436597.68000000 PA USD 6495953.41000000 0.069453264016 Long DBT USGA US N 2 2051-05-25 Fixed 1.50000000 N N N N N N NBCUNIVERSAL MEDIA, LLC VTBDOQJ6KOGQ6K786R46 63946BAG5 375000.00000000 PA USD 552044.26000000 0.005902332316 Long DBT CORP US N 2 2041-04-01 Fixed 5.95000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBF9 280000.00000000 PA USD 363592.10000000 0.003887444463 Long DBT CORP US N 2 2049-02-14 Fixed 5.95000000 N N N N N N SEQUOIA MORTGAGE TRUST N/A 81744FGA9 112211.97000000 PA USD 109099.15000000 0.001166463425 Long ABS-MBS US N 2 2035-01-20 Floating 0.47863080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398E3W2 50055.70000000 PA USD 51878.61000000 0.000554674359 Long DBT USGA US N 2 2039-02-15 Floating 1.87598520 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKDF2 785745.98000000 PA USD 834246.67000000 0.008919576630 Long DBT USGA US N 2 2041-04-01 Fixed 2.50000000 N N N N N N MSCCG TRUST N/A 55352NAC1 2030000.00000000 PA USD 2102056.27000000 0.022474710005 Long ABS-MBS US N 2 2035-06-07 Floating 3.57714360 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCC7 1950000.00000000 PA USD 1980966.08000000 0.021180041093 Long DBT CORP US N 2 2026-03-25 Fixed 1.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283H4W2 14737.37000000 PA USD 16810.73000000 0.000179736521 Long DBT USGA US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Fideicomiso Fibra UNO Banco Actinver, S.A. Institucion de Banca Multiple, Grupo Financiero Actinver 54930011BLQ0JPRBAL73 898339AB2 956000.00000000 PA USD 1161826.80000000 0.012421989258 Long DBT NUSS MX N 2 2050-01-15 Fixed 6.39000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJN0 766000.00000000 PA USD 849599.07000000 0.009083721017 Long DBT CORP US N 2 2052-03-13 Fixed 3.48300000 N N N N N N DRYDEN CLO LTD N/A 26252JAS7 1260000.00000000 PA USD 1258232.22000000 0.013452734195 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 1.16613000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATLW2 3729031.56000000 PA USD 3886171.09000000 0.041550061968 Long DBT USGA US N 2 2038-06-25 Fixed 2.00000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023AM7 107000.00000000 PA USD 129263.49000000 0.001382055986 Long DBT CORP US N 2 2025-06-15 Fixed 7.25000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBS3 675000.00000000 PA USD 718821.00000000 0.007685471483 Long DBT CORP US N 2 2024-11-15 Fixed 2.95000000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19425AAB0 908722.43000000 PA USD 915522.40000000 0.009788558345 Long ABS-MBS US Y 2 2052-06-25 Fixed 1.76000000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36250PAF2 33277584.24000000 PA USD 811540.45000000 0.008676806863 Long DBT USGA US N 2 2048-07-10 Floating 0.92211480 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WEKX9 437070.78000000 PA USD 472963.47000000 0.005056818403 Long DBT USGA US N 2 2046-06-01 Fixed 3.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABR7 2447000.00000000 PA USD 2438341.66000000 0.026070197303 Long DBT CORP US N 2 2024-01-08 Fixed 0.80000000 N N N N N N THORNBURG MORTGAGE SECURITIES TRUST N/A 885220DW0 118509.73000000 PA USD 120851.91000000 0.001292121276 Long ABS-MBS US N 2 2043-09-25 Floating 0.72438120 N N N N N N Government National Mortgage Association N/A 36204DK99 3942.39000000 PA USD 4404.85000000 0.000047095659 Long DBT USGA US N 2 2024-02-15 Fixed 6.50000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449KAC4 878465.77000000 PA USD 883286.09000000 0.009443895012 Long ABS-MBS US N 2 2034-09-15 Floating 1.19313000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DC6 1666000.00000000 PA USD 1806816.48000000 0.019318072974 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFC8 1800000.00000000 PA USD 2419800.39000000 0.025871958240 Long DBT CORP US N 2 2044-01-21 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 3385000.00000000 PA USD 3791426.39000000 0.040537073073 Long DBT CORP US N 2 2031-04-01 Fixed 3.62200000 N N N N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759AM2 119000.00000000 PA USD 126393.46000000 0.001351370275 Long DBT CORP US N 2 2023-05-15 Fixed 4.75000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BB9 732000.00000000 PA USD 753161.29000000 0.008052630094 Long DBT CORP US N 2 2022-07-23 Fixed 4.46400000 N N N N N N Government National Mortgage Association 2 N/A 36179TLT0 1170183.81000000 PA USD 1256026.08000000 0.013429146645 Long DBT USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBU6 230000.00000000 PA USD 286516.58000000 0.003063370443 Long DBT CORP US N 2 2049-02-01 Fixed 4.80000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBD6 1070000.00000000 PA USD 1257239.08000000 0.013442115767 Long DBT NUSS GB N 2 2029-05-16 Fixed 4.97200000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QAD2 150000.00000000 PA USD 160911.06000000 0.001720424644 Long DBT CORP US N 2 2024-02-06 Fixed 3.79000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WLCJ0 784480.73000000 PA USD 845535.85000000 0.009040277988 Long DBT USGA US N 2 2047-07-01 Fixed 4.00000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BJ4 570000.00000000 PA USD 704439.19000000 0.007531704425 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBF1 3605000.00000000 PA USD 3863802.52000000 0.041310902279 Long DBT CORP GB N 2 2047-08-15 Fixed 4.54000000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MAG4 2030000.00000000 PA USD 2066431.40000000 0.022093816956 Long ABS-MBS US Y 2 2027-12-27 Fixed 2.52000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBG4 3215000.00000000 PA USD 3119140.40000000 0.033349143387 Long DBT CORP US N 2 2030-10-15 Fixed 1.87500000 N N N N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822VAV3 2317000.00000000 PA USD 2283504.15000000 0.024414709682 Long DBT CORP US N 2 2026-07-15 Fixed 1.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6FP1 0.01000000 PA USD 0.01000000 0.000000000106 Long DBT USGA US N 2 2050-02-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SQ2 11320000.00000000 PA USD 10049153.18000000 0.107443271973 Long DBT UST US N 1 2040-08-15 Fixed 1.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APLD9 397945.69000000 PA USD 416666.67000000 0.004454905756 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556CG5 1099000.00000000 PA USD 1311455.48000000 0.014021785248 Long DBT CORP US N 2 2030-03-25 Fixed 4.49700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMHY4 162744.34000000 PA USD 176837.61000000 0.001890707712 Long DBT USGA US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6QH7 1101124.44000000 PA USD 1204804.09000000 0.012881492718 Long DBT USGA US N 2 2049-12-01 Fixed 5.00000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBV4 350000.00000000 PA USD 378798.34000000 0.004050026140 Long DBT CORP US N 2 2029-07-31 Fixed 3.12500000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BY1 2376000.00000000 PA USD 2419716.74000000 0.025871063873 Long DBT CORP US N 2 2028-05-12 Fixed 1.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CQB3 472927.96000000 PA USD 509391.72000000 0.005446301009 Long DBT USGA US N 2 2047-10-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCK5 46525000.00000000 PA USD 46490469.61000000 0.497065581645 Long SN UST US N 2 2023-06-30 Fixed 0.12500000 N N N N N Government National Mortgage Association N/A 36225BTQ1 16216.04000000 PA USD 19262.80000000 0.000205953498 Long DBT USGA US N 2 2032-06-15 Fixed 6.00000000 N N N N N N PUBLIC SERVICE COMPANY OF OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BM1 1170000.00000000 PA USD 1176254.22000000 0.012576243968 Long DBT CORP US N 2 2031-08-15 Fixed 2.20000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 2300000.00000000 PA USD 2306072.00000000 0.024656000027 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N VMWARE, INC. 549300BUDHS3LRWBE814 928563AK1 1689000.00000000 PA USD 1672108.02000000 0.017877800601 Long DBT CORP US N 2 2028-08-15 Fixed 1.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335B4Y9 1267427.33000000 PA USD 1353163.76000000 0.014467720740 Long DBT USGA US N 2 2048-09-01 Fixed 3.00000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638DF6 5255000.00000000 PA USD 5368455.45000000 0.057398310947 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEA9 8072000.00000000 PA USD 8054346.78000000 0.086115253310 Long DBT CORP US N 2 2025-05-30 Fixed 0.79000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 1285000.00000000 PA USD 1362343.62000000 0.014565869726 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9SR5 714388.30000000 PA USD 790985.81000000 0.008457041303 Long DBT USGA US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4RF5 10497872.43000000 PA USD 11899154.06000000 0.127223062781 Long DBT USGA US N 2 2049-08-01 Fixed 5.00000000 N N N N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160KAN5 1220000.00000000 PA USD 1233641.84000000 0.013189819416 Long DBT CORP US N 2 2027-06-20 Fixed 1.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBKE9 4683990.20000000 PA USD 4975380.39000000 0.053195641347 Long DBT USGA US N 2 2036-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFRD2 2663324.51000000 PA USD 2847272.90000000 0.030442397592 Long DBT USGA US N 2 2033-08-01 Fixed 3.50000000 N N N N N N STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST N/A 863579YR3 950142.50000000 PA USD 944167.72000000 0.010094827624 Long ABS-MBS US N 2 2035-10-25 Floating 0.40438080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KVHA1 482671.22000000 PA USD 489852.82000000 0.005237395512 Long DBT USGA US N 2 2051-01-01 Fixed 2.00000000 N N N N N N OWL ROCK CAPITAL CORPORATION 2549000BD79OOCPF2L94 69121KAG9 809000.00000000 PA USD 813635.79000000 0.008699209764 Long DBT CORP US N 2 2028-06-11 Fixed 2.87500000 N N N N N N Bundesrepublik Deutschland N/A N/A -279.00000000 NC -57783988.29000000 -0.61781332798 N/A DIR DE N 1 BNP PARIBAS N/A EURO-BUND FUTURE SEP21 N/A Short Germany Govt. Bond Futures Euro-Bund Future Sep 2021 2021-09-11 -58070871.70000000 EUR 286883.41000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K32V3 954113.29000000 PA USD 999493.87000000 0.010686362302 Long DBT USGA US N 2 2049-12-01 Fixed 3.00000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBS3 541000.00000000 PA USD 576121.72000000 0.006159763070 Long DBT CORP US N 2 2024-11-15 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CV27 392495.12000000 PA USD 416665.27000000 0.004454890787 Long DBT USGA US N 2 2048-04-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJZ3 2860000.00000000 PA USD 2901115.33000000 0.031018068671 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EMWM9 2115060.85000000 PA USD 2375690.13000000 0.025400341321 Long DBT USGA US N 2 2044-04-01 Fixed 4.50000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBF8 315000.00000000 PA USD 380934.10000000 0.004072861203 Long DBT CORP US N 2 2040-03-19 Fixed 4.22700000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CV1 1772000.00000000 PA USD 1775096.92000000 0.018978934616 Long DBT CORP US N 2 2031-06-15 Fixed 1.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FHQ71 4400000.00000000 PA USD 5364779.64000000 0.057359010019 Long DBT USGA US N 2 2033-08-25 Floating 3.98999880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L7PC0 292935.49000000 PA USD 298023.56000000 0.003186400469 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJJ87 3645948.60000000 PA USD 3842851.19000000 0.041086895399 Long DBT USGA US N 2 2051-04-01 Fixed 3.00000000 N N N N N N AGL CLO LTD N/A 00119VAN9 1360000.00000000 PA USD 1359655.92000000 0.014537133446 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 1.33425000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523CQ1 1050000.00000000 PA USD 1121256.92000000 0.011988225281 Long DBT CORP US N 2 2051-03-15 Fixed 3.40000000 N N N N N N Government National Mortgage Association N/A 38382HM98 1236578.96000000 PA USD 161995.92000000 0.001732023721 Long DBT USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFT6 3245000.00000000 PA USD 3148420.36000000 0.033662198094 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8F58 3102979.85000000 PA USD 3492042.70000000 0.037336130401 Long DBT USGA US N 2 2040-12-01 Fixed 4.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GVR2 1090000.00000000 PA USD 1216382.93000000 0.013005291055 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418C3K8 820362.40000000 PA USD 901116.65000000 0.009634535325 Long DBT USGA US N 2 2048-10-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 36200YNA1 55268.89000000 PA USD 57495.31000000 0.000614726845 Long DBT USGA US N 2 2032-02-15 Fixed 7.00000000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BV0 531000.00000000 PA USD 567001.19000000 0.006062248427 Long DBT CORP US N 2 2024-06-06 Fixed 3.36300000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 12635RAX6 695000.00000000 PA USD 764266.20000000 0.008171361279 Long ABS-MBS US N 2 2048-11-15 Fixed 3.80790000 N N N N N N Government National Mortgage Association N/A 36291FPS1 3492474.18000000 PA USD 3793735.25000000 0.040561758882 Long DBT USGA US N 2 2045-04-15 Fixed 3.00000000 N N N N N N COMM MORTGAGE TRUST N/A 12626GAP8 1150000.00000000 PA USD 1226579.31000000 0.013114308443 Long ABS-MBS US N 2 2046-08-10 Floating 5.00900040 N N N N N N Shire Acquisitions Investments Ireland DAC 549300XK5HGW68R8K327 82481LAC3 1606000.00000000 PA USD 1676933.68000000 0.017929395465 Long DBT NUSS US N 2 2023-09-23 Fixed 2.87500000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAY9 98000.00000000 PA USD 104263.18000000 0.001114758328 Long DBT CORP US N 2 2027-10-15 Fixed 5.25000000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713AT3 745000.00000000 PA USD 1014262.30000000 0.010844263013 Long DBT CORP GB N 2 2037-06-15 Fixed 7.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X54C4 1169674.92000000 PA USD 1298395.08000000 0.013882146406 Long DBT USGA US N 2 2049-12-01 Fixed 4.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDU5 70000.00000000 PA USD 92750.30000000 0.000991665220 Long DBT CORP US N 2 2037-03-16 Fixed 5.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBV2 140000.00000000 PA USD 140142.19000000 0.001498368585 Long SN UST US N 2 2024-04-15 Fixed 0.37500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHM4 410000.00000000 PA USD 471403.05000000 0.005040134745 Long DBT CORP US N 2 2029-07-23 Fixed 4.27100000 N N N N N N CINTAS CORPORATION NO. 2 549300QVUQTTKMTE0G41 17252MAN0 590000.00000000 PA USD 661925.46000000 0.007077157244 Long DBT CORP US N 2 2027-04-01 Fixed 3.70000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JF5 2725000.00000000 PA USD 2635972.83000000 0.028183225055 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N MORGAN STANLEY MORTGAGE LOAN TRUST N/A 61752RAJ1 13566.82000000 PA USD 7199.11000000 0.000076971255 Long ABS-MBS US N 2 2047-01-25 Floating 5.85776880 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 07330MAA5 250000.00000000 PA USD 280734.44000000 0.003001549110 Long DBT CORP US N 2 2026-10-30 Fixed 3.80000000 N N N N N N Government National Mortgage Association 2 N/A 3620ACVP6 47716.77000000 PA USD 53203.07000000 0.000568835186 Long DBT USGA US N 2 2039-12-20 Fixed 5.00000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDK2 615000.00000000 PA USD 656234.63000000 0.007016312177 Long DBT NUSS US N 2 2041-04-15 Fixed 3.30000000 N N N N N N PRIME MORTGAGE TRUST N/A 74160MDQ2 6993.11000000 PA USD 5882.43000000 0.000062893610 Long DBT USGA US N 2 2034-02-25 None 0.00000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBG6 3400000.00000000 PA USD 4255417.63000000 0.045497962424 Long DBT CORP US N 2 2050-03-19 Fixed 4.32700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FERS1 917578.17000000 PA USD 981496.21000000 0.010493935393 Long DBT USGA US N 2 2048-03-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AK31 1361207.22000000 PA USD 1470589.80000000 0.015723213390 Long DBT USGA US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38379RLZ4 2120666.79000000 PA USD 86232.46000000 0.000921977950 Long DBT USGA US N 2 2058-08-16 Floating 0.52148160 N N N N N N GALAXY PIPELINE ASSETS BIDCO LIMITED 549300L82YB0C6JQIC26 36321PAB6 1164000.00000000 PA USD 1162787.31000000 0.012432258813 Long DBT NUSS AE N 2 2036-03-31 Fixed 2.62500000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G7K4 140000.00000000 PA USD 149635.43000000 0.001599868159 Long DBT CORP US N 2 2024-05-15 Fixed 3.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6XZ9 576351.59000000 PA USD 602880.42000000 0.006445861036 Long DBT USGA US N 2 2050-06-01 Fixed 3.00000000 N N N N N N United States of America N/A N/A -107.00000000 NC USD -23575109.27000000 -0.25205973396 N/A DIR US N 1 US 2YR NOTE (CBT) DEC21 N/A CITIGROUP GLOBAL MARKETS N/A Short U.S. Treasury Futures US 2-YEAR NOTE (Globex) Dec 2021 2022-01-03 -23559307.95000000 USD -15801.32000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FLNB6 3932139.52000000 PA USD 156899.84000000 0.001677537587 Long DBT USGA US N 2 2029-03-25 Floating 0.70377480 N N N N N N CONTINENTAL AIRLINES INC N/A 21079NAA9 951044.62000000 PA USD 967196.40000000 0.010341045060 Long DBT CORP US N 2 2022-04-19 Fixed 5.98300000 N N N N N N Chase Auto Credit Linked Notes N/A 48128U2M0 2050000.00000000 PA USD 2051342.96000000 0.021932494769 Long ABS-MBS US N 2 2028-12-26 Fixed 0.88900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABZ63 3084077.42000000 PA USD 3135782.90000000 0.033527081231 Long DBT USGA US N 2 2043-01-25 Fixed 1.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622AAFV1 453348.39000000 PA USD 498238.37000000 0.005327051915 Long DBT USGA US N 2 2049-03-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MUJ9 181189.12000000 PA USD 215921.68000000 0.002308585745 Long DBT USGA US N 2 2039-01-01 Fixed 7.00000000 N N N N N N OCTAGON INVESTMENT PARTNERS, LTD. N/A 67590ABP6 6000000.00000000 PA USD 5989686.00000000 0.064040367422 Long ABS-CBDO CORP KY Y 2 2029-07-15 Floating 1.07613000 N N N N N N TCI-FLATIRON CLO LTD N/A 87230AAL0 540000.00000000 PA USD 540170.64000000 0.005775382258 Long ABS-CBDO CORP KY Y 2 2032-01-17 Floating 1.28387880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8HP5 502229.84000000 PA USD 531744.75000000 0.005685294548 Long DBT USGA US N 2 2050-09-01 Fixed 3.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABS5 2404000.00000000 PA USD 2378425.21000000 0.025429584177 Long DBT CORP US N 2 2026-01-08 Fixed 1.30000000 N N N N N N Government National Mortgage Association N/A 36201YKL9 3001.44000000 PA USD 3359.90000000 0.000035923290 Long DBT USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6P39 1228421.89000000 PA USD 1311346.84000000 0.014020623694 Long DBT USGA US N 2 2048-11-01 Fixed 3.50000000 N N N N N N MASTR ALTERNATIVE LOAN TR N/A 57645DAC6 190778.32000000 PA USD 155320.64000000 0.001660653138 Long ABS-MBS US N 2 2036-07-25 Fixed 6.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31408H3B9 7929.33000000 PA USD 8935.29000000 0.000095534098 Long DBT USGA US N 2 2036-01-01 Fixed 5.50000000 N N N N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822VAE1 381000.00000000 PA USD 427751.74000000 0.004573424816 Long DBT CORP US N 2 2027-03-01 Fixed 4.00000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CM5 340000.00000000 PA USD 352726.89000000 0.003771276096 Long DBT CORP US N 2 2027-02-01 Fixed 2.70000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RDY7 3620000.00000000 PA USD 3732997.94000000 0.039912369306 Long ABS-MBS US N 2 2027-02-20 Fixed 2.02000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46642EBC9 2730000.00000000 PA USD 2930176.98000000 0.031328789257 Long ABS-MBS US N 2 2047-08-15 Fixed 3.99650000 N N N N N N HILTON GRAND VACATIONS TRUST N/A 43285HAA6 1175141.48000000 PA USD 1226802.93000000 0.013116699338 Long ABS-MBS US N 2 2039-02-25 Fixed 2.74000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941FAB2 2606000.00000000 PA USD 2686550.94000000 0.028723994763 Long ABS-MBS US N 2 2068-11-15 Fixed 2.46000000 N N N N N N Government National Mortgage Association N/A 3622A25C2 890464.16000000 PA USD 999053.18000000 0.010681650544 Long DBT USGA US N 2 2042-03-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLWQ6 2663434.33000000 PA USD 2716314.05000000 0.029042215200 Long DBT USGA US N 2 2051-05-01 Fixed 2.00000000 N N N N N N CHEVRON CORPORATION N/A 166764BL3 1100000.00000000 PA USD 1192526.02000000 0.012750218372 Long DBT CORP US N 2 2026-05-16 Fixed 2.95400000 N N N N N N BANQUE DE MONTREAL NQQ6HPCNCCU6TUTQYE16 06367WB85 1360000.00000000 PA USD 1405879.98000000 0.015031350636 Long DBT NUSS CA N 2 2025-05-01 Fixed 1.85000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST N/A 30165XAB1 1627228.54000000 PA USD 1627543.25000000 0.017401324163 Long ABS-MBS US N 2 2024-01-16 Fixed 0.27000000 N N N N N N Government National Mortgage Association 2 N/A 3622AACB8 1276841.37000000 PA USD 1390646.04000000 0.014868472797 Long ABS-MBS US N 2 2049-02-01 Fixed 5.00000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BE1 200000.00000000 PA USD 261875.47000000 0.002799913270 Long DBT CORP US N 2 2044-10-01 Fixed 4.95000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFJ4 685000.00000000 PA USD 714679.73000000 0.007641193962 Long DBT CORP US N 2 2023-02-13 Fixed 3.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ALHV3 195449.43000000 PA USD 207468.70000000 0.002218208396 Long DBT USGA US N 2 2051-05-01 Fixed 2.50000000 N N N N N N JETBLUE AIRWAYS CORPORATION 54930070J9H97ZO93T57 477143AH4 154940.90000000 PA USD 157447.22000000 0.001683390050 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCDQ8 959174.51000000 PA USD 1014486.77000000 0.010846662996 Long DBT USGA US N 2 2050-04-01 Fixed 3.00000000 N N N N N N PLAINS ALL AMERICAN PIPELINE, L.P. 5521FA2ITF25TVH63740 72650RBL5 2300000.00000000 PA USD 2583779.13000000 0.027625181824 Long DBT CORP US N 2 2026-12-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6WH0 4192683.76000000 PA USD 4485259.13000000 0.047955375735 Long DBT USGA US N 2 2047-05-01 Fixed 3.50000000 N N N N N N PRICOA GLOBAL FUNDING I 635400IBXEBMD9ADYA79 74153WCP2 3536000.00000000 PA USD 3533987.87000000 0.037784598668 Long DBT CORP US N 2 2026-09-01 Fixed 1.20000000 N N N N N N BG ENERGY CAPITAL PLC S2M8QDKEE05NZN8JD460 05541VAE6 2775000.00000000 PA USD 2786904.53000000 0.029796952640 Long DBT NUSS GB N 2 2021-10-15 Fixed 4.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 3925000.00000000 PA USD 4254342.59000000 0.045486468339 Long DBT NUSS GB N 2 2025-03-22 Fixed 4.26900000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63935CAB7 2441982.72000000 PA USD 2496245.04000000 0.026689287140 Long ABS-MBS US N 2 2068-08-15 Fixed 2.60000000 N N N N N N CWHEQ REVOLVING HOME EQUITY LOAN TRUST N/A 126682AA1 1737459.60000000 PA USD 1673262.21000000 0.017890140939 Long ABS-MBS US N 2 2037-04-15 Floating 0.21549960 N N N N N N ZAIS CLO LIMITED N/A 98876NAA2 1302000.00000000 PA USD 1308055.60000000 0.013985434500 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 1.61613000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SL3 7650000.00000000 PA USD 7773117.19000000 0.083108410167 Long DBT UST US N 1 2050-02-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396WVQ6 7029.43000000 PA USD 7111.58000000 0.000076035404 Long DBT USGA US N 2 2037-07-25 Floating 0.55437840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7M48 1373930.33000000 PA USD 1475100.64000000 0.015771442271 Long DBT USGA US N 2 2050-07-01 Fixed 4.00000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAT8 940000.00000000 PA USD 1036229.47000000 0.011079131025 Long DBT NUSS DK N 2 2024-01-12 Fixed 5.37500000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DK8 1000000.00000000 PA USD 1020000.00000000 0.010905609204 Long DBT CORP US N 2 2044-07-15 Fixed 4.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGH1 1195000.00000000 PA USD 1226683.39000000 0.013115421243 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCS8 34325000.00000000 PA USD 34148011.72000000 0.365102814620 Long SN UST US N 2 2031-08-15 Fixed 1.25000000 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 605417CD4 1381000.00000000 PA USD 1427181.40000000 0.015259100599 Long DBT CORP US N 2 2051-07-30 Fixed 3.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQXL2 8453906.97000000 PA USD 240522.95000000 0.002571616958 Long DBT USGA US N 2 2026-10-25 Floating 0.75056040 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBN5 210000.00000000 PA USD 219758.40000000 0.002349607087 Long DBT CORP US N 2 2051-04-22 Fixed 3.10900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AHY7 717862.63000000 PA USD 787771.81000000 0.008422677942 Long DBT USGA US N 2 2042-08-01 Fixed 4.00000000 N N N N N N CREDIT SUISSE AG 549300D0YARF5HYP1809 22546QAP2 1360000.00000000 PA USD 1473685.35000000 0.015756310310 Long DBT NUSS CH N 2 2024-09-09 Fixed 3.62500000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBH4 1880000.00000000 PA USD 2011548.81000000 0.021507024722 Long DBT CORP US N 2 2025-03-19 Fixed 2.99200000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140AR1 75000.00000000 PA USD 76976.32000000 0.000823013395 Long DBT CORP US N 2 2022-07-29 Fixed 3.10000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBU9 3090000.00000000 PA USD 3517343.54000000 0.037606641258 Long DBT CORP US N 2 2028-05-01 Fixed 3.70000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBK6 744000.00000000 PA USD 789464.12000000 0.008440771738 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST N/A 92938CAD9 150000.00000000 PA USD 158302.89000000 0.001692538680 Long ABS-MBS US N 2 2046-08-15 Fixed 4.15300000 N N N N N N Government National Mortgage Association 2 N/A 36179UH54 273327.13000000 PA USD 290819.04000000 0.003109371371 Long DBT USGA US N 2 2048-12-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179TAM7 2731297.28000000 PA USD 2953123.60000000 0.031574129326 Long DBT USGA US N 2 2047-06-20 Fixed 4.50000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FH6 1516000.00000000 PA USD 1571621.90000000 0.016803425743 Long DBT CORP US N 2 2030-02-05 Fixed 2.40000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523CK4 250000.00000000 PA USD 265958.40000000 0.002843567034 Long DBT CORP US N 2 2050-03-15 Fixed 3.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYTY2 4997965.40000000 PA USD 271393.52000000 0.002901678107 Long DBT USGA US N 2 2036-02-25 Floating 0.47180160 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MD0 280000.00000000 PA USD 371609.29000000 0.003973162444 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AA5N1 970547.70000000 PA USD 984609.67000000 0.010527223803 Long DBT USGA US N 2 2043-01-25 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJWF1 1722897.31000000 PA USD 1842138.05000000 0.019695723208 Long DBT USGA US N 2 2047-02-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796D30 5770000.00000000 PA USD 5768448.50000000 0.061674946131 Long DBT UST US N 2 2022-02-24 None 0.00000000 N N N N N N UNIVERSITY TEX UNIV REVS N/A 91514AKD6 585000.00000000 PA USD 574157.73000000 0.006138764534 Long DBT MUN US N 2 2049-08-15 Fixed 2.43900000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGB4 1812000.00000000 PA USD 1968738.14000000 0.021049302725 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BJ2 260000.00000000 PA USD 287579.65000000 0.003074736546 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CB0 805000.00000000 PA USD 867254.08000000 0.009272484389 Long DBT CORP US N 2 2051-05-12 Fixed 3.10000000 N N N N N N BX TRUST N/A 05608VAA4 2150000.00000000 PA USD 2152019.28000000 0.023008903203 Long ABS-MBS US Y 2 2034-01-15 Floating 0.79549920 N N N N N N Government National Mortgage Association N/A 38377FWM9 250625.45000000 PA USD 259394.16000000 0.002773383665 Long DBT USGA US N 2 2039-10-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AKJH4 296491.64000000 PA USD 301641.44000000 0.003225082023 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AEK0 3478146.02000000 PA USD 3829869.61000000 0.040948099283 Long DBT USGA US N 2 2045-08-01 Fixed 3.50000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AM2 2297000.00000000 PA USD 2741143.28000000 0.029307683709 Long DBT CORP BE N 2 2038-04-15 Fixed 4.37500000 N N N N N N EXPORT-IMPORT BANK OF INDIA 335800OFZ8YEIVN1QI11 30216JAA3 1410000.00000000 PA USD 1506676.68000000 0.016109046145 Long DBT NUSS IN N 2 2026-08-05 Fixed 3.37500000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374EAC0 905000.00000000 PA USD 906245.10000000 0.009689367552 Long ABS-MBS US Y 2 2026-12-21 Fixed 0.70000000 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AY5 983000.00000000 PA USD 989423.68000000 0.010578694109 Long DBT CORP US N 2 2022-05-07 Fixed 1.30000000 N N N N N N BIOGEN INC. W8J5WZB5IY3K0NDQT671 09062XAJ2 280000.00000000 PA USD 281954.95000000 0.003014598527 Long DBT CORP US N 2 2051-02-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HQ98 8208.58000000 PA USD 9597.16000000 0.000102610663 Long DBT USGA US N 2 2032-06-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LRT40 498856.21000000 PA USD 521980.24000000 0.005580894617 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413CDW6 2377.60000000 PA USD 2821.87000000 0.000030170795 Long DBT USGA US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BP6 795000.00000000 PA USD 952731.39000000 0.010186388446 Long DBT CORP US N 2 2047-10-15 Fixed 4.03000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAF2 262000.00000000 PA USD 276670.31000000 0.002958096352 Long DBT NUSS IE N 2 2023-07-03 Fixed 4.12500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHV4 1170000.00000000 PA USD 1266285.61000000 0.013538839218 Long DBT CORP US N 2 2030-07-23 Fixed 3.19400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AFXA4 289230.58000000 PA USD 294469.11000000 0.003148397094 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBC4 970000.00000000 PA USD 957230.86000000 0.010234495761 Long SN UST US N 2 2025-12-31 Fixed 0.37500000 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63938EAC8 3254796.83000000 PA USD 3181347.46000000 0.034014247197 Long ABS-MBS US N 2 2031-06-25 Floating 0.59438160 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BW5 345000.00000000 PA USD 511953.51000000 0.005473691088 Long DBT CORP US N 2 2050-04-01 Fixed 5.30000000 N N N N N N Government National Mortgage Association 2 N/A 36179TSH9 395800.47000000 PA USD 425029.46000000 0.004544318814 Long DBT USGA US N 2 2048-02-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31386L3K6 1560.86000000 PA USD 1604.17000000 0.000017151422 Long DBT USGA US N 2 2023-05-01 Fixed 8.00000000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 12597BAT6 1009000.00000000 PA USD 1068441.60000000 0.011423535830 Long ABS-MBS US N 2 2052-09-15 Fixed 2.76280000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EY5 680000.00000000 PA USD 681136.86000000 0.007282561185 Long DBT CORP US N 2 2030-05-28 Fixed 1.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410FZ99 2259.39000000 PA USD 2684.92000000 0.000028706557 Long DBT USGA US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AFRZ6 389904.91000000 PA USD 396966.74000000 0.004244278562 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 21685WDD6 300000.00000000 PA USD 304777.36000000 0.003258610570 Long DBT NUSS NL N 2 2022-02-08 Fixed 3.87500000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAL5 300000.00000000 PA USD 306238.60000000 0.003274233818 Long DBT CORP US N 2 2022-09-01 Fixed 3.05000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573MAA7 1222155.01000000 PA USD 1228664.57000000 0.013136603571 Long ABS-MBS US N 2 2065-04-25 Floating 1.48600080 N N N N N N Government National Mortgage Association 2 N/A 36202FHY5 24684.34000000 PA USD 27783.74000000 0.000297057461 Long DBT USGA US N 2 2040-07-20 Fixed 5.00000000 N N N N N N WESTERN MIDSTREAM OPERATING, LP L6D8A6MLSY454J2JXJ60 958667AB3 330000.00000000 PA USD 346770.60000000 0.003707592791 Long DBT CORP US N 2 2025-02-01 Fixed 4.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A2MU1 1273692.95000000 PA USD 1332199.50000000 0.014243575616 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBR5 795000.00000000 PA USD 798834.20000000 0.008540954513 Long DBT CORP GB N 2 2028-03-25 Fixed 2.25900000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BW9 310000.00000000 PA USD 319589.01000000 0.003416973381 Long DBT CORP US N 2 2051-08-12 Fixed 3.05000000 N N N N N N SOUTHWEST AIRLINES CO. UDTZ87G0STFETI6HGH41 844741BK3 1850000.00000000 PA USD 2162909.63000000 0.023125340361 Long DBT CORP US N 2 2027-06-15 Fixed 5.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7C51 461859.77000000 PA USD 517006.86000000 0.005527720363 Long DBT USGA US N 2 2044-03-01 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AU3 960000.00000000 PA USD 1061908.82000000 0.011353688824 Long DBT NUSS GB N 2 2025-08-18 Fixed 4.25000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CU7 355000.00000000 PA USD 409258.19000000 0.004375695964 Long DBT CORP US N 2 2027-05-01 Fixed 5.04000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SH5 1640000.00000000 PA USD 1773144.47000000 0.018958059462 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B69 3239000.00000000 PA USD 3336170.00000000 0.035669574762 Long DBT CORP US N 2 2031-06-17 Fixed 3.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AY36 416053.26000000 PA USD 464803.04000000 0.004969568932 Long DBT USGA US N 2 2043-10-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417FBN7 114273.13000000 PA USD 129429.78000000 0.001383833921 Long DBT USGA US N 2 2037-04-01 Fixed 5.00000000 N N N N N N BUNKER HILL LOAN DEPOSITARY TRUST N/A 12061RAA9 980098.62000000 PA USD 994187.44000000 0.010629627153 Long ABS-MBS US N 2 2049-07-25 Fixed 2.87900000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AF7 715000.00000000 PA USD 757251.10000000 0.008096357417 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N N Qatar Petroleum 254900QTESJKJ3P87J26 74730DAE3 1720000.00000000 PA USD 1769928.16000000 0.018923671404 Long DBT NUSS QA N 2 2041-07-12 Fixed 3.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410GYN7 215497.23000000 PA USD 245422.22000000 0.002623998844 Long DBT USGA US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BM3 109000.00000000 PA USD 115903.82000000 0.001239217417 Long DBT CORP US N 2 2025-01-15 Fixed 2.93000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMC3 4290000.00000000 PA USD 4406710.22000000 0.047115548563 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AN0 2500000.00000000 PA USD 3074276.28000000 0.032869466367 Long DBT CORP BE N 2 2048-04-15 Fixed 4.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCE9 50950000.00000000 PA USD 51618718.75000000 0.551895661078 Long SN UST US N 2 2028-05-31 Fixed 1.25000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406HCX5 270000.00000000 PA USD 290605.73000000 0.003107090709 Long DBT CORP US N 2 2024-09-11 Fixed 3.25000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 3105000.00000000 PA USD 3456851.92000000 0.036959878544 Long DBT CORP DE N 2 2025-12-15 Fixed 4.25000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FBV9 99960.65000000 PA USD 100234.18000000 0.001071681172 Long ABS-MBS US N 2 2033-09-25 Floating 2.62974240 N N N N N N ADANI INTERNATIONAL CONTAINER TERMINAL PRIVATE LIMITED 335800J4SLERP6S94P28 00654UAA0 624000.00000000 PA USD 612275.06000000 0.006546306401 Long DBT NUSS IN N 2 2031-02-16 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BCAY6 458095.38000000 PA USD 68162.71000000 0.000728780272 Long DBT USGA US N 2 2050-10-25 Fixed 2.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GRD8 508000.00000000 PA USD 531291.80000000 0.005680451709 Long DBT CORP US N 2 2023-01-22 Fixed 3.62500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 1242000.00000000 PA USD 1364064.23000000 0.014584266099 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WXV79 479218.12000000 PA USD 532119.63000000 0.005689302680 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 341099CR8 720000.00000000 PA USD 841392.56000000 0.008995978869 Long DBT CORP US N 2 2042-11-15 Fixed 3.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407PTG3 9671.73000000 PA USD 11092.92000000 0.000118602990 Long DBT USGA US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDFM5 1890241.20000000 PA USD 311853.88000000 0.003334271121 Long DBT USGA US N 2 2049-09-25 Fixed 3.50000000 N N N N N N AMMC CLO LIMITED N/A 00176DAQ2 6000000.00000000 PA USD 5998488.00000000 0.064134476414 Long ABS-CBDO CORP KY Y 2 2029-07-24 Floating 1.17524880 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBK6 4137000.00000000 PA USD 4389802.51000000 0.046934775153 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FXN20 8565786.72000000 PA USD 1223948.99000000 0.013086185657 Long DBT USGA US N 2 2050-11-25 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SH2 1730000.00000000 PA USD 2089177.74000000 0.022337015676 Long DBT UST US N 2 2049-05-15 Fixed 2.87500000 N N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299BG8 2430000.00000000 PA USD 2792531.70000000 0.029857117068 Long DBT NUSS PA N 2 2047-05-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYH7 1671436.67000000 PA USD 1780196.02000000 0.019033453039 Long DBT USGA US N 2 2046-06-01 Fixed 3.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833AK6 95000.00000000 PA USD 98388.65000000 0.001051949183 Long DBT CORP US N 2 2023-05-03 Fixed 2.40000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJS9 8443000.00000000 PA USD 8555672.43000000 0.091475313724 Long DBT CORP US N 2 2027-07-22 Fixed 1.73400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBEL2 842918.66000000 PA USD 120791.59000000 0.001291476348 Long DBT USGA US N 2 2050-08-25 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828XB1 18779000.00000000 PA USD 19852190.55000000 0.212255129394 Long SN UST US N 2 2025-05-15 Fixed 2.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WGHT4 289563.09000000 PA USD 315355.27000000 0.003371707191 Long DBT USGA US N 2 2046-01-01 Fixed 3.50000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAY7 140000.00000000 PA USD 154670.90000000 0.001653706265 Long DBT CORP US N 2 2025-09-01 Fixed 3.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBSR2 196371.30000000 PA USD 208331.17000000 0.002227429730 Long DBT USGA US N 2 2051-06-01 Fixed 2.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967GT2 930000.00000000 PA USD 976494.90000000 0.010440462518 Long DBT CORP US N 2 2023-05-15 Fixed 3.50000000 N N N N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 742718EB1 140000.00000000 PA USD 147905.96000000 0.001581377057 Long DBT CORP US N 2 2023-08-15 Fixed 3.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WA7H4 49923.74000000 PA USD 55511.30000000 0.000593514259 Long DBT USGA US N 2 2044-02-01 Fixed 4.50000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B36 1129000.00000000 PA USD 1191095.00000000 0.012734918230 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DL8 195000.00000000 PA USD 253837.82000000 0.002713976535 Long DBT CORP US N 2 2048-04-01 Fixed 4.75000000 N N N N N N ANZ NEW ZEALAND (INT'L) LIMITED N/A 00182EBN8 2272000.00000000 PA USD 2280848.60000000 0.024386317142 Long DBT NUSS NZ N 2 2026-06-22 Fixed 1.25000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 466247K93 83349.95000000 PA USD 84287.10000000 0.000901178601 Long ABS-MBS US N 2 2033-11-25 Floating 2.42552160 N N N N N N COMM MORTGAGE TRUST N/A 12656KAA5 3290000.00000000 PA USD 3359752.61000000 0.035921714693 Long ABS-MBS US Y 2 2046-11-10 Fixed 2.17300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B4B64 2445559.49000000 PA USD 2588543.77000000 0.027676124277 Long DBT USGA US N 2 2048-05-25 Fixed 3.00000000 N N N N N N RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. N/A 760985W80 26838.08000000 PA USD 27168.02000000 0.000290474322 Long ABS-MBS US N 2 2031-11-25 Fixed 7.00000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PBA8 1380000.00000000 PA USD 1589566.80000000 0.016995288553 Long DBT NUSS QA N 2 2029-03-14 Fixed 4.00000000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RAP3 1400000.00000000 PA USD 1799436.28000000 0.019239165546 Long DBT CORP US N 2 2036-12-15 Fixed 6.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQXW8 2000000.00000000 PA USD 205740.00000000 0.002199725527 Long DBT USGA US N 2 2028-08-27 Floating 1.66579920 N N N N N N EVERGY KANSAS CENTRAL, INC. J75GNWGEO73W89ZV3S44 30036FAA9 1031000.00000000 PA USD 1133903.30000000 0.012123437514 Long DBT CORP US N 2 2050-04-15 Fixed 3.45000000 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 605417BZ6 521000.00000000 PA USD 625931.81000000 0.006692321282 Long DBT CORP US N 2 2042-03-15 Fixed 4.25000000 N N N N N N Government National Mortgage Association 2 N/A 36179T7M1 1353046.45000000 PA USD 1454158.56000000 0.015547534290 Long DBT USGA US N 2 2048-08-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KEYF9 295335.17000000 PA USD 311750.62000000 0.003333167089 Long DBT USGA US N 2 2050-08-01 Fixed 3.00000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 1587000.00000000 PA USD 1695969.04000000 0.018132917227 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A5J49 341861.38000000 PA USD 401533.32000000 0.004293103402 Long DBT USGA US N 2 2042-05-25 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HSNS6 1665000.00000000 PA USD 1898830.10000000 0.020301861779 Long DBT USGA US N 2 2029-01-01 Fixed 4.20000000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAC5 1600000.00000000 PA USD 1756280.50000000 0.018777753711 Long DBT CORP US N 2 2027-01-15 Fixed 3.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCRW7 1566962.22000000 PA USD 1680290.79000000 0.017965288926 Long DBT USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L1HM0 94482.09000000 PA USD 96035.34000000 0.001026788125 Long DBT USGA US N 2 2036-03-01 Fixed 1.50000000 N N N N N N N/A N/A 010DTPLJ6 -629.00000000 NC USD -39312.50000000 -0.00042032035 N/A DIR US N 1 US 5YR FUTR OPTN Oct21P122.75 N/A MORGAN STANLEY & CO, INC N/A Put Written N/A Put Option 122.75 Sep 2021 on US 5Y NOTE e-CBOT Dec 2021 -629000.00000000 122.75000000 USD 2021-09-27 XXXX 33310.58000000 N N N Blackstone Secured Lending Fund 549300KM7KWQHVBNH962 09261LAC2 1255000.00000000 PA USD 1333557.50000000 0.014258095045 Long DBT CORP US N 2 2026-01-15 Fixed 3.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JPFQ3 198719.78000000 PA USD 210110.15000000 0.002246450182 Long DBT USGA US N 2 2049-07-01 Fixed 3.50000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081FA6 1400000.00000000 PA USD 1418664.97000000 0.015168044857 Long DBT CORP US N 2 2050-05-28 Fixed 2.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134A4AB0 2900000.00000000 PA USD 2491463.54000000 0.026638164424 Long DBT USGA US N 2 2031-03-15 Fixed 0.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179TAK1 509656.17000000 PA USD 541518.67000000 0.005789795089 Long DBT USGA US N 2 2047-06-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L2EY5 1561655.97000000 PA USD 1583984.29000000 0.016935601619 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ABUR9 468760.22000000 PA USD 492045.65000000 0.005260840754 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286XAD6 1830000.00000000 PA USD 1833623.58000000 0.019604688422 Long ABS-MBS US N 2 2025-09-15 Fixed 0.59000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449FAB7 1504310.54000000 PA USD 1541829.85000000 0.016484895885 Long ABS-MBS US N 2 2031-05-15 Fixed 2.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JYP59 59664.12000000 PA USD 63097.67000000 0.000674626010 Long DBT USGA US N 2 2049-11-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179SEH6 487311.73000000 PA USD 519681.40000000 0.005556315940 Long DBT USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31298MS81 4374.14000000 PA USD 4726.92000000 0.000050539159 Long DBT USGA US N 2 2031-05-01 Fixed 7.50000000 N N N N N N PROSPECT CAPITAL CORPORATION 549300FSD8T39P5Q0O47 74348TAU6 1005000.00000000 PA USD 1037754.00000000 0.011095430954 Long DBT CORP US N 2 2026-01-22 Fixed 3.70600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q95N9 1580782.86000000 PA USD 1734904.73000000 0.018549208815 Long DBT USGA US N 2 2048-11-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F012692 1500000.00000000 PA USD 1474160.16000000 0.015761386871 Long DBT USGA US N 2 2051-09-15 Fixed 1.50000000 N N N N N N BANQUE ROYALE DU CANADA ES7IP3U3RHIGC71XBU11 N/A 860000.00000000 PA USD 739600.00000000 0.007907635850 Long DBT NUSS CA N 2 2085-06-29 Floating 0.37500120 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CV5 910000.00000000 PA USD 1178503.79000000 0.012600295861 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N N/A N/A CDS281003 -271962000.00000000 NC USD 6856939.19000000 0.073312842296 N/A DCR XX N 2 BRK: UBS N/A Y 2026-06-20 5251839.75000000 USD 0.00000000 USD -271962000.00000000 USD 1605099.44000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FMU42 4850000.00000000 PA USD 406250.55000000 0.004343538958 Long DBT USGA US N 2 2029-06-25 Floating 1.28285280 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WK4Q5 880467.41000000 PA USD 949953.80000000 0.010156691083 Long DBT USGA US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q8N84 2369218.48000000 PA USD 2548161.81000000 0.027244369498 Long DBT USGA US N 2 2048-01-01 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFF1 2110000.00000000 PA USD 2294396.55000000 0.024531168758 Long DBT CORP US N 2 2024-04-01 Fixed 4.00000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AK5 1250000.00000000 PA USD 1488600.00000000 0.015915774373 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EMVC2 95906.04000000 PA USD 106990.65000000 0.001143919820 Long DBT USGA US N 2 2044-03-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 36207AHM7 624.31000000 PA USD 624.76000000 0.000006679792 Long DBT USGA US N 2 2026-04-15 Fixed 7.00000000 N N N N N N BANK N/A 06540WBD4 385000.00000000 PA USD 423171.90000000 0.004524458203 Long ABS-MBS US N 2 2061-08-15 Fixed 3.18300000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 93363PAD2 77232.65000000 PA USD 76862.13000000 0.000821792502 Long ABS-MBS US N 2 2036-11-25 Floating 2.60894520 N N N N N N BP CAPITAL MARKETS P.L.C. 549300CRVT18MXX0AG93 05565QCS5 150000.00000000 PA USD 162629.49000000 0.001738797708 Long DBT NUSS GB N 2 2024-11-04 Fixed 3.53500000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACC7 8992000.00000000 PA USD 9183080.00000000 0.098183413499 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385XD95 798.89000000 PA USD 947.11000000 0.000010126285 Long DBT USGA US N 2 2033-04-01 Fixed 6.00000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 96949LAD7 410000.00000000 PA USD 455443.04000000 0.004869493930 Long DBT CORP US N 2 2027-06-15 Fixed 3.75000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAQ4 550000.00000000 PA USD 693142.44000000 0.007410922130 Long DBT CORP US N 2 2048-03-01 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A2X47 774852.14000000 PA USD 824468.85000000 0.008815034391 Long DBT USGA US N 2 2050-03-01 Fixed 3.00000000 N N N N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932AC1 4905000.00000000 PA USD 6850470.64000000 0.073243682023 Long DBT CORP US N 2 2031-11-15 Fixed 7.37500000 N N N N N N ADVOCATE HEALTH AND HOSPITALS CORPORATION 549300AEHU3PPOUCIL87 007589AD6 3565000.00000000 PA USD 3668706.56000000 0.039224980419 Long DBT CORP US N 2 2030-06-15 Fixed 2.21100000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796C31 85125000.00000000 PA USD 85110126.96000000 0.909978219540 Long DBT UST US N 2 2022-01-27 None 0.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AP4 1190000.00000000 PA USD 1283340.68000000 0.013721188168 Long DBT NUSS GB N 2 2024-03-14 Fixed 4.25000000 N N N Y Y HSBC HOLDINGS PLC GBP XXXX N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFU3 1110000.00000000 PA USD 1069339.59000000 0.011433136936 Long DBT CORP US N 2 2050-11-20 Fixed 2.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L2RA3 393735.53000000 PA USD 399365.10000000 0.004269921284 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYM6 4168369.39000000 PA USD 4403079.02000000 0.047076724594 Long DBT USGA US N 2 2046-08-01 Fixed 3.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KA8 1380000.00000000 PA USD 1580424.88000000 0.016897545213 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCGZ5 299472.86000000 PA USD 316253.01000000 0.003381305624 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BMV7 127795.01000000 PA USD 148902.02000000 0.001592026705 Long DBT USGA US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417AJ42 541219.44000000 PA USD 607858.22000000 0.006499082547 Long DBT USGA US N 2 2041-11-01 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHC6 195000.00000000 PA USD 201337.50000000 0.002152654993 Long DBT CORP US N 2 2023-12-20 Fixed 3.00400000 N N N N N N NORTH TEX TWY AUTH REV N/A 66285WFB7 1154000.00000000 PA USD 1953038.95000000 0.020881450538 Long DBT MUN US N 2 2049-01-01 Fixed 6.71800000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKB7 1196000.00000000 PA USD 1275447.33000000 0.013636794256 Long DBT CORP US N 2 2060-06-01 Fixed 3.85000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HHZ6 1610000.00000000 PA USD 1647256.04000000 0.017612088854 Long DBT CORP US N 2 2025-05-12 Fixed 1.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKQY7 2159986.42000000 PA USD 2265362.68000000 0.024220745189 Long DBT USGA US N 2 2041-05-01 Fixed 2.50000000 N N N N N N MASTR SEASONED SECURITIZATION TRUST N/A 55265WBD4 2324.21000000 PA USD 2419.14000000 0.000025864897 Long ABS-MBS US N 2 2032-10-25 Floating 2.47008240 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAJ2 1350000.00000000 PA USD 1353301.75000000 0.014469196098 Long DBT NUSS US N 2 2027-09-02 Fixed 1.75000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DJ4 99000.00000000 PA USD 136315.98000000 0.001457459613 Long DBT CORP US N 2 2045-08-15 Fixed 5.00000000 N N N N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 05964HAH8 400000.00000000 PA USD 405041.94000000 0.004330616773 Long DBT NUSS ES N 2 2023-04-12 Floating 1.23900120 N N N N N N Government National Mortgage Association 2 N/A 3617J2XW8 107183.35000000 PA USD 116166.31000000 0.001242023901 Long DBT USGA US N 2 2049-03-20 Fixed 4.50000000 N N N N N N CHEVRON CORPORATION N/A 166764AB6 290000.00000000 PA USD 296286.62000000 0.003167829500 Long DBT CORP US N 2 2022-12-05 Fixed 2.35500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9XH1 2159633.78000000 PA USD 2395631.80000000 0.025613553144 Long DBT USGA US N 2 2048-10-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SX7 11590000.00000000 PA USD 12799706.25000000 0.136851563028 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780BY1 1210000.00000000 PA USD 1569086.81000000 0.016776321134 Long DBT NUSS ID N 2 2047-01-08 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ENFV6 18735.94000000 PA USD 19835.00000000 0.000212071331 Long DBT USGA US N 2 2029-05-01 Fixed 3.00000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135AP1 187000.00000000 PA USD 241811.94000000 0.002585398547 Long DBT CORP US N 2 2034-12-05 Fixed 4.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L5FC5 395908.42000000 PA USD 401569.06000000 0.004293485526 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5SX2 862226.20000000 PA USD 920715.59000000 0.009844082757 Long DBT USGA US N 2 2050-02-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179TXW0 999951.18000000 PA USD 1063884.55000000 0.011374812882 Long DBT USGA US N 2 2048-05-20 Fixed 4.50000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2H6 1220000.00000000 PA USD 1473054.78000000 0.015749568398 Long DBT NUSS FR N 2 2030-01-10 Fixed 5.19800000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Q5 2020000.00000000 PA USD 2099475.34000000 0.022447115285 Long DBT CORP US N 2 2026-04-28 Fixed 2.18800000 N N N N N N N/A N/A N/A 51940868.01200000 NS USD 51951447.65000000 0.555453123190 Long EC US N 2 N N N/A N/A 524ESC7M6 10370000.00000000 PA USD 0.01000000 0.000000000106 Long DBT CORP US N 2 2049-12-31 Fixed 6.75000000 Y N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJVZ0 852928.86000000 PA USD 901475.64000000 0.009638373565 Long DBT USGA US N 2 2045-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H3K51 570374.70000000 PA USD 627536.44000000 0.006709477623 Long DBT USGA US N 2 2042-10-01 Fixed 4.00000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BJ8 660000.00000000 PA USD 704922.84000000 0.007536875501 Long DBT CORP US N 2 2049-11-15 Fixed 3.25000000 N N N N N N Government National Mortgage Association 2 N/A 3617JYLP6 236584.78000000 PA USD 250375.57000000 0.002676958941 Long DBT USGA US N 2 2050-02-20 Fixed 3.50000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAY4 210000.00000000 PA USD 270769.87000000 0.002895010182 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BC7 460000.00000000 PA USD 541429.14000000 0.005788837855 Long DBT CORP US N 2 2035-02-12 Fixed 3.50000000 N N N N N N WESTLAKE CHEMICAL CORPORATION GOXNEVUM0LL78B1OS344 960413AU6 805000.00000000 PA USD 938989.58000000 0.010039464123 Long DBT CORP US N 2 2047-11-15 Fixed 4.37500000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159VL7 760000.00000000 PA USD 768918.49000000 0.008221102511 Long DBT NUSS CA N 2 2025-06-11 Fixed 1.30000000 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331BF3 1034000.00000000 PA USD 1095339.94000000 0.011711126795 Long DBT CORP US N 2 2030-03-01 Fixed 2.95000000 N N N N N N Government National Mortgage Association N/A 38378H4E3 430390.47000000 PA USD 98492.58000000 0.001053060379 Long DBT USGA US N 2 2042-10-16 Floating 6.10449840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31386DTP5 1981.50000000 PA USD 2215.39000000 0.000023686448 Long DBT USGA US N 2 2030-12-01 Fixed 8.00000000 N N N N N N MACQUARIE BANK LIMITED 4ZHCHI4KYZG2WVRT8631 556079AC5 765000.00000000 PA USD 814725.74000000 0.008710863263 Long DBT NUSS AU N 2 2030-06-03 Fixed 3.62400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F020497 55300000.00000000 PA USD 57221777.31000000 0.611802295395 Long DBT USGA US N 2 2169-09-17 Fixed 2.00000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BJ1 681000.00000000 PA USD 797236.88000000 0.008523876329 Long DBT CORP US N 2 2036-09-01 Fixed 4.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DJ6 610000.00000000 PA USD 687610.30000000 0.007351773741 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MR9 800000.00000000 PA USD 816163.72000000 0.008726237820 Long DBT CORP US N 2 2024-05-15 Fixed 1.67800000 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59982HAC4 1361624.87000000 PA USD 1368610.55000000 0.014632874324 Long ABS-MBS US Y 2 2060-11-25 Floating 1.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKS3 1774621.41000000 PA USD 1963614.53000000 0.020994522246 Long DBT USGA US N 2 2049-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179WJS8 239118.09000000 PA USD 250250.33000000 0.002675619904 Long DBT USGA US N 2 2051-07-20 Fixed 3.00000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST N/A 89232HAB1 45971.24000000 PA USD 46021.96000000 0.000492056382 Long ABS-MBS US N 2 2022-11-15 Fixed 1.67000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BT0 230000.00000000 PA USD 268621.74000000 0.002872042862 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QSZC3 10964.49000000 PA USD 11035.77000000 0.000117991955 Long DBT USGA US N 2 2036-10-01 Floating 2.14700040 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBM1 2370000.00000000 PA USD 3157060.96000000 0.033754581434 Long DBT NUSS GB N 2 2048-05-30 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ADMQ9 0.01000000 PA USD 0.01000000 0.000000000106 Long DBT USGA US N 2 2043-04-25 Fixed 1.50000000 N N N N N N CSMC TRUST N/A 12649AAJ8 3900000.00000000 PA USD 3965771.55000000 0.042401132075 Long ABS-MBS US N 2 2037-09-15 Fixed 4.18460000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359B6Y8 10556.13000000 PA USD 11516.32000000 0.000123129887 Long DBT USGA US N 2 2023-08-25 Floating 11.49999840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31386GDR1 16038.84000000 PA USD 16770.75000000 0.000179309064 Long DBT USGA US N 2 2031-02-01 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AJMG6 126598.59000000 PA USD 1.27000000 0.000000013578 Long DBT USGA US N 2 2021-10-25 Floating 1.59940440 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DL1 630000.00000000 PA USD 766735.86000000 0.008197766325 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N GS MORTGAGE SECURITIES CORP. N/A 36249KAC4 390031.95000000 PA USD 390554.67000000 0.004175722160 Long ABS-MBS US N 2 2043-08-10 Fixed 4.59200000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCH7 3548000.00000000 PA USD 3554101.14000000 0.037999645200 Long DBT CORP US N 2 2025-06-01 Fixed 0.82400000 N N N N N N REGENERON PHARMACEUTICALS, INC. 549300RCBFWIRX3HYQ56 75886FAE7 2566000.00000000 PA USD 2468273.66000000 0.026390223475 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N YALE UNIVERSITY 9SFB6DIM0FRWV0EV8S84 98459LAA1 1381000.00000000 PA USD 1392043.42000000 0.014883413268 Long DBT CORP US N 2 2025-04-15 Fixed 0.87300000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HH3 381000.00000000 PA USD 387717.83000000 0.004145391309 Long DBT CORP US N 2 2044-02-15 Fixed 4.75000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448ER5 80000.00000000 PA USD 86193.42000000 0.000921560543 Long DBT CORP US N 2 2027-03-19 Fixed 2.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WXWT0 357676.73000000 PA USD 395566.14000000 0.004229303663 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179SQZ3 228618.42000000 PA USD 258163.15000000 0.002760221985 Long DBT USGA US N 2 2046-11-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X83T2 383403.92000000 PA USD 404788.43000000 0.004327906301 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L4H36 492241.98000000 PA USD 500513.06000000 0.005351372386 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 008513AB9 1685000.00000000 PA USD 1689548.05000000 0.018064265455 Long DBT CORP US N 2 2028-06-15 Fixed 2.00000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FJ2 1224000.00000000 PA USD 1275096.16000000 0.013633039626 Long DBT CORP US N 2 2027-02-05 Fixed 2.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0206A2 7500000.00000000 PA USD 7588193.70000000 0.081131250055 Long DBT USGA US N 2 2169-10-14 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K7NJ8 0.02000000 PA USD 0.02000000 0.000000000213 Long DBT USGA US N 2 2050-03-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412WZX7 269919.55000000 PA USD 320387.13000000 0.003425506699 Long DBT USGA US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJYN2 1265147.37000000 PA USD 1402349.93000000 0.014993608141 Long DBT USGA US N 2 2047-02-01 Fixed 4.00000000 N N N N N N KGS-ALPHA SBA COOF TRUST N/A 48247KAA5 853642.42000000 PA USD 17536.38000000 0.000187495006 Long DBT USGA US N 2 2038-08-25 Floating 0.92485800 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 1570000.00000000 PA USD 1905765.59000000 0.020376014469 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES N/A 12513XAN2 266961.03000000 PA USD 2.67000000 0.000000028547 Long DBT USGA US N 2 2046-01-15 Floating 0.02300040 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EM1 716000.00000000 PA USD 784029.85000000 0.008382669753 Long DBT CORP US N 2 2026-07-08 Fixed 3.05000000 N N N N N N WELLS FARGO MORTGAGE BACKED SECURITIES TRUST N/A 94982DAA4 23471.24000000 PA USD 23789.37000000 0.000254350561 Long ABS-MBS US N 2 2035-08-25 Floating 2.58091560 N N N N N N Government National Mortgage Association N/A 38380UXM0 1698132.75000000 PA USD 1747907.23000000 0.018688228603 Long DBT USGA US N 2 2047-12-20 Fixed 2.75000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAR0 1074000.00000000 PA USD 1306147.51000000 0.013965033634 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDJ7 50000.00000000 PA USD 53769.09000000 0.000574886943 Long DBT CORP US N 2 2025-04-01 Fixed 3.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L4HL6 392417.31000000 PA USD 398725.10000000 0.004263078549 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 124857AN3 148000.00000000 PA USD 178358.59000000 0.001906969686 Long DBT CORP US N 2 2045-01-15 Fixed 4.60000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBH5 180000.00000000 PA USD 187755.34000000 0.002007437611 Long DBT CORP US N 2 2025-05-06 Fixed 2.35000000 N N N N N N WALGREENS BOOTS ALLIANCE, INC. 549300RPTUOIXG4LIH86 931427AF5 55000.00000000 PA USD 55074.57000000 0.000588844840 Long DBT CORP US N 2 2021-11-18 Fixed 3.30000000 N N N N N N FREMF MORTGAGE TRUST N/A 30290QAE8 23535354.81000000 PA USD 21452.48000000 0.000229365062 Long DBT USGA US N 2 2045-05-25 Fixed 0.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QAJA9 1678502.05000000 PA USD 1830170.03000000 0.019567763847 Long DBT USGA US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKW38 125821.51000000 PA USD 130279.35000000 0.001392917331 Long DBT USGA US N 2 2031-05-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36207KN89 2605.58000000 PA USD 2916.54000000 0.000031182985 Long DBT USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMWN1 695407.49000000 PA USD 729497.89000000 0.007799626375 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JQ1 389000.00000000 PA USD 392525.28000000 0.004196791476 Long DBT CORP US N 2 2040-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5D8 1871096.07000000 PA USD 2028737.52000000 0.021690802520 Long DBT USGA US N 2 2048-10-01 Fixed 4.50000000 N N N N N N PARK AEROSPACE HOLDINGS LIMITED 635400CPI3EOIFF6OC33 70014LAB6 850000.00000000 PA USD 932676.21000000 0.009971963000 Long DBT NUSS IE N 2 2024-02-15 Fixed 5.50000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92925CBA9 4126635.96000000 PA USD 4206155.82000000 0.044971266298 Long ABS-MBS US N 2 2045-12-25 Floating 0.62438040 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AJ2 640000.00000000 PA USD 692601.90000000 0.007405142799 Long DBT CORP US N 2 2027-03-27 Fixed 2.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKHE2 0.02000000 PA USD 0.02000000 0.000000000213 Long DBT USGA US N 2 2050-10-01 Fixed 4.00000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AP3 1490000.00000000 PA USD 1687967.12000000 0.018047362509 Long DBT NUSS CH N 2 2031-04-01 Fixed 4.19400000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941GAB0 1307444.13000000 PA USD 1326722.52000000 0.014185016985 Long ABS-MBS US N 2 2069-01-15 Fixed 2.12000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46651HBT3 959669.53000000 PA USD 977686.94000000 0.010453207540 Long ABS-MBS US N 2 2050-03-25 Floating 4.43120040 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAQ8 1235000.00000000 PA USD 1239102.09000000 0.013248199173 Long DBT NUSS GB N 2 2027-06-14 Fixed 1.67300000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63940VAB8 215380.44000000 PA USD 219816.50000000 0.002350228279 Long ABS-MBS US N 2 2042-06-16 Fixed 3.52000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3J7 1980004.64000000 PA USD 2099935.44000000 0.022452034570 Long DBT USGA US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXK92 6403398.04000000 PA USD 7043374.20000000 0.075306163238 Long DBT USGA US N 2 2048-07-01 Fixed 4.00000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABF1 1660000.00000000 PA USD 1859897.20000000 0.019885600022 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513EAC5 1290000.00000000 PA USD 1342063.91000000 0.014349043656 Long DBT CORP US N 2 2050-07-01 Fixed 3.12500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAW7 1260000.00000000 PA USD 1416940.42000000 0.015149606358 Long DBT NUSS IT N 2 2026-01-15 Fixed 5.71000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHLP5 1160035.94000000 PA USD 1236350.01000000 0.013218774557 Long DBT USGA US N 2 2046-07-01 Fixed 3.00000000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WDQ3 550000.00000000 PA USD 551466.44000000 0.005896154395 Long DBT CORP US N 2 2025-06-24 Fixed 0.95000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AL3 770000.00000000 PA USD 904149.40000000 0.009666960802 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CB45 3910902.40000000 PA USD 4192301.68000000 0.044823140968 Long DBT USGA US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Lundin Energy Finance B.V. 549300JSNI1KL271GM17 55037AAB4 2944000.00000000 PA USD 2987083.35000000 0.031937219289 Long DBT NUSS NL N 2 2031-07-15 Fixed 3.10000000 N N N N N N Government National Mortgage Association N/A 38374MJ26 319027.96000000 PA USD 59621.06000000 0.000637454883 Long DBT USGA US N 2 2036-04-20 Floating 6.90162120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KFDT9 493269.52000000 PA USD 521216.08000000 0.005572724391 Long DBT USGA US N 2 2050-08-01 Fixed 3.00000000 N N N N N N MELLO WAREHOUSE SECURITIZATION TRUST N/A 58551VAA0 2174000.00000000 PA USD 2176986.21000000 0.023275843969 Long ABS-MBS US Y 2 2053-11-25 Floating 0.88437960 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST N/A 92938VAW5 4170827.51000000 PA USD 79781.26000000 0.000853003179 Long DBT USGA US N 2 2047-03-15 Floating 1.17402840 N N N N N N Government National Mortgage Association N/A 36200N4Q1 19143.44000000 PA USD 21389.04000000 0.000228686775 Long DBT USGA US N 2 2034-10-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXKV3 2022607.65000000 PA USD 2166892.19000000 0.023167920991 Long DBT USGA US N 2 2043-01-01 Fixed 3.00000000 N N N N N N CONTINENTAL RESOURCES, INC. XXRTID9RYWOZ0UPIVR53 212015AS0 810000.00000000 PA USD 909225.00000000 0.009721227969 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 620000.00000000 PA USD 731858.79000000 0.007824868584 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 87020PAK3 930000.00000000 PA USD 944238.30000000 0.010095582250 Long DBT NUSS SE N 2 2023-06-02 Fixed 1.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABQH9 876917.82000000 PA USD 1005350.15000000 0.010748976322 Long DBT USGA US N 2 2042-04-25 Fixed 5.50000000 N N N N N N SYMPHONY CLO, LTD. N/A 87190GAC5 2405000.00000000 PA USD 2404393.94000000 0.025707235962 Long ABS-CBDO CORP KY Y 2 2033-04-20 Floating 1.21425120 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46644FAC5 3443418.62000000 PA USD 3569109.25000000 0.038160108516 Long ABS-MBS US N 2 2048-10-15 Fixed 2.91240000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412GQ38 3305.45000000 PA USD 3392.91000000 0.000036276226 Long DBT USGA US N 2 2037-10-01 Fixed 7.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAR2 23945000.00000000 PA USD 23948741.41000000 0.256054524260 Long SN UST US N 1 2022-10-31 Fixed 0.12500000 N N N N N N BBVA USA C90VT034M03BN29IRA40 20453KAA3 910000.00000000 PA USD 1002998.61000000 0.010723834189 Long DBT CORP US N 2 2025-04-10 Fixed 3.87500000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CY9 1240000.00000000 PA USD 1467123.20000000 0.015686149287 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XQWR8 88329.67000000 PA USD 98017.88000000 0.001047984994 Long DBT USGA US N 2 2044-04-01 Fixed 4.50000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216DC1 1190000.00000000 PA USD 1154270.42000000 0.012341198153 Long DBT CORP US N 2 2051-03-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36201MNK4 1229.39000000 PA USD 1263.83000000 0.000013512584 Long DBT USGA US N 2 2032-09-15 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7VE3 121204.42000000 PA USD 138863.74000000 0.001484699687 Long DBT USGA US N 2 2035-12-01 Fixed 6.50000000 N N N N N N N/A N/A 67114JAA8 1520000.00000000 PA USD 1520845.42000000 0.016260535108 Long ABS-MBS US N 2 2061-07-25 Floating 1.05400080 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CP8 2230000.00000000 PA USD 2281000.64000000 0.024387942719 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBQ3 31325000.00000000 PA USD 31041117.19000000 0.331884601304 Long SN UST US N 2 2026-02-28 Fixed 0.50000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818EZ7 1374000.00000000 PA USD 1392546.95000000 0.014888796897 Long DBT CORP US N 2 2022-03-01 Fixed 2.95000000 N N N N N N KKR GROUP FINANCE CO. II LLC N/A 48249DAA9 120000.00000000 PA USD 162313.06000000 0.001735414510 Long DBT CORP US N 2 2043-02-01 Fixed 5.50000000 N N N N N N SPRINT CAPITAL CORPORATION 549300L17W0GQBR1PO80 852060AT9 200000.00000000 PA USD 306284.00000000 0.003274719224 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9WD3 229629.17000000 PA USD 244047.50000000 0.002609300649 Long DBT USGA US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HQE7 29779.41000000 PA USD 35324.67000000 0.000377683378 Long DBT USGA US N 2 2032-03-01 Fixed 7.50000000 N N N N N N CI Financial Corp. 549300M9W7JJQSVCEM78 125491AP5 2015000.00000000 PA USD 2174353.51000000 0.023247695736 Long DBT NUSS CA N 2 2051-06-15 Fixed 4.10000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BU5 3940000.00000000 PA USD 5599272.06000000 0.059866149915 Long DBT CORP US N 2 2050-05-01 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AYKS9 3834169.93000000 PA USD 3979834.26000000 0.042551487388 Long DBT USGA US N 2 2041-12-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622AAVK7 869434.01000000 PA USD 888020.11000000 0.009494510083 Long DBT USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413CFA2 69514.26000000 PA USD 78949.95000000 0.000844115001 Long DBT USGA US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DRP9 6054777.81000000 PA USD 6170745.51000000 0.065976214734 Long DBT USGA US N 2 2040-08-01 Fixed 2.00000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46649TAA4 699878.24000000 PA USD 703023.91000000 0.007516572572 Long ABS-MBS US N 2 2048-09-25 Floating 3.49999920 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAF9 2540000.00000000 PA USD 3032150.40000000 0.032419065990 Long DBT NUSS BR N 2 2029-01-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622AAKS2 781704.61000000 PA USD 818151.22000000 0.008747487720 Long DBT USGA US N 2 2050-01-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6ZK0 712753.08000000 PA USD 766064.19000000 0.008190584981 Long DBT USGA US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413BTD3 159314.29000000 PA USD 184546.47000000 0.001973129099 Long DBT USGA US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339MXM5 25250.64000000 PA USD 29052.92000000 0.000310627246 Long DBT USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796M22 89935000.00000000 PA USD 89932035.74000000 0.961532977160 Long DBT UST US N 2 2021-10-05 None 0.00000000 N N N N N N Government National Mortgage Association N/A 36209AE48 708.95000000 PA USD 793.22000000 0.000008480928 Long DBT USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAN3 408000.00000000 PA USD 468590.66000000 0.005010065308 Long DBT CORP US N 2 2042-05-15 Fixed 4.75000000 N N N N N N PRIME MORTGAGE TRUST N/A 74160MDK5 28449.52000000 PA USD 28889.86000000 0.000308883846 Long ABS-MBS US N 2 2034-02-25 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 36200GKY1 11523.73000000 PA USD 12937.87000000 0.000138328778 Long DBT USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AF5 50000.00000000 PA USD 52875.50000000 0.000565332881 Long DBT CORP AU N 2 2023-05-30 Fixed 4.12500000 N N N N N N Government National Mortgage Association N/A 38382EDT1 361724.94000000 PA USD 55221.36000000 0.000590414286 Long DBT USGA US N 2 2050-04-20 Fixed 3.50000000 N N N N N N MASTR REPERFORMING LOAN TRUST N/A 57643QAE5 222247.10000000 PA USD 118223.57000000 0.001264019659 Long ABS-MBS US N 2 2035-05-25 Floating 0.43437960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31389VRE9 153347.46000000 PA USD 173159.05000000 0.001851377381 Long DBT USGA US N 2 2032-04-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179UPC0 248275.83000000 PA USD 267436.20000000 0.002859367337 Long DBT USGA US N 2 2049-03-20 Fixed 5.00000000 N N N N N N HALSEYPOINT CLO N/A 40638UAA7 700000.00000000 PA USD 702891.70000000 0.007515159012 Long ABS-CBDO CORP KY Y 2 2032-11-30 Floating 1.57849920 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CR0 1260000.00000000 PA USD 1583125.89000000 0.016926423801 Long DBT CORP US N 2 2049-01-15 Fixed 4.25000000 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAG1 2370000.00000000 PA USD 2566145.66000000 0.027436648753 Long DBT NUSS CN N 2 2028-01-19 Fixed 3.59500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGRE1 196906.84000000 PA USD 200564.54000000 0.002144390679 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N GALAXY PIPELINE ASSETS BIDCO LIMITED 549300L82YB0C6JQIC26 36321PAD2 1678000.00000000 PA USD 1670079.97000000 0.017856117149 Long DBT NUSS AE N 2 2034-03-31 Fixed 2.16000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JG3 2375000.00000000 PA USD 2237550.30000000 0.023923381515 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359HNW0 41741.96000000 PA USD 44350.06000000 0.000474180806 Long DBT USGA US N 2 2024-04-25 Fixed 7.00000000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAH8 210000.00000000 PA USD 247228.49000000 0.002643311074 Long DBT CORP US N 2 2029-01-25 Fixed 4.70900000 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477BN2 1500000.00000000 PA USD 1658577.53000000 0.017733135663 Long DBT CORP US N 2 2031-03-30 Fixed 3.15200000 N N N N N N Government National Mortgage Association 2 N/A 21H020691 13100000.00000000 PA USD 13371722.69000000 0.142967433374 Long DBT USGA US N 2 2169-09-21 Fixed 2.00000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449MAA4 5991000.00000000 PA USD 6002278.66000000 0.064175005293 Long ABS-MBS US Y 2 2053-03-17 Fixed 1.34000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131YARW2 243824.44000000 PA USD 266406.59000000 0.002848358980 Long DBT USGA US N 2 2049-03-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5DU4 134593.83000000 PA USD 144283.41000000 0.001542645572 Long DBT USGA US N 2 2049-06-01 Fixed 4.00000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCC7 2376000.00000000 PA USD 2413730.98000000 0.025807065481 Long DBT CORP US N 2 2026-03-25 Fixed 1.65000000 N N N N N N SPIRIT REALTY, L.P. 549300GTBVIBJRX5BW73 84861TAH1 1539000.00000000 PA USD 1546282.07000000 0.016532498014 Long DBT CORP US N 2 2028-03-15 Fixed 2.10000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAS0 1070000.00000000 PA USD 1086908.35000000 0.011620978142 Long DBT NUSS DK N 2 2022-01-12 Fixed 5.00000000 N N N N N N ERP OPERATING LIMITED PARTNERSHIP DX5HQV5MLU50FEWZ5072 26884AAZ6 200000.00000000 PA USD 200329.98000000 0.002141882817 Long DBT CORP US N 2 2021-12-15 Fixed 4.62500000 N N N N N N SLM STUDENT LOAN TRUST N/A 78442GFM3 987560.03000000 PA USD 919768.77000000 0.009833959572 Long ABS-MBS US N 2 2032-12-15 Floating 0.86888160 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03066PAB5 1076088.76000000 PA USD 1076907.99000000 0.011514056556 Long ABS-MBS US N 2 2024-03-18 Fixed 0.42000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ENRL5 897987.88000000 PA USD 1010689.08000000 0.010806058954 Long DBT USGA US N 2 2043-03-01 Fixed 4.50000000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887CJ6 1000000.00000000 PA USD 1058796.60000000 0.011320413672 Long DBT CORP US N 2 2030-05-20 Fixed 2.82300000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 130000.00000000 PA USD 150580.06000000 0.001609967929 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BQ4 170000.00000000 PA USD 203155.99000000 0.002172097876 Long DBT NUSS NL N 2 2046-05-10 Fixed 4.00000000 N N N N N N MASSMUTUAL GLOBAL FUNDING II 549300K1IE3K7YU6VG29 57629WBR0 261000.00000000 PA USD 267599.66000000 0.002861115014 Long DBT CORP US N 2 2022-10-17 Fixed 2.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174467Y9 235000.00000000 PA USD 267003.38000000 0.002854739723 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N INVITATION HOMES TRUST N/A 46185HAA0 5546355.63000000 PA USD 5554183.20000000 0.059384070026 Long ABS-MBS US N 2 2037-06-17 Floating 0.99600120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31404R3R6 10814.58000000 PA USD 12331.10000000 0.000131841331 Long DBT USGA US N 2 2034-05-01 Fixed 5.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CV0 20000.00000000 PA USD 20932.82000000 0.000223808974 Long DBT CORP US N 2 2023-03-09 Fixed 3.70000000 N N N N N N Chevron U.S.A. Inc. VA8TZDWPEZYU430RZ444 166756AU0 150000.00000000 PA USD 206449.21000000 0.002207308239 Long DBT CORP US N 2 2043-11-15 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CR89 1615840.78000000 PA USD 1720347.90000000 0.018393570482 Long DBT USGA US N 2 2047-12-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHQ5 2255000.00000000 PA USD 2561309.01000000 0.027384936386 Long DBT CORP US N 2 2030-02-07 Fixed 3.97400000 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556DD4 1266000.00000000 PA USD 1316515.97000000 0.014075890862 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61690YBV3 13912850.84000000 PA USD 577619.83000000 0.006175780523 Long DBT USGA US N 2 2049-11-15 Floating 1.15328160 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAS4 1220000.00000000 PA USD 1234294.98000000 0.013196802641 Long DBT NUSS GB N 2 2023-01-10 Fixed 3.68400000 N N N N N N Government National Mortgage Association 2 N/A 36297E2U8 216853.68000000 PA USD 232815.91000000 0.002489215030 Long DBT USGA US N 2 2061-09-20 Floating 4.70000160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QGJX6 376599.15000000 PA USD 383126.89000000 0.004096306017 Long DBT USGA US N 2 2035-12-01 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AT5G5 236357.41000000 PA USD 249305.80000000 0.002665521203 Long DBT USGA US N 2 2039-07-25 Fixed 2.94400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CRD8 980906.03000000 PA USD 1057652.84000000 0.011308184849 Long DBT USGA US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36178WDM8 767233.34000000 PA USD 813009.83000000 0.008692517142 Long DBT USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N N/A N/A 524ESCR36 4040000.00000000 PA USD 0.01000000 0.000000000106 Long DBT CORP US N 2 2049-12-31 Fixed 6.50000000 Y N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HNJ5 2590000.00000000 PA USD 2969889.70000000 0.031753388673 Long DBT CORP US N 2 2027-10-01 Fixed 4.25000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JN8 1159000.00000000 PA USD 1226760.55000000 0.013116246220 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34528FAD0 13390.27000000 PA USD 13405.38000000 0.000143327289 Long ABS-MBS US N 2 2022-11-15 Fixed 3.03000000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BV7 1060000.00000000 PA USD 1559412.70000000 0.016672887739 Long DBT CORP GB N 2 2040-05-01 Fixed 8.12500000 N N N N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 036752AF0 560000.00000000 PA USD 576986.32000000 0.006169007178 Long DBT CORP US N 2 2022-12-01 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ALB2 34278.68000000 PA USD 37968.87000000 0.000405954566 Long DBT USGA US N 2 2042-09-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LV6B0 1805000.00000000 PA USD 1901250.72000000 0.020327742501 Long DBT USGA US N 2 2051-08-01 Fixed 3.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63940PAB1 255138.83000000 PA USD 258239.40000000 0.002761037232 Long ABS-MBS US N 2 2042-02-18 Fixed 3.19000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBQ2 1808000.00000000 PA USD 1881611.49000000 0.020117764297 Long DBT CORP US N 2 2061-02-08 Fixed 3.37900000 N N N N N N Government National Mortgage Association 2 N/A 36202FDW3 177947.48000000 PA USD 196768.15000000 0.002103800536 Long DBT USGA US N 2 2040-01-20 Fixed 4.50000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBA0 256000.00000000 PA USD 279634.44000000 0.002989788159 Long DBT CORP US N 2 2030-01-15 Fixed 4.50000000 N N N N N N United States of America N/A N/A -98.00000000 NC USD -12124437.50000000 -0.12963174234 N/A DIR US N 1 US 5YR NOTE (CBT) DEC21 N/A GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US 5-Year Note (consolidated) Dec 2021 2022-01-03 -12104834.46000000 USD -19603.04000000 N N N ROCKWELL AUTOMATION, INC. VH3R4HHBHH12O0EXZJ88 773903AK5 1163000.00000000 PA USD 1163265.93000000 0.012437376110 Long DBT CORP US N 2 2023-08-15 Fixed 0.35000000 N N N N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822VAY7 1693000.00000000 PA USD 1717621.82000000 0.018364423852 Long DBT CORP US N 2 2031-07-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36210MXN6 9327.31000000 PA USD 10423.52000000 0.000111445917 Long DBT USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCR0 14440000.00000000 PA USD 14367800.00000000 0.153617266589 Long SN UST US N 2 2028-07-31 Fixed 1.00000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RAD9 270000.00000000 PA USD 297854.41000000 0.003184591956 Long DBT CORP US N 2 2027-05-16 Fixed 3.25000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 1410000.00000000 PA USD 1647919.48000000 0.017619182204 Long DBT CORP US N 2 2048-04-15 Fixed 4.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F020695 31200000.00000000 PA USD 31627781.33000000 0.338157081544 Long DBT USGA US N 2 2169-09-14 Fixed 2.00000000 N N N N N N OAKTREE SPECIALTY LENDING CORPORATION 549300J6MGCEU5928620 67401PAC2 1212000.00000000 PA USD 1224157.35000000 0.013088413395 Long DBT CORP US N 2 2027-01-15 Fixed 2.70000000 N N N N N N KEYSPAN GAS EAST CORPORATION K8TS3HOE1568DUBUJL44 49338CAB9 1175000.00000000 PA USD 1238362.60000000 0.013240292714 Long DBT CORP US N 2 2026-08-15 Fixed 2.74200000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAK9 2705000.00000000 PA USD 2741303.13000000 0.029309392789 Long DBT NUSS GB N 2 2023-03-17 Fixed 2.85800000 N N N N N N VIATRIS INC. 254900ZZTSW7NL773X71 91533BAF7 1455000.00000000 PA USD 1584013.19000000 0.016935910611 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2N2 5100000.00000000 PA USD 5297186.04000000 0.056636314542 Long DBT CORP US N 2 2026-04-30 Fixed 2.18800000 N N N N N N Government National Mortgage Association 2 N/A 3617JLTL5 476757.64000000 PA USD 508937.17000000 0.005441441064 Long DBT USGA US N 2 2049-05-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36200AB99 7408.30000000 PA USD 8278.67000000 0.000088513666 Long DBT USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Aktiebolaget Svensk Exportkredit 1FOLRR5RWTWWI397R131 00254EMY5 3180000.00000000 PA USD 3206107.80000000 0.034278979149 Long DBT NUSS SE N 2 2023-04-06 Fixed 0.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BAUL6 1716417.35000000 PA USD 1753437.90000000 0.018747361275 Long DBT USGA US N 2 2050-07-25 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283LA55 83382.19000000 PA USD 94028.73000000 0.001005333905 Long DBT USGA US N 2 2036-12-01 Fixed 7.50000000 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63942NAA6 1327893.59000000 PA USD 1315199.59000000 0.014061816425 Long ABS-MBS US Y 2 2069-12-26 Fixed 1.31000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAF8 1105000.00000000 PA USD 1223658.07000000 0.013083075206 Long DBT CORP US N 2 2025-06-01 Fixed 4.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLVJ3 4409703.48000000 PA USD 4492471.01000000 0.048032483525 Long DBT USGA US N 2 2051-05-01 Fixed 2.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCX0 1670000.00000000 PA USD 2097738.15000000 0.022428541643 Long DBT CORP US N 2 2048-09-15 Fixed 4.52200000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KBU3 1095000.00000000 PA USD 1099228.69000000 0.011752704430 Long DBT CORP US N 2 2023-03-01 Fixed 0.65000000 N N N N N N Government National Mortgage Association N/A 36206VS99 3658.10000000 PA USD 4087.21000000 0.000043699524 Long DBT USGA US N 2 2026-05-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 36200FKL1 31320.18000000 PA USD 35206.72000000 0.000376422283 Long DBT USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N SEQUOIA MORTGAGE TRUST N/A 81747LCE9 2384816.62000000 PA USD 2469428.96000000 0.026402575681 Long ABS-MBS US N 2 2048-10-25 Floating 5.02729920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXFD9 1521018.44000000 PA USD 1710027.96000000 0.018283232019 Long DBT USGA US N 2 2046-11-01 Fixed 5.00000000 N N N N N N OHIO ST UNIV GEN RCPTS N/A 677632PA3 689000.00000000 PA USD 1027242.50000000 0.010983044375 Long DBT MUN US N 2 2111-06-01 Fixed 4.80000000 N N N N N N PT Pertamina (Persero) 254900NDAKGNZ2IBBL45 69369EAD1 1220000.00000000 PA USD 1529591.88000000 0.016354050279 Long DBT NUSS ID N 2 2042-05-03 Fixed 6.00000000 N N N N N N OBX TRUST N/A 67448WBB3 806115.09000000 PA USD 807119.83000000 0.008629542594 Long ABS-MBS US Y 2 2060-01-25 Floating 0.98438040 N N N N N N Government National Mortgage Association N/A 38376T2W1 64795.93000000 PA USD 12546.85000000 0.000134148081 Long DBT USGA US N 2 2040-01-16 Floating 6.30450000 N N N N N N DIAGEO INVESTMENT CORPORATION S4G8DPIPDVCF6CB81Z61 25245BAB3 980000.00000000 PA USD 997781.21000000 0.010668050928 Long DBT CORP GB N 2 2022-05-11 Fixed 2.87500000 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AT4 180000.00000000 PA USD 178317.47000000 0.001906530041 Long DBT CORP US N 2 2026-01-15 Fixed 1.12500000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65557CBE2 1370000.00000000 PA USD 1386838.62000000 0.014827764724 Long DBT NUSS FI N 2 2023-06-09 Fixed 1.00000000 N N N N N N SCENTRE GROUP TRUST 1 549300SQ859FBKRKSI77 80622GAD6 1220000.00000000 PA USD 1332951.75000000 0.014251618503 Long DBT NUSS AU N 2 2026-01-28 Fixed 3.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJSM1 470126.39000000 PA USD 501695.61000000 0.005364015943 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N United States of America N/A N/A 9.00000000 NC USD 1775531.25000000 0.018983578374 N/A DIR US N 1 US ULTRA BOND CBT DEC21 N/A CITIGROUP GLOBAL MARKETS N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Dec 2021 2021-12-24 1770679.86000000 USD 4851.39000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WMHL1 247982.05000000 PA USD 270134.49000000 0.002888216843 Long DBT USGA US N 2 2047-04-01 Fixed 4.50000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DB3 3118000.00000000 PA USD 3109231.59000000 0.033243200632 Long DBT CORP US N 2 2028-08-15 Fixed 1.65000000 N N N N N N BUNGE LIMITED FINANCE CORP. 549300QHC068L40NNM71 120568BC3 4804000.00000000 PA USD 4933404.92000000 0.052746849120 Long DBT CORP US N 2 2031-05-14 Fixed 2.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FF3Z8 2999364.96000000 PA USD 98583.73000000 0.001054034934 Long DBT USGA US N 2 2027-12-25 Floating 0.65745360 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 3015000.00000000 PA USD 3462383.31000000 0.037019018915 Long DBT CORP DE N 2 2028-12-15 Fixed 4.37500000 N N N N N N ABPCI DIRECT LENDING FUND CLO LTD N/A 000848AA9 2420000.00000000 PA USD 2423712.28000000 0.025913783283 Long ABS-CBDO CORP KY Y 2 2032-01-20 Floating 2.08424880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X65U1 2107752.71000000 PA USD 2236471.50000000 0.023911847230 Long DBT USGA US N 2 2048-04-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36201MEE8 28797.67000000 PA USD 33809.06000000 0.000361478819 Long DBT USGA US N 2 2032-04-15 Fixed 7.00000000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AN0 320000.00000000 PA USD 458249.08000000 0.004899495475 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N Government National Mortgage Association N/A 36200MY80 39337.59000000 PA USD 46599.79000000 0.000498234410 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 36203KKV5 5064.53000000 PA USD 5658.62000000 0.000060500684 Long DBT USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAG8 145000.00000000 PA USD 202899.85000000 0.002169359285 Long DBT CORP US N 2 2039-10-15 Fixed 6.12500000 N N N N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 60871RAH3 2687000.00000000 PA USD 3036151.06000000 0.032461840141 Long DBT CORP US N 2 2046-07-15 Fixed 4.20000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDG3 450000.00000000 PA USD 500093.82000000 0.005346889966 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92537UAA0 1496785.48000000 PA USD 1506143.23000000 0.016103342619 Long ABS-MBS US N 2 2060-05-25 Floating 2.22599880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBR93 3504844.61000000 PA USD 3726970.38000000 0.039847923999 Long DBT USGA US N 2 2049-06-01 Fixed 3.50000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZH9 925000.00000000 PA USD 925434.75000000 0.009894538948 Long DBT CORP US N 2 2021-10-12 Fixed 3.81300000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36248GAJ9 390000.00000000 PA USD 413346.92000000 0.004419411740 Long ABS-MBS US N 2 2046-11-10 Fixed 5.16100000 N N N N N N Government National Mortgage Association N/A 38375GB83 345667.86000000 PA USD 74431.52000000 0.000795804970 Long DBT USGA US N 2 2042-08-16 Floating 6.00450120 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJK6 385000.00000000 PA USD 383390.79000000 0.004099127576 Long DBT CORP US N 2 2026-10-24 Fixed 1.19700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A1C67 687806.63000000 PA USD 721047.27000000 0.007709274259 Long DBT USGA US N 2 2050-01-01 Fixed 3.00000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89178BAA2 1964410.94000000 PA USD 2036693.01000000 0.021775860819 Long ABS-MBS US N 2 2059-10-25 Floating 2.90000160 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FPT9 3109946.83000000 PA USD 3155620.75000000 0.033739183034 Long ABS-MBS US N 2 2034-06-25 Floating 2.61745920 N N N N N N APOLLO MANAGEMENT HOLDINGS, L.P. 5493006XQW0V5K38YM64 03765HAC5 1425000.00000000 PA USD 1857043.06000000 0.019855084203 Long DBT CORP US N 2 2048-03-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J6GP6 75288.76000000 PA USD 81120.04000000 0.000867317112 Long DBT USGA US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BG6 2258000.00000000 PA USD 2378312.20000000 0.025428375900 Long DBT CORP US N 2 2023-08-01 Fixed 3.25000000 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 8426EPAD0 1216000.00000000 PA USD 1175195.56000000 0.012564925015 Long DBT CORP US N 2 2031-01-15 Fixed 1.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413TUG5 13042.18000000 PA USD 14074.76000000 0.000150484149 Long DBT USGA US N 2 2037-11-01 Fixed 7.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHZ5 2175000.00000000 PA USD 2236512.50000000 0.023912285593 Long DBT CORP US N 2 2031-02-13 Fixed 2.49600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCRY3 4455779.92000000 PA USD 4860658.51000000 0.051969060965 Long DBT USGA US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FR4 2745000.00000000 PA USD 3149358.32000000 0.033672226550 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N Government National Mortgage Association N/A 36225BYC6 5441.80000000 PA USD 6466.72000000 0.000069140707 Long DBT USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBJ9 2320000.00000000 PA USD 2443974.81000000 0.026130425668 Long DBT CORP US N 2 2029-08-26 Fixed 2.37500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBX6 335000.00000000 PA USD 366161.92000000 0.003914920396 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CH6 100000.00000000 PA USD 102750.00000000 0.001098579750 Long DBT CORP US N 2 2026-04-15 Fixed 3.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8C96 1482872.46000000 PA USD 1572269.75000000 0.016810352408 Long DBT USGA US N 2 2050-09-01 Fixed 3.00000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08162XBG8 1735000.00000000 PA USD 1749919.61000000 0.018709744514 Long ABS-MBS US N 2 2053-10-15 Fixed 2.03410000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCA5 896000.00000000 PA USD 1052769.50000000 0.011255973283 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAH5 490000.00000000 PA USD 524581.97000000 0.005608711725 Long DBT CORP US N 2 2025-07-01 Fixed 3.37500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 320000.00000000 PA USD 393792.86000000 0.004210344155 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FCAZ7 2316821.76000000 PA USD 2402707.27000000 0.025689202468 Long DBT USGA US N 2 2047-10-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411HAY6 12082.26000000 PA USD 13584.53000000 0.000145242720 Long DBT USGA US N 2 2037-01-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335B5H5 6908449.01000000 PA USD 7520341.60000000 0.080405790755 Long DBT USGA US N 2 2048-11-01 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2L6 5355000.00000000 PA USD 6343381.24000000 0.067821996897 Long DBT CORP US N 2 2031-04-04 Fixed 4.47800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMTH8 1281637.71000000 PA USD 1300335.34000000 0.013902891227 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410QNU1 8024.20000000 PA USD 9099.74000000 0.000097292361 Long DBT USGA US N 2 2036-10-01 Fixed 6.00000000 N N N N N N MID-AMERICA APARTMENTS, L.P. 549300FXWGE3QSYCUJ38 59523UAQ0 766000.00000000 PA USD 873069.93000000 0.009334666141 Long DBT CORP US N 2 2029-03-15 Fixed 3.95000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBB9 770000.00000000 PA USD 807869.33000000 0.008637556079 Long DBT CORP US N 2 2031-04-15 Fixed 2.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AKQD5 393527.06000000 PA USD 399153.65000000 0.004267660509 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N AMERICAN HOME MORTGAGE INVESTMENT TRUST N/A 02660TDA8 1367828.22000000 PA USD 1368877.75000000 0.014635731166 Long ABS-MBS US N 2 2045-06-25 Floating 0.64924920 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST N/A 36261WAB3 1111000.00000000 PA USD 1114608.19000000 0.011917138564 Long ABS-MBS US Y 2 2060-12-25 Floating 2.00000160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KFVQ5 718756.93000000 PA USD 759346.27000000 0.008118758501 Long DBT USGA US N 2 2050-07-01 Fixed 3.00000000 N N N N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903BD4 777000.00000000 PA USD 892640.65000000 0.009543911851 Long DBT CORP US N 2 2025-05-01 Fixed 5.75000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCA5 915000.00000000 PA USD 1075093.85000000 0.011494660182 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QDWP5 1575459.27000000 PA USD 1655728.45000000 0.017702673944 Long DBT USGA US N 2 2050-06-01 Fixed 3.00000000 N N N N N N BLUEMOUNTAIN CLO LTD. N/A 09626RAW5 569991.44000000 PA USD 570531.79000000 0.006099996804 Long ABS-CBDO CORP KY N 2 2028-11-20 Floating 1.18087920 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CC1 1015000.00000000 PA USD 1014208.67000000 0.010843689614 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBN2 807000.00000000 PA USD 783503.37000000 0.008377040748 Long DBT CORP US N 2 2051-02-04 Fixed 3.70000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 345340AA1 1593000.00000000 PA USD 1613548.74000000 0.017251698029 Long ABS-MBS US Y 2 2033-10-17 Fixed 1.37000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SP4 1456000.00000000 PA USD 1273545.00000000 0.013616454974 Long DBT UST US N 1 2050-08-15 Fixed 1.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339UZX1 288807.39000000 PA USD 305249.06000000 0.003263653880 Long DBT USGA US N 2 2049-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A0MT8 60008.57000000 PA USD 63209.20000000 0.000675818464 Long DBT USGA US N 2 2050-01-01 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468R3 2791000.00000000 PA USD 2790575.29000000 0.029836199575 Long DBT CORP US N 2 2025-10-21 Fixed 0.86400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FGAE9 104296.63000000 PA USD 111766.24000000 0.001194979348 Long DBT USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36200H4A9 290.10000000 PA USD 324.79000000 0.000003472581 Long DBT USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468C6 580000.00000000 PA USD 643461.00000000 0.006879739415 Long DBT CORP US N 2 2025-07-23 Fixed 4.00000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT N/A 9393365L3 156160.48000000 PA USD 26639.88000000 0.000284827569 Long DBT USGA US N 2 2035-05-25 Fixed 5.50000000 N N N N N N COMM MORTGAGE TRUST N/A 12635QBF6 7116855.11000000 PA USD 7571007.97000000 0.080947504119 Long ABS-MBS US N 2 2048-10-10 Fixed 3.34900000 N N N N N N BHP BILLITON FINANCE (USA) LIMITED 5493003NUVITP3TMY274 055451AQ1 79000.00000000 PA USD 80011.47000000 0.000855464533 Long DBT NUSS AU N 2 2022-02-24 Fixed 2.87500000 N N N N N N Government National Mortgage Association N/A 36211GWD1 22616.77000000 PA USD 25314.81000000 0.000270660220 Long DBT USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 22945EAU5 573000.00000000 PA USD 611831.64000000 0.006541565455 Long ABS-MBS US N 2 2054-03-15 Fixed 2.80480000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AWX2 2053336.68000000 PA USD 2193597.46000000 0.023453447695 Long DBT USGA US N 2 2033-09-01 Fixed 3.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFS8 220000.00000000 PA USD 218374.42000000 0.002334809886 Long DBT CORP US N 2 2025-11-20 Fixed 0.85000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DT4 1720000.00000000 PA USD 1740198.65000000 0.018605810210 Long DBT CORP US N 2 2025-05-11 Fixed 1.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410P2F9 584.16000000 PA USD 656.79000000 0.000007022250 Long DBT USGA US N 2 2036-08-01 Fixed 6.50000000 N N N N N N MAGNETITE CLO, LIMITED N/A 55955LAA0 3300000.00000000 PA USD 3300234.30000000 0.035285358389 Long ABS-CBDO CORP KY Y 2 2031-10-25 Floating 1.39524840 N N N N N N Government National Mortgage Association 2 N/A 21H0226B2 115220000.00000000 PA USD 119068168.26000000 1.273049913415 Long DBT USGA US N 2 2168-11-20 Fixed 2.50000000 N N N N N N REGENCY CENTERS, L.P. 5493008PTR2GAOYBXW28 75884RAZ6 1681000.00000000 PA USD 1785638.74000000 0.019091645370 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EM1 1070000.00000000 PA USD 1171664.71000000 0.012527173966 Long DBT CORP US N 2 2026-07-08 Fixed 3.05000000 N N N N N N VEREIT OPERATING PARTNERSHIP, L.P. 5493005TQOUJE1LCS698 92340LAG4 1121000.00000000 PA USD 1186029.10000000 0.012680754773 Long DBT CORP US N 2 2032-12-15 Fixed 2.85000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CD9 1250000.00000000 PA USD 1279234.63000000 0.013677287210 Long DBT CORP US N 2 2022-11-02 Fixed 2.50000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 14916RAD6 500000.00000000 PA USD 590355.54000000 0.006311947853 Long DBT CORP US N 2 2042-11-01 Fixed 4.35000000 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 42217KBC9 183000.00000000 PA USD 197623.00000000 0.002112940399 Long DBT CORP US N 2 2024-01-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MNZN3 35076.26000000 PA USD 38779.17000000 0.000414618111 Long DBT USGA US N 2 2042-12-01 Fixed 4.00000000 N N N N N N BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST N/A 07336LAB9 2400000.00000000 PA USD 2460554.40000000 0.026307690893 Long ABS-MBS US Y 2 2051-06-25 Floating 2.49999840 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEE8 398000.00000000 PA USD 422180.42000000 0.004513857523 Long DBT CORP US N 2 2041-05-15 Fixed 3.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QHMG7 681802.49000000 PA USD 723886.56000000 0.007739631305 Long DBT USGA US N 2 2041-03-01 Fixed 2.50000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAA1 1583000.00000000 PA USD 1591369.43000000 0.017014561865 Long DBT CORP GB N 2 2026-05-28 Fixed 1.20000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BY9 4540000.00000000 PA USD 4568961.20000000 0.048850299329 Long DBT NUSS JP N 2 2027-07-20 Fixed 1.53800000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513EAD3 680000.00000000 PA USD 695020.63000000 0.007431003313 Long DBT CORP US N 2 2030-07-01 Fixed 2.25000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967HS3 255000.00000000 PA USD 346013.41000000 0.003699497087 Long DBT CORP US N 2 2044-05-06 Fixed 5.30000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CW3 2130000.00000000 PA USD 2892977.82000000 0.030931064255 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BP6 1000000.00000000 PA USD 1063403.12000000 0.011369665542 Long DBT CORP US N 2 2026-10-01 Fixed 2.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJBJ1 386047.58000000 PA USD 392060.80000000 0.004191825361 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAU7 1429000.00000000 PA USD 1690933.50000000 0.018079078373 Long DBT CORP US N 2 2045-06-15 Fixed 5.00000000 N N N N N N PROGRESS RESIDENTIAL MASTER TRUST N/A 74333TAA7 5570000.00000000 PA USD 5569735.43000000 0.059550350950 Long ABS-MBS US Y 2 2038-09-17 Fixed 1.51000000 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AQ0 720000.00000000 PA USD 694848.47000000 0.007429162617 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCU3 7425000.00000000 PA USD 7413108.42000000 0.079259277858 Long SN UST US N 2 2023-08-31 Fixed 0.12500000 N N N N N N CVP CLO LTD N/A 12662CAA5 1500000.00000000 PA USD 1504626.00000000 0.016087120739 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 1.32424920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9YZ8 2777128.00000000 PA USD 3175579.30000000 0.033952575335 Long DBT USGA US N 2 2039-12-01 Fixed 5.50000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CV5 464000.00000000 PA USD 600907.43000000 0.006424766273 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N Government National Mortgage Association N/A 36204RZ27 256.14000000 PA USD 285.96000000 0.000003057419 Long DBT USGA US N 2 2024-03-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4F4 36548.30000000 PA USD 40222.70000000 0.000430052007 Long DBT USGA US N 2 2048-05-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9NP2 762244.96000000 PA USD 827702.49000000 0.008849607738 Long DBT USGA US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EVVB0 413158.87000000 PA USD 439579.99000000 0.004699889789 Long DBT USGA US N 2 2046-08-01 Fixed 3.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWM2 1060000.00000000 PA USD 1083330.60000000 0.011582725649 Long DBT CORP US N 2 2023-07-24 Fixed 2.90500000 N N N N N N American Airlines 2015-1 Pass Through Trusts N/A 023770AA8 94721.66000000 PA USD 93527.12000000 0.000999970804 Long DBT CORP US N 2 2027-05-01 Fixed 3.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J75W1 581145.36000000 PA USD 640422.67000000 0.006847254278 Long DBT USGA US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38382HY87 574312.08000000 PA USD 75576.60000000 0.000808047906 Long DBT USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N N/A N/A 74274TAG5 2055000.00000000 PA USD 2053262.85000000 0.021953021799 Long DBT CORP US N 2 2024-07-30 Fixed 0.55000000 N N N N N N United States of America N/A N/A 292.00000000 NC USD 57606125.00000000 0.615911653929 N/A DIR US N 1 US ULTRA BOND CBT DEC21 N/A GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Dec 2021 2021-12-24 57830116.74000000 USD -223991.74000000 N N N AT&T INC. 549300Z40J86GGSTL398 00206RMG4 8870000.00000000 PA USD 9434058.47000000 0.100866818511 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N CSMC TRUST N/A 12653VAA4 7100000.00000000 PA USD 7120836.37000000 0.076134371232 Long ABS-MBS US N 2 2036-05-15 Floating 1.07600040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396LLQ1 364997.24000000 PA USD 44638.80000000 0.000477267949 Long DBT USGA US N 2 2036-11-25 Floating 6.66561960 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBL9 1960000.00000000 PA USD 2028059.55000000 0.021683553818 Long DBT CORP US N 2 2031-04-22 Fixed 2.52200000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967EW7 416000.00000000 PA USD 717368.26000000 0.007669939116 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398W2M5 72021.70000000 PA USD 14359.64000000 0.000153530021 Long DBT USGA US N 2 2040-01-15 Floating 6.13450080 N N N N N N THE AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCE3 1666000.00000000 PA USD 1656632.27000000 0.017712337383 Long DBT CORP US N 2 2026-01-15 Fixed 1.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MS2X7 14813.22000000 PA USD 15759.65000000 0.000168498611 Long DBT USGA US N 2 2037-05-01 Fixed 5.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEF5 1939000.00000000 PA USD 2124256.50000000 0.022712069841 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAE3 311000.00000000 PA USD 397361.32000000 0.004248497322 Long DBT CORP US N 2 2048-06-15 Fixed 6.00000000 N N N N N N NELNET STUDENT LOAN CORPORATION N/A 64031QBX8 5303587.43000000 PA USD 5224914.54000000 0.055863604017 Long ABS-MBS US N 2 2037-03-23 Floating 0.23487840 N N N N N N AIMCO CLO LTD N/A 00140NAA8 5500000.00000000 PA USD 5508354.50000000 0.058894079935 Long ABS-CBDO CORP KY Y 2 2031-10-15 Floating 1.50612840 N N N N N N OBX TRUST N/A 67448TBC8 855524.98000000 PA USD 855816.20000000 0.009150193164 Long ABS-MBS US N 2 2060-02-25 Floating 0.83437920 N N N N N N WENDYS FUNDING LLC N/A 95058XAK4 4040000.00000000 PA USD 4093853.20000000 0.043770552095 Long ABS-MBS US Y 2 2051-06-15 Fixed 2.37000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AN0 1530000.00000000 PA USD 1881457.08000000 0.020116113381 Long DBT CORP BE N 2 2048-04-15 Fixed 4.60000000 N N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299BM5 830000.00000000 PA USD 948822.80000000 0.010144598686 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BXV3 231842.03000000 PA USD 247296.80000000 0.002644041429 Long DBT USGA US N 2 2048-08-01 Fixed 3.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAQ3 3007000.00000000 PA USD 3217309.58000000 0.034398746046 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28000000 N N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304AS6 1985000.00000000 PA USD 2433759.85000000 0.026021209628 Long DBT CORP US N 2 2044-10-01 Fixed 4.15000000 N N N N N N Government National Mortgage Association N/A 36213FXE8 11275.75000000 PA USD 12660.86000000 0.000135367050 Long DBT USGA US N 2 2033-07-15 Fixed 6.00000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BQ4 2667000.00000000 PA USD 2657204.38000000 0.028410227983 Long DBT CORP US N 2 2027-02-03 Fixed 1.35000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922F5T1 6928916.90000000 PA USD 6833966.49000000 0.073067223385 Long ABS-MBS US N 2 2045-11-25 Floating 0.60437880 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46649CAA1 550700.80000000 PA USD 557983.65000000 0.005965834930 Long ABS-MBS US N 2 2048-10-25 Floating 3.49999920 N N N N N N REPUBLICA DEL PARAGUAY 529900UXKJTJPCU0HK83 699149AK6 704000.00000000 PA USD 695904.00000000 0.007440448105 Long DBT NUSS PY N 2 2033-01-29 Fixed 2.73900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J2ZV8 543557.43000000 PA USD 586519.62000000 0.006270935064 Long DBT USGA US N 2 2033-06-01 Fixed 3.50000000 N N N N N N SLM STUDENT LOAN TRUST N/A 784442AD7 1155000.00000000 PA USD 1032488.46000000 0.011039132992 Long ABS-MBS US N 2 2083-01-25 Floating 1.32525000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BG4 119000.00000000 PA USD 136225.98000000 0.001456497354 Long DBT CORP US N 2 2047-12-08 Fixed 3.73400000 N N N N N N BHP BILLITON FINANCE (USA) LIMITED 5493003NUVITP3TMY274 055451AV0 40000.00000000 PA USD 55109.82000000 0.000589221725 Long DBT NUSS AU N 2 2043-09-30 Fixed 5.00000000 N N N N N N MARATHON OIL CORPORATION 1FRVQX2CRLGC1XLP5727 565849AM8 498000.00000000 PA USD 602163.16000000 0.006438192254 Long DBT CORP US N 2 2045-06-01 Fixed 5.20000000 N N N N N N STERIS Irish FinCo Unlimited Co N/A 85917PAB3 2108000.00000000 PA USD 2308996.66000000 0.024687269830 Long DBT NUSS US N 2 2051-03-15 Fixed 3.75000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BV7 525000.00000000 PA USD 716715.81000000 0.007662963268 Long DBT CORP US N 2 2040-04-01 Fixed 5.20000000 N N N N N N Government National Mortgage Association 2 N/A 3622AAVM3 776559.57000000 PA USD 794331.27000000 0.008492810205 Long DBT USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBP4 470000.00000000 PA USD 576210.03000000 0.006160707261 Long DBT CORP US N 2 2047-12-01 Fixed 5.20000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCB9 311000.00000000 PA USD 352494.46000000 0.003768791007 Long DBT CORP US N 2 2061-03-25 Fixed 4.10000000 N N N N N N CAMB COMMERCIAL MORTGAGE TRUST N/A 12482HAA2 1715000.00000000 PA USD 1718254.38000000 0.018371187040 Long ABS-MBS US N 2 2037-12-15 Floating 1.16600040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QBBB3 8027740.51000000 PA USD 8727859.99000000 0.093316304155 Long DBT USGA US N 2 2049-06-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCW9 98975000.00000000 PA USD 98859013.18000000 1.056978200036 Long SN UST US N 2 2026-08-31 Fixed 0.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L4F53 390286.61000000 PA USD 397176.97000000 0.004246526293 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N VORNADO REALTY L.P. 549300BMOJ05INE4YK86 929043AL1 554000.00000000 PA USD 578803.11000000 0.006188431886 Long DBT CORP US N 2 2031-06-01 Fixed 3.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JBDV2 331903.41000000 PA USD 370407.68000000 0.003960315102 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N CSMC TRUST N/A 12661GAA7 3487132.96000000 PA USD 3552476.60000000 0.037982275986 Long ABS-MBS US Y 2 2060-01-25 Floating 2.00000160 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638DS8 623000.00000000 PA USD 630818.65000000 0.006744570270 Long DBT NUSS PE N 2 2041-03-11 Fixed 3.30000000 N N N N N N Government National Mortgage Association N/A 38380JKP2 3950181.49000000 PA USD 179713.11000000 0.001921451908 Long DBT USGA US N 2 2060-03-16 Floating 0.54774000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAL3 280000.00000000 PA USD 294313.91000000 0.003146737731 Long DBT CORP US N 2 2024-12-01 Fixed 2.87500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 2320000.00000000 PA USD 2598555.16000000 0.027783163794 Long DBT CORP US N 2 2031-04-01 Fixed 3.62200000 N N N N N N COMM MORTGAGE TRUST N/A 12591KAK1 90000.00000000 PA USD 90038.06000000 0.000962666564 Long ABS-MBS US N 2 2046-10-10 Floating 5.24057040 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JE8 1100000.00000000 PA USD 1099514.82000000 0.011755763667 Long DBT CORP US N 2 2022-06-16 Fixed 1.75000000 N N N N N N CANYON CLO LTD N/A 13876NAA1 1500000.00000000 PA USD 1506067.50000000 0.016102532931 Long ABS-CBDO CORP KY Y 2 2031-10-15 Floating 1.57613040 N N N N N N MASTR REPERFORMING LOAN TRUST N/A 576436AR0 1272274.80000000 PA USD 980865.35000000 0.010487190381 Long ABS-MBS US N 2 2034-08-25 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YK2P7 247894.63000000 PA USD 267190.00000000 0.002856735022 Long DBT USGA US N 2 2045-04-01 Fixed 3.50000000 N N N N N N INTERSTATE POWER AND LIGHT COMPANY EF9UQIIO4KY2BWOK3P26 461070AR5 584000.00000000 PA USD 648380.63000000 0.006932338986 Long DBT CORP US N 2 2049-09-30 Fixed 3.50000000 N N N N N N BRK : BANK OF AMERICA SECURITY LLC N/A N/A 1991000.00000000 NC USD 194990.47000000 0.002084793984 N/A DIR XX N 2 BRK : BANK OF AMERICA SECURITY LLC N/A Y 2047-02-15 1507.01000000 USD 0.00000000 USD -1991000.00000000 USD 193483.46000000 N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCD6 1717000.00000000 PA USD 1714750.90000000 0.018333728625 Long DBT CORP US N 2 2050-05-01 Fixed 2.70000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CL0 830000.00000000 PA USD 844066.68000000 0.009024569955 Long DBT CORP US N 2 2022-05-16 Fixed 2.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9BU8 2904349.44000000 PA USD 3043636.84000000 0.032541876407 Long DBT USGA US N 2 2050-11-01 Fixed 3.00000000 N N N N N N KKR FINANCIAL CLO, LTD. N/A 48251BAN0 730000.00000000 PA USD 735164.75000000 0.007860215160 Long ABS-CBDO CORP KY N 2 2029-01-20 Floating 1.93425120 N N N N N N SBL HOLDINGS, INC. N/A 78397DAB4 2680000.00000000 PA USD 2882509.24000000 0.030819136567 Long DBT CORP US N 2 2031-02-18 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 38378NK51 787493.37000000 PA USD 9530.87000000 0.000101901905 Long DBT USGA US N 2 2048-02-16 Floating 0.11076840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J8BT9 497538.12000000 PA USD 566963.45000000 0.006061844920 Long DBT USGA US N 2 2048-02-01 Floating 3.73399920 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAD4 240000.00000000 PA USD 261985.57000000 0.002801090434 Long DBT CORP US N 2 2025-12-14 Fixed 3.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132Y3ZL1 1388006.15000000 PA USD 1514265.55000000 0.016190184626 Long DBT USGA US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBD4 221000.00000000 PA USD 257052.00000000 0.002748341820 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BZ1 2905000.00000000 PA USD 3791444.69000000 0.040537268733 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N IHS MARKIT LTD. 549300HLPTRASHS0E726 44962LAA5 3000000.00000000 PA USD 3116100.00000000 0.033316636118 Long DBT NUSS US N 2 2022-11-01 Fixed 5.00000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DC1 546000.00000000 PA USD 546518.07000000 0.005843247543 Long DBT CORP US N 2 2052-01-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XJ4A2 73360.58000000 PA USD 82131.91000000 0.000878135797 Long DBT USGA US N 2 2044-03-01 Fixed 4.50000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DF4 833000.00000000 PA USD 899262.23000000 0.009614708286 Long DBT CORP US N 2 2026-08-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412WMZ6 12506.03000000 PA USD 14038.65000000 0.000150098069 Long DBT USGA US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KDF54 870621.93000000 PA USD 911190.53000000 0.009742242971 Long DBT USGA US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B0VP8 1179392.32000000 PA USD 1233153.27000000 0.013184595736 Long DBT USGA US N 2 2047-03-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CEE0 2572292.95000000 PA USD 2716864.15000000 0.029048096745 Long DBT USGA US N 2 2036-12-01 Fixed 3.00000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34528PAK2 2740000.00000000 PA USD 3146183.90000000 0.033638286370 Long ABS-MBS US N 2 2030-11-15 Fixed 4.06000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L1UQ6 881532.24000000 PA USD 894136.26000000 0.009559902575 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412MBF4 20720.18000000 PA USD 24565.31000000 0.000262646736 Long DBT USGA US N 2 2037-12-01 Fixed 7.00000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RAN7 410000.00000000 PA USD 421501.08000000 0.004506594174 Long DBT CORP US N 2 2025-04-24 Fixed 1.60000000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST N/A 361886CD4 1906000.00000000 PA USD 2019642.77000000 0.021593563511 Long ABS-MBS US N 2 2026-04-15 Fixed 2.90000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2N2 3345000.00000000 PA USD 3474330.85000000 0.037146759309 Long DBT CORP US N 2 2026-04-30 Fixed 2.18800000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DX0 608000.00000000 PA USD 531957.44000000 0.005687568582 Long DBT NUSS CO N 2 2061-02-15 Fixed 3.87500000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBN4 417000.00000000 PA USD 483609.60000000 0.005170644416 Long DBT CORP GB N 2 2030-04-02 Fixed 4.90600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QDU28 1106004.13000000 PA USD 1173963.79000000 0.012551755209 Long DBT USGA US N 2 2050-06-01 Fixed 3.00000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46643ABD4 609216.33000000 PA USD 648333.44000000 0.006931834441 Long ABS-MBS US N 2 2047-09-15 Fixed 3.66960000 N N N N N N Government National Mortgage Association N/A 36207ENB6 32568.55000000 PA USD 38626.13000000 0.000412981842 Long DBT USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EH9 2580000.00000000 PA USD 2572756.01000000 0.027507325119 Long DBT CORP US N 2 2028-08-05 Fixed 1.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBWE8 3232393.37000000 PA USD 467316.48000000 0.004996442064 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABN4 210000.00000000 PA USD 210621.60000000 0.002251918489 Long DBT CORP US N 2 2051-02-15 Fixed 3.30000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHW2 2143000.00000000 PA USD 2243423.14000000 0.023986172592 Long DBT CORP US N 2 2025-10-22 Fixed 2.45600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JBDR1 418361.42000000 PA USD 470825.08000000 0.005033955221 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QAD49 1345738.14000000 PA USD 1540295.04000000 0.016468486044 Long DBT USGA US N 2 2048-12-01 Fixed 5.50000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162CF5 104000.00000000 PA USD 134931.98000000 0.001442662199 Long DBT CORP US N 2 2051-06-15 Fixed 4.66300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7BP8 720267.06000000 PA USD 781164.09000000 0.008352029695 Long DBT USGA US N 2 2043-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B3AL2 1300000.00000000 PA USD 1319182.41000000 0.014104399835 Long DBT USGA US N 2 2037-10-15 Fixed 3.50000000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962GX74 3035000.00000000 PA USD 2635739.22000000 0.028180727350 Long DBT CORP US N 2 2036-08-15 Floating 0.60474960 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83405YAA0 1177953.52000000 PA USD 1179495.46000000 0.012610898573 Long ABS-MBS US Y 2 2043-08-17 Fixed 1.03000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAW2 910000.00000000 PA USD 1088399.48000000 0.011636920967 Long DBT CORP US N 2 2046-03-01 Fixed 4.11400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QANF3 1988182.09000000 PA USD 2223693.57000000 0.023775228494 Long DBT USGA US N 2 2049-02-01 Fixed 4.50000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AL3 1775000.00000000 PA USD 2084240.50000000 0.022284227823 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N BACARDI LIMITED 549300R32WTQNHNN5055 067316AF6 775000.00000000 PA USD 904382.17000000 0.009669449526 Long DBT NUSS BM N 2 2028-05-15 Fixed 4.70000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFY0 165000.00000000 PA USD 165267.95000000 0.001767007526 Long DBT CORP US N 2 2022-10-21 Floating 1.31424840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APF61 299497.88000000 PA USD 316002.14000000 0.003378623378 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N SODEXO, INC. 549300WSZGQGJQXRFU84 833794AA8 2147000.00000000 PA USD 2176227.41000000 0.023267731051 Long DBT CORP FR N 2 2026-04-16 Fixed 1.63400000 N N N N N N VERUS SECURITIZATION TRUST N/A 92537HAA9 678807.18000000 PA USD 686739.31000000 0.007342461313 Long ABS-MBS US N 2 2059-07-25 Floating 2.91300120 N N N N N N Government National Mortgage Association N/A 36290WMJ8 4299.47000000 PA USD 4962.30000000 0.000053055788 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N MACQUARIE GROUP LIMITED ACMHD8HWFMFUIQQ8Y590 55607PAF2 3462000.00000000 PA USD 3476914.68000000 0.037174385035 Long DBT NUSS AU N 2 2027-09-23 Fixed 1.62900000 N N N N N N HARDEES FUNDING LLC N/A 411707AK8 3760000.00000000 PA USD 3824145.60000000 0.040886899463 Long ABS-MBS US Y 2 2051-06-20 Fixed 2.86500000 N N N N N N ONE BRYANT PARK TRUST N/A 68236JAA9 2490000.00000000 PA USD 2604958.82000000 0.027851630277 Long ABS-MBS US N 2 2054-09-15 Fixed 2.51641000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442UAK0 1160000.00000000 PA USD 1089468.40000000 0.011648349618 Long DBT CORP US N 2 2050-08-15 Fixed 2.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCE4 750000.00000000 PA USD 815968.76000000 0.008724153352 Long DBT CORP US N 2 2052-04-22 Fixed 3.32800000 N N N N N N VMWARE, INC. 549300BUDHS3LRWBE814 928563AG0 3839000.00000000 PA USD 3843232.42000000 0.041090971424 Long DBT CORP US N 2 2023-08-15 Fixed 0.60000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AF7 1410000.00000000 PA USD 1589775.00000000 0.016997514580 Long DBT NUSS MX N 2 2027-02-23 Fixed 4.75000000 N N N N N N OCTAGON INVESTMENT PARTNERS, LTD. N/A 67592MAA2 3235000.00000000 PA USD 3240046.60000000 0.034641845120 Long ABS-CBDO CORP KY Y 2 2033-10-15 Floating 1.42612920 N N N N N N Government National Mortgage Association N/A 36212U2D2 169.70000000 PA USD 189.61000000 0.000002027267 Long DBT USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BC9 160000.00000000 PA USD 177072.55000000 0.001893219638 Long DBT CORP US N 2 2027-08-22 Fixed 3.15000000 N N N N N N SALESFORCE.COM, INC. RCGZFPDMRW58VJ54VR07 79466LAE4 740000.00000000 PA USD 773323.64000000 0.008268201378 Long DBT CORP US N 2 2023-04-11 Fixed 3.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398NY24 1619080.10000000 PA USD 1726330.39000000 0.018457533912 Long DBT USGA US N 2 2040-07-25 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H32Y8 3565996.02000000 PA USD 3891404.60000000 0.041606017472 Long DBT USGA US N 2 2043-01-01 Fixed 4.00000000 N N N N N N OHIO NATIONAL FINANCIAL SERVICES, INC. 549300K609B872PZT291 67740QAH9 1775000.00000000 PA USD 2032985.78000000 0.021736223954 Long DBT CORP US N 2 2030-01-24 Fixed 5.55000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAK5 398000.00000000 PA USD 498382.65000000 0.005328594524 Long DBT CORP US N 2 2042-02-15 Fixed 6.10000000 N N N N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044DG3 275000.00000000 PA USD 334902.42000000 0.003580700896 Long DBT CORP US N 2 2047-02-01 Fixed 4.45000000 N N N N N N NATIONAL SECURITIES CLEARING CORPORATION 549300RYC9NELN2ICA34 637639AB1 510000.00000000 PA USD 520754.13000000 0.005567785326 Long DBT CORP US N 2 2025-04-23 Fixed 1.50000000 N N N N N N PIEDMONT OPERATING PARTNERSHIP, LP 549300WKGDPAS39FBD10 720198AD2 125000.00000000 PA USD 134277.64000000 0.001435666143 Long DBT CORP US N 2 2024-03-15 Fixed 4.45000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CD4 59000.00000000 PA USD 59545.05000000 0.000636642201 Long DBT CORP US N 2 2060-06-01 Fixed 2.67500000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAG9 990000.00000000 PA USD 1126392.92000000 0.012043138231 Long DBT CORP US N 2 2040-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36211ACK0 218.30000000 PA USD 243.91000000 0.000002607830 Long DBT USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJY61 2509722.46000000 PA USD 2665065.47000000 0.028494276979 Long DBT USGA US N 2 2046-11-01 Fixed 3.00000000 N N N N N N OHA CREDIT FUNDING LTD N/A 67098WAA9 760000.00000000 PA USD 760055.48000000 0.008126341213 Long ABS-CBDO CORP KY Y 2 2032-10-19 Floating 1.38387960 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAT4 870000.00000000 PA USD 944392.96000000 0.010097235839 Long DBT NUSS IT N 2 2024-06-26 Fixed 5.01700000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAP8 3000000.00000000 PA USD 3010787.52000000 0.032190658911 Long DBT NUSS GB N 2 2027-05-11 Fixed 1.62700000 N N N N N N SPRINT SPECTRUM CO LLC N/A 85208NAD2 5334375.00000000 PA USD 5699512.97000000 0.060937903043 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC 5493002SQ1AVQBY41K40 928668BL5 2520000.00000000 PA USD 2521523.92000000 0.026959563206 Long DBT CORP DE N 2 2025-11-24 Fixed 1.25000000 N N N N N N Fideicomiso Fibra UNO Banco Actinver, S.A. Institucion de Banca Multiple, Grupo Financiero Actinver 54930011BLQ0JPRBAL73 898324AC2 1164000.00000000 PA USD 1304203.80000000 0.013944251926 Long DBT NUSS MX N 2 2026-01-30 Fixed 5.25000000 N N N N N N STORE CAPITAL CORPORATION 5493004EA6C9IHDZ7N66 862121AC4 1370000.00000000 PA USD 1395133.72000000 0.014916454056 Long DBT CORP US N 2 2030-11-18 Fixed 2.75000000 N N N N N N MUNICIPAL ELEC AUTH GA N/A 626207YF5 2328000.00000000 PA USD 3561262.66000000 0.038076214551 Long DBT MUN US N 2 2057-04-01 Fixed 6.63700000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAB3 2455000.00000000 PA USD 2466826.99000000 0.026374756006 Long DBT NUSS GB N 2 2021-10-11 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LN5G8 398698.32000000 PA USD 416870.79000000 0.004457088161 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CC4 315000.00000000 PA USD 349154.85000000 0.003733084652 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAU3 1870000.00000000 PA USD 2078187.89000000 0.022219514687 Long DBT CORP US N 2 2027-10-01 Fixed 4.00000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBF8 1800000.00000000 PA USD 2176766.28000000 0.023273492527 Long DBT CORP US N 2 2040-03-19 Fixed 4.22700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HD4L5 118945.06000000 PA USD 126370.47000000 0.001351124471 Long DBT USGA US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H5EK0 226028.34000000 PA USD 248647.38000000 0.002658481525 Long DBT USGA US N 2 2043-08-01 Fixed 4.00000000 N N N N N N SEVEN STICKS CLO LTD N/A 81789GAJ0 355460.93000000 PA USD 355538.78000000 0.003801340187 Long ABS-CBDO CORP KY N 2 2028-07-15 Floating 1.17613080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJDJ4 1337130.34000000 PA USD 1447019.43000000 0.015471204327 Long DBT USGA US N 2 2046-10-01 Fixed 3.50000000 N N N N N N VMWARE, INC. 549300BUDHS3LRWBE814 928563AH8 2688000.00000000 PA USD 2699302.05000000 0.028860326746 Long DBT CORP US N 2 2024-08-15 Fixed 1.00000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 3555000.00000000 PA USD 3926124.97000000 0.041977239812 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXF98 1626408.74000000 PA USD 1767411.40000000 0.018896762775 Long DBT USGA US N 2 2057-06-01 Fixed 4.00000000 N N N N N N MORGAN STANLEY CAPITAL I INC. 3IFG42XD94UUZ7FL2766 61754JAH1 2492497.28000000 PA USD 2541307.11000000 0.027171080597 Long ABS-MBS US N 2 2042-06-11 Floating 6.21480960 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216CU2 630000.00000000 PA USD 642505.35000000 0.006869521822 Long DBT CORP US N 2 2027-06-01 Fixed 1.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L7RA2 198193.29000000 PA USD 201027.03000000 0.002149335518 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9CR0 4392959.06000000 PA USD 4716640.37000000 0.050429251599 Long DBT USGA US N 2 2047-04-01 Fixed 3.00000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CC8 790000.00000000 PA USD 862490.11000000 0.009221549100 Long DBT CORP US N 2 2061-05-12 Fixed 3.25000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMC3 3312000.00000000 PA USD 3402103.56000000 0.036374521467 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 14916RAD6 190000.00000000 PA USD 224335.11000000 0.002398540235 Long DBT CORP US N 2 2042-11-01 Fixed 4.35000000 N N N N N N Government National Mortgage Association N/A 38376FLN0 1340833.69000000 PA USD 1531755.27000000 0.016377180755 Long DBT USGA US N 2 2039-08-16 Fixed 6.00000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BD8 600000.00000000 PA USD 789934.63000000 0.008445802325 Long DBT CORP US N 2 2044-09-15 Fixed 4.90000000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 12596WAC8 2098000.00000000 PA USD 2305340.93000000 0.024648183592 Long ABS-MBS US N 2 2052-06-15 Fixed 3.32900000 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAA2 935000.00000000 PA USD 1053382.57000000 0.011262528088 Long DBT CORP US N 2 2027-12-15 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XBVE1 9622.50000000 PA USD 10790.98000000 0.000115374716 Long DBT USGA US N 2 2043-11-01 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 970000.00000000 PA USD 1087335.41000000 0.011625544171 Long DBT CORP GB N 2 2030-05-22 Fixed 3.97300000 N N N N N N Government National Mortgage Association N/A 36200A3C1 21360.54000000 PA USD 23866.21000000 0.000255172117 Long DBT USGA US N 2 2035-07-15 Fixed 6.50000000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19423DAB6 563288.94000000 PA USD 594563.53000000 0.006356938730 Long ABS-MBS US N 2 2047-12-26 Fixed 4.13000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FD0 2375000.00000000 PA USD 2896155.63000000 0.030965040681 Long DBT CORP US N 2 2044-03-15 Fixed 4.45000000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HAP4 1430000.00000000 PA USD 1498375.61000000 0.016020292983 Long DBT NUSS JP N 2 2025-01-16 Fixed 2.64800000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAF4 630000.00000000 PA USD 571755.03000000 0.006113075409 Long DBT CORP US N 2 2050-08-15 Fixed 2.05000000 N N N N N N ACEN MORTGAGE TRUST N/A 01449NAA4 1900000.00000000 PA USD 1903595.75000000 0.020352815031 Long ABS-MBS US Y 2 2034-04-15 Floating 1.24549920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411WCW5 2884.60000000 PA USD 3242.33000000 0.000034666258 Long DBT USGA US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 38376FLM2 14096.73000000 PA USD 1789.92000000 0.000019137419 Long DBT USGA US N 2 2039-07-16 Floating 6.70449960 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CY9 776000.00000000 PA USD 918135.16000000 0.009816493383 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F5LN7 2210000.00000000 PA USD 2380384.15000000 0.025450528720 Long DBT USGA US N 2 2027-06-01 Fixed 3.00000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAV5 1603000.00000000 PA USD 1618623.88000000 0.017305960278 Long DBT CORP US N 2 2046-09-16 Fixed 3.87500000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46590WAE8 2415000.00000000 PA USD 2485262.73000000 0.026571866767 Long ABS-MBS US N 2 2031-01-05 Floating 3.88089000 N N N N N N Government National Mortgage Association N/A 36213RUL9 6978.31000000 PA USD 8203.84000000 0.000087713600 Long DBT USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 36202FKP0 101522.34000000 PA USD 114642.85000000 0.001225735411 Long DBT USGA US N 2 2040-09-20 Fixed 5.00000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286WAD8 1232000.00000000 PA USD 1233234.83000000 0.013185467757 Long ABS-MBS US N 2 2024-07-15 Fixed 0.48000000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BF5 328000.00000000 PA USD 356070.58000000 0.003807026073 Long DBT CORP US N 2 2024-12-15 Fixed 3.73400000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687DZ6 265000.00000000 PA USD 376633.36000000 0.004026878664 Long DBT CORP US N 2 2034-12-15 Fixed 6.20000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RME9 36000.00000000 PA USD 37034.74000000 0.000395967060 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DV3 2000000.00000000 PA USD 2007967.98000000 0.021468739298 Long DBT CORP DE N 2 2022-02-15 Floating 1.02475080 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JXN6 430000.00000000 PA USD 468442.00000000 0.005008475869 Long DBT NUSS IL N 2 2050-01-15 Fixed 3.37500000 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62954HAA6 1606000.00000000 PA USD 1779399.82000000 0.019024940249 Long DBT NUSS CN N 2 2026-06-18 Fixed 3.87500000 N N N N N N Appalachian Power Company 3SCHO1ABYYIG382BEI70 037735CX3 60000.00000000 PA USD 75195.14000000 0.000803969422 Long DBT CORP US N 2 2049-03-01 Fixed 4.50000000 N N N N N N EVERGY MISSOURI WEST, INC. EZIFUDC0VSUS6T6LCG85 918005AT6 2894000.00000000 PA USD 2938047.95000000 0.031412943887 Long DBT CORP US N 2 2021-11-15 Fixed 8.27000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63940YAB2 1907890.73000000 PA USD 1949855.74000000 0.020847416377 Long ABS-MBS US N 2 2068-02-15 Fixed 3.13000000 N N N N N N COMM MORTGAGE TRUST N/A 12629NAB1 17479.52000000 PA USD 17476.51000000 0.000186854890 Long ABS-MBS US N 2 2048-02-10 Fixed 2.87000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3C3 2338000.00000000 PA USD 2328790.78000000 0.024898904082 Long DBT CORP US N 2 2028-08-19 Fixed 1.98500000 N N N N N N Siemens Financieringsmaatschappij N.V. TAFO772JB70PDRN5VS48 82620KAZ6 2830000.00000000 PA USD 2840578.23000000 0.030370819695 Long DBT NUSS DE N 2 2026-03-11 Fixed 1.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9PU0 47751.57000000 PA USD 55934.51000000 0.000598039124 Long DBT USGA US N 2 2039-03-01 Fixed 7.00000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAV5 1000000.00000000 PA USD 1163966.47000000 0.012444866125 Long DBT CORP US N 2 2025-12-15 Fixed 5.85000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CS6 655000.00000000 PA USD 655330.70000000 0.007006647562 Long DBT NUSS GB N 2 2025-05-24 Fixed 0.97600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MEYT2 103981.74000000 PA USD 110750.95000000 0.001184124097 Long DBT USGA US N 2 2031-08-01 Fixed 3.00000000 N N N N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 92556HAD9 1957000.00000000 PA USD 2259028.57000000 0.024153022318 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06739GCR8 570000.00000000 PA USD 575196.90000000 0.006149875104 Long DBT NUSS GB N 2 2022-05-12 Fixed 1.70000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 78470RAA5 79236.46000000 PA USD 79358.13000000 0.000848479169 Long ABS-MBS US N 2 2039-07-25 Floating 0.93438000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4FU2 319994.51000000 PA USD 364743.19000000 0.003899751656 Long DBT USGA US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 36201UA20 537.40000000 PA USD 611.43000000 0.000006537271 Long DBT USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 706451BG5 2202000.00000000 PA USD 2132262.66000000 0.022797669892 Long DBT NUSS MX N 2 2035-06-15 Fixed 6.62500000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAH7 2010000.00000000 PA USD 2306258.38000000 0.024657992760 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N ELMWOOD CLO N/A 29001LAL5 3100000.00000000 PA USD 3099215.70000000 0.033136113003 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 1.28424960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WVAJ0 58432.29000000 PA USD 65193.59000000 0.000697035112 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J9C63 483727.20000000 PA USD 526786.67000000 0.005632283879 Long DBT USGA US N 2 2043-05-01 Fixed 3.50000000 N N N N N N SOUNDVIEW HOME EQUITY LOAN ASSET-BACKED CERTIFICATES N/A 83611MPH5 301494.42000000 PA USD 301126.69000000 0.003219578433 Long ABS-MBS US N 2 2036-06-25 Floating 0.25437960 N N N N N N SLM STUDENT LOAN TRUST N/A 78447GAC5 595494.70000000 PA USD 589460.91000000 0.006302382672 Long ABS-MBS US N 2 2026-05-26 Floating 0.83437920 N N N N N N Government National Mortgage Association N/A 36178DH20 395228.81000000 PA USD 421310.13000000 0.004504552579 Long DBT USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179SCB1 70074.06000000 PA USD 78944.07000000 0.000844052133 Long DBT USGA US N 2 2046-05-20 Fixed 5.00000000 N N N N N N COUNTRYWIDE HOME LOANS INC N/A 126694FN3 104882.72000000 PA USD 87485.47000000 0.000935374849 Long ABS-MBS US N 2 2027-12-25 Fixed 5.25000000 N N N N N N Government National Mortgage Association 2 N/A 3617JLTA9 273439.73000000 PA USD 293290.24000000 0.003135792883 Long DBT USGA US N 2 2049-05-20 Fixed 4.50000000 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AS8 685000.00000000 PA USD 741744.72000000 0.007930566711 Long DBT CORP US N 2 2049-10-15 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8TL1 416345.83000000 PA USD 447534.44000000 0.004784936968 Long DBT USGA US N 2 2048-11-01 Fixed 4.00000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92537QAA9 1491341.65000000 PA USD 1490079.08000000 0.015931588362 Long ABS-MBS US Y 2 2066-01-25 Floating 0.81500040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329PBA0 1996985.88000000 PA USD 2136958.23000000 0.022847873864 Long DBT USGA US N 2 2048-06-01 Fixed 3.50000000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 197242726.44000000 NS USD 197242726.44000000 2.108874600874 Long STIV RF US N 2 N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183BY9 1706699.76000000 PA USD 1730827.72000000 0.018505618346 Long ABS-MBS US N 2 2031-04-15 Fixed 2.94000000 N N N N N N Government National Mortgage Association 2 N/A 36202FPG5 45980.91000000 PA USD 51492.07000000 0.000550541561 Long DBT USGA US N 2 2041-01-20 Fixed 4.50000000 N N N N N N ANTARES CLO LTD N/A 03666LAA0 2500000.00000000 PA USD 2511280.00000000 0.026850037531 Long ABS-CBDO CORP KY Y 2 2031-10-23 Floating 2.03788080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ACE6 47413.74000000 PA USD 51968.85000000 0.000555639185 Long DBT USGA US N 2 2031-12-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L6TB0 290301.40000000 PA USD 295343.72000000 0.003157748226 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HJZ4 2420000.00000000 PA USD 2747547.00000000 0.029376150835 Long DBT CORP US N 2 2026-12-15 Fixed 4.12500000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VBG8 1750000.00000000 PA USD 1999441.78000000 0.021377579096 Long DBT CORP US N 2 2042-11-01 Fixed 3.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0226A8 179475000.00000000 PA USD 186051317.57000000 1.989218589523 Long DBT USGA US N 2 2169-10-14 Fixed 2.50000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAP8 2290000.00000000 PA USD 2761362.15000000 0.029523859292 Long DBT NUSS BR N 2 2026-08-10 Fixed 6.25000000 N N N N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807AN8 150000.00000000 PA USD 164534.59000000 0.001759166606 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N TENNESSEE GAS PIPELINE COMPANY, L.L.C. N/A 880451AZ2 2005000.00000000 PA USD 2087542.70000000 0.022319534198 Long DBT CORP US N 2 2030-03-01 Fixed 2.90000000 N N N N N N NEWELL BRANDS INC. 549300LWGYFM1TVO1Z12 651229AV8 376000.00000000 PA USD 396612.32000000 0.004240489183 Long DBT CORP US N 2 2023-04-01 Fixed 4.35000000 N N N N N N FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST N/A 32051D6B3 34707.15000000 PA USD 34502.74000000 0.000368895489 Long ABS-MBS US N 2 2034-09-25 Floating 2.25199800 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216CR9 330000.00000000 PA USD 367995.75000000 0.003934527292 Long DBT CORP US N 2 2027-03-25 Fixed 3.37500000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGJ7 727000.00000000 PA USD 750949.08000000 0.008028977645 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83404KAC7 493681.47000000 PA USD 501442.14000000 0.005361305899 Long ABS-MBS US N 2 2040-11-26 Fixed 2.72000000 N N N N N N Government National Mortgage Association N/A 38380R4W7 2983426.26000000 PA USD 241105.59000000 0.002577846413 Long DBT USGA US N 2 2062-10-16 Floating 0.89645040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKM6 3741687.88000000 PA USD 4179376.46000000 0.044684947440 Long DBT USGA US N 2 2049-07-01 Fixed 4.00000000 N N N N N N ATHENE HOLDING LTD. 549300H316CT32FQXI76 04686JAA9 1140000.00000000 PA USD 1280541.21000000 0.013691256868 Long DBT CORP US N 2 2028-01-12 Fixed 4.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDWL8 10840510.92000000 PA USD 1489739.87000000 0.015927961605 Long DBT USGA US N 2 2051-01-25 Fixed 3.50000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92925CCD2 1150671.80000000 PA USD 904798.44000000 0.009673900191 Long ABS-MBS US N 2 2046-01-25 Floating 1.16791920 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RCQ3 1335000.00000000 PA USD 1631159.99000000 0.017439993529 Long DBT CORP US N 2 2046-05-15 Fixed 4.75000000 N N N N N N IMPAC CMB TRUST N/A 45254NPE1 84807.30000000 PA USD 85079.91000000 0.000909655146 Long ABS-MBS US N 2 2035-05-25 Floating 0.68438160 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 480000.00000000 PA USD 582654.45000000 0.006229609541 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LMQ55 1905000.00000000 PA USD 2052652.47000000 0.021946495754 Long DBT USGA US N 2 2028-03-01 Fixed 3.31000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AH2 1555000.00000000 PA USD 1782838.60000000 0.019061706907 Long DBT CORP US N 2 2026-04-15 Fixed 5.37500000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DJ2 646000.00000000 PA USD 592746.23000000 0.006337508570 Long DBT CORP US N 2 2060-05-01 Fixed 2.50000000 N N N N N N MIDSTATE TRUST N/A 59548PAA7 2764723.84000000 PA USD 2943444.71000000 0.031470644824 Long ABS-MBS US N 2 2040-10-15 Fixed 5.78700000 N N N N N N Government National Mortgage Association N/A 38380QGQ9 735231.30000000 PA USD 739592.84000000 0.007907559297 Long DBT USGA US N 2 2070-07-20 Floating 0.53838000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBKL3 3475596.79000000 PA USD 3681454.37000000 0.039361277119 Long DBT USGA US N 2 2051-03-01 Fixed 3.50000000 N N N N N N LEVEL 3 FINANCING, INC. 254900AE5FEFIJOXWL19 527298BP7 895000.00000000 PA USD 943168.90000000 0.010084148467 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N VMWARE, INC. 549300BUDHS3LRWBE814 928563AC9 304000.00000000 PA USD 340622.25000000 0.003641856024 Long DBT CORP US N 2 2027-08-21 Fixed 3.90000000 N N N N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BAR9 1790000.00000000 PA USD 2059967.80000000 0.022024709607 Long DBT NUSS CL N 2 2042-07-17 Fixed 4.25000000 N N N N N N Government National Mortgage Association 2 N/A 36179T4R3 924591.37000000 PA USD 997815.61000000 0.010668418725 Long DBT USGA US N 2 2048-07-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D2H4 925356.59000000 PA USD 994865.30000000 0.010636874678 Long DBT USGA US N 2 2051-06-01 Fixed 4.00000000 N N N N N N VISIO TRUST N/A 92837MAA5 1153422.41000000 PA USD 1158403.23000000 0.012385385222 Long ABS-MBS US Y 2 2055-11-25 Fixed 1.31200000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162CR9 880000.00000000 PA USD 929743.01000000 0.009940601889 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N COMM MORTGAGE TRUST N/A 12624XAD0 2879000.00000000 PA USD 2946882.50000000 0.031507400897 Long ABS-MBS US N 2 2046-03-10 Fixed 3.10100000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HJY7 440000.00000000 PA USD 478960.58000000 0.005120938146 Long DBT CORP US N 2 2024-09-10 Fixed 3.87500000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BN3 50000.00000000 PA USD 64309.89000000 0.000687586792 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N GE CAPITAL FUNDING, LLC 549300XAGH9TOLX5XM67 36166NAG8 805000.00000000 PA USD 872727.31000000 0.009331002926 Long DBT CORP US N 2 2025-05-15 Fixed 3.45000000 N N N N N N MF1 REIT LLC N/A 58003UAA6 1830000.00000000 PA USD 1849081.41000000 0.019769960043 Long ABS-MBS US Y 2 2035-11-15 Floating 1.86447960 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCZ2 300000.00000000 PA USD 329569.47000000 0.003523682201 Long DBT CORP US N 2 2050-02-01 Fixed 3.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JAWQ4 32529.05000000 PA USD 36302.60000000 0.000388139184 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90351DAB3 1010000.00000000 PA USD 1124598.64000000 0.012023954195 Long DBT NUSS CH N 2 2025-09-24 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F6P92 372058.77000000 PA USD 46802.20000000 0.000500398532 Long DBT USGA US N 2 2050-11-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179TUD5 2725920.65000000 PA USD 2964441.95000000 0.031695142563 Long DBT USGA US N 2 2048-03-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413B2F7 64344.08000000 PA USD 72344.42000000 0.000773490169 Long DBT USGA US N 2 2037-10-01 Fixed 6.50000000 N N N N N N BSPRT ISSUER, LTD. N/A 05585JAC4 6242000.00000000 PA USD 6241993.76000000 0.066737984902 Long ABS-MBS KY N 2 2028-03-15 Floating 1.44550080 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RDR0 3910000.00000000 PA USD 4958944.54000000 0.053019912958 Long DBT CORP US N 2 2037-03-01 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBYG9 597063.36000000 PA USD 626050.09000000 0.006693585905 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36200RDB5 15545.39000000 PA USD 18076.98000000 0.000193274979 Long DBT USGA US N 2 2032-06-15 Fixed 7.00000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABR5 1788000.00000000 PA USD 1825995.00000000 0.019523125371 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N N United States of America N/A N/A -267.00000000 NC USD -58827609.11000000 -0.62897148564 N/A DIR US N 1 US 2YR NOTE (CBT) DEC21 N/A MERRILL LYNCH, PIERCE, FENNER & SMITH N/A Short U.S. Treasury Futures US 2-YEAR NOTE (Globex) Dec 2021 2022-01-03 -58787421.04000000 USD -40188.07000000 N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448EV6 200000.00000000 PA USD 249390.26000000 0.002666424230 Long DBT CORP US N 2 2060-03-19 Fixed 3.87500000 N N N N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556CM2 1014000.00000000 PA USD 1036158.24000000 0.011078369449 Long DBT CORP US N 2 2041-10-15 Fixed 2.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8CP0 648264.85000000 PA USD 679398.26000000 0.007263972468 Long DBT USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448EY0 820000.00000000 PA USD 827173.71000000 0.008843954142 Long DBT CORP US N 2 2023-05-01 Fixed 0.75000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 2230000.00000000 PA USD 2348771.14000000 0.025112529571 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N Government National Mortgage Association N/A 38382NXF9 4207767.32000000 PA USD 4278429.20000000 0.045743996923 Long DBT USGA US N 2 2051-02-20 Fixed 1.50000000 N N N N N N COMM MORTGAGE TRUST N/A 12591YBD6 510000.00000000 PA USD 548135.30000000 0.005860538600 Long ABS-MBS US N 2 2047-06-10 Fixed 4.01200000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 13077.84000000 0.000139825306 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A U.S. DOLLARS N/A 2057721.95000000 EUR 2444170.36000000 USD 2021-10-19 13077.84000000 N N N BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LIMITED N/A 09229CAA7 1024635.45000000 PA USD 1033304.99000000 0.011047863146 Long ABS-MBS US Y 2 2046-07-15 Fixed 2.44300000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BW2 1515000.00000000 PA USD 1703151.76000000 0.018209713244 Long DBT CORP US N 2 2030-05-01 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B1J94 204914.26000000 PA USD 25314.70000000 0.000270659044 Long DBT USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BW1 80000.00000000 PA USD 92869.72000000 0.000992942032 Long DBT CORP US N 2 2028-12-06 Fixed 3.90000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAM2 2075000.00000000 PA USD 2062321.75000000 0.022049877508 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6JM1 388.07000000 PA USD 444.19000000 0.000004749178 Long DBT USGA US N 2 2038-07-01 Fixed 5.00000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAG8 1650000.00000000 PA USD 1657209.02000000 0.017718503864 Long DBT NUSS US N 2 2023-09-02 Fixed 0.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398PFE4 465353.62000000 PA USD 95193.29000000 0.001017785117 Long DBT USGA US N 2 2040-04-25 Floating 6.39561960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHWE8 496471.45000000 PA USD 528386.68000000 0.005649390824 Long DBT USGA US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407UE37 15078.30000000 PA USD 17200.03000000 0.000183898828 Long DBT USGA US N 2 2036-01-01 Fixed 5.50000000 N N N N N N United States of America N/A N/A 68.00000000 NC USD 14982312.43000000 0.160187494445 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A US 2YR NOTE (CBT) DEC21 N/A Long U.S. Treasury Futures US 2-YEAR NOTE (Globex) Dec 2021 2022-01-03 14972832.14000000 USD 9480.29000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138Y7DK5 49848.55000000 PA USD 55667.76000000 0.000595187093 Long DBT USGA US N 2 2046-02-01 Fixed 4.50000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BJ3 160000.00000000 PA USD 177085.59000000 0.001893359059 Long DBT CORP US N 2 2030-04-15 Fixed 3.10000000 N N N N N N Government National Mortgage Association 2 N/A 36179T4Q5 76060.41000000 PA USD 81199.66000000 0.000868168391 Long DBT USGA US N 2 2048-07-20 Fixed 4.50000000 N N N N N N WEC ENERGY GROUP, INC. 549300IGLYTZUK3PVP70 92939UAD8 1121000.00000000 PA USD 1107763.05000000 0.011843951876 Long DBT CORP US N 2 2027-10-15 Fixed 1.37500000 N N N N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 87612EBL9 710000.00000000 PA USD 746421.06000000 0.007980565080 Long DBT CORP US N 2 2025-04-15 Fixed 2.25000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538FAA2 2736200.69000000 PA USD 2733123.01000000 0.029221932797 Long ABS-MBS US Y 2 2066-02-25 Floating 1.03100040 N N N N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 60871RAC4 220000.00000000 PA USD 224754.94000000 0.002403028963 Long DBT CORP US N 2 2022-05-01 Fixed 3.50000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFK5 265000.00000000 PA USD 297707.38000000 0.003183019944 Long DBT CORP US N 2 2049-09-01 Fixed 3.62500000 N N N N N N NEW YORK MORTGAGE TRUST INC N/A 649603AP2 64101.80000000 PA USD 59472.66000000 0.000635868223 Long ABS-MBS US N 2 2036-05-25 Floating 2.70196920 N N N N N N Government National Mortgage Association N/A 38374BKX0 6281.49000000 PA USD 6701.59000000 0.000071651883 Long DBT USGA US N 2 2033-05-16 Floating 12.25749960 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJA8 2510000.00000000 PA USD 3029882.72000000 0.032394820468 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WRJQ4 59313.28000000 PA USD 66176.89000000 0.000707548333 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 1DU7IM20QESYGDO4HO54 668138AC4 2550000.00000000 PA USD 2868487.53000000 0.030669219616 Long DBT CORP US N 2 2059-09-30 Fixed 3.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EU6W4 797862.59000000 PA USD 858877.45000000 0.009182923356 Long DBT USGA US N 2 2046-05-01 Fixed 3.00000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABX2 790000.00000000 PA USD 786129.00000000 0.008405113390 Long DBT CORP US N 2 2031-11-15 Fixed 2.25000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543CV3 925000.00000000 PA USD 1200724.49000000 0.012837874558 Long DBT CORP US N 2 2049-05-15 Fixed 4.80000000 N N N N N N UNIVERSITY VA UNIV REVS N/A 915217XF5 1595000.00000000 PA USD 1512814.28000000 0.016174667976 Long DBT MUN US N 2 2050-09-01 Fixed 2.25600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KXAB2 190842.08000000 PA USD 199398.73000000 0.002131926103 Long DBT USGA US N 2 2050-12-01 Fixed 2.50000000 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAW1 5616000.00000000 PA USD 5820815.52000000 0.062234842460 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N ASSURED GUARANTY US HOLDINGS INC. 5493007YCE0652G9TZ64 04621WAE0 779000.00000000 PA USD 804700.55000000 0.008603676200 Long DBT CORP US N 2 2051-09-15 Fixed 3.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCW9 47365000.00000000 PA USD 47309493.90000000 0.505822404033 Long SN UST US N 2 2026-08-31 Fixed 0.75000000 N N N N N N BANK N/A 06541WAW2 1130000.00000000 PA USD 1223132.00000000 0.013077450585 Long ABS-MBS US N 2 2060-06-15 Fixed 3.13100000 N N N N N N N/A N/A 3136BGVA6 1700000.00000000 PA USD 219406.25000000 0.002345841979 Long DBT USGA US N 2 2049-04-25 Fixed 2.50000000 N N N N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044DM0 1760000.00000000 PA USD 2445619.83000000 0.026148013850 Long DBT CORP US N 2 2049-01-15 Fixed 5.40000000 N N N N N N TENNESSEE GAS PIPELINE COMPANY, L.L.C. N/A 880451AW9 2200000.00000000 PA USD 3253709.67000000 0.034787927572 Long DBT CORP US N 2 2032-06-15 Fixed 8.37500000 N N N N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 036752AC7 1190000.00000000 PA USD 1284922.73000000 0.013738103088 Long DBT CORP US N 2 2024-12-01 Fixed 3.35000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDV1 570000.00000000 PA USD 689137.79000000 0.007368105319 Long DBT CORP US N 2 2059-08-15 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F022691 62200000.00000000 PA USD 64600531.25000000 0.690694262926 Long DBT USGA US N 2 2043-09-15 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q83U7 1622462.05000000 PA USD 1758411.10000000 0.018800533604 Long DBT USGA US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 38380LBS1 643096.67000000 PA USD 642816.60000000 0.006872849636 Long DBT USGA US N 2 2068-02-20 Floating 0.40287960 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYJ7 2682000.00000000 PA USD 2711424.95000000 0.028989942049 Long DBT CORP US N 2 2032-07-21 Fixed 2.38300000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QAT7 400000.00000000 PA USD 434533.92000000 0.004645938350 Long DBT CORP US N 2 2026-05-04 Fixed 3.11900000 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAW5 1380000.00000000 PA USD 1405564.38000000 0.015027976313 Long DBT CORP US N 2 2022-08-15 Fixed 2.40000000 N N N N N N CAYUGA PARK CLO N/A 149791AP0 2360000.00000000 PA USD 2359405.28000000 0.025226227389 Long ABS-CBDO CORP KY Y 2 2034-07-17 Floating 1.23009120 N N N N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 494368CB7 200000.00000000 PA USD 222435.27000000 0.002378227576 Long DBT CORP US N 2 2030-03-26 Fixed 3.10000000 N N N N N N VNDO MORTGAGE TRUST N/A 91831UAA5 1210000.00000000 PA USD 1341506.79000000 0.014343087055 Long ABS-MBS US N 2 2035-01-10 Fixed 3.80500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417GXM3 320325.78000000 PA USD 354258.60000000 0.003787652792 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBU1 1150000.00000000 PA USD 1519212.11000000 0.016243072127 Long DBT CORP BE N 2 2039-01-23 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133G6DU6 0.01000000 PA USD 0.01000000 0.000000000106 Long DBT USGA US N 2 2034-06-01 Fixed 3.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBP5 3525000.00000000 PA USD 4283858.48000000 0.045802045557 Long DBT CORP US N 2 2035-08-15 Fixed 4.40000000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46641BAD5 2143000.00000000 PA USD 2285794.95000000 0.024439202397 Long ABS-MBS US N 2 2046-12-15 Fixed 4.16640000 N N N N N N Government National Mortgage Association 2 N/A 36202FKN5 7601.39000000 PA USD 8428.23000000 0.000090112728 Long DBT USGA US N 2 2040-09-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KHSA5 2003765.35000000 PA USD 2130862.84000000 0.022782703333 Long DBT USGA US N 2 2050-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AZ68 273173.57000000 PA USD 303629.92000000 0.003246342402 Long DBT USGA US N 2 2043-11-01 Fixed 4.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2L6 1280000.00000000 PA USD 1516251.72000000 0.016211420307 Long DBT CORP US N 2 2031-04-04 Fixed 4.47800000 N N N N N N ING Bank N.V. 3TK20IVIUJ8J3ZU0QE75 449786AY8 202000.00000000 PA USD 222708.79000000 0.002381151990 Long DBT NUSS NL N 2 2023-09-25 Fixed 5.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397HKD9 3176.42000000 PA USD 2998.55000000 0.000032059818 Long DBT USGA US N 2 2037-05-15 None 0.00000000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAG8 1475000.00000000 PA USD 1577948.13000000 0.016871064362 Long DBT CORP DE N 2 2024-10-08 Fixed 3.37500000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBL4 1993000.00000000 PA USD 2110003.43000000 0.022559679241 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAC1 1190000.00000000 PA USD 1269530.94000000 0.013573537553 Long DBT NUSS GB N 2 2024-08-01 Fixed 4.36300000 N N N N N N MFA TRUST N/A 55283QAA2 1585222.73000000 PA USD 1581674.53000000 0.016910906188 Long ABS-MBS US Y 2 2060-07-25 Floating 1.13130000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QSVG8 38904.29000000 PA USD 41265.17000000 0.000441197860 Long DBT USGA US N 2 2036-05-01 Floating 2.61299880 N N N N N N TRANS-ALLEGHENY INTERSTATE LINE COMPANY N/A 893045AE4 545000.00000000 PA USD 591457.39000000 0.006323728584 Long DBT CORP US N 2 2025-06-01 Fixed 3.85000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46639NAQ4 1429000.00000000 PA USD 1493302.43000000 0.015966051691 Long ABS-MBS US N 2 2045-07-15 Fixed 3.66370000 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EVG1 2368000.00000000 PA USD 2374995.38000000 0.025392913211 Long DBT CORP US N 2 2022-07-05 Fixed 0.55000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 2674.20000000 0.000028591941 N/A DFE US N 2 U.S. DOLLARS N/A CITIGROUP GLOBAL MARKETS N/A 300000.00000000 EUR 357108.75000000 USD 2021-10-19 2674.20000000 N N N COLLEGE AVE STUDENT LOANS LLC N/A 194204AA1 787950.63000000 PA USD 796353.18000000 0.008514428009 Long ABS-MBS US N 2 2046-11-26 Floating 1.73437920 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAC1 4050000.00000000 PA USD 4320672.52000000 0.046195652942 Long DBT NUSS GB N 2 2024-08-01 Fixed 4.36300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8FB6 5409780.82000000 PA USD 5608994.05000000 0.059970095232 Long DBT USGA US N 2 2036-03-01 Fixed 2.00000000 N N N N N N N/A N/A N/A -2245.00000000 NC USD -560576500.00000000 -5.99355709604 N/A DO US N 1 ADVANTAGE CAPITAL CORPORATION N/A 90DAY EURO$ FUTR SEP21 N/A Short Interest Rate Futures 3M -- 90 Day EuroDollar Future (Consolidated) Sep 2021 2021-09-16 -560585816.75000000 USD 9316.75000000 N N N BRAZOS STUDENT LOAN FINANCE CORPORATION N/A 10620NCL0 3520000.00000000 PA USD 3559800.99000000 0.038060586706 Long ABS-MBS US N 2 2036-10-27 Floating 1.12524840 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAR8 1155000.00000000 PA USD 1201627.35000000 0.012847527733 Long DBT CORP US N 2 2029-07-15 Fixed 4.95000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828SF8 19293000.00000000 PA USD 19463320.92000000 0.208097423300 Long SN UST US N 2 2022-02-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F042699 1861921.00000000 PA USD 2013631.33000000 0.021529290554 Long DBT USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AQ0 2072000.00000000 PA USD 1999619.49000000 0.021379479132 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9SS3 1416439.87000000 PA USD 1559287.65000000 0.016671550732 Long DBT USGA US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HRZ22 3185000.00000000 PA USD 3424093.40000000 0.036609631861 Long DBT USGA US N 2 2025-12-01 Fixed 3.79000000 N N N N N N Government National Mortgage Association N/A 38380LCX9 1176719.35000000 PA USD 1176188.30000000 0.012575539166 Long DBT USGA US N 2 2068-05-20 Floating 0.40287960 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SR0 29657000.00000000 PA USD 26420216.63000000 0.282478978090 Long DBT UST US N 1 2040-05-15 Fixed 1.12500000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AR5 58000.00000000 PA USD 65146.17000000 0.000696528108 Long DBT CORP US N 2 2028-03-15 Fixed 3.90000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523BK5 770000.00000000 PA USD 873699.87000000 0.009341401317 Long DBT CORP US N 2 2047-10-15 Fixed 3.87500000 N N N N N N Government National Mortgage Association 2 N/A 3617MQCZ7 484739.49000000 PA USD 503139.92000000 0.005379458178 Long DBT USGA US N 2 2050-12-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5M83 1747214.32000000 PA USD 1867413.98000000 0.019965967733 Long DBT USGA US N 2 2049-10-01 Fixed 4.00000000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475AV7 255000.00000000 PA USD 272602.96000000 0.002914609166 Long DBT CORP US N 2 2024-01-23 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAW1 170000.00000000 PA USD 170006.64000000 0.001817672527 Long SN UST US N 2 2023-11-15 Fixed 0.25000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RBK7 1082000.00000000 PA USD 1253443.16000000 0.013401530649 Long DBT CORP US N 2 2045-06-15 Fixed 4.35000000 N N N N N N RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS) N/A 45660LAP4 197769.44000000 PA USD 195382.60000000 0.002088986549 Long ABS-MBS US N 2 2034-12-25 Floating 2.90001960 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XAW6 110000.00000000 PA USD 111471.06000000 0.001191823350 Long DBT CORP US N 2 2022-04-10 Fixed 3.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J3CJ8 780367.45000000 PA USD 849745.60000000 0.009085287682 Long DBT USGA US N 2 2033-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385JET1 14567.32000000 PA USD 15632.30000000 0.000167137014 Long DBT USGA US N 2 2026-09-01 Fixed 7.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CX6 593000.00000000 PA USD 682775.45000000 0.007300080619 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Government National Mortgage Association N/A 36200FLZ9 16215.31000000 PA USD 18300.41000000 0.000195663842 Long DBT USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962GXZ2 190000.00000000 PA USD 263863.40000000 0.002821167768 Long DBT CORP US N 2 2032-03-15 Fixed 6.75000000 N N N N N N CATERPILLAR INC. WRJR7GS4GTRECRRTVX92 149123CD1 50000.00000000 PA USD 64825.93000000 0.000693104175 Long DBT CORP US N 2 2044-05-15 Fixed 4.30000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AZ7 925000.00000000 PA USD 924512.31000000 0.009884676428 Long DBT CORP US N 2 2026-02-15 Fixed 1.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBH3 20675000.00000000 PA USD 20381834.91000000 0.217917967048 Long SN UST US N 2 2026-01-31 Fixed 0.37500000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BM5 1070000.00000000 PA USD 1322427.34000000 0.014139093892 Long DBT CORP US N 2 2038-04-01 Fixed 5.37500000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBR5 407000.00000000 PA USD 408962.92000000 0.004372539004 Long DBT CORP GB N 2 2028-03-25 Fixed 2.25900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QG5Y9 190250.60000000 PA USD 200909.67000000 0.002148080731 Long DBT USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKPM4 430951.73000000 PA USD 460613.43000000 0.004924774570 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9WS8 1215328.94000000 PA USD 1341938.53000000 0.014347703121 Long DBT USGA US N 2 2048-10-01 Fixed 4.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 1464000.00000000 PA USD 1937847.51000000 0.020719027099 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BX3 5273000.00000000 PA USD 5301344.54000000 0.056680776283 Long DBT CORP US N 2 2026-05-12 Fixed 1.00000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CJ2 200000.00000000 PA USD 204408.00000000 0.002185484084 Long DBT CORP US N 2 2046-04-15 Fixed 4.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385XLY1 74123.67000000 PA USD 84304.15000000 0.000901360896 Long DBT USGA US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Ressources Teck Limitee T8KI5SQ2JRWHL7XY0E11 878742AW5 888000.00000000 PA USD 1182278.36000000 0.012640652710 Long DBT NUSS CA N 2 2041-07-15 Fixed 6.25000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAV1 551000.00000000 PA USD 657114.34000000 0.007025717837 Long DBT CORP US N 2 2036-05-14 Fixed 4.30000000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DT2 1054000.00000000 PA USD 1072666.34000000 0.011468705794 Long DBT NUSS CL N 2 2033-07-27 Fixed 2.55000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDH1 100000.00000000 PA USD 114822.76000000 0.001227658968 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBS3 1495000.00000000 PA USD 1490012.28000000 0.015930874151 Long DBT CORP GB N 2 2031-03-25 Fixed 2.72600000 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411AW5 110000.00000000 PA USD 122375.00000000 0.001308405810 Long DBT CORP US N 2 2040-09-01 Fixed 5.10000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MD0 515000.00000000 PA USD 683495.66000000 0.007307780941 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N APPLEBEE'S FUNDING LLC/IHOP FUNDING LLC N/A 03789XAD0 1985000.00000000 PA USD 2017990.70000000 0.021575899952 Long ABS-MBS US N 2 2049-06-07 Fixed 4.19400000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAH0 180000.00000000 PA USD 178472.44000000 0.001908186945 Long DBT CORP US N 2 2025-08-15 Fixed 0.45000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBW5 7744000.00000000 PA USD 7646512.80000000 0.081754784676 Long DBT CORP US N 2 2027-02-04 Fixed 1.04000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829NAA2 2860621.91000000 PA USD 3054836.11000000 0.032661616468 Long ABS-MBS US N 2 2057-05-25 Floating 3.99999960 N N N N N N BBCMS TRUST N/A 05550MAS3 263000.00000000 PA USD 288725.00000000 0.003086982370 Long ABS-MBS US N 2 2052-05-15 Fixed 3.31900000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638DS8 1680000.00000000 PA USD 1701084.00000000 0.018187605222 Long DBT NUSS PE N 2 2041-03-11 Fixed 3.30000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761JVL0 370000.00000000 PA USD 403014.66000000 0.004308941554 Long DBT CORP US N 2 2024-10-23 Fixed 3.70000000 N N N N N N Emirate of Abu Dhabi 213800FER4348CINTA77 29135LAJ9 1010000.00000000 PA USD 1179851.70000000 0.012614707410 Long DBT NUSS AE N 2 2050-04-16 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCT6 3955000.00000000 PA USD 3951910.16000000 0.042252929229 Long SN UST US N 2 2024-08-15 Fixed 0.37500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AP4 1580000.00000000 PA USD 1623437.31000000 0.017357424382 Long DBT NUSS GB N 2 2023-11-07 Fixed 2.90700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137EADB2 565000.00000000 PA USD 569633.00000000 0.006090387144 Long DBT USGA US N 2 2022-01-13 Fixed 2.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 313921MN5 13074.57000000 PA USD 15315.83000000 0.000163753388 Long DBT USGA US N 2 2031-10-25 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395DS42 45559.38000000 PA USD 5831.30000000 0.000062346940 Long DBT USGA US N 2 2036-03-25 Floating 6.56561880 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 605417CB8 1906000.00000000 PA USD 2155881.23000000 0.023050194298 Long DBT CORP US N 2 2028-03-30 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L6AY0 198196.83000000 PA USD 206972.81000000 0.002212906452 Long DBT USGA US N 2 2051-04-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXFZ0 907579.62000000 PA USD 1024333.53000000 0.010951942326 Long DBT USGA US N 2 2057-01-01 Fixed 4.00000000 N N N N N N ATHENE HOLDING LTD. 549300H316CT32FQXI76 04686JAC5 576000.00000000 PA USD 626703.97000000 0.006700577042 Long DBT NUSS US N 2 2031-01-15 Fixed 3.50000000 N N N N N N Piedmont Natural Gas Company, Inc. VXB4M3BDPKF3I2AZ3G89 720186AN5 1160000.00000000 PA USD 1188244.86000000 0.012704445178 Long DBT CORP US N 2 2031-03-15 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AMB1 344199.75000000 PA USD 375530.26000000 0.004015084568 Long DBT USGA US N 2 2042-11-01 Fixed 4.00000000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 133762697.35000000 NS USD 133762697.35000000 1.430160493506 Long STIV RF US N 2 N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JF5 2262000.00000000 PA USD 2188099.28000000 0.023394662399 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HAY5 3052000.00000000 PA USD 3051512.26000000 0.032626078616 Long DBT NUSS JP N 2 2028-07-14 Fixed 2.17200000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAT8 620000.00000000 PA USD 609658.59000000 0.006518331696 Long SN UST US N 2 2025-10-31 Fixed 0.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SX7 32415000.00000000 PA USD 35798315.63000000 0.382747490611 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. N/A 74923PAC7 8477611.99000000 PA USD 8430745.21000000 0.090139620155 Long ABS-MBS US N 2 2037-02-25 Floating 0.33437880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJJD1 1578398.73000000 PA USD 1666484.25000000 0.017817672524 Long DBT USGA US N 2 2046-11-01 Fixed 3.00000000 N N N N N N ACCREDITED MORTGAGE LOAN TRUST N/A 004375DW8 7005859.91000000 PA USD 6984026.85000000 0.074671634800 Long ABS-MBS US N 2 2035-09-25 Floating 0.56437920 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 660000.00000000 PA USD 762468.31000000 0.008152138646 Long DBT NUSS GB N 2 2029-06-19 Fixed 4.58300000 N N N N N N Evergy Metro, Inc. 1128SIJQ26096WL7IO82 485134BM1 250000.00000000 PA USD 337986.84000000 0.003613678816 Long DBT CORP US N 2 2041-10-01 Fixed 5.30000000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAM7 1140000.00000000 PA USD 1145399.12000000 0.012246348220 Long DBT NUSS GB N 2 2026-08-21 Fixed 1.53200000 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863AS9 1810000.00000000 PA USD 1952385.97000000 0.020874469023 Long DBT NUSS ZA N 2 2024-09-11 Fixed 3.62500000 N N N N N N SWAPTION 3Y30Y PUT N/A N/A 9470000.00000000 NC USD 118402.26000000 0.001265930172 N/A DIR US N 2 SWAPTION 3Y30Y PUT N/A GOLDMAN, SACHS & CO. N/A Put Purchased N/A N/A 0.00000000 2.75000000 USD 2024-01-23 XXXX -160962.74000000 N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEE8 2450000.00000000 PA USD 2598849.33000000 0.027786308993 Long DBT CORP US N 2 2041-05-15 Fixed 3.05000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEB7 9581000.00000000 PA USD 9599247.30000000 0.102632980104 Long DBT CORP US N 2 2025-01-22 Fixed 0.79100000 N N N N N N MVW OWNER TRUST N/A 55389TAA9 1738795.79000000 PA USD 1742449.17000000 0.018629872260 Long ABS-MBS US Y 2 2041-01-22 Fixed 1.14000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J56E4 7620405.18000000 PA USD 8480413.02000000 0.090670657142 Long DBT USGA US N 2 2047-05-01 Fixed 4.50000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 144141DC9 215000.00000000 PA USD 217385.40000000 0.002324235508 Long DBT CORP US N 2 2022-05-15 Fixed 2.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMXV0 233687.28000000 PA USD 247025.61000000 0.002641141927 Long DBT USGA US N 2 2033-06-01 Fixed 3.00000000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EK5 305000.00000000 PA USD 321673.76000000 0.003439263056 Long DBT CORP US N 2 2023-06-26 Fixed 3.40000000 N N N N N N ORANGE LAKE TIMESHARE TRUST N/A 68504WAA5 218853.39000000 PA USD 225081.19000000 0.002406517154 Long ABS-MBS US N 2 2030-11-08 Fixed 3.10000000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417EAJ8 50000.00000000 PA USD 65707.40000000 0.000702528653 Long DBT CORP US N 2 2043-08-01 Fixed 4.60000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CN7 1700000.00000000 PA USD 1740375.00000000 0.018607695704 Long DBT NUSS GB N 2 2170-06-17 Fixed 4.60000000 N N N Y Y HSBC HOLDINGS PLC GBP XXXX N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XYWF2 398449.35000000 PA USD 429490.61000000 0.004592016421 Long DBT USGA US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B5GG4 950089.74000000 PA USD 992082.28000000 0.010607119258 Long DBT USGA US N 2 2049-07-25 Fixed 3.00000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B77 3004000.00000000 PA USD 3033138.80000000 0.032429633739 Long DBT CORP US N 2 2026-08-10 Fixed 2.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJE90 294495.06000000 PA USD 299570.20000000 0.003202936794 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N SOUTHERN COPPER CORPORATION 2549007U6NAP46Q9TU15 84265VAG0 4540000.00000000 PA USD 5834490.20000000 0.062381049045 Long DBT CORP PE N 2 2042-11-08 Fixed 5.25000000 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63938JAA1 3792619.31000000 PA USD 3802085.31000000 0.040651035834 Long ABS-MBS US N 2 2083-03-25 Floating 0.70437960 N N N N N N Government National Mortgage Association N/A 38374KF73 898.64000000 PA USD 1100.45000000 0.000011765762 Long DBT USGA US N 2 2034-05-18 Floating 16.50989880 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EW8 1895000.00000000 PA USD 1912659.30000000 0.020449720457 Long DBT USGA US N 2 2025-05-15 Fixed 0.75000000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713AZ9 480000.00000000 PA USD 608658.79000000 0.006507642061 Long DBT CORP GB N 2 2043-09-15 Fixed 6.15000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBM0 2910000.00000000 PA USD 2976175.61000000 0.031820596201 Long DBT CORP US N 2 2022-11-21 Fixed 2.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QADS6 1268781.03000000 PA USD 1414617.87000000 0.015124774179 Long DBT USGA US N 2 2048-12-01 Fixed 5.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942JAA5 599532.55000000 PA USD 601177.55000000 0.006427654335 Long ABS-MBS US Y 2 2069-10-15 Fixed 1.06000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBJ9 44820000.00000000 PA USD 44103930.58000000 0.471549246340 Long SN UST US N 2 2028-01-31 Fixed 0.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8FM1 51609.90000000 PA USD 60138.82000000 0.000642990655 Long DBT USGA US N 2 2038-12-01 Fixed 5.50000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457BM1 1284000.00000000 PA USD 1987334.19000000 0.021248127484 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DZ5 596000.00000000 PA USD 581612.56000000 0.006218469889 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYG3 7535000.00000000 PA USD 7570376.30000000 0.080940750446 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 2560000.00000000 PA USD 2779570.02000000 0.029718533718 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KSGT5 83045.96000000 PA USD 89858.18000000 0.000960743328 Long DBT USGA US N 2 2034-02-01 Fixed 3.50000000 N N N N N N WISCONSIN ELECTRIC POWER COMPANY AENKIFMULUAWOUU8Q584 976656CM8 706000.00000000 PA USD 707520.61000000 0.007564650271 Long DBT CORP US N 2 2028-06-15 Fixed 1.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YR4S4 180278.65000000 PA USD 199153.99000000 0.002129309398 Long DBT USGA US N 2 2045-07-01 Fixed 4.00000000 N N N N N N NATIONAL SECURITIES CLEARING CORPORATION 549300RYC9NELN2ICA34 637639AB1 5780000.00000000 PA USD 5901880.09000000 0.063101566500 Long DBT CORP US N 2 2025-04-23 Fixed 1.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179TCX1 1392216.01000000 PA USD 1478235.20000000 0.015804956277 Long DBT USGA US N 2 2047-07-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179SYV3 414764.59000000 PA USD 467269.11000000 0.004995935594 Long DBT USGA US N 2 2047-03-20 Fixed 5.00000000 N N N N N N BSPRT ISSUER, LTD. N/A 05587TAA4 4335348.97000000 PA USD 4332760.77000000 0.046324897776 Long ABS-MBS KY N 2 2029-05-15 Floating 1.24549920 N N N N N N EQUATE Petrochemical B.V. 635400Y3Z5R4NJSMQ630 29441WAD7 2250000.00000000 PA USD 2288236.50000000 0.024465306897 Long DBT NUSS KW N 2 2028-04-28 Fixed 2.62500000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142ED1 230000.00000000 PA USD 253208.90000000 0.002707252265 Long DBT CORP US N 2 2025-06-26 Fixed 3.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K4YL8 598443.12000000 PA USD 632920.82000000 0.006767046196 Long DBT USGA US N 2 2050-03-01 Fixed 3.50000000 N N N N N N CSMC TRUST N/A 12657GAA3 1970000.00000000 PA USD 2008684.30000000 0.021476398029 Long ABS-MBS US Y 2 2060-10-25 Floating 2.00000160 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YJ6 2200000.00000000 PA USD 2200663.89000000 0.023529000366 Long DBT CORP US N 2 2022-03-28 Floating 1.41599880 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC 5493002SQ1AVQBY41K40 928668BC5 3135000.00000000 PA USD 3188968.27000000 0.034095727173 Long DBT CORP DE N 2 2022-05-13 Fixed 2.90000000 N N N N N N Government National Mortgage Association 2 N/A 36202EWE5 531518.88000000 PA USD 614127.37000000 0.006566110881 Long DBT USGA US N 2 2038-09-20 Fixed 6.00000000 N N N N N N FIRSTKEY HOMES TRUST N/A 33767WAA1 2500000.00000000 PA USD 2508389.50000000 0.026819132959 Long ABS-MBS US Y 2 2038-08-17 Fixed 1.53800000 N N N N N N GS MORTGAGE SECURITIES CORP. N/A 362332AR9 814268.36000000 PA USD 1311.79000000 0.000014025361 Long DBT USGA US N 2 2039-11-10 Floating 1.26993240 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19685WAA9 2030520.04000000 PA USD 2027818.64000000 0.021680978063 Long ABS-MBS US Y 2 2066-08-25 Floating 0.92400120 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEB47 3755365.18000000 PA USD 4205947.98000000 0.044969044119 Long DBT USGA US N 2 2049-03-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B7GA3 483520.75000000 PA USD 511037.29000000 0.005463895071 Long DBT USGA US N 2 2027-02-25 Fixed 2.23200000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 830000.00000000 PA USD 924461.43000000 0.009884132431 Long DBT NUSS GB N 2 2028-03-13 Fixed 4.04100000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWL4 640000.00000000 PA USD 710878.96000000 0.007600556989 Long DBT CORP US N 2 2028-06-05 Fixed 3.69100000 N N N N N N CSMC TRUST N/A 12653TAB7 4427097.01000000 PA USD 4525839.42000000 0.048389251014 Long ABS-MBS US N 2 2048-02-25 Floating 3.49999920 N N N N N N COMM MORTGAGE TRUST N/A 20049AAB4 2230000.00000000 PA USD 2317440.98000000 0.024777554589 Long ABS-MBS US N 2 2037-02-10 Fixed 2.89600000 N N N N N N SILVER ROCK CLO LTD N/A 82811RAA5 2350000.00000000 PA USD 2357364.90000000 0.025204412108 Long ABS-CBDO CORP KY Y 2 2031-10-20 Floating 1.78425000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TA6 23955000.00000000 PA USD 23576960.16000000 0.252079523258 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468V4 3939000.00000000 PA USD 3891262.43000000 0.041604497423 Long DBT CORP US N 2 2026-12-10 Fixed 0.98500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L4FT1 388065.00000000 PA USD 394585.52000000 0.004218819096 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411APV1 136962.34000000 PA USD 160576.48000000 0.001716847390 Long DBT USGA US N 2 2036-11-01 Fixed 6.00000000 N N N N N N ALLY FINANCIAL INC. 549300JBN1OSM8YNAI90 02005NBL3 1235000.00000000 PA USD 1253538.23000000 0.013402547116 Long DBT CORP US N 2 2023-10-02 Fixed 1.45000000 N N N N N N Government National Mortgage Association 2 N/A 36179SB71 1314380.55000000 PA USD 1393931.88000000 0.014903604255 Long DBT USGA US N 2 2046-05-20 Fixed 3.00000000 N N N N N N BRK: BNP PARIBAS (PAS) N/A N/A 64527000.00000000 NC USD 22075.93000000 0.000236030848 N/A DIR XX N 2 BRK: BNP PARIBAS (PAS) N/A Y 2022-06-15 0.00000000 USD -123.13000000 USD -64527000.00000000 USD 22199.06000000 N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CB51 293849.07000000 PA USD 320422.72000000 0.003425887220 Long ABS-MBS US N 2 2039-04-01 Fixed 2.98000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FLUD4 265963.07000000 PA USD 274486.76000000 0.002934750329 Long DBT USGA US N 2 2049-04-15 Fixed 3.00000000 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST N/A 36256BAC4 4720616.57000000 PA USD 4915456.71000000 0.052554950920 Long ABS-MBS US N 2 2057-10-25 Fixed 3.75000000 N N N N N N N/A N/A 46653TAB5 3812865.00000000 PA USD 3885100.87000000 0.041538619418 Long ABS-MBS US N 2 2051-12-25 Floating 2.49999840 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MEY6 790000.00000000 PA USD 874181.53000000 0.009346551117 Long DBT CORP US N 2 2026-01-30 Fixed 3.70000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FAQ4 1374000.00000000 PA USD 1545431.84000000 0.016523407547 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N Government National Mortgage Association N/A 36201AVJ4 4333.03000000 PA USD 4881.00000000 0.000052186547 Long DBT USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCD5 841000.00000000 PA USD 869010.23000000 0.009291260747 Long DBT CORP US N 2 2028-03-25 Fixed 2.30000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CA0 3020000.00000000 PA USD 3117668.22000000 0.033333403171 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYC2 60000.00000000 PA USD 63414.28000000 0.000678011132 Long DBT CORP US N 2 2042-04-22 Fixed 3.21000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411HRB8 3595.39000000 PA USD 4060.88000000 0.000043418010 Long DBT USGA US N 2 2036-12-01 Fixed 6.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PED0 1600000.00000000 PA USD 1656882.82000000 0.017715016207 Long DBT CORP US N 2 2031-05-15 Fixed 2.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288EEH6 50057.53000000 PA USD 59368.51000000 0.000634754675 Long DBT USGA US N 2 2033-01-01 Fixed 6.00000000 N N N N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822VAX9 1082000.00000000 PA USD 1062711.67000000 0.011362272715 Long DBT CORP US N 2 2041-04-01 Fixed 2.90000000 N N N N N N KEURIG DR PEPPER INC. DYTQ8KRTKO7Y2BVU5K74 49271VAH3 380000.00000000 PA USD 425029.87000000 0.004544323198 Long DBT CORP US N 2 2025-05-25 Fixed 4.41700000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QAV0 4408000.00000000 PA USD 5620244.08000000 0.060090378007 Long DBT NUSS MX N 2 2040-01-11 Fixed 6.05000000 N N N N N N EURO$ 2Y MIDCV OP Dec21P 98.75 N/A 00XBV5242 -3040.00000000 NC USD -418000.00000000 -0.00446916141 N/A DIR US N 1 RJ O'BRIEN N/A EURO$ 2Y MIDCV OP Dec21P 98.75 N/A Put Written N/A N/A -7600000.00000000 98.75000000 USD 2021-12-13 XXXX 12129.60000000 N N N CERBERUS LOAN FUNDING L.P. N/A 15673EAA1 700000.00000000 PA USD 702049.60000000 0.007506155470 Long ABS-CBDO CORP KY Y 2 2031-10-15 Floating 1.97613000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFR0 1640000.00000000 PA USD 1588454.28000000 0.016983393741 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWQ3 2160000.00000000 PA USD 2312670.74000000 0.024726552262 Long DBT CORP US N 2 2025-09-29 Fixed 3.27200000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36264YAA8 1000000.00000000 PA USD 1000971.60000000 0.010702161856 Long ABS-MBS US Y 2 2026-05-15 Floating 1.24599960 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 88059FAV3 1000000.00000000 PA USD 970214.60000000 0.010373314972 Long DBT USGA US N 2 2025-11-01 None 0.00000000 N N N N N N Evergy, Inc. 549300PGTHDQY6PSUI61 391164AF7 1216000.00000000 PA USD 1247066.48000000 0.013333352629 Long DBT CORP US N 2 2022-06-15 Fixed 5.29200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31415ALM1 4676.41000000 PA USD 5194.75000000 0.000055541091 Long DBT USGA US N 2 2038-04-01 Fixed 4.50000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46642NBK1 750000.00000000 PA USD 743487.30000000 0.007949197982 Long ABS-MBS US N 2 2047-09-15 Floating 4.70469960 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FA1 646000.00000000 PA USD 687162.34000000 0.007346984254 Long DBT CORP US N 2 2024-03-01 Fixed 3.15000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1774.05000000 -0.00001896774 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A U.S. DOLLARS N/A 300000.00000000 EUR 352660.50000000 USD 2021-10-19 -1774.05000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJFK9 1682243.07000000 PA USD 1776191.10000000 0.018990633341 Long DBT USGA US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6R34 8957.94000000 PA USD 10440.28000000 0.000111625111 Long DBT USGA US N 2 2038-09-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31391L5L5 325.65000000 PA USD 378.50000000 0.000004046836 Long DBT USGA US N 2 2032-08-01 Fixed 6.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HLL2 300000.00000000 PA USD 400490.14000000 0.004281949957 Long DBT CORP US N 2 2045-06-01 Fixed 4.95000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BF8 860000.00000000 PA USD 966135.06000000 0.010329697453 Long DBT CORP US N 2 2027-03-15 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MZ39 2003892.38000000 PA USD 2314019.71000000 0.024740975144 Long DBT USGA US N 2 2040-02-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AW7J0 200000.00000000 PA USD 219638.50000000 0.002348325144 Long DBT USGA US N 2 2027-05-25 Floating 3.06100080 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FT5 2000000.00000000 PA USD 2513413.40000000 0.026872847361 Long DBT CORP US N 2 2048-12-01 Fixed 4.65000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 208251AE8 995000.00000000 PA USD 1346498.94000000 0.014396461993 Long DBT CORP US N 2 2029-04-15 Fixed 6.95000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017DD8 550000.00000000 PA USD 610037.13000000 0.006522378960 Long DBT CORP US N 2 2025-08-16 Fixed 3.95000000 N N N N N N Government National Mortgage Association N/A 36230LNR6 313507.51000000 PA USD 340549.82000000 0.003641081619 Long DBT USGA US N 2 2046-04-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36202XK97 3006.13000000 PA USD 3419.46000000 0.000036560092 Long DBT USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N LCM LIMITED PARTNERSHIP N/A 50184KBE7 2485000.00000000 PA USD 2485665.98000000 0.026576178225 Long ABS-CBDO CORP KY N 2 2027-07-19 Floating 1.27388160 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081FA6 541000.00000000 PA USD 548212.68000000 0.005861365930 Long DBT CORP US N 2 2050-05-28 Fixed 2.70000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081ER0 730000.00000000 PA USD 740094.80000000 0.007912926139 Long DBT CORP US N 2 2022-03-11 Fixed 2.80000000 N N N N N N Government National Mortgage Association N/A 36201JGF0 27456.06000000 PA USD 31201.94000000 0.000333604082 Long DBT USGA US N 2 2032-05-15 Fixed 7.00000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAJ9 4672000.00000000 PA USD 5961188.50000000 0.063735678600 Long DBT CORP BE N 2 2046-02-01 Fixed 4.90000000 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST N/A 553514AC4 150000.00000000 PA USD 149250.33000000 0.001595750757 Long ABS-MBS US N 2 2030-10-15 Fixed 3.27700000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BF6 406000.00000000 PA USD 459215.73000000 0.004909830678 Long DBT CORP US N 2 2026-11-30 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AATF2 224998.92000000 PA USD 48915.28000000 0.000522991105 Long DBT USGA US N 2 2042-12-25 Floating 6.06561840 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967EW7 1455000.00000000 PA USD 2509064.48000000 0.026826349692 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N N MORTGAGE LOAN RESECURITIZATION TRUST N/A 61914WAA4 3396841.86000000 PA USD 3144943.96000000 0.033625029212 Long ABS-MBS US N 2 2036-04-16 Floating 0.43575120 N N N N N N CHEVRON CORPORATION N/A 166764BZ2 650000.00000000 PA USD 679833.02000000 0.007268620823 Long DBT CORP US N 2 2040-05-11 Fixed 2.97800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A2BZ2 1625649.31000000 PA USD 1702065.87000000 0.018198103154 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36207KHU7 3258.19000000 PA USD 3646.18000000 0.000038984131 Long DBT USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGC2 1133000.00000000 PA USD 1245746.97000000 0.013319244727 Long DBT CORP US N 2 2061-03-22 Fixed 3.70000000 N N N N N N Government National Mortgage Association N/A 36202XEE3 16390.95000000 PA USD 18755.28000000 0.000200527209 Long DBT USGA US N 2 2033-08-15 Fixed 6.00000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFF6 250000.00000000 PA USD 282815.57000000 0.003023800081 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WNWN8 311144.18000000 PA USD 334304.80000000 0.003574311278 Long DBT USGA US N 2 2047-06-01 Fixed 3.50000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDJ5 980000.00000000 PA USD 988290.14000000 0.010566574555 Long DBT CORP US N 2 2026-04-15 Fixed 1.45000000 N N N N N N LEVEL 3 FINANCING, INC. 254900AE5FEFIJOXWL19 527298BQ5 3310000.00000000 PA USD 3554112.50000000 0.037999766658 Long DBT CORP US N 2 2029-11-15 Fixed 3.87500000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JBB3 4882000.00000000 PA USD 6096892.58000000 0.065186595918 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BW8 539000.00000000 PA USD 653537.50000000 0.006987475073 Long DBT CORP US N 2 2029-02-01 Fixed 5.87500000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 466247K51 92208.85000000 PA USD 96920.20000000 0.001036248848 Long ABS-MBS US N 2 2034-08-25 Floating 2.22751440 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCL3 175000.00000000 PA USD 219409.99000000 0.002345881967 Long DBT CORP US N 2 2038-10-15 Fixed 4.60000000 N N N N N N CPTS MORTGAGE TRUST N/A 12654YAA7 1865000.00000000 PA USD 1998976.19000000 0.021372601114 Long ABS-MBS US N 2 2039-11-13 Fixed 2.86500000 N N N N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 742718FH7 380000.00000000 PA USD 421559.28000000 0.004507216435 Long DBT CORP US N 2 2030-03-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QBCR7 1640316.39000000 PA USD 1829914.56000000 0.019565032419 Long DBT USGA US N 2 2049-06-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XJVC8 15859.15000000 PA USD 17146.07000000 0.000183321900 Long DBT USGA US N 2 2044-06-01 Fixed 4.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDV3 100000.00000000 PA USD 141925.05000000 0.001517430521 Long DBT CORP US N 2 2047-03-16 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8GT2 2658467.18000000 PA USD 2863437.87000000 0.030615229794 Long DBT USGA US N 2 2038-08-01 Fixed 4.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAU3 225000.00000000 PA USD 250049.34000000 0.002673470964 Long DBT CORP US N 2 2027-10-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36208ECC5 61.00000000 PA USD 68.16000000 0.000000728751 Long DBT USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 94973VBJ5 1950000.00000000 PA USD 2093610.95000000 0.022384414554 Long DBT CORP US N 2 2024-08-15 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796P78 15920000.00000000 PA USD 15917889.33000000 0.170190470966 Long DBT UST US N 2 2021-12-21 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411BP31 310157.53000000 PA USD 365403.39000000 0.003906810365 Long DBT USGA US N 2 2036-10-01 Fixed 6.00000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78445CAE2 1155000.00000000 PA USD 1154993.19000000 0.012348925846 Long ABS-MBS US N 2 2083-07-26 Floating 1.97525160 N N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299BB9 950000.00000000 PA USD 1063971.50000000 0.011375742532 Long DBT NUSS PA N 2 2053-04-29 Fixed 4.30000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QBB3 4300000.00000000 PA USD 4839607.00000000 0.051743982983 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADXZ6 1114749.53000000 PA USD 1221501.23000000 0.013060014761 Long DBT USGA US N 2 2049-01-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDEF1 2635031.15000000 PA USD 325019.76000000 0.003475037731 Long DBT USGA US N 2 2051-01-25 Fixed 2.00000000 N N N N N N BON SECOURS MERCY HEALTH, INC. 5493006NA7JSVYYYF398 09778PAA3 1480000.00000000 PA USD 1642176.62000000 0.017557780844 Long DBT CORP US N 2 2030-06-01 Fixed 3.46400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9S89 1077010.30000000 PA USD 1137790.48000000 0.012164998363 Long DBT USGA US N 2 2048-11-01 Fixed 3.50000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BF2 460000.00000000 PA USD 548775.17000000 0.005867379945 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N RECKITT BENCKISER TREASURY SERVICES PLC 213800LAXWIUOOBZ3908 75625QAD1 3675000.00000000 PA USD 3868323.93000000 0.041359244171 Long DBT NUSS GB N 2 2024-06-26 Fixed 2.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SX7 13155000.00000000 PA USD 14528053.13000000 0.155330656795 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132Y33H5 321951.17000000 PA USD 354204.99000000 0.003787079606 Long DBT USGA US N 2 2048-11-01 Fixed 5.00000000 N N N N N N MVW OWNER TRUST N/A 55389TAB7 874097.35000000 PA USD 876196.76000000 0.009368097500 Long ABS-MBS US Y 2 2041-01-22 Fixed 1.44000000 N N N N N N SANTANDER RETAIL AUTO LEASE TRUST N/A 80286DAC2 1166000.00000000 PA USD 1167503.67000000 0.012482685067 Long ABS-MBS US N 2 2024-08-20 Fixed 0.51000000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBB1 1150000.00000000 PA USD 1234595.05000000 0.013200010922 Long DBT CORP US N 2 2025-06-02 Fixed 3.45000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BL7 250000.00000000 PA USD 307638.75000000 0.003289203905 Long DBT CORP US N 2 2047-05-01 Fixed 5.37500000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DH7 565000.00000000 PA USD 627927.30000000 0.006713656610 Long DBT CORP US N 2 2026-04-01 Fixed 3.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AXN3 462587.83000000 PA USD 500664.58000000 0.005352992403 Long DBT USGA US N 2 2033-09-01 Fixed 3.50000000 N N N N N N CONTINENTAL RESOURCES, INC. XXRTID9RYWOZ0UPIVR53 212015AQ4 340000.00000000 PA USD 382894.40000000 0.004093820287 Long DBT CORP US N 2 2044-06-01 Fixed 4.90000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FK5 250000.00000000 PA USD 250819.19000000 0.002681702026 Long DBT CORP US N 2 2022-01-15 Fixed 2.95000000 N N N N N N BAYCARE HEALTH SYSTEM, INC. 1H90SRZU22X0SF1UZR52 072722AE1 2765000.00000000 PA USD 3416832.22000000 0.036531996967 Long DBT CORP US N 2 2050-11-15 Fixed 3.83100000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A 17316AAA8 43748.12000000 PA USD 44187.05000000 0.000472437940 Long ABS-MBS US N 2 2033-09-25 Floating 2.62974240 N N N N N N Government National Mortgage Association 2 N/A 36179UCC4 1183428.02000000 PA USD 1266234.60000000 0.013538293831 Long DBT USGA US N 2 2048-09-20 Fixed 4.50000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DG7 2929000.00000000 PA USD 2940018.90000000 0.031434016839 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N SLM STUDENT LOAN TRUST N/A 78446WAC1 3290135.98000000 PA USD 3257294.17000000 0.034826252235 Long ABS-MBS US N 2 2028-09-25 Floating 1.03438080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ECBZ1 928313.15000000 PA USD 1012856.71000000 0.010829234763 Long DBT USGA US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179SSQ1 2452457.19000000 PA USD 2618548.85000000 0.027996931803 Long DBT USGA US N 2 2046-12-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9LZ6 288984.49000000 PA USD 302395.19000000 0.003233140948 Long DBT USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N ML-CFC COMMERCIAL MORTGAGE TRUST N/A 55312VBD9 6347.39000000 PA USD 0.06000000 0.000000000641 Long DBT USGA US N 2 2049-12-12 Floating 1.37158560 N N N N N N NEW YORK LIFE INSURANCE CO TAE73CY392TBWJ3O3305 64952GAF5 765000.00000000 PA USD 1173154.01000000 0.012543097224 Long DBT CORP US N 2 2039-11-15 Fixed 6.75000000 N N N N N N Government National Mortgage Association N/A 36213H7K9 11844.75000000 PA USD 13234.19000000 0.000141496964 Long DBT USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N WEC ENERGY GROUP, INC. 549300IGLYTZUK3PVP70 92939UAF3 1480000.00000000 PA USD 1487235.57000000 0.015901186196 Long DBT CORP US N 2 2024-03-15 Fixed 0.80000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BU3 3043000.00000000 PA USD 3060870.44000000 0.032726134159 Long DBT CORP US N 2 2031-08-12 Fixed 2.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHC6 3075000.00000000 PA USD 3174937.50000000 0.033945713355 Long DBT CORP US N 2 2023-12-20 Fixed 3.00400000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796P60 22030000.00000000 PA USD 22027263.43000000 0.235510516472 Long DBT UST US N 2 2021-12-14 None 0.00000000 N N N N N N FWD SECURITIZATION TRUST N/A 302980AA5 1043382.21000000 PA USD 1062897.21000000 0.011364256466 Long ABS-MBS US N 2 2049-06-25 Floating 2.81000160 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAK9 2370000.00000000 PA USD 2349417.66000000 0.025119442016 Long DBT NUSS US N 2 2030-09-02 Fixed 2.20000000 N N N N N N BUNKER HILL LOAN DEPOSITARY TRUST N/A 12062BAA3 992670.21000000 PA USD 1005127.92000000 0.010746600289 Long ABS-MBS US N 2 2059-11-25 Floating 2.72400120 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BH2 1275000.00000000 PA USD 1634734.86000000 0.017478215230 Long DBT CORP US N 2 2045-05-13 Fixed 4.37500000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DJ6 1225000.00000000 PA USD 1380856.75000000 0.014763807923 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMHA6 1507079.17000000 PA USD 1602039.69000000 0.017128645871 Long DBT USGA US N 2 2047-12-01 Fixed 3.00000000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A 17329RAY4 1460000.00000000 PA USD 1495016.64000000 0.015984379636 Long ABS-MBS US Y 2 2051-05-25 Floating 2.49999840 N N N N N N MELLO WAREHOUSE SECURITIZATION TRUST N/A 585505AA8 2045000.00000000 PA USD 2049297.16000000 0.021910621539 Long ABS-MBS US Y 2 2053-10-25 Floating 0.98438040 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCQ5 110000.00000000 PA USD 132429.42000000 0.001415905393 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K7AR4 1026293.64000000 PA USD 1076106.20000000 0.011505483999 Long DBT USGA US N 2 2049-12-01 Fixed 3.00000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST N/A 30167YAA9 130901.87000000 PA USD 130947.38000000 0.001400059757 Long ABS-MBS US N 2 2023-08-15 Fixed 1.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FVQ54 501103.65000000 PA USD 66919.59000000 0.000715489114 Long DBT USGA US N 2 2050-09-25 Fixed 2.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBF5 795000.00000000 PA USD 921487.00000000 0.009852330498 Long DBT CORP US N 2 2028-11-14 Fixed 4.25000000 N N N N N N Government National Mortgage Association 2 N/A 36202FGD2 217767.24000000 PA USD 240801.55000000 0.002574595686 Long DBT USGA US N 2 2040-05-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 36225BPH5 17372.37000000 PA USD 20420.89000000 0.000218335535 Long DBT USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N DELL INTERNATIONAL L.L.C. N/A 24703TAF3 785000.00000000 PA USD 968091.85000000 0.010350619009 Long DBT CORP US N 2 2027-07-15 Fixed 6.10000000 N N N N N N SABINE PASS LIQUEFACTION, LLC 549300KJYBG7C6WJYZ11 785592AJ5 1680000.00000000 PA USD 1872815.33000000 0.020023717745 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJT7 7630000.00000000 PA USD 7929563.11000000 0.084781094545 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N BX TRUST N/A 05606KAA0 517410.78000000 PA USD 517410.68000000 0.005532037915 Long ABS-MBS US N 2 2036-08-15 Floating 1.09550160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AACP6 418682.43000000 PA USD 72287.70000000 0.000772883731 Long DBT USGA US N 2 2041-05-15 Floating 5.85450000 N N N N N N Government National Mortgage Association 2 N/A 36179UCB6 688661.15000000 PA USD 731929.05000000 0.007825619788 Long DBT USGA US N 2 2048-09-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329QM57 947732.63000000 PA USD 1034283.24000000 0.011058322374 Long DBT USGA US N 2 2049-04-01 Fixed 4.00000000 N N N N N N WESTLAKE CHEMICAL CORPORATION GOXNEVUM0LL78B1OS344 960413AZ5 2215000.00000000 PA USD 2145960.40000000 0.022944123029 Long DBT CORP US N 2 2051-08-15 Fixed 3.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X3CH9 120497.33000000 PA USD 129071.56000000 0.001380003914 Long DBT USGA US N 2 2040-02-01 Fixed 3.50000000 N N N N N N BLACKSTONE HOLDINGS FINANCE CO. L.L.C. 549300D2L6J4NC1QVZ22 09261BAF7 1391000.00000000 PA USD 1377164.64000000 0.014724332719 Long DBT CORP US N 2 2051-08-05 Fixed 2.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMNU5 2755000.00000000 PA USD 2991850.22000000 0.031988185584 Long DBT USGA US N 2 2051-09-01 Fixed 4.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFU3 614000.00000000 PA USD 591508.57000000 0.006324275789 Long DBT CORP US N 2 2050-11-20 Fixed 2.87500000 N N N N N N Government National Mortgage Association N/A 36210EX95 3652.55000000 PA USD 4087.96000000 0.000043707543 Long DBT USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5E6 167758.58000000 PA USD 184260.70000000 0.001970073711 Long DBT USGA US N 2 2048-10-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617J2YE7 191863.10000000 PA USD 205807.21000000 0.002200444121 Long DBT USGA US N 2 2049-04-20 Fixed 4.50000000 N N N N N N EATON CORPORATION 0NZWDMRCE180888QQE14 278062AD6 99000.00000000 PA USD 116472.47000000 0.001245297294 Long DBT CORP US N 2 2032-11-02 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J8ZS5 1340094.00000000 PA USD 1450685.20000000 0.015510397911 Long DBT USGA US N 2 2048-06-01 Fixed 4.50000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017DD8 250000.00000000 PA USD 277289.60000000 0.002964717660 Long DBT CORP US N 2 2025-08-16 Fixed 3.95000000 N N N N N N Government National Mortgage Association 2 N/A 21H0206A8 21600000.00000000 PA USD 22010062.61000000 0.235326609196 Long DBT USGA US N 2 2169-10-21 Fixed 2.00000000 N N N N N N CHEVRON CORPORATION N/A 166764CA6 950000.00000000 PA USD 1002841.57000000 0.010722155152 Long DBT CORP US N 2 2050-05-11 Fixed 3.07800000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAJ4 270000.00000000 PA USD 350390.64000000 0.003746297439 Long DBT CORP US N 2 2039-01-25 Fixed 5.47600000 N N N N N N Government National Mortgage Association N/A 36201YCJ3 5231.05000000 PA USD 5872.90000000 0.000062791717 Long DBT USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QAH45 3955529.75000000 PA USD 4423458.12000000 0.047294613320 Long DBT USGA US N 2 2049-01-01 Fixed 4.50000000 N N N N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450YAH6 5500000.00000000 PA USD 5718742.48000000 0.061143500613 Long DBT CORP US N 2 2030-06-01 Fixed 2.30000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BG3 110000.00000000 PA USD 113653.54000000 0.001215157933 Long DBT CORP US N 2 2023-01-15 Fixed 3.10000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AZ9 2575000.00000000 PA USD 2666291.19000000 0.028507382100 Long DBT NUSS JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80285WAD9 1364000.00000000 PA USD 1365065.69000000 0.014594973483 Long ABS-MBS US N 2 2024-07-15 Fixed 0.52000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERQW3 3031175.57000000 PA USD 3215728.03000000 0.034381836472 Long DBT USGA US N 2 2031-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36297GVY3 389322.70000000 PA USD 422903.68000000 0.004521590455 Long DBT USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N N/A N/A 512368AA9 50946.23000000 PA USD 50946.23000000 0.000544705563 Long ABS-MBS US N 2 2032-07-10 Fixed 1.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QCK96 233863.54000000 PA USD 255083.96000000 0.002727299982 Long DBT USGA US N 2 2049-12-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WGA61 1246529.01000000 PA USD 1334212.81000000 0.014265101471 Long DBT USGA US N 2 2045-12-01 Fixed 3.50000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAU5 680000.00000000 PA USD 680815.29000000 0.007279123032 Long DBT NUSS DK N 2 2022-09-20 Fixed 3.00100000 N N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299BK9 310000.00000000 PA USD 328531.80000000 0.003512587668 Long DBT NUSS PA N 2 2030-01-23 Fixed 3.16000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBT8 400000.00000000 PA USD 400980.08000000 0.004287188285 Long DBT CORP US N 2 2021-11-15 Fixed 3.37500000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDD1 100000.00000000 PA USD 102384.00000000 0.001094666561 Long DBT CORP US N 2 2022-10-15 Fixed 2.37500000 N N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875PAU5 860000.00000000 PA USD 1015804.87000000 0.010860755823 Long DBT CORP US N 2 2030-04-15 Fixed 4.37500000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 26443TAC0 1205000.00000000 PA USD 1180355.68000000 0.012620095850 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDY5 584000.00000000 PA USD 600278.04000000 0.006418036978 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACB9 480000.00000000 PA USD 489350.40000000 0.005232023751 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N STARWOOD PROPERTY MORTGAGE LLC N/A 78485WAA7 600000.00000000 PA USD 600000.00000000 0.006415064237 Long ABS-MBS KY N 2 2038-07-15 Floating 1.24448040 N N N N N N IHS MARKIT LTD. 549300HLPTRASHS0E726 44962LAF4 1000000.00000000 PA USD 1183360.00000000 0.012652217360 Long DBT NUSS US N 2 2028-08-01 Fixed 4.75000000 N N N N N N VIRGINIA ST HSG DEV AUTH COMWLTH MTG N/A 92812ULT3 87193.40000000 PA USD 91220.87000000 0.000975312901 Long ABS-MBS US N 2 2034-06-25 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179VZV5 299999.39000000 PA USD 320258.71000000 0.003424133662 Long DBT USGA US N 2 2050-12-20 Fixed 4.50000000 N N N N N N AMERICAN TOWER TRUST #1 N/A 03027WAJ1 700000.00000000 PA USD 702695.28000000 0.007513058934 Long ABS-MBS US N 2 2048-03-15 Fixed 3.07000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131YBDJ4 0.03000000 PA USD 0.03000000 0.000000000320 Long DBT USGA US N 2 2034-04-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9BC8 309557.61000000 PA USD 341815.33000000 0.003654612165 Long DBT USGA US N 2 2046-05-01 Fixed 4.50000000 N N N N N N COMCAST CABLE COMMUNICATIONS, LLC. 549300T2R1ZBGV1UVE31 879240AQ2 190000.00000000 PA USD 201215.55000000 0.002151351131 Long DBT CORP US N 2 2022-04-15 Fixed 10.12500000 N N N N N United States of America 254900HROIFWPRGM1V77 912796K65 9510000.00000000 PA USD 9508490.29000000 0.101662626689 Long DBT UST US N 2 2022-01-06 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDY93 1840992.23000000 PA USD 216963.70000000 0.002319726787 Long DBT USGA US N 2 2051-02-25 Fixed 2.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761J3R8 525000.00000000 PA USD 569692.44000000 0.006091022663 Long DBT CORP US N 2 2026-07-27 Fixed 3.12500000 N N N N N N Government National Mortgage Association 2 N/A 36179TG58 1707970.00000000 PA USD 1831517.63000000 0.019582172081 Long DBT USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBF2 470000.00000000 PA USD 489111.60000000 0.005229470555 Long DBT CORP US N 2 2025-10-15 Fixed 2.30100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EKLG8 43839.85000000 PA USD 47724.47000000 0.000510259234 Long DBT USGA US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622AAZY3 1164407.21000000 PA USD 1189639.96000000 0.012719361271 Long DBT USGA US N 2 2051-03-20 Fixed 2.00000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BN8 4830000.00000000 PA USD 5312524.87000000 0.056800313842 Long DBT CORP US N 2 2024-03-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H26A1 189098.49000000 PA USD 210375.44000000 0.002249286602 Long DBT USGA US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179VX47 1000000.11000000 PA USD 1066652.64000000 0.011404408674 Long DBT USGA US N 2 2050-11-20 Fixed 4.50000000 N N N N N N SES GLOBAL AMERICAS HOLDINGS GP 5299000YGN3VJ3R60481 78413KAB8 2000000.00000000 PA USD 2336448.38000000 0.024980777409 Long DBT CORP LU N 2 2044-03-25 Fixed 5.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L1TP0 583360.28000000 PA USD 593840.11000000 0.006349204087 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61769GAA5 3030000.00000000 PA USD 2964651.38000000 0.031697381741 Long ABS-MBS US N 2 2036-05-15 Floating 1.49600160 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS, LLC 549300I7CIEWU1BBLQ53 16412XAJ4 1846000.00000000 PA USD 2025049.15000000 0.021651367302 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DP9 1030000.00000000 PA USD 1290572.27000000 0.013798506692 Long DBT CORP US N 2 2050-06-30 Fixed 4.37500000 N N N N N N Government National Mortgage Association N/A 38374DJA8 2072025.83000000 PA USD 297219.05000000 0.003177798830 Long DBT USGA US N 2 2037-12-16 Floating 6.43449960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JASZ9 29050.02000000 PA USD 32291.54000000 0.000345253839 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CM5 510000.00000000 PA USD 511275.00000000 0.005466436613 Long DBT CORP US N 2 2027-02-15 Fixed 3.00000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558AW3 1540000.00000000 PA USD 1650578.48000000 0.017647611630 Long DBT CORP US N 2 2024-04-01 Fixed 3.70000000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464XAL4 986826.65000000 PA USD 1001932.40000000 0.010712434512 Long ABS-MBS US N 2 2065-01-26 Floating 2.53100160 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACB9 2930000.00000000 PA USD 2987076.40000000 0.031937144981 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659T2A8 380000.00000000 PA USD 421954.93000000 0.004511446635 Long DBT NUSS FR N 2 2033-03-01 Fixed 4.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31408JAE1 10669.05000000 PA USD 11902.11000000 0.000127254667 Long DBT USGA US N 2 2036-01-01 Fixed 5.50000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KBW9 1539000.00000000 PA USD 1560635.17000000 0.016685958111 Long DBT CORP US N 2 2028-06-15 Fixed 1.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HBH73 470305.70000000 PA USD 517200.14000000 0.005529786869 Long DBT USGA US N 2 2043-04-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 30711XFG4 2121374.51000000 PA USD 2118887.20000000 0.022654662500 Long DBT USGA US N 2 2029-07-25 Floating 1.33437960 N N N N N N Government National Mortgage Association 2 N/A 3617JWB30 1263362.33000000 PA USD 1365413.88000000 0.014598696252 Long DBT USGA US N 2 2049-07-20 Fixed 4.00000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FK8 455000.00000000 PA USD 482752.34000000 0.005161478786 Long DBT CORP US N 2 2024-06-01 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J4H85 465515.72000000 PA USD 510038.97000000 0.005453221260 Long DBT USGA US N 2 2036-10-01 Fixed 4.00000000 N N N N N N SALESFORCE.COM, INC. RCGZFPDMRW58VJ54VR07 79466LAM6 529000.00000000 PA USD 550846.31000000 0.005889524106 Long DBT CORP US N 2 2061-07-15 Fixed 3.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31408AE48 102688.22000000 PA USD 121717.98000000 0.001301381100 Long DBT USGA US N 2 2036-01-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 36210BEP6 11985.37000000 PA USD 13391.30000000 0.000143176749 Long DBT USGA US N 2 2035-03-15 Fixed 6.50000000 N N N N N N WESTLAKE CHEMICAL CORPORATION GOXNEVUM0LL78B1OS344 960413AT9 845000.00000000 PA USD 932667.58000000 0.009971870730 Long DBT CORP US N 2 2026-08-15 Fixed 3.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QDFZ2 1172577.70000000 PA USD 1331280.05000000 0.014233745065 Long DBT USGA US N 2 2050-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617B8HH4 405839.98000000 PA USD 432630.87000000 0.004625591370 Long DBT USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LQFN2 86136.35000000 PA USD 93597.35000000 0.001000721687 Long DBT USGA US N 2 2037-03-01 Fixed 4.00000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 11120000.00000000 NC USD 1631629.11000000 0.017445009254 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2047-02-15 129696.05000000 USD 0.00000000 USD -11120000.00000000 USD 1501933.06000000 N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JH1 57000.00000000 PA USD 52614.24000000 0.000562539549 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N KINDER MORGAN ENERGY PARTNERS, L.P. 549300PDHUGWPWGOT525 494550BU9 645000.00000000 PA USD 820192.73000000 0.008769315083 Long DBT CORP US N 2 2044-03-01 Fixed 5.50000000 N N N N N N ESSEX PORTFOLIO, L.P. 5493003GN3O58H286O74 29717PAY3 2025000.00000000 PA USD 2016558.71000000 0.021560589439 Long DBT CORP US N 2 2028-03-01 Fixed 1.70000000 N N N N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 742718FG9 130000.00000000 PA USD 141420.42000000 0.001512035131 Long DBT CORP US N 2 2027-03-25 Fixed 2.80000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513EFG2 1000000.00000000 PA USD 1425641.01000000 0.015242631098 Long DBT NUSS US N 2 2033-09-18 Fixed 5.50000000 N N N N N N SANTANDER REVOLVING AUTO LOAN TRUST N/A 80286JAA3 1307000.00000000 PA USD 1377671.32000000 0.014729750026 Long ABS-MBS US N 2 2032-01-26 Fixed 2.51000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A1QW8 992085.20000000 PA USD 192741.02000000 0.002060743374 Long DBT USGA US N 2 2041-10-25 Floating 6.46562160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KLVW9 176430.82000000 PA USD 179662.83000000 0.001920914325 Long DBT USGA US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAZ9 3945000.00000000 PA USD 4905343.38000000 0.052446821484 Long DBT CORP US N 2 2049-10-01 Fixed 4.87500000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XBY1 3095000.00000000 PA USD 3157332.62000000 0.033757485961 Long DBT CORP US N 2 2022-06-30 Fixed 3.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9VD0 2002149.54000000 PA USD 2140588.65000000 0.022886689493 Long DBT USGA US N 2 2033-11-01 Fixed 3.00000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 465139MX8 1000000.00000000 PA USD 958683.25000000 0.010250024387 Long DBT NUSS US N 2 2025-08-15 Fixed 0.00000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448EQ7 80000.00000000 PA USD 84207.34000000 0.000900325825 Long DBT CORP US N 2 2025-03-19 Fixed 2.25000000 N N N N N N HALCYON LOAN ADVISORS FUNDING LTD N/A 40538KAL6 100414.42000000 PA USD 100421.35000000 0.001073682351 Long ABS-CBDO CORP KY N 2 2027-07-25 Floating 1.20525120 N N N N N N ENTERGY ARKANSAS, LLC 549300A0I5ONUIFMLP35 29366MAB4 1785000.00000000 PA USD 1723609.76000000 0.018428445551 Long DBT CORP US N 2 2051-06-15 Fixed 2.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F5CP6 503066.34000000 PA USD 543365.36000000 0.005809539481 Long DBT USGA US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBMQ2 910105.82000000 PA USD 139643.18000000 0.001493033283 Long DBT USGA US N 2 2050-08-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CMG6 1848612.63000000 PA USD 1984860.48000000 0.021221679136 Long DBT USGA US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1Q80 1466971.88000000 PA USD 1524204.03000000 0.016296444606 Long DBT USGA US N 2 2047-06-25 Fixed 3.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GFD1 1349000.00000000 PA USD 1965514.93000000 0.021014840893 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBU7 1950000.00000000 PA USD 2098470.60000000 0.022436372833 Long DBT CORP US N 2 2030-05-15 Fixed 2.75000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACD5 4275000.00000000 PA USD 4516794.00000000 0.048292539430 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCV1 10140000.00000000 PA USD 10166934.38000000 0.108702561913 Long SN UST US N 2 2028-08-31 Fixed 1.12500000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KAS9 70000.00000000 PA USD 70000.00000000 0.000748424161 Long DBT CORP US N 2 2021-09-01 Fixed 2.40300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129882U1 81005.92000000 PA USD 92833.77000000 0.000992557663 Long DBT USGA US N 2 2039-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409GUA2 2337.66000000 PA USD 2628.32000000 0.000028101402 Long DBT USGA US N 2 2036-11-01 Fixed 6.50000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160BV5 970000.00000000 PA USD 1169499.30000000 0.012504021892 Long DBT CORP US N 2 2046-03-01 Fixed 3.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZF0 3271919.62000000 PA USD 3472890.54000000 0.037131359840 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GD0 1129000.00000000 PA USD 1052132.15000000 0.011249158881 Long DBT CORP US N 2 2050-12-15 Fixed 2.45000000 N N N N N N Government National Mortgage Association 2 N/A 3622AAEW0 184935.96000000 PA USD 203590.79000000 0.002176746660 Long DBT USGA US N 2 2049-02-20 Fixed 5.00000000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC 152974.66000000 0.001635570451 N/A DFE BR N 2 BRAZILIAN REAL N/A MORGAN STANLEY & CO, INC N/A 7828695.69000000 USD 41155555.00000000 BRL 2021-10-19 152974.66000000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJF7 1535000.00000000 PA USD 1503492.93000000 0.016075006211 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBY7 1408950.00000000 PA USD 1466396.68000000 0.015678381500 Long DBT NUSS MX N 2 2025-12-15 Fixed 2.46000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFF6 220000.00000000 PA USD 238010.48000000 0.002544754197 Long DBT CORP US N 2 2027-03-22 Fixed 3.00000000 N N N N N N NATIONAL SECURITIES CLEARING CORPORATION 549300RYC9NELN2ICA34 637639AA3 620000.00000000 PA USD 628959.00000000 0.006724687313 Long DBT CORP US N 2 2023-04-23 Fixed 1.20000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397A45 1985000.00000000 PA USD 2123950.00000000 0.022708792812 Long DBT CORP US N 2 2027-01-09 Fixed 4.27100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A2EY2 330854.43000000 PA USD 348367.97000000 0.003724671509 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N FLAGSTAR MORTGAGE TRUST N/A 33851HAD5 303942.46000000 PA USD 304901.49000000 0.003259937740 Long ABS-MBS US N 2 2048-04-25 Floating 3.49999920 N N N N N N Government National Mortgage Association N/A 38380RKU3 2958741.26000000 PA USD 213588.28000000 0.002283637561 Long DBT USGA US N 2 2060-11-16 Floating 0.91352160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329N4B1 350682.03000000 PA USD 372784.96000000 0.003985732442 Long DBT USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N SCENTRE GROUP TRUST 1 549300SQ859FBKRKSI77 80622GAE4 1135000.00000000 PA USD 1331724.52000000 0.014238497237 Long DBT NUSS AU N 2 2030-05-28 Fixed 4.37500000 N N N N N RESIDENTIAL ASSET SECURITIES CORPORATION N/A 75406BAF4 3158623.36000000 PA USD 3146926.35000000 0.033646224477 Long ABS-MBS US N 2 2036-03-25 Floating 0.66938040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9VH5 223781.95000000 PA USD 238987.22000000 0.002555197280 Long DBT USGA US N 2 2039-08-01 Fixed 3.50000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 466247DD2 219345.45000000 PA USD 219099.67000000 0.002342564095 Long ABS-MBS US N 2 2034-06-25 Floating 1.91221200 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DH0 240000.00000000 PA USD 266336.41000000 0.002847608631 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AT5 6030000.00000000 PA USD 5932489.35000000 0.063428833782 Long DBT NUSS CH N 2 2027-02-02 Fixed 1.30500000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KBT6 5000000.00000000 PA USD 5000479.05000000 0.053463990541 Long DBT CORP US N 2 2023-02-22 Floating 0.40074840 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 5000000.00000000 PA 798660.11000000 0.008539093182 Long DBT NUSS CN N 2 2025-11-30 Fixed 3.31000000 N N N N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 05964HAG0 1200000.00000000 PA USD 1263260.45000000 0.013506494892 Long DBT NUSS ES N 2 2023-04-12 Fixed 3.84800000 N N N N N N RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. N/A 76112BMQ0 2808.77000000 PA USD 2641.20000000 0.000028239112 Long ABS-MBS US N 2 2032-05-25 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WM7G3 627952.00000000 PA USD 677871.23000000 0.007247645808 Long DBT USGA US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 3622A2CE0 500800.47000000 PA USD 539203.91000000 0.005765046199 Long DBT USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L2QJ5 483975.98000000 PA USD 492107.90000000 0.005261506317 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5NT6 474345.73000000 PA USD 510889.59000000 0.005462315897 Long DBT USGA US N 2 2048-01-01 Fixed 4.00000000 N N N N N N NELNET STUDENT LOAN CORPORATION N/A 64031QCJ8 713406.44000000 PA USD 691840.23000000 0.007396999196 Long ABS-MBS US N 2 2032-03-22 Floating 0.31488120 N N N N N N GLAXOSMITHKLINE CAPITAL PLC 549300U0LV41VX7LEP38 377373AD7 50000.00000000 PA USD 50894.17000000 0.000544148949 Long DBT NUSS GB N 2 2022-05-08 Fixed 2.85000000 N N N N N N HONEYWELL INTERNATIONAL INC. ISRPG12PN4EIEOEMW547 438516BZ8 2035000.00000000 PA USD 2076914.24000000 0.022205897109 Long DBT CORP US N 2 2030-06-01 Fixed 1.95000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGT1 220000.00000000 PA USD 268441.87000000 0.002870119733 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBK82 2364151.95000000 PA USD 2480205.57000000 0.026517796756 Long DBT USGA US N 2 2051-06-01 Fixed 2.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CM9 3980000.00000000 PA USD 3994404.81000000 0.042707272412 Long DBT NUSS GB N 2 2027-05-24 Fixed 1.58900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FMT30 850027.48000000 PA USD 918691.81000000 0.009822444959 Long DBT USGA US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9TA3 755788.09000000 PA USD 791400.54000000 0.008461475503 Long DBT USGA US N 2 2051-01-01 Fixed 2.50000000 N N N N N N VENTURE CLO LIMITED N/A 92325QAC1 900000.00000000 PA USD 900349.20000000 0.009626329923 Long ABS-CBDO CORP KY N 2 2031-07-18 Floating 1.20387960 N N N N N N TENNESSEE GAS PIPELINE COMPANY, L.L.C. N/A 880451AZ2 1250000.00000000 PA USD 1301460.54000000 0.013914921611 Long DBT CORP US N 2 2030-03-01 Fixed 2.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31387W3E5 46259.05000000 PA USD 51559.20000000 0.000551259300 Long DBT USGA US N 2 2032-02-01 Fixed 6.00000000 N N N N N N MIDSTATE TRUST N/A 59560UAA9 131107.39000000 PA USD 137849.35000000 0.001473854058 Long ABS-MBS US N 2 2037-08-15 Fixed 6.00500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8MJ0 19435.27000000 PA USD 21873.98000000 0.000233871644 Long DBT USGA US N 2 2041-03-01 Fixed 4.00000000 N N N N N N COMM MORTGAGE TRUST N/A 12626BAD6 37000.00000000 PA USD 39335.25000000 0.000420563592 Long ABS-MBS US N 2 2046-08-10 Fixed 4.21000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34532PAA8 3354000.00000000 PA USD 3585277.42000000 0.038332974931 Long ABS-MBS US N 2 2030-07-15 Fixed 3.52000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 48128BAB7 165000.00000000 PA USD 166692.99000000 0.001782243731 Long DBT CORP US N 2 2023-01-15 Fixed 2.97200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FMU26 2993444.97000000 PA USD 185764.21000000 0.001986148900 Long DBT USGA US N 2 2029-06-25 Floating 1.01544840 N N N N N N BRK: CITIGROUP N/A N/A 2390000.00000000 NC USD -11493.93000000 -0.00012289049 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2053-07-24 0.00000000 USD 0.00000000 USD -2390000.00000000 USD -11493.93000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FLTS3 1740346.05000000 PA USD 1865255.04000000 0.019942884835 Long DBT USGA US N 2 2050-05-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKJ34 1038973.26000000 PA USD 1057291.42000000 0.011304320628 Long DBT USGA US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q83V5 1671170.63000000 PA USD 1810705.12000000 0.019359649433 Long DBT USGA US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9YP4 482274.10000000 PA USD 509005.57000000 0.005442172381 Long DBT USGA US N 2 2048-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394HVK4 34950.20000000 PA USD 46733.39000000 0.000499662831 Long DBT USGA US N 2 2033-09-15 Floating 14.58325080 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBC2 210000.00000000 PA USD 224107.64000000 0.002396108177 Long DBT CORP US N 2 2023-11-14 Fixed 3.75000000 N N N N N N BIOGEN INC. W8J5WZB5IY3K0NDQT671 09062XAE3 815000.00000000 PA USD 842505.06000000 0.009007873467 Long DBT CORP US N 2 2022-09-15 Fixed 3.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FLNA2 90963.84000000 PA USD 99769.27000000 0.001066710459 Long DBT USGA US N 2 2036-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36210L4Z3 8403.97000000 PA USD 9486.81000000 0.000101430825 Long DBT USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAX3 850000.00000000 PA USD 922191.19000000 0.009859859538 Long DBT CORP US N 2 2027-08-15 Fixed 3.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411X2V6 4127.69000000 PA USD 4660.48000000 0.000049828797 Long DBT USGA US N 2 2037-05-01 Fixed 6.00000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BH1 1440000.00000000 PA USD 1592159.88000000 0.017023013178 Long DBT CORP US N 2 2026-01-15 Fixed 3.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407TJJ0 16409.78000000 PA USD 18438.29000000 0.000197138024 Long DBT USGA US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EM6F3 32734.21000000 PA USD 36276.35000000 0.000387858525 Long DBT USGA US N 2 2044-05-01 Fixed 4.50000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DD4 240000.00000000 PA USD 314023.20000000 0.003357465000 Long DBT CORP US N 2 2031-05-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JAJ25 146700.64000000 PA USD 161234.61000000 0.001723883967 Long DBT USGA US N 2 2049-03-01 Fixed 5.00000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RAV4 1345000.00000000 PA USD 1403297.85000000 0.015003743087 Long DBT NUSS FR N 2 2025-01-22 Fixed 2.62500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MP3 2020000.00000000 PA USD 2366650.20000000 0.025303688435 Long DBT CORP US N 2 2031-03-31 Fixed 4.41200000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SZ2 4370000.00000000 PA USD 4447840.63000000 0.047555305600 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAF7 940000.00000000 PA USD 1286868.89000000 0.013758910991 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBK1 3387000.00000000 PA USD 3497795.37000000 0.037397636647 Long DBT CORP US N 2 2026-04-22 Fixed 2.08300000 N N N N N N Government National Mortgage Association N/A 36201LGQ1 88219.13000000 PA USD 101524.51000000 0.001085477088 Long DBT USGA US N 2 2034-08-15 Fixed 6.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KR1 150000.00000000 PA USD 193251.74000000 0.002066203876 Long DBT CORP US N 2 2046-05-18 Fixed 4.75000000 N N N N N N Government National Mortgage Association N/A 36209JD32 13613.17000000 PA USD 15232.64000000 0.000162863940 Long DBT USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BM1 680000.00000000 PA USD 910303.22000000 0.009732756053 Long DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L7TN2 877020.36000000 PA USD 889559.87000000 0.009510972848 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKH4 1792000.00000000 PA USD 1780772.65000000 0.019039618237 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9SV8 942962.87000000 PA USD 986272.23000000 0.010544999518 Long DBT USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JASH2 957255.68000000 PA USD 1037909.18000000 0.011097090104 Long DBT USGA US N 2 2043-08-01 Fixed 3.50000000 N N N N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 124857AF0 840000.00000000 PA USD 1127170.25000000 0.012051449267 Long DBT CORP US N 2 2040-10-15 Fixed 5.90000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FNJ3 31767.80000000 PA USD 32672.86000000 0.000349330826 Long ABS-MBS US N 2 2034-06-25 Floating 2.58964560 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAH96 1170112.21000000 PA USD 1187816.67000000 0.012699867067 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KHTT3 430141.85000000 PA USD 455891.82000000 0.004874292184 Long DBT USGA US N 2 2050-03-01 Fixed 3.50000000 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62954HAE8 430000.00000000 PA USD 452410.41000000 0.004837069736 Long DBT NUSS CN N 2 2025-05-01 Fixed 2.70000000 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63940JAC3 2630000.00000000 PA USD 2671969.54000000 0.028568093733 Long ABS-MBS US N 2 2066-07-26 Floating 1.13438160 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAM1 380000.00000000 PA USD 407134.03000000 0.004352984926 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWT7 670000.00000000 PA USD 695886.00000000 0.007440255653 Long DBT CORP US N 2 2023-02-23 Fixed 3.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396PDC2 275097.20000000 PA USD 59657.63000000 0.000637845881 Long DBT USGA US N 2 2037-01-25 Floating 7.11561960 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BF5 70000.00000000 PA USD 85062.37000000 0.000909467612 Long DBT CORP US N 2 2042-12-03 Fixed 4.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6ZU8 113819.69000000 PA USD 124142.01000000 0.001327298281 Long DBT USGA US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EREY2 2566631.31000000 PA USD 2676544.42000000 0.028617007315 Long DBT USGA US N 2 2046-01-01 Floating 2.69200080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JXAD0 0.02000000 PA USD 0.02000000 0.000000000213 Long DBT USGA US N 2 2049-07-01 Fixed 4.50000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BQ1 750000.00000000 PA USD 856037.02000000 0.009152554121 Long DBT CORP US N 2 2025-04-15 Fixed 5.25000000 N N N N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450YAF0 620000.00000000 PA USD 630653.09000000 0.006742800140 Long DBT CORP US N 2 2023-06-01 Fixed 1.35000000 N N N N N N COSTAR GROUP, INC. N/A 22160NAA7 1485000.00000000 PA USD 1525474.77000000 0.016310031070 Long DBT CORP US N 2 2030-07-15 Fixed 2.80000000 N N N N N N CSMC MORTGAGE BACKED TRUST N/A 126395AA0 4280000.00000000 PA USD 4296459.60000000 0.045936773880 Long ABS-MBS US Y 2 2037-10-15 Floating 1.44600120 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAJ4 4580000.00000000 PA USD 4977151.40000000 0.053214576585 Long DBT NUSS GB N 2 2024-11-15 Fixed 4.79600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBTQ5 3785759.76000000 PA USD 605290.74000000 0.006471631632 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBL5 70000.00000000 PA USD 71413.15000000 0.000763533241 Long DBT CORP US N 2 2023-04-15 Fixed 1.57100000 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 53944VAH2 100000.00000000 PA USD 108339.68000000 0.001158343344 Long DBT NUSS GB N 2 2025-05-14 Fixed 3.50000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAN0 425000.00000000 PA USD 405212.00000000 0.004332435016 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N Government National Mortgage Association N/A 36200M2S1 10928.39000000 PA USD 12228.29000000 0.000130742109 Long DBT USGA US N 2 2033-11-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZN3 476357.84000000 PA USD 508501.95000000 0.005436787790 Long DBT USGA US N 2 2047-02-01 Fixed 3.50000000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A 17329PAY8 1415548.96000000 PA USD 1451123.12000000 0.015515080052 Long ABS-MBS US Y 2 2051-05-25 Floating 2.49999840 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BZ8 3712000.00000000 PA USD 3806024.96000000 0.040693157680 Long DBT CORP US N 2 2031-05-12 Fixed 2.10000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BX1 2374000.00000000 PA USD 2395224.68000000 0.025609200309 Long DBT NUSS JP N 2 2032-07-20 Fixed 2.30900000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286XAB0 1992151.12000000 PA USD 1992935.83000000 0.021308018951 Long ABS-MBS US N 2 2024-04-15 Fixed 0.28000000 N N N N N N BLACKSTONE HOLDINGS FINANCE CO. L.L.C. 549300D2L6J4NC1QVZ22 09261BAC4 1159000.00000000 PA USD 1146970.50000000 0.012263149060 Long DBT CORP US N 2 2028-08-05 Fixed 1.62500000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFA7 670000.00000000 PA USD 881456.01000000 0.009424328211 Long DBT CORP US N 2 2045-12-09 Fixed 4.87500000 N N N N N N AUTONATION, INC. N/A 05329WAS1 1618000.00000000 PA USD 1598710.56000000 0.017093051566 Long DBT CORP US N 2 2031-08-01 Fixed 2.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BGBR9 1415706.49000000 PA USD 1453256.12000000 0.015537885605 Long DBT USGA US N 2 2037-07-15 Fixed 1.75000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CQ6 380000.00000000 PA USD 393360.34000000 0.004205719749 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31334XTA7 0.02000000 PA USD 0.02000000 0.000000000213 Long DBT USGA US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335PLW3 28.73000000 PA USD 28.82000000 0.000000308136 Long DBT USGA US N 2 2026-03-17 Fixed 10.00000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DC6 2180000.00000000 PA USD 2430700.00000000 0.025988494404 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BW9 1568000.00000000 PA USD 1616501.82000000 0.017283271692 Long DBT CORP US N 2 2051-08-12 Fixed 3.05000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAH6 980000.00000000 PA USD 977486.92000000 0.010451068972 Long DBT NUSS US N 2 2025-09-02 Fixed 1.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR49 10535127.17000000 PA USD 11618587.25000000 0.124223305932 Long DBT USGA US N 2 2048-01-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJB6 1730000.00000000 PA USD 1790941.69000000 0.019148343312 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKUT3 1215031.54000000 PA USD 1258079.91000000 0.013451105731 Long DBT USGA US N 2 2031-05-01 Fixed 2.00000000 N N N N N N South Carolina Student Loan Student Loan Backed Notes N/A 83715RAH5 1530080.20000000 PA USD 1542274.79000000 0.016489653083 Long ABS-MBS US N 2 2036-01-25 Floating 1.58438160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYT41 8504852.98000000 PA USD 8701228.59000000 0.093031567252 Long DBT USGA US N 2 2040-09-01 Fixed 2.00000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HHK9 160000.00000000 PA USD 173867.12000000 0.001858947906 Long DBT CORP US N 2 2024-09-11 Fixed 3.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QHD36 1047146.92000000 PA USD 1095478.21000000 0.011712605146 Long DBT USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AL4 310000.00000000 PA USD 352843.26000000 0.003772520297 Long DBT CORP BE N 2 2028-04-13 Fixed 4.00000000 N N N N N N SKYWORKS SOLUTIONS, INC. 549300WZ3ORQ2BVKBD96 83088MAK8 2825000.00000000 PA USD 2870503.86000000 0.030690777760 Long DBT CORP US N 2 2026-06-01 Fixed 1.80000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FEB0 48645.55000000 PA USD 49178.86000000 0.000525809243 Long ABS-MBS US N 2 2033-10-25 Floating 2.55934800 N N N N N N CEDAR FUNDING LTD N/A 15032AAY3 1580000.00000000 PA USD 1578581.16000000 0.016877832576 Long ABS-CBDO CORP KY Y 2 2031-07-17 Fixed 1.93700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DLY6 1851069.47000000 PA USD 1890166.65000000 0.020209234132 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 313929RL7 102816.99000000 PA USD 116871.97000000 0.001249568658 Long DBT USGA US N 2 2032-01-01 Fixed 7.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 560000.00000000 PA USD 741362.98000000 0.007926485233 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JG3 420000.00000000 PA USD 395693.10000000 0.004230661091 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JVEC2 550318.25000000 PA USD 590184.31000000 0.006310117101 Long DBT USGA US N 2 2049-08-01 Fixed 4.00000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAQ7 2850000.00000000 PA USD 3478785.41000000 0.037194386457 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N BX TRUST N/A 05606FAA1 950000.00000000 PA USD 1030318.61000000 0.011015933447 Long ABS-MBS US N 2 2041-12-09 Fixed 3.20200000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBF5 1604000.00000000 PA USD 1861663.35000000 0.019904483298 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JQVH3 1001456.57000000 PA USD 1051147.36000000 0.011238629729 Long DBT USGA US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJKJ1 396137.25000000 PA USD 402897.75000000 0.004307691579 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAC5 50000.00000000 PA USD 73478.64000000 0.000785616992 Long DBT CORP US N 2 2033-03-15 Fixed 7.05000000 N N N N N N AETNA INC. 549300QKBENKLBXQ8968 00817YAV0 2385000.00000000 PA USD 2474514.80000000 0.026456952331 Long DBT CORP US N 2 2023-06-15 Fixed 2.80000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMF6 5553000.00000000 PA USD 5581235.73000000 0.059673309555 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N Government National Mortgage Association 2 N/A 36179SJS7 628603.31000000 PA USD 660893.87000000 0.007066127717 Long DBT USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9K38 368349.28000000 PA USD 384069.38000000 0.004106382907 Long DBT USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N AVNET, INC. XJI53DCPL7QABOWK4Z75 053807AR4 1570000.00000000 PA USD 1647509.64000000 0.017614800287 Long DBT CORP US N 2 2022-12-01 Fixed 4.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K2RU0 843699.24000000 PA USD 885560.50000000 0.009468212489 Long DBT USGA US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D2V3 5231152.79000000 PA USD 5360766.89000000 0.057316106604 Long DBT USGA US N 2 2041-07-01 Fixed 2.00000000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A 17307GLD8 9522.04000000 PA USD 9228.71000000 0.000098671279 Long ABS-MBS US N 2 2034-08-25 Floating 1.95333120 N N N N N N PETROBRAS GLOBAL FINANCE B.V. 549300FNENFFSMO3GT38 71647NAM1 1930000.00000000 PA USD 2176075.00000000 0.023266101518 Long DBT NUSS BR N 2 2024-03-17 Fixed 6.25000000 N N N N N N VMWARE, INC. 549300BUDHS3LRWBE814 928563AF2 1551000.00000000 PA USD 1853136.91000000 0.019813320531 Long DBT CORP US N 2 2030-05-15 Fixed 4.70000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYJ7 2335000.00000000 PA USD 2360617.92000000 0.025239192662 Long DBT CORP US N 2 2032-07-21 Fixed 2.38300000 N N N N N N Government National Mortgage Association N/A 36208U2R7 5946.90000000 PA USD 6644.49000000 0.000071041383 Long DBT USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MEZ46 1877184.93000000 PA USD 1980632.50000000 0.021176474531 Long DBT USGA US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36202VGM7 1808.35000000 PA USD 2027.21000000 0.000021674470 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED COMPANY 549300G6UZOB126GBY72 36164QNA2 9815000.00000000 PA USD 11913547.90000000 0.127376958461 Long DBT NUSS US N 2 2035-11-15 Fixed 4.41800000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BE1 3510000.00000000 PA USD 4182569.98000000 0.044719091833 Long DBT NUSS NL N 2 2035-05-11 Fixed 4.12500000 N N N N N N Government National Mortgage Association 2 N/A 21H022697 17400000.00000000 PA USD 18044343.75000000 0.192926040471 Long DBT USGA US N 2 2169-09-21 Fixed 2.50000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46640UAJ1 230000.00000000 PA USD 246797.41000000 0.002638702064 Long ABS-MBS US N 2 2047-01-15 Floating 5.04884520 N N N N N N TCI SYMPHONY CLO N/A 87229WAG6 1500000.00000000 PA USD 1503784.50000000 0.016078123611 Long ABS-CBDO CORP KY N 2 2029-10-13 Floating 1.77863040 N N N N N N Government National Mortgage Association 2 N/A 36179TZ65 1786224.42000000 PA USD 1915552.28000000 0.020480651544 Long DBT USGA US N 2 2048-06-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXDJ8 1475131.95000000 PA USD 1664893.28000000 0.017800662233 Long DBT USGA US N 2 2056-02-01 Fixed 4.00000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QAW0 1630000.00000000 PA USD 1722257.63000000 0.018413988883 Long DBT CORP US N 2 2023-11-28 Fixed 3.21600000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABD6 4478000.00000000 PA USD 4956116.06000000 0.052989671490 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMD1 253000.00000000 PA USD 258881.79000000 0.002767905521 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBB6 1010000.00000000 PA USD 1081561.45000000 0.011563810297 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EPDL5 45441.00000000 PA USD 53906.83000000 0.000576359628 Long DBT USGA US N 2 2039-10-01 Fixed 6.00000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAL7 680000.00000000 PA USD 850217.06000000 0.009090328426 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CL7 1040000.00000000 PA USD 1016839.20000000 0.010871814645 Long DBT CORP US N 2 2047-02-15 Fixed 4.10000000 N N N N N N KINDER MORGAN ENERGY PARTNERS, L.P. 549300PDHUGWPWGOT525 494550BP0 50000.00000000 PA USD 60611.05000000 0.000648039632 Long DBT CORP US N 2 2043-03-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ABH0 190688.47000000 PA USD 209011.52000000 0.002234703878 Long DBT USGA US N 2 2031-12-01 Fixed 4.50000000 N N N N N N MORTGAGE ASSET SECURITIZATION TRANSACTIONS, INC. N/A 55291KAD9 738113.88000000 PA USD 336061.48000000 0.003593093303 Long ABS-MBS US N 2 2036-08-25 Floating 0.24437880 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCU3 178890000.00000000 PA USD 178603496.93000000 1.909588176462 Long SN UST US N 2 2023-08-31 Fixed 0.12500000 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863AT7 280000.00000000 PA USD 312694.54000000 0.003343259268 Long DBT NUSS ZA N 2 2027-09-11 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179ACP9 129105.37000000 PA USD 133115.73000000 0.001423243264 Long DBT USGA US N 2 2063-04-20 Floating 3.63099960 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CB6 480000.00000000 PA USD 515202.41000000 0.005508427592 Long DBT CORP US N 2 2030-04-15 Fixed 2.70000000 N N N N N N Government National Mortgage Association N/A 36200KAG2 7760.14000000 PA USD 8763.31000000 0.000093695327 Long DBT USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJ4W5 26777.38000000 PA USD 28570.17000000 0.000305465793 Long DBT USGA US N 2 2047-03-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XB2V1 1097569.25000000 PA USD 1118172.27000000 0.011955244901 Long DBT USGA US N 2 2051-07-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CMJ0 197708.01000000 PA USD 209483.20000000 0.002239746974 Long DBT USGA US N 2 2032-07-01 Fixed 3.00000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAH6 1595000.00000000 PA USD 2237003.45000000 0.023917534719 Long DBT NUSS BR N 2 2036-11-21 Fixed 6.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BAS21 716511.45000000 PA USD 682154.58000000 0.007293442417 Long DBT USGA US N 2 2050-07-25 Fixed 2.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MS7 6230000.00000000 PA USD 6432680.71000000 0.068776766625 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 92553PAX0 230000.00000000 PA USD 246337.68000000 0.002633786735 Long DBT CORP US N 2 2024-04-01 Fixed 3.87500000 N N N N N N OCEAN TRAILS CLO N/A 67515XAA2 3000000.00000000 PA USD 3010218.00000000 0.032184569732 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 1.99613160 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687CP9 150000.00000000 PA USD 170601.53000000 0.001824032956 Long DBT CORP US N 2 2023-04-26 Fixed 8.87500000 N N N N N N Government National Mortgage Association 2 N/A 36179TAL9 9171292.63000000 PA USD 9836498.68000000 0.105169618176 Long DBT USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BW9 2650000.00000000 PA USD 2731970.54000000 0.029209610849 Long DBT CORP US N 2 2051-08-12 Fixed 3.05000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGR4 710000.00000000 PA USD 785013.03000000 0.008393181691 Long DBT CORP US N 2 2028-07-21 Fixed 3.59300000 N N N N N N Government National Mortgage Association N/A 36200H5F7 699.41000000 PA USD 785.36000000 0.000008396891 Long DBT USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 38378NEU3 3386361.32000000 PA USD 97344.34000000 0.001040783657 Long DBT USGA US N 2 2046-02-16 Floating 1.15977960 N N N N N N United States of America 254900HROIFWPRGM1V77 912828J43 840000.00000000 PA USD 847021.88000000 0.009056166284 Long SN UST US N 2 2022-02-28 Fixed 1.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417KYA9 2605099.95000000 PA USD 2930844.41000000 0.031335925267 Long DBT USGA US N 2 2039-08-01 Fixed 4.00000000 N N N N N N Oleoducto Central S.A 254900W4CPYCQFVH5E92 680617AC1 884000.00000000 PA USD 912730.00000000 0.009758702636 Long DBT NUSS CO N 2 2027-07-14 Fixed 4.00000000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 52658713.15200000 NS USD 52658713.15000000 0.563015045883 Long STIV RF US N 2 N N N Government National Mortgage Association N/A 36225BWX2 5504.08000000 PA USD 6483.13000000 0.000069316159 Long DBT USGA US N 2 2033-01-15 Fixed 6.50000000 N N N N N N PARLIAMENT FUNDING LTD N/A 70163QAA6 1525000.00000000 PA USD 1528547.15000000 0.016342880262 Long ABS-CBDO CORP KY N 2 2030-08-12 Floating 2.58424920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L3JA0 487938.50000000 PA USD 495538.76000000 0.005298188296 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W9TS9 17380.14000000 PA USD 19304.95000000 0.000206404157 Long DBT USGA US N 2 2043-09-01 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBE5 370000.00000000 PA USD 389805.64000000 0.004167713701 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N EQUITABLE HOLDINGS, INC 549300FIBAKMNHPZ4009 054561AC9 910000.00000000 PA USD 958158.94000000 0.010244418583 Long DBT CORP US N 2 2023-04-20 Fixed 3.90000000 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAJ3 3755000.00000000 PA USD 3747490.00000000 0.040067315133 Long DBT CORP AE N 2 2024-08-01 Fixed 1.55000000 N N N N N N Government National Mortgage Association 2 N/A 36179SQV2 267901.03000000 PA USD 282657.69000000 0.003022112064 Long DBT USGA US N 2 2046-11-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATEP5 5491531.41000000 PA USD 5573734.69000000 0.059593110133 Long DBT USGA US N 2 2046-06-25 Fixed 1.75000000 N N N N N N Government National Mortgage Association 2 N/A 36179R7J2 597948.31000000 PA USD 635402.35000000 0.006793578153 Long DBT USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N NELNET STUDENT LOAN CORPORATION N/A 64031QBR1 5940068.80000000 PA USD 5854276.39000000 0.062592598511 Long ABS-MBS US N 2 2033-10-25 Floating 0.23524920 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDL0 1560000.00000000 PA USD 1575201.79000000 0.016841701116 Long DBT CORP US N 2 2031-08-15 Fixed 2.25000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 285000.00000000 PA USD 331318.52000000 0.003542382648 Long DBT CORP US N 2 2034-07-08 Fixed 4.30000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449YAA8 1942926.27000000 PA USD 1948215.30000000 0.020829877163 Long ABS-MBS US Y 2 2051-07-17 Fixed 1.31000000 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST N/A 92890KBF1 970000.00000000 PA USD 1043713.02000000 0.011159143448 Long ABS-MBS US N 2 2057-09-15 Floating 4.37100120 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWQ3 2000000.00000000 PA USD 2141361.80000000 0.022894955838 Long DBT CORP US N 2 2025-09-29 Fixed 3.27200000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAT8 24325000.00000000 PA USD 23919266.54000000 0.255739385619 Long SN UST US N 2 2025-10-31 Fixed 0.25000000 N N N N N N Government National Mortgage Association 2 N/A 3617G1E38 1350804.05000000 PA USD 1464191.22000000 0.015654801220 Long DBT USGA US N 2 2048-01-20 Fixed 3.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AW9 580000.00000000 PA USD 653903.17000000 0.006991384734 Long DBT NUSS GB N 2 2026-03-08 Fixed 4.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WVRU7 139275.19000000 PA USD 155282.07000000 0.001660240756 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183CJ1 3928932.75000000 PA USD 3951262.84000000 0.042246008230 Long ABS-MBS US N 2 2032-08-16 Fixed 0.87000000 N N N N N N MERRILL LYNCH MORTGAGE TRUST N/A 59020UAF2 37812.92000000 PA USD 38777.24000000 0.000414597475 Long ABS-MBS US N 2 2034-02-25 Floating 2.37503160 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189TAD6 200000.00000000 PA USD 308619.36000000 0.003299688365 Long DBT CORP US N 2 2036-06-01 Fixed 7.29000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FW3E8 572048.89000000 PA USD 87232.82000000 0.000932673573 Long DBT USGA US N 2 2050-09-25 Fixed 2.50000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKD3 1140000.00000000 PA USD 1129312.44000000 0.012074353078 Long DBT CORP US N 2 2043-02-01 Fixed 3.10000000 N N N N N N CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CERTIFICATES N/A 161546HC3 122974.31000000 PA USD 129535.78000000 0.001384967249 Long ABS-MBS US N 2 2034-11-25 Fixed 4.95076600 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BG3 469000.00000000 PA USD 596687.82000000 0.006379651158 Long DBT CORP US N 2 2044-12-15 Fixed 4.68500000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAE2 2725000.00000000 PA USD 2943685.91000000 0.031473223680 Long DBT CORP US N 2 2029-07-15 Fixed 4.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAT51 492788.52000000 PA USD 517443.03000000 0.005532383794 Long DBT USGA US N 2 2051-04-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36290Y6F0 11806.42000000 PA USD 13408.84000000 0.000143364283 Long DBT USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78445CAD4 4434473.59000000 PA USD 4445742.47000000 0.047532872548 Long ABS-MBS US N 2 2023-07-25 Floating 1.22524920 N N N N N N Government National Mortgage Association N/A 38381RD22 909512.98000000 PA USD 975936.53000000 0.010434492553 Long DBT USGA US N 2 2049-03-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36225B6M5 30219.91000000 PA USD 35902.18000000 0.000383857984 Long DBT USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBM1 552000.00000000 PA USD 572524.62000000 0.006121303691 Long DBT CORP US N 2 2031-04-15 Fixed 2.70000000 N N N N N N BROADCOM CORPORATION KFFV4ZWM9DJH1ND3BD89 11134LAH2 576000.00000000 PA USD 635621.63000000 0.006795922645 Long DBT NUSS US N 2 2027-01-15 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERTC4 584683.30000000 PA USD 629703.08000000 0.006732642848 Long DBT USGA US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Piedmont Natural Gas Company, Inc. VXB4M3BDPKF3I2AZ3G89 720186AN5 2000000.00000000 PA USD 2048698.04000000 0.021904215883 Long DBT CORP US N 2 2031-03-15 Fixed 2.50000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QAB6 90000.00000000 PA USD 99415.84000000 0.001062931666 Long DBT CORP US N 2 2025-09-21 Fixed 3.79600000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CF4 200000.00000000 PA USD 241541.27000000 0.002582504605 Long DBT NUSS GB N 2 2030-03-31 Fixed 4.95000000 N N N N N N IMPACT FUNDING AFFORDABLE MULTIFAMILY HOUSING MORTGAGE LOAN TRUST N/A 45257HAA5 1961045.95000000 PA USD 2088888.30000000 0.022333921049 Long ABS-MBS US N 2 2051-01-25 Fixed 5.31400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMYK3 1739190.97000000 PA USD 1854763.39000000 0.019830710487 Long DBT USGA US N 2 2033-11-01 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBK1 1280000.00000000 PA USD 1321871.30000000 0.014133148839 Long DBT CORP US N 2 2026-04-22 Fixed 2.08300000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CH6 230000.00000000 PA USD 243988.95000000 0.002608674645 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AW6 980000.00000000 PA USD 1183446.36000000 0.012653140702 Long DBT NUSS JP N 2 2028-11-26 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 38375UDJ6 1505228.08000000 PA USD 1515187.72000000 0.016200044259 Long DBT USGA US N 2 2064-02-20 Floating 0.75287880 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2L7 950000.00000000 PA USD 977885.94000000 0.010455335203 Long DBT NUSS FR N 2 2026-06-09 Fixed 2.21900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FXBF4 5652049.68000000 PA USD 897130.06000000 0.009591911607 Long DBT USGA US N 2 2050-10-25 Fixed 3.50000000 N N N N N N Orbia Advance Corporation S.A.B. de CV 549300MVHZ20SBIOEQ79 68560EAA6 1410000.00000000 PA USD 1420575.00000000 0.015188466465 Long DBT NUSS MX N 2 2026-05-11 Fixed 1.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ANYS0 68587342.22000000 PA USD 196653.63000000 0.002102576115 Long DBT USGA US N 2 2025-01-25 Floating 0.18105840 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CD4 250000.00000000 PA USD 252309.55000000 0.002697636618 Long DBT CORP US N 2 2060-06-01 Fixed 2.67500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XV6H1 1914104.72000000 PA USD 2037291.04000000 0.021782254820 Long DBT USGA US N 2 2048-01-01 Fixed 3.50000000 N N N N N N TELEFONICA EMISIONES, S.A.U. 549300Y5MFC4SW5Z3K71 87938WAX1 588000.00000000 PA USD 775511.88000000 0.008291597545 Long DBT NUSS ES N 2 2049-03-01 Fixed 5.52000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KU4 260000.00000000 PA USD 294077.48000000 0.003144209875 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAU7 1640000.00000000 PA USD 1940609.47000000 0.020748557350 Long DBT CORP US N 2 2045-06-15 Fixed 5.00000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 83208AAD5 3005000.00000000 PA USD 3013125.22000000 0.032215653070 Long ABS-MBS US Y 2 2053-01-15 Floating 0.89313120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9H46 106474.22000000 PA USD 115297.24000000 0.001232732001 Long DBT USGA US N 2 2045-02-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36213SX75 10266.81000000 PA USD 11845.91000000 0.000126653789 Long DBT USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7A78 2031.33000000 PA USD 2194.88000000 0.000023467160 Long DBT USGA US N 2 2025-11-01 Fixed 4.50000000 N N N N N N ROPER TECHNOLOGIES, INC. 54930003T4SXCIWVXY35 776743AM8 940000.00000000 PA USD 937818.76000000 0.010026945981 Long DBT CORP US N 2 2025-09-15 Fixed 1.00000000 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST N/A 92936TAF9 2430418.59000000 PA USD 8493.10000000 0.000090806303 Long DBT USGA US N 2 2045-06-15 Floating 1.44956880 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508BJ2 440000.00000000 PA USD 440115.59000000 0.004705616303 Long DBT CORP US N 2 2030-05-04 Fixed 1.75000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 9292275C6 9005.00000000 PA USD 10632.30000000 0.000113678145 Long ABS-MBS US N 2 2033-06-25 Floating 17.23045680 N N N N N N WELLS FARGO HOME EQUITY TRUST N/A 94980GBF7 2176223.61000000 PA USD 2157464.34000000 0.023067120552 Long ABS-MBS US N 2 2034-10-25 Floating 1.08438120 N N N N N N STRUCTURED ASSET SECURITIES CORPORATION N/A 86359SAD6 3740412.58000000 PA USD 3691402.33000000 0.039467638456 Long ABS-MBS US N 2 2036-12-25 Floating 0.42437880 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFL3 850000.00000000 PA USD 865571.64000000 0.009254496121 Long DBT CORP US N 2 2025-09-01 Fixed 1.45000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17322MAW6 465000.00000000 PA USD 499524.48000000 0.005340802712 Long ABS-MBS US N 2 2047-05-10 Fixed 3.85500000 N N N N N N RESOLUTION FUNDING CORPORATION N/A 76116FAC1 2570000.00000000 PA USD 2252225.77000000 0.024080288320 Long DBT USGA US N 2 2030-04-15 Fixed 0.00000000 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2A9 1580000.00000000 PA USD 1606301.38000000 0.017174210896 Long DBT CORP US N 2 2026-06-30 Fixed 1.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EMHT1 224219.17000000 PA USD 250913.76000000 0.002682713147 Long DBT USGA US N 2 2044-01-01 Fixed 4.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EF3 1934000.00000000 PA USD 1914796.00000000 0.020472565570 Long DBT CORP US N 2 2051-02-08 Fixed 2.65000000 N N N N N N Government National Mortgage Association N/A 38378EMF7 91933.26000000 PA USD 641.83000000 0.000006862301 Long DBT USGA US N 2 2038-02-20 Fixed 3.50000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538EAA5 1765100.77000000 PA USD 1758545.01000000 0.018801965339 Long ABS-MBS US Y 2 2064-04-25 Floating 1.01999880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397VE37 4423358.37000000 PA USD 694672.55000000 0.007427281720 Long DBT USGA US N 2 2048-02-25 Fixed 3.50000000 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAF1 1253000.00000000 PA USD 1277593.88000000 0.013659744683 Long DBT CORP AE N 2 2025-03-20 Fixed 2.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YV6 14290000.00000000 PA USD 14771729.33000000 0.157935987588 Long SN UST US N 2 2024-11-30 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WDW98 65412.10000000 PA USD 74073.60000000 0.000791978170 Long DBT USGA US N 2 2045-01-01 Fixed 4.50000000 N N N N N N COMM MORTGAGE TRUST N/A 12624KAU0 150000.00000000 PA USD 149906.07000000 0.001602761781 Long ABS-MBS US N 2 2045-08-15 Floating 4.99160880 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A 17329PAY8 2720288.59000000 PA USD 2788652.16000000 0.029815637904 Long ABS-MBS US Y 2 2051-05-25 Floating 2.49999840 N N N N N N MERRILL LYNCH MORTGAGE TRUST N/A 59020UNN1 75283.92000000 PA USD 76567.80000000 0.000818645592 Long ABS-MBS US N 2 2034-12-25 Floating 2.07979200 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HLG8 9514.52000000 PA USD 10746.45000000 0.000114898611 Long DBT USGA US N 2 2031-03-01 Fixed 7.00000000 N N N N N N CREDIT SUISSE FIRST BOSTON CORPORATION N/A 22541Q4B5 35236.67000000 PA USD 36360.27000000 0.000388755779 Long ABS-MBS US N 2 2033-12-25 Fixed 7.00000000 N N N N N N United States of America N/A N/A -569.00000000 NC USD -84220890.63000000 -0.90047070590 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A US 10YR ULTRA FUT DEC21 N/A Short U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Dec 2021 2021-12-24 -84311153.36000000 USD 90262.73000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31387NW45 3794.76000000 PA USD 3810.30000000 0.000040738865 Long DBT USGA US N 2 2031-06-01 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ANC36 397574.22000000 PA USD 416275.93000000 0.004450728052 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N GSR MORTGAGE LOAN TRUST N/A 36242DCH4 35210.45000000 PA USD 36051.60000000 0.000385455549 Long ABS-MBS US N 2 2034-09-25 Fixed 6.00000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BB9 360000.00000000 PA USD 384086.32000000 0.004106564026 Long DBT CORP US N 2 2025-02-12 Fixed 2.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBQ52 794811.98000000 PA USD 832721.05000000 0.008903265046 Long DBT USGA US N 2 2051-06-01 Fixed 2.50000000 N N N N N N NEUBERGER BERMAN LOAN ADVISERS LLC N/A 64134JAA1 3800000.00000000 PA USD 3799042.40000000 0.040618501729 Long ABS-CBDO CORP KY Y 2 2033-04-16 Floating 1.18638000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 466247LS0 54811.75000000 PA USD 54349.89000000 0.000581096726 Long ABS-MBS US N 2 2035-02-25 Floating 2.64599640 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KRQ69 284976.61000000 PA USD 299146.49000000 0.003198406583 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N POINT AU ROCHE PARK CLO N/A 73052VAA3 3130000.00000000 PA USD 3129092.30000000 0.033455546850 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 1.25596080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HJWL1 128393.10000000 PA USD 137422.03000000 0.001469285250 Long DBT USGA US N 2 2033-05-01 Fixed 3.50000000 N N N N N N PENSKE TRUCK LEASING CO., L.P. 549300ZX07JYMI8GHQ39 709599AZ7 225000.00000000 PA USD 245752.39000000 0.002627528947 Long DBT CORP US N 2 2025-03-10 Fixed 3.95000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78443XAD0 5037278.56000000 PA USD 4940181.99000000 0.052819308019 Long ABS-MBS US N 2 2022-07-25 Floating 0.18524880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GLQN7 360987.99000000 PA USD 396708.11000000 0.004241513348 Long DBT USGA US N 2 2041-12-01 Fixed 3.50000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BN1 480000.00000000 PA USD 524593.69000000 0.005608837033 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J0NU7 3430081.98000000 PA USD 3674179.10000000 0.039283491578 Long DBT USGA US N 2 2047-09-15 Fixed 3.00000000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A 17307GDP0 2452.45000000 PA USD 2512.06000000 0.000026858377 Long ABS-MBS US N 2 2034-02-25 Floating 1.99630800 N N N N N N COMM MORTGAGE TRUST N/A 20048EBA8 2960243.00000000 PA USD 3046979.90000000 0.032577619648 Long ABS-MBS US N 2 2046-01-10 Fixed 3.28200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5ZN6 1262492.31000000 PA USD 1333492.82000000 0.014257403501 Long DBT USGA US N 2 2035-03-01 Fixed 2.50000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78445AAE6 1155000.00000000 PA USD 1140701.79000000 0.012196125431 Long ABS-MBS US N 2 2073-04-25 Floating 1.97525160 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST N/A 92939HBE4 4357457.27000000 PA USD 63867.25000000 0.000682854185 Long DBT USGA US N 2 2057-10-15 Floating 0.70901280 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AMTT4 384200.38000000 PA USD 409192.38000000 0.004374992338 Long DBT USGA US N 2 2042-01-15 Fixed 3.00000000 N N N N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AB3 1270000.00000000 PA USD 1416045.62000000 0.015140039359 Long DBT NUSS US N 2 2028-10-20 Fixed 4.75000000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36192BAJ6 1473000.00000000 PA USD 1487341.42000000 0.015902317921 Long ABS-MBS US N 2 2045-01-10 Floating 6.04468080 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GVS0 720000.00000000 PA USD 949931.60000000 0.010156453725 Long DBT CORP US N 2 2045-10-21 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0204A4 40000000.00000000 PA USD 41327574.00000000 0.441865069994 Long DBT USGA US N 2 2169-10-19 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371MNS2 8262.85000000 PA USD 9578.99000000 0.000102416393 Long DBT USGA US N 2 2036-02-01 Fixed 5.50000000 N N N N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AA5 3138000.00000000 PA USD 3365505.00000000 0.035983217945 Long DBT NUSS US N 2 2025-10-20 Fixed 4.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NA5 6225000.00000000 PA USD 6243242.74000000 0.066751338714 Long DBT CORP US N 2 2027-06-09 Fixed 1.46200000 N N N N N N ENABLE MIDSTREAM PARTNERS, LP 549300TLGDBYE711G509 292480AK6 1531000.00000000 PA USD 1702995.45000000 0.018208042013 Long DBT CORP US N 2 2027-03-15 Fixed 4.40000000 N N N N N N MELLO MORTGAGE CAPITAL ACCEPTANCE N/A 58549KAC5 3122265.13000000 PA USD 3189677.96000000 0.034103315018 Long ABS-MBS US Y 2 2051-06-25 Floating 2.49999840 N N N N N N CSMC MORTGAGE BACKED TRUST N/A 12655VAC8 3622433.29000000 PA USD 3678678.09000000 0.039331593761 Long ABS-MBS US N 2 2059-10-25 Fixed 3.06400000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFM6 245000.00000000 PA USD 267767.39000000 0.002862908346 Long DBT CORP US N 2 2025-01-22 Fixed 4.00000000 N N N N N N VOYA CLO N/A 92915HAL7 750000.00000000 PA USD 750322.50000000 0.008022278394 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 1.32387840 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED PUSS41EMO3E6XXNV3U28 744573AQ9 501000.00000000 PA USD 479321.01000000 0.005124791782 Long DBT CORP US N 2 2030-08-15 Fixed 1.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJUU3 2066407.36000000 PA USD 2185770.96000000 0.023369768528 Long DBT USGA US N 2 2046-12-01 Fixed 3.00000000 N N N N N N LB-UBS COMMERCIAL MORTGAGE TRUST N/A 52108MEQ2 911814.86000000 PA USD 371.20000000 0.000003968786 Long DBT USGA US N 2 2041-02-15 Floating 0.36746280 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63935BAA1 1591948.16000000 PA USD 1604519.30000000 0.017155157300 Long ABS-MBS US Y 2 2069-01-15 Fixed 1.31000000 N N N N N N Government National Mortgage Association N/A 36201BBQ8 74.97000000 PA USD 83.76000000 0.000000895542 Long DBT USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837AW3 960000.00000000 PA USD 998313.47000000 0.010673741732 Long DBT NUSS NL N 2 2032-04-01 Fixed 2.72700000 N N N N N N BANQUE ROYALE DU CANADA ES7IP3U3RHIGC71XBU11 78015K7C2 170000.00000000 PA USD 178261.79000000 0.001905934723 Long DBT NUSS CA N 2 2024-11-01 Fixed 2.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K3JN3 337682.09000000 PA USD 357011.19000000 0.003817082862 Long DBT USGA US N 2 2049-11-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SZ2 2625000.00000000 PA USD 2671757.81000000 0.028565829964 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDB2 1800000.00000000 PA USD 1909358.32000000 0.020414427125 Long DBT CORP US N 2 2024-08-15 Fixed 3.07100000 N N N N N N CAMERON LNG, LLC 549300C39FLHGVD73K22 133434AA8 1530000.00000000 PA USD 1647346.72000000 0.017613058384 Long DBT CORP US N 2 2031-07-15 Fixed 2.90200000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GEH8 1540000.00000000 PA USD 1555287.97000000 0.016628787059 Long DBT CORP US N 2 2023-06-08 Fixed 0.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMX81 682862.65000000 PA USD 730285.16000000 0.007808043688 Long DBT USGA US N 2 2033-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKQF5 216075.18000000 PA USD 234322.71000000 0.002505325394 Long DBT USGA US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JQTM5 6521639.57000000 PA USD 6918124.80000000 0.073967024993 Long DBT USGA US N 2 2049-09-01 Fixed 3.00000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AP4 965000.00000000 PA USD 991529.75000000 0.010601211733 Long DBT NUSS GB N 2 2023-11-07 Fixed 2.90700000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918AT1 50000.00000000 PA USD 51539.74000000 0.000551051238 Long DBT CORP US N 2 2023-05-01 Fixed 2.37500000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659BC4 3035000.00000000 PA USD 2959843.75000000 0.031645979649 Long DBT CORP US N 2 2051-05-15 Fixed 2.85000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGH1 700000.00000000 PA USD 718559.31000000 0.007682673553 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCK5 110000.00000000 PA USD 129344.85000000 0.001382925869 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBJ3 1955000.00000000 PA USD 1943449.51000000 0.020778922415 Long DBT CORP US N 2 2025-09-15 Fixed 0.90000000 N N N N N N TIDEWATER AUTO RECEIVABLES TRUST N/A 88641WAB5 320047.20000000 PA USD 321081.53000000 0.003432931067 Long ABS-MBS US N 2 2024-08-15 Fixed 1.39000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83404RAB4 1810477.28000000 PA USD 1857697.79000000 0.019862084428 Long ABS-MBS US N 2 2047-08-25 Fixed 3.34000000 N N N N N N UTAH ACQUISITION SUB INC. 254900JOFV74IJ7H9933 62854AAN4 3180000.00000000 PA USD 3524839.20000000 0.037686783159 Long DBT CORP US N 2 2026-06-15 Fixed 3.95000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBQ0 696000.00000000 PA USD 765950.85000000 0.008189373176 Long DBT CORP BE N 2 2042-07-15 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A6MU2 277367.17000000 PA USD 300877.67000000 0.003216915967 Long DBT USGA US N 2 2050-06-01 Fixed 4.50000000 N N N N N N OWL ROCK CLO LTD N/A 691204AA9 1620000.00000000 PA USD 1622268.00000000 0.017344922384 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 1.93425120 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GFD1 280000.00000000 PA USD 407964.55000000 0.004361864658 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FMCT7 3983806.28000000 PA USD 260489.54000000 0.002785095220 Long DBT USGA US N 2 2029-05-25 Floating 1.09199160 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216CW8 310000.00000000 PA USD 310886.54000000 0.003323928541 Long DBT CORP US N 2 2040-06-01 Fixed 2.50000000 N N N N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 92556HAA5 2640000.00000000 PA USD 2976363.11000000 0.031822600908 Long DBT CORP US N 2 2025-05-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGRB7 290137.22000000 PA USD 295268.66000000 0.003156945702 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CEF7 2282022.22000000 PA USD 2424552.99000000 0.025922771964 Long DBT USGA US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EM7J4 527952.28000000 PA USD 584647.33000000 0.006250916963 Long DBT USGA US N 2 2034-05-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398FRR4 655187.00000000 PA USD 614394.01000000 0.006568961735 Long DBT USGA US N 2 2037-03-25 None 0.00000000 N N N N N N Sands China Ltd. 549300EVO6UZDGY05787 80007RAB1 700000.00000000 PA USD 739200.00000000 0.007903359140 Long DBT NUSS MO N 2 2023-08-08 Fixed 4.60000000 N N N N N N Government National Mortgage Association 2 N/A 3622A2R79 111830.68000000 PA USD 124065.19000000 0.001326476939 Long DBT USGA US N 2 2045-11-20 Fixed 5.00000000 N N N N N N OCTAGON INVESTMENT PARTNERS, LTD. N/A 67590QBK2 1300000.00000000 PA USD 1296743.50000000 0.013864488087 Long ABS-CBDO CORP KY Y 2 2031-02-14 Floating 1.12475160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128F25F8 21950.69000000 PA USD 23477.61000000 0.000251017293 Long DBT USGA US N 2 2025-09-01 Fixed 7.00000000 N N N N N N RAYMOND JAMES FINANCIAL, INC. RGUZHJ05YTITL6D76949 754730AF6 1525000.00000000 PA USD 2000174.57000000 0.021385413921 Long DBT CORP US N 2 2046-07-15 Fixed 4.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H0RQ3 2135573.37000000 PA USD 2158573.71000000 0.023078981685 Long DBT USGA US N 2 2049-08-25 Fixed 1.50000000 N N N N N N INDYMAC INDX MORTGAGE LOAN TRUST N/A 45660NT96 11405.68000000 PA USD 10949.36000000 0.000117068079 Long ABS-MBS US N 2 2034-09-25 Floating 0.94438080 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DZ5 250000.00000000 PA USD 243965.00000000 0.002608418577 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDU5 1030000.00000000 PA USD 1364754.43000000 0.014591645561 Long DBT CORP US N 2 2037-03-16 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ANN4 188432.25000000 PA USD 205210.56000000 0.002194064874 Long DBT USGA US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36225BPZ5 9208.23000000 PA USD 10746.26000000 0.000114896580 Long DBT USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCY3 1800000.00000000 PA USD 2190276.68000000 0.023417942667 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N MELLO WAREHOUSE SECURITIZATION TRUST N/A 58550LAA3 663000.00000000 PA USD 662999.93000000 0.007088645234 Long ABS-MBS US N 2 2055-02-25 Floating 0.79149960 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971XUX4 1085000.00000000 PA USD 1125256.43000000 0.012030987137 Long DBT MUN US N 2 2032-11-01 Fixed 2.40000000 N N N N N N LCM LIMITED PARTNERSHIP N/A 50188QAJ0 217801.77000000 PA USD 217848.16000000 0.002329183234 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 1.36613160 N N N N N N STORE CAPITAL CORPORATION 5493004EA6C9IHDZ7N66 862121AB6 987000.00000000 PA USD 1131925.54000000 0.012102291752 Long DBT CORP US N 2 2029-03-15 Fixed 4.62500000 N N N N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822VAW1 4283000.00000000 PA USD 4194040.81000000 0.044841735352 Long DBT CORP US N 2 2031-04-01 Fixed 2.10000000 N N N N N N RECETTE CLO, LTD N/A 75620TAW8 760000.00000000 PA USD 759803.16000000 0.008123643465 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 1.21425120 N N N N N N Government National Mortgage Association 2 N/A 36179TQQ1 1631926.31000000 PA USD 1738890.30000000 0.018591821627 Long DBT USGA US N 2 2048-01-20 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHY8 388000.00000000 PA USD 399585.99000000 0.004272282990 Long DBT CORP US N 2 2026-02-13 Fixed 2.01500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K1UP9 440418.91000000 PA USD 465584.78000000 0.004977927119 Long DBT USGA US N 2 2050-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKZ24 1051739.75000000 PA USD 1147754.67000000 0.012271533228 Long DBT USGA US N 2 2047-06-01 Fixed 4.50000000 N N N N N N MIDSTATE TRUST N/A 59549WAA1 1256826.30000000 PA USD 1322130.37000000 0.014135918756 Long ABS-MBS US N 2 2038-07-15 Fixed 4.86400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KDJC5 1577726.36000000 PA USD 1661025.39000000 0.017759307628 Long DBT USGA US N 2 2050-06-01 Fixed 3.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CE7 1310000.00000000 PA USD 1371454.16000000 0.014663277559 Long DBT NUSS GB N 2 2025-11-07 Fixed 2.63300000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EC3 1050000.00000000 PA USD 1275611.62000000 0.013638550807 Long DBT CORP US N 2 2036-12-15 Fixed 4.00000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46649KAA3 689136.72000000 PA USD 695148.61000000 0.007432371646 Long ABS-MBS US N 2 2048-10-25 Floating 3.49999920 N N N N N N WESTERN MIDSTREAM OPERATING, LP L6D8A6MLSY454J2JXJ60 958667AD9 220000.00000000 PA USD 219450.00000000 0.002346309744 Long DBT CORP US N 2 2023-01-13 Floating 2.22863040 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBH5 400000.00000000 PA USD 479467.59000000 0.005126358982 Long DBT CORP DE N 2 2064-07-15 Fixed 4.70000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VEN0 967000.00000000 PA USD 1047000.81000000 0.011194295755 Long DBT CORP US N 2 2025-02-15 Fixed 3.37600000 N N N N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 92556HAD9 81000.00000000 PA USD 93500.93000000 0.000999690787 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N N Chevron U.S.A. Inc. VA8TZDWPEZYU430RZ444 166756AL0 875000.00000000 PA USD 860990.86000000 0.009205519458 Long DBT CORP US N 2 2027-08-12 Fixed 1.01800000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449QAB3 995847.43000000 PA USD 1047530.12000000 0.011199955017 Long ABS-MBS US N 2 2035-11-15 Fixed 3.63000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6PH8 1454687.75000000 PA USD 1515403.51000000 0.016202351437 Long DBT USGA US N 2 2038-03-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL6J1 1290971.60000000 PA USD 1315204.80000000 0.014061872129 Long DBT USGA US N 2 2051-06-01 Fixed 2.00000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAQ6 2228000.00000000 PA USD 2822045.22000000 0.030172668946 Long DBT CORP DE N 2 2048-06-25 Fixed 4.87500000 N N N N N N BARINGS CLO LTD N/A 06760EAA4 3320876.39000000 PA USD 3322377.43000000 0.035522107725 Long ABS-CBDO CORP KY N 2 2028-01-20 Floating 0.93425040 N N N N N N Government National Mortgage Association N/A 38380H3A8 1190972.86000000 PA USD 1234674.18000000 0.013200856962 Long DBT USGA US N 2 2044-08-20 Fixed 2.50000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YL1 3990000.00000000 PA USD 4031416.20000000 0.043102989819 Long DBT CORP US N 2 2022-03-28 Fixed 3.33900000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABF1 1610000.00000000 PA USD 1803876.20000000 0.019286636166 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331BG1 830000.00000000 PA USD 828218.43000000 0.008855124052 Long DBT CORP US N 2 2025-06-01 Fixed 1.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KGNJ3 1242958.25000000 PA USD 1327560.10000000 0.014193972201 Long DBT USGA US N 2 2049-09-01 Fixed 3.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942AAA4 5356080.05000000 PA USD 5354189.89000000 0.057245786808 Long ABS-MBS US Y 2 2069-04-15 Fixed 1.33000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BCD80 2834558.77000000 PA USD 377161.00000000 0.004032520071 Long DBT USGA US N 2 2050-12-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L7M41 99139.03000000 PA USD 100877.12000000 0.001078555341 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WGQM9 6955469.62000000 PA USD 7527199.28000000 0.080479111518 Long DBT USGA US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Sands China Ltd. 549300EVO6UZDGY05787 80007RAF2 810000.00000000 PA USD 900671.40000000 0.009629774813 Long DBT NUSS MO N 2 2025-08-08 Fixed 5.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XABM3 195261.39000000 PA USD 198711.67000000 0.002124580213 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36201CLV4 19585.90000000 PA USD 21883.40000000 0.000233972361 Long DBT USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 7598000.00000000 PA USD 10057216.78000000 0.107529486159 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BN3 520000.00000000 PA USD 668822.86000000 0.007150902684 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394FDF9 42835.91000000 PA USD 52691.43000000 0.000563364847 Long DBT USGA US N 2 2035-05-25 Floating 19.78795440 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JWQW3 1186227.11000000 PA USD 1299756.83000000 0.013896705929 Long DBT USGA US N 2 2049-10-01 Fixed 5.00000000 N N N N N N NELNET STUDENT LOAN CORPORATION N/A 64031QBK6 1790970.17000000 PA USD 1771061.75000000 0.018935791491 Long ABS-MBS US N 2 2037-01-25 Floating 0.28524960 N N N N N N Saudi Arabian Oil Company 5586006WD91QHB7J4X50 80414L2G9 840000.00000000 PA USD 847383.60000000 0.009060033713 Long DBT NUSS SA N 2 2023-11-24 Fixed 1.25000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FS0 1035000.00000000 PA USD 1383546.40000000 0.014792565052 Long DBT CORP US N 2 2050-03-23 Fixed 4.70000000 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331AW7 1775000.00000000 PA USD 1860080.24000000 0.019887557044 Long DBT CORP US N 2 2024-10-01 Fixed 2.52900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L1UL7 385692.28000000 PA USD 392391.14000000 0.004195357282 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBU4 34005000.00000000 PA USD 33987731.92000000 0.363389139265 Long SN UST US N 2 2023-03-31 Fixed 0.12500000 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST N/A 41161PSM6 1257774.62000000 PA USD 1248215.28000000 0.013345635339 Long ABS-MBS US N 2 2035-06-20 Floating 0.98838000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VER1 3074000.00000000 PA USD 3589461.05000000 0.038377705357 Long DBT CORP US N 2 2028-09-21 Fixed 4.32900000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBY8 510000.00000000 PA USD 552620.78000000 0.005908496337 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAZ8 480000.00000000 PA USD 471693.71000000 0.005043242416 Long DBT CORP US N 2 2030-06-24 Fixed 1.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AUNJ4 1657206.52000000 PA USD 1725111.39000000 0.018444500639 Long DBT USGA US N 2 2041-09-15 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 6490000.00000000 PA USD 9037000.50000000 0.096621564538 Long DBT CORP US N 2 2051-04-04 Fixed 5.01300000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZR4 6424000.00000000 PA USD 6426509.34000000 0.068710783733 Long SN UST US N 2 2022-05-31 Fixed 0.12500000 N N N N N N RESOLUTION FUNDING CORPORATION N/A 76116EGR5 1930000.00000000 PA USD 1702399.62000000 0.018201671534 Long DBT USGA US N 2 2030-01-15 Fixed 0.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCB0 1860000.00000000 PA USD 1877436.22000000 0.020073123255 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LU4P3 1173949.62000000 PA USD 1242378.11000000 0.013283225638 Long DBT USGA US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Republic of Kazakhstan 5493007OEK8EF02UO833 486661AF8 2480000.00000000 PA USD 3144600.32000000 0.033621355090 Long DBT NUSS KZ N 2 2044-10-14 Fixed 4.87500000 N N N N N N Government National Mortgage Association 2 N/A 36179TG66 46261.95000000 PA USD 49786.80000000 0.000532309200 Long DBT USGA US N 2 2047-09-20 Fixed 4.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 681000.00000000 PA USD 875652.30000000 0.009362276257 Long DBT CORP US N 2 2045-12-15 Fixed 6.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EHEZ1 187992.11000000 PA USD 209933.54000000 0.002244561907 Long DBT USGA US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 36213FEY5 330.99000000 PA USD 376.03000000 0.000004020427 Long DBT USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N COMM MORTGAGE TRUST N/A 12591RAX8 2887.99000000 PA USD 2863.78000000 0.000030618887 Long ABS-MBS US N 2 2047-02-10 Fixed 2.92800000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBL6 2540000.00000000 PA USD 2482521.53000000 0.026542558477 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N CHUBB INA HOLDINGS INC. CZCBJZWDMLTHWJDXU843 00440EAV9 420000.00000000 PA USD 461813.05000000 0.004937600635 Long DBT CORP US N 2 2026-05-03 Fixed 3.35000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017BT5 560000.00000000 PA USD 700629.03000000 0.007490967057 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 621000.00000000 PA USD 647716.08000000 0.006925233768 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N SALESFORCE.COM, INC. RCGZFPDMRW58VJ54VR07 79466LAG9 1535000.00000000 PA USD 1538349.35000000 0.016447683167 Long DBT CORP US N 2 2024-07-15 Fixed 0.62500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAN6 245000.00000000 PA USD 287056.30000000 0.003069141007 Long DBT CORP US N 2 2049-01-23 Fixed 3.89700000 N N N N N N CREDIT SUISSE AG 549300D0YARF5HYP1809 22550L2D2 4510000.00000000 PA USD 4556223.49000000 0.048714110615 Long DBT NUSS CH N 2 2023-05-05 Fixed 1.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AWW37 744066.33000000 PA USD 765823.80000000 0.008188014786 Long DBT USGA US N 2 2043-11-25 Fixed 3.00000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017BJ7 640000.00000000 PA USD 847950.64000000 0.009066096376 Long DBT CORP US N 2 2035-05-01 Fixed 5.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FAB41 163244.27000000 PA USD 29623.10000000 0.000316723482 Long DBT USGA US N 2 2033-02-25 Fixed 6.50000000 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364GAN3 543000.00000000 PA USD 542656.44000000 0.005801959869 Long DBT CORP US N 2 2028-06-15 Fixed 1.90000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMF6 210000.00000000 PA USD 211067.80000000 0.002256689159 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAE2 2845000.00000000 PA USD 3087966.27000000 0.033015836642 Long DBT NUSS NO N 2 2027-04-06 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKYB8 2750262.36000000 PA USD 2893092.07000000 0.030932285790 Long DBT USGA US N 2 2051-06-01 Fixed 3.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2X8 3675000.00000000 PA USD 3694734.71000000 0.039503267509 Long DBT CORP US N 2 2024-05-24 Floating 0.75000240 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H25Z7 203891.84000000 PA USD 228625.65000000 0.002444413718 Long DBT USGA US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179UKZ4 282403.99000000 PA USD 302530.70000000 0.003234589790 Long DBT USGA US N 2 2049-01-20 Fixed 5.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAC7 1490000.00000000 PA USD 1692811.92000000 0.018099162015 Long DBT NUSS CH N 2 2028-03-23 Fixed 4.25300000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HAU4 1461845.25000000 PA USD 1464160.23000000 0.015654469882 Long ABS-MBS US Y 2 2028-02-25 Fixed 0.84000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830WAD3 2324179.62000000 PA USD 2445043.70000000 0.026141853998 Long ABS-MBS US N 2 2058-12-25 Floating 3.49999920 N N N N N N BAXALTA INCORPORATED 5493000JW8DCO3T45R55 07177MAL7 870000.00000000 PA USD 888514.64000000 0.009499797486 Long DBT CORP US N 2 2022-06-23 Fixed 3.60000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449DAB2 9918859.78000000 PA USD 10038792.68000000 0.107332499851 Long ABS-MBS US Y 2 2054-09-15 Fixed 1.60000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BA1 50000.00000000 PA USD 50412.35000000 0.000538997439 Long DBT CORP US N 2 2022-02-12 Fixed 2.37500000 N N N N N N HGI LTD N/A 40441LAA4 3020000.00000000 PA USD 3020978.48000000 0.032299618349 Long ABS-MBS KY Y 2 2036-06-16 Floating 1.14549840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMV28 1058019.30000000 PA USD 1136885.05000000 0.012155317710 Long DBT USGA US N 2 2051-02-01 Fixed 3.50000000 N N N N N N CONTINENTAL RESOURCES, INC. XXRTID9RYWOZ0UPIVR53 212015AN1 770000.00000000 PA USD 821975.00000000 0.008788370711 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N N FRESENIUS MEDICAL CARE US FINANCE III, INC. 5299006ZHLMXOOUVTU44 35805BAC2 2440000.00000000 PA USD 2462944.00000000 0.026333239956 Long DBT CORP DE N 2 2026-12-01 Fixed 1.87500000 N N N N N N LYB INTERNATIONAL FINANCE III, LLC N/A 50249AAJ2 1519000.00000000 PA USD 1649360.64000000 0.017634590761 Long DBT CORP US N 2 2051-04-01 Fixed 3.62500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833AL4 375000.00000000 PA USD 447276.23000000 0.004782176245 Long DBT CORP US N 2 2043-05-04 Fixed 3.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABQF3 818837.70000000 PA USD 979424.55000000 0.010471785673 Long DBT USGA US N 2 2042-07-25 Fixed 6.50000000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 195812145.28000000 NS USD 195812145.28000000 2.093579150810 Long STIV RF US N 2 N N N WFRBS COMMERCIAL MORTGAGE TRUST N/A 92938VAN5 370681.52000000 PA USD 369120.39000000 0.003946551688 Long ABS-MBS US N 2 2047-03-15 Fixed 3.66000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941LAB9 2282874.70000000 PA USD 2397084.18000000 0.025629081662 Long ABS-MBS US N 2 2059-12-15 Fixed 3.39000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FXBD9 3317142.31000000 PA USD 527872.45000000 0.005643892793 Long DBT USGA US N 2 2050-10-25 Fixed 3.50000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63939NAC7 549678.56000000 PA USD 565015.47000000 0.006041017558 Long ABS-MBS US N 2 2045-12-15 Floating 2.24550000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBK7 730000.00000000 PA USD 820717.56000000 0.008774926447 Long DBT CORP US N 2 2030-03-19 Fixed 3.48200000 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST N/A 92937FAH4 490000.00000000 PA USD 503626.12000000 0.005384656519 Long ABS-MBS US N 2 2048-03-15 Floating 4.44821760 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SQ2 25583000.00000000 PA USD 22710908.64000000 0.242819896368 Long DBT UST US N 1 2040-08-15 Fixed 1.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQ6N7 2027507.96000000 PA USD 2280232.43000000 0.024379729192 Long DBT USGA US N 2 2046-01-01 Fixed 4.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 280000.00000000 PA USD 324326.29000000 0.003467623307 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QHPZ2 5730383.77000000 PA USD 6082117.99000000 0.065028629344 Long DBT USGA US N 2 2036-03-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4E69 3567714.58000000 PA USD 4096689.20000000 0.043800873966 Long DBT USGA US N 2 2049-06-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5PC1 871902.96000000 PA USD 912324.21000000 0.009754364021 Long DBT USGA US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394L5S7 67708.50000000 PA USD 74385.22000000 0.000795309941 Long DBT USGA US N 2 2033-10-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8PK7 399259.73000000 PA USD 424117.14000000 0.004534564495 Long DBT USGA US N 2 2050-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36178WGN3 1966.59000000 PA USD 2083.91000000 0.000022280694 Long DBT USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N CHASE MORTGAGE FINANCE CORPORATION N/A 161630AY4 18639.77000000 PA USD 19015.80000000 0.000203312630 Long ABS-MBS US N 2 2037-02-25 Floating 2.70632880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WRJU5 70077.37000000 PA USD 77649.62000000 0.000830212167 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 48667QAQ8 1720000.00000000 PA USD 2059700.00000000 0.022021846350 Long DBT NUSS KZ N 2 2030-04-24 Fixed 5.37500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBC2 160000.00000000 PA USD 170748.68000000 0.001825606251 Long DBT CORP US N 2 2023-11-14 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297VKP2 157965.68000000 PA USD 180502.22000000 0.001929888893 Long DBT USGA US N 2 2035-11-01 Fixed 5.50000000 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST N/A 92939FAX7 2180000.00000000 PA USD 2277820.31000000 0.024353939350 Long ABS-MBS US N 2 2047-08-15 Fixed 4.21300000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CT0 2290000.00000000 PA USD 2559880.23000000 0.027369660193 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N CSMC TRUST N/A 12596XAA0 1576789.28000000 PA USD 1597163.13000000 0.017076506794 Long ABS-MBS US N 2 2049-07-25 Fixed 2.57300000 N N N N N N CALI MORTGAGE TRUST N/A 129890AA7 1905000.00000000 PA USD 2176341.15000000 0.023268947133 Long ABS-MBS US N 2 2039-03-10 Fixed 3.95700000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HAW9 3800000.00000000 PA USD 3803567.82000000 0.040666886496 Long DBT NUSS JP N 2 2026-07-14 Fixed 1.65300000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BW3 4595000.00000000 PA USD 4611824.32000000 0.049308582109 Long DBT NUSS JP N 2 2025-07-19 Fixed 0.95300000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 94988HAF8 1455000.00000000 PA USD 1498246.53000000 0.016018912889 Long ABS-MBS US N 2 2045-10-15 Fixed 4.14200000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CB0 400000.00000000 PA USD 485865.62000000 0.005194765271 Long DBT NUSS ID N 2 2047-07-18 Fixed 4.75000000 N N N N N N GSMPS MORTGAGE LOAN TRUST N/A 362341LM9 173331.37000000 PA USD 20559.53000000 0.000219817842 Long DBT USGA US N 2 2035-09-25 Floating 4.22175960 N N N N N N BRK: BANK OF AMERICA SECURITIES LLC N/A N/A 21290000.00000000 NC USD 3863343.97000000 0.041305999566 N/A DIR XX N 2 BRK: BANK OF AMERICA SECURITIES LLC N/A Y 2045-11-15 431216.62000000 USD 0.00000000 USD -21290000.00000000 USD 3432127.35000000 N N N United States of America 254900HROIFWPRGM1V77 912810SY5 240000.00000000 PA USD 256800.00000000 0.002745647493 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411FGK4 51707.70000000 PA USD 58136.87000000 0.000621586259 Long DBT USGA US N 2 2036-12-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HRGW7 246982.77000000 PA USD 280491.32000000 0.002998949726 Long DBT USGA US N 2 2027-07-01 Fixed 3.82000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CE7 755000.00000000 PA USD 790418.24000000 0.008450972973 Long DBT NUSS GB N 2 2025-11-07 Fixed 2.63300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HNUK6 1039600.33000000 PA USD 1114979.09000000 0.011921104143 Long DBT USGA US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 48667QAS4 470000.00000000 PA USD 617965.40000000 0.006607146229 Long DBT NUSS KZ N 2 2048-10-24 Fixed 6.37500000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYG3 2525000.00000000 PA USD 2536854.70000000 0.027123476436 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X65C1 112928.94000000 PA USD 122899.31000000 0.001314011614 Long DBT USGA US N 2 2049-05-01 Fixed 4.00000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAE0 3330000.00000000 PA USD 3611993.19000000 0.038618613899 Long DBT CORP US N 2 2023-10-02 Fixed 4.87500000 N N N N N N Government National Mortgage Association N/A 38380PWC4 2432274.16000000 PA USD 183148.06000000 0.001958177616 Long DBT USGA US N 2 2060-05-16 Floating 0.87014160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXRS3 13536888.07000000 PA USD 14517034.03000000 0.155212843071 Long DBT USGA US N 2 2060-07-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CJA3 686201.63000000 PA USD 727219.92000000 0.007775270836 Long DBT USGA US N 2 2047-04-01 Fixed 3.00000000 N N N N N N MADISON PARK FUNDING, LTD. N/A 55819MAN6 4010000.00000000 PA USD 4008989.48000000 0.042863208403 Long ABS-CBDO CORP KY Y 2 2032-04-20 Floating 1.12425120 N N N N N N AETNA INC. 549300QKBENKLBXQ8968 00817YAZ1 602000.00000000 PA USD 683296.87000000 0.007305655524 Long DBT CORP US N 2 2047-08-15 Fixed 3.87500000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BY7 100000.00000000 PA USD 115381.00000000 0.001233627544 Long DBT NUSS NL N 2 2046-09-12 Fixed 3.75000000 N N N N N N Government National Mortgage Association N/A 36200RBH4 8189.31000000 PA USD 9508.15000000 0.000101658988 Long DBT USGA US N 2 2032-06-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9XD8 1078968.26000000 PA USD 1209236.23000000 0.012928880156 Long DBT USGA US N 2 2048-12-01 Fixed 4.00000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFP4 510000.00000000 PA USD 566131.57000000 0.006052950647 Long DBT CORP US N 2 2027-07-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K9LA5 2663646.29000000 PA USD 2817741.53000000 0.030126654866 Long DBT USGA US N 2 2050-02-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3YD6 600000.00000000 PA USD 696460.74000000 0.007446400643 Long DBT USGA US N 2 2036-01-25 Fixed 3.70000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BF3 175000.00000000 PA USD 215672.16000000 0.002305917934 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCB6 90000.00000000 PA USD 98297.10000000 0.001050970351 Long DBT NUSS MX N 2 2026-08-04 Fixed 6.87500000 N N N N N N Government National Mortgage Association N/A 38374TDP6 11451.90050000 PA USD 891.44000000 0.000009531074 Long DBT USGA US N 2 2038-08-16 Floating 6.20449920 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAD9 400000.00000000 PA USD 379849.40000000 0.004061263836 Long DBT CORP US N 2 2030-08-15 Fixed 1.10000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFN9 480000.00000000 PA USD 520441.63000000 0.005564444147 Long DBT CORP US N 2 2025-07-01 Fixed 3.30000000 N N N N N N Government National Mortgage Association 2 N/A 36241LW51 273615.88000000 PA USD 305577.65000000 0.003267167090 Long DBT USGA US N 2 2041-07-20 Fixed 4.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141EC31 260000.00000000 PA USD 338272.23000000 0.003616730142 Long DBT CORP US N 2 2044-07-08 Fixed 4.80000000 N N N N N N Government National Mortgage Association N/A 38380JBV9 1346725.77000000 PA USD 74949.06000000 0.000801338390 Long DBT USGA US N 2 2059-12-16 Floating 0.57876840 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 06423AAJ2 1725000.00000000 PA USD 2624119.94000000 0.028056496637 Long DBT CORP US N 2 2030-09-01 Fixed 8.75000000 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAC9 3676000.00000000 PA USD 3674019.08000000 0.039281780681 Long DBT NUSS JP N 2 2026-04-03 Fixed 1.16200000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DP2 1220000.00000000 PA USD 1198013.06000000 0.012808884562 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZC7 1770992.94000000 PA USD 1890200.48000000 0.020209595835 Long DBT USGA US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FQ2 150000.00000000 PA USD 159439.33000000 0.001704689239 Long DBT CORP US N 2 2024-02-15 Fixed 3.45000000 N N N N N N Government National Mortgage Association N/A 36210PWX8 184.26000000 PA USD 206.00000000 0.000002202505 Long DBT USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0ZR7 510000.00000000 PA USD 544092.09000000 0.005817309514 Long DBT USGA US N 2 2024-09-06 Fixed 2.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417GUX2 49056.66000000 PA USD 54084.52000000 0.000578259450 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CB0 1875000.00000000 PA USD 2020001.74000000 0.021597401537 Long DBT CORP US N 2 2051-05-12 Fixed 3.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31358ML51 3832.29000000 PA USD 3899.94000000 0.000041697276 Long DBT USGA US N 2 2022-05-25 Fixed 8.00000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAJ7 40000.00000000 PA USD 54584.02000000 0.000583599991 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556CG5 470000.00000000 PA USD 560859.03000000 0.005996577842 Long DBT CORP US N 2 2030-03-25 Fixed 4.49700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138L3RP2 114866.17000000 PA USD 119543.70000000 0.001278134191 Long DBT USGA US N 2 2028-05-01 Fixed 3.38000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGJ7 1935000.00000000 PA USD 1998743.43000000 0.021370112496 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409AF46 12351.75000000 PA USD 14320.55000000 0.000153112080 Long DBT USGA US N 2 2036-02-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AQQT0 3728792.50000000 PA USD 3853598.54000000 0.041201803633 Long DBT USGA US N 2 2033-08-25 Fixed 1.70000000 N N N N N N BACARDI LIMITED 549300R32WTQNHNN5055 067316AE9 3160000.00000000 PA USD 3508646.47000000 0.037513654153 Long DBT NUSS BM N 2 2025-05-15 Fixed 4.45000000 N N N N N N CARLYLE US CLO LTD N/A 14317XAU0 3030000.00000000 PA USD 3028469.85000000 0.032379714382 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 1.78425000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCE4 315000.00000000 PA USD 279421.62000000 0.002987512736 Long DBT CORP US N 2 2050-08-01 Fixed 2.05000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CQ0 410000.00000000 PA USD 415070.44000000 0.004437839226 Long DBT CORP US N 2 2023-05-01 Fixed 1.12500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780BU9 2240000.00000000 PA USD 2818896.24000000 0.030139000764 Long DBT NUSS ID N 2 2045-01-15 Fixed 5.12500000 N N N N N N COMM MORTGAGE TRUST N/A 12591UAG8 10445894.84000000 PA USD 237829.00000000 0.002542813854 Long DBT USGA US N 2 2047-03-10 Floating 1.28749680 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CP1 215000.00000000 PA USD 241802.22000000 0.002585294623 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FVQG0 1302945.13000000 PA USD 191630.00000000 0.002048864599 Long DBT USGA US N 2 2050-09-25 Fixed 2.50000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DH0 1230000.00000000 PA USD 1364974.09000000 0.014593994116 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N N Emirate of Abu Dhabi 213800FER4348CINTA77 29135LAC4 4220000.00000000 PA USD 4318410.40000000 0.046171466867 Long DBT NUSS AE N 2 2022-10-11 Fixed 2.50000000 N N N N N N VORNADO FINANCE L.L.C. N/A 91830CAA6 100000.00000000 PA USD 102302.89000000 0.001093799351 Long ABS-MBS US N 2 2030-11-15 Fixed 2.99560000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAE3 240000.00000000 PA USD 245514.95000000 0.002624990292 Long DBT NUSS CH N 2 2023-08-15 Fixed 2.85900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31415WQA4 17275.14000000 PA USD 19147.25000000 0.000204718064 Long DBT USGA US N 2 2038-11-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CNE0 1314786.28000000 PA USD 1417271.00000000 0.015153140845 Long DBT USGA US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179S2P1 1203984.49000000 PA USD 1271904.92000000 0.013598919610 Long DBT USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CM8 1352000.00000000 PA USD 1440934.56000000 0.015406146274 Long DBT CORP US N 2 2024-07-26 Fixed 2.90000000 N N N N N N Government National Mortgage Association 2 N/A 36179R7J2 556551.82000000 PA USD 591412.88000000 0.006323252693 Long DBT USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617MB5B1 131001.45000000 PA USD 141895.33000000 0.001517112761 Long DBT USGA US N 2 2050-02-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WUHY2 82270.99000000 PA USD 92562.65000000 0.000989658909 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KHTP1 218740.50000000 PA USD 236516.73000000 0.002528783360 Long DBT USGA US N 2 2050-03-01 Fixed 4.00000000 N N N N N N PT Perusahaan Listrik Negara (Persero) 254900OYVDRYS9J51J61 71568PAC3 1990000.00000000 PA USD 2182791.20000000 0.023337909609 Long DBT NUSS ID N 2 2027-05-15 Fixed 4.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L4HK8 593172.20000000 PA USD 603139.20000000 0.006448627853 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BV4 150000.00000000 PA USD 165453.40000000 0.001768990315 Long DBT CORP US N 2 2027-05-01 Fixed 3.45000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941BAB1 2229484.65000000 PA USD 2283650.65000000 0.024416276026 Long ABS-MBS US N 2 2043-01-15 Fixed 3.42000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D3X67 195992.36000000 PA USD 205554.25000000 0.002197739530 Long DBT USGA US N 2 2041-04-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBD2 32255000.00000000 PA USD 32251220.04000000 0.344822747166 Long SN UST US N 2 2022-12-31 Fixed 0.12500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HHF0 385000.00000000 PA USD 571149.40000000 0.006106600150 Long DBT CORP US N 2 2038-05-15 Fixed 6.40000000 N N N N N N BRK: CITIGROUP CAPITAL MARKETS N/A N/A 115014000.00000000 NC USD -2127849.33000000 -0.02275048356 N/A DIR XX N 2 BRK: CITIGROUP CAPITAL MARKETS N/A Y 2028-02-15 48235.79000000 USD 0.00000000 USD -115014000.00000000 USD -2176085.12000000 N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CV0 277000.00000000 PA USD 289919.62000000 0.003099754976 Long DBT CORP US N 2 2023-03-09 Fixed 3.70000000 N N N N N N Government National Mortgage Association 2 N/A 3622AACR3 252864.32000000 PA USD 277412.29000000 0.002966029434 Long DBT USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78445XAA4 120297.29000000 PA USD 118347.54000000 0.001265345119 Long ABS-MBS US N 2 2025-03-25 Floating 0.48438000 N N N N N N HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 406216BG5 66000.00000000 PA USD 72677.65000000 0.000777052988 Long DBT CORP US N 2 2025-11-15 Fixed 3.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MLBZ6 332725.86000000 PA USD 366259.79000000 0.003915966800 Long DBT USGA US N 2 2042-12-01 Fixed 4.00000000 N N N N N N AEGON N.V. O4QK7KMMK83ITNTHUG69 N/A 2180000.00000000 PA USD 2041570.00000000 0.021828004492 Long DBT NUSS NL N 2 2169-10-15 Floating 1.45500120 N N N N N N Government National Mortgage Association 2 N/A 21H022697 12300000.00000000 PA USD 12755484.38000000 0.136378752800 Long DBT USGA US N 2 2169-09-21 Fixed 2.50000000 N N N N N N EFS VOLUNTEER NO 3, LLC N/A 26845CAC1 2844508.69000000 PA USD 2860413.76000000 0.030582896694 Long ABS-MBS US N 2 2033-04-25 Floating 1.08438120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GRAV6 137993.26000000 PA USD 148653.26000000 0.001589367020 Long DBT USGA US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38375BE99 11294.82000000 PA USD 11339.57000000 0.000121240116 Long DBT USGA US N 2 2063-01-20 Floating 0.60288120 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AG5 450000.00000000 PA USD 502756.06000000 0.005375354034 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N FEDERAL REALTY INVESTMENT TRUST 549300LI6XZ51GOCJ427 313747AU1 1070000.00000000 PA USD 1145516.20000000 0.012247600013 Long DBT CORP US N 2 2024-01-15 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LL5J0 160000.00000000 PA USD 176615.04000000 0.001888328044 Long DBT USGA US N 2 2028-01-01 Fixed 3.08000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AWH7 134466.46000000 PA USD 147844.79000000 0.001580723041 Long DBT USGA US N 2 2043-08-01 Fixed 4.00000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BY9 1570000.00000000 PA USD 1750744.29000000 0.018718561806 Long DBT CORP US N 2 2027-02-06 Fixed 3.30000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 465139VE0 1000000.00000000 PA USD 974107.18000000 0.010414933556 Long DBT NUSS US N 2 2024-11-01 Fixed 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AQTT4 1428500.00000000 PA USD 1501866.86000000 0.016057620638 Long DBT USGA US N 2 2051-08-01 Fixed 3.00000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EE6 774000.00000000 PA USD 759709.21000000 0.008122638973 Long DBT CORP US N 2 2041-02-08 Fixed 2.37500000 N N N N N N SMALL BUSINESS INVESTMENT COMPANIES N/A 831641FL4 1528147.28000000 PA USD 1659637.48000000 0.017744468409 Long ABS-MBS US N 2 2028-09-10 Fixed 3.54800000 N N N N N N SCHLUMBERGER HOLDINGS CORPORATION 529900IKZG65COT1D505 806851AG6 660000.00000000 PA USD 732784.95000000 0.007834770877 Long DBT CORP US N 2 2025-12-21 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179UCC4 1240612.50000000 PA USD 1327420.38000000 0.014192478346 Long DBT USGA US N 2 2048-09-20 Fixed 4.50000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RDJ8 195000.00000000 PA USD 230944.90000000 0.002469210614 Long DBT CORP US N 2 2048-03-09 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K7WH2 1349025.69000000 PA USD 1459356.30000000 0.015603107350 Long DBT USGA US N 2 2050-03-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 36202S2H0 4914.11000000 PA USD 5499.71000000 0.000058801654 Long DBT USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179WG36 43069239.68000000 PA USD 44702775.40000000 0.477951959654 Long DBT USGA US N 2 2051-06-20 Fixed 2.50000000 N N N N N N Deutsche Bank AG (New York Branch) N/A 251526CF4 913000.00000000 PA USD 941682.88000000 0.010068260277 Long DBT NUSS DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63935CAB7 2046118.54000000 PA USD 2091584.52000000 0.022362748423 Long ABS-MBS US N 2 2068-08-15 Fixed 2.60000000 N N N N N N Government National Mortgage Association 2 N/A 36202FQ74 1698787.41000000 PA USD 1889414.21000000 0.020201189214 Long DBT USGA US N 2 2041-03-20 Fixed 4.50000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63935BAA1 1209799.73000000 PA USD 1219353.16000000 0.013037048083 Long ABS-MBS US Y 2 2069-01-15 Fixed 1.31000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448EU8 110000.00000000 PA USD 130725.29000000 0.001397685221 Long DBT CORP US N 2 2050-03-19 Fixed 3.62500000 N N N N N N MSCCG TRUST N/A 55352NAC1 1085000.00000000 PA USD 1123512.83000000 0.012012344960 Long ABS-MBS US N 2 2035-06-07 Floating 3.57714360 N N N N N N SLM STUDENT LOAN TRUST N/A 78443YAD8 1780467.78000000 PA USD 1736237.76000000 0.018563461270 Long ABS-MBS US N 2 2022-01-25 Floating 0.18524880 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBL3 480000.00000000 PA USD 542050.95000000 0.005795486107 Long DBT CORP US N 2 2030-04-06 Fixed 3.63300000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDJ8 230000.00000000 PA USD 242974.16000000 0.002597824740 Long DBT CORP US N 2 2023-06-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132Y1YX0 220851.79000000 PA USD 242548.35000000 0.002593272076 Long DBT USGA US N 2 2048-08-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B35Z9 330000.00000000 PA USD 387721.75000000 0.004145433220 Long DBT USGA US N 2 2031-02-25 Fixed 3.61000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACSX9 3806096.67000000 PA USD 4132022.43000000 0.044178648866 Long DBT USGA US N 2 2047-12-01 Fixed 3.50000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BT6 1950000.00000000 PA USD 1961565.33000000 0.020972612663 Long DBT CORP US N 2 2028-08-12 Fixed 1.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416B3M8 34016.71000000 PA USD 41746.58000000 0.000446344987 Long DBT USGA US N 2 2038-11-01 Fixed 7.50000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200JY8 2340000.00000000 PA USD 2490768.00000000 0.026630727868 Long DBT CORP US N 2 2024-05-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796K81 17175000.00000000 PA USD 17171972.91000000 0.183598848841 Long DBT UST US N 2 2022-01-20 None 0.00000000 N N N N N N TIME WARNER CABLE ENTERPRISES LLC N/A 88731EAJ9 1380000.00000000 PA USD 2055066.12000000 0.021972301954 Long DBT CORP US N 2 2033-07-15 Fixed 8.37500000 N N N N N N Government National Mortgage Association N/A 38382EDP9 1087174.00000000 PA USD 158087.17000000 0.001690232251 Long DBT USGA US N 2 2050-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36209MHX5 10348.47000000 PA USD 10570.53000000 0.000113017714 Long DBT USGA US N 2 2028-09-15 Fixed 7.00000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BZ6 245000.00000000 PA USD 306172.97000000 0.003273532117 Long DBT CORP US N 2 2037-02-06 Fixed 4.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BCDM7 276051.01000000 PA USD 281866.52000000 0.003013653053 Long DBT USGA US N 2 2036-11-15 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6KQ3 1267748.50000000 PA USD 1382833.35000000 0.014784941283 Long DBT USGA US N 2 2049-11-01 Fixed 4.50000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78444YAE5 1155000.00000000 PA USD 1140247.88000000 0.012191272328 Long ABS-MBS US N 2 2073-07-25 Floating 1.97525160 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKD3 384000.00000000 PA USD 380399.98000000 0.004067150512 Long DBT CORP US N 2 2043-02-01 Fixed 3.10000000 N N N N N N Government National Mortgage Association N/A 38382LXR7 4027065.05000000 PA USD 411577.73000000 0.004400495961 Long DBT USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFE9 580000.00000000 PA USD 629168.50000000 0.006726927239 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCM1 250000.00000000 PA USD 328927.21000000 0.003516815302 Long DBT CORP US N 2 2048-10-15 Fixed 4.70000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABD6 130000.00000000 PA USD 143880.10000000 0.001538333473 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 78469PAB0 349485.40000000 PA USD 352561.64000000 0.003769509280 Long ABS-MBS US N 2 2036-12-26 Fixed 2.76000000 N N N N N N Government National Mortgage Association 2 N/A 36179TC29 220641.52000000 PA USD 241337.88000000 0.002580330005 Long DBT USGA US N 2 2047-07-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AV6R5 179272.85000000 PA USD 195945.39000000 0.002095003773 Long DBT USGA US N 2 2027-06-25 Fixed 2.89800000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFM6 990000.00000000 PA USD 1081998.84000000 0.011568486772 Long DBT CORP US N 2 2025-01-22 Fixed 4.00000000 N N N N N N City of New York 549300ABYZD2SFD5JB29 64966QRP7 2205000.00000000 PA USD 2211057.14000000 0.023640122643 Long DBT MUN US N 2 2030-08-01 Fixed 1.82300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFFG9 15312144.64000000 PA USD 16000425.08000000 0.171072924530 Long DBT USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KJ9 2785000.00000000 PA USD 3172595.64000000 0.033920674717 Long DBT CORP US N 2 2026-03-09 Fixed 4.60000000 N N N N N N Government National Mortgage Association N/A 38378GPE2 384881.41000000 PA USD 430210.36000000 0.004599711825 Long DBT USGA US N 2 2041-11-16 Floating 4.53492000 N N N N N N Government National Mortgage Association N/A 36209CSZ0 1617.09000000 PA USD 1806.78000000 0.000019317682 Long DBT USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DS4 2396000.00000000 PA USD 2329049.46000000 0.024901669831 Long DBT CORP US N 2 2050-11-13 Fixed 2.55000000 N N N N N N ENTERGY TEXAS, INC. LWXX58X12AJXISQ28573 29365TAF1 1625000.00000000 PA USD 1769035.11000000 0.018914123115 Long DBT CORP US N 2 2027-12-01 Fixed 3.45000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAD8 583000.00000000 PA USD 618223.69000000 0.006609907807 Long DBT CORP US N 2 2026-06-01 Fixed 3.00000000 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244BA6 1538000.00000000 PA USD 1685744.51000000 0.018023598866 Long DBT CORP US N 2 2050-11-15 Fixed 3.50000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AH3 1120000.00000000 PA USD 1306875.44000000 0.013972816497 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BU9 353000.00000000 PA USD 343504.38000000 0.003672671106 Long DBT CORP US N 2 2060-06-03 Fixed 2.70000000 N N N N N N Government National Mortgage Association 2 N/A 3617GGQ81 315022.70000000 PA USD 339441.03000000 0.003629226687 Long DBT USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132Y3Y32 1486808.00000000 PA USD 1652669.24000000 0.017669965563 Long DBT USGA US N 2 2048-11-01 Fixed 4.50000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523CL2 300000.00000000 PA USD 309138.10000000 0.003305234616 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMFR1 3479193.72000000 PA USD 3649715.23000000 0.039021929416 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N KINDER MORGAN ENERGY PARTNERS, L.P. 549300PDHUGWPWGOT525 494550BW5 40000.00000000 PA USD 50244.90000000 0.000537207101 Long DBT CORP US N 2 2044-09-01 Fixed 5.40000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PBB6 3170000.00000000 PA USD 4139842.48000000 0.044262259071 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.81700000 N N N N N N ALIMENTATION COUCHE-TARD INC. 549300OSW32RVX8CCZ87 01626PAH9 2200000.00000000 PA USD 2432517.58000000 0.026007927558 Long DBT NUSS CA N 2 2027-07-26 Fixed 3.55000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBD3 1787000.00000000 PA USD 1822386.00000000 0.019484538759 Long DBT NUSS FR N 2 2032-06-09 Fixed 2.88900000 N N N N N N Government National Mortgage Association N/A 36201Q2P7 783.23000000 PA USD 875.11000000 0.000009356478 Long DBT USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N COMMUNITY FUNDING CLO LTD N/A 43133KAA3 910000.00000000 PA USD 898625.00000000 0.009607895167 Long ABS-CBDO CORP KY Y 2 2035-11-01 Fixed 3.25000000 N N N N N N PT Perusahaan Listrik Negara (Persero) 254900OYVDRYS9J51J61 71568PAF6 2090000.00000000 PA USD 2658480.00000000 0.028423866624 Long DBT NUSS ID N 2 2048-05-21 Fixed 6.15000000 N N N N N N BOSTON PROPERTIES LIMITED PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RAW4 2000000.00000000 PA USD 2130076.20000000 0.022774292756 Long DBT CORP US N 2 2024-02-01 Fixed 3.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129882T4 63031.30000000 PA USD 70582.41000000 0.000754651156 Long DBT USGA US N 2 2039-06-01 Fixed 4.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGU8 2240000.00000000 PA USD 2852396.44000000 0.030497177323 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N Government National Mortgage Association 2 N/A 36179UGE6 223047.75000000 PA USD 240276.20000000 0.002568978762 Long DBT USGA US N 2 2048-11-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 38380QAW2 1263340.45000000 PA USD 1325966.13000000 0.014176929834 Long DBT USGA US N 2 2070-05-20 Floating 1.23837840 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650BZ2 230000.00000000 PA USD 235544.63000000 0.002518389887 Long DBT CORP US N 2 2022-12-01 Fixed 2.75000000 N N N N N N VERIZON OWNER TRUST N/A 92348TAA2 585000.00000000 PA USD 593762.01000000 0.006348369060 Long ABS-MBS US N 2 2024-07-22 Fixed 1.85000000 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411BC8 1130000.00000000 PA USD 1147548.90000000 0.012269333182 Long DBT CORP US N 2 2044-01-15 Fixed 4.25000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HRS1 1670000.00000000 PA USD 1815087.61000000 0.019406506025 Long DBT CORP US N 2 2026-06-15 Fixed 3.20000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FP8 835000.00000000 PA USD 877329.93000000 0.009380213097 Long DBT CORP US N 2 2036-04-06 Fixed 2.89100000 N N N N N N BANC OF AMERICA FUNDING CORPORATION N/A 06051GBM0 56943.23000000 PA USD 61432.53000000 0.000656822710 Long ABS-MBS US N 2 2034-09-20 Fixed 5.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1FM1 2160437.60000000 PA USD 2309489.86000000 0.024692543013 Long DBT USGA US N 2 2048-03-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410XB88 2816.08000000 PA USD 3294.02000000 0.000035218916 Long DBT USGA US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31389HCB2 40438.49000000 PA USD 45800.10000000 0.000489684305 Long DBT USGA US N 2 2032-01-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AAXW0 536733.63000000 PA USD 111636.30000000 0.001193590059 Long DBT USGA US N 2 2042-12-25 Floating 6.06561840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XWZN1 33433.25000000 PA USD 36146.73000000 0.000386472658 Long DBT USGA US N 2 2044-06-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBJ9 12276000.00000000 PA USD 12079871.75000000 0.129155255431 Long SN UST US N 2 2028-01-31 Fixed 0.75000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92537MAA8 1529039.07000000 PA USD 1550291.34000000 0.016575364221 Long ABS-MBS US N 2 2059-11-25 Floating 2.69200080 N N N N N N N/A N/A ZZZ163201 600000.00000000 PA USD 626244.00000000 0.006695659147 Long DBT USGA US N 2 2051-08-31 Fixed 2.50000000 N N N N N N PETROLEOS DEL PERU - PETROPERU S.A. 549300ZMGDLC9JT2OR80 716564AA7 4690000.00000000 PA USD 4901096.90000000 0.052401419080 Long DBT NUSS PE N 2 2032-06-19 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXRT1 10193338.49000000 PA USD 10847895.26000000 0.115983241560 Long DBT USGA US N 2 2060-07-01 Fixed 3.00000000 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244BA6 2890000.00000000 PA USD 3167621.35000000 0.033867490734 Long DBT CORP US N 2 2050-11-15 Fixed 3.50000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BS0 100000.00000000 PA USD 120267.21000000 0.001285869796 Long DBT CORP US N 2 2047-06-15 Fixed 3.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KRRC5 1104414.14000000 PA USD 1154057.17000000 0.012338918132 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAFA5 491146.74000000 PA USD 513061.84000000 0.005485541102 Long DBT USGA US N 2 2051-03-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KLH47 827608.85000000 PA USD 867228.43000000 0.009272210145 Long DBT USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AEPA6 89838.93000000 PA USD 93637.51000000 0.001001151069 Long DBT USGA US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416PM79 88193.47000000 PA USD 101001.92000000 0.001079889674 Long DBT USGA US N 2 2039-04-01 Fixed 5.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 4865000.00000000 PA USD 4273902.50000000 0.045695598471 Long DBT NUSS MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 826.30000000 0.000008834612 N/A DFE US N 2 U.S. DOLLARS N/A CITIGROUP GLOBAL MARKETS N/A 200000.00000000 EUR 237116.00000000 USD 2021-10-19 826.30000000 N N N NEWCREST FINANCE PTY LIMITED 549300I0XDZ4K7PDSS04 65120FAD6 1140000.00000000 PA USD 1233278.95000000 0.013185939478 Long DBT NUSS AU N 2 2030-05-13 Fixed 3.25000000 N N N N N N PRINCIPAL LIFE GLOBAL FUNDING II 635400WSLKBQWSOIIT41 74256LEE5 270000.00000000 PA USD 271846.43000000 0.002906520518 Long DBT CORP US N 2 2025-06-23 Fixed 1.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCJV1 2230000.00000000 PA USD 2379997.96000000 0.025446399664 Long DBT USGA US N 2 2051-08-01 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2A0 2075000.00000000 PA USD 2301927.06000000 0.024611683267 Long DBT CORP US N 2 2028-05-22 Fixed 3.58400000 N N N N N N CORE MORTGAGE TRUST N/A 21871FAA6 475443.50000000 PA USD 475770.51000000 0.005086830640 Long ABS-MBS US N 2 2031-12-15 Floating 0.97599960 N N N N N N Government National Mortgage Association N/A 36230SFP4 321957.24000000 PA USD 349732.37000000 0.003739259365 Long DBT USGA US N 2 2046-06-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6Q38 5149705.09000000 PA USD 5571874.87000000 0.059573225358 Long DBT USGA US N 2 2047-07-01 Fixed 3.50000000 N N N N N N CC HOLDINGS GS V LLC 549300UOUI8AGDVWFP45 14987BAE3 580000.00000000 PA USD 610779.74000000 0.006530318778 Long DBT CORP US N 2 2023-04-15 Fixed 3.84900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418B2M7 746713.35000000 PA USD 789409.87000000 0.008440191709 Long DBT USGA US N 2 2036-04-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179SST5 204738.59000000 PA USD 230647.39000000 0.002466029705 Long DBT USGA US N 2 2046-12-20 Fixed 5.00000000 N N N N N N CEDAR FUNDING LTD N/A 15033LAU6 3320000.00000000 PA USD 3320411.68000000 0.035501090371 Long ABS-CBDO CORP KY Y 2 2032-05-29 Floating 1.72074960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERNP1 591200.57000000 PA USD 627956.31000000 0.006713966778 Long DBT USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAA1 1710000.00000000 PA USD 1748191.96000000 0.018691272871 Long DBT NUSS CH N 2 2023-05-23 Fixed 3.49100000 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST N/A 14041NFX4 7176000.00000000 PA USD 7206625.73000000 0.077051611657 Long ABS-MBS US N 2 2030-07-15 Fixed 1.39000000 N N N N N N Government National Mortgage Association 2 N/A 36179QGC9 202355.68000000 PA USD 218232.23000000 0.002333289623 Long DBT USGA US N 2 2044-06-20 Fixed 3.50000000 N N N N N N NEW YORK LIFE INSURANCE CO TAE73CY392TBWJ3O3305 64952GAT5 1870000.00000000 PA USD 2158688.52000000 0.023080209208 Long DBT CORP US N 2 2050-05-15 Fixed 3.75000000 N N N N N N DEVON FINANCING COMPANY, L.L.C. N/A 25179SAD2 1580000.00000000 PA USD 2239173.58000000 0.023940737258 Long DBT CORP US N 2 2031-09-30 Fixed 7.87500000 N N N N N N FARMERS EXCHANGE CAPITAL N/A 309588AE1 1788000.00000000 PA USD 2597885.22000000 0.027776000947 Long DBT CORP US Y 2 2048-07-15 Fixed 7.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR56 4700614.82000000 PA USD 5076958.31000000 0.054281689484 Long DBT USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N RWJ BARNABAS HEALTH, INC. 549300HV60S88R85TC91 78349AAB9 2445000.00000000 PA USD 2937238.48000000 0.031404289217 Long DBT CORP US N 2 2046-07-01 Fixed 3.94900000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XAW6 405000.00000000 PA USD 410416.17000000 0.004388076824 Long DBT CORP US N 2 2022-04-10 Fixed 3.45000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2D4 1450000.00000000 PA USD 1669482.05000000 0.017849724323 Long DBT CORP US N 2 2029-01-24 Fixed 4.15000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DR8 660000.00000000 PA USD 658249.65000000 0.007037856315 Long DBT CORP US N 2 2031-09-15 Fixed 2.12500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 1505000.00000000 PA USD 1763294.36000000 0.018852744315 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N FIRSTKEY HOMES TRUST N/A 33767JAA0 8645875.55000000 PA USD 8657086.66000000 0.092559611724 Long ABS-MBS US Y 2 2037-10-19 Fixed 1.26600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRW7 3950532.31000000 PA USD 4286961.89000000 0.045835226514 Long DBT USGA US N 2 2050-08-01 Fixed 3.00000000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183CL6 1830000.00000000 PA USD 1852442.94000000 0.019805900761 Long ABS-MBS US N 2 2032-08-16 Fixed 1.24000000 N N N N N N CIMAREX ENERGY CO. 11KYOFXPU1C4CQL1CL44 171798AE1 1840000.00000000 PA USD 2091868.68000000 0.022365786598 Long DBT CORP US N 2 2029-03-15 Fixed 4.37500000 N N N N N N HONEYWELL INTERNATIONAL INC. ISRPG12PN4EIEOEMW547 438516CB0 510000.00000000 PA USD 520395.04000000 0.005563946017 Long DBT CORP US N 2 2025-06-01 Fixed 1.35000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140AJ9 75000.00000000 PA USD 75190.37000000 0.000803918422 Long DBT CORP US N 2 2021-10-01 Fixed 3.30000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CC4 540000.00000000 PA USD 598551.18000000 0.006399573782 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N MADISON PARK FUNDING, LTD. N/A 55818HBQ0 3578178.59000000 PA USD 3579112.49000000 0.038267060895 Long ABS-CBDO CORP KY Y 2 2029-01-20 Floating 1.14424920 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83404KAA1 45346.75000000 PA USD 45369.80000000 0.000485083635 Long ABS-MBS US N 2 2040-11-26 Floating 0.58438080 N N N N N N Government National Mortgage Association 2 N/A 36179S5P8 854284.99000000 PA USD 934498.96000000 0.009991451430 Long DBT USGA US N 2 2047-05-20 Fixed 5.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAQ2 584000.00000000 PA USD 692941.99000000 0.007408778964 Long DBT CORP US N 2 2045-05-15 Fixed 5.35000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80285WAB3 226673.08000000 PA USD 226699.46000000 0.002423819330 Long ABS-MBS US N 2 2023-09-15 Fixed 0.46000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZW3 480000.00000000 PA USD 473850.00000000 0.005066296981 Long SN UST US N 2 2025-06-30 Fixed 0.25000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CC6 1115000.00000000 PA USD 1221715.03000000 0.013062300662 Long DBT CORP US N 2 2061-12-01 Fixed 4.40000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650BP4 1349465.24000000 PA USD 1581767.15000000 0.016911896460 Long DBT CORP US N 2 2028-12-10 Fixed 6.03600000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFL8 130000.00000000 PA USD 147626.30000000 0.001578386996 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QBHQ4 1620214.04000000 PA USD 1807493.59000000 0.019325312481 Long DBT USGA US N 2 2049-07-01 Fixed 4.50000000 N N N N N N Deutsche Bank AG (New York Branch) N/A 251526CK3 1192000.00000000 PA USD 1229652.44000000 0.013147165654 Long DBT NUSS DE N 2 2032-05-28 Fixed 3.03500000 N N N N N N Government National Mortgage Association 2 N/A 3622AAHA5 276679.45000000 PA USD 286763.55000000 0.003066010990 Long DBT USGA US N 2 2049-10-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617MKP78 389304.07000000 PA USD 409602.05000000 0.004379372437 Long DBT USGA US N 2 2050-12-20 Fixed 2.50000000 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BS0 3990000.00000000 PA USD 4051224.48000000 0.043314775467 Long DBT CORP US N 2 2026-03-15 Fixed 1.65000000 N N N N N N FIRSTKEY HOMES TRUST N/A 33767MAA3 1887813.43000000 PA USD 1891442.56000000 0.020222875873 Long ABS-MBS US N 2 2037-08-17 Fixed 1.33900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQQV7 1397082.30000000 PA USD 1572536.88000000 0.016813208502 Long DBT USGA US N 2 2045-10-01 Fixed 4.50000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942BAA2 388324.02000000 PA USD 387956.39000000 0.004147941938 Long ABS-MBS US Y 2 2069-05-15 Fixed 0.84000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBTH3 3678915.92000000 PA USD 3741703.32000000 0.040005445260 Long DBT USGA US N 2 2051-05-01 Fixed 2.00000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FL7 700000.00000000 PA USD 797357.27000000 0.008525163512 Long DBT CORP US N 2 2070-02-05 Fixed 3.75000000 N N N N N N LCM LTD. N/A 50200JAC5 925000.00000000 PA USD 925346.88000000 0.009893599462 Long ABS-CBDO CORP KY N 2 2031-07-16 Floating 1.20638160 N N N N N N MACQUARIE GROUP LIMITED ACMHD8HWFMFUIQQ8Y590 55607PAF2 1295000.00000000 PA USD 1300579.00000000 0.013905496385 Long DBT NUSS AU N 2 2027-09-23 Fixed 1.62900000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DC9 566000.00000000 PA USD 627205.40000000 0.006705938218 Long DBT CORP US N 2 2025-08-15 Fixed 3.87500000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159VJ2 1385000.00000000 PA USD 1504456.25000000 0.016085305810 Long DBT NUSS CA N 2 2169-09-04 Fixed 4.90000000 N N N Y Y THE BANK OF NOVA SCOTIA USD XXXX N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDU3 140000.00000000 PA USD 162837.40000000 0.001741020635 Long DBT CORP US N 2 2049-08-15 Fixed 3.70000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BF8 990000.00000000 PA USD 1232812.36000000 0.013180950803 Long DBT NUSS NL N 2 2045-05-11 Fixed 4.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F020695 16700000.00000000 PA USD 16928972.70000000 0.181000745580 Long DBT USGA US N 2 2169-09-14 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179U3S9 1829837.66000000 PA USD 1879933.91000000 0.020099827992 Long DBT USGA US N 2 2049-10-20 Fixed 3.00000000 N N N N N N PUBLIC SERVICE COMPANY OF OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BP4 780000.00000000 PA USD 798541.36000000 0.008537823534 Long DBT CORP US N 2 2051-08-15 Fixed 3.15000000 N N N N N N Government National Mortgage Association N/A 36213R2S5 36114.17000000 PA USD 42921.89000000 0.000458911135 Long DBT USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAC9 4810000.00000000 PA USD 4807407.99000000 0.051399718454 Long DBT NUSS JP N 2 2026-04-03 Fixed 1.16200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVS5 3500000.00000000 PA USD 3586724.19000000 0.038348443469 Long DBT USGA US N 2 2041-09-01 Fixed 2.00000000 N N N N N N GCAT LLC N/A 36166PAA6 305908.57000000 PA USD 307114.71000000 0.003283600988 Long ABS-MBS US N 2 2059-02-25 Fixed 2.98500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBH5 331000.00000000 PA USD 345261.20000000 0.003691454627 Long DBT CORP US N 2 2025-05-06 Fixed 2.35000000 N N N N N N MERRILL LYNCH MORTGAGE TRUST N/A 59020UAB1 25043.43000000 PA USD 25740.45000000 0.000275211067 Long ABS-MBS US N 2 2034-02-25 Floating 2.30117760 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EG1 774000.00000000 PA USD 773644.93000000 0.008271636538 Long DBT CORP US N 2 2061-02-08 Fixed 2.80000000 N N N N N N Government National Mortgage Association N/A 36213JVQ5 12244.30000000 PA USD 13680.60000000 0.000146269879 Long DBT USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N 7-ELEVEN, INC. 549300K23JPL0SS3LB18 817826AA8 3555000.00000000 PA USD 3551223.13000000 0.037968874168 Long DBT CORP US N 2 2023-02-10 Fixed 0.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5H44 207177.85000000 PA USD 221340.21000000 0.002366519442 Long DBT USGA US N 2 2046-12-01 Fixed 3.00000000 N N N N N N AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP RDKVCX5HITZ2GPIR7153 024836AA6 2255000.00000000 PA USD 2352418.73000000 0.025151528778 Long DBT CORP US N 2 2023-04-15 Fixed 3.75000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGJ7 1240000.00000000 PA USD 1280848.50000000 0.013694542343 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCF6 49088000.00000000 PA USD 49101422.62000000 0.524981300446 Long SN UST US N 1 2026-05-31 Fixed 0.75000000 N N N N N N PARK AEROSPACE HOLDINGS LIMITED 635400CPI3EOIFF6OC33 70014LAC4 4470000.00000000 PA USD 4691049.59000000 0.050155640769 Long DBT NUSS IE N 2 2023-03-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FPJQ9 1573903.68000000 PA USD 75401.63000000 0.000806177166 Long DBT USGA US N 2 2027-06-25 Floating 1.34051400 N N N N N N Government National Mortgage Association N/A 36213FF65 4127.85000000 PA USD 4722.88000000 0.000050495964 Long DBT USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKUN3 1806989.94000000 PA USD 1978698.47000000 0.021155796320 Long DBT USGA US N 2 2047-05-01 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHM4 215000.00000000 PA USD 247199.16000000 0.002642997484 Long DBT CORP US N 2 2029-07-23 Fixed 4.27100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CPF5 586475.25000000 PA USD 631993.62000000 0.006757132783 Long DBT USGA US N 2 2047-09-01 Fixed 4.00000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FJ2 270000.00000000 PA USD 281271.21000000 0.003007288133 Long DBT CORP US N 2 2027-02-05 Fixed 2.15000000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CU1 766000.00000000 PA USD 839715.99000000 0.008978053362 Long DBT CORP US N 2 2052-04-01 Fixed 3.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBDJ6 496649.50000000 PA USD 518973.27000000 0.005548744774 Long DBT USGA US N 2 2051-05-01 Fixed 2.50000000 N N N N N N City of New York 549300ABYZD2SFD5JB29 64966QCL2 870000.00000000 PA USD 930086.38000000 0.009944273123 Long DBT MUN US N 2 2034-08-01 Fixed 3.00000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 735000.00000000 PA USD 844063.59000000 0.009024536917 Long DBT CORP DE N 2 2028-12-15 Fixed 4.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFCF1 171083.65000000 PA USD 187919.69000000 0.002009194804 Long DBT USGA US N 2 2045-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H7Y76 29596.84000000 PA USD 31853.67000000 0.000340572232 Long DBT USGA US N 2 2048-01-01 Fixed 4.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCY5 250000.00000000 PA USD 271967.79000000 0.002907818072 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RL4 1690000.00000000 PA USD 2459165.48000000 0.026292840875 Long DBT USGA US N 2 2045-02-15 Fixed 0.75000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFB5 180000.00000000 PA USD 199055.01000000 0.002128251126 Long DBT CORP US N 2 2027-03-01 Fixed 3.50000000 N N N N N N CHEVRON CORPORATION N/A 166764BX7 990000.00000000 PA USD 1027138.10000000 0.010981928154 Long DBT CORP US N 2 2027-05-11 Fixed 1.99500000 N N N N N N NP SPE X L P N/A 62947AAF0 2570000.00000000 PA USD 2588017.50000000 0.027670497517 Long ABS-MBS US Y 2 2051-03-19 Fixed 2.23000000 N N N N N N Government National Mortgage Association N/A 36200VP64 24508.66000000 PA USD 27468.76000000 0.000293689766 Long DBT USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46639NAR2 108188.39000000 PA USD 109261.01000000 0.001168193996 Long DBT USGA US N 2 2045-07-15 Fixed 3.15700000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 83208AAA1 3787507.51000000 PA USD 3790971.19000000 0.040532206178 Long ABS-MBS US Y 2 2053-01-15 Fixed 1.39000000 N N N N N N WHITEBOX CLO LTD N/A 96466CAA6 1710000.00000000 PA USD 1714947.03000000 0.018335825602 Long ABS-CBDO CORP KY N 2 2031-10-24 Floating 1.87525080 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CN3 390000.00000000 PA USD 381958.20000000 0.004083810648 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N Government National Mortgage Association N/A 36210P5K6 1506.35000000 PA USD 1685.71000000 0.000018023229 Long DBT USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBS3 3620000.00000000 PA USD 3607922.70000000 0.038575093141 Long DBT CORP GB N 2 2031-03-25 Fixed 2.72600000 N N N N N N KKR CLO LTD/LLC N/A 48254HAA2 900000.00000000 PA USD 903008.70000000 0.009654764696 Long ABS-CBDO CORP KY Y 2 2032-01-15 Floating 1.44613080 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAV8 940000.00000000 PA USD 1079777.26000000 0.011544734142 Long DBT CORP US N 2 2029-07-23 Fixed 4.20300000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFU8 2375000.00000000 PA USD 2678802.95000000 0.028641155007 Long DBT CORP US N 2 2026-03-03 Fixed 4.45000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AW5 998000.00000000 PA USD 980651.88000000 0.010484908008 Long DBT CORP US N 2 2052-08-01 Fixed 2.70000000 N N N N N N SMALL BUSINESS INVESTMENT COMPANIES N/A 831641FL4 503633.18000000 PA USD 546968.55000000 0.005848063973 Long ABS-MBS US N 2 2028-09-10 Fixed 3.54800000 N N N N N N C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES N/A 12498NAB9 364001.23000000 PA USD 362274.70000000 0.003873359120 Long ABS-MBS US N 2 2036-12-25 Floating 3.10052520 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBZ1 2760000.00000000 PA USD 2908104.47000000 0.031092794974 Long DBT CORP US N 2 2024-11-21 Fixed 2.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAH4 17957000.00000000 PA USD 17497553.28000000 0.187079880488 Long SN UST US N 2 2027-08-31 Fixed 0.50000000 N N N N N N METROPOLITAN EDISON COMPANY N/A 591894CC2 1729000.00000000 PA USD 1948142.76000000 0.020829101582 Long DBT CORP US N 2 2029-01-15 Fixed 4.30000000 N N N N N N Government National Mortgage Association N/A 36209CLR5 16009.86000000 PA USD 17911.99000000 0.000191510944 Long DBT USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BT9 2000000.00000000 PA USD 2331464.38000000 0.024927489609 Long DBT CORP US N 2 2049-06-15 Fixed 3.75000000 N N N N N N SCHLUMBERGER HOLDINGS CORPORATION 529900IKZG65COT1D505 806851AK7 857000.00000000 PA USD 958020.26000000 0.010242935848 Long DBT CORP US N 2 2028-05-17 Fixed 3.90000000 N N N N N N Government National Mortgage Association N/A 38381RME6 1529444.29000000 PA USD 1636508.76000000 0.017497181368 Long DBT USGA US N 2 2049-02-20 Fixed 3.50000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZG1 3020000.00000000 PA USD 3019997.13000000 0.032289125977 Long DBT CORP US N 2 2021-10-12 Floating 0.99900000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAM1 190000.00000000 PA USD 231135.12000000 0.002471244403 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JMH62 129769.53000000 PA USD 142350.87000000 0.001521983292 Long DBT USGA US N 2 2049-05-01 Fixed 4.00000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABB0 720000.00000000 PA USD 777132.00000000 0.008308919501 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08163CBC2 2350000.00000000 PA USD 2476128.03000000 0.026474200621 Long ABS-MBS US N 2 2054-03-15 Fixed 2.58430000 N N N N N N Government National Mortgage Association N/A 36207N6Q2 1480.81000000 PA USD 1539.23000000 0.000016457098 Long DBT USGA US N 2 2029-03-15 Fixed 7.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RML3 3250000.00000000 PA USD 3292742.90000000 0.035205262036 Long DBT CORP US N 2 2026-03-25 Fixed 1.70000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83405YAA0 1336301.37000000 PA USD 1338050.59000000 0.014306134146 Long ABS-MBS US Y 2 2043-08-17 Fixed 1.03000000 N N N N N N Government National Mortgage Association 2 N/A 3622AAVN1 953020.60000000 PA USD 973670.60000000 0.010410265742 Long DBT USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJK6 5901000.00000000 PA USD 5876335.18000000 0.062828446102 Long DBT CORP US N 2 2026-10-24 Fixed 1.19700000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175AY0 1220000.00000000 PA USD 1380424.36000000 0.014759184907 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480AJ9 1050000.00000000 PA USD 1147283.64000000 0.012266497082 Long DBT CORP US N 2 2050-03-01 Fixed 3.30000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BT6 650000.00000000 PA USD 653855.11000000 0.006990870887 Long DBT CORP US N 2 2028-08-12 Fixed 1.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A6X74 111326.24000000 PA USD 20330.05000000 0.000217364294 Long DBT USGA US N 2 2042-07-25 Floating 6.51561840 N N N N N N Government National Mortgage Association N/A 3622A3CG3 565056.48000000 PA USD 605598.00000000 0.006474916787 Long DBT USGA US N 2 2048-06-15 Fixed 3.50000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBD6 680000.00000000 PA USD 739335.18000000 0.007904804454 Long DBT CORP GB N 2 2037-08-15 Fixed 4.39000000 N N N N N N ENI S.P.A. BUCRF72VH5RBN7X3VL35 26874RAG3 4400000.00000000 PA USD 4681281.75000000 0.050051205234 Long DBT NUSS IT N 2 2023-09-12 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QHCG8 1322176.69000000 PA USD 1402407.71000000 0.014994225911 Long DBT USGA US N 2 2048-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QHP66 3639794.63000000 PA USD 3869160.87000000 0.041368192544 Long DBT USGA US N 2 2036-03-01 Fixed 2.50000000 N N N N N N ANTARES HOLDINGS LP 5493008EAIGV4283RM42 03666HAC5 706000.00000000 PA USD 754368.06000000 0.008065532606 Long DBT CORP CA N 2 2026-07-15 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9S63 1757861.55000000 PA USD 1787317.68000000 0.019109596217 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAL7 936000.00000000 PA USD 940937.25000000 0.010060288170 Long DBT CORP US N 2 2031-08-16 Fixed 2.50000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513EBX8 320000.00000000 PA USD 340805.10000000 0.003643811015 Long DBT CORP US N 2 2024-12-15 Fixed 3.15000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBC6 203000.00000000 PA USD 229803.11000000 0.002457002854 Long DBT CORP US N 2 2026-02-14 Fixed 4.40000000 N N N N N N WASHINGTON MUTUAL MSC MORTGAGE CORP N/A 939336P23 28484.89000000 PA USD 27301.60000000 0.000291902529 Long DBT USGA US N 2 2033-04-25 None 0.00000000 N N N N N N NEWCASTLE MORTGAGE SECURITIES TRUST N/A 65106FAA0 8843871.98000000 PA USD 8628574.99000000 0.092254771400 Long ABS-MBS US N 2 2037-04-25 Floating 0.27438120 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AC5 250000.00000000 PA USD 271144.62000000 0.002899016924 Long DBT NUSS CH N 2 2025-03-26 Fixed 3.75000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162CZ1 3445000.00000000 PA USD 3386503.76000000 0.036207731935 Long DBT CORP US N 2 2032-01-15 Fixed 2.00000000 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CC68 535699.50000000 PA USD 580822.38000000 0.006210021463 Long ABS-MBS US N 2 2044-07-01 Fixed 2.69000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 2424000.00000000 PA USD 2573291.18000000 0.027513047036 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBB0 3380000.00000000 PA USD 3657704.18000000 0.039107345461 Long DBT CORP GB N 2 2027-08-15 Fixed 3.55700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9XL2 824372.12000000 PA USD 904725.90000000 0.009673124609 Long DBT USGA US N 2 2048-10-01 Fixed 4.50000000 N N N N N N DANONE SA 969500KMUQ2B6CBAF162 23636TAD2 1580000.00000000 PA USD 1643926.72000000 0.017576492518 Long DBT NUSS FR N 2 2023-11-02 Fixed 2.58900000 N N N N N N Government National Mortgage Association N/A 38378NF99 2618556.30000000 PA USD 97691.00000000 0.001044490067 Long DBT USGA US N 2 2055-09-16 Floating 0.70463880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XB6P0 4043548.43000000 PA USD 4261599.45000000 0.045564057044 Long DBT USGA US N 2 2051-07-01 Fixed 3.00000000 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAM1 2125000.00000000 PA USD 2507569.17000000 0.026810362176 Long DBT NUSS CA N 2 2034-03-01 Fixed 4.62500000 N N N N N N DONLEN FLEET LEASE FUNDING 2 N/A 257812AE7 1140000.00000000 PA USD 1141985.20000000 0.012209847360 Long ABS-MBS US Y 2 2034-12-11 Fixed 0.98000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410VTJ9 2769.98000000 PA USD 3114.39000000 0.000033298353 Long DBT USGA US N 2 2036-11-01 Fixed 6.50000000 N N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875PAP6 270000.00000000 PA USD 302697.43000000 0.003236372430 Long DBT CORP US N 2 2026-01-15 Fixed 4.15000000 N N N N N N Government National Mortgage Association N/A 36290N2B7 11972.05000000 PA USD 13421.53000000 0.000143499961 Long DBT USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N CAMERON LNG, LLC 549300C39FLHGVD73K22 133434AB6 990000.00000000 PA USD 1074702.80000000 0.011490479163 Long DBT CORP US N 2 2035-01-15 Fixed 3.30200000 N N N N N N C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES N/A 12489WGJ7 28363.84000000 PA USD 28376.45000000 0.000303394582 Long ABS-MBS US N 2 2032-12-25 Fixed 3.37900000 N N N N N N Government National Mortgage Association N/A 36213YP63 18733.06000000 PA USD 20949.47000000 0.000223986992 Long DBT USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCW9 15627000.00000000 PA USD 15608687.03000000 0.166884549938 Long SN UST US N 2 2026-08-31 Fixed 0.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297NTT3 141770.73000000 PA USD 164978.27000000 0.001763910333 Long DBT USGA US N 2 2035-02-01 Fixed 5.50000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BH2 840000.00000000 PA USD 1167456.23000000 0.012482177850 Long DBT CORP US N 2 2046-11-30 Fixed 4.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JASY2 43884.77000000 PA USD 48573.77000000 0.000519339758 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L06A0 866454.02000000 PA USD 880472.22000000 0.009413809751 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4T22 523811.12000000 PA USD 573714.09000000 0.006134021235 Long DBT USGA US N 2 2049-08-01 Fixed 5.00000000 N N N N N N GALAXY PIPELINE ASSETS BIDCO LIMITED 549300L82YB0C6JQIC26 36321PAA8 2375000.00000000 PA USD 2412321.18000000 0.025791992219 Long DBT NUSS AE N 2 2027-09-30 Fixed 1.75000000 N N N N N N Government National Mortgage Association N/A 38375BGS5 2320474.14000000 PA USD 2321867.12000000 0.024824877876 Long DBT USGA US N 2 2058-08-20 Floating 0.45288000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BT9 1725000.00000000 PA USD 1675778.99000000 0.017917049781 Long DBT CORP US N 2 2050-10-01 Fixed 2.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7MF3 524831.44000000 PA USD 574786.19000000 0.006145483886 Long DBT USGA US N 2 2050-03-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411JLJ3 4000.67000000 PA USD 4505.86000000 0.000048175635 Long DBT USGA US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F030694 10524686.00000000 PA USD 11009397.15000000 0.117709983225 Long DBT USGA US N 2 2042-09-13 Fixed 3.00000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAU5 1220000.00000000 PA USD 1560053.66000000 0.016679740738 Long DBT CORP US N 2 2044-09-01 Fixed 4.55000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818ES3 530000.00000000 PA USD 585307.96000000 0.006257980270 Long DBT CORP US N 2 2025-07-15 Fixed 3.75000000 N N N N N N Government National Mortgage Association 2 N/A 36179S5N3 1890849.07000000 PA USD 2051186.43000000 0.021930821186 Long DBT USGA US N 2 2047-05-20 Fixed 4.50000000 N N N N N N United States of America N/A N/A -178.00000000 NC USD -26346781.25000000 -0.28169382362 N/A DIR US N 1 WELLS FARGO BROKERAGE SERVICES, LLC N/A US 10YR ULTRA FUT DEC21 N/A Short U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Dec 2021 2021-12-24 -26402098.31000000 USD 55317.06000000 N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556CK6 2647000.00000000 PA USD 2670966.49000000 0.028557369350 Long DBT CORP US N 2 2028-10-15 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCV1 3870000.00000000 PA USD 3880279.69000000 0.041487072452 Long SN UST US N 2 2028-08-31 Fixed 1.12500000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CS2 2225000.00000000 PA USD 2357285.04000000 0.025203558263 Long DBT CORP US N 2 2023-05-01 Fixed 4.50800000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19421UAB0 1119049.18000000 PA USD 1158599.85000000 0.012387487439 Long ABS-MBS US N 2 2048-12-28 Fixed 3.28000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QA2T6 950858.63000000 PA USD 1061420.58000000 0.011348468673 Long DBT USGA US N 2 2049-05-01 Fixed 4.00000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JF5 330000.00000000 PA USD 319218.73000000 0.003413014431 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N N/A N/A 00NQ22708 -1176.00000000 NC USD -22050.00000000 -0.00023575361 N/A DIR US N 1 ADVANTAGE CAPITAL CORPORATION N/A IMM EURO$ FUT OPT Mar22P 99.38 N/A Put Written N/A Put Option 99.375 Mar 2022 on 3M -- 90 Day EuroDollar Future (Consolidated) Mar 2022 -2940000.00000000 99.37500000 USD 2022-03-17 XXXX 36542.90000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR72 8429780.68000000 PA USD 9078566.27000000 0.097065976346 Long DBT USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413KBU4 37062.07000000 PA USD 41670.25000000 0.000445528884 Long DBT USGA US N 2 2037-10-01 Fixed 6.50000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286WAB2 394813.53000000 PA USD 394928.38000000 0.004222484878 Long ABS-MBS US N 2 2023-09-15 Fixed 0.42000000 N N N N N N CIMAREX ENERGY CO. 11KYOFXPU1C4CQL1CL44 171798AD3 1740000.00000000 PA USD 1921487.13000000 0.020544105617 Long DBT CORP US N 2 2027-05-15 Fixed 3.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X85R4 3027109.85000000 PA USD 3209882.84000000 0.034319341023 Long DBT USGA US N 2 2048-11-01 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2F9 1085000.00000000 PA USD 1174963.58000000 0.012562444737 Long DBT CORP US N 2 2027-06-17 Fixed 3.19600000 N N N N N N CI Financial Corp. 549300M9W7JJQSVCEM78 125491AN0 2610000.00000000 PA USD 2712168.22000000 0.028997888924 Long DBT NUSS CA N 2 2030-12-17 Fixed 3.20000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89177WAA7 2297668.49000000 PA USD 2333290.16000000 0.024947010435 Long ABS-MBS US N 2 2058-11-25 Floating 2.99999880 N N N N N N Government National Mortgage Association 2 N/A 36179TAN5 440560.51000000 PA USD 481935.58000000 0.005152746173 Long DBT USGA US N 2 2047-06-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DHY1 2141071.03000000 PA USD 2199377.83000000 0.023515250103 Long DBT USGA US N 2 2049-11-01 Fixed 3.00000000 N N N N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 83192PAA6 1245000.00000000 PA USD 1226033.37000000 0.013108471376 Long DBT NUSS GB N 2 2030-10-14 Fixed 2.03200000 N N N N N N New Residential Mortgage Loan Trust N/A 64828GAS9 1615930.03000000 PA USD 1762961.73000000 0.018849187910 Long ABS-MBS US N 2 2059-09-25 Floating 3.99999960 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAG0 350000.00000000 PA USD 386562.91000000 0.004133043165 Long DBT NUSS GB N 2 2028-11-03 Fixed 3.82300000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 350000.00000000 PA USD 391099.45000000 0.004181546825 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Federal Home Loan Banks N/A 313385MK9 3740000.00000000 PA USD 3739875.35000000 0.039985901018 Long DBT USGA US N 2 2021-10-01 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31408C2J4 914.38000000 PA USD 1028.07000000 0.000010991891 Long DBT USGA US N 2 2036-03-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31384V7J5 2397.48000000 PA USD 2740.68000000 0.000029302730 Long DBT USGA US N 2 2030-10-01 Fixed 8.00000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AQ1 2940000.00000000 PA USD 3016311.73000000 0.032249722514 Long DBT NUSS CH N 2 2026-06-05 Fixed 2.19300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JAV69 21661.88000000 PA USD 23738.81000000 0.000253809985 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N BRK: CITIGROUP CAPITAL MARKETS N/A N/A 881000.00000000 NC USD -68860.09000000 -0.00073623650 N/A DIR XX N 2 BRK: CITIGROUP CAPITAL MARKETS N/A Y 2051-06-03 9012.29000000 USD 0.00000000 USD -881000.00000000 USD -77872.38000000 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCJ3 3860000.00000000 PA USD 3914081.80000000 0.041848476964 Long DBT CORP US N 2 2029-06-01 Fixed 2.06900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297S5Q4 5424.18000000 PA USD 6187.31000000 0.000066153318 Long DBT USGA US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 36225B4H8 693762.75000000 PA USD 823323.67000000 0.008802790385 Long DBT USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 36210VXG1 7996.55000000 PA USD 8945.53000000 0.000095643582 Long DBT USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89114QCH9 730000.00000000 PA USD 736819.88000000 0.007877911436 Long DBT NUSS CA N 2 2025-06-12 Fixed 1.15000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAC7 2025000.00000000 PA USD 2367587.72000000 0.025313712186 Long DBT CORP US N 2 2049-10-01 Fixed 4.18700000 N N N N N N EDUCATIONAL FUNDING OF THE SOUTH, INC. N/A 28148WAB9 835516.54000000 PA USD 842201.42000000 0.009004627017 Long ABS-MBS US N 2 2035-04-25 Floating 0.77524920 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCC4 150000.00000000 PA USD 155969.20000000 0.001667587395 Long DBT CORP US N 2 2023-03-15 Fixed 2.87500000 N N N N N N SPRINT SPECTRUM CO LLC N/A 85208NAE0 1830000.00000000 PA USD 2107519.50000000 0.022533121624 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N Government National Mortgage Association N/A 36291BQY6 4869.13000000 PA USD 5678.93000000 0.000060717834 Long DBT USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDX7 220000.00000000 PA USD 223386.72000000 0.002388400264 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N LCM LTD. N/A 50188YAE4 5900000.00000000 PA USD 5899988.20000000 0.063081338840 Long ABS-CBDO CORP KY Y 2 2030-03-20 Floating 1.11425040 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63940HAC7 1779666.34000000 PA USD 1819560.59000000 0.019454330115 Long ABS-MBS US N 2 2065-06-25 Floating 1.43438040 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWJ9 410000.00000000 PA USD 417598.81000000 0.004464871986 Long DBT CORP US N 2 2023-06-05 Fixed 2.90800000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACA1 150000.00000000 PA USD 152715.00000000 0.001632794225 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XCP9 375000.00000000 PA USD 377621.84000000 0.004037447268 Long DBT CORP US N 2 2021-11-06 Fixed 4.20000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63939CAD9 1086000.00000000 PA USD 1103264.14000000 0.011795850548 Long ABS-MBS US N 2 2031-10-15 Floating 1.69549920 N N N N N N UBS AG LONDON BRANCH N/A 902674YA2 1310000.00000000 PA USD 1321521.55000000 0.014129409391 Long DBT NUSS CH N 2 2022-04-21 Fixed 1.75000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBT9 1580000.00000000 PA USD 1814965.20000000 0.019405197245 Long DBT CORP US N 2 2028-10-16 Fixed 4.15000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EX7 1050000.00000000 PA USD 1051419.85000000 0.011241543130 Long DBT CORP US N 2 2025-05-28 Fixed 0.80000000 N N N N N N ZIMMER BIOMET HOLDINGS, INC. 2P2YLDVPES3BXQ1FRB91 98956PAF9 225000.00000000 PA USD 243228.97000000 0.002600549111 Long DBT CORP US N 2 2025-04-01 Fixed 3.55000000 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422ETV1 145000.00000000 PA USD 147954.19000000 0.001581892721 Long DBT CORP US N 2 2022-09-08 Fixed 2.15000000 N N N N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160KAQ8 560000.00000000 PA USD 558003.50000000 0.005966047162 Long DBT CORP US N 2 2032-04-20 Fixed 1.75000000 N N N N N N ITC HOLDINGS CORP. 549300HTO5U9D3SLE207 465685AG0 2075000.00000000 PA USD 2185161.13000000 0.023363248364 Long DBT CORP US N 2 2023-07-01 Fixed 4.05000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCU3 46749000.00000000 PA USD 46674128.67000000 0.499029222758 Long SN UST US N 2 2023-08-31 Fixed 0.12500000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JU2 656000.00000000 PA USD 641789.69000000 0.006861870147 Long DBT CORP US N 2 2041-06-01 Fixed 4.20000000 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST N/A 12532CAY1 718000.00000000 PA USD 768814.30000000 0.008219988535 Long ABS-MBS US N 2 2050-06-15 Fixed 3.36740000 N N N N N N Government National Mortgage Association 2 N/A 3617JGSP8 44691.14000000 PA USD 47190.68000000 0.000504552072 Long DBT USGA US N 2 2069-01-20 Floating 4.38000120 N N N N N N Mondelez International Holdings Netherlands B.V. 549300CW356R8I7N8D33 60920LAE4 450000.00000000 PA USD 458798.32000000 0.004905367824 Long DBT NUSS US N 2 2022-09-19 Fixed 2.12500000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CX6 1336000.00000000 PA USD 1538259.70000000 0.016446724649 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYE8 5767000.00000000 PA USD 5762959.24000000 0.061616256206 Long DBT CORP US N 2 2024-09-10 Fixed 0.65700000 N N N N N N Government National Mortgage Association N/A 38375BF31 559113.50000000 PA USD 559126.02000000 0.005978048892 Long DBT USGA US N 2 2063-01-20 Floating 0.42288120 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449MAA4 2180000.00000000 PA USD 2184104.07000000 0.023351946517 Long ABS-MBS US Y 2 2053-03-17 Fixed 1.34000000 N N N N N N CITICORP RESIDENTIAL MORTGAGE TRUST N/A 17310EAE8 1934139.88000000 PA USD 1967092.40000000 0.021031706845 Long ABS-MBS US N 2 2036-09-25 Fixed 5.25011700 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCX5 700000.00000000 PA USD 763329.00000000 0.008161340949 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCT6 22370000.00000000 PA USD 22352523.44000000 0.238988122902 Long SN UST US N 2 2024-08-15 Fixed 0.37500000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST N/A 65480BAC1 838000.00000000 PA USD 838023.38000000 0.008959956358 Long ABS-MBS US N 2 2025-10-15 Fixed 0.33000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAD0 3730000.00000000 PA USD 3957134.14000000 0.042308782841 Long DBT CORP US N 2 2024-10-01 Fixed 2.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CU85 4525139.55000000 PA USD 4870233.93000000 0.052071439189 Long DBT USGA US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FLEV4 594558.36000000 PA USD 32503.79000000 0.000347523168 Long DBT USGA US N 2 2027-04-25 Fixed 3.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2K6 3910000.00000000 PA USD 4190966.38000000 0.044808864242 Long DBT CORP US N 2 2026-11-12 Fixed 2.95000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGL8 1180000.00000000 PA USD 1352487.57000000 0.014460491070 Long DBT CORP US N 2 2027-07-22 Fixed 4.30000000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EB5 1520000.00000000 PA USD 1844882.70000000 0.019725068385 Long DBT CORP US N 2 2038-06-28 Fixed 3.95000000 N N N N N N DRYDEN SENIOR LOAN FUND N/A 26250UAQ8 4053544.38000000 PA USD 4053207.94000000 0.043335982172 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 1.02612960 N N N N N N JGWPT LLC N/A 46617LAA9 1362305.71000000 PA USD 1540640.38000000 0.016472178341 Long ABS-MBS US N 2 2073-01-17 Fixed 4.08000000 N N N N N N PT Perusahaan Listrik Negara (Persero) 254900OYVDRYS9J51J61 71568PAE9 1030000.00000000 PA USD 1210250.00000000 0.012939719156 Long DBT NUSS ID N 2 2028-05-21 Fixed 5.45000000 N N N N N N Government National Mortgage Association N/A 36225BUH9 189431.41000000 PA USD 224913.23000000 0.002404721363 Long DBT USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EXDX8 832686.30000000 PA USD 884356.92000000 0.009455344084 Long DBT USGA US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FK5 1470000.00000000 PA USD 1474816.84000000 0.015768407945 Long DBT CORP US N 2 2022-01-15 Fixed 2.95000000 N N N N N N Emirate of Abu Dhabi 213800FER4348CINTA77 29135LAM2 440000.00000000 PA USD 432300.00000000 0.004622053783 Long DBT NUSS AE N 2 2031-03-02 Fixed 1.70000000 N N N N N N Government National Mortgage Association N/A 36213JCU7 43110.55000000 PA USD 46558.45000000 0.000497792412 Long DBT USGA US N 2 2031-08-15 Fixed 7.00000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAP8 1077000.00000000 PA USD 1045056.30000000 0.011173505494 Long DBT NUSS US N 2 2051-09-02 Fixed 3.35000000 N N N N N N GUARDIAN LIFE GLOBAL FUNDING 635400NHILJ5JEKILC36 40139LAG8 290000.00000000 PA USD 292206.17000000 0.003124202251 Long DBT CORP US N 2 2025-06-23 Fixed 1.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FMCM2 1115000.00000000 PA USD 1226594.89000000 0.013114475021 Long DBT USGA US N 2 2031-01-25 Fixed 2.85400000 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAM9 1270000.00000000 PA USD 1400175.00000000 0.014970354281 Long DBT CORP US N 2 2040-04-15 Fixed 6.87500000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAP6 590000.00000000 PA USD 673859.24000000 0.007204750519 Long DBT CORP US N 2 2028-03-01 Fixed 4.30000000 N N N N N N CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES N/A 12515GAD9 1240000.00000000 PA USD 1377147.84000000 0.014724153097 Long ABS-MBS US N 2 2050-02-10 Fixed 3.63100000 N N N N N N Qatar Petroleum 254900QTESJKJ3P87J26 74730DAD5 1720000.00000000 PA USD 1776416.00000000 0.018993037921 Long DBT NUSS QA N 2 2051-07-12 Fixed 3.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WBTG0 100773.40000000 PA USD 111534.51000000 0.001192501743 Long DBT USGA US N 2 2044-05-01 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AW9 4825000.00000000 PA USD 5439797.93000000 0.058161088601 Long DBT NUSS GB N 2 2026-03-08 Fixed 4.30000000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44421GAA1 1900000.00000000 PA USD 2085614.99000000 0.022298923559 Long ABS-MBS US N 2 2039-07-10 Fixed 3.22800000 N N N N N N ASSURED GUARANTY US HOLDINGS INC. 5493007YCE0652G9TZ64 04621WAD2 1196000.00000000 PA USD 1263657.49000000 0.013510739954 Long DBT CORP US N 2 2031-06-15 Fixed 3.15000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833AY6 90000.00000000 PA USD 90774.64000000 0.000970541911 Long DBT CORP US N 2 2022-02-09 Fixed 2.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5W33 1472103.33000000 PA USD 1552521.26000000 0.016599206022 Long DBT USGA US N 2 2047-10-01 Fixed 3.00000000 N N N N N N KINDER MORGAN ENERGY PARTNERS, L.P. 549300PDHUGWPWGOT525 494550BU9 70000.00000000 PA USD 89013.16000000 0.000951708565 Long DBT CORP US N 2 2044-03-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AN5F7 698665.64000000 PA USD 732962.64000000 0.007836670699 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N DH Europe Finance II S.a r.l. 222100KDGL314CKTZ511 23291KAG0 2120000.00000000 PA USD 2212907.03000000 0.023659901249 Long DBT NUSS US N 2 2024-11-15 Fixed 2.20000000 N N N N N N Government National Mortgage Association N/A 38380R4L1 2482814.86000000 PA USD 194832.94000000 0.002083109709 Long DBT USGA US N 2 2063-05-16 Floating 0.83832840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WXWP8 508825.51000000 PA USD 567704.15000000 0.006069764317 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HXWW6 3020000.00000000 PA USD 3223836.41000000 0.034468529436 Long DBT USGA US N 2 2040-04-01 Fixed 2.45500000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKG6 1580000.00000000 PA USD 1579065.71000000 0.016883013275 Long DBT CORP US N 2 2028-02-01 Fixed 1.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419AZY6 118372.23000000 PA USD 139525.96000000 0.001491779993 Long DBT USGA US N 2 2039-02-01 Fixed 7.00000000 N N N N N N BRK: MORGAN STANLEY N/A N/A 2650000.00000000 NC USD -239735.90000000 -0.00256320199 N/A DIR XX N 2 BRK: MORGAN STANLEY N/A Y 2051-06-07 0.00000000 USD -325.82000000 USD -2650000.00000000 USD -239410.08000000 N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAF0 1930000.00000000 PA USD 2018818.85000000 0.021584754344 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAN3 567000.00000000 PA USD 651203.19000000 0.006962517159 Long DBT CORP US N 2 2042-05-15 Fixed 4.75000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AU2 2009000.00000000 PA USD 2095544.22000000 0.022405084640 Long DBT NUSS CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AF4T5 385077.63000000 PA USD 402648.80000000 0.004305029862 Long DBT USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SW9 10894000.00000000 PA USD 10977407.19000000 0.117367953811 Long DBT UST US N 1 2041-02-15 Fixed 1.87500000 N N N N N N FIFTH THIRD BANK, NATIONAL ASSOCIATION QFROUN1UWUYU0DVIWD51 31677QBC2 200000.00000000 PA USD 200000.00000000 0.002138354745 Long DBT CORP US N 2 2021-10-01 Fixed 2.87500000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AT6 1530000.00000000 PA USD 1563692.45000000 0.016718645857 Long DBT CORP US N 2 2022-08-22 Fixed 2.50000000 N N N N N N BRK: CITIGROUP N/A N/A 3535000.00000000 NC USD 2118.74000000 0.000022653088 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2053-07-24 0.00000000 USD 0.00000000 USD -3535000.00000000 USD 2118.74000000 N N N United States of America N/A N/A 676.00000000 NC USD 133362125.00000000 1.425877664577 N/A DIR US N 1 JP MORGAN N/A US ULTRA BOND CBT DEC21 N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Dec 2021 2021-12-24 133813977.79000000 USD -451852.79000000 N N N United States of America 254900HROIFWPRGM1V77 912810SP4 36920000.00000000 PA USD 32293462.50000000 0.345274393990 Long DBT UST US N 1 2050-08-15 Fixed 1.37500000 N N N N N N CITADEL LIMITED PARTNERSHIP 549300IPM6EKPVUPFL67 17288XAB0 1240000.00000000 PA USD 1347918.18000000 0.014411636186 Long DBT CORP US N 2 2027-01-15 Fixed 4.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WX4Z7 42302.03000000 PA USD 47197.13000000 0.000504621034 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N STRUCTURED ASSET SECURITIES CORPORATION N/A 86358RXY8 30670.96000000 PA USD 29346.94000000 0.000313770842 Long ABS-MBS US N 2 2032-02-25 Fixed 3.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0124A1 29000000.00000000 PA USD 29432334.90000000 0.314683865079 Long DBT USGA US N 2 2169-10-19 Fixed 1.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SS8 13930000.00000000 PA USD 12960885.58000000 0.138574855954 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N Government National Mortgage Association N/A 36210AXZ5 97.28000000 PA USD 109.88000000 0.000001174812 Long DBT USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGZ6 1660000.00000000 PA USD 1783162.84000000 0.019065173608 Long DBT CORP US N 2 2026-01-23 Fixed 3.36600000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A 17329RAY4 3370000.00000000 PA USD 3450826.08000000 0.036895451627 Long ABS-MBS US Y 2 2051-05-25 Floating 2.49999840 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638DE9 1614000.00000000 PA USD 1669085.82000000 0.017845487922 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.39200000 N N N N N N Government National Mortgage Association 2 N/A 36179TJ22 112845.07000000 PA USD 122978.16000000 0.001314854660 Long DBT USGA US N 2 2047-10-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413DGF8 177028.56000000 PA USD 209571.02000000 0.002240685926 Long DBT USGA US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 35566AAA7 51800.22000000 PA USD 51800.21000000 0.000553836124 Long DBT USGA US Y 2 2050-10-25 Floating 1.35000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941JAA6 1159066.74000000 PA USD 1183272.81000000 0.012651285144 Long ABS-MBS US N 2 2068-10-15 Fixed 2.40000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942LAA0 1677056.76000000 PA USD 1678654.49000000 0.017947793976 Long ABS-MBS US Y 2 2069-07-15 Fixed 0.94000000 N N N N N N AETNA INC. 549300QKBENKLBXQ8968 00817YAV0 180000.00000000 PA USD 186755.83000000 0.001996751077 Long DBT CORP US N 2 2023-06-15 Fixed 2.80000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2V2 3114000.00000000 PA USD 3220404.82000000 0.034431839652 Long DBT CORP US N 2 2028-03-24 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAQG0 1752616.91000000 PA USD 1895918.53000000 0.020270731932 Long DBT USGA US N 2 2050-10-01 Fixed 4.50000000 N N N N N N MFA TRUST N/A 55283WAA9 1325000.00000000 PA USD 1323571.52000000 0.014151327206 Long ABS-MBS US Y 2 2064-11-25 Floating 1.02899880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKLU0 4644607.81000000 PA USD 4937260.14000000 0.052788068260 Long DBT USGA US N 2 2036-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FUWQ3 2708482.08000000 PA USD 419463.16000000 0.004484805194 Long DBT USGA US N 2 2050-07-25 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411X4G7 6972.15000000 PA USD 7969.22000000 0.000085205097 Long DBT USGA US N 2 2037-05-01 Fixed 6.00000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34532RAA4 1344000.00000000 PA USD 1448457.29000000 0.015486577601 Long ABS-MBS US N 2 2031-07-15 Fixed 3.19000000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36255MAJ6 4610000.00000000 PA USD 4696965.81000000 0.050218895655 Long ABS-MBS US N 2 2032-10-10 Fixed 3.92400000 N N N N N N STRUCTURED ASSET MORTGAGE INVESTORS N/A 86359LGS2 1147737.67000000 PA USD 1128127.88000000 0.012061688030 Long ABS-MBS US N 2 2035-04-19 Floating 0.56649960 N N N N N N SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 78413MAE8 115000.00000000 PA USD 127203.49000000 0.001360030932 Long ABS-MBS US N 2 2043-01-05 Floating 4.14399960 N N N N N N VEREIT OPERATING PARTNERSHIP, L.P. 5493005TQOUJE1LCS698 92340LAF6 821000.00000000 PA USD 896516.67000000 0.009585353380 Long DBT CORP US N 2 2028-01-15 Fixed 3.40000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 21684AAC0 1580000.00000000 PA USD 1766147.78000000 0.018883252436 Long DBT NUSS NL N 2 2025-08-04 Fixed 4.37500000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RAB3 1920000.00000000 PA USD 2121989.13000000 0.022687827634 Long DBT CORP US N 2 2028-02-07 Fixed 3.44200000 N N N N N N Government National Mortgage Association 2 N/A 36179SWZ6 760346.47000000 PA USD 832695.22000000 0.008902988877 Long DBT USGA US N 2 2047-02-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 35563WAB0 1400000.00000000 PA USD 1412417.44000000 0.015101247679 Long ABS-MBS US N 2 2048-09-25 Floating 2.18437920 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHX0 480000.00000000 PA USD 508353.81000000 0.005435203911 Long DBT CORP US N 2 2030-10-22 Fixed 2.88400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F022493 3679837.00000000 PA USD 3848060.27000000 0.041142589704 Long DBT USGA US N 2 2027-09-15 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FQT23 275423.02000000 PA USD 301659.53000000 0.003225275438 Long DBT USGA US N 2 2046-07-01 Fixed 4.00000000 N N N N N N CARLYLE US CLO LTD N/A 14316MAA9 2400000.00000000 PA USD 2399376.00000000 0.025653585283 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 1.33092000 N N N N N N COMM MORTGAGE TRUST N/A 12630DBB9 350000.00000000 PA USD 374768.80000000 0.004006943210 Long ABS-MBS US N 2 2047-02-10 Floating 4.75709760 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAK2 725000.00000000 PA USD 865920.58000000 0.009258226909 Long DBT CORP US N 2 2048-07-24 Fixed 4.03200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132Y3D76 188736.87000000 PA USD 206451.58000000 0.002207333579 Long DBT USGA US N 2 2048-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEFK7 3567678.16000000 PA USD 3852132.64000000 0.041186130562 Long DBT USGA US N 2 2033-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36200Q6Z2 2630.96000000 PA USD 2632.94000000 0.000028150798 Long DBT USGA US N 2 2032-05-15 Fixed 7.00000000 N N N N N N GS Mortgage Securities Corp. Pass-Through Certificates N/A 36228FAA4 987.01000000 PA USD 983.46000000 0.000010514931 Long ABS-MBS US N 2 2027-09-19 Fixed 8.00000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAZ0 1420000.00000000 PA USD 1452382.16000000 0.015528541423 Long DBT NUSS IT N 2 2022-07-14 Fixed 3.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AF6L0 296081.24000000 PA USD 301056.15000000 0.003218824235 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N KKR GROUP FINANCE CO. III LLC N/A 48250AAA1 1005000.00000000 PA USD 1326577.96000000 0.014183471382 Long DBT CORP US N 2 2044-06-01 Fixed 5.12500000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 7200000.00000000 PA USD 9547790.40000000 0.102082814572 Long DBT NUSS RU N 2 2042-04-04 Fixed 5.62500000 N N N N N N AVALONBAY COMMUNITIES, INC. K9G90K85RBWD2LAGQX17 05348EBE8 235000.00000000 PA USD 301940.30000000 0.003228277367 Long DBT CORP US N 2 2048-04-15 Fixed 4.35000000 N N N N N N BRIGHTHOUSE FINANCIAL, INC. 5493003T8SZSHOGGAW52 10922NAF0 1184000.00000000 PA USD 1342120.56000000 0.014349649345 Long DBT CORP US N 2 2047-06-22 Fixed 4.70000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BR4 2510000.00000000 PA USD 2682400.68000000 0.028679621122 Long DBT CORP US N 2 2026-08-08 Fixed 2.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F022691 17343419.00000000 PA USD 18012766.58000000 0.192588424514 Long DBT USGA US N 2 2043-09-15 Fixed 2.50000000 N N N N N N CHEVRON CORPORATION N/A 166764BW9 830000.00000000 PA USD 851248.04000000 0.009101351431 Long DBT CORP US N 2 2025-05-11 Fixed 1.55400000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AV2 1000000.00000000 PA USD 1078455.72000000 0.011530604535 Long DBT CORP US N 2 2025-04-15 Fixed 3.25000000 N N N N N N CATSKILL PARK CLO LTD N/A 149420AE1 1500000.00000000 PA USD 1499250.00000000 0.016029641763 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 1.83425040 N N N N N N N/A N/A 00XBV53N9 1520.00000000 NC USD 731500.00000000 0.007821032483 N/A DIR US N 1 RJ O'BRIEN N/A EURO$ 2Y MIDCV OP Dec21P 99.13 N/A Put Purchased N/A Put Option 99.125 Dec 2021 on 3M -- 90 Day EuroDollar Future (Consolidated) Dec 2023 (2 Year Mid-Curve) 3800000.00000000 99.12500000 USD 2021-12-13 XXXX 63064.80000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BFY7 954731.44000000 PA USD 1018885.83000000 0.010893696750 Long DBT USGA US N 2 2034-08-01 Fixed 3.50000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFF6 970000.00000000 PA USD 1097324.41000000 0.011732344299 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N N COMM MORTGAGE TRUST N/A 12591KAG0 220000.00000000 PA USD 231277.00000000 0.002472761352 Long ABS-MBS US N 2 2046-10-10 Fixed 4.30000000 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556DD4 545000.00000000 PA USD 566746.61000000 0.006059526516 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 92556HAC1 750000.00000000 PA USD 953235.65000000 0.010191779880 Long DBT CORP US N 2 2050-05-19 Fixed 4.95000000 N N N N N N BIOGEN INC. W8J5WZB5IY3K0NDQT671 09062XAG8 771000.00000000 PA USD 761920.66000000 0.008146283296 Long DBT CORP US N 2 2050-05-01 Fixed 3.15000000 N N N N N N HALSEYPOINT CLO N/A 406375AA3 590000.00000000 PA USD 590651.36000000 0.006315110694 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 1.48425120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QBM47 1632890.62000000 PA USD 1831640.65000000 0.019583487383 Long DBT USGA US N 2 2049-08-01 Fixed 4.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGE4 560000.00000000 PA USD 697685.91000000 0.007459499883 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B9LQ8 2287453.96000000 PA USD 304660.96000000 0.003257366048 Long DBT USGA US N 2 2047-01-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WCTK9 382435.14000000 PA USD 418847.24000000 0.004478219917 Long DBT USGA US N 2 2044-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38381Y5P5 1493627.73000000 PA USD 1584260.76000000 0.016938557574 Long DBT USGA US N 2 2049-09-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L9XD2 2037509.61000000 PA USD 2273463.39000000 0.024307356148 Long DBT USGA US N 2 2048-05-01 Fixed 5.00000000 N N N N N N ADOBE INC. FU4LY2G4933NH2E1CP29 00724PAD1 1300000.00000000 PA USD 1356577.60000000 0.014504220745 Long DBT CORP US N 2 2030-02-01 Fixed 2.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X62B6 1285189.88000000 PA USD 1377496.51000000 0.014727880998 Long DBT USGA US N 2 2048-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36225BME5 11439.27000000 PA USD 13077.64000000 0.000139823167 Long DBT USGA US N 2 2031-03-15 Fixed 6.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWQ3 1610000.00000000 PA USD 1723796.25000000 0.018430439460 Long DBT CORP US N 2 2025-09-29 Fixed 3.27200000 N N N N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932AH0 1310000.00000000 PA USD 1470356.90000000 0.015720723276 Long DBT CORP US N 2 2027-07-15 Fixed 4.40000000 N N N N N N Government National Mortgage Association N/A 36212WNP8 5273.50000000 PA USD 5892.10000000 0.000062996999 Long DBT USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J2FH1 454700.08000000 PA USD 487418.92000000 0.005211372804 Long DBT USGA US N 2 2033-03-01 Fixed 3.50000000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 12634NAT5 922000.00000000 PA USD 996935.00000000 0.010659003442 Long ABS-MBS US N 2 2057-06-15 Fixed 3.50400000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBC4 39914000.00000000 PA USD 39388569.71000000 0.421133674865 Long SN UST US N 2 2025-12-31 Fixed 0.37500000 N N N N N N VERUS SECURITIZATION TRUST N/A 92539LAA8 1906389.73000000 PA USD 1908653.19000000 0.020406888035 Long ABS-MBS US Y 2 2066-06-25 Floating 1.04600160 N N N N N N N/A N/A 524ESCXA3 20630000.00000000 PA USD 0.01000000 0.000000000106 Long DBT CORP US N 2 2049-11-29 Fixed 5.85700000 Y N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582CG5 660000.00000000 PA USD 705866.48000000 0.007546964687 Long DBT NUSS NL N 2 2030-04-06 Fixed 2.75000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457BB5 9000.00000000 PA USD 12548.08000000 0.000134161232 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828W55 24424000.00000000 PA USD 24645342.50000000 0.263502425494 Long SN UST US N 2 2022-02-28 Fixed 1.87500000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FK9 2535000.00000000 PA USD 2701468.08000000 0.028883485448 Long DBT CORP US N 2 2050-02-05 Fixed 3.25000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAY2 2220000.00000000 PA USD 2384184.23000000 0.025491158316 Long DBT CORP US N 2 2024-12-05 Fixed 4.02300000 N N N N N N Government National Mortgage Association N/A 38382AKD6 26833.44000000 PA USD 26963.80000000 0.000288290848 Long DBT USGA US N 2 2049-10-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKWD6 4882561.80000000 PA USD 5190075.01000000 0.055491107645 Long DBT USGA US N 2 2036-05-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411DJH3 1131.65000000 PA USD 1270.92000000 0.000013588389 Long DBT USGA US N 2 2037-01-01 Fixed 6.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCR8 173000.00000000 PA USD 173300.81000000 0.001852893047 Long DBT CORP US N 2 2021-12-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 36210GTN4 4837.13000000 PA USD 5407.35000000 0.000057814162 Long DBT USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N EDUCATIONAL FUNDING OF THE SOUTH, INC. N/A 28148WAB9 787144.56000000 PA USD 793442.42000000 0.008483306821 Long ABS-MBS US N 2 2035-04-25 Floating 0.77524920 N N N N N N BANC OF AMERICA FUNDING CORPORATION N/A 05946XCR2 5766.03000000 PA USD 5889.18000000 0.000062965780 Long ABS-MBS US N 2 2032-06-25 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K53K1 974995.57000000 PA USD 1022481.94000000 0.010932145544 Long DBT USGA US N 2 2049-12-01 Fixed 3.00000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAP5 150000.00000000 PA USD 180930.29000000 0.001934465721 Long DBT CORP US N 2 2038-04-01 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K3WD0 1128720.35000000 PA USD 1184843.99000000 0.012668083845 Long DBT USGA US N 2 2050-03-01 Fixed 3.00000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135AQ9 600000.00000000 PA USD 824960.08000000 0.008820286511 Long DBT CORP US N 2 2044-12-05 Fixed 4.95000000 N N N N N N SEQUOIA INFRASTRUCTURE FUNDING LTD N/A 81742LAA4 1990000.00000000 PA USD 1989309.47000000 0.021269246731 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 1.59532920 N N N N N N LCM LIMITED PARTNERSHIP N/A 50189CAN1 1005468.89000000 PA USD 1004359.86000000 0.010738388366 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 1.01424960 N N N N N N Government National Mortgage Association 2 N/A 36179TAL9 2939151.69000000 PA USD 3152332.27000000 0.033704023350 Long DBT USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F020695 52536000.00000000 PA USD 53256317.94000000 0.569404501077 Long DBT USGA US N 2 2169-09-14 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418B6G6 651712.99000000 PA USD 686956.11000000 0.007344779290 Long DBT USGA US N 2 2046-07-01 Fixed 3.00000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89175VAA1 912865.11000000 PA USD 940111.12000000 0.010051455375 Long ABS-MBS US N 2 2058-03-25 Floating 3.25000080 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162AW0 1785000.00000000 PA USD 2559218.24000000 0.027362582346 Long DBT CORP US N 2 2037-06-01 Fixed 6.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYM52 4174141.99000000 PA USD 4185941.87000000 0.044755143318 Long DBT USGA US N 2 2051-03-25 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AXV5 476278.19000000 PA USD 532986.69000000 0.005698573090 Long DBT USGA US N 2 2043-09-01 Fixed 4.50000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63940YAB2 1559040.51000000 PA USD 1593332.39000000 0.017035549389 Long ABS-MBS US N 2 2068-02-15 Fixed 3.13000000 N N N N N N BRK: CITIGROUP N/A N/A 28610000.00000000 NC USD -15774.96000000 -0.00016866230 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2025-07-24 0.00000000 USD 0.00000000 USD -28610000.00000000 USD -15774.96000000 N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABL8 480000.00000000 PA USD 476781.60000000 0.005097640985 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAF7 3202000.00000000 PA USD 3663536.28000000 0.039169700955 Long DBT NUSS MX N 2 2029-04-22 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GEU9 1181000.00000000 PA USD 1229854.86000000 0.013149329883 Long DBT CORP US N 2 2023-01-11 Fixed 3.30000000 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WBC9 2320000.00000000 PA USD 2510541.60000000 0.026842142725 Long DBT NUSS CN N 2 2051-04-22 Fixed 3.84000000 N N N N N N NISOURCE INC. 549300D8GOWWH0SJB189 65473QAZ6 471000.00000000 PA USD 645518.17000000 0.006901734211 Long DBT CORP US N 2 2042-02-01 Fixed 5.80000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78446YAA1 2862657.72000000 PA USD 2812815.13000000 0.030073982912 Long ABS-MBS US N 2 2029-01-25 Floating 0.78437880 N N N N N N United States of America 254900HROIFWPRGM1V77 912796L72 81570000.00000000 PA USD 81552809.12000000 0.871944182111 Long DBT UST US N 2 2022-02-10 None 0.00000000 N N N N N N Government National Mortgage Association N/A 38381WDY1 193677.23000000 PA USD 200169.56000000 0.002140167643 Long DBT USGA US N 2 2049-06-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38382JZK5 479442.83000000 PA USD 65184.52000000 0.000696938138 Long DBT USGA US N 2 2050-09-20 Fixed 2.50000000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183BN3 595542.11000000 PA USD 598443.89000000 0.006398426661 Long ABS-MBS US N 2 2030-08-15 Fixed 3.23000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F020497 4665000.00000000 PA USD 4827117.38000000 0.051610446792 Long DBT USGA US N 2 2169-09-17 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36241LNK8 29217.69000000 PA USD 33606.89000000 0.000359317263 Long DBT USGA US N 2 2034-08-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371J5A8 6279.57000000 PA USD 7257.34000000 0.000077593837 Long DBT USGA US N 2 2031-06-01 Fixed 6.50000000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAF8 535000.00000000 PA USD 570697.24000000 0.006101765758 Long DBT NUSS IE N 2 2024-07-01 Fixed 3.95000000 N N N N N N ITC HOLDINGS CORP. 549300HTO5U9D3SLE207 465685AM7 1563000.00000000 PA USD 1602551.11000000 0.017134113857 Long DBT CORP US N 2 2022-11-15 Fixed 2.70000000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19424KAB9 1850237.41000000 PA USD 1855047.47000000 0.019833747806 Long ABS-MBS US Y 2 2051-07-25 Fixed 1.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JHYV9 507685.11000000 PA USD 560771.67000000 0.005995643809 Long DBT USGA US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WMDX9 626421.37000000 PA USD 686166.83000000 0.007336340487 Long DBT USGA US N 2 2047-04-01 Fixed 4.50000000 N N N N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 124857AM5 1505000.00000000 PA USD 1620578.55000000 0.017326859167 Long DBT CORP US N 2 2024-08-15 Fixed 3.70000000 N N N N N N MYERS PARK CLO LTD N/A 62848FAE2 890000.00000000 PA USD 890023.14000000 0.009515926026 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 1.73424960 N N N N N N Sinopec Group Overseas Development (2014) Limited 549300ZIMV82UUECOQ45 82937WAE5 1020000.00000000 PA USD 1111617.10000000 0.011885158506 Long DBT NUSS CN N 2 2024-04-10 Fixed 4.37500000 N N N N N N ABU DHABI NATIONAL ENERGY COMPANY - P.J.S.C 213800UNJSVQFNUYYW03 00388WAJ0 2830000.00000000 PA USD 2858017.00000000 0.030557271078 Long DBT NUSS AE N 2 2028-04-29 Fixed 2.00000000 N N N N N N TOYOTA AUTO LOAN EXTENDED NOTE TRUST N/A 89237MAA7 4293000.00000000 PA USD 4311254.69000000 0.046094959635 Long ABS-MBS US Y 2 2034-02-27 Fixed 1.07000000 N N N N N N GSR MORTGAGE LOAN TRUST N/A 3622MPAN8 7489.03000000 PA USD 8813.33000000 0.000094230130 Long ABS-MBS US N 2 2037-01-25 Fixed 5.50000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACE3 3422000.00000000 PA USD 3643574.50000000 0.038956274120 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148LAE6 500000.00000000 PA USD 544785.25000000 0.005824720624 Long DBT CORP US N 2 2025-05-22 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0206A2 201700000.00000000 PA USD 204071822.57000000 2.181889751473 Long DBT USGA US N 2 2169-10-14 Fixed 2.00000000 N N N N N N CLARK CNTY NEV ARPT REV N/A 18085PMT8 1170000.00000000 PA USD 1857322.70000000 0.019858074050 Long DBT MUN US N 2 2045-07-01 Fixed 6.82000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QBC1 158000.00000000 PA USD 169747.30000000 0.001814899722 Long DBT NUSS MX N 2 2023-10-02 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ADXG6 2309062.86000000 PA USD 2354846.84000000 0.025177489580 Long DBT USGA US N 2 2050-12-01 Fixed 2.00000000 N N N N N N CWABS ASSET-BACKED CERTIFICATES TRUST N/A 23244AAA3 45576.22000000 PA USD 44463.36000000 0.000475392184 Long ABS-MBS US N 2 2036-07-25 Floating 0.74437920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AFRX1 291878.82000000 PA USD 297300.88000000 0.003178673738 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST N/A 92939KAG3 1330000.00000000 PA USD 1418312.53000000 0.015164276648 Long ABS-MBS US N 2 2047-11-15 Fixed 3.93100000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CY2 997000.00000000 PA USD 995736.66000000 0.010646191062 Long DBT CORP US N 2 2052-06-15 Fixed 2.90000000 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED N/A 589929W61 28992.61000000 PA USD 28851.62000000 0.000308474992 Long ABS-MBS US N 2 2033-07-25 Floating 2.44477080 N N N N N N Repubblica Italiana 815600DE60799F5A9309 465410CC0 1081000.00000000 PA USD 1214375.67000000 0.012983829886 Long DBT NUSS IT N 2 2051-05-06 Fixed 3.87500000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DQ7 410000.00000000 PA USD 431130.29000000 0.004609547508 Long DBT CORP US N 2 2025-06-30 Fixed 2.50000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46590YAB0 3275660.62000000 PA USD 3405563.17000000 0.036411510834 Long ABS-MBS US N 2 2048-10-26 Floating 3.08678760 N N N N N N WELLS FARGO HOME EQUITY TRUST N/A 9497EAAF8 10500000.00000000 PA USD 10292628.15000000 0.110046451261 Long ABS-MBS US N 2 2036-07-25 Floating 0.37437840 N N N N N N CITICORP RESIDENTIAL MORTGAGE TRUST N/A 173109AE9 625962.35000000 PA USD 641064.63000000 0.006854117969 Long ABS-MBS US N 2 2037-03-25 Fixed 5.15085000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSA4 2561616.63000000 PA USD 2808119.31000000 0.030023776267 Long DBT USGA US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Qatar Petroleum 254900QTESJKJ3P87J26 74730DAD5 1409000.00000000 PA USD 1455215.20000000 0.015558831646 Long DBT NUSS QA N 2 2051-07-12 Fixed 3.30000000 N N N N N N RR LTD N/A 74988LAA2 1100000.00000000 PA USD 1100654.50000000 0.011767948868 Long ABS-CBDO CORP KY N 2 2030-01-15 Floating 1.21613040 N N N N N N MKT MORTGAGE TRUST N/A 55316PAA5 3000000.00000000 PA USD 3170524.50000000 0.033898530557 Long ABS-MBS US N 2 2040-02-12 Fixed 2.69400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LNP99 41186.73000000 PA USD 45039.90000000 0.000481556419 Long DBT USGA US N 2 2035-01-01 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 100000.00000000 PA USD 109828.04000000 0.001174256552 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N METROPOLITAN EDISON COMPANY N/A 591894CB4 1000000.00000000 PA USD 1062560.04000000 0.011360651521 Long DBT CORP US N 2 2025-04-15 Fixed 4.00000000 N N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299AW4 1830000.00000000 PA USD 2509405.80000000 0.026829999008 Long DBT NUSS PA N 2 2036-01-26 Fixed 6.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A8MF1 1035432.13000000 PA USD 1082486.42000000 0.011573699867 Long DBT USGA US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JQ6Z1 225442.66000000 PA USD 242049.44000000 0.002587937843 Long DBT USGA US N 2 2049-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394NUA4 159269.45000000 PA USD 179792.77000000 0.001922303615 Long DBT USGA US N 2 2034-01-15 Fixed 5.00000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573AAA3 1281840.56000000 PA USD 1294652.17000000 0.013842128059 Long ABS-MBS US N 2 2050-02-25 Floating 2.27499840 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CU4 1840000.00000000 PA USD 1921256.18000000 0.020541636352 Long DBT CORP US N 2 2030-02-01 Fixed 2.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XA7H9 383444.54000000 PA USD 404926.40000000 0.004329381445 Long DBT USGA US N 2 2050-09-01 Fixed 2.50000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBJ8 1990000.00000000 PA USD 2139370.91000000 0.022873669693 Long DBT CORP US N 2 2025-04-06 Fixed 3.19400000 N N N N N N Ressources Teck Limitee T8KI5SQ2JRWHL7XY0E11 878744AB7 912000.00000000 PA USD 1095293.99000000 0.011710635508 Long DBT NUSS CA N 2 2042-03-01 Fixed 5.20000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468J1 2085000.00000000 PA USD 2192105.62000000 0.023437497280 Long DBT CORP US N 2 2025-07-22 Fixed 2.72000000 N N N N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034WAA4 1445000.00000000 PA USD 1509961.00000000 0.016144161352 Long DBT CORP US N 2 2024-09-15 Fixed 2.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BKRJ1 605000.00000000 PA USD 659061.11000000 0.007046532261 Long DBT USGA US N 2 2025-05-25 Floating 3.32899920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395QDZ0 2366916.61000000 PA USD 2579666.79000000 0.027581213616 Long DBT USGA US N 2 2042-10-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LUF97 2615258.00000000 PA USD 2762708.89000000 0.029538258332 Long DBT USGA US N 2 2051-08-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CU77 790851.21000000 PA USD 840074.37000000 0.008981885079 Long DBT USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62954HAC2 770000.00000000 PA USD 827380.55000000 0.008846165628 Long DBT NUSS CN N 2 2027-05-01 Fixed 3.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBBC3 1393297.79000000 PA USD 1481059.46000000 0.015835152626 Long DBT USGA US N 2 2036-04-01 Fixed 2.50000000 N N N N N N DC OFFICE TRUST N/A 23312BAA8 1995000.00000000 PA USD 2144773.23000000 0.022931430076 Long ABS-MBS US N 2 2045-09-15 Fixed 2.96500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJR1 4196000.00000000 PA USD 4219689.65000000 0.045115966946 Long DBT CORP US N 2 2025-04-22 Fixed 0.97600000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BM3 2020000.00000000 PA USD 2147942.42000000 0.022965314338 Long DBT CORP US N 2 2025-01-15 Fixed 2.93000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03066EAB0 1120572.83000000 PA USD 1121525.43000000 0.011991096129 Long ABS-MBS US N 2 2023-12-18 Fixed 0.60000000 N N N N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207AU9 1070000.00000000 PA USD 1089737.95000000 0.011651231585 Long DBT CORP US N 2 2025-05-04 Fixed 1.50000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CE2 770000.00000000 PA USD 828025.56000000 0.008853061929 Long DBT CORP US N 2 2052-03-17 Fixed 2.92100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J7PZ2 544101.06000000 PA USD 595448.42000000 0.006366399774 Long DBT USGA US N 2 2037-10-01 Fixed 4.00000000 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BU9 123000.00000000 PA USD 164259.79000000 0.001756228507 Long DBT CORP US N 2 2045-03-15 Fixed 4.62500000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 116310188.41000000 NS USD 116310188.41000000 1.243562216908 Long STIV RF US N 2 N N N SLM STUDENT LOAN TRUST N/A 78445JAB3 1155000.00000000 PA USD 1163348.46000000 0.012438258502 Long ABS-MBS US N 2 2083-10-25 Floating 2.37525120 N N N N N N MASTR SEASONED SECURITIZATION TRUST N/A 55265WCK7 22831.67000000 PA USD 22796.50000000 0.000243735019 Long ABS-MBS US N 2 2032-10-25 Floating 2.42226360 N N N N N N Government National Mortgage Association 2 N/A 36179UKY7 1793674.04000000 PA USD 1919838.26000000 0.020526476273 Long DBT USGA US N 2 2049-01-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FPDJ5 571904.01000000 PA USD 631366.49000000 0.006750427651 Long DBT USGA US N 2 2047-06-01 Fixed 5.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCB3 4565000.00000000 PA USD 5537743.57000000 0.059208301222 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N COOF SECURITIZATION TRUST N/A 12631UAA3 191183.08000000 PA USD 16629.87000000 0.000177802807 Long DBT USGA US N 2 2040-06-25 Floating 2.85981840 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFQ2 460000.00000000 PA USD 519491.51000000 0.005554285679 Long DBT CORP US N 2 2030-07-01 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGNG0 49435.95000000 PA USD 50342.79000000 0.000538253719 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 96949LAA3 124000.00000000 PA USD 125456.01000000 0.001341347271 Long DBT CORP US N 2 2022-03-15 Fixed 3.60000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BX7 2460000.00000000 PA USD 3272855.86000000 0.034992634304 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411AZ8 45000.00000000 PA USD 45337.50000000 0.000484738291 Long DBT CORP US N 2 2022-04-15 Fixed 3.25000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCJ3 2525000.00000000 PA USD 2560377.35000000 0.027374975288 Long DBT CORP US N 2 2029-06-01 Fixed 2.06900000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBT8 696000.00000000 PA USD 718779.04000000 0.007685022857 Long DBT NUSS MX N 2 2025-04-15 Fixed 2.37800000 N N N N N N DSLA MORTGAGE LOAN TRUST N/A 23332UAS3 352778.25000000 PA USD 340076.08000000 0.003636016498 Long ABS-MBS US N 2 2044-11-19 Floating 0.88650000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJQ3 7800000.00000000 PA USD 7885659.60000000 0.084311688150 Long DBT CORP US N 2 2027-03-11 Fixed 1.65800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GSLF7 750291.91000000 PA USD 799958.07000000 0.008552970677 Long DBT USGA US N 2 2047-09-01 Fixed 3.50000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 465138RE7 1000000.00000000 PA USD 964103.68000000 0.010307978398 Long DBT NUSS US N 2 2025-02-15 Fixed 0.00000000 N N N N N N Government National Mortgage Association N/A 36213RX44 247501.71000000 PA USD 276534.62000000 0.002956645585 Long DBT USGA US N 2 2034-08-15 Fixed 6.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBS9 13300000.00000000 PA USD 13488070.25000000 0.144211395159 Long SN UST US N 1 2028-03-31 Fixed 1.25000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LD1 545000.00000000 PA USD 606950.26000000 0.006489374844 Long DBT CORP US N 2 2028-01-10 Fixed 3.88700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9T45 812968.87000000 PA USD 891633.36000000 0.009533142134 Long DBT USGA US N 2 2048-09-01 Fixed 4.50000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CY2 2590000.00000000 PA USD 2586718.11000000 0.027656604733 Long DBT CORP US N 2 2052-06-15 Fixed 2.90000000 N N N N N N Government National Mortgage Association 2 N/A 36202FKR6 35487.07000000 PA USD 41576.04000000 0.000444521612 Long DBT USGA US N 2 2040-09-20 Fixed 6.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CY4 1216000.00000000 PA USD 1513286.65000000 0.016179718449 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N WASHINGTON MUTUAL MSC MORTGAGE CORP N/A 939336QL0 6444.46000000 PA USD 6508.69000000 0.000069589440 Long ABS-MBS US N 2 2033-02-25 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396NRF5 249226.70000000 PA USD 291482.74000000 0.003116467502 Long DBT USGA US N 2 2036-05-15 Fixed 6.00000000 N N N N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350BQ7 1685000.00000000 PA USD 2389801.99000000 0.025551222135 Long DBT CORP US N 2 2079-11-15 Fixed 5.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WUH30 64453.67000000 PA USD 71911.20000000 0.000768858279 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9M93 828942.83000000 PA USD 873059.18000000 0.009334551204 Long DBT USGA US N 2 2038-06-01 Fixed 3.00000000 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBN4 455000.00000000 PA USD 479918.47000000 0.005131179689 Long DBT CORP US N 2 2051-06-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSB2 1079293.50000000 PA USD 1184201.98000000 0.012661219620 Long DBT USGA US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J92F4 28112.86000000 PA USD 31186.42000000 0.000333438146 Long DBT USGA US N 2 2043-05-01 Fixed 4.00000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448EP9 250000.00000000 PA USD 262408.71000000 0.002805614551 Long DBT CORP US N 2 2049-10-15 Fixed 2.87500000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 83208AAC7 1621856.13000000 PA USD 1622138.17000000 0.017343534271 Long ABS-MBS US Y 2 2053-01-15 Floating 0.49313160 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBH8 75000.00000000 PA USD 77345.32000000 0.000826958660 Long DBT CORP US N 2 2026-03-13 Fixed 2.00500000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAB1 1120000.00000000 PA USD 1193014.46000000 0.012755440662 Long DBT NUSS IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 14916RAD6 695000.00000000 PA USD 820594.20000000 0.008773607510 Long DBT CORP US N 2 2042-11-01 Fixed 4.35000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 12642.70000000 0.000135172887 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A U.S. DOLLARS N/A 1568491.90000000 GBP 2171104.92000000 USD 2021-10-19 12642.70000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 195325BR5 2570000.00000000 PA USD 2869353.60000000 0.030678479440 Long DBT NUSS CO N 2 2044-02-26 Fixed 5.62500000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36198FAE2 993000.00000000 PA USD 1053742.41000000 0.011266375416 Long ABS-MBS US N 2 2046-08-10 Fixed 4.24300000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CQ6 1693000.00000000 PA USD 1752523.81000000 0.018737588031 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N Government National Mortgage Association N/A 38379XGR5 127318.38000000 PA USD 22204.97000000 0.000237410514 Long DBT USGA US N 2 2045-11-16 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBUL2 3619390.36000000 PA USD 3910695.11000000 0.041812267240 Long DBT USGA US N 2 2049-01-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RK6 4494000.00000000 PA USD 5006421.34000000 0.053527524161 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 12635FAS3 918291.51000000 PA USD 972241.96000000 0.010394991046 Long ABS-MBS US N 2 2048-08-15 Fixed 3.44650000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAS9 120000.00000000 PA USD 140479.02000000 0.001501969895 Long DBT CORP US N 2 2029-02-15 Fixed 4.80000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BR4 2530000.00000000 PA USD 2995755.67000000 0.032029941772 Long DBT CORP US N 2 2029-03-30 Fixed 5.05000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCW9 9320000.00000000 PA USD 9309078.08000000 0.099530556461 Long SN UST US N 2 2026-08-31 Fixed 0.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGU8 125000.00000000 PA USD 159173.91000000 0.001701851429 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -319.08000000 -0.00000341153 N/A DFE US N 2 U.S. DOLLARS N/A CITIGROUP GLOBAL MARKETS N/A 300000.00000000 EUR 354115.47000000 USD 2021-10-19 -319.08000000 N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBL8 3075000.00000000 PA USD 3162086.58000000 0.033808314226 Long DBT CORP US N 2 2031-06-15 Fixed 2.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XTUU2 958758.65000000 PA USD 1047423.38000000 0.011198813777 Long DBT USGA US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Chevron U.S.A. Inc. VA8TZDWPEZYU430RZ444 166756AW6 330000.00000000 PA USD 453187.34000000 0.004845376496 Long DBT CORP US N 2 2047-08-15 Fixed 4.95000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAN4 1512000.00000000 PA USD 1788976.75000000 0.019127334618 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4TL7 1084767.49000000 PA USD 1264196.80000000 0.013516506135 Long DBT USGA US N 2 2037-03-01 Fixed 5.50000000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36192BAY3 308017.02000000 PA USD 307964.32000000 0.003292684826 Long ABS-MBS US N 2 2045-01-10 Fixed 3.48200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LWC2 2815836.77000000 PA USD 3008552.61000000 0.032166763759 Long DBT USGA US N 2 2047-09-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5TE3 2416926.79000000 PA USD 2577021.80000000 0.027552933981 Long DBT USGA US N 2 2035-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MDZ88 548385.34000000 PA USD 599852.58000000 0.006413488056 Long DBT USGA US N 2 2042-10-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBS76 395804.40000000 PA USD 413836.91000000 0.004424650602 Long DBT USGA US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36213EMR4 16686.98000000 PA USD 18952.88000000 0.000202639904 Long DBT USGA US N 2 2031-11-15 Fixed 7.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HJX9 1490000.00000000 PA USD 1611927.53000000 0.017234364419 Long DBT CORP US N 2 2024-05-13 Fixed 3.62500000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AD4 660000.00000000 PA USD 976960.79000000 0.010445443709 Long DBT NUSS NL N 2 2038-12-15 Fixed 6.37500000 N N N N N N Government National Mortgage Association 2 N/A 36179TUB9 2034597.10000000 PA USD 2159740.81000000 0.023091460054 Long DBT USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L3H79 292482.67000000 PA USD 297562.75000000 0.003181473593 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LPVB2 80918.97000000 PA USD 88673.66000000 0.000948078708 Long DBT USGA US N 2 2036-01-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCJ8 33780000.00000000 PA USD 33967373.61000000 0.363171472821 Long SN UST US N 1 2026-06-30 Fixed 0.87500000 N N N N N N OCTAGON INVESTMENT PARTNERS, LTD. N/A 67577MAA1 1500000.00000000 PA USD 1500768.00000000 0.016045871876 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 1.45613160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCFR4 954366.92000000 PA USD 1015754.94000000 0.010860221983 Long DBT USGA US N 2 2049-06-01 Fixed 3.50000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83404FAA2 119944.74000000 PA USD 120107.16000000 0.001284158578 Long ABS-MBS US N 2 2040-03-26 Floating 0.78437880 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBU4 60000.00000000 PA USD 65419.63000000 0.000699451881 Long DBT CORP US N 2 2046-07-15 Fixed 3.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A7ER9 32910.49000000 PA USD 1182.95000000 0.000012647833 Long DBT USGA US N 2 2041-02-25 Floating 6.56561880 N N N N N N BANQUE ROYALE DU CANADA ES7IP3U3RHIGC71XBU11 78015K7H1 730000.00000000 PA USD 735027.58000000 0.007858748570 Long DBT NUSS CA N 2 2025-06-10 Fixed 1.15000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBM0 2412000.00000000 PA USD 2466850.71000000 0.026375009615 Long DBT CORP US N 2 2022-11-21 Fixed 2.30000000 N N N N N N OBX TRUST N/A 67448QAC5 187861.64000000 PA USD 190899.33000000 0.002041052441 Long ABS-MBS US N 2 2059-01-25 Floating 3.99999960 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62954HAF5 845000.00000000 PA USD 906671.20000000 0.009693923317 Long DBT NUSS CN N 2 2041-05-11 Fixed 3.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6LD1 97527.48000000 PA USD 105758.39000000 0.001130744775 Long DBT USGA US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LWAF4 2675000.00000000 PA USD 2816523.23000000 0.030113629078 Long DBT USGA US N 2 2051-08-01 Fixed 3.00000000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825CAV6 700000.00000000 PA USD 787295.57000000 0.008417586092 Long DBT CORP US N 2 2027-10-01 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407W5M1 4569.91000000 PA USD 5097.19000000 0.000054498002 Long DBT USGA US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780BQ8 1264000.00000000 PA USD 1418650.80000000 0.015167893354 Long DBT NUSS ID N 2 2024-01-15 Fixed 5.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJ5M6 870223.72000000 PA USD 927016.66000000 0.009911452372 Long DBT USGA US N 2 2047-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CMG6 1010737.25000000 PA USD 1085231.37000000 0.011603048252 Long DBT USGA US N 2 2047-07-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAZ4 370000.00000000 PA USD 365461.72000000 0.003907434017 Long SN UST US N 1 2025-11-30 Fixed 0.37500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBT2 4318000.00000000 PA USD 4280023.41000000 0.045761041856 Long DBT CORP US N 2 2026-11-19 Fixed 1.04500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371KTC5 355.57000000 PA USD 422.37000000 0.000004515884 Long DBT USGA US N 2 2032-09-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 36202VTG6 10336.88000000 PA USD 11985.51000000 0.000128146360 Long DBT USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N SABINE PASS LIQUEFACTION, LLC 549300KJYBG7C6WJYZ11 785592AS5 3145000.00000000 PA USD 3638233.37000000 0.038899167966 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 36200FJD1 14331.55000000 PA USD 16097.04000000 0.000172105909 Long DBT USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N INDYMAC INDX MORTGAGE LOAN TRUST N/A 45660N2J3 18377.81000000 PA USD 17858.80000000 0.000190942248 Long ABS-MBS US N 2 2034-11-25 Floating 0.88437960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XADE9 1067726.42000000 PA USD 1085617.96000000 0.011607181584 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7CN2 2022450.76000000 PA USD 2263804.19000000 0.024204082167 Long DBT USGA US N 2 2043-12-01 Fixed 4.50000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBV9 1600000.00000000 PA USD 2224166.83000000 0.023780288482 Long DBT CORP BE N 2 2049-01-23 Fixed 5.55000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 Y20721BC2 500000.00000000 PA USD 510425.00000000 0.005457348605 Long DBT NUSS ID N 2 2022-04-25 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296LJR3 233341.95000000 PA USD 258032.58000000 0.002758825960 Long DBT USGA US N 2 2033-08-01 Fixed 5.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCQ5 3865000.00000000 PA USD 4653088.11000000 0.049749765215 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAU0 2010000.00000000 PA USD 2132807.64000000 0.022803496695 Long DBT CORP US N 2 2024-07-23 Fixed 3.79700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KEMX8 19318.68000000 PA USD 21726.33000000 0.000232293004 Long DBT USGA US N 2 2036-09-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAD55 1132184.23000000 PA USD 1233232.41000000 0.013185441883 Long DBT USGA US N 2 2045-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HU5A0 600000.00000000 PA USD 657873.70000000 0.007033836742 Long DBT USGA US N 2 2029-08-01 Fixed 2.79000000 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST N/A 61764RBF4 262000.00000000 PA USD 279787.21000000 0.002991421541 Long ABS-MBS US N 2 2048-02-15 Fixed 3.24900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HELK6 1995798.24000000 PA USD 2157563.00000000 0.023068175403 Long DBT USGA US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36241KFR4 38531.85000000 PA USD 44286.67000000 0.000473503054 Long DBT USGA US N 2 2035-02-15 Fixed 6.50000000 N N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13645RAX2 34000.00000000 PA USD 53652.44000000 0.000573639748 Long DBT NUSS CA N 2 2115-09-15 Fixed 6.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131YCNB8 171687.88000000 PA USD 183868.24000000 0.001965877618 Long DBT USGA US N 2 2049-05-01 Fixed 4.00000000 N N N N N N BARRICK NORTH AMERICA FINANCE LLC N/A 06849RAG7 470000.00000000 PA USD 649742.53000000 0.006946900113 Long DBT CORP CA N 2 2041-05-30 Fixed 5.70000000 N N N N N N DANONE SA 969500KMUQ2B6CBAF162 23636TAE0 450000.00000000 PA USD 484432.82000000 0.005179446098 Long DBT NUSS FR N 2 2026-11-02 Fixed 2.94700000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BS2 24000.00000000 PA USD 28073.15000000 0.000300151767 Long DBT CORP US N 2 2036-08-08 Fixed 3.45000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CX4 550000.00000000 PA USD 567500.27000000 0.006067584478 Long DBT CORP US N 2 2022-08-15 Fixed 3.55000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCB3 763000.00000000 PA USD 925585.62000000 0.009896152016 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBTT9 5545105.81000000 PA USD 939461.25000000 0.010044507112 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AN1 4110000.00000000 PA USD 4097971.30000000 0.043814581889 Long DBT CORP US N 2 2025-10-01 Fixed 1.23000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83406EAC9 574488.36000000 PA USD 585061.82000000 0.006255348597 Long ABS-MBS US N 2 2042-02-25 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9MC6 160415.18000000 PA USD 172370.99000000 0.001842951622 Long DBT USGA US N 2 2037-03-01 Fixed 3.50000000 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46590TAK1 1740000.00000000 PA USD 1859139.19000000 0.019877495551 Long ABS-MBS US N 2 2050-03-15 Fixed 4.00880000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7Z74 11161.68000000 PA USD 12653.42000000 0.000135287503 Long DBT USGA US N 2 2040-02-01 Fixed 4.50000000 N N N N N N Bundesrepublik Deutschland N/A N/A -236.00000000 NC -48067522.11000000 -0.51392707013 N/A DIR DE N 1 EURO-BUND FUTURE DEC21 N/A MERRILL LYNCH N/A Short Germany Govt. Bond Futures Euro-Bund Future Dec 2021 2021-12-11 -48064435.15000000 EUR -3086.96000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A0GK7 52178.88000000 PA USD 52641.01000000 0.000562825767 Long DBT USGA US N 2 2041-08-25 Floating 0.63438120 N N N N N N PFS FINANCING CORP. N/A 69335PDB8 1380000.00000000 PA USD 1381538.70000000 0.014771099178 Long ABS-MBS US N 2 2023-10-15 Fixed 3.52000000 N N N N N N DENALI CAPITAL CLO LTD. N/A 24823BAK6 462943.96000000 PA USD 463090.71000000 0.004951261087 Long ABS-CBDO CORP KY N 2 2027-10-26 Floating 1.17524880 N N N N N N BRK: GOLDMAN SACHS BANK USA INC (PA N/A N/A 4960000.00000000 NC USD 679827.35000000 0.007268560201 N/A DIR XX N 2 BRK: GOLDMAN SACHS BANK USA INC (PA N/A Y 2045-08-19 0.00000000 USD 0.00000000 USD -4960000.00000000 USD 679827.35000000 N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBX6 390000.00000000 PA USD 426278.06000000 0.004557668563 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N CSMC TRUST N/A 12660LAC3 2492813.69000000 PA USD 2504648.57000000 0.026779135782 Long ABS-MBS US Y 2 2066-04-25 Floating 1.63199880 N N N N N N CHEVRON CORPORATION N/A 166764AH3 95000.00000000 PA USD 99309.61000000 0.001061795879 Long DBT CORP US N 2 2023-06-24 Fixed 3.19100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J8YA5 1986430.53000000 PA USD 2092863.95000000 0.022376427799 Long DBT USGA US N 2 2030-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKLT3 1918798.31000000 PA USD 2053795.27000000 0.021958714313 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCT6 14548000.00000000 PA USD 14536634.38000000 0.155422405578 Long SN UST US N 2 2024-08-15 Fixed 0.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADME5 431611.68000000 PA USD 465727.37000000 0.004979451659 Long DBT USGA US N 2 2046-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36206G6D7 5096.56000000 PA USD 5694.41000000 0.000060883343 Long DBT USGA US N 2 2026-01-15 Fixed 6.50000000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DS4 2600000.00000000 PA USD 2639858.00000000 0.028224764413 Long DBT NUSS CL N 2 2041-05-07 Fixed 3.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5GG4 30585.62000000 PA USD 33206.02000000 0.000355031252 Long DBT USGA US N 2 2047-01-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCP4 9359000.00000000 PA USD 9294656.88000000 0.099376368253 Long SN UST US N 2 2026-07-31 Fixed 0.62500000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAV3 1320000.00000000 PA USD 1403530.13000000 0.015006226572 Long DBT NUSS DK N 2 2025-12-20 Fixed 3.24400000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148LAF3 1870000.00000000 PA USD 2508910.03000000 0.026824698348 Long DBT CORP US N 2 2045-05-22 Fixed 5.15000000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DR5 1741000.00000000 PA USD 1914776.50000000 0.020472357080 Long DBT CORP US N 2 2030-06-30 Fixed 3.40000000 N N N N N N Government National Mortgage Association 2 N/A 3617JNHB6 1279936.42000000 PA USD 1364023.28000000 0.014583828271 Long DBT USGA US N 2 2049-06-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FCTC2 999766.41000000 PA USD 1066539.50000000 0.011403199007 Long DBT USGA US N 2 2047-02-01 Fixed 3.50000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DN3 850000.00000000 PA USD 833293.99000000 0.008909390791 Long DBT CORP US N 2 2052-08-15 Fixed 2.65000000 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331BG1 2400000.00000000 PA USD 2394848.47000000 0.025605177957 Long DBT CORP US N 2 2025-06-01 Fixed 1.05000000 N N N N N N COMM MORTGAGE TRUST N/A 12625KAE5 630000.00000000 PA USD 659988.38000000 0.007056446423 Long ABS-MBS US N 2 2046-06-10 Fixed 3.61200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410G2R3 239011.64000000 PA USD 276650.30000000 0.002957882409 Long DBT USGA US N 2 2036-09-01 Fixed 5.50000000 N N N N N N N/A N/A N/A -403.00000000 NC USD -251875.00000000 -0.00269299050 N/A DIR US N 1 US BOND FUTR OPTN Oct21C 165 N/A ADVANTAGE CAPITAL CORPORATION N/A Call Written N/A Call Option 165 Sep 2021 on US LONG BOND (Globex) Dec 2021 (Globex) -403000.00000000 165.00000000 USD 2021-09-27 XXXX 494974.69000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FQS73 241131.66000000 PA USD 260222.07000000 0.002782235491 Long DBT USGA US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36178NF95 530118.99000000 PA USD 561718.97000000 0.006005772126 Long DBT USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31415XH20 8138.02000000 PA USD 8753.68000000 0.000093592365 Long DBT USGA US N 2 2038-11-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association N/A 36201A2R8 1050.91000000 PA USD 1174.19000000 0.000012554173 Long DBT USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAM6 1000000.00000000 PA USD 1212280.11000000 0.012961424632 Long DBT CORP US N 2 2041-12-15 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KVHC7 477713.53000000 PA USD 485446.22000000 0.005190281142 Long DBT USGA US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFVC0 2115166.38000000 PA USD 2218513.11000000 0.023719840187 Long DBT USGA US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WWKG3 346133.10000000 PA USD 386184.87000000 0.004129001247 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875PAN1 590000.00000000 PA USD 679390.64000000 0.007263890996 Long DBT CORP US N 2 2035-04-01 Fixed 3.90000000 N N N N N N METROPOLITAN TRANSN AUTH N Y REV N/A 59261AG76 480000.00000000 PA USD 660841.20000000 0.007065564581 Long DBT MUN US N 2 2049-11-15 Fixed 5.17500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EH9 3092000.00000000 PA USD 3083318.44000000 0.032966143096 Long DBT CORP US N 2 2028-08-05 Fixed 1.40000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBC4 1670000.00000000 PA USD 1868305.04000000 0.019975494745 Long DBT CORP US N 2 2025-04-15 Fixed 4.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAEW8 1281474.17000000 PA USD 1302073.69000000 0.013921477272 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36225BWL8 15646.96000000 PA USD 18591.82000000 0.000198779532 Long DBT USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N AMCOR FINANCE (USA) INC. 549300ZMT7FVT8R77U18 02343UAG0 2000000.00000000 PA USD 2192940.36000000 0.023446422131 Long DBT CORP US N 2 2026-04-28 Fixed 3.62500000 N N N N N N NELNET STUDENT LOAN CORPORATION N/A 64033MAB4 3735000.00000000 PA USD 3812109.82000000 0.040758215627 Long ABS-MBS US N 2 2048-11-25 Floating 1.03438080 N N N N N N Qatar Petroleum 254900QTESJKJ3P87J26 74730DAC7 1913000.00000000 PA USD 1929000.33000000 0.020624435052 Long DBT NUSS QA N 2 2031-07-12 Fixed 2.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QCLD6 911289.85000000 PA USD 975887.14000000 0.010433964486 Long DBT USGA US N 2 2049-12-01 Fixed 4.00000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAF9 810000.00000000 PA USD 1038452.98000000 0.011102904290 Long DBT CORP US N 2 2045-12-14 Fixed 4.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KGVF7 275078.16000000 PA USD 291279.13000000 0.003114290550 Long DBT USGA US N 2 2050-08-01 Fixed 3.00000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BX7 1092000.00000000 PA USD 1131882.90000000 0.012101835855 Long DBT CORP US N 2 2061-08-12 Fixed 3.20000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAL7 191000.00000000 PA USD 238810.97000000 0.002553312855 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CS54 288633.23000000 PA USD 312064.71000000 0.003336525268 Long DBT USGA US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A4AJ5 3124446.65000000 PA USD 3325603.31000000 0.035556598104 Long DBT USGA US N 2 2050-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV6A8 488108.81000000 PA USD 528474.88000000 0.005650333838 Long DBT USGA US N 2 2050-05-01 Fixed 4.50000000 N N N N N N JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46590MAR1 1400000.00000000 PA USD 1490200.32000000 0.015932884632 Long ABS-MBS US N 2 2049-08-15 Fixed 2.82180000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBP38 4623944.89000000 PA USD 5096573.69000000 0.054491412688 Long DBT USGA US N 2 2045-11-01 Fixed 4.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMG4 1480000.00000000 PA USD 1574115.73000000 0.016830089209 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAY5 145000.00000000 PA USD 157425.90000000 0.001683162101 Long DBT CORP US N 2 2026-05-14 Fixed 3.20000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDF6 210000.00000000 PA USD 185262.00000000 0.001980779384 Long DBT NUSS MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402QYV7 353555.54000000 PA USD 409235.44000000 0.004375452726 Long DBT USGA US N 2 2035-02-01 Fixed 5.50000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63940UAB0 747983.16000000 PA USD 787326.70000000 0.008417918927 Long ABS-MBS US N 2 2059-12-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L05E3 288698.63000000 PA USD 293195.36000000 0.003134778447 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457BD1 339000.00000000 PA USD 476035.19000000 0.005089660538 Long DBT CORP US N 2 2031-06-15 Fixed 7.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJ3W0 3285381.22000000 PA USD 3423539.75000000 0.036603712360 Long DBT USGA US N 2 2050-09-01 Fixed 2.50000000 N N N N N N WASHINGTON MUTUAL MSC MORTGAGE CORP N/A 939336C76 2537.88000000 PA USD 2232.01000000 0.000023864145 Long DBT USGA US N 2 2033-05-25 None 0.00000000 N N N N N N Government National Mortgage Association N/A 36225B2V9 222266.21000000 PA USD 263824.69000000 0.002820753889 Long DBT USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CN2 490000.00000000 PA USD 485746.49000000 0.005193491560 Long DBT CORP US N 2 2025-09-01 Fixed 0.55000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JB34 720000.00000000 PA USD 774642.24000000 0.008282299551 Long DBT NUSS IL N 2 2030-07-03 Fixed 2.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HTTN9 1265000.00000000 PA USD 1354584.34000000 0.014482909260 Long DBT USGA US N 2 2026-05-01 Fixed 3.02000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2H5 2570000.00000000 PA USD 2685567.09000000 0.028713475661 Long DBT CORP US N 2 2025-10-30 Fixed 2.40600000 N N N N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 94973VAY3 219000.00000000 PA USD 274133.22000000 0.002930970359 Long DBT CORP US N 2 2042-05-15 Fixed 4.62500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 576000.00000000 PA USD 606678.11000000 0.006486465078 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAH4 500000.00000000 PA USD 648794.23000000 0.006936761104 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N Government National Mortgage Association N/A 36213UKR0 72508.97000000 PA USD 81014.55000000 0.000866189237 Long DBT USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BV1 220000.00000000 PA USD 236133.07000000 0.002524681354 Long DBT CORP US N 2 2024-05-22 Fixed 3.62500000 N N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAQ0 700000.00000000 PA USD 753041.65000000 0.008051350930 Long DBT CORP US N 2 2051-06-01 Fixed 3.10000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CT9 2085000.00000000 PA USD 2027069.48000000 0.021672968214 Long DBT CORP US N 2 2060-09-01 Fixed 2.45000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 810000.00000000 PA USD 926385.93000000 0.009904708749 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAU7 14000.00000000 PA USD 14234.86000000 0.000152195902 Long DBT CORP US N 2 2022-02-15 Fixed 4.05000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967EW7 1175000.00000000 PA USD 2026220.45000000 0.021663890577 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N N WEC ENERGY GROUP, INC. 549300IGLYTZUK3PVP70 92939UAF3 1954000.00000000 PA USD 1963552.91000000 0.020993863419 Long DBT CORP US N 2 2024-03-15 Fixed 0.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAZ4 29583000.00000000 PA USD 29220146.16000000 0.312415191083 Long SN UST US N 1 2025-11-30 Fixed 0.37500000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDD3 940000.00000000 PA USD 1000102.82000000 0.010692873057 Long DBT CORP US N 2 2026-08-15 Fixed 2.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJGH5 333146.70000000 PA USD 355815.72000000 0.003804301167 Long DBT USGA US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X3CE6 337446.11000000 PA USD 366360.09000000 0.003917039185 Long DBT USGA US N 2 2040-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR64 7413660.13000000 PA USD 8072519.52000000 0.086309552134 Long DBT USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967JC6 590000.00000000 PA USD 669621.21000000 0.007159438461 Long DBT CORP US N 2 2026-11-20 Fixed 4.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JHZB2 1278247.50000000 PA USD 1411072.68000000 0.015086869810 Long DBT USGA US N 2 2048-11-01 Fixed 4.00000000 N N N N N N ARES CLO LTD N/A 04016VAA3 1040000.00000000 PA USD 1040365.04000000 0.011123347603 Long ABS-CBDO CORP KY N 2 2030-04-15 Floating 1.04613120 N N N N N N IHS MARKIT LTD. 549300HLPTRASHS0E726 44962LAB3 1000000.00000000 PA USD 1110350.00000000 0.011871610960 Long DBT NUSS US N 2 2025-02-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKPD4 521411.99000000 PA USD 559049.19000000 0.005977227443 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHL6 1225000.00000000 PA USD 1298509.53000000 0.013883370080 Long DBT CORP US N 2 2024-07-23 Fixed 3.86400000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBW2 310000.00000000 PA USD 358319.51000000 0.003831071123 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N N AMMC CLO LIMITED N/A 00176PAJ1 1630480.27000000 PA USD 1631150.40000000 0.017439890995 Long ABS-CBDO CORP KY N 2 2028-10-16 Floating 1.26613080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXG89 1590426.14000000 PA USD 1781730.26000000 0.019049856786 Long DBT USGA US N 2 2057-09-01 Fixed 4.50000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BX6 2500000.00000000 PA USD 2828423.78000000 0.030240867066 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N Progress Energy, Inc. 549300FBMTW0JYWMNB26 743263AP0 200000.00000000 PA USD 281336.10000000 0.003007981923 Long DBT CORP US N 2 2039-12-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617BFM90 290594.22000000 PA USD 313994.13000000 0.003357154190 Long DBT USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63940JAC3 4000000.00000000 PA USD 4063832.00000000 0.043449572218 Long ABS-MBS US N 2 2066-07-26 Floating 1.13438160 N N N N N N ENABLE MIDSTREAM PARTNERS, LP 549300TLGDBYE711G509 292480AM2 908000.00000000 PA USD 994510.32000000 0.010633079313 Long DBT CORP US N 2 2029-09-15 Fixed 4.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYU8 3729570.44000000 PA USD 4002384.19000000 0.042792586137 Long DBT USGA US N 2 2046-09-01 Fixed 3.50000000 N N N N N N ORANGE LAKE TIMESHARE TRUST N/A 68504UAA9 1284218.99000000 PA USD 1329120.81000000 0.014210658959 Long ABS-MBS US N 2 2038-04-09 Fixed 3.06000000 N N N N N N UNIVERSAL HEALTH SERVICES, INC. 549300YGMGQDO0NMJD09 913903AX8 1260000.00000000 PA USD 1260913.27000000 0.013481399375 Long DBT CORP US N 2 2026-09-01 Fixed 1.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6ML9 251419.11000000 PA USD 284848.23000000 0.003045532822 Long DBT USGA US N 2 2038-08-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5KZ5 1295875.41000000 PA USD 1392355.71000000 0.014886752202 Long DBT USGA US N 2 2049-12-01 Fixed 4.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941LAB9 1214852.93000000 PA USD 1275630.56000000 0.013638753309 Long ABS-MBS US N 2 2059-12-15 Fixed 3.39000000 N N N N N N NEWELL BRANDS INC. 549300LWGYFM1TVO1Z12 651229AW6 560000.00000000 PA USD 625800.00000000 0.006690911999 Long DBT CORP US N 2 2026-04-01 Fixed 4.70000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAY2 2235000.00000000 PA USD 2400293.58000000 0.025663395841 Long DBT CORP US N 2 2024-12-05 Fixed 4.02300000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DE2 5034000.00000000 PA USD 5045085.67000000 0.053940914429 Long DBT CORP US N 2 2024-02-04 Fixed 1.43300000 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBL8 4035000.00000000 PA USD 4149274.59000000 0.044363105057 Long DBT CORP US N 2 2031-06-15 Fixed 2.55000000 N N N N N N United States of America N/A N/A 1999.00000000 NC USD 266772796.88000000 2.852274381411 N/A DIR US N 1 US 10YR NOTE (CBT)DEC21 N/A MORGAN STANLEY & CO, INC N/A Long U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Dec 2021 2021-12-24 265992310.53000000 USD 780486.35000000 N N N Government National Mortgage Association N/A 38375BCN0 1525047.87000000 PA USD 1546403.57000000 0.016533797064 Long DBT USGA US N 2 2060-05-20 Floating 1.08613080 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874BE6 2578000.00000000 PA USD 3044554.04000000 0.032551682902 Long DBT CORP US N 2 2037-03-15 Fixed 6.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K6CU7 386147.03000000 PA USD 405306.26000000 0.004333442823 Long DBT USGA US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 3617MKLU1 561073.24000000 PA USD 598064.59000000 0.006394371271 Long DBT USGA US N 2 2050-05-15 Fixed 3.50000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216CX6 200000.00000000 PA USD 198081.46000000 0.002117842150 Long DBT CORP US N 2 2050-06-01 Fixed 2.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BYPS3 11133330.59000000 PA USD 200691.64000000 0.002145749604 Long DBT USGA US N 2 2024-04-25 Floating 1.01678760 N N N N N N ABU DHABI NATIONAL ENERGY COMPANY - P.J.S.C 213800UNJSVQFNUYYW03 00388WAK7 1850000.00000000 PA USD 1958687.50000000 0.020941843556 Long DBT NUSS AE N 2 2051-04-29 Fixed 3.40000000 N N N N N N Government National Mortgage Association N/A 36209WHQ8 20234.68000000 PA USD 22131.17000000 0.000236621462 Long DBT USGA US N 2 2028-09-15 Fixed 7.00000000 N N N N N N BANK N/A 06541XAF7 1170000.00000000 PA USD 1295140.74000000 0.013847351739 Long ABS-MBS US N 2 2060-09-15 Fixed 3.43500000 N N N N N N United States of America N/A N/A 976.00000000 NC USD 130250250.00000000 1.392606201203 N/A DIR US N 1 US 10YR NOTE (CBT)DEC21 N/A GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Dec 2021 2021-12-24 130441632.51000000 USD -191382.51000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9QD8 152516.64000000 PA USD 167414.54000000 0.001789958380 Long DBT USGA US N 2 2048-08-01 Fixed 5.00000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAN8 100000.00000000 PA USD 145673.00000000 0.001557502754 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N Government National Mortgage Association N/A 38380MP88 569740.11000000 PA USD 584041.38000000 0.006244438283 Long DBT USGA US N 2 2060-06-16 Fixed 3.15000000 N N N N N N PETROLEOS DEL PERU - PETROPERU S.A. 549300ZMGDLC9JT2OR80 716564AB5 1095000.00000000 PA USD 1142090.48000000 0.012210972990 Long DBT NUSS PE N 2 2047-06-19 Fixed 5.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9NN9 1703668.60000000 PA USD 1889403.88000000 0.020201078768 Long DBT USGA US N 2 2048-08-01 Fixed 4.50000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941XAA5 3080608.72000000 PA USD 3101661.29000000 0.033162260698 Long ABS-MBS US N 2 2069-07-15 Fixed 1.22000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDP4 250000.00000000 PA USD 288478.27000000 0.003084344388 Long DBT CORP US N 2 2028-12-15 Fixed 3.87500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05608WAA2 1310000.00000000 PA USD 1312098.88000000 0.014028664335 Long ABS-MBS US Y 2 2038-06-15 Floating 0.76600080 N N N N N N EQUIFAX INC. 5493004MCF8JDC86VS77 294429AN5 3015000.00000000 PA USD 3187594.28000000 0.034081036783 Long DBT CORP US N 2 2023-06-15 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9HZ9 654207.31000000 PA USD 722312.19000000 0.007722798497 Long DBT USGA US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3SX9 287363.02000000 PA USD 299286.29000000 0.003199901293 Long DBT USGA US N 2 2047-05-25 Fixed 4.00000000 N N N N N N BANQUE CANADIENNE IMPERIALE DE COMMERCE 2IGI19DL77OX0HC3ZE78 13607GRK2 750000.00000000 PA USD 757031.04000000 0.008094004585 Long DBT NUSS CA N 2 2023-06-23 Fixed 0.95000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CG2 3000000.00000000 PA USD 3159482.52000000 0.033780472205 Long DBT CORP US N 2 2024-07-30 Fixed 2.50000000 N N N N N N REGENERON PHARMACEUTICALS, INC. 549300RCBFWIRX3HYQ56 75886FAF4 955000.00000000 PA USD 903767.13000000 0.009662873658 Long DBT CORP US N 2 2050-09-15 Fixed 2.80000000 N N N N N N MID-AMERICA APARTMENTS, L.P. 549300FXWGE3QSYCUJ38 59523UAA5 793000.00000000 PA USD 847871.41000000 0.009065249267 Long DBT CORP US N 2 2023-10-15 Fixed 4.30000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BZ8 480000.00000000 PA USD 492158.40000000 0.005262046251 Long DBT CORP US N 2 2031-05-12 Fixed 2.10000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAP8 740000.00000000 PA USD 776749.94000000 0.008304834602 Long DBT CORP US N 2 2025-05-15 Fixed 2.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYY0 4689786.41000000 PA USD 4978560.52000000 0.053229642578 Long DBT USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622AA3G7 4714897.40000000 PA USD 4929892.53000000 0.052709295441 Long DBT USGA US N 2 2051-03-20 Fixed 2.50000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08163GAU4 1533000.00000000 PA USD 1565720.51000000 0.016740329416 Long ABS-MBS US N 2 2054-08-15 Floating 2.22369840 N N N N N N COMM MORTGAGE TRUST N/A 12593FBD5 614000.00000000 PA USD 669693.98000000 0.007160216502 Long ABS-MBS US N 2 2048-07-10 Fixed 3.70800000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJD2 3489000.00000000 PA USD 3500606.75000000 0.037427695286 Long DBT CORP US N 2 2026-06-19 Fixed 1.31900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KACD6 1148022.45000000 PA USD 1201076.01000000 0.012841632930 Long DBT USGA US N 2 2050-05-01 Fixed 3.00000000 N N N N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 12667FRG2 123855.81000000 PA USD 127966.42000000 0.001368188007 Long ABS-MBS US N 2 2031-11-25 Fixed 6.50000000 N N N N N N MASTR ADJUSTABLE RATE MORTGAGE TRUST N/A 576433WL6 1051204.64000000 PA USD 1083944.72000000 0.011589291681 Long ABS-MBS US N 2 2034-11-21 Floating 2.74503960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6QL8 337534.10000000 PA USD 368935.23000000 0.003944571999 Long DBT USGA US N 2 2048-11-01 Fixed 4.00000000 N N N N N N SABRA HEALTH CARE LIMITED PARTNERSHIP 549300OVKLRFSIQG0H81 78572XAG6 1335000.00000000 PA USD 1429337.79000000 0.015282156233 Long DBT CORP US N 2 2029-10-15 Fixed 3.90000000 N N N N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 036752AB9 330000.00000000 PA USD 369337.85000000 0.003948876721 Long DBT CORP US N 2 2027-12-01 Fixed 3.65000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538BAA1 1730077.62000000 PA USD 1729677.63000000 0.018493321844 Long ABS-MBS US Y 2 2063-10-25 Floating 0.82000080 N N N N N N VERUS SECURITIZATION TRUST N/A 92537KAA2 1550245.52000000 PA USD 1573620.59000000 0.016824795284 Long ABS-MBS US N 2 2059-11-25 Fixed 2.64200000 N N N N N N Government National Mortgage Association 2 N/A 21H0226A4 30600000.00000000 PA USD 31674586.01000000 0.338657506592 Long DBT USGA US N 2 2046-02-20 Fixed 2.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCE4 2363000.00000000 PA USD 2570845.56000000 0.027486899020 Long DBT CORP US N 2 2052-04-22 Fixed 3.32800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371K7E5 59203.23000000 PA USD 67413.50000000 0.000720769888 Long DBT USGA US N 2 2033-07-01 Fixed 5.00000000 N N N N N N Continental Airlines N/A 210795QB9 46906.09000000 PA USD 49579.73000000 0.000530095254 Long DBT CORP US N 2 2024-10-29 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L2FM0 4728982.96000000 PA USD 4817245.08000000 0.051504894394 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N CHASE MORTGAGE FINANCE CORPORATION N/A 16163LAA0 33214.50000000 PA USD 32465.41000000 0.000347112817 Long ABS-MBS US N 2 2035-06-25 Floating 2.27971440 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A2BZ2 0.01000000 PA USD 0.01000000 0.000000000106 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325CU7 3310000.00000000 PA USD 3465901.00000000 0.037056629260 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 53328.06000000 0.000570171550 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A U.S. DOLLARS N/A 6780000.00000000 EUR 8063548.92000000 USD 2021-10-19 53328.06000000 N N N KCAP SENIOR FUNDING LLC N/A 48669RAA9 4070000.00000000 PA USD 4068966.22000000 0.043504466136 Long ABS-CBDO CORP US N 2 2029-12-20 Floating 2.03450040 N N N N N N Government National Mortgage Association N/A 36200GK21 11695.56000000 PA USD 13087.78000000 0.000139931582 Long DBT USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LNV0 1207135.80000000 PA USD 1347835.84000000 0.014410755825 Long DBT USGA US N 2 2044-10-01 Fixed 4.50000000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EN6 1153000.00000000 PA USD 1177219.49000000 0.012586564416 Long DBT CORP US N 2 2031-06-15 Fixed 2.25000000 N N N N N N Government National Mortgage Association 2 N/A 36179R4E6 1140778.34000000 PA USD 1212194.19000000 0.012960505995 Long DBT USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAP4 353000.00000000 PA USD 443895.29000000 0.004746028000 Long DBT CORP US N 2 2041-06-01 Fixed 6.05000000 N N N N N N CENT CLO LIMITED N/A 197363AA2 1030000.00000000 PA USD 1035045.97000000 0.011066477310 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 1.83425040 N N N N N N CWABS ASSET-BACKED CERTIFICATES TRUST N/A 126673AW2 2225508.61000000 PA USD 2170856.35000000 0.023210304893 Long ABS-MBS US N 2 2034-12-25 Floating 0.62438040 N N N N N N Government National Mortgage Association N/A 36201MQF2 23326.78000000 PA USD 23876.44000000 0.000255281493 Long DBT USGA US N 2 2032-10-15 Fixed 7.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RR1 420000.00000000 PA USD 643809.52000000 0.006883465712 Long DBT USGA US N 2 2046-02-15 Fixed 1.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AC2 1640000.00000000 PA USD 1650087.00000000 0.017642356837 Long DBT CORP GB N 2 2027-06-14 Fixed 1.64200000 N N N N N N Government National Mortgage Association N/A 36241KBB3 10341.69000000 PA USD 12273.13000000 0.000131221528 Long DBT USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AAP3 182145.14000000 PA USD 199646.18000000 0.002134571782 Long DBT USGA US N 2 2031-11-01 Fixed 4.50000000 N N N N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 12667FRL1 12221.65000000 PA USD 11609.51000000 0.000124126254 Long DBT USGA US N 2 2031-11-25 None 0.00000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBA0 60000.00000000 PA USD 74429.83000000 0.000795786901 Long DBT CORP US N 2 2044-03-15 Fixed 4.85000000 N N N N N N TELEFONICA EMISIONES, S.A.U. 549300Y5MFC4SW5Z3K71 87938WAT0 150000.00000000 PA USD 169297.91000000 0.001810094946 Long DBT NUSS ES N 2 2027-03-08 Fixed 4.10300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EG5M2 8486.53000000 PA USD 10059.53000000 0.000107554218 Long DBT USGA US N 2 2040-10-01 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SX7 24927000.00000000 PA USD 27528755.63000000 0.294331226249 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N COMM MORTGAGE TRUST N/A 200474BD5 15894435.00000000 PA USD 501652.21000000 0.005363551920 Long DBT USGA US N 2 2048-02-10 Floating 1.25867160 N N N N N N CHEVRON CORPORATION N/A 166764BX7 290000.00000000 PA USD 300878.84000000 0.003216928477 Long DBT CORP US N 2 2027-05-11 Fixed 1.99500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B8UA5 186979.11000000 PA USD 198512.41000000 0.002122449770 Long DBT USGA US N 2 2037-10-25 Fixed 2.50000000 N N N N N N EQUIFAX INC. 5493004MCF8JDC86VS77 294429AR6 445000.00000000 PA USD 471238.23000000 0.005038372527 Long DBT CORP US N 2 2025-12-15 Fixed 2.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LQFM4 76861.84000000 PA USD 85006.70000000 0.000908872401 Long DBT USGA US N 2 2037-03-01 Fixed 4.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDY5 710000.00000000 PA USD 729790.08000000 0.007802750405 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N Government National Mortgage Association N/A 36210ASJ7 3124.92000000 PA USD 3491.49000000 0.000037330221 Long DBT USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N BCC FUNDING LLC N/A 05492MAB1 1687656.33000000 PA USD 1707024.04000000 0.018251114786 Long ABS-MBS US N 2 2024-08-20 Fixed 2.46000000 N N N N N N COMM MORTGAGE TRUST N/A 12595HAA6 1780000.00000000 PA USD 1852548.71000000 0.019807031630 Long ABS-MBS US N 2 2029-10-10 Fixed 3.24400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KBGQ1 1667885.12000000 PA USD 1763280.94000000 0.018852600831 Long DBT USGA US N 2 2050-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413B2H3 87770.83000000 PA USD 98683.98000000 0.001055106784 Long DBT USGA US N 2 2037-10-01 Fixed 6.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 1109000.00000000 PA USD 1224774.29000000 0.013095009578 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412LTX8 249439.68000000 PA USD 291420.81000000 0.003115805360 Long DBT USGA US N 2 2037-08-01 Fixed 6.00000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FTB4 3345255.57000000 PA USD 3411294.59000000 0.036472789880 Long ABS-MBS US N 2 2034-07-25 Floating 2.59430760 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAC5 1720000.00000000 PA USD 2279498.83000000 0.024371885706 Long DBT CORP US N 2 2035-06-15 Fixed 5.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398GJB6 68683.34000000 PA USD 71763.46000000 0.000767278676 Long DBT USGA US N 2 2039-12-25 Floating 2.10719520 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FTWF4 11113.66000000 PA USD 12115.58000000 0.000129537039 Long DBT USGA US N 2 2047-02-01 Fixed 4.50000000 N N N N N N MERRILL LYNCH MORTGAGE TRUST N/A 59020UGG4 59058.40000000 PA USD 57656.19000000 0.000616446937 Long ABS-MBS US N 2 2029-09-25 Floating 0.87300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XYCW5 55980.09000000 PA USD 59555.66000000 0.000636755641 Long DBT USGA US N 2 2048-04-01 Fixed 3.50000000 N N N N N N RESIDENTIAL ACCREDIT LOANS INCORPORATED N/A 761118QM3 350905.34000000 PA USD 324977.68000000 0.003474587821 Long ABS-MBS US N 2 2046-01-25 Floating 1.09792080 N N N N N N Government National Mortgage Association N/A 36208T4S6 317.61000000 PA USD 354.87000000 0.000003794189 Long DBT USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N N/A N/A N/A -51957362.94200000 PA USD -51957362.94000000 -0.55551636813 Short DBT CORP US N 2 2049-12-31 Floating 0.00000000 N N N N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222AN5 1070000.00000000 PA USD 1061683.41000000 0.011351278792 Long DBT CORP US N 2 2030-06-01 Fixed 1.75000000 N N N N N N RECKSON OPERATING PARTNERSHIP, L.P. 549300Z8X84XIDB6JE13 75625AAD6 500000.00000000 PA USD 519223.20000000 0.005551416969 Long DBT CORP US N 2 2022-12-01 Fixed 4.50000000 N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAJ2 1094000.00000000 PA USD 1204374.52000000 0.012876899853 Long DBT NUSS NO N 2 2031-01-15 Fixed 4.00000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DB8 1658000.00000000 PA USD 1778459.95000000 0.019014891372 Long DBT CORP US N 2 2028-02-01 Fixed 3.25000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CX1 550000.00000000 PA USD 764462.88000000 0.008173464137 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N Government National Mortgage Association N/A 36220ABT1 2102.48000000 PA USD 2390.88000000 0.000025562747 Long DBT USGA US N 2 2033-08-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179TJX4 1615987.68000000 PA USD 1724221.80000000 0.018434989344 Long DBT USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179TNS0 1572100.62000000 PA USD 1674681.96000000 0.017905320585 Long DBT USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAJ9 1060000.00000000 PA USD 1352495.68000000 0.014460577780 Long DBT CORP BE N 2 2046-02-01 Fixed 4.90000000 N N N N N N Chevron U.S.A. Inc. VA8TZDWPEZYU430RZ444 166756AR7 990000.00000000 PA USD 1124276.81000000 0.012020513261 Long DBT CORP US N 2 2028-01-15 Fixed 3.85000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687EH5 260000.00000000 PA USD 396428.12000000 0.004238519759 Long DBT CORP US N 2 2037-11-15 Fixed 6.65000000 N N N N N N NORTHERN TRUST CORPORATION 549300GLF98S992BC502 665859AN4 300000.00000000 PA USD 305962.89000000 0.003271285989 Long DBT CORP US N 2 2022-08-02 Fixed 2.37500000 N N N N N N Government National Mortgage Association 2 N/A 36179TV69 365607.18000000 PA USD 388104.44000000 0.004149524855 Long DBT USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKE38 9104716.89000000 PA USD 9285471.56000000 0.099278160890 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N DBCCRE MORTGAGE TRUST N/A 23305MAG0 560000.00000000 PA USD 587364.18000000 0.006279964909 Long ABS-MBS US N 2 2034-01-10 Floating 5.09898240 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BC2R0 3119815.09000000 PA USD 466325.31000000 0.004985844698 Long DBT USGA US N 2 2050-12-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LV7A1 1300000.00000000 PA USD 1371260.70000000 0.014661209128 Long DBT USGA US N 2 2051-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F3KK9 409049.52000000 PA USD 437325.03000000 0.004675780266 Long DBT USGA US N 2 2038-09-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L05B9 384656.06000000 PA USD 391336.89000000 0.004184085479 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST N/A 89233MAD5 503587.32000000 PA USD 508746.42000000 0.005439401608 Long ABS-MBS US N 2 2024-01-16 Fixed 1.92000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GNG80 179229.53000000 PA USD 201063.24000000 0.002149722667 Long DBT USGA US N 2 2047-04-01 Fixed 4.00000000 N N N N N N WHEELS SPV, LLC N/A 96328DBT0 2648770.75000000 PA USD 2653820.63000000 0.028374049694 Long ABS-MBS US N 2 2029-08-20 Fixed 0.51000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5MG5 150028.18000000 PA USD 162669.19000000 0.001739222172 Long DBT USGA US N 2 2049-10-01 Fixed 4.00000000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EE9 1560000.00000000 PA USD 1781071.92000000 0.019042817964 Long DBT CORP US N 2 2028-06-26 Fixed 3.70000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BK9 980000.00000000 PA USD 1109178.46000000 0.011859085119 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ALME8 656808.69000000 PA USD 686286.72000000 0.007337622323 Long DBT USGA US N 2 2044-11-25 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCN9 197410000.00000000 PA USD 197178659.17000000 2.108189608120 Long SN UST US N 2 2023-07-31 Fixed 0.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FLFL5 477643.75000000 PA USD 70435.37000000 0.000753079038 Long DBT USGA US N 2 2041-11-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XZE31 83288.79000000 PA USD 92336.49000000 0.000987240858 Long DBT USGA US N 2 2044-07-01 Fixed 5.00000000 N N N N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450YAG8 640000.00000000 PA USD 658911.05000000 0.007044927854 Long DBT CORP US N 2 2025-06-01 Fixed 1.65000000 N N N N N N RUBY PIPELINE, L.L.C. 549300VXRTBPBK07QT94 781172AB7 1727272.73000000 PA USD 1626648.76000000 0.017391760479 Long DBT CORP US N 2 2022-04-01 Fixed 8.00000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359A5D7 48048.23000000 PA USD 50119.45000000 0.000535865818 Long DBT USGA US N 2 2023-07-25 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XUHY4 138380.74000000 PA USD 147231.13000000 0.001574161927 Long DBT USGA US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G04Z3 7405000.00000000 PA USD 7385939.01000000 0.078968788674 Long DBT USGA US N 2 2025-06-17 Fixed 0.50000000 N N N N N N Government National Mortgage Association N/A 38379R5W9 2831947.87000000 PA USD 123284.60000000 0.001318131047 Long DBT USGA US N 2 2057-04-16 Floating 0.58471920 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBV0 610000.00000000 PA USD 657418.09000000 0.007028965463 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359PMW3 64919.80000000 PA USD 72386.15000000 0.000773936336 Long DBT USGA US N 2 2027-04-25 Fixed 6.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175AZ7 170000.00000000 PA USD 227235.53000000 0.002429550870 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N Government National Mortgage Association N/A 36213Q3H0 172.46000000 PA USD 177.90000000 0.000001902066 Long DBT USGA US N 2 2031-09-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LL7J8 2135000.00000000 PA USD 2135238.56000000 0.022829487541 Long DBT USGA US N 2 2024-06-01 Fixed 3.02000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4L1 721734.57000000 PA USD 793900.58000000 0.008488205365 Long DBT USGA US N 2 2048-06-01 Fixed 5.00000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CP1 600000.00000000 PA USD 674796.89000000 0.007214775661 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SZ2 4390000.00000000 PA USD 4468196.88000000 0.047772950019 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBP7 205000.00000000 PA USD 201252.65000000 0.002151747796 Long DBT CORP US N 2 2061-02-04 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AVC9 29618.51000000 PA USD 32481.88000000 0.000347288911 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N ESSEX PORTFOLIO, L.P. 5493003GN3O58H286O74 29717PAZ0 797000.00000000 PA USD 818808.52000000 0.008754515423 Long DBT CORP US N 2 2031-06-15 Fixed 2.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6U41 880618.40000000 PA USD 922313.12000000 0.009861163186 Long DBT USGA US N 2 2050-03-01 Fixed 3.00000000 N N N N N N BRK: CITIGROUP N/A N/A 4780000.00000000 NC USD 17227.62000000 0.000184193814 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2053-07-24 0.00000000 USD 0.00000000 USD -4780000.00000000 USD 17227.62000000 N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BX1 970000.00000000 PA USD 1023485.58000000 0.010942876236 Long DBT CORP US N 2 2024-02-06 Fixed 2.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LVU3 215623.77000000 PA USD 233726.28000000 0.002498948500 Long DBT USGA US N 2 2037-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36208PX29 2968.49000000 PA USD 3316.71000000 0.000035461512 Long DBT USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GSRR5 236392.01000000 PA USD 254836.20000000 0.002724650988 Long DBT USGA US N 2 2047-10-01 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGT0 670000.00000000 PA USD 713478.91000000 0.007628355066 Long DBT CORP US N 2 2025-10-01 Fixed 3.09300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411KDZ3 40855.62000000 PA USD 47730.71000000 0.000510325951 Long DBT USGA US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AY8 490000.00000000 PA USD 621199.78000000 0.006641727488 Long DBT NUSS NL N 2 2043-08-12 Fixed 4.55000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92925DAD2 183650.64000000 PA USD 178507.08000000 0.001908557308 Long ABS-MBS US N 2 2046-12-25 Floating 1.80600120 N N N N N N Government National Mortgage Association N/A 36241KDR6 20094.89000000 PA USD 22653.35000000 0.000242204492 Long DBT USGA US N 2 2034-11-15 Fixed 6.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967HB0 1370000.00000000 PA USD 1592009.50000000 0.017021405349 Long DBT CORP US N 2 2025-09-13 Fixed 5.50000000 N N N N N N MAGNETITE CLO, LIMITED N/A 55954LAL7 2910000.00000000 PA USD 2889932.64000000 0.030898505880 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 1.25388000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L0AZ0 288396.48000000 PA USD 293079.96000000 0.003133544616 Long DBT USGA US N 2 2051-01-01 Fixed 2.00000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AR0 1180000.00000000 PA USD 1357965.06000000 0.014519055154 Long DBT NUSS GB N 2 2028-03-22 Fixed 4.37500000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BG6 50000.00000000 PA USD 64266.14000000 0.000687119027 Long DBT CORP US N 2 2047-03-15 Fixed 4.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F5DA8 311786.54000000 PA USD 332843.24000000 0.003558684609 Long DBT USGA US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BSJ6 508528.54000000 PA USD 540303.36000000 0.005776801270 Long DBT USGA US N 2 2035-07-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796J59 47040000.00000000 PA USD 47033855.16000000 0.502875336994 Long DBT UST US N 2 2021-12-09 None 0.00000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 78471CAB5 90651.64000000 PA USD 92571.42000000 0.000989752676 Long ABS-MBS US N 2 2040-09-25 Fixed 2.65000000 N N N N N N COMM MORTGAGE TRUST N/A 12591QAQ5 1530000.00000000 PA USD 1609759.36000000 0.017211182835 Long ABS-MBS US N 2 2047-08-10 Fixed 3.42000000 N N N N N N VONTIER CORPORATION N/A 928881AE1 925000.00000000 PA USD 934157.50000000 0.009987800617 Long DBT CORP US N 2 2031-04-01 Fixed 2.95000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CS6 3535000.00000000 PA USD 3536784.75000000 0.037814502276 Long DBT NUSS GB N 2 2025-05-24 Fixed 0.97600000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CE2 646000.00000000 PA USD 694681.18000000 0.007427373990 Long DBT CORP US N 2 2052-03-17 Fixed 2.92100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411YY72 1055.03000000 PA USD 1185.03000000 0.000012670072 Long DBT USGA US N 2 2037-04-01 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 7475000.00000000 PA USD 7504715.29000000 0.080238717784 Long DBT CORP US N 2 2027-07-20 Fixed 1.51200000 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST N/A 17305EGE9 6475000.00000000 PA USD 6589257.20000000 0.070450847027 Long ABS-MBS US N 2 2029-05-14 Floating 0.86550120 N N N N N N DRYDEN CLO LTD N/A 26252VAU5 2910000.00000000 PA USD 2908486.80000000 0.031096882760 Long ABS-CBDO CORP KY Y 2 2034-05-20 Floating 1.78362000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K2AU8 482354.52000000 PA USD 523703.62000000 0.005599320606 Long DBT USGA US N 2 2049-09-01 Fixed 4.50000000 N N N N N N DELL INTERNATIONAL L.L.C. N/A 24703TAE6 388000.00000000 PA USD 449004.48000000 0.004800654303 Long DBT CORP US N 2 2026-10-01 Fixed 4.90000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CR4 1740000.00000000 PA USD 1794775.20000000 0.019189330333 Long DBT CORP US N 2 2026-08-15 Fixed 3.20000000 N N N N N N Government National Mortgage Association 2 N/A 36179UH62 984639.11000000 PA USD 1060581.00000000 0.011339492073 Long DBT USGA US N 2 2048-12-20 Fixed 5.00000000 N N N N N N ADANI PORTS AND SPECIAL ECONOMIC ZONE LIMITED 335800QOAXP5TM7OYP69 00652MAG7 1407000.00000000 PA USD 1493061.56000000 0.015963476363 Long DBT NUSS IN N 2 2027-08-04 Fixed 4.20000000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 453140AF2 3165000.00000000 PA USD 3475263.56000000 0.037156731633 Long DBT NUSS GB N 2 2025-07-21 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397LDZ9 139500.98000000 PA USD 1025.69000000 0.000010966445 Long DBT USGA US N 2 2037-03-25 Floating 6.34561920 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 413875AT2 480000.00000000 PA USD 641830.20000000 0.006862303271 Long DBT CORP US N 2 2045-04-27 Fixed 5.05400000 N N N N N N ONE MANHATTAN WEST N/A 563136AA8 2300000.00000000 PA USD 2371212.37000000 0.025352466124 Long ABS-MBS US N 2 2039-09-10 Fixed 2.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCE1 1310000.00000000 PA USD 1396796.50000000 0.014934232124 Long DBT USGA US N 2 2051-09-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBAL4 2667349.52000000 PA USD 2720304.52000000 0.029084880403 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80285WAD9 1050000.00000000 PA USD 1050820.37000000 0.011235133626 Long ABS-MBS US N 2 2024-07-15 Fixed 0.52000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LCTV3 1230000.00000000 PA USD 1259809.37000000 0.013469596726 Long DBT USGA US N 2 2035-09-01 Fixed 1.85000000 N N N N N N DBJPM MORTGAGE TRUST N/A 23312LAU2 1780000.00000000 PA USD 1912554.11000000 0.020448595789 Long ABS-MBS US N 2 2049-05-10 Floating 4.19500080 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2F9 2590000.00000000 PA USD 2804751.77000000 0.029987771292 Long DBT CORP US N 2 2027-06-17 Fixed 3.19600000 N N N N N N BUNGE LIMITED FINANCE CORP. 549300QHC068L40NNM71 120568BB5 1346000.00000000 PA USD 1367267.32000000 0.014618512813 Long DBT CORP US N 2 2025-08-17 Fixed 1.63000000 N N N N N N Government National Mortgage Association N/A 36225B7K8 41338.03000000 PA USD 49089.82000000 0.000524857247 Long DBT USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N TESLA AUTO LEASE TRUST N/A 88161FAC0 881000.00000000 PA USD 882791.25000000 0.009438604295 Long ABS-MBS US Y 2 2025-03-20 Fixed 0.56000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDL3 180000.00000000 PA USD 227058.21000000 0.002427655004 Long DBT CORP US N 2 2048-06-15 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8BA4 854768.70000000 PA USD 905681.74000000 0.009683344234 Long DBT USGA US N 2 2050-09-01 Fixed 3.00000000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAH4 1420000.00000000 PA USD 1464334.50000000 0.015656333138 Long DBT NUSS IE N 2 2025-02-15 Fixed 2.87500000 N N N N N N Government National Mortgage Association 2 N/A 3617MB4M8 150034.72000000 PA USD 163360.57000000 0.001746614250 Long DBT USGA US N 2 2050-01-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339S5V3 240222.79000000 PA USD 252053.02000000 0.002694893857 Long DBT USGA US N 2 2049-10-01 Fixed 3.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDG3 2055000.00000000 PA USD 2283761.78000000 0.024417464203 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAQ1 1810000.00000000 PA USD 1905259.45000000 0.020370602935 Long DBT CORP US N 2 2024-04-24 Fixed 3.73700000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89177HAA0 2041368.26000000 PA USD 2055588.02000000 0.021977881990 Long ABS-MBS US N 2 2058-05-25 Floating 1.08438120 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825CAX2 1130000.00000000 PA USD 1309612.22000000 0.014002077529 Long DBT CORP US N 2 2028-08-15 Fixed 4.30000000 N N N N N N YALE UNIVERSITY 9SFB6DIM0FRWV0EV8S84 98459LAB9 1184000.00000000 PA USD 1174098.60000000 0.012553196567 Long DBT CORP US N 2 2030-04-15 Fixed 1.48200000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SY5 14190000.00000000 PA USD 15183300.00000000 0.162336408066 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBF5 389000.00000000 PA USD 451488.18000000 0.004827209462 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N Government National Mortgage Association N/A 36201CV27 38893.02000000 PA USD 40485.80000000 0.000432865012 Long DBT USGA US N 2 2032-05-15 Fixed 7.00000000 N N N N N N BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST N/A 05491YAA8 2640000.00000000 PA USD 3038481.07000000 0.032486752081 Long ABS-MBS US N 2 2038-08-10 Floating 4.22710920 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EZ2 2688000.00000000 PA USD 2737054.84000000 0.029263971034 Long DBT CORP US N 2 2040-05-28 Fixed 2.55000000 N N N N N N WALGREENS BOOTS ALLIANCE, INC. 549300RPTUOIXG4LIH86 931427AF5 833000.00000000 PA USD 834129.32000000 0.008918321950 Long DBT CORP US N 2 2021-11-18 Fixed 3.30000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCH7 1545000.00000000 PA USD 1544541.27000000 0.016513885774 Long DBT CORP US N 2 2031-08-15 Fixed 1.90000000 N N N N N N VOYA CLO N/A 92917KAA2 2810000.00000000 PA USD 2811194.25000000 0.030056652830 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 1.27613160 N N N N N N MID-ATLANTIC INTERSTATE TRANSMISSION, LLC N/A 59524QAA3 220000.00000000 PA USD 249478.27000000 0.002667365213 Long DBT CORP US N 2 2028-05-15 Fixed 4.10000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BS4 540000.00000000 PA USD 530854.99000000 0.005675781436 Long DBT CORP US N 2 2030-06-03 Fixed 1.50000000 N N N N N BP CAPITAL MARKETS P.L.C. 549300CRVT18MXX0AG93 05565QDA3 340000.00000000 PA USD 369936.32000000 0.003955275427 Long DBT NUSS GB N 2 2025-03-17 Fixed 3.50600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WDZM6 27741.86000000 PA USD 30692.39000000 0.000328156089 Long DBT USGA US N 2 2045-01-01 Fixed 4.00000000 N N N N N N FARMERS EXCHANGE CAPITAL II N/A 30958PAA1 4120000.00000000 PA USD 5384759.41000000 0.057572629199 Long DBT CORP US N 2 2053-11-01 Fixed 6.15100000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RAD4 2770000.00000000 PA USD 3806737.82000000 0.040700779418 Long DBT CORP US N 2 2037-09-01 Fixed 6.50000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416CD52 14694.71000000 PA USD 17462.61000000 0.000186706274 Long DBT USGA US N 2 2039-04-01 Fixed 6.00000000 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AX7 250000.00000000 PA USD 267424.26000000 0.002859239677 Long DBT CORP US N 2 2050-03-12 Fixed 3.35000000 N N N N N N TOYOTA AUTO LOAN EXTENDED NOTE TRUST N/A 89237JAA4 1644000.00000000 PA USD 1677266.83000000 0.017932957430 Long ABS-MBS US N 2 2033-05-25 Fixed 1.35000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBM2 570000.00000000 PA USD 678828.79000000 0.007257883823 Long DBT CORP US N 2 2034-08-15 Fixed 4.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EGCF9 99496.57000000 PA USD 113830.34000000 0.001217048238 Long DBT USGA US N 2 2040-11-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCV1 157220000.00000000 PA USD 157637615.63000000 1.685425717564 Long SN UST US N 2 2028-08-31 Fixed 1.12500000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWZ3 500000.00000000 PA USD 572450.78000000 0.006120514211 Long DBT CORP US N 2 2029-05-01 Fixed 4.22300000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCH3 450000.00000000 PA USD 453410.87000000 0.004847766428 Long DBT CORP US N 2 2021-12-15 Fixed 2.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 30711XCB8 2105442.14000000 PA USD 2203511.74000000 0.023559448934 Long DBT USGA US N 2 2028-09-25 Floating 6.08438160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4RG3 4838632.47000000 PA USD 5395866.71000000 0.057691385937 Long DBT USGA US N 2 2049-08-01 Fixed 5.00000000 N N N N N N EATON CORPORATION 0NZWDMRCE180888QQE14 278058AP7 325000.00000000 PA USD 378350.69000000 0.004045239967 Long DBT CORP US N 2 2024-04-01 Fixed 7.62500000 N N N N N N JGWPT LLC N/A 46618AAA2 1844774.13000000 PA USD 2034308.44000000 0.021750365536 Long ABS-MBS US N 2 2073-01-17 Fixed 3.61000000 N N N N N N BEAR STEARNS ARM TRUST N/A 07384MM66 16676.85000000 PA USD 16486.30000000 0.000176267789 Long ABS-MBS US N 2 2034-05-25 Floating 2.74028040 N N N N N N Government National Mortgage Association N/A 36208YK99 44678.81000000 PA USD 48950.41000000 0.000523366707 Long DBT USGA US N 2 2028-09-15 Fixed 7.00000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AT3 1364000.00000000 PA USD 1473205.44000000 0.015751179221 Long DBT NUSS JP N 2 2023-11-26 Fixed 4.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BKY1 127384.94000000 PA USD 137850.99000000 0.001473871593 Long DBT USGA US N 2 2034-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XXNS4 2064105.77000000 PA USD 2194138.20000000 0.023459229165 Long DBT USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78445GAE3 1155000.00000000 PA USD 1169363.81000000 0.012502573263 Long ABS-MBS US N 2 2075-10-25 Floating 2.37525120 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST N/A 92938VAT2 210000.00000000 PA USD 222730.47000000 0.002381383787 Long ABS-MBS US N 2 2047-03-15 Floating 4.72299840 N N N N N N LAS VEGAS SANDS CORP. 549300DUOO1KXOHPM605 517834AH0 140000.00000000 PA USD 144630.38000000 0.001546355297 Long DBT CORP US N 2 2025-06-25 Fixed 2.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FKHX7 236904.25000000 PA USD 236738.37000000 0.002531153085 Long DBT USGA US N 2 2048-12-15 Floating 0.44550000 N N N N N N MASSMUTUAL GLOBAL FUNDING II 549300K1IE3K7YU6VG29 57629WCU2 2220000.00000000 PA USD 2241794.85000000 0.023968763284 Long DBT CORP US N 2 2023-06-09 Fixed 0.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9PN9 888653.24000000 PA USD 957373.67000000 0.010236022654 Long DBT USGA US N 2 2048-10-01 Fixed 4.00000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BA9 190000.00000000 PA USD 195242.37000000 0.002087487242 Long DBT CORP US N 2 2022-12-01 Fixed 3.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X82M8 1546864.88000000 PA USD 1634604.71000000 0.017476823696 Long DBT USGA US N 2 2050-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A34H8 783738.80000000 PA USD 828263.83000000 0.008855609458 Long DBT USGA US N 2 2050-04-01 Fixed 3.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYA6 9675000.00000000 PA USD 9711571.02000000 0.103833919903 Long DBT CORP US N 2 2027-03-09 Fixed 1.43100000 N N N N N N Government National Mortgage Association 2 N/A 36179VDS6 241863.29000000 PA USD 259932.53000000 0.002779139795 Long DBT USGA US N 2 2050-01-20 Fixed 5.00000000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508BD5 1250000.00000000 PA USD 1584377.28000000 0.016939803379 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCK8 270000.00000000 PA USD 351496.91000000 0.003758125428 Long DBT CORP US N 2 2046-08-21 Fixed 4.86200000 N N N N N N Government National Mortgage Association N/A 36209LK96 9804.69000000 PA USD 10954.82000000 0.000117126456 Long DBT USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36264KAU4 1863000.00000000 PA USD 1835255.27000000 0.019622134082 Long ABS-MBS US N 2 2053-12-12 Fixed 1.72100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K44S6 134803.27000000 PA USD 142152.68000000 0.001519864289 Long DBT USGA US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617JLSR3 376399.38000000 PA USD 403739.89000000 0.004316695549 Long DBT USGA US N 2 2049-05-20 Fixed 4.50000000 N N N N N N LAND O'LAKES, INC. 4ONCJWH5BBCYSJIJYX61 514666AJ5 1890000.00000000 PA USD 1985508.28000000 0.021228605267 Long DBT CORP US N 2 2022-11-15 Fixed 6.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RJZ6 825000.00000000 PA USD 869295.57000000 0.009294311538 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAB7 195000.00000000 PA USD 210210.89000000 0.002247527271 Long DBT NUSS IE N 2 2023-10-01 Fixed 5.12500000 N N N N N N DOLLAR GENERAL CORPORATION OPX52SQVOZI8IVSWYU66 256677AC9 70000.00000000 PA USD 72732.48000000 0.000777639218 Long DBT CORP US N 2 2023-04-15 Fixed 3.25000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDK4 310000.00000000 PA USD 341178.42000000 0.003647802468 Long DBT CORP US N 2 2027-04-01 Fixed 3.30000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78442GJH0 3912000.00000000 PA USD 3924592.61000000 0.041960856166 Long ABS-MBS US N 2 2068-12-17 Floating 0.78887880 N N N N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 12667FWU5 399198.49000000 PA USD 401135.48000000 0.004288849787 Long ABS-MBS US N 2 2034-12-25 Fixed 6.00000000 N N N N N N CIM TRUST N/A 12553XAD5 295419.82000000 PA USD 301709.01000000 0.003225804467 Long ABS-MBS US N 2 2048-08-25 Floating 3.99999960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ADY52 1055069.26000000 PA USD 1092193.35000000 0.011677484167 Long DBT USGA US N 2 2043-05-25 Fixed 1.75000000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HAX7 1751000.00000000 PA USD 1769262.58000000 0.018916555173 Long DBT NUSS JP N 2 2031-07-14 Fixed 2.60800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X66J5 441358.88000000 PA USD 486185.60000000 0.005198186425 Long DBT USGA US N 2 2049-09-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D4A7 1685000.00000000 PA USD 1796563.90000000 0.019208454709 Long DBT USGA US N 2 2051-09-01 Fixed 3.50000000 N N N N N N CALIFORNIA ST UNIV REV N/A 13077DQP0 1260000.00000000 PA USD 1246224.04000000 0.013324345451 Long DBT MUN US N 2 2035-11-01 Fixed 2.37400000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCB0 6510000.00000000 PA USD 6571026.76000000 0.070255931288 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEA6 90000.00000000 PA USD 95385.69000000 0.001019842214 Long DBT CORP US N 2 2060-05-15 Fixed 3.12500000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BM5 730000.00000000 PA USD 902216.78000000 0.009646297666 Long DBT CORP US N 2 2038-04-01 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7CW2 1786209.28000000 PA USD 1995992.58000000 0.021340701031 Long DBT USGA US N 2 2044-02-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XUP92 2446452.68000000 PA USD 2585194.83000000 0.027640318168 Long DBT USGA US N 2 2046-07-01 Fixed 3.00000000 N N N N N N BRK: CITIGROUP N/A N/A 42325000.00000000 NC USD -55944.82000000 -0.00059814935 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2025-07-24 0.00000000 USD 0.00000000 USD -42325000.00000000 USD -55944.82000000 N N N CME GROUP INC. LCZ7XYGSLJUHFXXNXD88 12572QAE5 400000.00000000 PA USD 411409.64000000 0.004398698780 Long DBT CORP US N 2 2022-09-15 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BDQ6 2045000.00000000 PA USD 2215068.15000000 0.023683007455 Long DBT CORP US N 2 2024-04-29 Fixed 3.87500000 N N N N N N Government National Mortgage Association N/A 36241KFC7 47891.74000000 PA USD 55651.27000000 0.000595010786 Long DBT USGA US N 2 2035-06-15 Fixed 6.50000000 N N N N N N The Trustees of the University of Pennsylvania 549300FG60YK9HZ7DS75 91481CAC4 43000.00000000 PA USD 50097.13000000 0.000535627178 Long DBT CORP US N 2 2119-02-15 Fixed 3.61000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLGL5 1828276.27000000 PA USD 1862593.22000000 0.019914425258 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAP4 60000.00000000 PA USD 69906.52000000 0.000747424694 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 415000.00000000 PA USD 430915.54000000 0.004607251450 Long DBT CORP US N 2 2031-02-11 Fixed 2.57200000 N N N N N N PROGRESS RESIDENTIAL MASTER TRUST N/A 74331AAA0 2235000.00000000 PA USD 2279583.33000000 0.024372789161 Long ABS-MBS US N 2 2036-10-17 Fixed 2.68700000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCU3 1010000.00000000 PA USD 1191574.31000000 0.012740042904 Long DBT CORP US N 2 2030-10-15 Fixed 4.25000000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AL5 2365000.00000000 PA USD 3149665.66000000 0.033675512560 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBH3 1350000.00000000 PA USD 1337870.86000000 0.014304212514 Long DBT CORP US N 2 2031-02-15 Fixed 2.45000000 N N N N N N SOFI CONSUMER LOAN PROGRAM LLC N/A 83405BAA0 509204.16000000 PA USD 511472.31000000 0.005468546207 Long ABS-MBS US N 2 2028-08-25 Fixed 2.45000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCH2 7360000.00000000 PA USD 7450850.00000000 0.079662802292 Long SN UST US N 2 2028-06-30 Fixed 1.25000000 N N N N N N BANQUE DE MONTREAL NQQ6HPCNCCU6TUTQYE16 06366RJJ5 200000.00000000 PA USD 205004.30000000 0.002191859589 Long DBT NUSS CA N 2 2022-11-06 Fixed 2.55000000 N N N N N N Government National Mortgage Association 2 N/A 36179Q6P1 110993.29000000 PA USD 118957.87000000 0.001271870629 Long DBT USGA US N 2 2045-03-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXRW4 10740264.12000000 PA USD 11451570.22000000 0.122437597639 Long DBT USGA US N 2 2054-12-01 Fixed 3.00000000 N N N N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759AU4 680000.00000000 PA USD 713857.68000000 0.007632404789 Long DBT CORP US N 2 2024-08-15 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138L9T85 250000.00000000 PA USD 267094.66000000 0.002855715669 Long DBT USGA US N 2 2025-04-01 Fixed 2.81000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AGZD7 1772452.36000000 PA USD 1451754.76000000 0.015521833404 Long DBT USGA US N 2 2043-10-25 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKLN6 7469077.66000000 PA USD 7927439.05000000 0.084758384576 Long DBT USGA US N 2 2036-05-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EK3S2 136033.91000000 PA USD 151774.24000000 0.001622735832 Long DBT USGA US N 2 2043-04-01 Fixed 4.00000000 N N N N N N STRUCTURED ASSET SECURITIES CORPORATION N/A 86359A3E1 1214081.87000000 PA USD 1245581.83000000 0.013317479087 Long ABS-MBS US N 2 2033-10-25 Floating 2.37214800 N N N N N N OWL ROCK CAPITAL CORPORATION 2549000BD79OOCPF2L94 69121KAE4 3359000.00000000 PA USD 3515127.36000000 0.037582946363 Long DBT CORP US N 2 2026-07-15 Fixed 3.40000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BG7 2000000.00000000 PA USD 2461790.56000000 0.026320907636 Long DBT CORP US N 2 2035-09-01 Fixed 4.60000000 N N N N N N CONTINENTAL RESOURCES, INC. XXRTID9RYWOZ0UPIVR53 212015AL5 480000.00000000 PA USD 500400.00000000 0.005350163574 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N N Schlumberger Investment S.A. 529900EZ29I5KXPV2J32 806854AH8 100000.00000000 PA USD 106374.68000000 0.001137334009 Long DBT NUSS US N 2 2023-12-01 Fixed 3.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SJ8 2780000.00000000 PA USD 2976446.09000000 0.031823488112 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBE2 1065000.00000000 PA USD 1333411.12000000 0.014256529983 Long DBT CORP US N 2 2039-02-14 Fixed 5.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QGMJ3 277175.70000000 PA USD 288130.80000000 0.003080629318 Long DBT USGA US N 2 2051-01-01 Fixed 2.50000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BC9 235000.00000000 PA USD 238166.07000000 0.002546417730 Long DBT CORP US N 2 2022-05-16 Fixed 2.35000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SX7 10770000.00000000 PA USD 11894118.75000000 0.127169226386 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFM1 420000.00000000 PA USD 427316.49000000 0.004568771221 Long DBT CORP US N 2 2030-03-01 Fixed 2.12500000 N N N N N N ECOPETROL S.A. 254900IDGKCJICKBPA66 279158AJ8 3400000.00000000 PA USD 3645667.00000000 0.038978646656 Long DBT NUSS CO N 2 2045-05-28 Fixed 5.87500000 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63938QAA5 2592909.96000000 PA USD 2599371.49000000 0.027791891809 Long ABS-MBS US N 2 2083-03-25 Floating 0.70437960 N N N N N N Government National Mortgage Association N/A 36207EM92 17793.47000000 PA USD 21142.53000000 0.000226051146 Long DBT USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAD4 420000.00000000 PA USD 458474.74000000 0.004901908180 Long DBT CORP US N 2 2025-12-14 Fixed 3.15000000 N N N N N N Government National Mortgage Association N/A 38379UN36 6762798.63000000 PA USD 335177.15000000 0.003583638247 Long DBT USGA US N 2 2056-09-16 Floating 0.81777960 N N N N N N CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CERTIFICATES N/A 161546HA7 124309.95000000 PA USD 130686.85000000 0.001397274229 Long ABS-MBS US N 2 2034-11-25 Floating 4.95076680 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AK9 650000.00000000 PA USD 710848.33000000 0.007600229500 Long DBT CORP US N 2 2030-03-27 Fixed 2.85000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBF2 2650000.00000000 PA USD 2757756.87000000 0.029485312454 Long DBT CORP US N 2 2025-10-15 Fixed 2.30100000 N N N N N N US Airways Pass Through Trusts N/A 90345WAA2 24327.58000000 PA USD 25544.27000000 0.000273113554 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAE3 2730000.00000000 PA USD 2772820.73000000 0.029646371837 Long DBT CORP GB N 2 2028-05-28 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TA6 40912000.00000000 PA USD 40266357.50000000 0.430518783298 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMHG3 8610732.12000000 PA USD 9153968.23000000 0.097872157041 Long DBT USGA US N 2 2050-01-01 Fixed 3.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKG6 2860000.00000000 PA USD 2858308.82000000 0.030560391152 Long DBT CORP US N 2 2028-02-01 Fixed 1.65000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442RAD3 250000.00000000 PA USD 304204.57000000 0.003252486429 Long DBT CORP US N 2 2044-12-01 Fixed 4.15000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VEA8 470000.00000000 PA USD 568793.84000000 0.006081415035 Long DBT CORP US N 2 2033-08-10 Fixed 4.50000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941CAB9 2977581.58000000 PA USD 3116330.93000000 0.033319105169 Long ABS-MBS US N 2 2059-12-15 Fixed 3.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QJRF5 50861.08000000 PA USD 53182.47000000 0.000568614935 Long DBT USGA US N 2 2036-12-01 Floating 2.31300000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAN3 2097000.00000000 PA USD 2512560.16000000 0.026863724712 Long DBT CORP DE N 2 2038-06-25 Fixed 4.62500000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BB1 4055000.00000000 PA USD 5015150.69000000 0.053620856396 Long DBT CORP GB N 2 2045-08-15 Fixed 5.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AAK52 843884.83000000 PA USD 913379.84000000 0.009765650578 Long DBT USGA US N 2 2038-01-01 Fixed 3.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAN5 4430000.00000000 PA USD 4981863.88000000 0.053264961355 Long DBT NUSS GB N 2 2026-01-12 Fixed 4.37500000 N N N N N N FIRSTKEY HOMES TRUST N/A 33767TAA8 2475000.00000000 PA USD 2478337.29000000 0.026497821529 Long ABS-MBS US Y 2 2038-09-17 Fixed 1.37600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WGBJ2 312479.33000000 PA USD 338532.92000000 0.003619517380 Long DBT USGA US N 2 2045-12-01 Fixed 3.50000000 N N N N N N DELL INTERNATIONAL L.L.C. N/A 24703TAK2 829000.00000000 PA USD 1360525.65000000 0.014546432402 Long DBT CORP US N 2 2046-07-15 Fixed 8.35000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RCP5 2740000.00000000 PA USD 3249028.65000000 0.034737879166 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A65Y6 437812.35000000 PA USD 72662.75000000 0.000776893681 Long DBT USGA US N 2 2042-03-25 Floating 6.56561880 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2N2 1280000.00000000 PA USD 1329489.83000000 0.014214604437 Long DBT CORP US N 2 2026-04-30 Fixed 2.18800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403CUZ2 48009.86000000 PA USD 56995.50000000 0.000609382989 Long DBT USGA US N 2 2035-10-01 Fixed 6.00000000 N N N N N N BANK OF AMERICA ALTERNATIVE LOAN TRUST N/A 06050AAL7 6546.45000000 PA USD 5910.07000000 0.000063189131 Long ABS-MBS US N 2 2021-11-25 Floating 3.51387720 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405N4A0 64548.66000000 PA USD 71730.01000000 0.000766921036 Long DBT USGA US N 2 2031-06-01 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KHTJ5 203730.42000000 PA USD 221234.03000000 0.002365384190 Long DBT USGA US N 2 2050-03-01 Fixed 4.50000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JH1 90000.00000000 PA USD 83075.12000000 0.000888220385 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N Government National Mortgage Association 2 N/A 36179SB89 959561.30000000 PA USD 1022001.33000000 0.010927006971 Long DBT USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AHGQ7 437878.30000000 PA USD 84881.35000000 0.000907532188 Long DBT USGA US N 2 2043-12-25 Floating 5.86562040 N N N N N N Government National Mortgage Association N/A 36207KLC2 1208.74000000 PA USD 1352.05000000 0.000014455812 Long DBT USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 36201MNA6 22489.58000000 PA USD 23337.26000000 0.000249516703 Long DBT USGA US N 2 2032-09-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WBYL3 148033.35000000 PA USD 165768.02000000 0.001772354161 Long DBT USGA US N 2 2044-05-01 Fixed 4.50000000 N N N N N N AVALONBAY COMMUNITIES, INC. K9G90K85RBWD2LAGQX17 05348EBH1 2490000.00000000 PA USD 2592919.79000000 0.027722911693 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDR26 2497762.05000000 PA USD 342030.30000000 0.003656910576 Long DBT USGA US N 2 2051-02-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A2JW1 104558.58000000 PA USD 109633.95000000 0.001172181386 Long DBT USGA US N 2 2050-03-01 Fixed 3.00000000 N N N N N N NELNET STUDENT LOAN CORPORATION N/A 64031QBC4 937094.22000000 PA USD 924205.43000000 0.009881395337 Long ABS-MBS US N 2 2036-10-27 Floating 0.30525120 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 4295000.00000000 PA USD 4703534.22000000 0.050289123608 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBL6 3810000.00000000 PA USD 3723782.29000000 0.039813837662 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 9292274D5 45577.75000000 PA USD 47219.27000000 0.000504857750 Long ABS-MBS US N 2 2033-06-25 Floating 2.55677760 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FW5T3 10458785.18000000 PA USD 1478919.29000000 0.015812270412 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179TNS0 484462.00000000 PA USD 516073.69000000 0.005517743121 Long DBT USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCN9 11025000.00000000 PA USD 11012080.02000000 0.117738667864 Long SN UST US N 2 2023-07-31 Fixed 0.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WGJG0 237278.80000000 PA USD 256468.15000000 0.002742099428 Long DBT USGA US N 2 2046-01-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810ST6 47968000.00000000 PA USD 44400380.00000000 0.474718816461 Long DBT UST US N 1 2040-11-15 Fixed 1.37500000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMD1 809000.00000000 PA USD 827807.79000000 0.008850733582 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38145GAH3 2420000.00000000 PA USD 2634432.62000000 0.028166757478 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179UPB2 380900.83000000 PA USD 405590.19000000 0.004336478538 Long DBT USGA US N 2 2049-03-20 Fixed 4.50000000 N N N N N N ESSEX PORTFOLIO, L.P. 5493003GN3O58H286O74 29717PAY3 1655000.00000000 PA USD 1648101.07000000 0.017621123723 Long DBT CORP US N 2 2028-03-01 Fixed 1.70000000 N N N N N N MASTR ALTERNATIVE LOAN TR N/A 576434PX6 267197.58000000 PA USD 275381.12000000 0.002944312624 Long ABS-MBS US N 2 2034-05-25 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GW5Z2 922997.29000000 PA USD 980228.47000000 0.010480381004 Long DBT USGA US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622AAVL5 959561.01000000 PA USD 980351.92000000 0.010481700903 Long DBT USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -2169.40000000 -0.00002319473 N/A DFE US N 2 U.S. DOLLARS N/A CITIGROUP GLOBAL MARKETS N/A 400000.00000000 EUR 470410.00000000 USD 2021-10-19 -2169.40000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DQ5 3500000.00000000 PA USD 3762850.00000000 0.040231540777 Long DBT NUSS CO N 2 2049-05-15 Fixed 5.20000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7H22 29314.12000000 PA USD 32903.17000000 0.000351793248 Long DBT USGA US N 2 2028-01-01 Fixed 6.00000000 N N N N N N FS KKR CAPITAL CORP. 549300TYRSI1T21B1360 302635AH0 1153000.00000000 PA USD 1152975.93000000 0.012327357759 Long DBT CORP US N 2 2027-01-15 Fixed 2.62500000 N N N N N N UBS AG LONDON BRANCH N/A 902674YK0 3820000.00000000 PA USD 3823208.80000000 0.040876883410 Long DBT NUSS CH N 2 2024-08-09 Fixed 0.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QFY1 1252127.62000000 PA USD 1291012.11000000 0.013803209362 Long DBT USGA US N 2 2049-05-01 Floating 2.81999880 N N N N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 136385AE1 200000.00000000 PA USD 263890.00000000 0.002821452169 Long DBT NUSS CA N 2 2033-06-30 Fixed 6.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W9CG3 200848.87000000 PA USD 220831.98000000 0.002361085562 Long DBT USGA US N 2 2043-08-01 Fixed 4.00000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GBY4 2865000.00000000 PA USD 3177027.64000000 0.033968060659 Long DBT CORP US N 2 2026-12-18 Fixed 3.45000000 N N N N N N Government National Mortgage Association N/A 36225BZP6 30407.89000000 PA USD 36110.06000000 0.000386080590 Long DBT USGA US N 2 2033-08-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XB6F2 1292459.83000000 PA USD 1375567.36000000 0.014707254962 Long DBT USGA US N 2 2049-06-01 Fixed 3.50000000 N N N N N N CSMC COMMERCIAL MORTGAGE TRUST N/A 12594PAV3 1425000.00000000 PA USD 1579124.44000000 0.016883641203 Long ABS-MBS US N 2 2049-12-15 Floating 3.79479960 N N N N N N Government National Mortgage Association N/A 3620A9P96 226672.87000000 PA USD 261929.17000000 0.002800487418 Long DBT USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFR0 1250000.00000000 PA USD 1533644.11000000 0.016397375805 Long DBT CORP US N 2 2050-04-01 Fixed 4.20000000 N N N N N N Government National Mortgage Association N/A 38375BLE0 590308.43000000 PA USD 592460.28000000 0.006334451257 Long DBT USGA US N 2 2061-03-20 Floating 0.60288120 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BG4 440000.00000000 PA USD 569608.95000000 0.006090130007 Long DBT CORP US N 2 2036-11-30 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JXFU7 418518.99000000 PA USD 438748.97000000 0.004691004711 Long DBT USGA US N 2 2049-11-01 Fixed 3.00000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE TRUST N/A 31572LAA4 948594.96000000 PA USD 948477.90000000 0.010140911094 Long ABS-MBS US Y 2 2066-06-25 Floating 0.93099960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31390BWF1 9737.74000000 PA USD 10906.29000000 0.000116607584 Long DBT USGA US N 2 2032-04-01 Fixed 7.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 31945HAB1 2740000.00000000 PA USD 2647156.22000000 0.028302795330 Long DBT CORP US N 2 2027-02-01 Floating 0.68000040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K3QS4 1248563.24000000 PA USD 1311732.86000000 0.014024750932 Long DBT USGA US N 2 2049-11-01 Fixed 3.00000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FR2 2385000.00000000 PA USD 3049263.52000000 0.032602035597 Long DBT CORP US N 2 2040-03-23 Fixed 4.62500000 N N N N N N Government National Mortgage Association N/A 36210SP28 224.00000000 PA USD 226.77000000 0.000002424573 Long DBT USGA US N 2 2029-08-15 Fixed 7.00000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BD4 40000.00000000 PA USD 51458.85000000 0.000550186380 Long DBT CORP US N 2 2046-03-01 Fixed 4.75000000 N N N N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824CBF5 4725000.00000000 PA USD 5239363.97000000 0.056018094053 Long DBT CORP US N 2 2024-10-01 Fixed 4.65000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBF9 2750000.00000000 PA USD 3213895.58000000 0.034362244331 Long DBT CORP DE N 2 2044-07-15 Fixed 4.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CXN9 893638.43000000 PA USD 958026.77000000 0.010243005451 Long DBT USGA US N 2 2048-06-01 Fixed 4.00000000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAQ2 660000.00000000 PA USD 756314.06000000 0.008086338797 Long DBT CORP US N 2 2051-03-24 Fixed 4.40000000 N N N N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC -91240.09000000 -0.00097551839 N/A DFE AU N 2 AUSTRALIAN DOLLAR N/A CITIGROUP GLOBAL MARKETS N/A 3853514.05000000 USD 5147552.00000000 AUD 2021-10-19 -91240.09000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9N25 461112.27000000 PA USD 500008.02000000 0.005345972612 Long DBT USGA US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418A3V8 383598.45000000 PA USD 429270.39000000 0.004589661878 Long DBT USGA US N 2 2043-12-01 Fixed 4.50000000 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST N/A 61761AAZ1 490000.00000000 PA USD 496320.71000000 0.005306548728 Long ABS-MBS US N 2 2045-08-15 Fixed 3.17600000 N N N N N N Government National Mortgage Association N/A 36201DBT8 3878.47000000 PA USD 4575.91000000 0.000048924594 Long DBT USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825CAV6 685000.00000000 PA USD 770424.95000000 0.008237209240 Long DBT CORP US N 2 2027-10-01 Fixed 3.75000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGG3 470000.00000000 PA USD 476193.86000000 0.005091357002 Long DBT CORP US N 2 2026-03-20 Fixed 1.45000000 N N N N N N ADVANCE AUTO PARTS, INC. 529900UCNQ5H9FSL0Y70 00751YAE6 1950000.00000000 PA USD 2170531.08000000 0.023206827180 Long DBT CORP US N 2 2030-04-15 Fixed 3.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XXSZ5 1299826.17000000 PA USD 1387913.13000000 0.014839253142 Long DBT USGA US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H13V6 975000.00000000 PA USD 1015349.40000000 0.010855886041 Long DBT USGA US N 2 2031-01-25 Fixed 1.87800000 N N N N N N COMM MORTGAGE TRUST N/A 12636FBH5 804000.00000000 PA USD 857947.84000000 0.009172984176 Long ABS-MBS US N 2 2048-10-10 Fixed 3.52100000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBH4 5225000.00000000 PA USD 5590607.72000000 0.059773512752 Long DBT CORP US N 2 2025-03-19 Fixed 2.99200000 N N N N N N Government National Mortgage Association N/A 38378KYP8 497197.44000000 PA USD 519701.99000000 0.005556536083 Long DBT USGA US N 2 2047-11-16 Floating 2.76873120 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 466247NV1 15831.74000000 PA USD 16939.14000000 0.000181109452 Long ABS-MBS US N 2 2035-04-25 Floating 2.45784240 N N N N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AA5 1330000.00000000 PA USD 1426425.00000000 0.015251013342 Long DBT NUSS US N 2 2025-10-20 Fixed 4.50000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AK6 2574000.00000000 PA USD 2579817.24000000 0.027582822193 Long DBT NUSS MX N 2 2033-07-26 Fixed 3.87500000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBU8 1035000.00000000 PA USD 1024701.59000000 0.010955877540 Long DBT CORP GB N 2 2050-09-25 Fixed 3.98400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1HY3 487295.05000000 PA USD 520516.29000000 0.005565242395 Long DBT USGA US N 2 2048-03-25 Fixed 3.00000000 N N N N N N ROCKFORD TOWER CLO N/A 77341GAJ9 5000000.00000000 PA USD 4998745.00000000 0.053445450471 Long ABS-CBDO CORP KY Y 2 2032-08-20 Floating 0.00000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 9292276K7 43234.87000000 PA USD 44322.81000000 0.000473889455 Long ABS-MBS US N 2 2033-08-25 Floating 2.38001400 N N N N N N SLM STUDENT LOAN TRUST N/A 78442GGG5 883276.57000000 PA USD 839068.58000000 0.008971131400 Long ABS-MBS US N 2 2033-03-15 Floating 0.86888160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CBT0 462050.17000000 PA USD 481418.02000000 0.005147212539 Long DBT USGA US N 2 2036-09-01 Fixed 2.50000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AD2 300000.00000000 PA USD 324378.00000000 0.003468176178 Long DBT NUSS MX N 2 2024-01-15 Fixed 4.87500000 N N N N N N Government National Mortgage Association 2 N/A 3622AACK8 4542627.63000000 PA USD 4932599.63000000 0.052738239141 Long DBT USGA US N 2 2048-04-20 Fixed 3.50000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 92938GAD0 120000.00000000 PA USD 127403.23000000 0.001362166507 Long ABS-MBS US N 2 2046-12-15 Fixed 4.02300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K2SK1 313177.50000000 PA USD 328715.56000000 0.003514552388 Long DBT USGA US N 2 2049-10-01 Fixed 3.00000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EA4 1812000.00000000 PA USD 1704606.37000000 0.018225265605 Long DBT CORP US N 2 2060-08-20 Fixed 2.55000000 N N N N N N BALBOA BAY LOAN FUNDING N/A 05766BAA6 2610000.00000000 PA USD 2618203.23000000 0.027993236512 Long ABS-CBDO CORP KY Y 2 2032-01-20 Floating 1.48425120 N N N N N N DP World Limited 549300M3U2DNF4QVSS04 23330JAB7 2790000.00000000 PA USD 3503403.00000000 0.037457592159 Long DBT NUSS AE N 2 2048-09-25 Fixed 5.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J8KS1 415082.41000000 PA USD 458226.27000000 0.004899251595 Long DBT USGA US N 2 2048-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292GK96 721.29000000 PA USD 761.86000000 0.000008145634 Long DBT USGA US N 2 2024-05-01 Fixed 7.00000000 N N N N N N RESIDENTIAL ACCREDIT LOANS INCORPORATED N/A 761118HU5 259993.60000000 PA USD 254640.98000000 0.002722563740 Long ABS-MBS US N 2 2045-09-25 Floating 1.45792080 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABT1 1358000.00000000 PA USD 1395345.00000000 0.014918713014 Long DBT CORP US N 2 2031-02-15 Fixed 2.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371JWD2 3706.69000000 PA USD 4436.59000000 0.000047435016 Long DBT USGA US N 2 2031-02-01 Fixed 8.00000000 N N N N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813BY4 890000.00000000 PA USD 1025863.74000000 0.010968302985 Long DBT CORP US N 2 2030-04-01 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XADY5 195121.63000000 PA USD 198685.72000000 0.002124302761 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 96949LAC9 670000.00000000 PA USD 836555.31000000 0.008944260086 Long DBT CORP US N 2 2045-09-15 Fixed 5.10000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDN8 5940000.00000000 PA USD 5695079.96000000 0.060890506303 Long DBT CORP US N 2 2031-02-15 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CV27 439155.36000000 PA USD 466198.89000000 0.004984493044 Long DBT USGA US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFVV7 3365327.68000000 PA USD 3533733.96000000 0.037781883920 Long DBT USGA US N 2 2031-11-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810ST6 6360000.00000000 PA USD 5886975.00000000 0.062942204650 Long DBT UST US N 1 2040-11-15 Fixed 1.37500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 3735000.00000000 PA USD 3766523.40000000 0.040270815939 Long DBT NUSS GB N 2 2029-08-17 Fixed 2.20600000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCP5 330000.00000000 PA USD 366430.38000000 0.003917790710 Long DBT CORP US N 2 2025-07-15 Fixed 3.75000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBA8 1065000.00000000 PA USD 1237097.16000000 0.013226762916 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396NRF5 473530.84000000 PA USD 553817.33000000 0.005921289579 Long DBT USGA US N 2 2036-05-15 Fixed 6.00000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBG6 100000.00000000 PA USD 125159.34000000 0.001338175343 Long DBT CORP US N 2 2050-03-19 Fixed 4.32700000 N N N N N N HOLLYFRONTIER CORPORATION 549300J3U2WK73C9ZK26 436106AA6 1265000.00000000 PA USD 1452044.72000000 0.015524933591 Long DBT CORP US N 2 2026-04-01 Fixed 5.87500000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCC3 120000.00000000 PA USD 141058.82000000 0.001508168985 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N Shire Acquisitions Investments Ireland DAC 549300XK5HGW68R8K327 82481LAC3 3205000.00000000 PA USD 3346558.18000000 0.035780642832 Long DBT NUSS US N 2 2023-09-23 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SN9 30330000.00000000 PA USD 25711783.75000000 0.274904574035 Long DBT UST US N 1 2050-05-15 Fixed 1.25000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78445JAA5 3011703.52000000 PA USD 3032878.51000000 0.032426850777 Long ABS-MBS US N 2 2023-04-25 Floating 1.62524880 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AZ9 1020000.00000000 PA USD 1056161.95000000 0.011292244591 Long DBT NUSS JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DTJ1 2694390.36000000 PA USD 2761050.04000000 0.029520522283 Long DBT USGA US N 2 2040-10-01 Fixed 2.00000000 N N N N N N GRANITE POINT MORTGAGE TRUST INC. N/A 36264BAA8 2010000.00000000 PA USD 2009983.92000000 0.021490293272 Long ABS-MBS KY Y 2 2035-07-16 Floating 1.37475000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 1640000.00000000 PA USD 1733143.80000000 0.018530381350 Long DBT NUSS MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179TEZ4 877000.70000000 PA USD 931961.12000000 0.009964317419 Long DBT USGA US N 2 2047-08-20 Fixed 3.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VEU4 1337000.00000000 PA USD 1537936.61000000 0.016443270244 Long DBT CORP US N 2 2029-12-03 Fixed 4.01600000 N N N N N N HOME PARTNERS OF AMERICA TRUST N/A 43732TAA9 3431244.30000000 PA USD 3525937.72000000 0.037698528286 Long ABS-MBS US N 2 2039-10-19 Fixed 2.70300000 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED COMPANY 549300G6UZOB126GBY72 36164QNA2 3280000.00000000 PA USD 3981297.72000000 0.042567134371 Long DBT NUSS US N 2 2035-11-15 Fixed 4.41800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KK3X5 1410048.43000000 PA USD 1474783.47000000 0.015768051161 Long DBT USGA US N 2 2051-01-01 Fixed 2.50000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CM5 825000.00000000 PA USD 855881.42000000 0.009150890481 Long DBT CORP US N 2 2027-02-01 Fixed 2.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329N3E6 952203.64000000 PA USD 1042542.95000000 0.011146633324 Long DBT USGA US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9Y82 756542.72000000 PA USD 793578.69000000 0.008484763789 Long DBT USGA US N 2 2040-03-01 Fixed 3.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38143U8H7 1445000.00000000 PA USD 1595057.73000000 0.017053996334 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBR6 2372000.00000000 PA USD 2446171.61000000 0.026153913357 Long DBT CORP US N 2 2028-06-01 Fixed 2.18200000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJW0 2000000.00000000 PA USD 2156423.46000000 0.023055991699 Long DBT CORP US N 2 2042-04-22 Fixed 3.31100000 N N N N N N BX TRUST N/A 05606FAA1 995000.00000000 PA USD 1079123.17000000 0.011537740759 Long ABS-MBS US N 2 2041-12-09 Fixed 3.20200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AGZR6 778394.68000000 PA USD 634781.41000000 0.006786939203 Long DBT USGA US N 2 2043-10-25 None 0.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148LAC0 150000.00000000 PA USD 161583.04000000 0.001727609302 Long DBT CORP US N 2 2025-01-23 Fixed 3.50000000 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WDW8 725000.00000000 PA USD 746227.81000000 0.007978498895 Long DBT CORP US N 2 2028-03-24 Fixed 2.00000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254AL4 410000.00000000 PA USD 447537.16000000 0.004784966050 Long DBT NUSS GB N 2 2024-01-26 Fixed 5.20000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC 5493002SQ1AVQBY41K40 928668BJ0 2420000.00000000 PA USD 2433592.15000000 0.026019416617 Long DBT CORP DE N 2 2023-11-22 Fixed 0.87500000 N N N N N N CHASE MORTGAGE FINANCE CORPORATION N/A 161630AG3 22387.71000000 PA USD 22717.55000000 0.000242890904 Long ABS-MBS US N 2 2037-02-25 Floating 2.39950080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FNWZ9 1038775.99000000 PA USD 55218.63000000 0.000590385097 Long DBT USGA US N 2 2026-07-25 Floating 1.43682120 N N N N N N DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST N/A 247361ZV3 2820618.18000000 PA USD 2824065.60000000 0.030194270392 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36209Y2F4 4391.31000000 PA USD 4948.58000000 0.000052909097 Long DBT USGA US N 2 2031-09-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FPVR7 814725.43000000 PA USD 874518.19000000 0.009350150609 Long DBT USGA US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYBW5 4430502.22000000 PA USD 4467383.94000000 0.047764258249 Long DBT USGA US N 2 2049-11-25 Fixed 1.50000000 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST N/A 92937FAJ0 6686010.53000000 PA USD 83426.70000000 0.000891979399 Long DBT USGA US N 2 2048-03-15 Floating 1.24957440 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LSZ33 1352815.94000000 PA USD 1441345.50000000 0.015410539951 Long DBT USGA US N 2 2051-06-01 Fixed 3.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EK2 1393000.00000000 PA USD 1386915.84000000 0.014828590343 Long DBT CORP US N 2 2051-08-05 Fixed 2.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31347AX33 767228.13000000 PA USD 794701.07000000 0.008496764022 Long DBT USGA US N 2 2047-03-01 Floating 2.09000160 N N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 92890HAC6 1370000.00000000 PA USD 1462257.05000000 0.015634121512 Long DBT CORP FR N 2 2024-09-17 Fixed 3.75000000 N N N N N N N/A N/A 00P9KVQX2 1396.00000000 NC USD 34900.00000000 0.000373142903 N/A DIR US N 1 IMM EURO$ FUT OPT Mar22P 99.63 N/A Put Purchased N/A Put Option 99.625 Mar 2022 on 3M -- 90 Day EuroDollar Future (Consolidated) Mar 2022 3490000.00000000 99.62500000 USD 2022-03-17 XXXX -100056.60000000 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CJ6 290000.00000000 PA USD 293626.85000000 0.003139391841 Long DBT NUSS GB N 2 2026-04-18 Fixed 1.64500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KHE80 879727.55000000 PA USD 925014.21000000 0.009890042629 Long DBT USGA US N 2 2050-07-01 Fixed 3.00000000 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525BP7 119000.00000000 PA USD 114906.22000000 0.001228551304 Long DBT CORP US N 2 2032-05-20 Fixed 1.65000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBQ8 2130000.00000000 PA USD 2167754.76000000 0.023177143394 Long DBT CORP US N 2 2024-06-01 Fixed 1.51400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q95C3 1345412.44000000 PA USD 1466422.08000000 0.015678653071 Long DBT USGA US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QB4J4 3134465.35000000 PA USD 3278530.52000000 0.035053306484 Long DBT USGA US N 2 2049-10-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCV1 14955000.00000000 PA USD 14994724.22000000 0.160320198495 Long SN UST US N 2 2028-08-31 Fixed 1.12500000 N N N N N N Government National Mortgage Association 2 N/A 3617GGSL0 515242.96000000 PA USD 553446.09000000 0.005917320365 Long DBT USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 05971KAG4 2200000.00000000 PA USD 2211471.09000000 0.023644548503 Long DBT NUSS ES N 2 2030-12-03 Fixed 2.74900000 N N N N N N Government National Mortgage Association 2 N/A 36179TCY9 519043.64000000 PA USD 555282.68000000 0.005936956770 Long DBT USGA US N 2 2047-07-20 Fixed 4.00000000 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AR8 1590000.00000000 PA USD 1557738.45000000 0.016654987037 Long DBT CORP US N 2 2031-01-15 Fixed 2.15000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBG9 810000.00000000 PA USD 953941.27000000 0.010199324210 Long DBT CORP US N 2 2055-05-15 Fixed 4.37500000 N N N N N N AMMC CLO LIMITED N/A 00177JAA3 640000.00000000 PA USD 642014.08000000 0.006864269274 Long ABS-CBDO CORP KY Y 2 2031-10-17 Floating 1.53388080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADVT2 2775470.20000000 PA USD 3057348.31000000 0.032688476342 Long DBT USGA US N 2 2048-11-01 Fixed 4.00000000 N N N N N N MORGAN STANLEY MORTGAGE LOAN TRUST N/A 61745MA52 91818.09000000 PA USD 97559.90000000 0.001043088375 Long ABS-MBS US N 2 2034-04-25 Floating 5.64721200 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L4B40 393820.81000000 PA USD 399883.11000000 0.004275459730 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N CANADIAN DOLLAR N/A N/A 1.00000000 NC -58749.36000000 -0.00062813486 N/A DFE CA N 2 CANADIAN DOLLAR N/A CITIGROUP GLOBAL MARKETS N/A 9825025.12000000 USD 12340487.00000000 CAD 2021-10-19 -58749.36000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAK4 270000.00000000 PA USD 299974.05000000 0.003207254667 Long DBT CORP US N 2 2028-07-22 Fixed 3.59100000 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAY7 3257000.00000000 PA USD 3304104.36000000 0.035326736195 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BS2 1598000.00000000 PA USD 1869203.64000000 0.019985102373 Long DBT CORP US N 2 2036-08-08 Fixed 3.45000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78444GAD6 1155000.00000000 PA USD 1080135.79000000 0.011548567463 Long ABS-MBS US N 2 2083-04-26 Floating 1.32525000 N N N N N N DONLEN FLEET LEASE FUNDING 2 N/A 257812AF4 1990000.00000000 PA USD 1992151.79000000 0.021299636173 Long ABS-MBS US Y 2 2034-12-11 Fixed 1.20000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BF5 1240000.00000000 PA USD 1279025.40000000 0.013675050171 Long DBT CORP US N 2 2023-02-01 Fixed 2.90000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83390UAF4 1922268.77000000 PA USD 1955622.82000000 0.020909076691 Long ABS-MBS US N 2 2046-02-15 Fixed 1.95000000 N N N N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903BG7 3473000.00000000 PA USD 3543056.90000000 0.037881562685 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 701094AM6 830000.00000000 PA USD 871990.18000000 0.009323121698 Long DBT CORP US N 2 2024-06-14 Fixed 2.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395D7F0 37918.58000000 PA USD 61052.14000000 0.000652755666 Long DBT USGA US N 2 2036-06-25 Floating 23.88980160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402RJ75 17.24000000 PA USD 19.38000000 0.000000207206 Long DBT USGA US N 2 2022-12-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR80 3931517.37000000 PA USD 4339307.64000000 0.046394895429 Long DBT USGA US N 2 2048-03-01 Fixed 4.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFT6 1145000.00000000 PA USD 1110921.82000000 0.011877724730 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAL0 1709000.00000000 PA USD 1778784.84000000 0.019018365022 Long DBT CORP US N 2 2050-03-01 Fixed 2.95000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AX4 2863000.00000000 PA USD 2855049.19000000 0.030525539925 Long DBT NUSS JP N 2 2030-03-31 Fixed 2.05000000 N N N N N N Government National Mortgage Association N/A 38382KG64 386994.06000000 PA USD 52269.04000000 0.000558848748 Long DBT USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F1YE2 305268.89000000 PA USD 309199.10000000 0.003305886814 Long DBT USGA US N 2 2042-09-15 Fixed 4.50000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2F0 1420000.00000000 PA USD 1637060.01000000 0.017503075208 Long DBT NUSS FR N 2 2028-08-14 Fixed 4.40000000 N N N N N N Government National Mortgage Association N/A 36210GYG3 12855.25000000 PA USD 14387.02000000 0.000153822762 Long DBT USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CX6 473000.00000000 PA USD 544608.41000000 0.005822829890 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2D5 420000.00000000 PA USD 450470.68000000 0.004816330582 Long DBT NUSS FR N 2 2025-01-09 Fixed 3.37500000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17328FAW5 4120000.00000000 PA USD 4439787.81000000 0.047469206671 Long ABS-MBS US N 2 2056-08-10 Fixed 2.86870000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397XZ1 200000.00000000 PA USD 204440.00000000 0.002185826221 Long DBT CORP US N 2 2023-05-04 Fixed 3.09600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A9T64 173281.16000000 PA USD 183669.50000000 0.001963752734 Long DBT USGA US N 2 2032-10-01 Fixed 3.00000000 N N N N N N CONTINENTAL AIRLINES INC N/A 21079RAA0 6212.19000000 PA USD 6273.08000000 0.000067070351 Long DBT CORP US N 2 2022-04-19 Fixed 6.90300000 N N N N N N Government National Mortgage Association N/A 38382HS35 386944.76000000 PA USD 51018.24000000 0.000545475478 Long DBT USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYG3 3844000.00000000 PA USD 3862047.31000000 0.041292135970 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBC0 490000.00000000 PA USD 508260.21000000 0.005434203160 Long DBT NUSS IT N 2 2023-01-12 Fixed 3.37500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHT9 1910000.00000000 PA USD 2095185.02000000 0.022401244155 Long DBT CORP US N 2 2027-04-23 Fixed 3.55900000 N N N N N N ESSENTIAL PROPERTIES, L.P. 254900XX9FNFCDE1NX02 29670VAA7 2595000.00000000 PA USD 2615854.93000000 0.027968129020 Long DBT CORP US N 2 2031-07-15 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BLU8 65950.69000000 PA USD 71208.66000000 0.000761346880 Long DBT USGA US N 2 2035-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q8KD6 4336027.52000000 PA USD 4615541.25000000 0.049348322683 Long DBT USGA US N 2 2047-11-01 Fixed 3.50000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78443HAF0 4241575.44000000 PA USD 4159190.47000000 0.044469123402 Long ABS-MBS US N 2 2041-01-25 Floating 0.28524960 N N N N N N Government National Mortgage Association N/A 38382KS87 575415.10000000 PA USD 76352.92000000 0.000816348144 Long DBT USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AX7 1208000.00000000 PA USD 1292194.02000000 0.013815846076 Long DBT CORP US N 2 2050-03-12 Fixed 3.35000000 N N N N N N STORE CAPITAL CORPORATION 5493004EA6C9IHDZ7N66 862121AA8 2921000.00000000 PA USD 3319599.34000000 0.035492405015 Long DBT CORP US N 2 2028-03-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR31 3477820.83000000 PA USD 3776677.52000000 0.040379381492 Long DBT USGA US N 2 2047-12-01 Fixed 3.50000000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36255TAA0 3770000.00000000 PA USD 3401897.95000000 0.036372323132 Long ABS-MBS US N 2 2031-09-15 Floating 1.64599920 N N N N N N BRAZOS STUDENT LOAN FINANCE CORPORATION N/A 10620NCG1 379163.52000000 PA USD 380656.10000000 0.004069888889 Long ABS-MBS US N 2 2030-02-25 Floating 0.92925000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BJ0 350000.00000000 PA USD 406771.18000000 0.004349105416 Long DBT CORP US N 2 2045-04-15 Fixed 3.85000000 N N N N N N CYRUSONE LP 549300TDXOX1X4TWIB58 23283PAQ7 2682000.00000000 PA USD 2811218.76000000 0.030056914885 Long DBT CORP US N 2 2024-11-15 Fixed 2.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QCCX2 1770608.03000000 PA USD 1948526.67000000 0.020833206261 Long DBT USGA US N 2 2049-11-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L6TA2 197894.84000000 PA USD 201364.29000000 0.002152941425 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131YC7K6 91259.75000000 PA USD 97714.26000000 0.001044738758 Long DBT USGA US N 2 2049-05-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31384VNL2 7493.32000000 PA USD 8907.98000000 0.000095242106 Long DBT USGA US N 2 2030-01-01 Fixed 8.00000000 N N N N N N TSMC Global, Ltd. 549300N2ZLI21P85T117 872882AG0 4320000.00000000 PA USD 4095900.13000000 0.043792437408 Long DBT NUSS TW N 2 2030-09-28 Fixed 1.37500000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023BU8 280000.00000000 PA USD 291607.57000000 0.003117802156 Long DBT CORP US N 2 2027-03-01 Fixed 2.80000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 580000.00000000 PA USD 616753.34000000 0.006594187158 Long DBT CORP US N 2 2030-10-30 Fixed 2.87900000 N N N N N N VIATRIS INC. 254900ZZTSW7NL773X71 91533BAD2 305000.00000000 PA USD 312090.49000000 0.003336800902 Long DBT CORP US N 2 2030-06-22 Fixed 2.70000000 N N N N N N Government National Mortgage Association 2 N/A 3622AAZZ0 693011.07000000 PA USD 708032.96000000 0.007570128201 Long DBT USGA US N 2 2051-03-20 Fixed 2.00000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AV2 300000.00000000 PA USD 334143.27000000 0.003572584236 Long DBT CORP BE N 2 2030-06-01 Fixed 3.50000000 N N N N N N BANK N/A 06541RBB8 165000.00000000 PA USD 178676.95000000 0.001910373520 Long ABS-MBS US N 2 2052-12-15 Fixed 2.92000000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAN1 1395000.00000000 PA USD 1531602.33000000 0.016375545555 Long DBT CORP US N 2 2025-06-15 Fixed 3.95000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BT0 1516000.00000000 PA USD 1770567.63000000 0.018930508472 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N VERIZON MASTER TRUST N/A 92348KAA1 3786000.00000000 PA USD 3792509.65000000 0.040548655044 Long ABS-MBS US N 2 2027-05-20 Fixed 0.50000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50076QAE6 1585000.00000000 PA USD 2005335.77000000 0.021440596304 Long DBT CORP US N 2 2042-06-04 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJ6W8 99033.66000000 PA USD 100812.85000000 0.001077868181 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N PROGRESS RESIDENTIAL MASTER TRUST N/A 74332WAA1 2665926.67000000 PA USD 2707938.48000000 0.028952665501 Long ABS-MBS US N 2 2036-09-17 Fixed 2.27100000 N N N N N N Government National Mortgage Association N/A 36210YUK9 715.94000000 PA USD 801.20000000 0.000008566249 Long DBT USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90276XAZ8 1750000.00000000 PA USD 1972696.78000000 0.021091627608 Long ABS-MBS US N 2 2051-06-15 Floating 4.71290040 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SN9 42840000.00000000 PA USD 36316940.84000000 0.388292514006 Long DBT UST US N 1 2050-05-15 Fixed 1.25000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BJ2 421000.00000000 PA USD 465657.82000000 0.004978708046 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CP7 990000.00000000 PA USD 980516.11000000 0.010483456386 Long DBT CORP US N 2 2027-09-01 Fixed 0.95000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 230000.00000000 PA USD 270932.49000000 0.002896748879 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 1855000.00000000 PA USD 2185129.45000000 0.023362909648 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N Government National Mortgage Association N/A 36207KJW1 686.73000000 PA USD 767.29000000 0.000008203691 Long DBT USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N CWABS ASSET-BACKED CERTIFICATES TRUST N/A 126698AC3 267670.87000000 PA USD 266718.58000000 0.002851694706 Long ABS-MBS US N 2 2047-10-25 Floating 0.98438040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9XG1 752548.77000000 PA USD 852192.94000000 0.009111454088 Long DBT USGA US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M86L3 23491.46000000 PA USD 27217.16000000 0.000290999716 Long DBT USGA US N 2 2038-12-01 Fixed 5.50000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XBT2 180000.00000000 PA USD 202568.80000000 0.002165819774 Long DBT CORP US N 2 2027-01-17 Fixed 4.35000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBB6 1310000.00000000 PA USD 1402817.33000000 0.014998605476 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N HOWMET AEROSPACE INC. 549300HO5WFZUT5N2T22 443201AB4 2286000.00000000 PA USD 2331720.00000000 0.024930222640 Long DBT CORP US N 2 2029-01-15 Fixed 3.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3C3 1265000.00000000 PA USD 1260017.25000000 0.013471819332 Long DBT CORP US N 2 2028-08-19 Fixed 1.98500000 N N N N N N Government National Mortgage Association 2 N/A 3617HCQU0 91646.30000000 PA USD 99591.46000000 0.001064809355 Long DBT USGA US N 2 2048-07-20 Fixed 5.00000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EW9 720000.00000000 PA USD 774300.00000000 0.008278640398 Long DBT CORP US N 2 2030-04-01 Fixed 2.62500000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942JAA5 7677793.22000000 PA USD 7698859.55000000 0.082314464283 Long ABS-MBS US Y 2 2069-10-15 Fixed 1.06000000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MAA7 1281000.00000000 PA USD 1288023.59000000 0.013771256782 Long ABS-MBS US Y 2 2025-12-26 Fixed 1.21000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B5RG2 828624.41000000 PA USD 870366.45000000 0.009305761145 Long DBT USGA US N 2 2049-08-25 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBB6 8840000.00000000 PA USD 8640409.42000000 0.092381302448 Long SN UST US N 2 2027-12-31 Fixed 0.62500000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63940UAB0 2071337.96000000 PA USD 2180289.30000000 0.023311159860 Long ABS-MBS US N 2 2059-12-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CNE0 3877445.69000000 PA USD 4179684.13000000 0.044688236978 Long DBT USGA US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38374YVW0 92194.28000000 PA USD 5407.16000000 0.000057812131 Long DBT USGA US N 2 2040-01-20 Floating 6.56161920 N N N N N N JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46645UAS6 872000.00000000 PA USD 948960.89000000 0.010146075113 Long ABS-MBS US N 2 2049-12-15 Fixed 3.39280000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HMN7 1635000.00000000 PA USD 1800888.11000000 0.019254688184 Long DBT CORP US N 2 2025-07-15 Fixed 3.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SZ2 102495000.00000000 PA USD 104320692.19000000 1.115373236194 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36212KJY0 13024.77000000 PA USD 14552.63000000 0.000155593427 Long DBT USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGC2 1290000.00000000 PA USD 1418370.34000000 0.015164894739 Long DBT CORP US N 2 2061-03-22 Fixed 3.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AYSU8 545812.02000000 PA USD 99310.22000000 0.001061802401 Long DBT USGA US N 2 2047-11-25 Floating 6.11561880 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331BG1 809000.00000000 PA USD 807263.51000000 0.008631078788 Long DBT CORP US N 2 2025-06-01 Fixed 1.05000000 N N N N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 917288BK7 3280000.00000000 PA USD 3847571.20000000 0.041137360678 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.37500000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAK9 532000.00000000 PA USD 543102.37000000 0.005806727651 Long DBT CORP US N 2 2028-04-01 Fixed 2.25000000 N N N N N N Government National Mortgage Association 2 N/A 36179SLS4 706401.57000000 PA USD 753344.08000000 0.008054584443 Long DBT USGA US N 2 2046-09-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36201PLF0 413.64000000 PA USD 462.16000000 0.000004941310 Long DBT USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N REXFORD INDUSTRIAL REALTY, L.P. 549300028US163ELJN70 76169XAB0 858000.00000000 PA USD 843098.40000000 0.009014217324 Long DBT CORP US N 2 2031-09-01 Fixed 2.15000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XAQ9 2985000.00000000 PA USD 2992646.56000000 0.031996699871 Long DBT CORP US N 2 2021-09-25 Fixed 4.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K8Z46 95473.85000000 PA USD 100985.78000000 0.001079717109 Long DBT USGA US N 2 2050-02-01 Fixed 3.50000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AP4 990000.00000000 PA USD 1069088.63000000 0.011430453728 Long DBT CORP US N 2 2030-01-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FLFR2 501296.79000000 PA USD 70672.02000000 0.000755609246 Long DBT USGA US N 2 2039-11-25 Fixed 4.50000000 N N N N N N MUNICIPAL ELEC AUTH GA N/A 626207YS7 160000.00000000 PA USD 240405.36000000 0.002570359712 Long DBT MUN US N 2 2057-04-01 Fixed 7.05500000 N N N N N N Government National Mortgage Association 2 N/A 36179SGL5 293914.31000000 PA USD 312823.45000000 0.003344637544 Long DBT USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N IHS MARKIT LTD. 549300HLPTRASHS0E726 44962LAH0 1550000.00000000 PA USD 1651602.50000000 0.017658560220 Long DBT NUSS US N 2 2024-05-01 Fixed 3.62500000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942EAA6 5905000.00000000 PA USD 5908561.31000000 0.063173000593 Long ABS-MBS US Y 2 2069-12-16 Fixed 0.97000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796L64 5320000.00000000 PA USD 5316441.51000000 0.056842189670 Long DBT UST US N 2 2022-08-11 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L05D5 468379.54000000 PA USD 475846.33000000 0.005087641290 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKQ7 3730221.02000000 PA USD 4029709.01000000 0.043084736930 Long DBT USGA US N 2 2049-08-01 Fixed 3.50000000 N N N N N N BANQUE ROYALE DU CANADA ES7IP3U3RHIGC71XBU11 78015K7G3 1170000.00000000 PA USD 1195195.39000000 0.012778758672 Long DBT NUSS CA N 2 2023-04-17 Fixed 1.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGCY3 1953109.86000000 PA USD 1988937.84000000 0.021265273347 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N BRK: JP MORGAN CHASE BANK NA (PAS) N/A N/A 8946000.00000000 NC USD 1041453.74000000 0.011134987737 N/A DIR XX N 2 BRK: JP MORGAN CHASE BANK NA (PAS) N/A Y 2050-10-07 43568.05000000 USD 0.00000000 USD -8946000.00000000 USD 997885.69000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4RH1 8923990.53000000 PA USD 9934233.29000000 0.106214574512 Long DBT USGA US N 2 2049-06-01 Fixed 5.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGK4 1559000.00000000 PA USD 1670296.23000000 0.017858429352 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N MASTR RESECURITIZATION TRUST N/A 576435BB6 8150.35000000 PA USD 6828.44000000 0.000073008135 Long DBT USGA US N 2 2035-05-28 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412WX50 7137.57000000 PA USD 8288.78000000 0.000088621760 Long DBT USGA US N 2 2037-04-01 Fixed 6.00000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92925DAC4 110589.56000000 PA USD 99946.50000000 0.001068605363 Long ABS-MBS US N 2 2046-12-25 Floating 0.91833120 N N N N N N Government National Mortgage Association 2 N/A 3622A2R38 210974.55000000 PA USD 226032.09000000 0.002416683961 Long DBT USGA US N 2 2046-01-20 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCR0 3871000.00000000 PA USD 3851645.00000000 0.041180916826 Long SN UST US N 2 2028-07-31 Fixed 1.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWQQ0 6738450.79000000 PA USD 7126931.17000000 0.076199535454 Long DBT USGA US N 2 2036-01-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796K99 13240000.00000000 PA USD 13237434.75000000 0.141531657105 Long DBT UST US N 2 2022-02-03 None 0.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBC2 2252000.00000000 PA USD 3105068.50000000 0.033198689816 Long DBT CORP US N 2 2029-11-15 Fixed 8.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWB85 1940000.00000000 PA USD 2052215.77000000 0.021941826656 Long DBT USGA US N 2 2051-08-01 Fixed 3.50000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78442GLK0 3628036.51000000 PA USD 3655775.03000000 0.039086719426 Long ABS-MBS US N 2 2064-10-25 Floating 0.67524840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395DKV0 45728.81000000 PA USD 72470.79000000 0.000774841288 Long DBT USGA US N 2 2036-05-25 Floating 29.77029000 N N N N N N Government National Mortgage Association N/A 36290YY44 24058.88000000 PA USD 26940.43000000 0.000288040981 Long DBT USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9NR0 1014590.20000000 PA USD 1118896.12000000 0.011962984141 Long DBT USGA US N 2 2048-08-01 Fixed 4.50000000 N N N N N N CREDIT SUISSE AG 549300D0YARF5HYP1809 22550L2G5 5957000.00000000 PA USD 5924866.27000000 0.063347329536 Long DBT NUSS CH N 2 2026-08-07 Fixed 1.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ASQR0 334257.21000000 PA USD 344385.14000000 0.003682087992 Long DBT USGA US N 2 2043-08-25 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCS8 33250000.00000000 PA USD 33078554.69000000 0.353668422042 Long SN UST US N 2 2031-08-15 Fixed 1.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ADXW4 253251.75000000 PA USD 6903.19000000 0.000073807345 Long DBT USGA US N 2 2032-04-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L2PV9 494138.74000000 PA USD 501806.57000000 0.005365202302 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAJ6 350000.00000000 PA USD 342055.48000000 0.003657179795 Long DBT CORP US N 2 2027-08-15 Fixed 0.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAM3 340000.00000000 PA USD 334674.22000000 0.003578261033 Long SN UST US N 2 2025-09-30 Fixed 0.25000000 N N N N N N COMM MORTGAGE TRUST N/A 12626LAE2 4304000.00000000 PA USD 4598715.54000000 0.049168425999 Long ABS-MBS US N 2 2050-08-10 Fixed 4.25800000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AZ1 780000.00000000 PA USD 829519.13000000 0.008869030842 Long DBT NUSS GB N 2 2051-05-28 Fixed 3.00000000 N N N N N N Federal Home Loan Banks N/A 313385MZ6 230000.00000000 PA USD 229988.76000000 0.002458987782 Long DBT USGA US N 2 2021-10-15 None 0.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GGM0 1290000.00000000 PA USD 1914615.20000000 0.020470632497 Long DBT CORP US N 2 2041-02-01 Fixed 6.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CR89 1058233.25000000 PA USD 1126676.20000000 0.012046166996 Long DBT USGA US N 2 2047-12-01 Fixed 3.50000000 N N N N N N BRK: MORGAN STANLEY N/A N/A 7784000.00000000 NC USD 19899.40000000 0.000212759882 N/A DIR XX N 2 BRK: MORGAN STANLEY N/A Y 2051-07-09 0.00000000 USD -34518.12000000 USD -7784000.00000000 USD 54417.52000000 N N N PORT AUTH N Y & N J N/A 73358WJA3 1600000.00000000 PA USD 2198986.88000000 0.023511070154 Long DBT MUN US N 2 2062-10-01 Fixed 4.45800000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MF5 3600000.00000000 PA USD 3836875.54000000 0.041023005101 Long DBT CORP US N 2 2025-04-24 Fixed 3.35200000 N N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875PAT8 1730000.00000000 PA USD 2327463.63000000 0.024884714495 Long DBT CORP US N 2 2050-04-15 Fixed 4.95000000 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST N/A 92939FBA6 11775612.19000000 PA USD 281975.28000000 0.003014815891 Long DBT USGA US N 2 2047-08-15 Floating 1.17425520 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XBA1 525000.00000000 PA USD 557950.40000000 0.005965479429 Long DBT CORP US N 2 2025-03-01 Fixed 3.25000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AM2 60000.00000000 PA USD 71601.48000000 0.000765546822 Long DBT CORP BE N 2 2038-04-15 Fixed 4.37500000 N N N N N N Government National Mortgage Association N/A 36213NQN9 735.90000000 PA USD 842.19000000 0.000009004504 Long DBT USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N DH Europe Finance II S.a r.l. 222100KDGL314CKTZ511 23291KAF2 1232000.00000000 PA USD 1258297.64000000 0.013453433651 Long DBT NUSS US N 2 2022-11-15 Fixed 2.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W95X4 105381.15000000 PA USD 116695.00000000 0.001247676535 Long DBT USGA US N 2 2043-10-01 Fixed 4.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABX4 1169000.00000000 PA USD 1163894.53000000 0.012444096959 Long DBT CORP US N 2 2028-06-15 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179VV23 1056654.22000000 PA USD 1112476.55000000 0.011894347551 Long DBT USGA US N 2 2050-10-20 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SZ2 9715000.00000000 PA USD 9888048.44000000 0.105720776546 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDH1 1559000.00000000 PA USD 1790086.86000000 0.019139203663 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DM6 260000.00000000 PA USD 276252.36000000 0.002953627725 Long DBT CORP US N 2 2026-04-15 Fixed 2.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDC5 430000.00000000 PA USD 504624.37000000 0.005395329582 Long DBT CORP US N 2 2046-08-15 Fixed 4.12500000 N N N N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759AU4 1355000.00000000 PA USD 1422466.40000000 0.015208688886 Long DBT CORP US N 2 2024-08-15 Fixed 2.50000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89178UAL6 2608933.00000000 PA USD 2689346.58000000 0.028753885113 Long ABS-MBS US N 2 2063-02-25 Floating 3.08800080 N N N N N N Government National Mortgage Association N/A 38380RWG1 2972518.82000000 PA USD 221777.85000000 0.002371198590 Long DBT USGA US N 2 2061-01-16 Floating 0.80499960 N N N N N N 2021-08-31 SEI INSTITUTIONAL INVESTMENTS TRUST Peter Rodriguez Peter Rodriguez CFO XXXX