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 2025-05-31 2024-08-31 N 9272720427.69 1083452759.77 8189267667.92 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3962000.32000000 USD N Bloomberg US Aggregate Bond Index (USD) LEH_AGG Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418E5Q9 4149876.16320000 PA USD 4225044.32000000 0.051592456020 Long DBT USGA US N 2 2054-05-01 Fixed 6.00000000 N N N N N N AON NORTH AMERICA, INC. N/A 03740MAD2 1840000.00000000 PA USD 1904064.44000000 0.023250729090 Long DBT CORP US N 2 2034-03-01 Fixed 5.45000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DU8 320000.00000000 PA USD 320562.33000000 0.003914419982 Long DBT CORP US N 2 2030-04-15 Fixed 4.50000000 N N N N N N HF SINCLAIR CORPORATION N/A 403949AB6 1265000.00000000 PA USD 1278200.40000000 0.015608238145 Long DBT CORP US N 2 2026-04-01 Fixed 5.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AUAS0 1613626.96000000 PA USD 1593205.54000000 0.019454798702 Long DBT USGA US N 2 2046-11-25 Floating 5.86332000 N N N N N N CARVAL CLO LTD N/A 14688RAA8 3290000.00000000 PA USD 3290000.00000000 0.040174532490 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APK73 245179.81000000 PA USD 212357.59000000 0.002593120638 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AB3 2465000.00000000 PA USD 2441173.66000000 0.029809425689 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 191810.32000000 0.002342215785 Long DBT CORP US N 2 2038-07-24 Fixed 3.88200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKM31 454667.54000000 PA USD 442891.32000000 0.005408192013 Long DBT USGA US N 2 2052-11-01 Fixed 4.50000000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GK3 752000.00000000 PA USD 621051.65000000 0.007583726349 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDJ9 10951510.71000000 PA USD 9363698.37000000 0.114341095561 Long DBT USGA US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EV80 9442381.11000000 PA USD 9505624.76000000 0.116074173484 Long DBT USGA US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31325WSM5 395329.91000000 PA USD 49448.28000000 0.000603818094 Long DBT USGA US N 2 2046-12-15 Floating 0.53199000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AL9 1500000.00000000 PA USD 1416035.36000000 0.017291355190 Long DBT CORP US N 2 2043-09-15 Fixed 4.80000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCR5 1320000.00000000 PA USD 1141586.01000000 0.013940025607 Long DBT CORP US N 2 2032-11-08 Fixed 2.54500000 N N N N N N KINGS PARK CLO N/A 496094AA1 710000.00000000 PA USD 710300.33000000 0.008673551272 Long ABS-CBDO CORP KY Y 2 2035-01-21 Floating 6.67361880 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAR0 320000.00000000 PA USD 288732.97000000 0.003525748353 Long DBT CORP US N 2 2031-03-24 Fixed 3.12500000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBE2 10000.00000000 PA USD 7605.99000000 0.000092877535 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CN8 170000.00000000 PA USD 153513.92000000 0.001874574457 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GRBY5 841128.05000000 PA USD 871368.83000000 0.010640375493 Long DBT USGA US N 2 2054-02-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 38380PHX5 4367629.20000000 PA USD 490716.68000000 0.005992192463 Long DBT USGA US N 2 2060-05-16 Floating 1.61460000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNXQ0 169774.86000000 PA USD 160354.02000000 0.001958099631 Long DBT USGA US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179UEB4 566955.53000000 PA USD 573840.68000000 0.007007228280 Long DBT USGA US N 2 2048-10-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J8GH0 35663.50000000 PA USD 32456.21000000 0.000396326159 Long DBT USGA US N 2 2047-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F8TU7 16361159.42000000 PA USD 745126.47000000 0.009098816893 Long DBT USGA US N 2 2035-12-25 Floating 0.68978880 N N N N N N Government National Mortgage Association 2 N/A 36179VBK5 173300.90000000 PA USD 175485.20000000 0.002142868045 Long DBT USGA US N 2 2049-12-20 Fixed 5.00000000 N N N N N N SMRT COMMERCIAL MORTGAGE TRUST N/A 78457JAA0 5430000.00000000 PA USD 5368982.55000000 0.065561204831 Long ABS-MBS US Y 2 2039-01-15 Floating 6.33700080 N N N N N N OWL ROCK CLO LTD N/A 69120DAA9 2030000.00000000 PA USD 2036995.38000000 0.024873962637 Long ABS-CBDO CORP KY Y 2 2036-04-20 Floating 7.14909960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DPR7 369356.45000000 PA USD 362928.43000000 0.004431756839 Long DBT USGA US N 2 2050-05-01 Fixed 4.50000000 N N N N N N T-MOBILE US TRUST N/A 87267WAA2 1743000.00000000 PA USD 1740042.83000000 0.021247844136 Long ABS-MBS US Y 2 2028-05-22 Fixed 4.91000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHG7 1780000.00000000 PA USD 1743384.14000000 0.021288645220 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A35F4 1615.39000000 PA USD 1655.91000000 0.000020220489 Long DBT USGA US N 2 2039-06-25 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412TZM8 13477.02000000 PA USD 14226.53000000 0.000173721638 Long DBT USGA US N 2 2038-11-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPHK6 608022.56000000 PA USD 540784.74000000 0.006603578756 Long DBT USGA US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133LWA85 915371.08000000 PA USD 748943.36000000 0.009145425334 Long DBT USGA US N 2 2051-09-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622AC3X6 10509945.36000000 PA USD 10863611.22000000 0.132656687515 Long DBT USGA US N 2 2054-01-20 Fixed 6.50000000 N N N N N N Healthcare Realty Holdings, L.P. 549300IYGAS4GE6VDL07 42225UAJ3 1100000.00000000 PA USD 1089729.88000000 0.013306805006 Long DBT CORP US N 2 2025-05-01 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQ3M6 649417.57000000 PA USD 670384.90000000 0.008186139801 Long DBT USGA US N 2 2053-04-01 Fixed 6.50000000 N N N N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 48667QAP0 1770000.00000000 PA USD 1606066.14000000 0.019611840827 Long DBT NUSS KZ N 2 2047-04-19 Fixed 5.75000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYK4 280000.00000000 PA USD 206455.42000000 0.002521048625 Long DBT CORP US N 2 2042-07-21 Fixed 2.90800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBEM0 1640266.02000000 PA USD 1436317.31000000 0.017539020193 Long DBT USGA US N 2 2050-04-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36291ARU5 6079.12000000 PA USD 6214.54000000 0.000075886394 Long DBT USGA US N 2 2033-10-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CW3T9 1658604.18000000 PA USD 1539869.57000000 0.018803507620 Long DBT USGA US N 2 2037-06-01 Fixed 2.50000000 N N N N N N METROPOLITAN EDISON COMPANY N/A 591894CC2 720000.00000000 PA USD 711265.87000000 0.008685341581 Long DBT CORP US N 2 2029-01-15 Fixed 4.30000000 N N N N N N CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 14913UAE0 1873000.00000000 PA USD 1886924.86000000 0.023041435895 Long DBT CORP US N 2 2027-01-08 Fixed 4.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AX6 2160000.00000000 PA USD 2142956.87000000 0.026167869422 Long DBT NUSS CH N 2 2025-03-26 Fixed 3.75000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBV1 1835000.00000000 PA USD 1845201.32000000 0.022531945404 Long DBT CORP US N 2 2033-09-11 Fixed 4.89300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AUUN7 153542.86000000 PA USD 12679.51000000 0.000154830816 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 1111633.92000000 0.013574277518 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 6.58361880 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFT6 700000.00000000 PA USD 502301.38000000 0.006133654441 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATA53 1013496.76000000 PA USD 1001974.52000000 0.012235215169 Long DBT USGA US N 2 2046-10-25 Floating 5.86332000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DD8 1051000.00000000 PA USD 1101455.28000000 0.013449985086 Long DBT CORP US N 2 2030-09-07 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHQE0 0.10000000 PA USD 0.09000000 0.000000001098 Long DBT USGA US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EE30 12133460.95000000 PA USD 10769812.34000000 0.131511299626 Long DBT USGA US N 2 2052-07-01 Fixed 3.00000000 N N N N N N OTIS WORLDWIDE CORPORATION 549300ZLBKR8VSU25153 68902VAL1 605000.00000000 PA USD 469309.23000000 0.005730783862 Long DBT CORP US N 2 2040-02-15 Fixed 3.11200000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MCE7 2120000.00000000 PA USD 2207990.60000000 0.026962003069 Long ABS-MBS US Y 2 2030-03-25 Fixed 6.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QRC6 0.04000000 PA USD 0.04000000 0.000000000488 Long DBT USGA US N 2 2048-04-01 Floating 7.05700080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDC4 30360784.94000000 PA USD 24867371.61000000 0.303658063436 Long DBT USGA US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ABUS7 213003.18000000 PA USD 184881.15000000 0.002257602968 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N CROWLEY CONRO, LLC 5493002RTOQUGXZXJJ02 228023AB3 699264.08000000 PA USD 647517.38000000 0.007906902134 Long DBT CORP US N 2 2043-08-15 Fixed 4.18100000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBP0 2755000.00000000 PA USD 2505849.62000000 0.030599190570 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 6037500.00000000 PA USD 6068708.38000000 0.074105629783 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 1043593.43000000 0.012743428012 Long DBT CORP US N 2 2045-07-30 Fixed 4.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297BTM4 12458.84000000 PA USD 12953.26000000 0.000158173606 Long DBT USGA US N 2 2031-10-01 Fixed 6.50000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBD4 98000.00000000 PA USD 98599.07000000 0.001204003507 Long DBT CORP US N 2 2027-10-15 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31400L3T9 3985.36000000 PA USD 4172.02000000 0.000050944970 Long DBT USGA US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNTN3 1460490.84000000 PA USD 1319208.71000000 0.016108994888 Long DBT USGA US N 2 2051-12-01 Fixed 3.00000000 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AL7 330000.00000000 PA USD 269261.22000000 0.003287976787 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 11715.89000000 PA USD 11789.37000000 0.000143961224 Long DBT USGA US N 2 2032-02-15 Fixed 7.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TQ1 7850000.00000000 PA USD 7428982.44000000 0.090716077935 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31393USG9 3520.56000000 PA USD 3549.77000000 0.000043346611 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 113571.54000000 PA USD 104672.98000000 0.001278172655 Long DBT USGA US N 2 2049-07-20 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGQ7 1170000.00000000 PA USD 1072240.25000000 0.013093237313 Long DBT CORP US N 2 2045-11-17 Fixed 4.90000000 N N N N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05971KAE9 1800000.00000000 PA USD 1768929.50000000 0.021600582270 Long DBT NUSS ES N 2 2025-05-28 Fixed 2.74600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ARH40 461112.19000000 PA USD 401267.71000000 0.004899921778 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAY6 680000.00000000 PA USD 697552.84000000 0.008517890344 Long DBT CORP US N 2 2034-05-15 Fixed 5.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31378CTK8 9165.47000000 PA USD 9437.07000000 0.000115237044 Long DBT USGA US N 2 2027-05-01 Fixed 6.50000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CN6 768000.00000000 PA USD 753598.00000000 0.009202263627 Long DBT CORP US N 2 2026-06-15 Fixed 3.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HCMV2 178126.81000000 PA USD 176950.08000000 0.002160755847 Long DBT USGA US N 2 2043-12-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEM9 19306000.00000000 PA USD 18582779.09000000 0.226916249944 Long SN UST US N 2 2029-04-30 Fixed 2.87500000 N N N N N N Government National Mortgage Association N/A 36291GRQ1 12377.71000000 PA USD 12539.94000000 0.000153126512 Long DBT USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N BX TRUST N/A 05608RAA3 4760000.00000000 PA USD 4721373.55000000 0.057653183916 Long ABS-MBS US Y 2 2036-10-15 Floating 6.35058000 N N N N N N Government National Mortgage Association N/A 3622A23F7 118684.46000000 PA USD 117992.39000000 0.001440817357 Long DBT USGA US N 2 2047-08-15 Fixed 4.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFP0 190000.00000000 PA USD 187984.38000000 0.002295496833 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 1246401.12000000 PA USD 106205.47000000 0.001296886050 Long DBT USGA US N 2 2039-11-20 Floating 0.94983840 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST N/A 362948AA9 4575161.20000000 PA USD 4406974.61000000 0.053814025731 Long ABS-MBS US Y 2 2061-09-25 Fixed 3.90000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BV1 643000.00000000 PA USD 439261.89000000 0.005363872666 Long DBT CORP US N 2 2041-08-12 Fixed 2.80000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RLV2 226000.00000000 PA USD 159406.88000000 0.001946534006 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N Government National Mortgage Association N/A 38382J2C9 3488868.87000000 PA USD 2823062.55000000 0.034472710680 Long DBT USGA US N 2 2050-09-20 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQA37 1282391.20000000 PA USD 1139761.47000000 0.013917745959 Long DBT USGA US N 2 2049-10-25 Fixed 2.50000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46654AAC3 8059016.28000000 PA USD 6690240.72000000 0.081695225889 Long ABS-MBS US Y 2 2051-12-25 Floating 2.49999840 N N N N N N OCTAGON LIMITED N/A 67577WAP6 2500000.00000000 PA USD 2519252.50000000 0.030762854532 Long ABS-CBDO CORP KY Y 2 2036-11-16 Floating 6.84552960 N N N N N N CENTEX HOME EQUITY LOAN TRUST N/A 152314MH0 621475.02000000 PA USD 620616.83000000 0.007578416717 Long ABS-MBS US N 2 2035-01-25 Floating 6.11242920 N N N N N N Government National Mortgage Association 2 N/A 3622ABKA9 796329.38000000 PA USD 688469.14000000 0.008406968338 Long DBT USGA US N 2 2051-12-20 Fixed 2.50000000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BM6 1660000.00000000 PA USD 1659338.49000000 0.020262355039 Long DBT CORP US N 2 2034-01-24 Fixed 5.06800000 N N N N N N Government National Mortgage Association 2 N/A 3617GGSX4 192604.71000000 PA USD 184747.85000000 0.002255975228 Long DBT USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EXP9 1893000.00000000 PA USD 1956251.07000000 0.023887985462 Long DBT CORP US N 2 2034-04-11 Fixed 5.10000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CL2 929000.00000000 PA USD 919699.79000000 0.011230549876 Long DBT CORP US N 2 2025-07-20 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CCK8 1914930.33000000 PA USD 1810782.42000000 0.022111652634 Long DBT USGA US N 2 2036-10-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERVZ0 510451.61000000 PA USD 464345.62000000 0.005670172704 Long DBT USGA US N 2 2046-12-01 Fixed 3.00000000 N N N N N N SPECTRA ENERGY PARTNERS, LP 2HKVXE7U4NF5B6UGSU72 84756NAH2 140000.00000000 PA USD 136488.26000000 0.001666672351 Long DBT CORP US N 2 2026-10-15 Fixed 3.37500000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST N/A 891941AD8 1966000.00000000 PA USD 1966255.78000000 0.024010154017 Long ABS-MBS US N 2 2028-02-15 Fixed 4.71000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359VHQ9 25409.48000000 PA USD 24709.42000000 0.000301729299 Long DBT USGA US N 2 2029-03-25 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFBC4 619813.03000000 PA USD 559888.35000000 0.006836854926 Long DBT USGA US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BHUP2 1807860.73000000 PA USD 237413.33000000 0.002899078887 Long DBT USGA US N 2 2047-05-25 Fixed 2.50000000 N N N N N N JBS USA Holding Lux S.a r.l. RB8RC03FUD8DSX57C193 46590XAP1 2132000.00000000 PA USD 1822082.89000000 0.022249643849 Long DBT NUSS US N 2 2032-05-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J7VT9 2557502.82000000 PA USD 2344762.19000000 0.028632135193 Long DBT USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNLW2 2685123.20000000 PA USD 2621176.78000000 0.032007462526 Long DBT USGA US N 2 2053-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYUL8 17909880.51000000 PA USD 477862.48000000 0.005835228489 Long DBT USGA US N 2 2031-03-25 Floating 0.60944040 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175AY0 224000.00000000 PA USD 223261.25000000 0.002726266365 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AQ4 692000.00000000 PA USD 715215.13000000 0.008733566406 Long DBT CORP US N 2 2054-06-15 Fixed 5.95000000 N N N N N N Government National Mortgage Association N/A 38378BQJ1 2452500.22000000 PA USD 5026.15000000 0.000061374840 Long DBT USGA US N 2 2053-04-16 Floating 0.21926880 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AQ4 4675000.00000000 PA USD 4053401.01000000 0.049496501694 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RF0 700000.00000000 PA USD 708920.96000000 0.008656707641 Long DBT CORP US N 2 2044-01-15 Fixed 5.60600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WXVV6 70239.99000000 PA USD 68115.47000000 0.000831765095 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKFA1 522565.79000000 PA USD 475587.82000000 0.005807452378 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 1890000.00000000 PA USD 1925016.71000000 0.023506579441 Long DBT CORP BE N 2 2029-01-23 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FGSM8 255481.34000000 PA USD 225265.69000000 0.002750742790 Long DBT USGA US N 2 2048-08-15 Fixed 3.00000000 N N N N N N FirstEnergy Pennsylvania Electric Company N/A 708696CA5 749000.00000000 PA USD 751694.10000000 0.009179014906 Long DBT CORP US N 2 2026-03-30 Fixed 5.15000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BF2 1880000.00000000 PA USD 1726993.70000000 0.021088499851 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N UBS AG New York (Eleven Madison Avenue) Branch 549300D0YARF5HYP1809 22550L2C4 790000.00000000 PA USD 779966.57000000 0.009524252981 Long DBT NUSS CH N 2 2025-04-09 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7FP9 3371500.41000000 PA USD 3153361.64000000 0.038506027252 Long DBT USGA US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418UEL4 103502.86000000 PA USD 105922.97000000 0.001293436413 Long DBT USGA US N 2 2040-06-01 Fixed 5.00000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 592179KD6 1180000.00000000 PA USD 1187314.47000000 0.014498420593 Long DBT CORP US N 2 2026-01-06 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVF3 225072.89000000 PA USD 194677.37000000 0.002377225631 Long DBT USGA US N 2 2041-06-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36200KK97 44087.44000000 PA USD 46101.51000000 0.000562950337 Long DBT USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AT2 1330000.00000000 PA USD 1293090.62000000 0.015790064172 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 289815.83000000 PA USD 279540.00000000 0.003413492040 Long ABS-MBS US N 2 2034-10-25 Floating 6.17243040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7Z22 7977780.16000000 PA USD 176386.33000000 0.002153871837 Long DBT USGA US N 2 2055-06-25 Floating 0.42984720 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H6RA5 1198879.25000000 PA USD 1103675.05000000 0.013477090928 Long DBT USGA US N 2 2047-02-25 Fixed 3.00000000 N N N N N N TSMC ARIZONA CORPORATION 2549005GOBWLCSY63Q97 872898AC5 3950000.00000000 PA USD 3446531.70000000 0.042085957374 Long DBT CORP TW N 2 2031-10-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38380QDH2 96320.77000000 PA USD 95003.08000000 0.001160092499 Long DBT USGA US N 2 2070-07-20 Floating 5.94640080 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61770KAV7 3930000.00000000 PA USD 3707769.90000000 0.045275964229 Long ABS-MBS US N 2 2053-02-15 Fixed 2.62400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128HXTR6 704682.00000000 PA USD 656166.89000000 0.008012522201 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 596256.19000000 0.007280946406 Long DBT CORP US N 2 2039-01-15 Fixed 7.00000000 N N N N N N MADISON PARK FUNDING, LTD. N/A 55820CAN5 4333586.68000000 PA USD 4338765.32000000 0.052981114990 Long ABS-CBDO CORP KY Y 2 2030-10-18 Floating 6.45923880 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573EAA5 269487.12000000 PA USD 253313.10000000 0.003093232634 Long ABS-MBS US Y 2 2055-11-25 Floating 1.02700080 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAL5 530000.00000000 PA USD 506590.72000000 0.006186032018 Long DBT CORP US N 2 2029-03-24 Fixed 3.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5DF9 2776785.13000000 PA USD 2546515.47000000 0.031095765497 Long DBT USGA US N 2 2045-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36213HQ36 3034.79000000 PA USD 3049.55000000 0.000037238372 Long DBT USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N ACCESS GROUP, INC. N/A 00432CDJ7 1108623.15630000 PA USD 1093574.26000000 0.013353749130 Long ABS-MBS US N 2 2036-05-25 Floating 5.63292000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464WAA0 122170.47000000 PA USD 115081.03000000 0.001405266437 Long ABS-MBS US N 2 2065-05-25 Floating 1.37300040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MKQ82 97351.79000000 PA USD 95265.53000000 0.001163297304 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFP1 24790000.00000000 PA USD 24774506.25000000 0.302524074857 Long SN UST US N 2 2025-10-15 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQ3W7 3176959.44000000 PA USD 520346.24000000 0.006354002104 Long DBT USGA US N 2 2051-10-25 Fixed 3.00000000 N N N N N N ARES LOAN FUNDING N/A 04020FAA2 2380000.00000000 PA USD 2394789.32000000 0.029243021685 Long ABS-CBDO CORP JE Y 2 2036-10-15 Floating 7.05137040 N N N N N N US LONG BND W5 OP Aug24P 123 N/A N/A 435.00000000 NC USD 0.00000000 0.000000 N/A DIR US N 1 US LONG BND W5 OP Aug24P 123 N/A Put Purchased N/A N/A 435000.00000000 123.00000000 USD 2024-09-02 XXXX -58424.43000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGFQ7 4944252.68000000 PA USD 4447453.13000000 0.054308313152 Long DBT USGA US N 2 2052-03-01 Fixed 3.00000000 N N N N N N PETROBRAS GLOBAL FINANCE B.V. 549300FNENFFSMO3GT38 71647NAN9 1090000.00000000 PA USD 1029000.55000000 0.012565232835 Long DBT NUSS BR N 2 2115-06-05 Fixed 6.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYTW9 6535585.51000000 PA USD 5692316.95000000 0.069509474849 Long DBT USGA US N 2 2040-07-01 Fixed 2.00000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BZ2 900000.00000000 PA USD 784019.89000000 0.009573748493 Long DBT CORP US N 2 2045-05-01 Fixed 4.40000000 N N N N N N Government National Mortgage Association 2 N/A 36179WFH6 304139.88000000 PA USD 275657.24000000 0.003366079253 Long DBT USGA US N 2 2051-05-20 Fixed 3.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBS9 630000.00000000 PA USD 618143.31000000 0.007548212307 Long DBT CORP US N 2 2026-03-01 Fixed 3.15000000 N N N N N N Government National Mortgage Association N/A 38383TLM3 4984491.69000000 PA USD 4245529.83000000 0.051842606715 Long DBT USGA US N 2 2051-06-20 Fixed 2.50000000 N N N N N N United States of America N/A N/A 101.00000000 NC USD 11469812.50000000 0.140059074450 N/A DIR US N 1 US 10YR NOTE (CBT)DEC24 N/A Long U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Dec 2024 2024-12-22 11523329.98000000 USD -53517.48000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417HBX1 2143793.04000000 PA USD 2032085.04000000 0.024814001964 Long DBT USGA US N 2 2043-07-01 Fixed 3.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCQ3 940000.00000000 PA USD 932376.06000000 0.011385341129 Long DBT CORP US N 2 2035-07-15 Fixed 4.62500000 N N N N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 03938LBH6 1310000.00000000 PA USD 1317494.56000000 0.016088063224 Long DBT NUSS LU N 2 2054-06-17 Fixed 6.35000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538HAA8 1191449.30000000 PA USD 1011850.83000000 0.012355815819 Long ABS-MBS US Y 2 2066-07-25 Floating 0.93800160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9H53 319605.93000000 PA USD 301603.01000000 0.003682905752 Long DBT USGA US N 2 2043-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ER3T5 27290.75000000 PA USD 26803.96000000 0.000327305945 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 232295.24000000 0.002836581357 Long DBT CORP US N 2 2037-11-15 Fixed 6.62500000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAM5 60000.00000000 PA USD 73530.44000000 0.000897887857 Long DBT CORP US N 2 2038-04-15 Fixed 7.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H6K95 1739381.07000000 PA USD 1558765.48000000 0.019034247544 Long DBT USGA US N 2 2051-06-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36213UV31 21326.71000000 PA USD 21979.10000000 0.000268389078 Long DBT USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWA3 1271050.23000000 PA USD 1097011.93000000 0.013395726876 Long DBT USGA US N 2 2042-01-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9NN7 7519525.39000000 PA USD 6894049.84000000 0.084183960270 Long DBT USGA US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AETS6 136411.40000000 PA USD 15840.01000000 0.000193424011 Long DBT USGA US N 2 2043-06-25 Floating 0.68667840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMH5 1762045.95000000 PA USD 1689651.08000000 0.020632505231 Long DBT USGA US N 2 2053-02-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38379XN63 1395435.54000000 PA USD 1151200.97000000 0.014057434885 Long DBT USGA US N 2 2044-04-16 Fixed 2.00000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64828EAA3 218585.06000000 PA USD 205749.88000000 0.002512433203 Long ABS-MBS US N 2 2059-09-25 Floating 2.49188040 N N N N N N CIFC FUNDING LTD N/A 12550TAY1 350000.00000000 PA USD 350402.85000000 0.004278805678 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 6.61362120 N N N N N N Government National Mortgage Association 2 N/A 3622AA4R2 2082169.89000000 PA USD 1800722.03000000 0.021988804164 Long DBT USGA US N 2 2051-04-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385JRP5 12361.16000000 PA USD 12832.95000000 0.000156704488 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 1822558.20000000 0.022255447909 Long ABS-MBS US N 2 2039-06-05 Fixed 3.39730000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LRTA6 477134.82000000 PA USD 413427.41000000 0.005048405141 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C6R43 3844166.29000000 PA USD 3883622.77000000 0.047423321931 Long DBT USGA US N 2 2053-06-01 Fixed 5.50000000 N N N N N N NISSAN AUTO LEASE TRUST N/A 65473FAE7 1493000.00000000 PA USD 1505964.47000000 0.018389488914 Long ABS-MBS US N 2 2027-11-15 Fixed 5.61000000 N N N N N N Citibank National Association E57ODZWZ7FF32TWEFA76 17325FBC1 1995000.00000000 PA USD 2040068.07000000 0.024911483574 Long DBT CORP US N 2 2026-12-04 Fixed 5.48800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FNAJ9 700000.00000000 PA USD 36899.66000000 0.000450585589 Long DBT USGA US N 2 2029-06-25 Floating 1.37535480 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MEY6 275000.00000000 PA USD 271836.08000000 0.003319418671 Long DBT CORP US N 2 2026-01-30 Fixed 3.70000000 N N N N N N GreenSaif Pipelines Bidco S.a rl 549300YWDGUXPB8GRP47 39541EAE3 1985000.00000000 PA USD 2036334.09000000 0.024865887556 Long DBT NUSS SA N 2 2042-08-23 Fixed 6.10270000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B36T2 596625.96000000 PA USD 586820.41000000 0.007165725114 Long DBT USGA US N 2 2049-04-25 Floating 5.96332080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMV76 2101244.07000000 PA USD 1878854.55000000 0.022942888499 Long DBT USGA US N 2 2051-12-01 Fixed 3.00000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BT2 880000.00000000 PA USD 564005.98000000 0.006887135735 Long DBT CORP US N 2 2050-06-03 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179W5D6 2509015.09000000 PA USD 2335936.50000000 0.028524363773 Long DBT USGA US N 2 2052-05-20 Fixed 3.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BV5 2500000.00000000 PA USD 1586228.73000000 0.019369604149 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDQ2 140000.00000000 PA USD 124953.43000000 0.001525819341 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 746414.08000000 PA USD 729068.46000000 0.008902730861 Long ABS-MBS US N 2 2042-03-25 Floating 5.70501000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D4KC6 859642.87000000 PA USD 741941.87000000 0.009059929411 Long DBT USGA US N 2 2041-11-01 Fixed 2.00000000 N N N N N N INTUIT INC. VI90HBPH7XSFMB9E4M29 46124HAF3 1483000.00000000 PA USD 1532308.71000000 0.018711181171 Long DBT CORP US N 2 2028-09-15 Fixed 5.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNZ22 4238820.58000000 PA USD 3704999.62000000 0.045242136052 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F062697 9405000.00000000 PA USD 9683983.62000000 0.118252132091 Long DBT USGA US N 2 2054-09-15 Fixed 6.50000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081GV3 777000.00000000 PA USD 825127.15000000 0.010075713524 Long DBT CORP US N 2 2054-06-15 Fixed 5.60000000 N N N N N N Government National Mortgage Association 2 N/A 3617K1ZG1 905443.76000000 PA USD 872954.83000000 0.010659742304 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 549764.00000000 PA USD 532741.21000000 0.006505358373 Long DBT USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NN7 1780000.00000000 PA USD 1643017.55000000 0.020063058342 Long DBT CORP US N 2 2033-03-17 Fixed 3.78500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBUW8 166414.72000000 PA USD 160468.67000000 0.001959499634 Long DBT USGA US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Orbia Advance Corporation S.A.B. de CV 549300MVHZ20SBIOEQ79 68560EAB4 1340000.00000000 PA USD 1138580.04000000 0.013903319395 Long DBT NUSS MX N 2 2031-05-11 Fixed 2.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KBPX6 214202.89000000 PA USD 199628.53000000 0.002437684761 Long DBT USGA US N 2 2050-03-01 Fixed 3.50000000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36250PAC9 791887.28000000 PA USD 780457.97000000 0.009530253517 Long ABS-MBS US N 2 2048-07-10 Fixed 3.49800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B1TB7 150562.71000000 PA USD 130938.24000000 0.001598900479 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63940VAB8 255.99000000 PA USD 255.69000000 0.000003122257 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 173404.22000000 0.002117456981 Long DBT CORP US N 2 2039-12-16 Fixed 6.85000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFM6 1580000.00000000 PA USD 1571295.31000000 0.019187250603 Long DBT CORP US N 2 2025-01-22 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TA6 30055000.00000000 PA USD 20891747.15000000 0.255111299290 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CEF7 6241256.90000000 PA USD 5672671.22000000 0.069269578795 Long DBT USGA US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AHB63 300852.23000000 PA USD 250542.26000000 0.003059397618 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 36179XVT0 1511333.19000000 PA USD 1521838.69000000 0.018583330667 Long DBT USGA US N 2 2053-03-20 Fixed 5.50000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST N/A 379931AD0 2238000.00000000 PA USD 2268572.20000000 0.027701771293 Long ABS-MBS US N 2 2029-03-16 Fixed 5.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNJF1 1012449.91000000 PA USD 880852.12000000 0.010756176934 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H0GP7 6143412.06000000 PA USD 109039.42000000 0.001331491708 Long DBT USGA US N 2 2028-03-25 Floating 0.86243040 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264AAZ8 1610000.00000000 PA USD 1396942.20000000 0.017058206626 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508CJ1 755000.00000000 PA USD 763548.61000000 0.009323771562 Long DBT CORP US N 2 2054-02-08 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397LDB2 5194.31000000 PA USD 5527.53000000 0.000067497244 Long DBT USGA US N 2 2037-06-25 Fixed 6.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XPKQ1 2540824.59000000 PA USD 2593104.19000000 0.031664665207 Long DBT USGA US N 2 2054-03-01 Fixed 6.00000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CP2 460000.00000000 PA USD 405574.03000000 0.004952506700 Long DBT CORP US N 2 2030-05-01 Fixed 2.10000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY N/A 87166PAN1 1541000.00000000 PA USD 1565063.33000000 0.019111151246 Long ABS-MBS US N 2 2030-07-15 Fixed 4.93000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M5AJ4 125169.33000000 PA USD 112131.58000000 0.001369250396 Long DBT USGA US N 2 2051-11-01 Fixed 3.00000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BM7 490000.00000000 PA USD 431018.53000000 0.005263212139 Long DBT CORP US N 2 2057-08-22 Fixed 4.25000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CB0 2210000.00000000 PA USD 1593047.12000000 0.019452864219 Long DBT CORP US N 2 2051-05-12 Fixed 3.10000000 N N N N N N CSMC TRUST N/A 12662QAA4 0.02000000 PA USD 0.02000000 0.000000000244 Long ABS-MBS US Y 2 2066-10-25 Floating 1.75600080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXKP6 65053.11000000 PA USD 63826.05000000 0.000779386540 Long DBT USGA US N 2 2058-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410YU85 1657.41000000 PA USD 1706.52000000 0.000020838493 Long DBT USGA US N 2 2036-11-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179XDD5 461567.07000000 PA USD 441114.98000000 0.005386500941 Long DBT USGA US N 2 2052-08-20 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828X88 15418000.00000000 PA USD 14842836.29000000 0.181247419084 Long SN UST US N 2 2027-05-15 Fixed 2.37500000 N N N N N N Chile Electricity Lux MPC S.a r.l. N/A 168829AA7 1708050.00000000 PA USD 1767831.75000000 0.021587177531 Long DBT NUSS CL N 2 2033-01-20 Fixed 6.01000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EED8 1975692.45000000 PA USD 1763275.94000000 0.021531546061 Long DBT USGA US N 2 2042-06-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPFM4 2747179.86770000 PA USD 2530170.40000000 0.030896174146 Long DBT USGA US N 2 2052-06-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLAX6 2446997.48000000 PA USD 2458991.02000000 0.030026995327 Long DBT USGA US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 38381HL25 1470565.32000000 PA USD 90308.15000000 0.001102762220 Long DBT USGA US N 2 2064-07-16 Floating 0.69860160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QFS4 838518.54000000 PA USD 830367.51000000 0.010139704106 Long DBT USGA US N 2 2047-11-01 Floating 2.91899880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CFD1 709880.07000000 PA USD 644226.78000000 0.007866720274 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3L5 4560000.00000000 PA USD 4683617.68000000 0.057192143057 Long DBT CORP US N 2 2028-04-22 Fixed 5.70700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QDTW4 1339007.10000000 PA USD 1166994.79000000 0.014250294865 Long DBT USGA US N 2 2040-06-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUD52 388756.67000000 PA USD 399608.36000000 0.004879659283 Long DBT USGA US N 2 2054-03-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJFA6 216621.36000000 PA USD 180395.48000000 0.002202827985 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N UBS AG New York (Eleven Madison Avenue) Branch 549300D0YARF5HYP1809 22550L2L4 1570000.00000000 PA USD 1582654.62000000 0.019325960319 Long DBT NUSS CH N 2 2025-01-09 Fixed 7.95000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SE9 14318000.00000000 PA USD 12201061.36000000 0.148988430403 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N Government National Mortgage Association 2 N/A 36179SSP3 2093567.48000000 PA USD 1919894.35000000 0.023444029769 Long DBT USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N Republica Del Paraguay 529900UXKJTJPCU0HK83 699149AH3 1145000.00000000 PA USD 1041080.73000000 0.012712745171 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FXC89 781544.98000000 PA USD 105207.52000000 0.001284699978 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 19095.05000000 0.000233171643 Long DBT CORP US N 2 2030-01-15 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L4CZ0 149713.93000000 PA USD 124678.69000000 0.001522464462 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3D80 567765.56000000 PA USD 528729.63000000 0.006456372552 Long DBT USGA US N 2 2049-02-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJKU6 793341.11000000 PA USD 688557.41000000 0.008408046212 Long DBT USGA US N 2 2041-04-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMAN6 1308276.63000000 PA USD 1199448.23000000 0.014646587199 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L5GZ3 145964.63000000 PA USD 122965.22000000 0.001501541102 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 151870.23000000 0.001854503188 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJB6 4445000.00000000 PA USD 3987402.85000000 0.048690591292 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DPD8 3287654.04150000 PA USD 2837361.16000000 0.034647312495 Long DBT USGA US N 2 2050-05-01 Fixed 2.50000000 N N N N N N Piedmont Natural Gas Company, Inc. VXB4M3BDPKF3I2AZ3G89 720186AR6 745000.00000000 PA USD 743761.38000000 0.009082147637 Long DBT CORP US N 2 2035-02-15 Fixed 5.10000000 N N N N N N CSMC TRUST N/A 12654PAE8 2667618.12000000 PA USD 2572351.07000000 0.031411246698 Long ABS-MBS US N 2 2057-09-25 Floating 3.84999840 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADC8 1529000.00000000 PA USD 1562161.12000000 0.019075712058 Long DBT CORP US N 2 2029-06-24 Fixed 5.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138M8J38 1457485.39000000 PA USD 1338539.37000000 0.016345043589 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 2063127.61000000 PA USD 7005.76000000 0.000085548064 Long DBT USGA US N 2 2053-02-16 Floating 0.10801080 N N N N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05964HBB0 1600000.00000000 PA USD 1643900.08000000 0.020073835007 Long DBT NUSS ES N 2 2030-03-14 Fixed 5.53800000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 5240000.00000000 PA USD 5052420.58000000 0.061695633661 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N UNIV CALIF REGTS MED CTR POOLED REV N/A 913366KC3 4660000.00000000 PA USD 3305982.01000000 0.040369690478 Long DBT MUN US N 2 2060-05-15 Fixed 3.25600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGTU3 724492.47000000 PA USD 675115.21000000 0.008243902109 Long DBT USGA US N 2 2052-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DLY3 201.51000000 PA USD 210.02000000 0.000002564576 Long DBT USGA US N 2 2036-07-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLWR5 1792095.09000000 PA USD 1814684.84000000 0.022159305490 Long DBT USGA US N 2 2053-07-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 38379RPH0 428262.28000000 PA USD 11502.27000000 0.000140455416 Long DBT USGA US N 2 2058-07-16 Floating 0.56859120 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457CR7 2349000.00000000 PA USD 2355591.55000000 0.028764373635 Long DBT CORP US N 2 2034-08-14 Fixed 4.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HQW7 5489.59000000 PA USD 5727.44000000 0.000069938366 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 3186000.00000000 PA USD 2398989.47000000 0.029294310154 Long DBT CORP US N 2 2047-12-01 Fixed 3.95000000 N N N N N N AON CORPORATION LTS3U8DGK38SETRUWX71 03740LAE2 1015000.00000000 PA USD 791435.67000000 0.009664303355 Long DBT NUSS US N 2 2052-02-28 Fixed 3.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJAK9 4106191.70000000 PA USD 3764659.57000000 0.045970649912 Long DBT USGA US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HC4W9 2934362.07000000 PA USD 2947744.82000000 0.035995218858 Long DBT USGA US N 2 2054-04-25 Floating 6.29884080 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABF7 2255000.00000000 PA USD 2263188.58000000 0.027636031349 Long DBT NUSS DK N 2 2026-01-09 Fixed 6.46600000 N N N N N N Government National Mortgage Association 2 N/A 3622ABMK5 3853925.69000000 PA USD 3501639.92000000 0.042758889585 Long DBT USGA US N 2 2050-10-20 Fixed 3.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BA1 110000.00000000 PA USD 105141.63000000 0.001283895389 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N APIDOS CLO N/A 03768UAA7 1320000.00000000 PA USD 1321189.32000000 0.016133180323 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 6.59361960 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AJ2 140000.00000000 PA USD 119043.53000000 0.001453652937 Long DBT CORP US N 2 2042-02-15 Fixed 4.48700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KKH80 183743.08000000 PA USD 153091.15000000 0.001869411969 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 5133898.61000000 PA USD 14410.85000000 0.000175972389 Long DBT USGA US N 2 2054-04-16 Floating 0.17433000 N N N N N N ALLY AUTO RECEIVABLES TRUST N/A 02008DAD1 876000.00000000 PA USD 881719.32000000 0.010766766403 Long ABS-MBS US N 2 2028-10-16 Fixed 5.07000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDL2 470000.00000000 PA USD 304007.72000000 0.003712269916 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417CKE4 330902.22000000 PA USD 321284.10000000 0.003923233590 Long DBT USGA US N 2 2042-06-01 Fixed 4.00000000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 38151LAF7 2340000.00000000 PA USD 2357728.19000000 0.028790464368 Long DBT CORP US N 2 2027-03-18 Fixed 5.28300000 N N N N N N DLLAD LLC N/A 23346MAC0 1650000.00000000 PA USD 1684280.40000000 0.020566923298 Long ABS-MBS US Y 2 2029-07-20 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H8BN0 11468301.75000000 PA USD 294809.90000000 0.003599954378 Long DBT USGA US N 2 2032-06-25 Floating 0.48844440 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM5J0 401544.77000000 PA USD 349053.09000000 0.004262323618 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36204MAW9 1743.72000000 PA USD 1755.21000000 0.000021433052 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 269334.05000000 PA USD 265978.04000000 0.003247885534 Long ABS-MBS US N 2 2059-12-15 Fixed 3.61000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133JLYK9 187344.64000000 PA USD 154143.63000000 0.001882263912 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78448YAH4 2532857.77000000 PA USD 2281383.49000000 0.027858211289 Long ABS-MBS US Y 2 2053-01-15 Fixed 1.07000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AYLM0 1183784.39000000 PA USD 1059878.77000000 0.012942289994 Long DBT USGA US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31384LWG5 2972.99000000 PA USD 3085.01000000 0.000037671378 Long DBT USGA US N 2 2026-09-01 Fixed 7.00000000 N N N N N N NELNET STUDENT LOAN CORPORATION N/A 64031QCD1 1652517.97000000 PA USD 1638956.42000000 0.020013467460 Long ABS-MBS US N 2 2035-12-24 Floating 5.73487920 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CB3 1287000.00000000 PA USD 902406.67000000 0.011019381788 Long DBT CORP US N 2 2051-07-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFZR5 1448402.96000000 PA USD 1298035.54000000 0.015850447105 Long DBT USGA US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F050692 8020000.00000000 PA USD 7962272.76000000 0.097228141549 Long DBT USGA US N 2 2054-09-15 Fixed 5.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RLJ9 1112000.00000000 PA USD 786194.25000000 0.009600299829 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKUZ6 178694.93000000 PA USD 171468.78000000 0.002093823122 Long DBT USGA US N 2 2047-04-01 Fixed 4.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 410000.00000000 PA USD 393143.31000000 0.004800713884 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N FirstEnergy Pennsylvania Electric Company N/A 708696BY4 973000.00000000 PA USD 931782.54000000 0.011378093594 Long DBT CORP US N 2 2028-03-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYJM9 2311947.72000000 PA USD 499799.40000000 0.006103102502 Long DBT USGA US N 2 2050-12-25 Fixed 4.50000000 N N N N N N ENTERGY ARKANSAS, LLC 549300A0I5ONUIFMLP35 29366MAB4 899000.00000000 PA USD 552759.46000000 0.006749803308 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 7516.60000000 PA USD 7704.17000000 0.000094076421 Long DBT USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 1860000.00000000 PA USD 1664400.87000000 0.020324172288 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APF79 234973.45000000 PA USD 203572.33000000 0.002485842913 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N HUDSON PACIFIC PROPERTIES, L.P. 5493007NTUGLGZ8T3526 44409MAC0 180000.00000000 PA USD 132965.32000000 0.001623653364 Long DBT CORP US N 2 2030-01-15 Fixed 3.25000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DH9 1185000.00000000 PA USD 1215569.11000000 0.014843440943 Long DBT CORP US N 2 2031-02-13 Fixed 5.12500000 N N N N N N STRUCTURED ASSET INVESTMENT LOAN TRUST N/A 86358ELL8 2048325.35000000 PA USD 1951906.37000000 0.023834931878 Long ABS-MBS US N 2 2034-09-25 Floating 5.94243000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCT6 2960000.00000000 PA USD 2938486.60000000 0.035882165770 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N TotalEnergies Capital SA 529900QI55ZLJVCMPA71 89157XAA9 755000.00000000 PA USD 780570.73000000 0.009531630441 Long DBT NUSS FR N 2 2034-04-05 Fixed 5.15000000 N N N N N N BMO MORTGAGE TRUST N/A 05593HAD6 825000.00000000 PA USD 868445.99000000 0.010604684389 Long ABS-MBS US N 2 2057-03-15 Floating 5.59801080 N N N N N N Government National Mortgage Association N/A 36290SNK3 4757.46000000 PA USD 4905.45000000 0.000059900960 Long DBT USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B2EV0 1154077.89000000 PA USD 1043603.78000000 0.012743554397 Long DBT USGA US N 2 2048-06-25 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJZ5 1550000.00000000 PA USD 1559687.50000000 0.019045506426 Long SN UST US N 2 2034-02-15 Fixed 4.00000000 N N N N N N TPG REAL ESTATE FINANCE ISSUER LTD N/A 87277JAA9 3978531.73000000 PA USD 3936828.76000000 0.048073025814 Long ABS-CBDO CORP KY Y 2 2039-02-15 Floating 6.98864040 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UB2 42970000.00000000 PA USD 44749226.56000000 0.546437463941 Long DBT UST US N 2 2044-05-15 Fixed 4.62500000 N N N N N N CSMC TRUST N/A 12661GAA7 2077321.86000000 PA USD 1834227.01000000 0.022397936963 Long ABS-MBS US Y 2 2060-01-25 Floating 2.00000160 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CN8 1138000.00000000 PA USD 1135927.99000000 0.013870934936 Long DBT CORP US N 2 2031-02-21 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417AJJ9 920029.03000000 PA USD 867941.60000000 0.010598525230 Long DBT USGA US N 2 2041-11-01 Fixed 3.50000000 N N N N N N CSMC TRUST N/A 22945AAA7 2323947.56000000 PA USD 2236914.33000000 0.027315193747 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 125714.61000000 PA USD 121340.26000000 0.001481698546 Long ABS-MBS US N 2 2029-09-15 Floating 6.27136920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ALWU1 0.02000000 PA USD 0.02000000 0.000000000244 Long DBT USGA US N 2 2044-06-25 Fixed 2.50000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCH4 939000.00000000 PA USD 955405.91000000 0.011666561025 Long DBT CORP US N 2 2055-02-16 Fixed 5.55000000 N N N N N N Government National Mortgage Association N/A 36209VPK4 10499.47000000 PA USD 10770.80000000 0.000131523360 Long DBT USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPUT3 624513.54000000 PA USD 608337.67000000 0.007428474616 Long DBT USGA US N 2 2052-11-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CNST0 1649527.78000000 PA USD 1661536.80000000 0.020289198831 Long DBT USGA US N 2 2054-02-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACLF5 2817738.81000000 PA USD 2342721.39000000 0.028607214771 Long DBT USGA US N 2 2051-03-20 Fixed 2.00000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BR6 1090000.00000000 PA USD 1008309.32000000 0.012312570072 Long DBT CORP US N 2 2027-06-03 Fixed 1.20000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBX6 3260000.00000000 PA USD 3089097.96000000 0.037721296766 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNVW1 14062407.59000000 PA USD 12095469.11000000 0.147699032446 Long DBT USGA US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGRD3 139498.77000000 PA USD 116395.81000000 0.001421321352 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TLMU9 3960.99000000 PA USD 3988.49000000 0.000048703866 Long DBT USGA US N 2 2029-07-15 Fixed 6.00000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80285UAD3 29306.07000000 PA USD 29277.43000000 0.000357509745 Long ABS-MBS US N 2 2026-12-15 Fixed 3.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HNGT3 16857.47000000 PA USD 16593.65000000 0.000202626787 Long DBT USGA US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXLJ9 1061230.45000000 PA USD 1052411.15000000 0.012851102109 Long DBT USGA US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AVFH7 673742.54000000 PA USD 627063.97000000 0.007657143415 Long DBT USGA US N 2 2046-08-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B1W73 521008.38000000 PA USD 430191.72000000 0.005253115876 Long DBT USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJS9 8950000.00000000 PA USD 8490396.20000000 0.103677111852 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 735782.94000000 0.008984722075 Long DBT CORP US N 2 2041-02-04 Fixed 3.40000000 N N N N N N BA CREDIT CARD TRUST N/A 05522RDH8 2035000.00000000 PA USD 2065603.35000000 0.025223297537 Long ABS-MBS US N 2 2028-11-15 Fixed 4.98000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HBW42 475059.43000000 PA USD 107803.67000000 0.001316401836 Long DBT USGA US N 2 2051-11-25 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622ADBZ0 9558743.43000000 PA USD 8303499.38000000 0.101394895327 Long DBT USGA US N 2 2052-03-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR56 2354166.86000000 PA USD 2198980.30000000 0.026851977358 Long DBT USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448CAS3 24000.00000000 PA USD 18382.99000000 0.000224476604 Long DBT CORP US N 2 2050-04-05 Fixed 3.57700000 N N N N N N Government National Mortgage Association N/A 38381HB67 1100000.00000000 PA USD 836139.15000000 0.010210182203 Long DBT USGA US N 2 2064-10-16 Floating 2.99999880 N N N N N N GOLDMAN SACHS CAPITAL II N/A 381427AA1 435000.00000000 PA USD 366711.92000000 0.004477957430 Long DBT CORP US N 2 2172-12-03 Floating 6.37518960 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLB5 4038000.00000000 PA USD 4068285.00000000 0.049678251645 Long SN UST US N 2 2026-07-31 Fixed 4.37500000 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19688WAA6 3394536.57000000 PA USD 3418954.49000000 0.041749209192 Long ABS-MBS US Y 2 2069-07-25 Fixed 5.94900000 N N N N N N CBAM LTD N/A 12480VAC9 249245.33000000 PA USD 249385.66000000 0.003045274255 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 6.79362120 N N N N N N Government National Mortgage Association 2 N/A 3622ABLA8 1312937.39000000 PA USD 1135104.16000000 0.013860875062 Long DBT USGA US N 2 2051-12-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X83X3 377741.99000000 PA USD 328033.39000000 0.004005649873 Long DBT USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABCA8 1087491.87000000 PA USD 938355.50000000 0.011458356693 Long DBT USGA US N 2 2051-06-20 Fixed 2.50000000 N N N N N N UBS AG LONDON BRANCH N/A 902674A26 1540000.00000000 PA USD 1415918.18000000 0.017289924293 Long DBT NUSS CH N 2 2048-06-26 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TX6 18675000.00000000 PA USD 18747949.22000000 0.228933159596 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AU2 940000.00000000 PA USD 832160.23000000 0.010161595196 Long DBT NUSS CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST N/A 448984AD6 2560000.00000000 PA USD 2563883.52000000 0.031307848564 Long ABS-MBS US Y 2 2028-04-17 Fixed 4.62000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PFM9 1203000.00000000 PA USD 1262887.63000000 0.015421252317 Long DBT CORP US N 2 2064-07-15 Fixed 5.75000000 N N N N N N Government National Mortgage Association 2 N/A 36179T7L3 303725.09000000 PA USD 300654.93000000 0.003671328648 Long DBT USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNM33 402799.50000000 PA USD 359474.43000000 0.004389579686 Long DBT USGA US N 2 2042-03-01 Fixed 2.50000000 N N N N N N SALOMON BROTHERS MORTGAGE SECURITIES VII INCORPORATED N/A 79549AYG8 11563.42000000 PA USD 11678.39000000 0.000142606036 Long ABS-MBS US N 2 2033-09-25 Floating 6.23995920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H62V6 2700807.49000000 PA USD 2478854.86000000 0.030269554745 Long DBT USGA US N 2 2048-11-25 Fixed 3.00000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FX6 260000.00000000 PA USD 247449.43000000 0.003021630749 Long DBT CORP US N 2 2030-04-01 Fixed 3.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKVC9 10541039.67000000 PA USD 9164678.10000000 0.111910838326 Long DBT USGA US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQKN1 183070.89000000 PA USD 179400.02000000 0.002190672319 Long DBT USGA US N 2 2045-09-01 Fixed 4.00000000 N N N N N N SG RESIDENTIAL MORTGAGE TRUST N/A 78433QAA3 3442053.17000000 PA USD 3215092.79000000 0.039259832751 Long ABS-MBS US Y 2 2062-03-27 Floating 3.16599840 N N N N N N STRUCTURED ASSET MORTGAGE INVESTORS N/A 86359LDX4 30287.38000000 PA USD 28658.88000000 0.000349956567 Long ABS-MBS US N 2 2034-10-19 Floating 6.11605080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HFT90 654733.38000000 PA USD 626862.44000000 0.007654682511 Long DBT USGA US N 2 2050-04-01 Fixed 4.00000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FY7 2710000.00000000 PA USD 2246184.56000000 0.027428393491 Long DBT CORP US N 2 2040-05-13 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622ADBY3 7766920.75000000 PA USD 7970162.35000000 0.097324482153 Long DBT USGA US N 2 2054-02-20 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797KK2 31550000.00000000 PA USD 31508827.25000000 0.384757569635 Long DBT UST US N 2 2024-09-12 None 0.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179RS91 237717.26000000 PA USD 224628.23000000 0.002742958700 Long DBT USGA US N 2 2045-11-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HQZ0 3532.87000000 PA USD 3679.10000000 0.000044925873 Long DBT USGA US N 2 2032-05-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BJJ63 1474551.52000000 PA USD 1262294.84000000 0.015414013696 Long DBT USGA US N 2 2049-03-25 Fixed 2.00000000 N N N N N N SMALL BUSINESS INVESTMENT COMPANIES N/A 831641FM2 541605.58000000 PA USD 517220.71000000 0.006315835932 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 386691.65000000 PA USD 342344.03000000 0.004180398588 Long ABS-MBS US N 2 2035-04-20 Floating 4.80161160 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941HAA0 256468.10000000 PA USD 239718.12000000 0.002927222918 Long ABS-MBS US N 2 2069-05-15 Fixed 1.69000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BZ6 386000.00000000 PA USD 268992.87000000 0.003284699937 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBL2 764000.00000000 PA USD 708670.28000000 0.008653646562 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GB37 2340000.00000000 PA USD 2383986.34000000 0.029111105371 Long DBT CORP US N 2 2035-07-23 Fixed 5.33000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LLDL2 100000.00000000 PA USD 105287.80000000 0.001285680286 Long DBT USGA US N 2 2033-07-01 Fixed 5.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJWA2 128673.39000000 PA USD 124574.64000000 0.001521193897 Long DBT USGA US N 2 2037-02-01 Fixed 3.50000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCG6 1565000.00000000 PA USD 1571620.45000000 0.019191220921 Long DBT CORP US N 2 2035-02-15 Fixed 4.95000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMN9 2021000.00000000 PA USD 1481307.07000000 0.018088394836 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BGM47 362117.44000000 PA USD 358221.11000000 0.004374275265 Long DBT USGA US N 2 2052-08-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UD8 33860000.00000000 PA USD 33039953.13000000 0.403454307146 Long DBT UST US N 2 2044-08-15 Fixed 4.12500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAQ2 560000.00000000 PA USD 554669.07000000 0.006773121755 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UA4 22335000.00000000 PA USD 23870531.25000000 0.291485542028 Long DBT UST US N 2 2054-05-15 Fixed 4.62500000 N N N N N N Government National Mortgage Association 2 N/A 3622AAUR3 429815.80000000 PA USD 409554.06000000 0.005001107261 Long DBT USGA US N 2 2050-11-20 Fixed 4.00000000 N N N N N N TRIUMPH RAIL LLC N/A 89683LAA8 1897144.40000000 PA USD 1761334.66000000 0.021507840889 Long ABS-MBS US Y 2 2051-06-19 Fixed 2.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B72K6 1766823.35000000 PA USD 1736598.83000000 0.021205789093 Long DBT USGA US N 2 2050-01-25 Floating 5.96332080 N N N N N N United States of America N/A N/A -442.00000000 NC USD -54421250.00000000 -0.66454354903 N/A DIR US N 1 US LONG BOND(CBT) DEC24 N/A Short U.S. Treasury Futures US Long Bond (CBT) Dec 2024 2024-12-22 -54837575.33000000 USD 416325.33000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQAY2 546586.01000000 PA USD 552953.59000000 0.006752173850 Long DBT USGA US N 2 2053-03-01 Fixed 5.50000000 N N N N N N ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD N/A 03880XAA4 1848000.00000000 PA USD 1839513.98000000 0.022462496704 Long ABS-CBDO CORP KY Y 2 2037-01-15 Floating 6.80352840 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCG4 3300000.00000000 PA USD 2680753.09000000 0.032734955049 Long DBT CORP US N 2 2052-11-01 Fixed 4.04900000 N N N N N N Government National Mortgage Association 2 N/A 36179TV77 362896.26000000 PA USD 360188.43000000 0.004398298414 Long DBT USGA US N 2 2048-04-20 Fixed 4.50000000 N N N N N N Healthcare Realty Holdings, L.P. 549300IYGAS4GE6VDL07 42225UAD6 1010000.00000000 PA USD 986781.88000000 0.012049696261 Long DBT CORP US N 2 2026-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNRA3 1692499.58000000 PA USD 1686723.27000000 0.020596753438 Long DBT USGA US N 2 2052-07-01 Fixed 4.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCL4 266000.00000000 PA USD 175948.12000000 0.002148520809 Long DBT NUSS MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DV6 1690000.00000000 PA USD 1633966.51000000 0.019952535150 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 412601.19000000 0.005038316083 Long DBT CORP US N 2 2027-04-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 21H0626A0 11700000.00000000 PA USD 11940526.61000000 0.145807013449 Long DBT USGA US N 2 2054-10-15 Fixed 6.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGQ8 20000.00000000 PA USD 20223.44000000 0.000246950531 Long SN UST US N 2 2030-02-28 Fixed 4.00000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAF3 458000.00000000 PA USD 437447.75000000 0.005341720013 Long DBT CORP US N 2 2034-11-15 Fixed 4.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A6Q56 28144.52000000 PA USD 25192.07000000 0.000307622989 Long DBT USGA US N 2 2042-03-25 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MKRA6 81377.98000000 PA USD 79380.72000000 0.000969326235 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 280000.00000000 PA USD 273227.42000000 0.003336408468 Long DBT CORP US N 2 2029-01-24 Fixed 3.77200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H5ZK6 849738.90000000 PA USD 770454.01000000 0.009408094120 Long DBT USGA US N 2 2047-12-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417C4N2 29622.89000000 PA USD 27853.18000000 0.000340118080 Long DBT USGA US N 2 2042-09-01 Fixed 3.50000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89179YAR4 956587.21000000 PA USD 888344.57000000 0.010847668021 Long ABS-MBS US Y 2 2061-11-25 Floating 2.25000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64828GAD2 1586932.96000000 PA USD 1505569.80000000 0.018384669558 Long ABS-MBS US N 2 2059-09-25 Floating 3.49999920 N N N N N N BA CREDIT CARD TRUST N/A 05522RDH8 1480000.00000000 PA USD 1502256.98000000 0.018344216368 Long ABS-MBS US N 2 2028-11-15 Fixed 4.98000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BL1 3093000.00000000 PA USD 3198890.65000000 0.039061986733 Long DBT NUSS CH N 2 2030-09-13 Fixed 5.61700000 N N N N N N Government National Mortgage Association N/A 38378XW72 1728187.15000000 PA USD 16525.27000000 0.000201791792 Long DBT USGA US N 2 2054-08-16 Floating 0.36972000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PEK8 1170000.00000000 PA USD 1200684.22000000 0.014661680002 Long DBT CORP US N 2 2035-07-22 Fixed 5.29400000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448FM5 1878000.00000000 PA USD 1822197.11000000 0.022251038601 Long DBT CORP US N 2 2032-07-18 Fixed 3.90000000 N N N N N N Government National Mortgage Association N/A 38380PTL8 3028584.74000000 PA USD 246834.20000000 0.003014118111 Long DBT USGA US N 2 2062-04-16 Floating 1.16483040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AWBV8 2122990.29000000 PA USD 2096013.03000000 0.025594633305 Long DBT USGA US N 2 2047-04-25 Floating 5.81331960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEUB0 2118945.19000000 PA USD 1942522.47000000 0.023720344098 Long DBT USGA US N 2 2043-08-01 Fixed 3.00000000 N N N N N N EDVESTINU PRIVATE EDUCATION LOAN TRUST N/A 28165AAA7 1347977.90000000 PA USD 1349842.02000000 0.016483061425 Long ABS-MBS US Y 2 2040-11-25 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9QH5 1842286.20000000 PA USD 238583.98000000 0.002913373816 Long DBT USGA US N 2 2051-02-25 Fixed 2.00000000 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131AZ5 480000.00000000 PA USD 439375.76000000 0.005365263144 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BM3 120000.00000000 PA USD 119394.18000000 0.001457934760 Long DBT CORP US N 2 2025-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 38380RRS1 1136366.92000000 PA USD 873855.71000000 0.010670743043 Long DBT USGA US N 2 2063-06-16 Fixed 1.34000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJQ3 4685000.00000000 PA USD 4472858.75000000 0.054618543823 Long DBT CORP US N 2 2027-03-11 Fixed 1.65800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D4KR3 1230986.91000000 PA USD 1062439.92000000 0.012973564463 Long DBT USGA US N 2 2041-11-01 Fixed 2.00000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBY3 1485000.00000000 PA USD 1522958.34000000 0.018597002830 Long DBT CORP BE N 2 2034-06-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9R23 208546.24000000 PA USD 181593.73000000 0.002217459941 Long DBT USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FG8 970000.00000000 PA USD 750995.09000000 0.009170479222 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 4403359.82000000 0.053769885154 Long DBT CORP US N 2 2024-12-15 Floating 7.89082920 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBC8 695000.00000000 PA USD 685043.21000000 0.008365133950 Long DBT CORP US N 2 2025-05-15 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B2DN9 1738879.53000000 PA USD 1723153.80000000 0.021041610433 Long DBT USGA US N 2 2048-06-25 Floating 5.71331880 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PEH5 2020000.00000000 PA USD 2145524.52000000 0.026199223263 Long DBT CORP US N 2 2035-04-22 Fixed 5.76600000 N N N N N N BBCMS TRUST N/A 05492TAB6 1205000.00000000 PA USD 1177567.45000000 0.014379398717 Long ABS-MBS US N 2 2053-02-15 Fixed 2.69000000 N N N N N N Government National Mortgage Association N/A 38381HN49 900000.00000000 PA USD 705724.38000000 0.008617673870 Long DBT USGA US N 2 2064-10-16 Floating 2.99999880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QP4C8 155357.01000000 PA USD 156440.51000000 0.001910311353 Long DBT USGA US N 2 2052-08-01 Fixed 5.50000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CF0 400000.00000000 PA USD 327679.92000000 0.004001333614 Long DBT CORP US N 2 2045-06-15 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3ZD2 808506.85000000 PA USD 661569.11000000 0.008078489271 Long DBT USGA US N 2 2047-02-01 Fixed 2.00000000 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST 549300CKCX1QE4RUW216 254683CZ6 6720000.00000000 PA USD 6778158.24000000 0.082768795878 Long ABS-MBS US N 2 2028-06-15 Fixed 4.93000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BPJ34 3296601.02000000 PA USD 3118531.16000000 0.038080708635 Long DBT USGA US N 2 2045-09-15 Fixed 3.00000000 N N N N N N MEGlobal B.V. 549300WBVLU2FILR7W19 29441WAC9 1440000.00000000 PA USD 1414915.20000000 0.017277676800 Long DBT NUSS KW N 2 2026-11-03 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QLCX2 2115784.35000000 PA USD 1833518.89000000 0.022389290036 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9DR2 1333390.16000000 PA USD 1157204.72000000 0.014130747301 Long DBT USGA US N 2 2040-12-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F030694 10395000.00000000 PA USD 9220898.68000000 0.112597353681 Long DBT USGA US N 2 2054-09-15 Fixed 3.00000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 74977RDN1 780000.00000000 PA USD 760199.82000000 0.009282879139 Long DBT NUSS NL N 2 2028-04-06 Fixed 3.64900000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BF9 890000.00000000 PA USD 878077.06000000 0.010722290387 Long DBT CORP US N 2 2026-03-01 Fixed 3.65000000 N N N N N N BMO MORTGAGE TRUST N/A 05609MBY0 871209.09000000 PA USD 841735.83000000 0.010278523845 Long ABS-MBS US N 2 2055-02-15 Fixed 2.19800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBPQ7 143360.30000000 PA USD 124754.47000000 0.001523389820 Long DBT USGA US N 2 2051-06-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38381B4T8 85804.11000000 PA USD 79576.91000000 0.000971721932 Long DBT USGA US N 2 2049-02-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDPA8 12509744.21000000 PA USD 11706438.37000000 0.142948537582 Long DBT USGA US N 2 2045-07-01 Fixed 3.50000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY N/A 87166PAK7 3475000.00000000 PA USD 3530166.32000000 0.043107228425 Long ABS-MBS US N 2 2029-07-15 Fixed 5.54000000 N N N N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 008513AC7 317000.00000000 PA USD 259359.23000000 0.003167062556 Long DBT CORP US N 2 2033-06-15 Fixed 2.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EGGT5 128624.36000000 PA USD 128907.58000000 0.001574103878 Long DBT USGA US N 2 2041-05-01 Fixed 4.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MQ1 560000.00000000 PA USD 552624.86000000 0.006748159693 Long DBT CORP US N 2 2026-04-08 Fixed 3.10600000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLD1 19910000.00000000 PA USD 20283312.50000000 0.247681640440 Long SN UST US N 2 2031-07-31 Fixed 4.12500000 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES CLO LTD N/A 14315LAA2 481382.09000000 PA USD 479794.01000000 0.005858814602 Long ABS-CBDO CORP KY N 2 2031-07-27 Floating 6.57516960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FRUV1 3295136.19000000 PA USD 196206.58000000 0.002395898973 Long DBT USGA US N 2 2030-01-25 Floating 1.43940240 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST N/A 44935VAE9 1115000.00000000 PA USD 1132316.51000000 0.013826834778 Long ABS-MBS US Y 2 2027-09-15 Fixed 5.84000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LRU55 149786.36000000 PA USD 130301.45000000 0.001591124570 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 1299000.00000000 PA USD 1033733.05000000 0.012623021885 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N BRIGHTHOUSE FINANCIAL, INC. 5493003T8SZSHOGGAW52 10922NAF0 4000.00000000 PA USD 3162.70000000 0.000038620058 Long DBT CORP US N 2 2047-06-22 Fixed 4.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B53X1 113115.10000000 PA USD 100684.14000000 0.001229464514 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 286986.06000000 0.003504416654 Long DBT CORP US N 2 2026-01-15 Fixed 1.60000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDU2 685000.00000000 PA USD 435717.88000000 0.005320596391 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCS8 1110000.00000000 PA USD 1101144.39000000 0.013446188775 Long DBT CORP US N 2 2025-10-15 Fixed 3.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JNVA2 5489.64000000 PA USD 5448.91000000 0.000066537207 Long DBT USGA US N 2 2043-09-01 Fixed 4.50000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CY4 1510000.00000000 PA USD 1387136.13000000 0.016938463685 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419MCB5 55205.65000000 PA USD 55255.68000000 0.000674732860 Long DBT USGA US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EHK9 8814007.33000000 PA USD 8579683.77000000 0.104767411665 Long DBT USGA US N 2 2052-09-01 Fixed 4.50000000 N N N N N N RESIDENTIAL MORTGAGE LOAN TRUST N/A 76123MAA1 84984.40000000 PA USD 84389.54000000 0.001030489457 Long ABS-MBS US N 2 2060-05-25 Floating 1.65399840 N N N N N N HUDSON PACIFIC PROPERTIES, L.P. 5493007NTUGLGZ8T3526 44409MAB2 3265000.00000000 PA USD 2699119.34000000 0.032959227240 Long DBT CORP US N 2 2029-04-01 Fixed 4.65000000 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411BA2 420000.00000000 PA USD 343161.59000000 0.004190381898 Long DBT CORP US N 2 2043-04-15 Fixed 4.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TB7 925000.00000000 PA USD 1060110.57000000 0.012945120528 Long DBT CORP US N 2 2029-11-15 Fixed 7.95000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DS1 710000.00000000 PA USD 579385.94000000 0.007074942027 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAK6 821000.00000000 PA USD 781470.76000000 0.009542620801 Long DBT NUSS MX N 2 2032-04-27 Fixed 4.75000000 N N N N N N Government National Mortgage Association 2 N/A 36179VKL3 2237094.64000000 PA USD 2032578.58000000 0.024820028632 Long DBT USGA US N 2 2050-04-20 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGB1 13604000.00000000 PA USD 13671488.63000000 0.166943970870 Long SN UST US N 2 2029-12-31 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297YUU4 2451.47000000 PA USD 2463.31000000 0.000030079734 Long DBT USGA US N 2 2030-08-01 Fixed 7.50000000 N N N N N N JACKSON FINANCIAL INC. 213800WXW2KG1N4CO374 46817MAL1 2780000.00000000 PA USD 2405738.97000000 0.029376729001 Long DBT CORP US N 2 2031-11-23 Fixed 3.12500000 N N N N N N Government National Mortgage Association 2 N/A 36179RBW8 925090.60000000 PA USD 852008.35000000 0.010403962656 Long DBT USGA US N 2 2045-04-20 Fixed 3.00000000 N N N N N N CHASE HOME LENDING MORTGAGE TRUST N/A 16159HAD9 2079142.71000000 PA USD 2096459.89000000 0.025600089959 Long ABS-MBS US Y 2 2055-02-25 Floating 6.00000120 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449UAB4 672373.81000000 PA USD 641175.53000000 0.007829461143 Long ABS-MBS US N 2 2037-09-15 Fixed 2.23000000 N N N N N N Government National Mortgage Association 2 N/A 36179R4E6 699112.84000000 PA USD 660355.07000000 0.008063664503 Long DBT USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38380HEJ7 2979201.58000000 PA USD 2705372.74000000 0.033035588158 Long DBT USGA US N 2 2047-09-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFZF1 2820830.37000000 PA USD 2612401.36000000 0.031900304959 Long DBT USGA US N 2 2052-02-01 Fixed 3.50000000 N N N N N N Coterra Energy Inc. FCNMH6O7VWU7LHXMK351 127097AG8 1740000.00000000 PA USD 1705478.09000000 0.020825770498 Long DBT CORP US N 2 2027-05-15 Fixed 3.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYT1 2231758.55000000 PA USD 2032532.03000000 0.024819460205 Long DBT USGA US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38379R3Y7 553962.81000000 PA USD 485257.68000000 0.005925532046 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 95494.58000000 PA USD 96752.52000000 0.001181455093 Long DBT USGA US N 2 2050-04-20 Fixed 5.00000000 N N N N N N OBX TRUST N/A 670857AA9 688240.34000000 PA USD 560019.99000000 0.006838462396 Long ABS-MBS US Y 2 2061-05-25 Floating 1.10099880 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573PAA0 1290562.87000000 PA USD 1128439.39000000 0.013779490862 Long ABS-MBS US Y 2 2056-08-25 Floating 1.16200080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AUEC1 511279.04000000 PA USD 504776.90000000 0.006163883273 Long DBT USGA US N 2 2044-03-25 Floating 5.86332000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LAW2 407678.23000000 PA USD 416041.81000000 0.005080329852 Long DBT USGA US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QDT20 4536719.86000000 PA USD 3939623.60000000 0.048107153896 Long DBT USGA US N 2 2050-06-01 Fixed 2.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAX4 740000.00000000 PA USD 737090.64000000 0.009000690536 Long DBT CORP US N 2 2029-12-05 Fixed 4.45200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B9S40 579850.05000000 PA USD 511054.73000000 0.006240542509 Long DBT USGA US N 2 2050-06-25 Fixed 1.50000000 N N N N N N Government National Mortgage Association N/A 38381EKC1 2796124.74000000 PA USD 204920.99000000 0.002502311541 Long DBT USGA US N 2 2061-10-16 Floating 0.96395040 N N N N N N SOFI CONSUMER LOAN PROGRAM LLC N/A 83407EAA2 26635.63000000 PA USD 26634.98000000 0.000325242513 Long ABS-MBS US Y 2 2031-05-15 Fixed 5.81000000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BJ6 200000.00000000 PA USD 175601.56000000 0.002144288929 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F86B4 1498421.69000000 PA USD 252702.08000000 0.003085771405 Long DBT USGA US N 2 2051-01-25 Fixed 2.50000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DE2 140000.00000000 PA USD 161630.42000000 0.001973685884 Long DBT CORP US N 2 2031-09-15 Fixed 7.87500000 N N N N N N CISCO SYSTEMS, INC. 549300LKFJ962MZ46593 17275RBQ4 2273000.00000000 PA USD 2309826.85000000 0.028205536119 Long DBT CORP US N 2 2027-02-26 Fixed 4.80000000 N N N N N N Government National Mortgage Association 2 N/A 36208A7L9 64869.04000000 PA USD 65255.04000000 0.000796836086 Long DBT USGA US N 2 2060-02-20 Floating 6.60999960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKHN3 706324.55000000 PA USD 688029.17000000 0.008401595819 Long DBT USGA US N 2 2053-01-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFVE8 164682.48000000 PA USD 137316.42000000 0.001676785099 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RJK1 1440000.00000000 PA USD 1460144.59000000 0.017829977590 Long ABS-MBS US Y 2 2030-12-20 Fixed 5.23000000 N N N N N N AIB GROUP PUBLIC LIMITED COMPANY 635400AKJBGNS5WNQL34 00135TAE4 1810000.00000000 PA USD 1872308.25000000 0.022862950949 Long DBT NUSS IE N 2 2035-03-28 Fixed 5.87100000 N N N N N N DEUTSCHE BANK AG NEW YORK BRANCH N/A 251526CU1 1445000.00000000 PA USD 1537595.92000000 0.018775743843 Long DBT NUSS DE N 2 2029-11-20 Fixed 6.81900000 N N N N N N VERIZON MASTER TRUST N/A 92348KAS2 2542000.00000000 PA USD 2512853.17000000 0.030684711648 Long ABS-MBS US N 2 2028-11-20 Fixed 3.40000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAX2 3055000.00000000 PA USD 3276185.12000000 0.040005837552 Long DBT CORP US N 2 2030-11-15 Fixed 6.55000000 N N N N N N AMERICAN ASSETS TRUST, L.P. 549300V1TI0SMG9Z6U69 02401LAA2 2580000.00000000 PA USD 2193724.93000000 0.026787803488 Long DBT CORP US N 2 2031-02-01 Fixed 3.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QTXE4 4058227.26000000 PA USD 4267936.40000000 0.052116215674 Long DBT USGA US N 2 2054-01-01 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H63N3 2460592.79000000 PA USD 2264193.44000000 0.027648301799 Long DBT USGA US N 2 2048-12-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXLU4 878874.90000000 PA USD 855778.98000000 0.010450006211 Long DBT USGA US N 2 2059-01-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 38382MUU1 524927.19000000 PA USD 526967.58000000 0.006434855976 Long DBT USGA US N 2 2051-01-20 Fixed 5.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650BY5 117262.20000000 PA USD 119807.98000000 0.001462987715 Long DBT CORP US N 2 2034-01-10 Fixed 5.92600000 N N N N N N Government National Mortgage Association 2 N/A 3622AB4U3 1210374.46000000 PA USD 1189661.75000000 0.014527083473 Long DBT USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAY4 2385000.00000000 PA USD 2152915.32000000 0.026289473092 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST N/A 981944AD3 1115000.00000000 PA USD 1114687.91000000 0.013611570108 Long ABS-MBS US N 2 2026-09-15 Fixed 5.07000000 N N N N N N Government National Mortgage Association N/A 38375BQD7 376577.86000000 PA USD 28239.57000000 0.000344836329 Long DBT USGA US N 2 2062-03-20 Floating 1.37580120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B0AG1 1341541.06000000 PA USD 1318871.70000000 0.016104879623 Long DBT USGA US N 2 2047-12-25 Floating 5.76331920 N N N N N N Government National Mortgage Association N/A 36200SBJ8 4430.73000000 PA USD 4513.56000000 0.000055115551 Long DBT USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N LOUISVILLE GAS AND ELECTRIC COMPANY KO3GRIB3RPH1XDX50U72 546676AZ0 2285000.00000000 PA USD 2381514.90000000 0.029080926360 Long DBT CORP US N 2 2033-04-15 Fixed 5.45000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABU91 448513.54000000 PA USD 408567.65000000 0.004989062106 Long DBT USGA US N 2 2052-03-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BKYY2 2327109.28000000 PA USD 2110372.79000000 0.025769981829 Long DBT USGA US N 2 2047-11-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KEMJ9 211531.46000000 PA USD 220850.42000000 0.002696827469 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 3080430.74000000 0.037615460440 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XC6P8 145809.86000000 PA USD 127545.44000000 0.001557470645 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DQ0 2745000.00000000 PA USD 2274367.91000000 0.027772543311 Long DBT CORP US N 2 2031-02-28 Fixed 1.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H6H81 145301.84000000 PA USD 134130.44000000 0.001637880765 Long DBT USGA US N 2 2049-09-25 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJD2 60000.00000000 PA USD 58228.85000000 0.000711038549 Long DBT CORP US N 2 2026-06-19 Fixed 1.31900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGJR1 350101.47000000 PA USD 311405.59000000 0.003802606076 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942LAA0 501580.34000000 PA USD 450231.60000000 0.005497824936 Long ABS-MBS US Y 2 2069-07-15 Fixed 0.94000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAZ1 912000.00000000 PA USD 959701.08000000 0.011719009793 Long DBT CORP US N 2 2034-07-15 Fixed 5.95000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAJ1 3019000.00000000 PA USD 2937629.32000000 0.035871697435 Long DBT CORP US N 2 2026-01-15 Fixed 2.87500000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 081919AN2 1823000.00000000 PA USD 1878724.92000000 0.022941305574 Long ABS-MBS US N 2 2057-08-15 Fixed 5.60190000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374TWX3 395.83000000 PA USD 407.56000000 0.000004976757 Long DBT USGA US N 2 2029-08-01 Fixed 6.50000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XCD0 1920000.00000000 PA USD 1990380.13000000 0.024304738967 Long DBT CORP US N 2 2033-07-15 Fixed 5.55000000 N N N N N N AETNA INC. 549300QKBENKLBXQ8968 00817YAZ1 360000.00000000 PA USD 272906.05000000 0.003332484186 Long DBT CORP US N 2 2047-08-15 Fixed 3.87500000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACQ6 2680000.00000000 PA USD 2325132.52000000 0.028392435249 Long DBT CORP US N 2 2032-03-15 Fixed 2.70000000 N N N N N N MASS GENERAL BRIGHAM INCORPORATED 5493007Z86EDN0QFYU66 70213HAE8 245000.00000000 PA USD 180704.24000000 0.002206598286 Long DBT CORP US N 2 2049-07-01 Fixed 3.19200000 N N N N N N COMM MORTGAGE TRUST N/A 12593QBJ8 1680000.00000000 PA USD 1463676.31000000 0.017873103790 Long ABS-MBS US N 2 2048-10-10 Floating 4.61234880 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAN9 1350000.00000000 PA USD 1275837.62000000 0.015579385993 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QBB3 466000.00000000 PA USD 387562.64000000 0.004732567742 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAB9 1520000.00000000 PA USD 1444042.42000000 0.017633352316 Long DBT CORP US N 2 2027-05-04 Fixed 1.59300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FTLA3 3804783.04000000 PA USD 857238.16000000 0.010467824410 Long DBT USGA US N 2 2050-06-25 Fixed 4.50000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FEV6 102833.18000000 PA USD 99898.52000000 0.001219871227 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 379000.00000000 PA USD 261630.99000000 0.003194803254 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38379XX47 1555673.83000000 PA USD 1269321.41000000 0.015499815874 Long DBT USGA US N 2 2044-07-20 Fixed 1.75000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABB43 1416961.59000000 PA USD 1283348.22000000 0.015671098711 Long DBT USGA US N 2 2051-07-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGV97 392619.45000000 PA USD 359960.63000000 0.004395516725 Long DBT USGA US N 2 2048-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XC6E3 5528736.76000000 PA USD 5068863.51000000 0.061896419991 Long DBT USGA US N 2 2048-04-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CAH7 599481.42000000 PA USD 567566.53000000 0.006930613981 Long DBT USGA US N 2 2036-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397TP97 27779.39000000 PA USD 2344.34000000 0.000028626979 Long DBT USGA US N 2 2038-05-15 Floating 0.56198880 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DK3 240000.00000000 PA USD 200720.53000000 0.002451019286 Long DBT CORP US N 2 2040-04-01 Fixed 4.12500000 N N N N N N CSMC TRUST N/A 22946DAA0 1760226.58000000 PA USD 1450351.72000000 0.017710395835 Long ABS-MBS US Y 2 2066-05-25 Floating 0.93800160 N N N N N N Government National Mortgage Association N/A 38380QBN1 175877.74000000 PA USD 177833.13000000 0.002171538862 Long DBT USGA US N 2 2070-04-20 Floating 6.69639960 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAC9 1860000.00000000 PA USD 1841325.60000000 0.022484618584 Long DBT NUSS MA N 2 2025-10-22 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FLEU6 149874.28000000 PA USD 2865.38000000 0.000034989453 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 1881962.25000000 0.022980836948 Long DBT CORP US N 2 2026-02-01 Fixed 7.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EUFH7 46381.37000000 PA USD 43379.61000000 0.000529712933 Long DBT USGA US N 2 2046-01-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKQ1 4720000.00000000 PA USD 4617638.02000000 0.056386458560 Long DBT CORP US N 2 2033-04-27 Fixed 4.57100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AX4N2 1007756.46000000 PA USD 139575.88000000 0.001704375600 Long DBT USGA US N 2 2057-10-25 Floating 0.63668160 N N N N N N CIFC FUNDING LTD N/A 17181UAA6 2400000.00000000 PA USD 2403825.60000000 0.029353364641 Long ABS-CBDO CORP KY Y 2 2037-04-22 Floating 6.84768960 N N N N N N NELNET PRIVATE EDUCATION LOAN TRUST N/A 64035GAB5 1241212.26000000 PA USD 1146455.51000000 0.013999487579 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 118.02000000 PA USD 118.66000000 0.000001448969 Long DBT USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N AREIT LTD. N/A 04002VAA9 1610975.25000000 PA USD 1601244.96000000 0.019552968896 Long ABS-CBDO CORP KY Y 2 2037-01-20 Floating 6.60318840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKQY7 2959636.72000000 PA USD 2621413.64000000 0.032010354848 Long DBT USGA US N 2 2041-05-01 Fixed 2.50000000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAN5 810000.00000000 PA USD 877494.33000000 0.010715174611 Long DBT CORP US N 2 2033-10-13 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617QY2Q7 89005.18000000 PA USD 79665.52000000 0.000972803957 Long DBT USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST N/A 43813YAD4 888000.00000000 PA USD 892891.81000000 0.010903194842 Long ABS-MBS US N 2 2030-11-21 Fixed 4.51000000 N N N N N N Government National Mortgage Association 2 N/A 3622AACC6 769770.19000000 PA USD 744288.64000000 0.009088586063 Long DBT USGA US N 2 2049-02-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179SUY1 68125.68000000 PA USD 69736.34000000 0.000851557707 Long DBT USGA US N 2 2047-01-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFG3 176382.76000000 PA USD 175334.40000000 0.002141026610 Long DBT USGA US N 2 2052-11-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABB35 374844.33000000 PA USD 324670.11000000 0.003964580511 Long DBT USGA US N 2 2051-07-20 Fixed 2.50000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941TAA4 946691.97000000 PA USD 874371.24000000 0.010677038234 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 820183.29000000 PA USD 776543.14000000 0.009482449121 Long ABS-MBS US N 2 2055-08-25 Floating 3.75000120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395QCY4 908581.89000000 PA USD 835382.52000000 0.010200942915 Long DBT USGA US N 2 2042-08-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBQ60 151241.71000000 PA USD 131068.63000000 0.001600492685 Long DBT USGA US N 2 2051-06-01 Fixed 2.50000000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST N/A 02589BAE0 5385000.00000000 PA USD 5454147.71000000 0.066601165466 Long ABS-MBS US N 2 2029-07-15 Fixed 4.65000000 N N N N N N Citibank National Association E57ODZWZ7FF32TWEFA76 17325FBK3 4374000.00000000 PA USD 4434155.80000000 0.054145938071 Long DBT CORP US N 2 2029-08-06 Fixed 4.83800000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXJ8 870000.00000000 PA USD 861582.48000000 0.010520873354 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38383LDU1 1517384.85000000 PA USD 1280915.14000000 0.015641388118 Long DBT USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38380AK63 648546.35000000 PA USD 106622.32000000 0.001301976248 Long DBT USGA US N 2 2046-10-16 Floating 0.64688040 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 913017CY3 480000.00000000 PA USD 473910.49000000 0.005786970327 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 150.09000000 PA USD 154.28000000 0.000001883929 Long DBT USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAR8 1985000.00000000 PA USD 1897167.52000000 0.023166510082 Long DBT CORP US N 2 2029-07-15 Fixed 4.95000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29375PAB6 550000.00000000 PA USD 553303.08000000 0.006756441509 Long ABS-MBS US Y 2 2030-03-20 Fixed 5.23000000 N N N N N N Government National Mortgage Association N/A 38382NPQ4 2324526.62000000 PA USD 1814615.21000000 0.022158455231 Long DBT USGA US N 2 2051-02-20 Fixed 1.25000000 N N N N N N KENVUE INC. 5493008HSF8L4M2LIJ82 49177JAK8 1040000.00000000 PA USD 1064140.28000000 0.012994327736 Long DBT CORP US N 2 2033-03-22 Fixed 4.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MLCK8 46010.15000000 PA USD 44729.20000000 0.000546192917 Long DBT USGA US N 2 2042-12-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SY5 32620000.00000000 PA USD 24795022.74000000 0.302774603852 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCB3 1310000.00000000 PA USD 1142187.87000000 0.013947374982 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 3166968.42000000 0.038672181059 Long DBT CORP US N 2 2032-09-15 Fixed 1.85000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 2610000.00000000 PA USD 2462185.63000000 0.030066005042 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WH5N1 97355.13000000 PA USD 88576.34000000 0.001081614908 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 115.76000000 PA USD 119.91000000 0.000001464233 Long DBT USGA US N 2 2034-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617L8D95 335704.42000000 PA USD 309186.69000000 0.003775510858 Long DBT USGA US N 2 2049-08-20 Fixed 3.50000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BZ1 506000.00000000 PA USD 469653.04000000 0.005734982162 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N Government National Mortgage Association N/A 38382MTZ2 139429.78000000 PA USD 141564.34000000 0.001728656892 Long DBT USGA US N 2 2051-01-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FAN95 687860.61000000 PA USD 677315.23000000 0.008270766782 Long DBT USGA US N 2 2047-08-15 Floating 5.76801000 N N N N N N UBS AG New York (Eleven Madison Avenue) Branch 549300D0YARF5HYP1809 22550L2M2 3000000.00000000 PA USD 3274760.04000000 0.039988435752 Long DBT NUSS CH N 2 2028-02-15 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137APLC2 22167.46000000 PA USD 2496.32000000 0.000030482823 Long DBT USGA US N 2 2042-04-15 Floating 1.14198840 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477AN3 310000.00000000 PA USD 308265.36000000 0.003764260401 Long DBT CORP US N 2 2024-12-16 Fixed 3.30000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122EH7 1490000.00000000 PA USD 1545509.46000000 0.018872376904 Long DBT CORP US N 2 2034-02-22 Fixed 5.20000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PAR3 560000.00000000 PA USD 605983.38000000 0.007399726136 Long DBT CORP US N 2 2036-03-15 Fixed 5.80000000 N N N N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809HAC1 3020000.00000000 PA USD 3206456.25000000 0.039154371062 Long DBT CORP US N 2 2040-01-15 Fixed 6.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941UAA1 1096378.45000000 PA USD 1008851.93000000 0.012319195939 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 243317.93000000 PA USD 241840.63000000 0.002953141108 Long DBT USGA US N 2 2047-08-20 Fixed 4.50000000 N N N N N N CVS LEASE BACKED PASS THROUGH SERIES TRUST N/A 126650BC3 49246.32000000 PA USD 48898.64000000 0.000597106383 Long DBT CORP US N 2 2028-01-10 Fixed 5.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ARAC9 247748.76000000 PA USD 206316.24000000 0.002519349084 Long DBT USGA US N 2 2051-09-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AK4K4 449520.89000000 PA USD 446250.31000000 0.005449208990 Long DBT USGA US N 2 2041-12-15 Floating 5.95801080 N N N N N N RESIDENTIAL ASSET SECURITIES CORPORATION N/A 754058AH8 2089716.47000000 PA USD 2076772.98000000 0.025359691051 Long ABS-MBS US N 2 2035-10-25 Floating 6.02242920 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DG7 2645000.00000000 PA USD 2534363.91000000 0.030947381533 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAH4 1950000.00000000 PA USD 1931987.05000000 0.023591694988 Long DBT NUSS CA N 2 2025-04-11 Fixed 3.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MHUK3 755584.27000000 PA USD 656800.56000000 0.008020260011 Long DBT USGA US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HMRW6 611813.16000000 PA USD 605726.46000000 0.007396588859 Long DBT USGA US N 2 2048-10-01 Fixed 4.50000000 N N N N N N EATON CORPORATION 0NZWDMRCE180888QQE14 278062AE4 710000.00000000 PA USD 630146.41000000 0.007694783411 Long DBT CORP US N 2 2042-11-02 Fixed 4.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WBH82 1214972.48000000 PA USD 1225996.39000000 0.014970769545 Long DBT USGA US N 2 2054-05-01 Fixed 5.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBZ3 170000.00000000 PA USD 139358.83000000 0.001701725180 Long DBT CORP US N 2 2047-08-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FANH9 56001.07000000 PA USD 5651.11000000 0.000069006292 Long DBT USGA US N 2 2032-01-25 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31389JVH4 1668.48000000 PA USD 1723.56000000 0.000021046570 Long DBT USGA US N 2 2032-02-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GRQC7 490486.52000000 PA USD 502196.92000000 0.006132378869 Long DBT USGA US N 2 2054-04-01 Fixed 6.00000000 N N N N N N ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST N/A 03881VAQ2 1205000.00000000 PA USD 999769.34000000 0.012208287487 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 1942092.53000000 PA USD 214721.63000000 0.002621988176 Long DBT USGA US N 2 2040-01-16 Floating 0.93687840 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 92564RAL9 575000.00000000 PA USD 545779.13000000 0.006664565772 Long DBT CORP US N 2 2029-02-15 Fixed 3.87500000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61692BBJ8 1356000.00000000 PA USD 1166100.06000000 0.014239369224 Long ABS-MBS US N 2 2053-07-15 Fixed 1.79000000 N N N N N N SBNA AUTO LEASE TRUST N/A 78414SAG9 2096000.00000000 PA USD 2117204.60000000 0.025853405772 Long ABS-MBS US Y 2 2029-01-22 Fixed 5.24000000 N N N N N N Government National Mortgage Association N/A 38383PLD1 4332699.52000000 PA USD 3888867.31000000 0.047487363555 Long DBT USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N EVERBANK MORTGAGE LOAN TRUST N/A 29978CAX8 478383.40000000 PA USD 429606.38000000 0.005245968228 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 14376.98000000 PA USD 14075.87000000 0.000171881913 Long ABS-MBS US N 2 2033-12-25 Floating 5.94317520 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBX0 1800000.00000000 PA USD 1664237.50000000 0.020322177360 Long DBT CORP US N 2 2030-01-31 Fixed 2.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC68 10044405.92000000 PA USD 8228063.34000000 0.100473737990 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N BANK N/A 06540GAV0 1056000.00000000 PA USD 1122121.23000000 0.013702339152 Long ABS-MBS US N 2 2057-06-15 Fixed 5.71600000 N N N N N N BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST N/A 05526QAA4 4085000.00000000 PA USD 3993312.99000000 0.048762760626 Long ABS-MBS US N 2 2033-04-14 Fixed 3.21800000 N N N N N N Government National Mortgage Association N/A 36291TZU5 3831.95000000 PA USD 4090.01000000 0.000049943537 Long DBT USGA US N 2 2035-07-15 Fixed 6.50000000 N N N N N N United States of America N/A N/A 1714.00000000 NC USD 187508921.88000000 2.289690964853 N/A DIR US N 1 US 5YR NOTE (CBT) DEC24 N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Dec 2024 2025-01-03 187671471.64000000 USD -162549.76000000 N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BH0 830000.00000000 PA USD 757697.46000000 0.009252322560 Long DBT CORP US N 2 2040-04-01 Fixed 4.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 10000.00000000 PA USD 9053.52000000 0.000110553475 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 1345.08000000 PA USD 1387.38000000 0.000016941441 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 878613.21000000 0.010728837371 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 230298.55000000 0.002812199568 Long DBT CORP US N 2 2060-01-31 Fixed 3.95000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797HE0 30560000.00000000 PA USD 30310621.84000000 0.370126158639 Long DBT UST US N 2 2024-10-31 None 0.00000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAF9 605000.00000000 PA USD 597043.46000000 0.007290559842 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 245445.40000000 PA USD 220695.50000000 0.002694935725 Long DBT USGA US N 2 2049-07-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0Z62 472070.82000000 PA USD 477684.24000000 0.005833051981 Long DBT USGA US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association N/A 36200NBQ3 19917.16000000 PA USD 20761.11000000 0.000253516075 Long DBT USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCM6 1390000.00000000 PA USD 1373517.07000000 0.016772159925 Long DBT CORP US N 2 2053-03-15 Fixed 5.12500000 N N N N N N BBCMS TRUST N/A 05547HAA9 901427.84000000 PA USD 864642.46000000 0.010558239088 Long ABS-MBS US N 2 2035-08-10 Fixed 3.31200000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680BH5 350000.00000000 PA USD 356580.19000000 0.004354237820 Long DBT CORP US N 2 2026-11-01 Fixed 5.55000000 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO LTD N/A 38138KAE0 6000000.00000000 PA USD 5982708.00000000 0.073055470191 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 7.14362040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9U92 339117.71000000 PA USD 337041.82000000 0.004115652750 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 1690173.60000000 0.020638885777 Long DBT CORP US N 2 2027-03-15 Fixed 4.40000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XBE7 4000000.00000000 PA USD 4089121.72000000 0.049932691002 Long DBT CORP US N 2 2034-03-01 Fixed 5.15000000 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES TRUST N/A 58768PAD6 1834000.00000000 PA USD 1861792.07000000 0.022734536780 Long ABS-MBS US N 2 2029-02-15 Fixed 5.25000000 N N N N N N Government National Mortgage Association 2 N/A 36179UH62 391549.51000000 PA USD 395882.12000000 0.004834157778 Long DBT USGA US N 2 2048-12-20 Fixed 5.00000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBR3 470000.00000000 PA USD 441375.17000000 0.005389678148 Long DBT CORP US N 2 2078-02-15 Fixed 5.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FLFG6 231322.02000000 PA USD 35943.88000000 0.000438914460 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 259000.00000000 PA USD 252650.85000000 0.003085145830 Long DBT CORP GB N 2 2027-08-15 Fixed 3.55700000 N N N N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759AX8 3485000.00000000 PA USD 2880342.43000000 0.035172161257 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 169031.21000000 0.002064057701 Long DBT CORP US N 2 2039-06-15 Fixed 6.75000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST N/A 379929AE2 677000.00000000 PA USD 683882.65000000 0.008350962231 Long ABS-MBS US Y 2 2027-08-20 Fixed 5.44000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ATFL1 832369.37000000 PA USD 775581.80000000 0.009470710098 Long DBT USGA US N 2 2042-02-15 Fixed 3.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MJCM5 849210.86000000 PA USD 785807.50000000 0.009595577185 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCSR0 6533022.43000000 PA USD 5670144.09000000 0.069238719747 Long DBT USGA US N 2 2041-05-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN6W8 994557.49000000 PA USD 950633.37000000 0.011608283042 Long DBT USGA US N 2 2052-04-01 Fixed 4.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YDT3 1137000.00000000 PA USD 1170718.50000000 0.014295765475 Long DBT CORP US N 2 2031-03-15 Fixed 4.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B5FE7 84911.55000000 PA USD 70676.87000000 0.000863042617 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAH3 751000.00000000 PA USD 680737.33000000 0.008312554401 Long DBT NUSS MX N 2 2030-04-16 Fixed 3.25000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BG1 2360000.00000000 PA USD 1679445.90000000 0.020507888716 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 1135005.68000000 0.013859672513 Long DBT CORP US N 2 2027-06-01 Fixed 2.30000000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457CN6 755000.00000000 PA USD 753236.66000000 0.009197851267 Long DBT CORP US N 2 2064-02-09 Fixed 5.10000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CD5 610000.00000000 PA USD 562494.81000000 0.006868682680 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SP4 100000.00000000 PA USD 54156.25000000 0.000661307606 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59982HAC4 423395.45000000 PA USD 400193.04000000 0.004886798871 Long ABS-MBS US Y 2 2060-11-25 Floating 1.12500000 N N N N N N UNION ELECTRIC COMPANY QMPJLLDULY5C1M8PNY21 906548CY6 2460000.00000000 PA USD 2521975.30000000 0.030796102927 Long DBT CORP US N 2 2034-04-01 Fixed 5.20000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122EG9 540000.00000000 PA USD 558282.76000000 0.006817248899 Long DBT CORP US N 2 2031-02-22 Fixed 5.10000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DY1 2780000.00000000 PA USD 2977247.17000000 0.036355475125 Long DBT CORP US N 2 2031-02-01 Fixed 5.75000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HRX0 1000000.00000000 PA USD 977902.84000000 0.011941273379 Long DBT CORP US N 2 2027-12-01 Fixed 3.62500000 N N N N N N ILFC E-CAPITAL TRUST II N/A 44965UAA2 1200000.00000000 PA USD 984372.00000000 0.012020268965 Long DBT CORP US Y 2 2065-12-21 Floating 7.40901960 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAJ3 680000.00000000 PA USD 552232.20000000 0.006743364881 Long DBT CORP US N 2 2060-04-01 Fixed 3.70000000 N N N N N N Government National Mortgage Association 2 N/A 3622AAKF0 1063572.51000000 PA USD 992703.32000000 0.012122003581 Long DBT USGA US N 2 2048-02-20 Fixed 3.50000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081GN1 3270000.00000000 PA USD 3288940.04000000 0.040161589208 Long DBT CORP US N 2 2028-05-15 Fixed 4.40000000 N N N N N N Government National Mortgage Association N/A 36212M6G9 13269.82000000 PA USD 13672.27000000 0.000166953512 Long DBT USGA US N 2 2031-11-15 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9P81 93985.20000000 PA USD 81087.50000000 0.000990167903 Long DBT USGA US N 2 2042-05-01 Fixed 2.00000000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AJ4 1048000.00000000 PA USD 985789.00000000 0.012037572100 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N Government National Mortgage Association N/A 38382NLJ4 769273.83000000 PA USD 759544.90000000 0.009274881842 Long DBT USGA US N 2 2051-02-20 Floating 5.00051160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F72R5 5429215.97000000 PA USD 268925.35000000 0.003283875444 Long DBT USGA US N 2 2030-10-25 Floating 1.12849560 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BD3 2530000.00000000 PA USD 2526479.56000000 0.030851104914 Long DBT CORP US N 2 2024-10-01 Fixed 3.85000000 N N N N N N HALSEYPOINT CLO N/A 40638UAS8 1750000.00000000 PA USD 1750000.00000000 0.021369432175 Long ABS-CBDO CORP KY N 2 2037-07-30 Floating 0.00000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 92564RAE5 70000.00000000 PA USD 65938.23000000 0.000805178590 Long DBT CORP US N 2 2030-08-15 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C1NL0 475371.91000000 PA USD 479071.89000000 0.005849996720 Long DBT USGA US N 2 2053-04-01 Fixed 5.50000000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAJ0 400000.00000000 PA USD 383222.28000000 0.004679567154 Long DBT NUSS IE N 2 2027-02-15 Fixed 3.25000000 N N N N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 595112BZ5 360000.00000000 PA USD 378839.31000000 0.004626046251 Long DBT CORP US N 2 2033-02-09 Fixed 5.87500000 N N N N N N VERIZON MASTER TRUST N/A 92348VAA7 6405000.00000000 PA USD 6649755.55000000 0.081200857264 Long ABS-MBS US Y 2 2031-09-22 Fixed 5.35000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAR0 325000.00000000 PA USD 319515.13000000 0.003901632514 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 17308CC53 2575000.00000000 PA USD 2370609.38000000 0.028947757920 Long DBT CORP US N 2 2030-11-05 Fixed 2.97600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N7GY0 83507.19000000 PA USD 83116.38000000 0.001014942768 Long DBT USGA US N 2 2052-12-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLF6 154228000.00000000 PA USD 153673743.13000000 1.876526074877 Long SN UST US N 2 2034-08-15 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5K2 456182.11000000 PA USD 461699.04000000 0.005637855040 Long DBT USGA US N 2 2048-11-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LRUQ9 241619.98000000 PA USD 209330.99000000 0.002556162510 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XTA68 359807.71000000 PA USD 313401.23000000 0.003826975044 Long DBT USGA US N 2 2040-08-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPL41 1339370.90000000 PA USD 1232226.45000000 0.015046845456 Long DBT USGA US N 2 2049-04-25 Fixed 2.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CUA0 1672576.26000000 PA USD 1560182.45000000 0.019051550312 Long DBT USGA US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B64V2 608614.53000000 PA USD 597157.30000000 0.007291949954 Long DBT USGA US N 2 2049-11-25 Floating 5.91332040 N N N N N N AGL CLO LTD N/A 00121DAA3 4260000.00000000 PA USD 4258240.62000000 0.051997819495 Long ABS-CBDO CORP KY Y 2 2037-07-21 Floating 6.55926120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A65W0 14072.24000000 PA USD 12378.84000000 0.000151159303 Long DBT USGA US N 2 2042-03-25 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLH2 51980000.00000000 PA USD 51807410.29000000 0.632625680229 Long SN UST US N 2 2026-08-31 Fixed 3.75000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GEZ8 2460000.00000000 PA USD 2342187.84000000 0.028600699537 Long DBT CORP US N 2 2029-03-21 Fixed 3.30000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DH9 110000.00000000 PA USD 112837.64000000 0.001377872168 Long DBT CORP US N 2 2031-02-13 Fixed 5.12500000 N N N N N N INVITATION HOMES TRUST N/A 46188DAA6 4190000.00000000 PA USD 4038668.93000000 0.049316606731 Long ABS-MBS US Y 2 2029-09-17 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKT7 1150000.00000000 PA USD 1187958.98000000 0.014506290771 Long SN UST US N 2 2029-05-31 Fixed 4.50000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJM3 910000.00000000 PA USD 944888.08000000 0.011538126708 Long DBT CORP US N 2 2029-06-12 Fixed 5.77500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BYV2 534511.45000000 PA USD 507013.97000000 0.006191200368 Long DBT USGA US N 2 2036-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QLCV6 3592785.70000000 PA USD 3134613.30000000 0.038277089321 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38382NZ83 139775.53000000 PA USD 140325.13000000 0.001713524770 Long DBT USGA US N 2 2051-02-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMT62 259432.44000000 PA USD 218552.82000000 0.002668771236 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 2693195.94000000 PA USD 2533383.34000000 0.030935407691 Long DBT USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 448977AE8 899000.00000000 PA USD 871769.83000000 0.010645272145 Long ABS-MBS US N 2 2028-04-17 Fixed 2.35000000 N N N N N N Government National Mortgage Association 2 N/A 36225DCE2 2609.91000000 PA USD 2610.39000000 0.000031875744 Long DBT USGA US N 2 2034-07-20 Floating 3.62499840 N N N N N N INTERSTATE POWER AND LIGHT COMPANY EF9UQIIO4KY2BWOK3P26 461070AU8 2335000.00000000 PA USD 2445728.78000000 0.029865048734 Long DBT CORP US N 2 2033-10-15 Fixed 5.70000000 N N N N N N BOSTON PROPERTIES LIMITED PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBC7 125000.00000000 PA USD 110288.56000000 0.001346745087 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 965167.50000000 PA USD 170579.46000000 0.002082963543 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 540000.00000000 PA USD 392058.37000000 0.004787465569 Long DBT NUSS US N 2 2050-04-06 Fixed 3.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEG6 1770000.00000000 PA USD 1759347.50000000 0.021483575471 Long DBT CORP US N 2 2025-10-21 Fixed 1.16400000 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 413875AS4 210000.00000000 PA USD 207610.20000000 0.002535149764 Long DBT CORP US N 2 2035-04-27 Fixed 4.85400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X0YX0 110649.48000000 PA USD 103988.99000000 0.001269820382 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 1343814.48000000 0.016409458507 Long DBT CORP US N 2 2045-06-01 Fixed 4.45000000 N N N N N N FLAGSTAR MORTGAGE TRUST N/A 33851HAD5 35253.52000000 PA USD 34523.88000000 0.000421574692 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 420657.65000000 PA USD 383727.90000000 0.004685741333 Long ABS-MBS US Y 2 2065-05-25 Floating 1.21899960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A5LM6 183787.53000000 PA USD 25907.19000000 0.000316355394 Long DBT USGA US N 2 2042-04-25 Floating 1.03668120 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H0K64 1357214.15000000 PA USD 1196060.03000000 0.014605213536 Long DBT USGA US N 2 2051-02-25 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0D33 350627.94000000 PA USD 351314.16000000 0.004289933779 Long DBT USGA US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417GUU8 16789.03000000 PA USD 16429.24000000 0.000200619159 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGNF2 958131.40000000 PA USD 865440.98000000 0.010567989899 Long DBT USGA US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A1WY4 1104299.68000000 PA USD 997288.36000000 0.012177991982 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339UVJ6 481280.93000000 PA USD 432843.72000000 0.005285499724 Long DBT USGA US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL94 2797896.05310000 PA USD 2422846.09000000 0.029585625824 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134A4NT7 600000.00000000 PA USD 449837.42000000 0.005493011563 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 273657.41000000 PA USD 278450.99000000 0.003400194025 Long DBT USGA US N 2 2047-10-20 Fixed 5.00000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216DY3 1809000.00000000 PA USD 1823468.40000000 0.022266562456 Long DBT CORP US N 2 2034-08-14 Fixed 4.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DTQ5 9323882.15000000 PA USD 7691134.72000000 0.093917246717 Long DBT USGA US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBF98 598975.39000000 PA USD 100241.77000000 0.001224062688 Long DBT USGA US N 2 2050-09-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38379FFB0 151614.98000000 PA USD 27111.40000000 0.000331060127 Long DBT USGA US N 2 2045-04-16 Fixed 4.00000000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654BC8 1368000.00000000 PA USD 1399903.22000000 0.017094363950 Long DBT CORP US N 2 2054-04-01 Fixed 5.30000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BS7 2240000.00000000 PA USD 1914603.06000000 0.023379417276 Long DBT CORP US N 2 2053-06-15 Fixed 4.15000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAH3 4756000.00000000 PA USD 4697463.15000000 0.057361211533 Long DBT CORP BE N 2 2036-02-01 Fixed 4.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394DEV8 163073.07000000 PA USD 170019.93000000 0.002076131064 Long DBT USGA US N 2 2035-04-25 Fixed 5.50000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505920AC2 1455000.00000000 PA USD 1472007.20000000 0.017974833155 Long ABS-MBS US Y 2 2028-08-15 Fixed 5.61000000 N N N N N N Government National Mortgage Association 2 N/A 3617GGTU9 205803.21000000 PA USD 197494.26000000 0.002411622968 Long DBT USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N JBS USA Holding Lux S.a r.l. RB8RC03FUD8DSX57C193 47214BAB4 1861000.00000000 PA USD 2136314.48000000 0.026086758506 Long DBT NUSS US N 2 2053-11-15 Fixed 7.25000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACT0 1270000.00000000 PA USD 904253.27000000 0.011041930813 Long DBT CORP US N 2 2052-10-15 Fixed 3.40000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JB42 763000.00000000 PA USD 560759.22000000 0.006847489210 Long DBT NUSS IL N 2 2050-07-03 Fixed 3.87500000 N N N N N N VERIZON MASTER TRUST N/A 92348KBG7 3800000.00000000 PA USD 3791897.64000000 0.046303256820 Long ABS-MBS US N 2 2029-01-22 Fixed 4.49000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QC6R2 172081.67000000 PA USD 170071.22000000 0.002076757371 Long DBT USGA US N 2 2050-03-01 Fixed 4.50000000 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AN2 2515000.00000000 PA USD 2507632.01000000 0.030620955519 Long DBT CORP US N 2 2024-10-01 Fixed 1.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSU83 94366.21000000 PA USD 99059.49000000 0.001209625744 Long DBT USGA US N 2 2041-07-01 Fixed 6.00000000 N N N N N N KYNDRYL HOLDINGS, INC. 549300LQ4LWX2R8ZV130 50155QAJ9 1855000.00000000 PA USD 1742861.09000000 0.021282258202 Long DBT CORP US N 2 2026-10-15 Fixed 2.05000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJQ4 1510000.00000000 PA USD 1551793.06000000 0.018949106598 Long DBT CORP US N 2 2030-01-23 Fixed 5.38400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDZ3 14321309.65000000 PA USD 12721517.68000000 0.155343776707 Long DBT USGA US N 2 2052-06-01 Fixed 3.00000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AS9 970000.00000000 PA USD 894687.29000000 0.010925119635 Long DBT CORP BE N 2 2040-06-01 Fixed 4.35000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBY5 2007000.00000000 PA USD 2050621.18000000 0.025040348699 Long DBT CORP US N 2 2027-11-17 Fixed 5.01700000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076DC3 1142000.00000000 PA USD 1167567.29000000 0.014257285722 Long DBT CORP US N 2 2029-06-25 Fixed 4.75000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KBP4 2190000.00000000 PA USD 2199430.67000000 0.026857476873 Long DBT CORP US N 2 2025-03-01 Fixed 6.05100000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111GF4 1907000.00000000 PA USD 2006377.77000000 0.024500087814 Long DBT CORP US N 2 2034-03-15 Fixed 5.50000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78445FAE5 1155000.00000000 PA USD 1170877.44000000 0.014297706308 Long ABS-MBS US N 2 2083-07-26 Floating 7.47074880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPBM9 5228236.93000000 PA USD 4667172.34000000 0.056991327298 Long DBT USGA US N 2 2052-06-01 Fixed 3.00000000 N N N N N N BANK5 N/A 06211UBL8 722000.00000000 PA USD 749564.73000000 0.009153012948 Long ABS-MBS US N 2 2057-06-15 Fixed 5.76900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMZX9 1952953.57000000 PA USD 333786.13000000 0.004075897180 Long DBT USGA US N 2 2051-10-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L1TN5 191800.78000000 PA USD 162196.71000000 0.001980600910 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 1895.02000000 PA USD 1895.64000000 0.000023147857 Long DBT USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418B6G6 1140733.58000000 PA USD 1038521.63000000 0.012681495734 Long DBT USGA US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKTY6 807995.86000000 PA USD 816438.14000000 0.009969611119 Long DBT USGA US N 2 2053-04-01 Fixed 5.50000000 N N N N N N BANK OF AMERICA ALTERNATIVE LOAN TRUST N/A 059496AC3 34406.63000000 PA USD 30192.56000000 0.000368684493 Long ABS-MBS US N 2 2037-04-25 Floating 5.23797120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396WJ80 62724.85000000 PA USD 7198.90000000 0.000087906517 Long DBT USGA US N 2 2037-07-25 Floating 1.23667920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414KEZ9 2248.44000000 PA USD 2333.16000000 0.000028490459 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 6256.66000000 PA USD 6555.08000000 0.000080044764 Long DBT USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBT2 1670000.00000000 PA USD 1595464.59000000 0.019482384197 Long DBT CORP US N 2 2026-11-19 Fixed 1.04500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AUBK6 1784808.35000000 PA USD 1764250.57000000 0.021543447369 Long DBT USGA US N 2 2046-11-25 Floating 5.86332000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5QJ5 99728.95000000 PA USD 98958.10000000 0.001208387660 Long DBT USGA US N 2 2044-10-01 Fixed 4.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDY5 570000.00000000 PA USD 425903.07000000 0.005200746724 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQEE5 2341549.59000000 PA USD 2295792.20000000 0.028034157547 Long DBT USGA US N 2 2050-01-25 Floating 5.86332000 N N N N N N MAGNETITE CLO, LIMITED N/A 55954EBA6 2840000.00000000 PA USD 2849451.52000000 0.034794949140 Long ABS-CBDO CORP KY Y 2 2037-04-20 Floating 7.23201120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M3BL3 888263.02000000 PA USD 729680.44000000 0.008910203812 Long DBT USGA US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 36202FLS3 8612.55000000 PA USD 9014.96000000 0.000110082615 Long DBT USGA US N 2 2040-10-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B26P0 504714.40000000 PA USD 432987.87000000 0.005287259954 Long DBT USGA US N 2 2043-05-15 Fixed 1.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397QHL5 29097.13000000 PA USD 30226.17000000 0.000369094908 Long DBT USGA US N 2 2051-02-25 Floating 5.83215480 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TH1 150000.00000000 PA USD 130699.22000000 0.001595981781 Long DBT UST US N 1 2042-05-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLJA6 436866.94000000 PA USD 368369.32000000 0.004498196113 Long DBT USGA US N 2 2046-03-01 Fixed 2.00000000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST N/A 02582JKF6 7893000.00000000 PA USD 8239423.77000000 0.100612461383 Long ABS-MBS US N 2 2031-04-15 Fixed 5.24000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TC2 27387000.00000000 PA USD 19766781.14000000 0.241374222232 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCUU0 5557937.46000000 PA USD 4823677.40000000 0.058902426878 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BS2 310000.00000000 PA USD 248374.70000000 0.003032929317 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449GAB5 75067.12000000 PA USD 74230.49000000 0.000906436240 Long ABS-MBS US N 2 2032-02-17 Fixed 2.43000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 96950FAP9 570000.00000000 PA USD 514245.69000000 0.006279507653 Long DBT CORP US N 2 2045-01-15 Fixed 4.90000000 N N N N N N BERRY GLOBAL, INC. 549300AP2Q7ERHX6RI89 085770AA3 1522000.00000000 PA USD 1505972.58000000 0.018389587946 Long DBT CORP US N 2 2026-07-15 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BWD34 333109.59000000 PA USD 343966.12000000 0.004200206098 Long DBT USGA US N 2 2053-02-01 Fixed 6.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967JT9 2040000.00000000 PA USD 2028776.37000000 0.024773599450 Long DBT CORP US N 2 2025-06-10 Fixed 4.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL86 1655246.24000000 PA USD 1491666.55000000 0.018214895525 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XK5Q9 88820.77000000 PA USD 90726.58000000 0.001107871713 Long DBT USGA US N 2 2053-04-01 Fixed 6.00000000 N N N N N N T-MOBILE US TRUST N/A 87267RAA3 2330000.00000000 PA USD 2353102.18000000 0.028733975679 Long ABS-MBS US Y 2 2029-09-20 Fixed 5.05000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BT5 1015000.00000000 PA USD 1018543.10000000 0.012437535824 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8W67 43904.03000000 PA USD 45934.27000000 0.000560908152 Long DBT USGA US N 2 2039-09-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 38381H8H7 4497659.42000000 PA USD 3583355.87000000 0.043756731557 Long DBT USGA US N 2 2064-06-16 Fixed 2.00000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAU9 917000.00000000 PA USD 911096.44000000 0.011125493474 Long DBT NUSS IE N 2 2024-10-29 Fixed 1.65000000 N N N N N N Government National Mortgage Association 2 N/A 21H052694 16750000.00000000 PA USD 16859835.45000000 0.205877205797 Long DBT USGA US N 2 2054-09-15 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TG3 4370000.00000000 PA USD 3377190.63000000 0.041239226350 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CD2 800000.00000000 PA USD 598275.67000000 0.007305606487 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 69559.36000000 0.000849396586 Long DBT CORP US N 2 2030-01-23 Fixed 4.43100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQXT8 1108649.61000000 PA USD 1100889.99000000 0.013443082271 Long DBT USGA US N 2 2053-04-01 Fixed 5.00000000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAR6 705000.00000000 PA USD 666193.45000000 0.008134957569 Long DBT NUSS GB N 2 2028-01-11 Fixed 2.46900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFX30 707133.65000000 PA USD 631511.05000000 0.007711447172 Long DBT USGA US N 2 2042-02-01 Fixed 2.50000000 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AM5 2000.00000000 PA USD 1524.22000000 0.000018612409 Long DBT CORP US N 2 2050-03-27 Fixed 3.37500000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CW3 1975000.00000000 PA USD 1864093.82000000 0.022762643689 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PES7 1940000.00000000 PA USD 2097370.06000000 0.025611204139 Long DBT CORP US N 2 2053-02-15 Fixed 5.87500000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBL9 2947000.00000000 PA USD 3055860.06000000 0.037315425309 Long DBT CORP US N 2 2035-05-31 Fixed 6.34200000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFD1 1110000.00000000 PA USD 906242.03000000 0.011066215768 Long DBT CORP US N 2 2050-03-22 Fixed 4.00000000 N N N N N N EURO N/A N/A 1.00000000 NC 16050.87000000 0.000195998844 N/A DFE XX N 2 EURO N/A 800667.57000000 USD 736207.05000000 EUR 2024-10-18 16050.87000000 N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05964HAY1 1000000.00000000 PA USD 1076864.09000000 0.013149699505 Long DBT NUSS ES N 2 2028-11-07 Fixed 6.60700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1Z72 983444.94000000 PA USD 884012.17000000 0.010794764633 Long DBT USGA US N 2 2048-06-25 Fixed 3.00000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 44935FAE4 1347000.00000000 PA USD 1301266.12000000 0.015889896053 Long ABS-MBS US N 2 2027-12-15 Fixed 1.03000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWJ4 411467.07000000 PA USD 367207.76000000 0.004484012183 Long DBT USGA US N 2 2042-03-01 Fixed 2.50000000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BH0 50000.00000000 PA USD 45644.43000000 0.000557368886 Long DBT CORP US N 2 2040-04-01 Fixed 4.25000000 N N N N N N CSMC TRUST N/A 12649AAC3 1000000.00000000 PA USD 891183.60000000 0.010882335712 Long ABS-MBS US N 2 2037-09-15 Fixed 3.95300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DSS2 3932004.73000000 PA USD 3420807.74000000 0.041771839421 Long DBT USGA US N 2 2040-09-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413CUH0 998.49000000 PA USD 1025.08000000 0.000012517358 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 1800852.17000000 PA USD 1779259.05000000 0.021726717481 Long ABS-MBS US N 2 2033-12-15 Floating 6.81420960 N N N N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC 8775.14000000 0.000107154148 N/A DFE AU N 2 AUSTRALIAN DOLLAR N/A 2612478.66000000 USD 3860051.00000000 AUD 2024-10-18 8775.14000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ER69 8305163.29000000 PA USD 8077580.06000000 0.098636170992 Long DBT USGA US N 2 2053-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617K1Y72 83175.76000000 PA USD 80415.79000000 0.000981965583 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 1525558.82000000 PA USD 1476627.54000000 0.018031252608 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 1541852.93000000 0.018827726635 Long DBT CORP AU N 2 2027-03-27 Fixed 4.00000000 N N N N N N CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 14913UAR1 1566000.00000000 PA USD 1575259.63000000 0.019235659327 Long DBT CORP US N 2 2027-10-15 Fixed 4.40000000 N N N N N N Government National Mortgage Association 2 N/A 36179UEA6 301598.57000000 PA USD 299084.41000000 0.003652150865 Long DBT USGA US N 2 2048-10-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128HXMV4 1413233.04000000 PA USD 1307170.15000000 0.015961990778 Long DBT USGA US N 2 2042-07-15 Fixed 3.00000000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAR7 534000.00000000 PA USD 410978.93000000 0.005018506497 Long DBT CORP US N 2 2052-03-01 Fixed 3.65000000 N N N N N N BLUEMOUNTAIN CLO LTD. N/A 09631BAA1 350000.00000000 PA USD 350601.30000000 0.004281228972 Long ABS-CBDO CORP KY Y 2 2034-04-19 Floating 6.69107880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJKX0 259099.43000000 PA USD 223642.24000000 0.002730918673 Long DBT USGA US N 2 2042-05-01 Fixed 2.00000000 N N N N N N BMW VEHICLE LEASE TRUST N/A 05593AAC3 363233.62000000 PA USD 363132.50000000 0.004434248759 Long ABS-MBS US N 2 2025-11-25 Fixed 5.16000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XB4K3 4440730.58000000 PA USD 3873718.74000000 0.047302382790 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFU8 1630000.00000000 PA USD 1624391.99000000 0.019835619689 Long DBT CORP US N 2 2026-03-03 Fixed 4.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCCC0 270445.46000000 PA USD 245684.62000000 0.003000080470 Long DBT USGA US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36202FMC7 14684.38000000 PA USD 15032.06000000 0.000183558049 Long DBT USGA US N 2 2040-11-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKW71 1722885.27000000 PA USD 1425313.23000000 0.017404648227 Long DBT USGA US N 2 2051-10-01 Fixed 2.00000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBG4 1430000.00000000 PA USD 977518.74000000 0.011936583094 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F9CW9 496600.52000000 PA USD 75818.24000000 0.000925824421 Long DBT USGA US N 2 2051-02-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179V4V9 905052.73000000 PA USD 792318.59000000 0.009675084783 Long DBT USGA US N 2 2051-01-20 Fixed 2.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBE4 4255000.00000000 PA USD 3841171.04000000 0.046904939437 Long DBT CORP US N 2 2035-05-15 Fixed 3.90000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650AQ3 210060.17000000 PA USD 210268.56000000 0.002567611275 Long DBT CORP US Y 2 2026-01-10 Fixed 5.78900000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942MAA8 1621417.15000000 PA USD 1470772.74000000 0.017959759036 Long ABS-MBS US Y 2 2070-07-15 Fixed 2.23000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBUL8 7708797.87000000 PA USD 6399478.67000000 0.078144700228 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8U29 7070535.66600000 PA USD 6415780.24000000 0.078343760396 Long DBT USGA US N 2 2037-01-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BATZ7 2597981.74000000 PA USD 2205532.18000000 0.026931983047 Long DBT USGA US N 2 2050-07-25 Fixed 2.00000000 N N N N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450YAP8 50000.00000000 PA USD 51354.88000000 0.000627099785 Long DBT CORP US N 2 2034-06-01 Fixed 5.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AK4G3 371976.82000000 PA USD 369166.35000000 0.004507928730 Long DBT USGA US N 2 2041-12-15 Floating 5.95801080 N N N N N N Government National Mortgage Association 2 N/A 36179TZ65 1798926.36000000 PA USD 1783598.07000000 0.021779701706 Long DBT USGA US N 2 2048-06-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WRXK1 14880.98000000 PA USD 14539.79000000 0.000177546889 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RBN6 2020000.00000000 PA USD 2030012.86000000 0.024788698358 Long DBT CORP US N 2 2029-02-01 Fixed 4.54300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDJH0 3021106.75000000 PA USD 2620573.40000000 0.032000094590 Long DBT USGA US N 2 2041-10-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZF0 2578133.24000000 PA USD 2335891.53000000 0.028523814640 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGJ7 1396000.00000000 PA USD 1227967.08000000 0.014994833845 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABUA8 310991.32000000 PA USD 281791.32000000 0.003440983143 Long DBT USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36202UA94 108.05000000 PA USD 109.45000000 0.000001336505 Long DBT USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LQT59 4559201.50000000 PA USD 3775554.05000000 0.046103683541 Long DBT USGA US N 2 2051-06-01 Fixed 2.00000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FY4 210000.00000000 PA USD 173365.93000000 0.002116989418 Long DBT CORP US N 2 2050-04-01 Fixed 3.95000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DB2 2120000.00000000 PA USD 2186239.29000000 0.026696395558 Long DBT CORP US N 2 2033-02-15 Fixed 5.37500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MY4 160000.00000000 PA USD 138596.33000000 0.001692414213 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971M4P4 1940000.00000000 PA USD 2021501.53000000 0.024684765622 Long DBT MUN US N 2 2037-08-01 Fixed 5.50800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AQZV3 618924.31000000 PA USD 613337.22000000 0.007489524642 Long DBT USGA US N 2 2042-06-15 Floating 5.91801120 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDZ2 880000.00000000 PA USD 598843.56000000 0.007312541051 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 27630.06000000 PA USD 27777.11000000 0.000339189181 Long DBT USGA US N 2 2048-07-20 Fixed 5.00000000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 20754GAE0 820000.00000000 PA USD 824073.43000000 0.010062846440 Long ABS-MBS US Y 2 2044-02-25 Floating 7.14884040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FDV82 725000.00000000 PA USD 647752.77000000 0.007909776505 Long DBT USGA US N 2 2048-01-15 Fixed 3.00000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBF1 1420000.00000000 PA USD 1161416.20000000 0.014182174122 Long DBT CORP GB N 2 2047-08-15 Fixed 4.54000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEQT6 1817226.90000000 PA USD 1665952.54000000 0.020343119892 Long DBT USGA US N 2 2045-04-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJFE8 68695.98000000 PA USD 60027.12000000 0.000732997411 Long DBT USGA US N 2 2051-03-01 Fixed 2.50000000 N N N N N N US 5YR NOTE W5 OP Aug24C 110 N/A N/A 292.00000000 NC USD 2281.25000000 0.000027856581 N/A DIR US N 1 US 5YR NOTE W5 OP Aug24C 110 N/A Call Purchased N/A N/A 292000.00000000 110.00000000 USD 2024-09-02 XXXX -14864.64000000 N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBE2 1397000.00000000 PA USD 1062556.19000000 0.012974984248 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DR8 1497000.00000000 PA USD 1538432.71000000 0.018785961973 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N Government National Mortgage Association N/A 38381DY87 2879532.38000000 PA USD 234010.09000000 0.002857521569 Long DBT USGA US N 2 2061-06-16 Floating 1.11228840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MJCL7 826336.04000000 PA USD 766784.23000000 0.009363282055 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89173UAF4 1860000.00000000 PA USD 1549451.42000000 0.018920512588 Long ABS-MBS US N 2 2057-06-25 Floating 3.42358920 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED PUSS41EMO3E6XXNV3U28 744573AZ9 1285000.00000000 PA USD 1321068.06000000 0.016131699604 Long DBT CORP US N 2 2034-04-01 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H56A0 1895709.50000000 PA USD 1687027.33000000 0.020600466347 Long DBT USGA US N 2 2049-04-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TTNH0 31489.81000000 PA USD 31972.41000000 0.000390418426 Long DBT USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PFK3 398000.00000000 PA USD 409906.99000000 0.005005416926 Long DBT CORP US N 2 2044-07-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUVA1 1559659.53000000 PA USD 1633924.11000000 0.019952017399 Long DBT USGA US N 2 2054-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JASV8 19522.73000000 PA USD 19152.92000000 0.000233878299 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNT69 1922433.07000000 PA USD 1840859.47000000 0.022478926622 Long DBT USGA US N 2 2052-04-01 Fixed 4.00000000 N N N N N N WISCONSIN ELECTRIC POWER COMPANY AENKIFMULUAWOUU8Q584 976656CM8 670000.00000000 PA USD 609691.32000000 0.007445004177 Long DBT CORP US N 2 2028-06-15 Fixed 1.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DYC0 1420.65610000 PA USD 1219.34000000 0.000014889487 Long DBT USGA US N 2 2051-04-01 Fixed 2.50000000 N N N N N N THE EAST OHIO GAS COMPANY BC95Y6MXLT75BGO7UM71 27409LAC7 2365000.00000000 PA USD 2033289.31000000 0.024828707430 Long DBT CORP US N 2 2030-06-15 Fixed 2.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 1540000.00000000 PA USD 1411665.76000000 0.017237997550 Long DBT CORP US N 2 2030-10-30 Fixed 2.87900000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BK0 320000.00000000 PA USD 265325.12000000 0.003239912660 Long DBT CORP US N 2 2050-04-15 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QDL44 989762.34000000 PA USD 921700.92000000 0.011254985883 Long DBT USGA US N 2 2050-05-01 Fixed 3.50000000 N N N N N N FirstEnergy Pennsylvania Electric Company N/A 708696BX6 995000.00000000 PA USD 983431.28000000 0.012008781735 Long DBT CORP US N 2 2025-04-15 Fixed 4.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F050692 27050000.00000000 PA USD 26855296.53000000 0.327932821578 Long DBT USGA US N 2 2054-09-15 Fixed 5.00000000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680BL6 830000.00000000 PA USD 876015.52000000 0.010697116708 Long DBT CORP US N 2 2033-09-01 Fixed 6.05000000 N N N N N N OAKTREE CLO LTD N/A 67402PAA5 2490000.00000000 PA USD 2502843.42000000 0.030562481548 Long ABS-CBDO CORP KY Y 2 2037-04-20 Floating 6.85391040 N N N N N N BALLYROCK CLO LTD N/A 05875MAX0 1530000.00000000 PA USD 1531698.30000000 0.018703727391 Long ABS-CBDO CORP KY Y 2 2036-02-20 Floating 6.52840920 N N N N N N Government National Mortgage Association 2 N/A 36179UPA4 271692.29000000 PA USD 262272.50000000 0.003202636800 Long DBT USGA US N 2 2049-03-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMCQ5 1144909.56000000 PA USD 1023686.52000000 0.012500342662 Long DBT USGA US N 2 2051-10-01 Fixed 3.00000000 N N N N N N AAMES MORTGAGE TRUST N/A 00253CHQ3 10710.67000000 PA USD 10704.71000000 0.000130716328 Long ABS-MBS US N 2 2032-06-25 Fixed 7.39600000 N N N N N N OCCU AUTO RECEIVABLES TRUST N/A 674921AC5 1640000.00000000 PA USD 1665193.52000000 0.020333851420 Long ABS-MBS US Y 2 2028-06-15 Fixed 6.23000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BR9 410000.00000000 PA USD 396619.43000000 0.004843161148 Long DBT CORP US N 2 2032-06-15 Fixed 3.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UA4 13127000.00000000 PA USD 14029481.25000000 0.171315456020 Long DBT UST US N 2 2054-05-15 Fixed 4.62500000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BT0 265000.00000000 PA USD 201600.74000000 0.002461767622 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N SBNA AUTO RECEIVABLES TRUST N/A 78437PAC7 4940000.00000000 PA USD 4971169.92000000 0.060703473394 Long ABS-MBS US Y 2 2028-12-15 Fixed 5.32000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F9WR2 980486.54000000 PA USD 891847.57000000 0.010890443519 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKDE5 591817.32000000 PA USD 529673.62000000 0.006467899713 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 210917.14000000 PA USD 210723.94000000 0.002573171967 Long ABS-MBS US N 2 2035-12-26 Floating 6.16331880 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 3740000.00000000 PA USD 3315049.87000000 0.040480419060 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N SANTANDER RETAIL AUTO LEASE TRUST N/A 80287UAC3 779254.42000000 PA USD 777964.91000000 0.009499810502 Long ABS-MBS US Y 2 2025-11-20 Fixed 3.28000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLK5 144095000.00000000 PA USD 143509614.06000000 1.752410836712 Long SN UST US N 2 2029-08-31 Fixed 3.62500000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST N/A 02582JKF6 1965000.00000000 PA USD 2051243.85000000 0.025047952187 Long ABS-MBS US N 2 2031-04-15 Fixed 5.24000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SU3 11000000.00000000 PA USD 6783476.59000000 0.082833738803 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CQ5 3085000.00000000 PA USD 3187353.11000000 0.038921100631 Long DBT CORP US N 2 2029-06-01 Fixed 6.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L3G88 268122.09000000 PA USD 223285.25000000 0.002726559431 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N US Airways Pass Through Trusts N/A 90345WAD6 1922484.99000000 PA USD 1908737.88000000 0.023307796953 Long DBT CORP US N 2 2025-06-03 Fixed 4.62500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFQ3 5135000.00000000 PA USD 5346234.28000000 0.065283423338 Long DBT CORP US N 2 2030-04-18 Fixed 5.65600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BLES5 3994675.89000000 PA USD 3499547.00000000 0.042733332721 Long DBT USGA US N 2 2047-10-25 Fixed 2.00000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AX7 160000.00000000 PA USD 165751.50000000 0.002024008821 Long DBT NUSS GB N 2 2029-03-06 Fixed 5.87100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPKN7 923625.54000000 PA USD 899514.34000000 0.010984063245 Long DBT USGA US N 2 2052-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407YQ28 7363.98000000 PA USD 7431.38000000 0.000090745354 Long DBT USGA US N 2 2035-12-01 Floating 5.80899960 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830CE7 1091000.00000000 PA USD 1098622.23000000 0.013415390417 Long DBT CORP US N 2 2064-02-15 Fixed 5.20000000 N N N N N N Government National Mortgage Association N/A 38383HAG4 1883544.37000000 PA USD 1528569.15000000 0.018665517015 Long DBT USGA US N 2 2051-09-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MZT2 45257.90000000 PA USD 47724.17000000 0.000582764807 Long DBT USGA US N 2 2039-01-01 Fixed 7.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJZ3 9450000.00000000 PA USD 8651082.92000000 0.105639274118 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 925524AX8 1175000.00000000 PA USD 1171866.43000000 0.014309782968 Long DBT CORP US N 2 2036-04-30 Fixed 6.87500000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAX2 448000.00000000 PA USD 480435.66000000 0.005866649857 Long DBT CORP US N 2 2030-11-15 Fixed 6.55000000 N N N N N N CREDIT AGRICOLE S.A. LONDON BRANCH N/A 22535WAG2 630000.00000000 PA USD 614021.18000000 0.007497876548 Long DBT NUSS FR N 2 2026-06-16 Fixed 1.90700000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 12595FAE2 4380000.00000000 PA USD 4101288.34000000 0.050081258865 Long ABS-MBS US N 2 2050-09-15 Fixed 3.44560000 N N N N N N Government National Mortgage Association 2 N/A 36179TLR4 1677944.11000000 PA USD 1533980.03000000 0.018731589834 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 1514296.68000000 0.018491234398 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 21722.29000000 PA USD 20585.14000000 0.000251367287 Long ABS-MBS US N 2 2034-08-25 Floating 5.82194880 N N N N N N PALMER SQUARE CLO N/A 69702MAA5 710000.00000000 PA USD 709822.50000000 0.008667716440 Long ABS-CBDO CORP JE Y 2 2035-10-20 Floating 7.28201160 N N N N N N Government National Mortgage Association N/A 36208QSN7 2401.79000000 PA USD 2486.19000000 0.000030359124 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 12151.66000000 PA USD 12439.45000000 0.000151899418 Long DBT USGA US N 2 2044-11-20 Fixed 5.00000000 N N N N N N JBS USA Holding Lux S.a r.l. RB8RC03FUD8DSX57C193 46590XAX4 796000.00000000 PA USD 838539.52000000 0.010239493371 Long DBT NUSS US N 2 2052-12-01 Fixed 6.50000000 N N N N N N CNH EQUIPMENT TRUST N/A 12663JAC5 1527650.65000000 PA USD 1513936.62000000 0.018486837668 Long ABS-MBS US N 2 2027-08-16 Fixed 3.89000000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36270GAA9 2600000.00000000 PA USD 2558030.54000000 0.031236377216 Long ABS-MBS US Y 2 2038-09-10 Floating 4.46640840 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44421MAA8 1995000.00000000 PA USD 1800800.52000000 0.021989762613 Long ABS-MBS US N 2 2041-12-10 Floating 3.04089480 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNQ80 567090.30000000 PA USD 587927.94000000 0.007179249278 Long DBT USGA US N 2 2054-01-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMVG7 586331.49000000 PA USD 577703.13000000 0.007054393059 Long DBT USGA US N 2 2051-01-01 Fixed 4.50000000 N N N N N N United States of America N/A N/A 190.00000000 NC USD 39433906.25000000 0.481531534308 N/A DIR US N 1 US 2YR NOTE (CBT) DEC24 N/A Long U.S. Treasury Futures US 2-YEAR NOTE (Globex) Dec 2024 2025-01-03 39432184.81000000 USD 1721.44000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMG75 1220369.10000000 PA USD 1118865.66000000 0.013662585048 Long DBT USGA US N 2 2048-08-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418B6J0 902741.99000000 PA USD 854965.69000000 0.010440075042 Long DBT USGA US N 2 2036-07-01 Fixed 3.00000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFK5 90000.00000000 PA USD 68644.30000000 0.000838222693 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 236065.46000000 0.002882619906 Long DBT CORP US N 2 2046-02-15 Fixed 5.05000000 N N N N N N Government National Mortgage Association N/A 38378AMF5 22145.94000000 PA USD 3500.65000000 0.000042746801 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 6313633.20000000 0.077096432257 Long ABS-CBDO CORP KY Y 2 2034-07-21 Floating 7.24362120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPUY5 4692289.65000000 PA USD 577770.54000000 0.007055216210 Long DBT USGA US N 2 2050-10-25 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CJS85 2464614.68000000 PA USD 2515308.33000000 0.030714691862 Long DBT USGA US N 2 2053-12-01 Fixed 6.00000000 N N N N N N OTIS WORLDWIDE CORPORATION 549300ZLBKR8VSU25153 68902VAH0 340000.00000000 PA USD 334007.14000000 0.004078595956 Long DBT CORP US N 2 2025-04-05 Fixed 2.05600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C17L8 1324509.85000000 PA USD 1351928.70000000 0.016508542092 Long DBT USGA US N 2 2053-04-01 Fixed 6.00000000 N N N N N N TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC N/A 88240TAA9 2395634.87000000 PA USD 2378419.67000000 0.029043130185 Long DBT CORP US Y 2 2034-08-01 Fixed 4.26500000 N N N N N N MHC COMMERCIAL MORTGAGE TRUST N/A 55316VAA2 998263.25000000 PA USD 990776.28000000 0.012098472295 Long ABS-MBS US N 2 2038-04-15 Floating 6.25244040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QYV6 0.04000000 PA USD 0.04000000 0.000000000488 Long DBT USGA US N 2 2050-02-01 Floating 4.23900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F040693 27575000.00000000 PA USD 26164879.30000000 0.319502064909 Long DBT USGA US N 2 2054-09-15 Fixed 4.00000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 83208AAE3 912946.48000000 PA USD 864624.13000000 0.010558015259 Long ABS-MBS US Y 2 2053-01-15 Fixed 2.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H4VE7 1297986.41000000 PA USD 262422.48000000 0.003204468221 Long DBT USGA US N 2 2051-07-25 Fixed 3.00000000 N N N N N N CIFC FUNDING LTD N/A 12560EAL0 840000.00000000 PA USD 841399.44000000 0.010274416151 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 6.67361880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYV71 3456106.00000000 PA USD 2982894.76000000 0.036424438435 Long DBT USGA US N 2 2041-12-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36213RTE7 10072.86000000 PA USD 10145.23000000 0.000123884459 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 1394424.21000000 0.017027459188 Long DBT CORP US N 2 2029-06-21 Fixed 3.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H62K0 695172.01000000 PA USD 88481.91000000 0.001080461814 Long DBT USGA US N 2 2047-01-25 Fixed 3.00000000 N N N N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 26078JAC4 2095000.00000000 PA USD 2087020.48000000 0.025484824341 Long DBT CORP US N 2 2025-11-15 Fixed 4.49300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQVA0 1789475.66000000 PA USD 1805880.95000000 0.022051800273 Long DBT USGA US N 2 2052-11-01 Fixed 5.50000000 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAM3 951000.00000000 PA USD 883541.81000000 0.010789021019 Long DBT CORP US N 2 2032-03-24 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZU7 135271.37000000 PA USD 134377.19000000 0.001640893855 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 42259.04000000 PA USD 2672.93000000 0.000032639426 Long DBT USGA US N 2 2040-04-25 Floating 3.03301080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHG92 965402.67000000 PA USD 922640.12000000 0.011266454552 Long DBT USGA US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQFF8 441627.83000000 PA USD 424958.70000000 0.005189214924 Long DBT USGA US N 2 2049-07-01 Fixed 4.00000000 N N N N N N CSMC TRUST N/A 12656TAA6 648554.86000000 PA USD 575081.83000000 0.007022384092 Long ABS-MBS US Y 2 2060-01-25 Fixed 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UC0 2404000.00000000 PA USD 2419025.00000000 0.029538966096 Long DBT UST US N 2 2054-08-15 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K7MK6 0.02000000 PA USD 0.02000000 0.000000000244 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBH3 360000.00000000 PA USD 348011.15000000 0.004249600380 Long DBT CORP US N 2 2033-01-15 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XQMT1 1527156.10500000 PA USD 1548079.69000000 0.018903762250 Long DBT USGA US N 2 2054-07-01 Fixed 5.50000000 N N N N N N RCKT MORTGAGE TRUST N/A 74938QAA2 292711.94000000 PA USD 297555.74000000 0.003633484116 Long ABS-MBS US Y 2 2054-06-25 Floating 6.50000160 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDW9 260000.00000000 PA USD 249309.43000000 0.003044343402 Long DBT CORP US N 2 2026-01-15 Fixed 1.25000000 N N N N N N TOYOTA AUTO LOAN EXTENDED NOTE TRUST N/A 89231WAA1 4760000.00000000 PA USD 4856344.78000000 0.059301331656 Long ABS-MBS US Y 2 2036-06-25 Fixed 4.93000000 N N N N N N TOYOTA AUTO LOAN EXTENDED NOTE TRUST N/A 89237JAA4 10690000.00000000 PA USD 10402708.39000000 0.127028555077 Long ABS-MBS US N 2 2033-05-25 Fixed 1.35000000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAF9 1780000.00000000 PA USD 1813841.77000000 0.022149010675 Long DBT CORP US N 2 2033-08-15 Fixed 5.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EF2 2415000.00000000 PA USD 2466940.73000000 0.030124070063 Long DBT NUSS GB N 2 2028-05-17 Fixed 5.59700000 N N N N N N Government National Mortgage Association N/A 36213UW63 1794.75000000 PA USD 1845.69000000 0.000022537912 Long DBT USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8AM6 2908751.09000000 PA USD 2845356.02000000 0.034744938563 Long DBT USGA US N 2 2040-09-01 Fixed 4.00000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08163RBT2 975000.00000000 PA USD 895457.75000000 0.010934527802 Long ABS-MBS US N 2 2055-05-15 Floating 4.44418920 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FP4 1205000.00000000 PA USD 1097298.97000000 0.013399231952 Long DBT CORP US N 2 2043-08-15 Fixed 4.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QN3D2 4280857.88000000 PA USD 3800083.38000000 0.046403213743 Long DBT USGA US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DY71 149300.11000000 PA USD 129218.34000000 0.001577898601 Long DBT USGA US N 2 2041-05-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYS91 591596.75000000 PA USD 553248.40000000 0.006755773805 Long DBT USGA US N 2 2040-04-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QERD6 63727.65000000 PA USD 55571.95000000 0.000678594866 Long DBT USGA US N 2 2040-08-01 Fixed 2.00000000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BF5 118000.00000000 PA USD 117413.51000000 0.001433748593 Long DBT CORP US N 2 2024-12-15 Fixed 3.73400000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 12434GAA3 1238327.65000000 PA USD 1241423.47000000 0.015159151224 Long ABS-MBS US Y 2 2040-12-09 Floating 7.09831080 N N N N N N COUNTRYWIDE HOME LOANS INC N/A 12669FT52 69123.12000000 PA USD 63132.54000000 0.000770918018 Long ABS-MBS US N 2 2034-08-25 Floating 6.55863120 N N N N N N RELIANCE INDUSTRIES LIMITED 5493003UOETFYRONLG31 759470BD8 2480000.00000000 PA USD 1827010.54000000 0.022309815896 Long DBT NUSS IN N 2 2052-01-12 Fixed 3.62500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFX2 1210000.00000000 PA USD 1191103.77000000 0.014544692129 Long DBT CORP US N 2 2026-04-19 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQ4B6 1674660.06000000 PA USD 58440.78000000 0.000713626448 Long DBT USGA US N 2 2029-10-25 Floating 0.94479480 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638EB4 1957000.00000000 PA USD 1982695.35000000 0.024210899318 Long DBT NUSS PE N 2 2035-02-08 Fixed 5.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAU5 6014000.00000000 PA USD 5429514.38000000 0.066300365309 Long SN UST US N 2 2027-10-31 Fixed 0.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F9WP2 5188910.38000000 PA USD 1070548.49000000 0.013072579056 Long DBT USGA US N 2 2051-02-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPQG9 1602000.00000000 PA USD 1371067.37000000 0.016742246383 Long DBT USGA US N 2 2048-02-25 Fixed 3.00000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FAQ4 842000.00000000 PA USD 820173.84000000 0.010015228140 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ADF9 1315000.00000000 PA USD 1338738.68000000 0.016347477384 Long DBT CORP US N 2 2034-04-15 Fixed 5.15000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST N/A 10569FAA6 704973.85000000 PA USD 680804.03000000 0.008313368882 Long ABS-MBS US Y 2 2061-09-25 Floating 3.62599920 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DW7 593000.00000000 PA USD 401376.50000000 0.004901250225 Long DBT CORP US N 2 2050-05-11 Fixed 2.65000000 N N N N N N NORTHWESTERN MUTUAL GLOBAL FUNDING 635400LZXFVELZDVP257 66815L2S7 3285000.00000000 PA USD 3412180.98000000 0.041666497156 Long DBT CORP US N 2 2031-05-28 Fixed 5.16000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9MW0 1371171.58000000 PA USD 1342420.24000000 0.016392433297 Long DBT USGA US N 2 2048-08-01 Fixed 4.50000000 N N N N N N BANK N/A 06541LBG0 1240000.00000000 PA USD 1133386.54000000 0.013839901026 Long ABS-MBS US N 2 2064-03-15 Floating 3.50632440 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLBG1 6673681.92000000 PA USD 5240736.63000000 0.063995180552 Long DBT USGA US N 2 2051-02-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XYXW2 390650.17000000 PA USD 386940.08000000 0.004724965597 Long DBT USGA US N 2 2048-05-01 Fixed 4.50000000 N N N N N N UBS Group AG BFM8T61CT2L1QCEMIK50 CDS285909 -250271000.00000000 NC USD 5527234.65000000 0.067493637699 N/A DCR US N 2 UBS Group AG BFM8T61CT2L1QCEMIK50 Y 2029-06-20 5022208.28000000 USD 0.00000000 USD -250271000.00000000 USD 505026.37000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BHAA7 3703570.34000000 PA USD 3013275.57000000 0.036795421668 Long DBT USGA US N 2 2051-05-25 Fixed 1.50000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBF9 380000.00000000 PA USD 391589.35000000 0.004781738317 Long DBT CORP US N 2 2049-02-14 Fixed 5.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FUQ98 1062976.03000000 PA USD 1045210.94000000 0.012763179595 Long DBT USGA US N 2 2050-07-25 Floating 5.81331960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRCS1 534963.96000000 PA USD 556676.02000000 0.006797628830 Long DBT USGA US N 2 2053-05-01 Fixed 6.50000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DJ1 2175000.00000000 PA USD 2271471.23000000 0.027737171650 Long DBT CORP US N 2 2029-05-01 Fixed 6.29800000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABF1 870000.00000000 PA USD 837023.67000000 0.010220983168 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AP6 1152000.00000000 PA USD 1202328.99000000 0.014681764459 Long DBT CORP US N 2 2034-06-15 Fixed 5.70000000 N N N N N N SEQUOIA MORTGAGE TRUST N/A 81744FGA9 52799.10000000 PA USD 51467.94000000 0.000628480373 Long ABS-MBS US N 2 2035-01-20 Floating 6.03156960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398E3W2 22777.78000000 PA USD 23275.31000000 0.000284217233 Long DBT USGA US N 2 2039-02-15 Floating 5.72483160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKDF2 575832.34000000 PA USD 512167.11000000 0.006254125897 Long DBT USGA US N 2 2041-04-01 Fixed 2.50000000 N N N N N N DEEPHAVEN RESIDENTIAL MORTGAGE TRUST N/A 24382JAA4 2232470.67000000 PA USD 1999139.98000000 0.024411706407 Long ABS-MBS US Y 2 2067-01-25 Floating 2.20500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLF6 26020000.00000000 PA USD 25926490.63000000 0.316591076044 Long SN UST US N 2 2034-08-15 Fixed 3.87500000 N N N N N N VERIZON MASTER TRUST N/A 92348KBL6 1101000.00000000 PA USD 1099405.75000000 0.013424958061 Long ABS-MBS US N 2 2028-04-13 Fixed 4.89000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCC7 1570000.00000000 PA USD 1498990.36000000 0.018304327331 Long DBT CORP US N 2 2026-03-25 Fixed 1.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATLW2 1989603.20000000 PA USD 1845632.93000000 0.022537215839 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 108357.27000000 0.001323161904 Long DBT CORP US N 2 2025-06-15 Fixed 7.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKD2 1030000.00000000 PA USD 1051807.04000000 0.012843725259 Long SN UST US N 2 2029-02-28 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DU67 12484969.10000000 PA USD 10836013.31000000 0.132319686563 Long DBT USGA US N 2 2040-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMVK8 230554.41000000 PA USD 208040.50000000 0.002540404202 Long DBT USGA US N 2 2051-02-01 Fixed 3.00000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XBE7 394000.00000000 PA USD 402778.49000000 0.004918370070 Long DBT CORP US N 2 2034-03-01 Fixed 5.15000000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19425AAB0 543333.86000000 PA USD 492737.90000000 0.006016873791 Long ABS-MBS US Y 2 2052-06-25 Fixed 1.76000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FKRS7 2914135.91000000 PA USD 2785779.30000000 0.034017441033 Long DBT USGA US N 2 2049-01-15 Fixed 3.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9K86 515929.15000000 PA USD 445243.32000000 0.005436912530 Long DBT USGA US N 2 2042-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WEKX9 251276.22000000 PA USD 235283.59000000 0.002873072410 Long DBT USGA US N 2 2046-06-01 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 619000.00000000 PA USD 555407.80000000 0.006782142464 Long DBT CORP US N 2 2031-02-11 Fixed 2.57200000 N N N N N N THORNBURG MORTGAGE SECURITIES TRUST N/A 885220DW0 64000.08000000 PA USD 60891.57000000 0.000743553300 Long ABS-MBS US N 2 2043-09-25 Floating 6.03243000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449KAC4 82801.56000000 PA USD 82852.88000000 0.001011725142 Long ABS-MBS US N 2 2034-09-15 Floating 6.55137000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XAM2 632000.00000000 PA USD 610767.91000000 0.007458150530 Long DBT CORP US N 2 2027-01-15 Fixed 3.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCQ76 1491734.05000000 PA USD 1353346.72000000 0.016525857682 Long DBT USGA US N 2 2051-08-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFC8 1800000.00000000 PA USD 1792009.17000000 0.021882410523 Long DBT CORP US N 2 2044-01-21 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BK2Z4 1389853.93000000 PA USD 1236088.69000000 0.015094007671 Long DBT USGA US N 2 2049-09-25 Fixed 2.50000000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508CC6 1647000.00000000 PA USD 1629018.58000000 0.019892115462 Long DBT CORP US N 2 2053-03-14 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 845000.00000000 PA USD 801757.48000000 0.009790344051 Long DBT CORP US N 2 2031-04-01 Fixed 3.62200000 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EXR5 2291000.00000000 PA USD 2332300.11000000 0.028479959436 Long DBT CORP US N 2 2027-06-11 Fixed 4.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AL3F4 554892.06000000 PA USD 550140.52000000 0.006717823159 Long DBT USGA US N 2 2042-01-15 Floating 5.91801120 N N N N N N Government National Mortgage Association 2 N/A 36179TLT0 576004.08000000 PA USD 558168.80000000 0.006815857322 Long DBT USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBYR1 2083581.96000000 PA USD 2106012.18000000 0.025716733966 Long DBT USGA US N 2 2050-03-01 Floating 3.60100080 N N N N N N LYB INTERNATIONAL FINANCE III, LLC 984500A51LA0B8EB4053 50249AAM5 2084000.00000000 PA USD 2136334.89000000 0.026087007735 Long DBT CORP US N 2 2034-03-01 Fixed 5.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBD6 640000.00000000 PA USD 641989.66000000 0.007839402569 Long DBT NUSS GB N 2 2029-05-16 Fixed 4.97200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WLCJ0 384335.85000000 PA USD 368516.13000000 0.004499988826 Long DBT USGA US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBNZ9 301934.26000000 PA USD 289248.08000000 0.003532038415 Long DBT USGA US N 2 2038-04-01 Fixed 3.00000000 N N N N N N THE BROOKLYN UNION GAS COMPANY 83BQ1DXS6VA5GZFK8S35 114259AY0 720000.00000000 PA USD 746028.32000000 0.009109829477 Long DBT CORP US N 2 2054-07-18 Fixed 6.41500000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MAG4 2030000.00000000 PA USD 1877160.49000000 0.022922202156 Long ABS-MBS US Y 2 2027-12-27 Fixed 2.52000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJVS9 2765859.10000000 PA USD 2490845.72000000 0.030415976385 Long DBT USGA US N 2 2040-12-01 Fixed 2.50000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBG4 3215000.00000000 PA USD 2728503.18000000 0.033318036369 Long DBT CORP US N 2 2030-10-15 Fixed 1.87500000 N N N N N N United States of America N/A N/A 2766.00000000 NC USD 574074656.25000000 7.010085388939 N/A DIR US N 1 US 2YR NOTE (CBT) DEC24 N/A Long U.S. Treasury Futures US 2-YEAR NOTE (Globex) Dec 2024 2025-01-03 574502905.75000000 USD -428249.50000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APLD9 307681.74000000 PA USD 267613.81000000 0.003267860092 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJEJ8 1475134.80000000 PA USD 1461301.15000000 0.017844100464 Long DBT USGA US N 2 2027-01-01 Fixed 4.00000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 448979AE4 1525000.00000000 PA USD 1523610.27000000 0.018604963615 Long ABS-MBS US N 2 2028-07-17 Fixed 4.48000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8W5 1600000.00000000 PA USD 1638947.63000000 0.020013360125 Long DBT CORP US N 2 2064-08-15 Fixed 5.55000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABWK4 1447255.55000000 PA USD 1297524.46000000 0.015844206254 Long DBT USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVN6 773326.88000000 PA USD 668166.70000000 0.008159053130 Long DBT USGA US N 2 2041-08-01 Fixed 2.00000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBV4 350000.00000000 PA USD 331599.94000000 0.004049201387 Long DBT CORP US N 2 2029-07-31 Fixed 3.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DRP9 8881221.59000000 PA USD 7735759.02000000 0.094462158689 Long DBT USGA US N 2 2040-08-01 Fixed 2.00000000 N N N N N N HOUSTON GALLERIA MALL TRUST N/A 44217NAC0 5470000.00000000 PA USD 5374968.05000000 0.065634294395 Long ABS-MBS US N 2 2037-03-05 Fixed 3.08656300 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NU1 1410000.00000000 PA USD 1402465.35000000 0.017125650386 Long DBT CORP US N 2 2033-05-24 Fixed 4.91000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SL3 15213000.00000000 PA USD 9739885.62000000 0.118934757232 Long DBT UST US N 1 2050-02-15 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36225BTQ1 8555.82000000 PA USD 8937.80000000 0.000109140406 Long DBT USGA US N 2 2032-06-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNKT9 0.02000000 PA USD 0.02000000 0.000000000244 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBD4 5625000.00000000 PA USD 4507507.41000000 0.055041642217 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 1285000.00000000 PA USD 1180134.74000000 0.014410748162 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9SR5 437617.02000000 PA USD 424337.48000000 0.005181629142 Long DBT USGA US N 2 2048-09-01 Fixed 4.00000000 N N N N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160KAN5 1220000.00000000 PA USD 1135153.31000000 0.013861475238 Long DBT CORP US N 2 2027-06-20 Fixed 1.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9K29 2451084.02000000 PA USD 2113255.13000000 0.025805178383 Long DBT USGA US N 2 2042-01-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LQB82 2351697.20000000 PA USD 2024957.68000000 0.024726969029 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RBA9 240000.00000000 PA USD 242960.79000000 0.002966819499 Long DBT CORP US N 2 2041-08-15 Fixed 5.55000000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST N/A 379925AA8 1956000.00000000 PA USD 1954881.75000000 0.023871264553 Long ABS-MBS US Y 2 2037-03-11 Fixed 4.52000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBH6 903000.00000000 PA USD 669682.71000000 0.008177565286 Long DBT CORP US N 2 2052-03-15 Fixed 3.55000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJZ3 4020000.00000000 PA USD 3680143.21000000 0.044938611842 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N N Government National Mortgage Association N/A 38381EX45 3351418.60000000 PA USD 156041.04000000 0.001905433383 Long DBT USGA US N 2 2062-02-16 Floating 0.57075840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EMWM9 1217078.21000000 PA USD 1216406.58000000 0.014853667376 Long DBT USGA US N 2 2044-04-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRSE4 1480390.19000000 PA USD 1512061.67000000 0.018463942458 Long DBT USGA US N 2 2053-02-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XG4L0 408893.86000000 PA USD 354273.57000000 0.004326071443 Long DBT USGA US N 2 2041-09-01 Fixed 2.00000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661EM5 364000.00000000 PA USD 368098.56000000 0.004494889835 Long DBT CORP US N 2 2053-04-15 Fixed 5.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DTJ1 5872338.60000000 PA USD 5105851.31000000 0.062348081868 Long DBT USGA US N 2 2040-10-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMKW5 272927.23000000 PA USD 273740.38000000 0.003342672276 Long DBT USGA US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKSW1 185560.33000000 PA USD 189745.20000000 0.002316998389 Long DBT USGA US N 2 2053-03-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L7PC0 211090.31000000 PA USD 176127.53000000 0.002150711603 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJM4 8280000.00000000 PA USD 8541984.33000000 0.104307059878 Long SN UST US N 2 2030-11-30 Fixed 4.37500000 N N N N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513CG8 1860000.00000000 PA USD 1906178.28000000 0.023276541411 Long DBT CORP US N 2 2026-08-24 Fixed 5.87500000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BR5 1080000.00000000 PA USD 1115477.83000000 0.013621215903 Long DBT CORP US N 2 2029-06-12 Fixed 5.58200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F020695 525000.00000000 PA USD 429547.81000000 0.005245253024 Long DBT USGA US N 2 2054-09-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ARGN2 6487569.41000000 PA USD 5592625.43000000 0.068292131320 Long DBT USGA US N 2 2046-02-25 Fixed 2.50000000 N N N N N N AGL CLO LTD N/A 00119VAN9 610000.00000000 PA USD 610562.42000000 0.007455641270 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 6.74362080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ARG93 1069326.93000000 PA USD 1056005.79000000 0.012894996632 Long DBT USGA US N 2 2046-04-25 Floating 5.86332000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M7SP7 72540.55000000 PA USD 65364.77000000 0.000798176010 Long DBT USGA US N 2 2051-12-01 Fixed 3.00000000 N N N N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523CQ1 1050000.00000000 PA USD 744267.00000000 0.009088321815 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 981881.60000000 PA USD 134285.86000000 0.001639778615 Long DBT USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAM2 2681000.00000000 PA USD 2275106.01000000 0.027781556327 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8F58 1888084.58000000 PA USD 1846930.30000000 0.022553058159 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 820000.00000000 PA USD 814085.91000000 0.009940887793 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 460000.00000000 PA USD 379212.43000000 0.004630602458 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N Government National Mortgage Association N/A 36200YNA1 15150.06000000 PA USD 15233.55000000 0.000186018464 Long DBT USGA US N 2 2032-02-15 Fixed 7.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHZ7 10000.00000000 PA USD 10447.27000000 0.000127572701 Long SN UST US N 2 2030-09-30 Fixed 4.62500000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CA5 1645000.00000000 PA USD 1533762.27000000 0.018728930744 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36291FPS1 2878808.81000000 PA USD 2624692.47000000 0.032050392983 Long DBT USGA US N 2 2045-04-15 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGT0 1915000.00000000 PA USD 1911227.37000000 0.023338196374 Long DBT CORP US N 2 2025-10-01 Fixed 3.09300000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713AT3 745000.00000000 PA USD 845293.45000000 0.010321966313 Long DBT CORP GB N 2 2037-06-15 Fixed 7.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJK8 9585000.00000000 PA USD 9730647.05000000 0.118821944092 Long SN UST US N 2 2026-11-15 Fixed 4.62500000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDU5 70000.00000000 PA USD 71749.34000000 0.000876138659 Long DBT CORP US N 2 2037-03-16 Fixed 5.25000000 N N N N N N Government National Mortgage Association N/A 38382UG39 2081576.06000000 PA USD 276693.91000000 0.003378738138 Long DBT USGA US N 2 2051-06-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFUJ8 245966.84000000 PA USD 204333.36000000 0.002495135930 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 88339WAC0 1240000.00000000 PA USD 1245389.29000000 0.015207578265 Long DBT CORP US N 2 2034-03-15 Fixed 5.15000000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAS0 1410000.00000000 PA USD 1465665.47000000 0.017897393630 Long DBT NUSS IE N 2 2028-05-04 Fixed 6.37500000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89182NAA0 6507743.92000000 PA USD 6694141.98000000 0.081742864581 Long ABS-MBS US Y 2 2064-03-25 Floating 4.21189920 N N N N N N Government National Mortgage Association 2 N/A 36179UZW5 311130.45000000 PA USD 314956.19000000 0.003845962823 Long DBT USGA US N 2 2049-09-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 38380QSX1 222704.55000000 PA USD 218357.16000000 0.002666382011 Long DBT USGA US N 2 2070-04-20 Floating 5.79639960 N N N N N N CINTAS CORP NO 2 549300QVUQTTKMTE0G41 17252MAN0 590000.00000000 PA USD 581536.53000000 0.007101203106 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 2532714.95000000 0.030927245911 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BWGF4 60139.15000000 PA USD 62367.24000000 0.000761572860 Long DBT USGA US N 2 2053-03-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EAB6 3147250.88000000 PA USD 2710715.92000000 0.033100834286 Long DBT USGA US N 2 2041-12-01 Fixed 2.00000000 N N N N N N MORGAN STANLEY MORTGAGE LOAN TRUST N/A 61752RAJ1 11744.35000000 PA USD 4280.36000000 0.000052267921 Long ABS-MBS US N 2 2047-01-25 Floating 6.35776920 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CZ0 2163000.00000000 PA USD 2193494.97000000 0.026784995422 Long DBT CORP US N 2 2028-02-15 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FRRE3 790000.00000000 PA USD 661983.98000000 0.008083555292 Long DBT USGA US N 2 2050-02-25 Fixed 3.00000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 07330MAA5 250000.00000000 PA USD 244784.86000000 0.002989093407 Long DBT CORP US N 2 2026-10-30 Fixed 3.80000000 N N N N N N OBX TRUST N/A 67114VAA1 2921489.21000000 PA USD 2600604.81000000 0.031756256059 Long ABS-MBS US Y 2 2061-11-25 Floating 2.30500080 N N N N N N PRIME MORTGAGE TRUST N/A 74160MDQ2 2771.62000000 PA USD 2276.69000000 0.000027800898 Long DBT USGA US N 2 2034-02-25 None 0.00000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GBT3 1500000.00000000 PA USD 1499944.50000000 0.018315978434 Long ABS-MBS US Y 2 2039-06-21 Fixed 4.87000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLBE6 699657.79000000 PA USD 549688.68000000 0.006712305694 Long DBT USGA US N 2 2051-02-01 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AK31 801495.71000000 PA USD 753610.85000000 0.009202420540 Long DBT USGA US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCZ68 825280.25000000 PA USD 717567.48000000 0.008762291197 Long DBT USGA US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38379RLZ4 1192110.89000000 PA USD 28618.65000000 0.000349465314 Long DBT USGA US N 2 2058-08-16 Floating 0.44622000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YDS5 1030000.00000000 PA USD 1052211.08000000 0.012848659033 Long DBT CORP US N 2 2029-03-15 Fixed 4.80000000 N N N N N N GALAXY PIPELINE ASSETS BIDCO LIMITED 549300L82YB0C6JQIC26 36321PAB6 964000.00000000 PA USD 813689.36000000 0.009936045480 Long DBT NUSS AE N 2 2036-03-31 Fixed 2.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QM6A7 3174277.44000000 PA USD 2844725.13000000 0.034737234699 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBH0 130000.00000000 PA USD 110797.66000000 0.001352961760 Long DBT CORP US N 2 2031-08-01 Fixed 2.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLCK2 879037.16000000 PA USD 901617.29000000 0.011009742587 Long DBT USGA US N 2 2053-05-01 Fixed 6.00000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830CD9 1561000.00000000 PA USD 1584507.72000000 0.019348588716 Long DBT CORP US N 2 2034-08-15 Fixed 4.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FLNB6 3932899.39000000 PA USD 88635.36000000 0.001082335607 Long DBT USGA US N 2 2029-03-25 Floating 0.70628040 N N N N N N CHASE AUTO CREDIT LINKED NOTES N/A 48128U2M0 72636.38000000 PA USD 72151.29000000 0.000881046913 Long ABS-MBS US Y 2 2028-12-26 Fixed 0.88900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABZ63 1647961.54000000 PA USD 1507234.19000000 0.018404993597 Long DBT USGA US N 2 2043-01-25 Fixed 1.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFC0 2492000.00000000 PA USD 2366815.93000000 0.028901435708 Long SN UST US N 2 2029-07-31 Fixed 2.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MUJ9 92569.67000000 PA USD 96194.28000000 0.001174638366 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 738457.55000000 PA USD 738637.00000000 0.009019573299 Long ABS-CBDO CORP KY Y 2 2029-07-15 Floating 6.51297960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8HP5 251272.29000000 PA USD 234045.55000000 0.002857954575 Long DBT USGA US N 2 2050-09-01 Fixed 3.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABS5 1416000.00000000 PA USD 1349812.63000000 0.016482702541 Long DBT CORP US N 2 2026-01-08 Fixed 1.30000000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BT0 1110000.00000000 PA USD 1103270.46000000 0.013472150438 Long DBT CORP US N 2 2033-07-15 Fixed 4.90000000 N N N N N N MASTR ALTERNATIVE LOAN TR N/A 57645DAC6 130562.29000000 PA USD 67169.77000000 0.000820217053 Long ABS-MBS US N 2 2036-07-25 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV6Q3 14961838.39000000 PA USD 12350056.04000000 0.150807819951 Long DBT USGA US N 2 2050-07-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31408H3B9 2765.01000000 PA USD 2828.67000000 0.000034541183 Long DBT USGA US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association N/A 38380RTP5 2135769.31000000 PA USD 1622049.73000000 0.019807018109 Long DBT USGA US N 2 2063-06-16 Fixed 1.40000000 N N N N N N Government National Mortgage Association 2 N/A 36179YAD6 1624495.92000000 PA USD 1612915.29000000 0.019695476511 Long DBT USGA US N 2 2053-07-20 Fixed 5.00000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST N/A 43813YAC6 900000.00000000 PA USD 904097.52000000 0.011040028933 Long ABS-MBS US N 2 2029-03-21 Fixed 4.57000000 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62954HAW8 430000.00000000 PA USD 423217.18000000 0.005167949042 Long DBT NUSS CN N 2 2025-05-01 Fixed 2.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BDPX7 6873892.05000000 PA USD 6107282.00000000 0.074576656273 Long DBT USGA US N 2 2052-06-01 Fixed 3.00000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CM5 340000.00000000 PA USD 322313.48000000 0.003935803457 Long DBT CORP US N 2 2027-02-01 Fixed 2.70000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GZR8 310000.00000000 PA USD 302634.27000000 0.003695498575 Long DBT CORP US N 2 2028-03-15 Fixed 3.61500000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAX3 4020000.00000000 PA USD 3573284.90000000 0.043633753894 Long DBT NUSS IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N Government National Mortgage Association 2 N/A 3622AC5U0 97793.37000000 PA USD 80700.56000000 0.000985442939 Long DBT USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MNP83 716237.64000000 PA USD 666301.64000000 0.008136278688 Long DBT USGA US N 2 2052-05-01 Fixed 3.50000000 N N N N N N HILTON GRAND VACATIONS TRUST N/A 43285HAA6 590189.74000000 PA USD 569987.60000000 0.006960177919 Long ABS-MBS US N 2 2039-02-25 Fixed 2.74000000 N N N N N N MARVELL TECHNOLOGY, INC N/A 573874AQ7 1114000.00000000 PA USD 1183234.21000000 0.014448596113 Long DBT CORP US N 2 2033-09-15 Fixed 5.95000000 N N N N N N Government National Mortgage Association N/A 3622A25C2 573206.08000000 PA USD 572366.99000000 0.006989232898 Long DBT USGA US N 2 2042-03-15 Fixed 4.50000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJL5 2660000.00000000 PA USD 2614966.97000000 0.031931633890 Long DBT CORP US N 2 2034-02-01 Fixed 4.83900000 N N N N N N BANQUE DE MONTREAL NQQ6HPCNCCU6TUTQYE16 06367WB85 1360000.00000000 PA USD 1332972.87000000 0.016277070478 Long DBT NUSS CA N 2 2025-05-01 Fixed 1.85000000 N N N N N N TRESTLES CLO LTD N/A 89532XAC1 2180000.00000000 PA USD 2180000.00000000 0.026620206939 Long ABS-CBDO CORP KY N 2 2037-10-25 Floating 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLB5 16520000.00000000 PA USD 16643900.00000000 0.203240395538 Long SN UST US N 2 2026-07-31 Fixed 4.37500000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BE1 200000.00000000 PA USD 181693.99000000 0.002218684226 Long DBT CORP US N 2 2044-10-01 Fixed 4.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYUJ6 7628020.39000000 PA USD 6628033.14000000 0.080935602654 Long DBT USGA US N 2 2040-11-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ALHV3 149384.91000000 PA USD 130785.27000000 0.001597032546 Long DBT USGA US N 2 2051-05-01 Fixed 2.50000000 N N N N N N BIRCH GROVE CLO LTD N/A 09077TAA3 1450000.00000000 PA USD 1458267.90000000 0.017807061133 Long ABS-CBDO CORP JE Y 2 2037-04-20 Floating 6.92818920 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFR1 2730000.00000000 PA USD 2887735.55000000 0.035262439415 Long DBT CORP US N 2 2035-04-19 Fixed 5.83100000 N N N N N N JETBLUE AIRWAYS CORPORATION 54930070J9H97ZO93T57 477143AH4 130799.06000000 PA USD 114367.07000000 0.001396548197 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63935CAB7 950085.93000000 PA USD 905338.40000000 0.011055181448 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 954328.25000000 PA USD 897581.41000000 0.010960460036 Long ABS-MBS US N 2 2037-04-15 Floating 5.57137080 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PEH5 3405000.00000000 PA USD 3616589.59000000 0.044162551972 Long DBT CORP US N 2 2035-04-22 Fixed 5.76600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AJYH3 1339000.00000000 PA USD 1229617.76000000 0.015014990471 Long DBT USGA US N 2 2044-04-25 Fixed 3.50000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAH3 1990000.00000000 PA USD 1965507.08000000 0.024001011564 Long DBT CORP BE N 2 2036-02-01 Fixed 4.70000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NCD5 377000.00000000 PA USD 389799.18000000 0.004759878365 Long DBT NUSS CA N 2 2054-04-05 Fixed 5.95000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 935000.00000000 PA USD 958213.67000000 0.011700846874 Long DBT CORP US N 2 2034-04-24 Fixed 5.38900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396WVQ6 3766.88000000 PA USD 3741.65000000 0.000045689677 Long DBT USGA US N 2 2037-07-25 Floating 5.93331840 N N N N N N Government National Mortgage Association N/A 38383FX73 640726.39000000 PA USD 558676.31000000 0.006822054579 Long DBT USGA US N 2 2052-02-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H4D49 753541.89000000 PA USD 118551.05000000 0.001447639212 Long DBT USGA US N 2 2050-05-25 Fixed 2.50000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144JAD3 1120000.00000000 PA USD 1108301.71000000 0.013533587555 Long ABS-MBS US Y 2 2028-03-27 Fixed 3.99000000 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 605417CD4 1197000.00000000 PA USD 801461.33000000 0.009786727733 Long DBT CORP US N 2 2051-07-30 Fixed 3.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQXL2 8148429.48000000 PA USD 81724.67000000 0.000997948452 Long DBT USGA US N 2 2026-10-25 Floating 0.73963080 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBN5 210000.00000000 PA USD 151008.82000000 0.001843984421 Long DBT CORP US N 2 2051-04-22 Fixed 3.10900000 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBK3 600000.00000000 PA USD 597773.21000000 0.007299470895 Long DBT CORP US N 2 2027-05-09 Fixed 4.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPUU0 609608.66000000 PA USD 606473.36000000 0.007405709333 Long DBT USGA US N 2 2053-01-01 Fixed 5.00000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBH5 984000.00000000 PA USD 954869.06000000 0.011660005494 Long DBT CORP US N 2 2054-09-15 Fixed 5.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AHY7 399829.23000000 PA USD 388207.38000000 0.004740440729 Long DBT USGA US N 2 2042-08-01 Fixed 4.00000000 N N N N N N UBS AG New York (Eleven Madison Avenue) Branch 549300D0YARF5HYP1809 22546QAP2 1360000.00000000 PA USD 1359591.65000000 0.016602115172 Long DBT NUSS CH N 2 2024-09-09 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TC2 73685000.00000000 PA USD 53182724.23000000 0.649419781921 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EXT1 1522000.00000000 PA USD 1558394.84000000 0.019029721620 Long DBT CORP US N 2 2029-06-11 Fixed 4.85000000 N N N N N N Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 61690U8A1 3773000.00000000 PA USD 3802201.25000000 0.046429075274 Long DBT CORP US N 2 2028-01-14 Fixed 4.95200000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKJ0 3016000.00000000 PA USD 2145644.41000000 0.026200687253 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBK6 744000.00000000 PA USD 662917.67000000 0.008094956678 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XP3K3 5434251.28000000 PA USD 5541475.25000000 0.067667531148 Long DBT USGA US N 2 2054-06-01 Fixed 5.50000000 N N N N N N Appalachian Power Company 3SCHO1ABYYIG382BEI70 037735CW5 3000000.00000000 PA USD 2905006.56000000 0.035473337516 Long DBT CORP US N 2 2027-06-01 Fixed 3.30000000 N N N N N N Government National Mortgage Association 2 N/A 36179UH54 271136.43000000 PA USD 268862.25000000 0.003283104923 Long DBT USGA US N 2 2048-12-20 Fixed 4.50000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46651XAD4 316069.64000000 PA USD 277575.90000000 0.003389508210 Long ABS-MBS US N 2 2050-06-25 Floating 2.99999880 N N N N N N Government National Mortgage Association 2 N/A 36179TAM7 1367903.08000000 PA USD 1359598.31000000 0.016602196498 Long DBT USGA US N 2 2047-06-20 Fixed 4.50000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAF4 2565000.00000000 PA USD 2453817.54000000 0.029963821424 Long DBT NUSS GB N 2 2028-02-16 Fixed 2.97200000 N N N N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523CK4 250000.00000000 PA USD 178220.59000000 0.002176270177 Long DBT CORP US N 2 2050-03-15 Fixed 3.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYTY2 4970741.40000000 PA USD 185558.77000000 0.002265877457 Long DBT USGA US N 2 2036-02-25 Floating 0.57766320 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MD0 280000.00000000 PA USD 255308.41000000 0.003117597572 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AA5N1 551850.73000000 PA USD 471432.17000000 0.005756707304 Long DBT USGA US N 2 2043-01-25 Fixed 1.50000000 N N N N N N JBS USA Holding Lux S.a r.l. RB8RC03FUD8DSX57C193 46590XAU0 763000.00000000 PA USD 685620.81000000 0.008372187084 Long DBT NUSS US N 2 2032-01-15 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGN5 602000.00000000 PA USD 601539.09000000 0.007345456448 Long SN UST US N 2 2025-02-28 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJWF1 1157644.15000000 PA USD 1052780.25000000 0.012855609227 Long DBT USGA US N 2 2047-02-01 Fixed 3.00000000 N N N N N N UNIVERSITY TEX UNIV REVS N/A 91514AKD6 585000.00000000 PA USD 379638.73000000 0.004635808052 Long DBT MUN US N 2 2049-08-15 Fixed 2.43900000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BJ2 260000.00000000 PA USD 248709.00000000 0.003037011489 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 280000.00000000 PA USD 204427.49000000 0.002496285361 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ECG3 247532.35000000 PA USD 213551.98000000 0.002607705458 Long DBT USGA US N 2 2042-03-01 Fixed 2.00000000 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 75513ECP4 680000.00000000 PA USD 458054.00000000 0.005593345077 Long DBT CORP US N 2 2052-03-15 Fixed 3.03000000 N N N N N N VERIZON MASTER TRUST N/A 92348KBG7 3044000.00000000 PA USD 3037509.58000000 0.037091345687 Long ABS-MBS US N 2 2029-01-22 Fixed 4.49000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST N/A 43815PAC3 1136336.91000000 PA USD 1127289.51000000 0.013765449558 Long ABS-MBS US N 2 2026-07-20 Fixed 3.73000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AKJH4 200363.38000000 PA USD 167178.93000000 0.002041439317 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AEK0 2222732.74000000 PA USD 2101052.13000000 0.025656166280 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 971000.00000000 PA USD 920360.72000000 0.011238620561 Long DBT CORP BE N 2 2038-04-15 Fixed 4.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EMT4 783751.45000000 PA USD 789604.49000000 0.009641942625 Long DBT USGA US N 2 2053-01-01 Fixed 5.50000000 N N N N N N EXPORT-IMPORT BANK OF INDIA 335800OFZ8YEIVN1QI11 30216JAA3 1410000.00000000 PA USD 1376258.70000000 0.016805638254 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 601213.97000000 PA USD 599831.18000000 0.007324600981 Long ABS-MBS US Y 2 2026-12-21 Fixed 0.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHEN3 4007664.74000000 PA USD 3626288.03000000 0.044280980632 Long DBT USGA US N 2 2047-12-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HQ98 2439.69000000 PA USD 2519.30000000 0.000030763434 Long DBT USGA US N 2 2032-06-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LRT40 377618.12000000 PA USD 328275.65000000 0.004008608135 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBA7 1909000.00000000 PA USD 1964990.97000000 0.023994709291 Long DBT CORP US N 2 2034-09-01 Fixed 5.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AFXA4 192405.66000000 PA USD 160696.15000000 0.001962277416 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884LAG4 900000.00000000 PA USD 980535.60000000 0.011973422285 Long DBT CORP US N 2 2030-02-01 Fixed 7.00000000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 63743HFC1 720000.00000000 PA USD 709882.65000000 0.008668450938 Long DBT CORP US N 2 2025-02-07 Fixed 1.87500000 N N N N N N Government National Mortgage Association 2 N/A 36179TSH9 189160.06000000 PA USD 183092.87000000 0.002235766095 Long DBT USGA US N 2 2048-02-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179TXX8 127861.18000000 PA USD 129472.75000000 0.001581005228 Long DBT USGA US N 2 2048-05-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XPTL3 9175415.52000000 PA USD 8704616.88000000 0.106292982876 Long DBT USGA US N 2 2053-07-01 Fixed 4.00000000 N N N N N N KEYSPAN GAS EAST CORPORATION K8TS3HOE1568DUBUJL44 49338CAC7 4825000.00000000 PA USD 3395934.88000000 0.041468114338 Long DBT CORP US N 2 2052-01-18 Fixed 3.58600000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EY5 680000.00000000 PA USD 591866.29000000 0.007227340880 Long DBT CORP US N 2 2030-05-28 Fixed 1.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AFRZ6 258729.50000000 PA USD 216088.11000000 0.002638674406 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 38379GTL1 311902.18000000 PA USD 282585.43000000 0.003450680103 Long DBT USGA US N 2 2044-10-20 Fixed 2.25000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573MAA7 300181.37000000 PA USD 288819.45000000 0.003526804370 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 14857.39000000 PA USD 15200.43000000 0.000185614033 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 326058.91000000 0.003981539292 Long DBT CORP US N 2 2025-02-01 Fixed 3.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XK4L1 1043367.09000000 PA USD 980183.74000000 0.011969125686 Long DBT USGA US N 2 2050-02-01 Fixed 3.50000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650EF3 2065000.00000000 PA USD 2082620.58000000 0.025431096704 Long DBT CORP US N 2 2054-06-01 Fixed 6.05000000 N N N N N N Government National Mortgage Association N/A 38383D2L1 6722341.26000000 PA USD 5831007.88000000 0.071203044233 Long DBT USGA US N 2 2051-12-20 Fixed 2.00000000 N N N N N N MAGNETITE CLO, LIMITED N/A 55954YAJ4 1600000.00000000 PA USD 1601438.40000000 0.019555331012 Long ABS-CBDO CORP KY Y 2 2034-07-25 Floating 6.66621000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BW9 210000.00000000 PA USD 130464.02000000 0.001593109729 Long DBT CORP US N 2 2051-08-12 Fixed 3.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7C51 260934.75000000 PA USD 259210.52000000 0.003165246643 Long DBT USGA US N 2 2044-03-01 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AU3 700000.00000000 PA USD 694244.41000000 0.008477490761 Long DBT NUSS GB N 2 2025-08-18 Fixed 4.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SH5 1640000.00000000 PA USD 1592944.76000000 0.019451614290 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AY36 226786.01000000 PA USD 225032.10000000 0.002747890399 Long DBT USGA US N 2 2043-10-01 Fixed 4.50000000 N N N N N N CINTAS CORP NO 2 549300QVUQTTKMTE0G41 17252MAQ3 2455000.00000000 PA USD 2375986.54000000 0.029013418981 Long DBT CORP US N 2 2032-05-01 Fixed 4.00000000 N N N N N N BUNKER HILL LOAN DEPOSITARY TRUST N/A 12061RAA9 538109.53000000 PA USD 521362.54000000 0.006366412250 Long ABS-MBS US N 2 2049-07-25 Fixed 2.87900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGWD7 1546931.78000000 PA USD 1355254.14000000 0.016549149386 Long DBT USGA US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BUGZ4 145672.83000000 PA USD 150198.02000000 0.001834083657 Long DBT USGA US N 2 2053-01-01 Fixed 6.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SK5 19101000.00000000 PA USD 13340108.60000000 0.162897454826 Long DBT UST US N 1 2049-11-15 Fixed 2.37500000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406HCX5 270000.00000000 PA USD 269864.10000000 0.003295338618 Long DBT CORP US N 2 2024-09-11 Fixed 3.25000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAJ9 1210000.00000000 PA USD 1161699.22000000 0.014185630108 Long DBT CORP BE N 2 2046-02-01 Fixed 4.90000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FBV9 62395.89000000 PA USD 58870.07000000 0.000718868553 Long ABS-MBS US N 2 2033-09-25 Floating 6.11235000 N N N N N N ADANI INTERNATIONAL CONTAINER TERMINAL PRIVATE LIMITED 335800J4SLERP6S94P28 00654UAA0 536640.00000000 PA USD 470470.79000000 0.005744967792 Long DBT NUSS IN N 2 2031-02-16 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BCAY6 430862.15000000 PA USD 72475.49000000 0.000885005753 Long DBT USGA US N 2 2050-10-25 Fixed 2.50000000 N N N N N N NELNET STUDENT LOAN CORPORATION N/A 64034EAA3 1049895.38000000 PA USD 978145.63000000 0.011944238113 Long ABS-MBS US N 2 2067-10-25 Fixed 2.53000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 1242000.00000000 PA USD 1197539.38000000 0.014623278033 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WXV79 283341.23000000 PA USD 275888.89000000 0.003368907955 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BU1 2052000.00000000 PA USD 2089454.64000000 0.025514548122 Long DBT CORP AU N 2 2034-04-04 Fixed 5.63400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H4AC4 1553623.30000000 PA USD 211660.82000000 0.002584612307 Long DBT USGA US N 2 2051-03-25 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKK6 18030000.00000000 PA USD 18263122.31000000 0.223012887727 Long SN UST US N 2 2026-04-30 Fixed 4.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SH2 1360000.00000000 PA USD 1055434.38000000 0.012888019085 Long DBT UST US N 2 2049-05-15 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYH7 945607.23000000 PA USD 885220.37000000 0.010809518089 Long DBT USGA US N 2 2046-06-01 Fixed 3.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PFC1 2035000.00000000 PA USD 2057352.03000000 0.025122539809 Long DBT CORP US N 2 2054-04-15 Fixed 5.37500000 N N N N N N REGENCY CENTERS, L.P. 5493008PTR2GAOYBXW28 75884RBB8 1513000.00000000 PA USD 1540116.15000000 0.018806518634 Long DBT CORP US N 2 2034-01-15 Fixed 5.25000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CR8 1764000.00000000 PA USD 1788948.90000000 0.021845041248 Long DBT CORP US N 2 2053-06-01 Fixed 5.90000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJS9 5129000.00000000 PA USD 4865613.64000000 0.059414514670 Long DBT CORP US N 2 2027-07-22 Fixed 1.73400000 N N N N N N SILVER ROCK CLO LTD N/A 82811RAJ6 2960000.00000000 PA USD 2968110.40000000 0.036243905076 Long ABS-CBDO CORP KY Y 2 2033-10-20 Floating 7.06200840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WGHT4 173183.67000000 PA USD 162255.94000000 0.001981324174 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 138656.70000000 0.001693151397 Long DBT CORP US N 2 2025-09-01 Fixed 3.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBSR2 138773.56000000 PA USD 121586.49000000 0.001484705286 Long DBT USGA US N 2 2051-06-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LS3A2 2957149.09000000 PA USD 2549712.64000000 0.031134806473 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHA98 1024921.32000000 PA USD 984424.31000000 0.012020907728 Long DBT USGA US N 2 2052-05-01 Fixed 4.00000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B36 1986000.00000000 PA USD 1830936.48000000 0.022357755958 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H6WG6 1207723.66000000 PA USD 1126554.36000000 0.013756472564 Long DBT USGA US N 2 2051-09-25 Fixed 3.00000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216DZ0 1595000.00000000 PA USD 1625056.67000000 0.019843736166 Long DBT CORP US N 2 2055-01-14 Fixed 5.20000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 466247K93 22657.70000000 PA USD 22033.65000000 0.000269055193 Long ABS-MBS US N 2 2033-11-25 Floating 6.25505760 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 802918AC6 549284.79000000 PA USD 548796.26000000 0.006701408260 Long ABS-MBS US N 2 2026-11-16 Fixed 4.49000000 N N N N N N COMM MORTGAGE TRUST N/A 12656KAA5 3290000.00000000 PA USD 2728309.49000000 0.033315671200 Long ABS-MBS US Y 2 2046-11-10 Fixed 2.17300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B4B64 1327887.21000000 PA USD 1235179.57000000 0.015082906312 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 19188.07000000 PA USD 16873.08000000 0.000206038936 Long ABS-MBS US N 2 2031-11-25 Fixed 7.00000000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RAP3 1580000.00000000 PA USD 1662044.66000000 0.020295400362 Long DBT CORP US N 2 2036-12-15 Fixed 6.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5AL9 873066.55000000 PA USD 800354.79000000 0.009773215658 Long DBT USGA US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQXW8 2000000.00000000 PA USD 109532.00000000 0.001337506654 Long DBT USGA US N 2 2028-08-27 Floating 1.66579920 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BQ7 450000.00000000 PA USD 452182.21000000 0.005521644038 Long DBT CORP US N 2 2026-06-12 Fixed 5.81200000 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 605417BZ6 508000.00000000 PA USD 439326.06000000 0.005364656252 Long DBT CORP US N 2 2042-03-15 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGWS4 2668961.18000000 PA USD 2484271.55000000 0.030335698511 Long DBT USGA US N 2 2052-05-01 Fixed 3.50000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST N/A 448980AE2 1684000.00000000 PA USD 1687965.48000000 0.020611922194 Long ABS-MBS US Y 2 2027-04-15 Fixed 5.17000000 N N N N N N Government National Mortgage Association 2 N/A 36179RBX6 106317.60000000 PA USD 100557.02000000 0.001227912239 Long DBT USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A5J49 195739.62000000 PA USD 206339.57000000 0.002519633969 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 1666538.06000000 0.020350269738 Long DBT USGA US N 2 2029-01-01 Fixed 4.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCRW7 1019398.36000000 PA USD 929776.41000000 0.011353596532 Long DBT USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CW58 350000.00000000 PA USD 358075.10000000 0.004372492321 Long ABS-MBS US N 2 2049-03-01 Fixed 4.97000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST N/A 448978AD8 742009.35000000 PA USD 740959.41000000 0.009047932489 Long ABS-MBS US N 2 2025-10-15 Fixed 4.38000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABV33 1174997.33000000 PA USD 1040286.78000000 0.012703050164 Long DBT USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081FA6 1400000.00000000 PA USD 937706.91000000 0.011450436693 Long DBT CORP US N 2 2050-05-28 Fixed 2.70000000 N N N N N N Government National Mortgage Association 2 N/A 36179TAK1 265083.45000000 PA USD 249681.80000000 0.003048890451 Long DBT USGA US N 2 2047-06-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ABUR9 337123.42000000 PA USD 293987.34000000 0.003589910012 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179SEH6 260699.92000000 PA USD 245884.03000000 0.003002515486 Long DBT USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FAY28 739510.84000000 PA USD 663254.63000000 0.008099071332 Long DBT USGA US N 2 2047-09-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31298MS81 1620.69000000 PA USD 1614.31000000 0.000019712507 Long DBT USGA US N 2 2031-05-01 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F8AV5 793274.29000000 PA USD 793112.78000000 0.009684782720 Long DBT USGA US N 2 2050-11-25 Fixed 5.00000000 N N N N N N BANQUE ROYALE DU CANADA ES7IP3U3RHIGC71XBU11 N/A 860000.00000000 PA USD 782612.32000000 0.009556560509 Long DBT NUSS CA N 2 2085-06-29 Floating 5.81249880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FMU42 6800000.00000000 PA USD 333252.36000000 0.004069379259 Long DBT USGA US N 2 2029-06-25 Floating 1.28174040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WK4Q5 420406.56000000 PA USD 403102.58000000 0.004922327567 Long DBT USGA US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A5LD6 374304.27000000 PA USD 371761.66000000 0.004539620330 Long DBT USGA US N 2 2042-04-25 Floating 5.96332080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q8N84 1345553.29000000 PA USD 1291363.85000000 0.015768978403 Long DBT USGA US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DSH6 2472954.04000000 PA USD 2036096.54000000 0.024862986808 Long DBT USGA US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWP0 718123.24000000 PA USD 638033.95000000 0.007791098983 Long DBT USGA US N 2 2042-04-01 Fixed 2.50000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AK5 1250000.00000000 PA USD 1276336.25000000 0.015585474816 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N GOLUB CAPITAL PARTNERS CLO LTD N/A 38179MAA4 890000.00000000 PA USD 898534.21000000 0.010972094776 Long ABS-CBDO CORP JE Y 2 2036-04-25 Floating 7.23459960 N N N N N N Government National Mortgage Association N/A 36207AHM7 126.25000000 PA USD 125.97000000 0.000001538232 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 349102.10000000 0.004262922084 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 55412.22000000 PA USD 47972.04000000 0.000585791574 Long ABS-MBS US N 2 2036-11-25 Floating 3.99139920 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 96949LAD7 410000.00000000 PA USD 401527.90000000 0.004903098986 Long DBT CORP US N 2 2027-06-15 Fixed 3.75000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAQ4 1240000.00000000 PA USD 1143128.32000000 0.013958858915 Long DBT CORP US N 2 2048-03-01 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9MA4 15288973.61000000 PA USD 207289.43000000 0.002531232808 Long DBT USGA US N 2 2032-11-25 Floating 0.30144240 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBLD6 344613.13000000 PA USD 283624.51000000 0.003463368417 Long DBT USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQGJ9 1903205.60000000 PA USD 1900130.11000000 0.023202686577 Long DBT USGA US N 2 2053-05-01 Fixed 5.00000000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAU5 1410000.00000000 PA USD 1443967.52000000 0.017632437704 Long DBT NUSS IE N 2 2029-03-01 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYM6 2561493.01000000 PA USD 2333893.16000000 0.028499412336 Long DBT USGA US N 2 2046-08-01 Fixed 3.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KA8 1070000.00000000 PA USD 1064960.17000000 0.013004339498 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MS7 1390000.00000000 PA USD 1236425.56000000 0.015098121225 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBE2 8998000.00000000 PA USD 6843865.84000000 0.083571158222 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BMV7 80241.76000000 PA USD 82298.69000000 0.001004957870 Long DBT USGA US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417AJ42 411834.47000000 PA USD 410089.61000000 0.005007646918 Long DBT USGA US N 2 2041-11-01 Fixed 4.50000000 N N N N N N NORTH TEX TWY AUTH REV N/A 66285WFB7 1154000.00000000 PA USD 1360928.82000000 0.016618443494 Long DBT MUN US N 2 2049-01-01 Fixed 6.71800000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HHZ6 1230000.00000000 PA USD 1202015.67000000 0.014677938476 Long DBT CORP US N 2 2025-05-12 Fixed 1.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKQY7 1059716.51000000 PA USD 938613.61000000 0.011461508501 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 1741.63000000 PA USD 1705.94000000 0.000020831410 Long ABS-MBS US N 2 2032-10-25 Floating 7.25356800 N N N N N N ADOBE INC. FU4LY2G4933NH2E1CP29 00724PAG4 2266000.00000000 PA USD 2341514.99000000 0.028592483295 Long DBT CORP US N 2 2034-04-04 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDGP5 226060.63000000 PA USD 196963.66000000 0.002405143756 Long DBT USGA US N 2 2051-04-01 Fixed 2.50000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780BY1 410000.00000000 PA USD 420433.02000000 0.005133951374 Long DBT NUSS ID N 2 2047-01-08 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9GP3 1070000.70000000 PA USD 928788.04000000 0.011341527443 Long DBT USGA US N 2 2041-11-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ENFV6 8660.09000000 PA USD 8439.64000000 0.000103057322 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 192479.71000000 0.002350389776 Long DBT CORP US N 2 2034-12-05 Fixed 4.80000000 N N N N N N Government National Mortgage Association 2 N/A 36179TXW0 510349.97000000 PA USD 506384.45000000 0.006183513233 Long DBT USGA US N 2 2048-05-20 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDG3 10684000.00000000 PA USD 10075512.87000000 0.123033136521 Long SN UST US N 2 2026-10-31 Fixed 1.12500000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAS9 820000.00000000 PA USD 622910.38000000 0.007606423495 Long DBT NUSS MX N 2 2052-02-12 Fixed 4.40000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2H6 1220000.00000000 PA USD 1240037.43000000 0.015142226146 Long DBT NUSS FR N 2 2030-01-10 Fixed 5.19800000 N N N N N N BMP COMMERCIAL MORTGAGE TRUST N/A 05593JAA8 3210000.00000000 PA USD 3196959.38000000 0.039038403794 Long ABS-MBS US Y 2 2041-06-15 Floating 6.69193920 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Q5 2020000.00000000 PA USD 1980415.76000000 0.024183063007 Long DBT CORP US N 2 2026-04-28 Fixed 2.18800000 N N N N N N N/A N/A 524ESC7M6 10370000.00000000 PA USD 103.70000000 0.000001266291 Long DBT CORP US N 2 2049-12-31 Fixed 6.75000000 Y N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJVZ0 536712.01000000 PA USD 490668.70000000 0.005991606574 Long DBT USGA US N 2 2045-03-01 Fixed 3.00000000 N N N N N N VERIZON MASTER TRUST N/A 92348KBS1 5065000.00000000 PA USD 5120538.23000000 0.062527425377 Long ABS-MBS US N 2 2029-06-20 Fixed 5.16000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H3K51 308924.54000000 PA USD 300219.57000000 0.003666012422 Long DBT USGA US N 2 2042-10-01 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKK4 2020000.00000000 PA USD 1780749.60000000 0.021744918742 Long DBT CORP US N 2 2033-02-04 Fixed 2.97200000 N N N N N N Government National Mortgage Association 2 N/A 3617JYLP6 107549.25000000 PA USD 100106.16000000 0.001222406740 Long DBT USGA US N 2 2050-02-20 Fixed 3.50000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAY4 340000.00000000 PA USD 306914.55000000 0.003747765520 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBF1 792000.00000000 PA USD 520944.19000000 0.006361303734 Long DBT CORP US N 2 2051-12-10 Fixed 2.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UD8 21773000.00000000 PA USD 21245685.16000000 0.259433273175 Long DBT UST US N 2 2044-08-15 Fixed 4.12500000 N N N N N N JBS USA Holding Lux S.a r.l. RB8RC03FUD8DSX57C193 46590XAN6 180000.00000000 PA USD 166302.29000000 0.002030734575 Long DBT NUSS US N 2 2029-02-02 Fixed 3.00000000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159VL7 760000.00000000 PA USD 739629.55000000 0.009031693430 Long DBT NUSS CA N 2 2025-06-11 Fixed 1.30000000 N N N N N N US 5YR NOTE W5 OP Aug24C109.75 N/A 01P46N3Z5 -146.00000000 NC USD -1140.63000000 -0.00001392835 N/A DIR US N 1 US 5YR NOTE W5 OP Aug24C109.75 N/A Call Written N/A N/A -146000.00000000 109.75000000 USD 2024-09-02 XXXX 16903.72000000 N N N Government National Mortgage Association N/A 38378H4E3 265563.03000000 PA USD 34154.27000000 0.000417061346 Long DBT USGA US N 2 2042-10-16 Floating 0.74688120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31386DTP5 23.82000000 PA USD 23.75000000 0.000000290013 Long DBT USGA US N 2 2030-12-01 Fixed 8.00000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBZ7 1065000.00000000 PA USD 1122918.61000000 0.013712076043 Long DBT CORP GB N 2 2034-02-20 Fixed 6.00000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BJ1 765000.00000000 PA USD 702534.54000000 0.008578722402 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 578297.62000000 0.007061652438 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59982HAC4 531998.79000000 PA USD 502844.83000000 0.006140290565 Long ABS-MBS US Y 2 2060-11-25 Floating 1.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQJ23 416745.32000000 PA USD 429094.63000000 0.005239719195 Long DBT USGA US N 2 2053-05-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BGNQ0 810378.95000000 PA USD 109080.90000000 0.001331998225 Long DBT USGA US N 2 2047-12-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179WJS8 1741538.03000000 PA USD 1578252.70000000 0.019272208016 Long DBT USGA US N 2 2051-07-20 Fixed 3.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BT0 230000.00000000 PA USD 174974.23000000 0.002136628537 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QSZC3 9274.18000000 PA USD 9348.44000000 0.000114154774 Long DBT USGA US N 2 2036-10-01 Floating 5.84499960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTLP3 2615995.11000000 PA USD 2649135.45000000 0.032348868756 Long DBT USGA US N 2 2053-11-01 Fixed 5.50000000 N N N N N N ENTERGY ARKANSAS, LLC 549300A0I5ONUIFMLP35 29366MAD0 1498000.00000000 PA USD 1533312.91000000 0.018723443562 Long DBT CORP US N 2 2033-01-15 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31386GDR1 7743.99000000 PA USD 7700.22000000 0.000094028188 Long DBT USGA US N 2 2031-02-01 Fixed 7.50000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DL1 630000.00000000 PA USD 495002.32000000 0.006044524859 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE TRUST N/A 31573CAA3 791897.22000000 PA USD 686576.32000000 0.008383854916 Long ABS-MBS US Y 2 2067-01-25 Floating 2.20600080 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAR3 2659000.00000000 PA USD 2727419.87000000 0.033304807958 Long DBT CORP US N 2 2030-01-24 Fixed 5.43500000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680BK8 540000.00000000 PA USD 570261.18000000 0.006963518633 Long DBT CORP US N 2 2030-11-01 Fixed 5.80000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3H4 3048000.00000000 PA USD 3356681.84000000 0.040988791380 Long DBT CORP US N 2 2034-10-23 Fixed 6.49100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYAR7 669573.39000000 PA USD 584887.62000000 0.007142123614 Long DBT USGA US N 2 2041-04-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179VZF0 4351084.95000000 PA USD 3555653.06000000 0.043418449660 Long DBT USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HH3 336000.00000000 PA USD 288586.28000000 0.003523957107 Long DBT CORP US N 2 2044-02-15 Fixed 4.75000000 N N N N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513CH6 360000.00000000 PA USD 386726.22000000 0.004722354130 Long DBT CORP US N 2 2034-08-24 Fixed 6.13600000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448ER5 80000.00000000 PA USD 77132.27000000 0.000941870178 Long DBT CORP US N 2 2027-03-19 Fixed 2.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WXWT0 229017.34000000 PA USD 222640.33000000 0.002718684246 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 139429.84000000 PA USD 142726.51000000 0.001742848271 Long DBT USGA US N 2 2046-11-20 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TM0 1130000.00000000 PA USD 1090273.44000000 0.013313442473 Long DBT UST US N 2 2042-11-15 Fixed 4.00000000 N N N N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 008513AB9 1167000.00000000 PA USD 1056950.46000000 0.012906532096 Long DBT CORP US N 2 2028-06-15 Fixed 2.00000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 345295AE9 788000.00000000 PA USD 799369.89000000 0.009761188941 Long ABS-MBS US N 2 2028-03-15 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSSZ6 7926422.85000000 PA USD 8138125.64000000 0.099375499373 Long DBT USGA US N 2 2054-03-01 Fixed 6.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942GAA1 1834368.44000000 PA USD 1599500.86000000 0.019531671510 Long ABS-MBS US Y 2 2070-02-18 Fixed 1.11000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412WZX7 160680.11000000 PA USD 168721.69000000 0.002060278120 Long DBT USGA US N 2 2037-06-01 Fixed 6.00000000 N N N N N N WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST N/A 981464HR4 936000.00000000 PA USD 956281.90000000 0.011677257830 Long ABS-MBS US N 2 2031-02-15 Fixed 5.47000000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654BB0 1519000.00000000 PA USD 1567019.65000000 0.019135040073 Long DBT CORP US N 2 2034-04-01 Fixed 5.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBDE3 915245.64000000 PA USD 869548.17000000 0.010618143224 Long DBT USGA US N 2 2050-06-01 Floating 2.77200000 N N N N N N KGS-ALPHA SBA COOF TRUST N/A 48247KAA5 348493.81000000 PA USD 6130.35000000 0.000074858342 Long DBT USGA US N 2 2038-08-25 Floating 0.87761160 N N N N N N CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES N/A 12513XAN2 53349.24000000 PA USD 0.03000000 0.000000000366 Long DBT USGA US N 2 2046-01-15 Floating 0.02300040 N N N N N N WELLS FARGO MORTGAGE BACKED SECURITIES TRUST N/A 94982DAA4 12405.68000000 PA USD 12093.30000000 0.000147672545 Long ABS-MBS US N 2 2035-08-25 Floating 7.36010280 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFQ1 6986737.90000000 PA USD 6795282.98000000 0.082977907861 Long DBT USGA US N 2 2052-12-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XN6S8 667603.35000000 PA USD 570593.69000000 0.006967578947 Long DBT USGA US N 2 2042-05-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 38383MFU7 2409559.77000000 PA USD 2265311.96000000 0.027661960163 Long DBT USGA US N 2 2041-09-20 Fixed 3.50000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29375QAB4 1635000.00000000 PA USD 1646254.52000000 0.020102585319 Long ABS-MBS US Y 2 2027-04-20 Fixed 5.31000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBH5 180000.00000000 PA USD 176818.38000000 0.002159147645 Long DBT CORP US N 2 2025-05-06 Fixed 2.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHRS8 559150.49000000 PA USD 518267.64000000 0.006328620103 Long DBT USGA US N 2 2052-01-01 Fixed 3.50000000 N N N N N N DOC DR, LLC N/A 71951QAB8 56000.00000000 PA USD 54763.91000000 0.000668727805 Long DBT CORP US N 2 2028-01-15 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F042699 22700000.00000000 PA USD 22081239.31000000 0.269636311882 Long DBT USGA US N 2 2054-09-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGLW7 482558.34000000 PA USD 446727.83000000 0.005455040036 Long DBT USGA US N 2 2051-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36207KN89 1724.55000000 PA USD 1742.31000000 0.000021275528 Long DBT USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N OHA CREDIT FUNDING LTD N/A 67098WAN1 1730000.00000000 PA USD 1732520.61000000 0.021155989525 Long ABS-CBDO CORP KY Y 2 2037-02-24 Floating 6.57947160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLE3 1283898.57000000 PA USD 1119628.91000000 0.013671905173 Long DBT USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJTG3 0.03000000 PA USD 0.03000000 0.000000000366 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BU5 1560000.00000000 PA USD 1583274.00000000 0.019333523633 Long DBT CORP US N 2 2033-04-01 Fixed 5.30000000 N N N N N N Healthcare Realty Holdings, L.P. 549300IYGAS4GE6VDL07 42225UAM6 360000.00000000 PA USD 291927.76000000 0.003564760267 Long DBT CORP US N 2 2031-03-15 Fixed 2.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H73R2 6790763.09000000 PA USD 132709.85000000 0.001620533793 Long DBT USGA US N 2 2032-03-25 Floating 0.40311720 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5D8 863930.10000000 PA USD 853944.74000000 0.010427608116 Long DBT USGA US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XL3Q9 713687.65000000 PA USD 740430.56000000 0.009041474647 Long DBT USGA US N 2 2053-07-01 Fixed 6.00000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92925CBA9 2225016.97000000 PA USD 2213803.55000000 0.027032985607 Long ABS-MBS US N 2 2045-12-25 Floating 5.93242920 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AJ2 640000.00000000 PA USD 618188.66000000 0.007548766081 Long DBT CORP US N 2 2027-03-27 Fixed 2.75000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AP3 1490000.00000000 PA USD 1439790.08000000 0.017581426549 Long DBT NUSS CH N 2 2031-04-01 Fixed 4.19400000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TV0 20350000.00000000 PA USD 22168781.25000000 0.270705295625 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAQ8 2235000.00000000 PA USD 2110193.04000000 0.025767786883 Long DBT NUSS GB N 2 2027-06-14 Fixed 1.67300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W9BH2 1160115.08000000 PA USD 1063486.54000000 0.012986344849 Long DBT USGA US N 2 2043-07-01 Fixed 3.00000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBJ9 299000.00000000 PA USD 267931.03000000 0.003271733699 Long DBT CORP US N 2 2053-01-15 Fixed 4.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B9NQ3 931002.23000000 PA USD 834265.77000000 0.010187306164 Long DBT USGA US N 2 2052-04-01 Fixed 3.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63940VAB8 237.21000000 PA USD 236.93000000 0.000002893176 Long ABS-MBS US N 2 2042-06-16 Fixed 3.52000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3J7 1071795.27000000 PA USD 1000912.41000000 0.012222245634 Long DBT USGA US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXK92 3937756.48000000 PA USD 3813538.49000000 0.046567515492 Long DBT USGA US N 2 2048-07-01 Fixed 4.00000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABF1 2670000.00000000 PA USD 2568796.77000000 0.031367844771 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 75513EAC5 1290000.00000000 PA USD 895299.62000000 0.010932596860 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 1264223.96000000 0.015437570381 Long DBT NUSS IT N 2 2026-01-15 Fixed 5.71000000 N N N N N N OBX TRUST N/A 67448LAA0 3385135.14000000 PA USD 3400782.93000000 0.041527314381 Long ABS-MBS US Y 2 2063-11-25 Fixed 5.92800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHLP5 743755.67000000 PA USD 677462.80000000 0.008272568775 Long DBT USGA US N 2 2046-07-01 Fixed 3.00000000 N N N N N N RATE MORTGAGE TRUST N/A 75409XAA4 4856165.68000000 PA USD 4031375.08000000 0.049227540770 Long ABS-MBS US Y 2 2051-12-25 Floating 2.49999840 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLH2 3000000.00000000 PA USD 2990039.07000000 0.036511678348 Long SN UST US N 2 2026-08-31 Fixed 3.75000000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WDQ3 550000.00000000 PA USD 533290.62000000 0.006512067276 Long DBT CORP US N 2 2025-06-24 Fixed 0.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CB45 2571342.53000000 PA USD 2345558.37000000 0.028641857429 Long DBT USGA US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFE8 6126377.19000000 PA USD 5812027.39000000 0.070971271494 Long DBT USGA US N 2 2052-11-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MGR60 1102011.91000000 PA USD 924000.83000000 0.011283070324 Long DBT USGA US N 2 2047-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 38374MJ26 188496.78000000 PA USD 17539.76000000 0.000214179835 Long DBT USGA US N 2 2036-04-20 Floating 1.53983880 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942KAA2 452284.25000000 PA USD 400580.88000000 0.004891534826 Long ABS-MBS US Y 2 2070-04-15 Fixed 1.58000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KFDT9 363587.89000000 PA USD 326552.63000000 0.003987568159 Long DBT USGA US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179V7F1 562856.73000000 PA USD 511137.54000000 0.006241553710 Long DBT USGA US N 2 2051-02-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36200N4Q1 14420.32000000 PA USD 14734.19000000 0.000179920727 Long DBT USGA US N 2 2034-10-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QEWD0 4124335.14000000 PA USD 3406780.96000000 0.041600556950 Long DBT USGA US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXKV3 1126935.64000000 PA USD 1061183.53000000 0.012958222554 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 794680.96000000 0.009703931929 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 620000.00000000 PA USD 632191.61000000 0.007719757561 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AYLH1 10521761.12000000 PA USD 9050032.62000000 0.110510890435 Long DBT USGA US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABQH9 524456.36000000 PA USD 543442.05000000 0.006636027445 Long DBT USGA US N 2 2042-04-25 Fixed 5.50000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46644FAC5 1069314.83000000 PA USD 1061255.30000000 0.012959098945 Long ABS-MBS US N 2 2048-10-15 Fixed 2.91240000 N N N N N N Coterra Energy Inc. FCNMH6O7VWU7LHXMK351 127097AK9 1840000.00000000 PA USD 1802016.13000000 0.022004606554 Long DBT CORP US N 2 2029-03-15 Fixed 4.37500000 N N N N N N Government National Mortgage Association N/A 38382T4P6 503480.02000000 PA USD 55609.02000000 0.000679047532 Long DBT USGA US N 2 2051-05-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AQRN0 2071000.00000000 PA USD 1923437.73000000 0.023487298351 Long DBT USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFC0 62215000.00000000 PA USD 59089668.05000000 0.721550087823 Long SN UST US N 2 2029-07-31 Fixed 2.62500000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CQ5 3586000.00000000 PA USD 3704975.12000000 0.045241836880 Long DBT CORP US N 2 2029-06-01 Fixed 6.10000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABY97 2217236.85000000 PA USD 1908638.37000000 0.023306581826 Long DBT USGA US N 2 2052-01-20 Fixed 2.50000000 N N N N N N PNC Bank, National Association (Delaware) AD6GFRVSDT01YPT1CS68 20453KAA3 910000.00000000 PA USD 902270.84000000 0.011017723154 Long DBT CORP US N 2 2025-04-10 Fixed 3.87500000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 20754MBZ9 692004.05000000 PA USD 714696.04000000 0.008727227744 Long ABS-MBS US Y 2 2042-06-25 Floating 8.29784160 N N N N N N Appalachian Power Company 3SCHO1ABYYIG382BEI70 037735DB0 2985000.00000000 PA USD 3085963.92000000 0.037683026677 Long DBT CORP US N 2 2034-04-01 Fixed 5.65000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CY9 310000.00000000 PA USD 309203.93000000 0.003775721377 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KQVE8 1926075.08000000 PA USD 1587604.98000000 0.019386409681 Long DBT USGA US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XQWR8 13235.24000000 PA USD 13245.59000000 0.000161743278 Long DBT USGA US N 2 2044-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7VE3 69040.99000000 PA USD 71561.39000000 0.000873843582 Long DBT USGA US N 2 2035-12-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLCG1 408923.43000000 PA USD 417785.71000000 0.005101624796 Long DBT USGA US N 2 2047-12-01 Fixed 5.00000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CP8 750000.00000000 PA USD 605131.28000000 0.007389321054 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111GK3 765000.00000000 PA USD 802202.38000000 0.009795776771 Long DBT CORP US N 2 2054-05-15 Fixed 5.70000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797LD7 10365000.00000000 PA USD 10261453.65000000 0.125303678742 Long DBT UST US N 2 2024-11-14 None 0.00000000 N N N N N N KKR GROUP FINANCE CO. II LLC N/A 48249DAA9 120000.00000000 PA USD 118703.00000000 0.001449494690 Long DBT CORP US N 2 2043-02-01 Fixed 5.50000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535CAC0 2820000.00000000 PA USD 2907202.58000000 0.035500153345 Long ABS-MBS US Y 2 2036-02-15 Fixed 6.16000000 N N N N N N SPRINT CAPITAL CORPORATION 549300L17W0GQBR1PO80 852060AT9 380000.00000000 PA USD 468802.58000000 0.005724597106 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CM4 1558000.00000000 PA USD 1596148.75000000 0.019490738546 Long DBT CORP US N 2 2026-11-10 Fixed 6.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HQE7 21462.89000000 PA USD 22680.55000000 0.000276954557 Long DBT USGA US N 2 2032-03-01 Fixed 7.50000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BU5 3620000.00000000 PA USD 3600163.85000000 0.043961975551 Long DBT CORP US N 2 2050-05-01 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AYKS9 1473178.33000000 PA USD 1426620.00000000 0.017420605331 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 627435.79000000 PA USD 517912.82000000 0.006324287360 Long DBT USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457CL0 1390000.00000000 PA USD 1407679.23000000 0.017189317617 Long DBT CORP US N 2 2034-02-09 Fixed 4.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKTB6 1259812.69000000 PA USD 1155191.83000000 0.014106167692 Long DBT USGA US N 2 2043-09-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DRP9 1828114.25000000 PA USD 1592331.77000000 0.019444129006 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 323108.36000000 PA USD 289552.07000000 0.003535750469 Long ABS-MBS US N 2 2048-09-25 Floating 3.49999920 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAF9 1910000.00000000 PA USD 1948732.89000000 0.023796180183 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 567249.37000000 PA USD 514398.45000000 0.006281373022 Long DBT USGA US N 2 2050-01-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339MXM5 12571.78000000 PA USD 13041.00000000 0.000159245008 Long DBT USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KNKS6 2219388.61000000 PA USD 1827374.54000000 0.022314260738 Long DBT USGA US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36209AE48 410.48000000 PA USD 417.25000000 0.000005095083 Long DBT USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N PRIME MORTGAGE TRUST N/A 74160MDK5 13882.50000000 PA USD 13603.84000000 0.000166117906 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 4056.17000000 PA USD 4139.79000000 0.000050551406 Long DBT USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 38382EDT1 261918.63000000 PA USD 47422.52000000 0.000579081328 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 177578.65000000 PA USD 88960.67000000 0.001086308002 Long ABS-MBS US N 2 2035-05-25 Floating 5.74242840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31389VRE9 67231.80000000 PA USD 69765.08000000 0.000851908654 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 108700.97000000 PA USD 109702.66000000 0.001339590601 Long DBT USGA US N 2 2049-03-20 Fixed 5.00000000 N N N N N N HALSEYPOINT CLO 3 LTD N/A 40638UAA7 700000.00000000 PA USD 699825.00000000 0.008545635927 Long ABS-CBDO CORP KY Y 2 2032-11-30 Floating 6.96697920 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CR0 1260000.00000000 PA USD 1144369.96000000 0.013974020711 Long DBT CORP US N 2 2049-01-15 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGRE1 140203.91000000 PA USD 118113.11000000 0.001442291481 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3J0 7627000.00000000 PA USD 7784580.07000000 0.095058317613 Long DBT CORP US N 2 2030-01-23 Fixed 5.19800000 N N N N N N GALAXY PIPELINE ASSETS BIDCO LIMITED 549300L82YB0C6JQIC26 36321PAD2 1197771.20000000 PA USD 1054840.47000000 0.012880766788 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 2038597.66000000 0.024893528245 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAH8 210000.00000000 PA USD 211471.56000000 0.002582301233 Long DBT CORP US N 2 2029-01-25 Fixed 4.70900000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKD0 2590000.00000000 PA USD 2240305.74000000 0.027356606608 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N ENI S.P.A. BUCRF72VH5RBN7X3VL35 26874RAP3 540000.00000000 PA USD 555170.65000000 0.006779246600 Long DBT NUSS IT N 2 2054-05-15 Fixed 5.95000000 N N N N N N US 5YR NOTE W5 OP Aug24P 109.5 N/A 01P46N8T1 292.00000000 NC USD 29656.25000000 0.000362135555 N/A DIR US N 1 US 5YR NOTE W5 OP Aug24P 109.5 N/A Put Purchased N/A N/A 292000.00000000 109.50000000 USD 2024-09-02 XXXX 12190.07000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL29 4625330.97000000 PA USD 4025038.13000000 0.049150159613 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38384ELE3 1513418.43000000 PA USD 1509227.02000000 0.018429328252 Long DBT USGA US N 2 2053-08-20 Floating 6.32340000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAR9 1125000.00000000 PA USD 1124854.67000000 0.013735717473 Long DBT CORP US N 2 2027-07-01 Fixed 4.60000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111GH0 1150000.00000000 PA USD 1199438.66000000 0.014646470339 Long DBT CORP US N 2 2034-05-15 Fixed 5.37500000 N N N N N N Government National Mortgage Association 2 N/A 3622ADDK1 3296422.52000000 PA USD 2848880.22000000 0.034787972936 Long DBT USGA US N 2 2052-03-20 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TB4 14575000.00000000 PA USD 8943128.91000000 0.109205478104 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BH0 800000.00000000 PA USD 829760.51000000 0.010132291966 Long DBT NUSS CH N 2 2035-02-08 Fixed 5.69900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ENRL5 648316.44000000 PA USD 648901.29000000 0.007923801203 Long DBT USGA US N 2 2043-03-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXUX8 538582.40000000 PA USD 518407.08000000 0.006330322820 Long DBT USGA US N 2 2044-01-01 Fixed 3.50000000 N N N N N N Government of Bermuda 549300FP5PUZXX9FVJ40 085209AJ3 865000.00000000 PA USD 860069.50000000 0.010502398198 Long DBT NUSS BM N 2 2032-07-15 Fixed 5.00000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BQ4 170000.00000000 PA USD 142602.64000000 0.001741335682 Long DBT NUSS US N 2 2046-05-10 Fixed 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174467Y9 1105000.00000000 PA USD 1099172.37000000 0.013422108234 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31404R3R6 6709.32000000 PA USD 6834.62000000 0.000083458256 Long DBT USGA US N 2 2034-05-01 Fixed 5.00000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST N/A 89239HAE8 994000.00000000 PA USD 1014301.36000000 0.012385739496 Long ABS-MBS US N 2 2028-04-17 Fixed 5.43000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CR89 916414.03000000 PA USD 854842.12000000 0.010438566116 Long DBT USGA US N 2 2047-12-01 Fixed 3.50000000 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556DD4 1097000.00000000 PA USD 947109.97000000 0.011565258438 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 12778555.30000000 PA USD 193391.93000000 0.002361528989 Long DBT USGA US N 2 2049-11-15 Floating 1.08009000 N N N N N N Government National Mortgage Association 2 N/A 36297E2U8 49498.23000000 PA USD 48928.08000000 0.000597465878 Long DBT USGA US N 2 2061-09-20 Floating 4.70000160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BHD55 880784.83000000 PA USD 152646.79000000 0.001863985843 Long DBT USGA US N 2 2051-07-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0RG9 2027916.05000000 PA USD 2085075.60000000 0.025461075209 Long DBT USGA US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AT5G5 112603.90000000 PA USD 102304.52000000 0.001249251143 Long DBT USGA US N 2 2039-07-25 Fixed 2.94400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CRD8 510154.62000000 PA USD 488998.12000000 0.005971206948 Long DBT USGA US N 2 2047-11-01 Fixed 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFD2 2017000.00000000 PA USD 2054984.49000000 0.025093629532 Long DBT CORP US N 2 2029-04-20 Fixed 5.16400000 N N N N N N Government National Mortgage Association N/A 36178WDM8 492920.72000000 PA USD 456738.59000000 0.005577282469 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 40.40000000 0.000000493328 Long DBT CORP US N 2 2049-12-31 Fixed 6.50000000 Y N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HNJ5 2070000.00000000 PA USD 2065584.79000000 0.025223070899 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 3192000.00000000 PA USD 2781295.35000000 0.033962687053 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BV7 1060000.00000000 PA USD 1239509.54000000 0.015135780026 Long DBT CORP GB N 2 2040-05-01 Fixed 8.12500000 N N N N N N Government National Mortgage Association 2 N/A 36179U6Y3 166064.47000000 PA USD 168132.03000000 0.002053077720 Long DBT USGA US N 2 2049-11-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ALB2 17635.45000000 PA USD 17499.09000000 0.000213683209 Long DBT USGA US N 2 2042-09-01 Fixed 4.50000000 N N N N N N DOC DR, LLC N/A 71951QAC6 895000.00000000 PA USD 771010.41000000 0.009414888379 Long DBT CORP US N 2 2031-11-01 Fixed 2.62500000 N N N N N N Government National Mortgage Association 2 N/A 36202FDW3 107240.44000000 PA USD 107722.97000000 0.001315416400 Long DBT USGA US N 2 2040-01-20 Fixed 4.50000000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46593EAA3 1550000.00000000 PA USD 1531315.06000000 0.018699047608 Long ABS-MBS US Y 2 2039-03-15 Floating 6.75353160 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RLJ9 2955000.00000000 PA USD 2089212.25000000 0.025511588272 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N Government National Mortgage Association N/A 36210MXN6 5985.90000000 PA USD 6037.16000000 0.000073720389 Long DBT USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BB3 560000.00000000 PA USD 696541.38000000 0.008505539301 Long DBT NUSS CH N 2 2033-11-15 Fixed 9.01600000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NX5 3070000.00000000 PA USD 3092033.97000000 0.037757148690 Long DBT CORP US N 2 2026-09-29 Fixed 5.61000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RAD9 270000.00000000 PA USD 263056.42000000 0.003212209328 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 1214265.51000000 0.014827522548 Long DBT CORP US N 2 2048-04-15 Fixed 4.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBW71 144606.18000000 PA USD 125546.04000000 0.001533055763 Long DBT USGA US N 2 2051-01-01 Fixed 2.50000000 N N N N N N KEYSPAN GAS EAST CORPORATION K8TS3HOE1568DUBUJL44 49338CAB9 1175000.00000000 PA USD 1125674.92000000 0.013745733631 Long DBT CORP US N 2 2026-08-15 Fixed 2.74200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKHM5 156865.37000000 PA USD 153129.80000000 0.001869883928 Long DBT USGA US N 2 2052-11-01 Fixed 4.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2N2 610000.00000000 PA USD 597905.44000000 0.007301085570 Long DBT CORP US N 2 2026-04-30 Fixed 2.18800000 N N N N N N Government National Mortgage Association N/A 36200AB99 5911.30000000 PA USD 6052.95000000 0.000073913202 Long DBT USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179UKZ4 1475012.65000000 PA USD 1489515.25000000 0.018188625777 Long DBT USGA US N 2 2049-01-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BAUL6 836946.55000000 PA USD 721914.86000000 0.008815377507 Long DBT USGA US N 2 2050-07-25 Fixed 2.00000000 N N N N N N TotalEnergies Capital SA 529900QI55ZLJVCMPA71 89157XAB7 756000.00000000 PA USD 780015.51000000 0.009524850592 Long DBT NUSS FR N 2 2054-04-05 Fixed 5.48800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283LA55 32070.05000000 PA USD 32917.73000000 0.000401961827 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 716405.93000000 PA USD 632302.02000000 0.007721105789 Long ABS-MBS US Y 2 2069-12-26 Fixed 1.31000000 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAE3 1895000.00000000 PA USD 1961141.85000000 0.023947707286 Long DBT CORP US N 2 2032-12-06 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLVJ3 3420728.14000000 PA USD 2837704.54000000 0.034651505544 Long DBT USGA US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRCR3 249840.48000000 PA USD 260499.81000000 0.003180990298 Long DBT USGA US N 2 2053-05-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 36200FKL1 14395.94000000 PA USD 14636.50000000 0.000178727825 Long DBT USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N SEQUOIA MORTGAGE TRUST N/A 81747LCE9 1919405.79000000 PA USD 1907453.46000000 0.023292112766 Long ABS-MBS US N 2 2048-10-25 Floating 5.00487480 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VBE0 2315000.00000000 PA USD 2423507.22000000 0.029593698951 Long DBT CORP US N 2 2034-03-01 Fixed 5.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXFD9 842483.20000000 PA USD 848647.03000000 0.010362917227 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 644976.76000000 0.007875878358 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 1271850.00000000 0.015530692750 Long DBT NUSS ID N 2 2042-05-03 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9L28 267079.18000000 PA USD 230372.28000000 0.002813099892 Long DBT USGA US N 2 2042-05-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 38376T2W1 40722.77000000 PA USD 4576.27000000 0.000055881309 Long DBT USGA US N 2 2040-01-16 Floating 0.94687920 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942TAA3 667275.16000000 PA USD 685352.71000000 0.008368913287 Long ABS-MBS US Y 2 2072-03-15 Fixed 6.48000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 448977AD0 1383227.86000000 PA USD 1362560.91000000 0.016638373115 Long ABS-MBS US N 2 2026-10-15 Fixed 2.22000000 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AT4 180000.00000000 PA USD 171979.28000000 0.002100056891 Long DBT CORP US N 2 2026-01-15 Fixed 1.12500000 N N N N N N Banco Bilbao Vizcaya Argentaria, S.A. K8MS7FD7N5Z2WQ51AZ71 05946KAN1 1600000.00000000 PA USD 1811363.98000000 0.022118754123 Long DBT NUSS ES N 2 2034-11-15 Fixed 7.88300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFLM9 549187.89000000 PA USD 497872.77000000 0.006079576223 Long DBT USGA US N 2 2050-10-01 Fixed 3.00000000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAD4 1283000.00000000 PA USD 1208879.74000000 0.014761756350 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638DT6 240000.00000000 PA USD 178560.00000000 0.002180414748 Long DBT NUSS PE N 2 2051-03-10 Fixed 3.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJSM1 315899.52000000 PA USD 287284.63000000 0.003508062523 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WMHL1 62324.28000000 PA USD 61808.78000000 0.000754753446 Long DBT USGA US N 2 2047-04-01 Fixed 4.50000000 N N N N N N VOYA CLO N/A 92917KAQ7 1836945.34000000 PA USD 1837514.79000000 0.022438084386 Long ABS-CBDO CORP KY Y 2 2031-10-15 Floating 6.52856040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FF3Z8 2971854.96000000 PA USD 45975.19000000 0.000561407831 Long DBT USGA US N 2 2027-12-25 Floating 0.64856880 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 3938000.00000000 PA USD 3852902.06000000 0.047048188143 Long DBT CORP DE N 2 2028-12-15 Fixed 4.37500000 N N N N N N WORLD OMNI AUTO RECEIVABLE TRUST N/A 98164HAD0 2475000.00000000 PA USD 2525153.65000000 0.030834914089 Long ABS-MBS US Y 2 2029-09-17 Fixed 5.27000000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAK7 995000.00000000 PA USD 855914.27000000 0.010451658252 Long DBT CORP US N 2 2031-12-15 Fixed 2.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X65U1 1326766.51000000 PA USD 1209575.39000000 0.014770251004 Long DBT USGA US N 2 2048-04-01 Fixed 3.00000000 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 75513ECX7 1543000.00000000 PA USD 1770941.63000000 0.021625152599 Long DBT CORP US N 2 2054-03-15 Fixed 6.40000000 N N N N N N Government National Mortgage Association N/A 36201MEE8 9127.78000000 PA USD 9424.98000000 0.000115089411 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 349755.83000000 0.004270904849 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 28145.56000000 PA USD 29342.81000000 0.000358308107 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 38377RKA2 1126918.95000000 PA USD 1115529.97000000 0.013621852590 Long DBT USGA US N 2 2040-12-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DN5L3 170664.43000000 PA USD 147867.14000000 0.001805621039 Long DBT USGA US N 2 2051-10-01 Fixed 2.50000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAG8 145000.00000000 PA USD 158074.70000000 0.001930266617 Long DBT CORP US N 2 2039-10-15 Fixed 6.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EB82 3288271.78000000 PA USD 2694227.69000000 0.032899494793 Long DBT USGA US N 2 2052-03-01 Fixed 2.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDG3 450000.00000000 PA USD 426558.05000000 0.005208744753 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H0T73 1215000.00000000 PA USD 1099946.55000000 0.013431561827 Long DBT USGA US N 2 2033-10-15 Fixed 1.50000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92537UAA0 33139.40000000 PA USD 32941.23000000 0.000402248788 Long ABS-MBS US N 2 2060-05-25 Floating 3.22599960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLVV7 3649335.90000000 PA USD 3249014.55000000 0.039674054894 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38375GB83 214088.45000000 PA USD 27139.61000000 0.000331404602 Long DBT USGA US N 2 2042-08-16 Floating 0.64688040 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FPT9 1752913.93000000 PA USD 1690393.27000000 0.020641568190 Long ABS-MBS US N 2 2034-06-25 Floating 6.23421720 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 1225000.00000000 PA USD 1251334.95000000 0.015280181339 Long DBT CORP US N 2 2035-07-19 Fixed 5.32000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGS83 5052260.93000000 PA USD 4581712.55000000 0.055947768906 Long DBT USGA US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXHL9 956989.52000000 PA USD 921170.21000000 0.011248505328 Long DBT USGA US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NBXQ9 2415803.03000000 PA USD 2468085.77000000 0.030138052266 Long DBT USGA US N 2 2053-03-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADME5 1424163.03000000 PA USD 1305647.70000000 0.015943399983 Long DBT USGA US N 2 2046-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413TUG5 11721.52000000 PA USD 12163.18000000 0.000148525857 Long DBT USGA US N 2 2037-11-01 Fixed 7.00000000 N N N N N N BBCMS TRUST N/A 054975AE7 1760000.00000000 PA USD 1869488.72000000 0.022828521374 Long ABS-MBS US N 2 2055-12-15 Floating 5.70999960 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 92564RAG0 140000.00000000 PA USD 138762.39000000 0.001694441989 Long DBT CORP US N 2 2025-06-15 Fixed 4.62500000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FR4 1490000.00000000 PA USD 1168746.84000000 0.014271689330 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 2923.35000000 PA USD 3058.28000000 0.000037344975 Long DBT USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DG2 220000.00000000 PA USD 205576.87000000 0.002510320560 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CH6 100000.00000000 PA USD 97483.62000000 0.001190382631 Long DBT CORP US N 2 2026-04-15 Fixed 3.40000000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAQ4 380000.00000000 PA USD 409042.35000000 0.004994858717 Long DBT CORP US N 2 2033-11-15 Fixed 5.87500000 N N N N N N METROPOLITAN EDISON COMPANY N/A 591894CE8 768000.00000000 PA USD 780885.30000000 0.009535471688 Long DBT CORP US N 2 2028-04-01 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B5EE8 350699.06000000 PA USD 311905.08000000 0.003808705401 Long DBT USGA US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRPW8 460924.51000000 PA USD 465087.05000000 0.005679226383 Long DBT USGA US N 2 2053-07-01 Fixed 5.50000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FU7 712000.00000000 PA USD 630748.93000000 0.007702140845 Long DBT CORP US N 2 2031-05-20 Fixed 2.37500000 N N N N N N ARI FLEET LEASE TRUST N/A 00217QAB7 132992.84000000 PA USD 132664.39000000 0.001619978676 Long ABS-MBS US Y 2 2031-01-15 Fixed 3.12000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCA5 793000.00000000 PA USD 718249.64000000 0.008770621124 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 482970.16000000 0.005897598901 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 298145.15000000 0.003640681463 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FCAZ7 1152672.42000000 PA USD 1054615.38000000 0.012878018191 Long DBT USGA US N 2 2047-10-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335B5H5 4264180.63000000 PA USD 3988783.30000000 0.048707448110 Long DBT USGA US N 2 2048-11-01 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2L6 4000000.00000000 PA USD 3958965.40000000 0.048343338629 Long DBT CORP US N 2 2031-04-04 Fixed 4.47800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HCHB1 1670182.52000000 PA USD 1668858.57000000 0.020378605727 Long DBT USGA US N 2 2054-04-25 Floating 6.24884040 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 75513ECW9 1531000.00000000 PA USD 1666723.27000000 0.020352531356 Long DBT CORP US N 2 2034-03-15 Fixed 6.10000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBB9 456000.00000000 PA USD 402354.81000000 0.004913196470 Long DBT CORP US N 2 2031-04-15 Fixed 2.55000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661ED5 900000.00000000 PA USD 809953.46000000 0.009890426016 Long DBT CORP US N 2 2028-09-15 Fixed 1.70000000 N N N N N N AMERICAN HOME MORTGAGE INVESTMENT TRUST N/A 02660TDA8 26410.58000000 PA USD 26371.97000000 0.000322030871 Long ABS-MBS US N 2 2045-06-25 Floating 6.02406000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKH4 3070000.00000000 PA USD 2588555.88000000 0.031609125320 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST N/A 36261WAB3 1111000.00000000 PA USD 945392.90000000 0.011544291117 Long ABS-MBS US Y 2 2060-12-25 Floating 2.00000160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKCJ7 636546.58000000 PA USD 647886.80000000 0.007911413160 Long DBT USGA US N 2 2053-02-01 Fixed 5.50000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CC1 1015000.00000000 PA USD 864033.94000000 0.010550808387 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N SCCU AUTO RECEIVABLES TRUST N/A 78436RAC4 2145000.00000000 PA USD 2151731.87000000 0.026275021860 Long ABS-MBS US Y 2 2027-12-15 Fixed 5.45000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DG1 8695000.00000000 PA USD 8842943.34000000 0.107982101679 Long DBT CORP US N 2 2027-07-28 Fixed 5.38900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ENSP5 7875725.41000000 PA USD 7220590.04000000 0.088171376645 Long DBT USGA US N 2 2044-10-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXSB9 804055.66000000 PA USD 723161.38000000 0.008830598892 Long DBT USGA US N 2 2055-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A0MT8 41666.79000000 PA USD 37884.15000000 0.000462607299 Long DBT USGA US N 2 2050-01-01 Fixed 3.00000000 N N N N N N VOLKSWAGEN AUTO LEASE TRUST N/A 92868AAC9 106664.85000000 PA USD 106495.01000000 0.001300421653 Long ABS-MBS US N 2 2025-07-21 Fixed 3.44000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9XA6 484851.02000000 PA USD 463544.06000000 0.005660384771 Long DBT USGA US N 2 2048-10-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FGAE9 71333.76000000 PA USD 64817.07000000 0.000791487989 Long DBT USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W9BG4 332020.45000000 PA USD 304365.75000000 0.003716641857 Long DBT USGA US N 2 2043-07-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36200H4A9 232.43000000 PA USD 238.03000000 0.000002906609 Long DBT USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538GAA0 1286493.90000000 PA USD 1153421.67000000 0.014084552084 Long ABS-MBS US Y 2 2066-11-25 Floating 1.82400120 N N N N N N United States of America 254900HROIFWPRGM1V77 912797LC9 11730000.00000000 PA USD 11623601.16000000 0.141937003787 Long DBT UST US N 2 2024-11-07 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ELW8 14410828.97000000 PA USD 14032009.35000000 0.171346326912 Long DBT USGA US N 2 2052-12-01 Fixed 4.50000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST N/A 448984AE4 1839000.00000000 PA USD 1843933.67000000 0.022516465998 Long ABS-MBS US Y 2 2028-09-15 Fixed 4.65000000 N N N N N N CONTINENTAL RESOURCES, INC. XXRTID9RYWOZ0UPIVR53 212015AU5 4370000.00000000 PA USD 4127712.12000000 0.050403922394 Long DBT CORP US N 2 2026-11-15 Fixed 2.26800000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT N/A 9393365L3 104835.95000000 PA USD 16551.67000000 0.000202114165 Long DBT USGA US N 2 2035-05-25 Fixed 5.50000000 N N N N N N COMM MORTGAGE TRUST N/A 12635QBF6 3877813.08000000 PA USD 3816948.86000000 0.046609159875 Long ABS-MBS US N 2 2048-10-10 Fixed 3.34900000 N N N N N N Government National Mortgage Association N/A 36211GWD1 15272.45000000 PA USD 15402.20000000 0.000188077867 Long DBT USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AWX2 1158073.69000000 PA USD 1105947.29000000 0.013504837487 Long DBT USGA US N 2 2033-09-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MAWB6 2177189.09000000 PA USD 2163974.34000000 0.026424515936 Long DBT USGA US N 2 2052-06-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617F96J6 507164.58000000 PA USD 461594.71000000 0.005636581056 Long DBT USGA US N 2 2043-08-20 Fixed 3.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 17327CAR4 1040000.00000000 PA USD 1097819.64000000 0.013405589907 Long DBT CORP US N 2 2034-05-25 Fixed 6.17400000 N N N N N N REGENCY CENTERS, L.P. 5493008PTR2GAOYBXW28 75884RAZ6 1765000.00000000 PA USD 1634743.86000000 0.019962027452 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 03938LBG8 2650000.00000000 PA USD 2745107.20000000 0.033520789786 Long DBT NUSS LU N 2 2034-06-17 Fixed 6.00000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 14916RAD6 250000.00000000 PA USD 220418.47000000 0.002691552882 Long DBT CORP US N 2 2042-11-01 Fixed 4.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MNZN3 24637.19000000 PA USD 23935.98000000 0.000292284743 Long DBT USGA US N 2 2042-12-01 Fixed 4.00000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80287LAC3 1657000.00000000 PA USD 1680493.11000000 0.020520676306 Long ABS-MBS US N 2 2029-01-16 Fixed 5.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H64V4 1604426.50000000 PA USD 1462977.85000000 0.017864574823 Long DBT USGA US N 2 2048-07-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F022691 575000.00000000 PA USD 490289.05000000 0.005986970628 Long DBT USGA US N 2 2054-09-15 Fixed 2.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEE8 350000.00000000 PA USD 269087.81000000 0.003285859260 Long DBT CORP US N 2 2041-05-15 Fixed 3.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAL83 1125773.89000000 PA USD 1032134.13000000 0.012603497307 Long DBT USGA US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QHMG7 498277.18000000 PA USD 446266.18000000 0.005449402780 Long DBT USGA US N 2 2041-03-01 Fixed 2.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BX1 2000000.00000000 PA USD 1597616.12000000 0.019508656753 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CP56 931345.22000000 PA USD 893262.51000000 0.010907721498 Long ABS-MBS US N 2 2047-05-01 Fixed 3.94000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 802918AC6 250593.50000000 PA USD 250370.62000000 0.003057301704 Long ABS-MBS US N 2 2026-11-16 Fixed 4.49000000 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 75513EAD3 680000.00000000 PA USD 602609.46000000 0.007358526848 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 250478.02000000 0.003058613177 Long DBT CORP US N 2 2044-05-06 Fixed 5.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKG53 3375440.76000000 PA USD 2914850.46000000 0.035593542404 Long DBT USGA US N 2 2052-06-01 Fixed 2.50000000 N N N N N N BALBOA BAY LOAN FUNDING N/A 05766GAA5 1230000.00000000 PA USD 1228816.74000000 0.015005209132 Long ABS-CBDO CORP KY Y 2 2035-01-20 Floating 6.71361840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XK6H8 268387.06000000 PA USD 239866.87000000 0.002929039319 Long DBT USGA US N 2 2042-09-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38383LFS4 4642592.91000000 PA USD 4602016.18000000 0.056195698646 Long DBT USGA US N 2 2052-11-20 Floating 6.05319120 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BP6 1000000.00000000 PA USD 962653.81000000 0.011755065886 Long DBT CORP US N 2 2026-10-01 Fixed 2.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJBJ1 286715.65000000 PA USD 238768.27000000 0.002915624200 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AQ0 720000.00000000 PA USD 627187.30000000 0.007658649410 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9KX1 86578.17000000 PA USD 74756.91000000 0.000912864410 Long DBT USGA US N 2 2042-08-01 Fixed 2.00000000 N N N N N N United States of America N/A N/A -260.00000000 NC USD -34303750.00000000 -0.41888666228 N/A DIR US N 1 US ULTRA BOND CBT DEC24 N/A Short U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Dec 2024 2024-12-22 -34777062.18000000 USD 473312.18000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9YZ8 1854602.93000000 PA USD 1878062.97000000 0.022933222434 Long DBT USGA US N 2 2039-12-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MRBS5 385435.11000000 PA USD 386154.05000000 0.004715367303 Long DBT USGA US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BJWZ4 630296.65000000 PA USD 529416.73000000 0.006464762802 Long DBT USGA US N 2 2051-11-25 Fixed 1.25000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABKC5 1115428.89000000 PA USD 962211.60000000 0.011749666014 Long DBT USGA US N 2 2051-12-20 Fixed 2.50000000 N N N N N N N/A N/A 013Q24DP9 -216.00000000 NC USD -1350.00000000 -0.00001648499 N/A DIR US N 1 3 Month SOFR Opt Sep24C 96.88 N/A Call Written N/A Call Option 96.875 Sep 2024 on CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Sep 2024 -540000.00000000 96.87500000 USD 2024-09-16 XXXX 92808.90000000 N N N BPR TRUST N/A 055980AA4 4600000.00000000 PA USD 4578552.04000000 0.055909175590 Long ABS-MBS US Y 2 2039-08-15 Floating 8.56080000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLA1 1403640.30000000 PA USD 1222108.96000000 0.014923299732 Long DBT USGA US N 2 2050-07-01 Fixed 2.50000000 N N N N N N SMRT COMMERCIAL MORTGAGE TRUST N/A 78457JAA0 2030000.00000000 PA USD 2007188.69000000 0.024509990042 Long ABS-MBS US Y 2 2039-01-15 Floating 6.33700080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9NP2 487384.14000000 PA USD 458280.81000000 0.005596114678 Long DBT USGA US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EVVB0 267940.29000000 PA USD 243890.62000000 0.002978173749 Long DBT USGA US N 2 2046-08-01 Fixed 3.00000000 N N N N N N American Airlines Pass Through Trust N/A 023770AA8 74240.08000000 PA USD 69895.69000000 0.000853503546 Long DBT CORP US N 2 2027-05-01 Fixed 3.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J75W1 361392.90000000 PA USD 349919.75000000 0.004272906494 Long DBT USGA US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQUT1 1190465.95000000 PA USD 1196301.47000000 0.014608161785 Long DBT USGA US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 38382HY87 411507.53000000 PA USD 56952.31000000 0.000695450586 Long DBT USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBKP6 1226327.42000000 PA USD 1134718.31000000 0.013856163408 Long DBT USGA US N 2 2040-08-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396LLQ1 77532.87000000 PA USD 5560.14000000 0.000067895448 Long DBT USGA US N 2 2036-11-25 Floating 1.28667960 N N N N N N Government National Mortgage Association 2 N/A 36179XHY5 10325056.74000000 PA USD 10124001.14000000 0.123625231834 Long DBT USGA US N 2 2052-10-20 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBL9 1960000.00000000 PA USD 1758836.65000000 0.021477337428 Long DBT CORP US N 2 2031-04-22 Fixed 2.52200000 N N N N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 63111XAJ0 2150000.00000000 PA USD 2239339.96000000 0.027344813368 Long DBT CORP US N 2 2034-02-15 Fixed 5.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398W2M5 42337.00000000 PA USD 4530.31000000 0.000055320087 Long DBT USGA US N 2 2040-01-15 Floating 0.76199040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AQPP6 1423330.06000000 PA USD 1237978.18000000 0.015117080430 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACJ4 508000.00000000 PA USD 530060.41000000 0.006472622846 Long DBT CORP US N 2 2030-06-26 Fixed 5.70000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2W3 2255000.00000000 PA USD 2314081.77000000 0.028257493390 Long DBT NUSS FR N 2 2030-05-20 Fixed 5.49700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MS2X7 12990.03000000 PA USD 12970.02000000 0.000158378264 Long DBT USGA US N 2 2037-05-01 Fixed 5.50000000 N N N N N N OPG TRUST N/A 67118AAA3 2482085.91000000 PA USD 2440976.36000000 0.029807016438 Long ABS-MBS US Y 2 2036-10-15 Floating 5.93547840 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CW3 2070000.00000000 PA USD 1953759.09000000 0.023857555635 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680BN2 1760000.00000000 PA USD 1938501.33000000 0.023671241539 Long DBT CORP US N 2 2053-09-01 Fixed 6.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ECY4 590931.02000000 PA USD 509812.32000000 0.006225371311 Long DBT USGA US N 2 2042-04-01 Fixed 2.00000000 N N N N N N NELNET STUDENT LOAN CORPORATION N/A 64031QBX8 2327719.81000000 PA USD 2308561.51000000 0.028190084921 Long ABS-MBS US N 2 2037-03-23 Floating 5.71488120 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAL7 725000.00000000 PA USD 618157.38000000 0.007548384117 Long DBT CORP US N 2 2031-08-16 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BRC60 6498957.49000000 PA USD 6423078.91000000 0.078432885215 Long DBT USGA US N 2 2041-06-15 Floating 5.86801080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B7FK9 1598971.12000000 PA USD 1378223.10000000 0.016829625747 Long DBT USGA US N 2 2052-03-01 Fixed 2.50000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST N/A 448984AD6 3671000.00000000 PA USD 3676568.91000000 0.044894965692 Long ABS-MBS US Y 2 2028-04-17 Fixed 4.62000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJGY3 777201.07000000 PA USD 759242.53000000 0.009271189571 Long DBT USGA US N 2 2052-09-01 Fixed 4.50000000 N N N N N N OAKTREE CLO LTD N/A 67401RAC8 250000.00000000 PA USD 249937.50000000 0.003052012831 Long ABS-CBDO CORP KY Y 2 2035-07-15 Floating 7.60137120 N N N N N N CISCO SYSTEMS, INC. 549300LKFJ962MZ46593 17275RBS0 1515000.00000000 PA USD 1566620.14000000 0.019130161615 Long DBT CORP US N 2 2031-02-26 Fixed 4.95000000 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VBG5 1565000.00000000 PA USD 1564370.18000000 0.019102687119 Long DBT CORP US N 2 2034-09-01 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BXV3 155438.57000000 PA USD 141174.90000000 0.001723901400 Long DBT USGA US N 2 2048-08-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACP46 809719.56000000 PA USD 727687.68000000 0.008885870013 Long DBT USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304AS6 1985000.00000000 PA USD 1711772.61000000 0.020902633537 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 7992.97000000 PA USD 8223.51000000 0.000100418136 Long DBT USGA US N 2 2033-07-15 Fixed 6.00000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922F5T1 4821103.36000000 PA USD 4533633.02000000 0.055360664760 Long ABS-MBS US N 2 2045-11-25 Floating 5.91243120 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAW5 1590000.00000000 PA USD 1487045.50000000 0.018158467402 Long DBT NUSS IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46649CAA1 254878.24000000 PA USD 227877.64000000 0.002782637584 Long ABS-MBS US N 2 2048-10-25 Floating 3.49999920 N N N N N N JBS USA Holding Lux S.a r.l. RB8RC03FUD8DSX57C193 46590XAP1 725000.00000000 PA USD 619610.74000000 0.007566131247 Long DBT NUSS US N 2 2032-05-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J2ZV8 319377.10000000 PA USD 308941.20000000 0.003772513154 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 1190205.09000000 0.014533718254 Long ABS-MBS US N 2 2083-01-25 Floating 6.82075080 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BG4 119000.00000000 PA USD 84928.74000000 0.001037073685 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 170000.00000000 PA USD 166494.81000000 0.002033085457 Long DBT NUSS AU N 2 2043-09-30 Fixed 5.00000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BV7 525000.00000000 PA USD 530934.92000000 0.006483301578 Long DBT CORP US N 2 2040-04-01 Fixed 5.20000000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043AF8 545000.00000000 PA USD 578282.40000000 0.007061466585 Long DBT CORP US N 2 2028-11-15 Fixed 6.75000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFU3 767000.00000000 PA USD 780996.22000000 0.009536826144 Long DBT CORP US N 2 2028-08-14 Fixed 4.80000000 N N N N N N CHUBB INA HOLDINGS LLC CZCBJZWDMLTHWJDXU843 171239AK2 1650000.00000000 PA USD 1690792.08000000 0.020646438101 Long DBT CORP US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622AAVM3 578006.36000000 PA USD 473170.12000000 0.005777929592 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 432589.30000000 0.005282392975 Long DBT CORP US N 2 2047-12-01 Fixed 5.20000000 N N N N N N Government National Mortgage Association 2 N/A 21H0506A5 9175000.00000000 PA USD 9152600.06000000 0.111763352123 Long DBT USGA US N 2 2054-10-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QBBB3 4726505.16000000 PA USD 4411133.55000000 0.053864810980 Long DBT USGA US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L4F53 294598.47000000 PA USD 245350.78000000 0.002996003915 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JBDV2 214351.64000000 PA USD 209993.28000000 0.002564249802 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FMR81 0.03000000 PA USD 0.03000000 0.000000000366 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38380JKP2 1394144.70000000 PA USD 51467.08000000 0.000628469871 Long DBT USGA US N 2 2060-03-16 Floating 0.61859160 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942BAA2 1007909.19000000 PA USD 910038.79000000 0.011112578400 Long ABS-MBS US Y 2 2069-05-15 Fixed 0.84000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFRD5 166564.22000000 PA USD 154207.16000000 0.001883039683 Long DBT USGA US N 2 2052-01-01 Fixed 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 2320000.00000000 PA USD 2201274.97000000 0.026879997812 Long DBT CORP US N 2 2031-04-01 Fixed 3.62200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BEX73 1554384.91000000 PA USD 1477404.01000000 0.018040734164 Long DBT USGA US N 2 2052-06-01 Fixed 4.00000000 N N N N N N EMPOWER CLO LTD N/A 29244RAA3 1500000.00000000 PA USD 1505395.50000000 0.018382541162 Long ABS-CBDO CORP KY Y 2 2037-04-25 Floating 6.91067880 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 810000.00000000 PA USD 834864.63000000 0.010194618906 Long DBT CORP US N 2 2029-07-20 Fixed 5.44900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F032690 50525000.00000000 PA USD 46512274.69000000 0.567966228191 Long DBT USGA US N 2 2054-09-15 Fixed 3.50000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 344928AD8 3281000.00000000 PA USD 3277360.71000000 0.040020192804 Long ABS-MBS US N 2 2028-02-15 Fixed 4.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MSNU5 1486500.38000000 PA USD 1468258.05000000 0.017929051894 Long DBT USGA US N 2 2052-11-01 Floating 4.20800040 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SJ8 21373000.00000000 PA USD 14543658.59000000 0.177594129044 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N MASTR REPERFORMING LOAN TRUST N/A 576436AR0 971955.93000000 PA USD 607575.68000000 0.007419169877 Long ABS-MBS US N 2 2034-08-25 Fixed 6.00000000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KUX5 2850000.00000000 PA USD 2951167.59000000 0.036037014659 Long DBT USGA US Y 2 2042-04-25 Floating 8.24883840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGXC8 770694.00000000 PA USD 749405.34000000 0.009151066620 Long DBT USGA US N 2 2037-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A2SV6 462381.90000000 PA USD 458208.39000000 0.005595230350 Long DBT USGA US N 2 2041-12-25 Floating 5.91332040 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCD6 467000.00000000 PA USD 306523.13000000 0.003742985849 Long DBT CORP US N 2 2050-05-01 Fixed 2.70000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MEF7 1145000.00000000 PA USD 1280550.60000000 0.015636936682 Long DBT CORP US N 2 2038-03-01 Fixed 6.30000000 N N N N N N Government National Mortgage Association N/A 38378NK51 304748.31000000 PA USD 1018.26000000 0.000012434078 Long DBT USGA US N 2 2048-02-16 Floating 0.15594120 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAM1 2290000.00000000 PA USD 2225294.06000000 0.027173297420 Long DBT NUSS CA N 2 2034-03-01 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMSU1 561280.81000000 PA USD 547413.16000000 0.006684519082 Long DBT USGA US N 2 2053-07-01 Fixed 4.50000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBD4 11000.00000000 PA USD 11063.13000000 0.000135093032 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XJ4A2 40886.64000000 PA USD 40702.91000000 0.000497027471 Long DBT USGA US N 2 2044-03-01 Fixed 4.50000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBY5 1491000.00000000 PA USD 1531705.88000000 0.018703819952 Long DBT CORP US N 2 2028-03-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B0SU8 1264527.50000000 PA USD 1201875.73000000 0.014676229654 Long DBT USGA US N 2 2051-12-01 Fixed 4.00000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JCT9 1294000.00000000 PA USD 1328040.26000000 0.016216837864 Long DBT CORP US N 2 2054-06-15 Fixed 5.55000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216DT4 386000.00000000 PA USD 399585.78000000 0.004879383556 Long DBT CORP US N 2 2064-05-13 Fixed 5.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B0VP8 807019.33000000 PA USD 724245.86000000 0.008843841590 Long DBT USGA US N 2 2047-03-25 Fixed 2.50000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34528PAK2 2740000.00000000 PA USD 2695125.38000000 0.032910456579 Long ABS-MBS US N 2 2030-11-15 Fixed 4.06000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412MBF4 6901.97000000 PA USD 7162.03000000 0.000087456293 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 401614.00000000 0.004904150362 Long DBT CORP US N 2 2025-04-24 Fixed 1.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XL4G0 1410235.50000000 PA USD 1157792.39000000 0.014137923401 Long DBT USGA US N 2 2052-04-01 Fixed 2.00000000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AE2 696000.00000000 PA USD 699742.53000000 0.008544628877 Long DBT NUSS US N 2 2033-05-19 Fixed 4.75000000 N N N N N N VIRGINIA POWER FUEL SECURITIZATION, LLC N/A 92808VAA0 995000.00000000 PA USD 1005125.89000000 0.012273696876 Long DBT CORP US N 2 2027-05-01 Fixed 5.08800000 N N N N N N Government National Mortgage Association N/A 36207ENB6 20551.81000000 PA USD 21355.46000000 0.000260773745 Long DBT USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBWE8 1836879.52000000 PA USD 382488.28000000 0.004670604204 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N DLLAA LLC N/A 23292HAC5 760000.00000000 PA USD 774233.51000000 0.009454245988 Long ABS-MBS US Y 2 2028-02-22 Fixed 5.64000000 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EWK1 1493000.00000000 PA USD 1493617.42000000 0.018238717801 Long DBT CORP US N 2 2027-09-15 Fixed 4.15000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABN4 210000.00000000 PA USD 148351.40000000 0.001811534388 Long DBT CORP US N 2 2051-02-15 Fixed 3.30000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFE0 3490000.00000000 PA USD 3548856.62000000 0.043335457624 Long DBT CORP US N 2 2034-04-21 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JBDR1 255426.63000000 PA USD 250587.95000000 0.003059955543 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMBC8 2346130.57000000 PA USD 2138362.27000000 0.026111764283 Long DBT USGA US N 2 2047-04-01 Fixed 3.00000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162CF5 104000.00000000 PA USD 92565.41000000 0.001130325857 Long DBT CORP US N 2 2051-06-15 Fixed 4.66300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDMP8 455957.03000000 PA USD 412383.43000000 0.005035656993 Long DBT USGA US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7BP8 421027.87000000 PA USD 396317.70000000 0.004839476691 Long DBT USGA US N 2 2043-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AUTG6 1385020.15000000 PA USD 1369817.06000000 0.016726978718 Long DBT USGA US N 2 2046-12-25 Floating 5.91332040 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962GX74 3035000.00000000 PA USD 2855070.42000000 0.034863562112 Long DBT CORP US N 2 2036-08-15 Floating 5.85969840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CJTQ4 2745028.57000000 PA USD 2802553.64000000 0.034222274245 Long DBT USGA US N 2 2053-12-01 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLK5 10337000.00000000 PA USD 10295005.94000000 0.125713389248 Long SN UST US N 2 2029-08-31 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B6VQ1 1423695.17000000 PA USD 1399977.12000000 0.017095266350 Long DBT USGA US N 2 2043-12-15 Floating 5.91801120 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAZ3 280000.00000000 PA USD 289548.60000000 0.003535708096 Long DBT CORP US N 2 2032-10-15 Fixed 5.60000000 N N N N N N Government National Mortgage Association N/A 38384ERJ6 1446567.23000000 PA USD 250830.71000000 0.003062919911 Long DBT USGA US N 2 2047-08-20 Fixed 4.00000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAW2 910000.00000000 PA USD 792442.40000000 0.009676596640 Long DBT CORP US N 2 2046-03-01 Fixed 4.11400000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05612GAA1 1179548.54000000 PA USD 1175862.45000000 0.014358578784 Long ABS-MBS US Y 2 2041-03-15 Floating 6.72854040 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AL3 545000.00000000 PA USD 549474.45000000 0.006709689709 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APF61 228972.74000000 PA USD 199221.95000000 0.002432719970 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179UCA8 352551.46000000 PA USD 331581.94000000 0.004048981587 Long DBT USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SE9 1840000.00000000 PA USD 1567953.13000000 0.019146438895 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N Government National Mortgage Association N/A 36290WMJ8 2533.18000000 PA USD 2624.09000000 0.000032043036 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QL2S4 0.02000000 PA USD 0.02000000 0.000000000244 Long DBT USGA US N 2 2051-09-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AVP94 2750835.34000000 PA USD 2415252.41000000 0.029492898607 Long DBT USGA US N 2 2047-04-25 Fixed 2.62500000 N N N N N N THE BROOKLYN UNION GAS COMPANY 83BQ1DXS6VA5GZFK8S35 114259AY0 2255000.00000000 PA USD 2336519.26000000 0.028531479916 Long DBT CORP US N 2 2054-07-18 Fixed 6.41500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A0PE9 516926.31000000 PA USD 513810.07000000 0.006274188252 Long DBT USGA US N 2 2040-07-15 Floating 5.96801160 N N N N N N Government National Mortgage Association N/A 38381ETU2 400000.00000000 PA USD 217254.28000000 0.002652914629 Long DBT USGA US N 2 2061-02-16 Fixed 1.85000000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAV1 3390000.00000000 PA USD 3641489.69000000 0.044466609685 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N HARDEES FUNDING LLC N/A 411707AK8 3647200.00000000 PA USD 3211836.65000000 0.039220071687 Long ABS-MBS US Y 2 2051-06-20 Fixed 2.86500000 N N N N N N United States of America N/A N/A -810.00000000 NC USD -95124375.00000000 -1.16157364562 N/A DIR US N 1 US 10YR ULTRA FUT DEC24 N/A Short U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Dec 2024 2024-12-22 -95765447.85000000 USD 641072.85000000 N N N ONE BRYANT PARK TRUST N/A 68236JAA9 2490000.00000000 PA USD 2193761.71000000 0.026788252612 Long ABS-MBS US N 2 2054-09-15 Fixed 2.51641000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442UAK0 1007000.00000000 PA USD 613569.19000000 0.007492357251 Long DBT CORP US N 2 2050-08-15 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MM5C8 1828743.98000000 PA USD 1803962.82000000 0.022028377788 Long DBT USGA US N 2 2052-09-01 Floating 4.11000120 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLG4 75920000.00000000 PA USD 75836962.50000000 0.926053043754 Long SN UST US N 2 2027-08-15 Fixed 3.75000000 N N N N N N Government National Mortgage Association N/A 36212U2D2 123.31000000 PA USD 125.58000000 0.000001533470 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 156100.50000000 0.001906159455 Long DBT CORP US N 2 2027-08-22 Fixed 3.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398NY24 583052.56000000 PA USD 575553.75000000 0.007028146756 Long DBT USGA US N 2 2040-07-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XPBW8 13320735.79000000 PA USD 13224178.70000000 0.161481822749 Long DBT USGA US N 2 2053-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H32Y8 1785267.02000000 PA USD 1757568.55000000 0.021461852527 Long DBT USGA US N 2 2043-01-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TW8 41190000.00000000 PA USD 43667835.94000000 0.533232490507 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N CONSTELLATION INSURANCE, INC. 549300K609B872PZT291 67740QAH9 1775000.00000000 PA USD 1767681.28000000 0.021585340126 Long DBT CORP US N 2 2030-01-24 Fixed 6.80000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBF1 1050000.00000000 PA USD 690645.70000000 0.008433546539 Long DBT CORP US N 2 2051-12-10 Fixed 2.75000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BH0 1765000.00000000 PA USD 1830659.13000000 0.022354369208 Long DBT NUSS CH N 2 2035-02-08 Fixed 5.69900000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 2685000.00000000 PA USD 2415897.11000000 0.029500771106 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAJ0 35545000.00000000 PA USD 34126532.34000000 0.416722638993 Long SN UST US N 2 2025-08-31 Fixed 0.25000000 N N N N N N NATIONAL SECURITIES CLEARING CORPORATION 549300RYC9NELN2ICA34 637639AB1 510000.00000000 PA USD 499179.62000000 0.006095534304 Long DBT CORP US N 2 2025-04-23 Fixed 1.50000000 N N N N N N HPS LOAN MANAGEMENT LTD N/A 40440XAA9 6000000.00000000 PA USD 6012960.00000000 0.073424880512 Long ABS-CBDO CORP KY Y 2 2035-01-23 Floating 6.68459880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7YH6 317268.55000000 PA USD 287025.95000000 0.003504903755 Long DBT USGA US N 2 2050-08-01 Fixed 3.00000000 N N N N N N JBS USA Holding Lux S.a r.l. RB8RC03FUD8DSX57C193 46590XAX4 2020000.00000000 PA USD 2127952.05000000 0.025984644003 Long DBT NUSS US N 2 2052-12-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 38380BNN1 698158.05000000 PA USD 627870.36000000 0.007666990327 Long DBT USGA US N 2 2044-07-20 Fixed 3.00000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CX5 922000.00000000 PA USD 975613.58000000 0.011913318987 Long DBT CORP US N 2 2032-11-17 Fixed 5.75000000 N N N N N N BX TRUST N/A 05609RAA2 1995813.00000000 PA USD 1968994.26000000 0.024043593882 Long ABS-MBS US Y 2 2026-10-15 Floating 6.08740920 N N N N N N Government National Mortgage Association N/A 36211ACK0 107.26000000 PA USD 108.41000000 0.000001323805 Long DBT USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFS9 3508000.00000000 PA USD 3567801.09000000 0.043566790519 Long DBT CORP US N 2 2030-07-19 Fixed 5.04200000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CG2 4845000.00000000 PA USD 4731188.48000000 0.057773035048 Long DBT NUSS GB N 2 2026-06-04 Fixed 2.09900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJY61 1536273.66000000 PA USD 1398340.16000000 0.017075277261 Long DBT USGA US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38383YJQ6 1275071.44000000 PA USD 1247169.43000000 0.015229315740 Long DBT USGA US N 2 2049-12-20 Fixed 4.00000000 N N N N N N SPRINT SPECTRUM CO LLC N/A 85208NAD2 951182.87000000 PA USD 948458.63000000 0.011581727065 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N Government National Mortgage Association 2 N/A 36179XQX7 2820655.52000000 PA USD 2839396.35000000 0.034672164412 Long DBT USGA US N 2 2053-01-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3PY7 1185238.36000000 PA USD 1067054.71000000 0.013029916144 Long DBT USGA US N 2 2052-02-01 Fixed 3.00000000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862121AC4 1140000.00000000 PA USD 985739.61000000 0.012036968993 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 2245000.00000000 PA USD 2529212.29000000 0.030884474565 Long DBT MUN US N 2 2057-04-01 Fixed 6.63700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QLMX1 1312732.59000000 PA USD 1084763.78000000 0.013246163442 Long DBT USGA US N 2 2051-08-01 Fixed 2.00000000 N N N N N N United States of America N/A N/A 190.00000000 NC USD 39433906.25000000 0.481531534308 N/A DIR US N 1 US 2YR NOTE (CBT) DEC24 N/A Long U.S. Treasury Futures US 2-YEAR NOTE (Globex) Dec 2024 2025-01-03 39452706.94000000 USD -18800.69000000 N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609VAA3 4941000.00000000 PA USD 4894796.21000000 0.059770866071 Long ABS-MBS US Y 2 2036-09-15 Floating 6.15137040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LN5G8 300331.43000000 PA USD 260159.00000000 0.003176828631 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RBZ9 1578000.00000000 PA USD 1612827.47000000 0.019694404132 Long DBT CORP US N 2 2032-07-22 Fixed 5.06000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAU3 1870000.00000000 PA USD 1836156.53000000 0.022421498532 Long DBT CORP US N 2 2027-10-01 Fixed 4.00000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBF8 260000.00000000 PA USD 238844.17000000 0.002916551023 Long DBT CORP US N 2 2040-03-19 Fixed 4.22700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H5EK0 107147.79000000 PA USD 104150.30000000 0.001271790155 Long DBT USGA US N 2 2043-08-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJDJ4 808851.79000000 PA USD 756327.22000000 0.009235590417 Long DBT USGA US N 2 2046-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DP2K3 87666.00000000 PA USD 89641.11000000 0.001094616925 Long DBT USGA US N 2 2053-03-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 3622AB3S9 4512190.76000000 PA USD 4183830.25000000 0.051089186721 Long DBT USGA US N 2 2047-11-15 Fixed 3.00000000 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EXH7 2620000.00000000 PA USD 2646930.48000000 0.032321943638 Long DBT CORP US N 2 2029-01-16 Fixed 4.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3G6 1149000.00000000 PA USD 1218809.01000000 0.014883003699 Long DBT CORP US N 2 2029-10-23 Fixed 6.30300000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 2659000.00000000 PA USD 2056118.39000000 0.025107475703 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXF98 1028946.38000000 PA USD 977968.47000000 0.011942074794 Long DBT USGA US N 2 2057-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B5ZL9 785477.89000000 PA USD 698671.67000000 0.008531552494 Long DBT USGA US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A14M4 434400.06000000 PA USD 430319.18000000 0.005254672303 Long DBT USGA US N 2 2041-11-25 Floating 5.91332040 N N N N N N Government National Mortgage Association 2 N/A 3622ABUF7 482827.39000000 PA USD 430710.60000000 0.005259451973 Long DBT USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XK6S4 343795.95000000 PA USD 341136.58000000 0.004165654290 Long DBT USGA US N 2 2050-03-01 Fixed 4.50000000 N N N N N N WHITEBOX CLO LTD N/A 96467HAA4 2140000.00000000 PA USD 2139417.92000000 0.026124654935 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 6.78297960 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 14916RAD6 190000.00000000 PA USD 167518.04000000 0.002045580225 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 810683.47000000 PA USD 857978.42000000 0.010476863802 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 561643.81000000 0.006858291031 Long DBT CORP US N 2 2044-09-15 Fixed 4.90000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBZ2 2318000.00000000 PA USD 2416065.33000000 0.029502825258 Long DBT CORP US N 2 2033-03-15 Fixed 5.65000000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19423DAB6 300318.72000000 PA USD 287049.80000000 0.003505194989 Long ABS-MBS US N 2 2047-12-26 Fixed 4.13000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BHUQ0 568484.16000000 PA USD 430365.31000000 0.005255235601 Long DBT USGA US N 2 2048-03-25 Fixed 2.50000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FD0 2605000.00000000 PA USD 2318082.25000000 0.028306343668 Long DBT CORP US N 2 2044-03-15 Fixed 4.45000000 N N N N N N Government National Mortgage Association 2 N/A 21H050698 21550000.00000000 PA USD 21510856.36000000 0.262671306303 Long DBT USGA US N 2 2054-09-15 Fixed 5.00000000 N N N N N N COLUMBIA PIPELINES OPERATING COMPANY LLC N/A 19828TAC0 280000.00000000 PA USD 310529.62000000 0.003791909516 Long DBT CORP US N 2 2053-11-15 Fixed 6.54400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411WCW5 630.98000000 PA USD 642.41000000 0.000007844535 Long DBT USGA US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B22V3 984031.15000000 PA USD 870071.98000000 0.010624539522 Long DBT USGA US N 2 2048-09-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38376FLM2 5853.72000000 PA USD 280.80000000 0.000003428878 Long DBT USGA US N 2 2039-07-16 Floating 1.34687880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BEVF7 2692946.65000000 PA USD 2719087.30000000 0.033203058078 Long DBT USGA US N 2 2052-07-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179VZQ6 5600748.29000000 PA USD 4721650.53000000 0.057656566148 Long DBT USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L0RZ2 79199.69000000 PA USD 71600.91000000 0.000874326165 Long DBT USGA US N 2 2051-08-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36213RUL9 2876.46000000 PA USD 2932.34000000 0.000035807108 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 62881.75000000 PA USD 64370.93000000 0.000786040127 Long DBT USGA US N 2 2040-09-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AQAD2 668000.00000000 PA USD 582938.68000000 0.007118324905 Long DBT USGA US N 2 2045-10-25 Fixed 3.00000000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BF5 328000.00000000 PA USD 326369.76000000 0.003985335114 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 297555.82000000 0.003633485093 Long DBT CORP US N 2 2034-12-15 Fixed 6.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLP8 1221093.70000000 PA USD 1063719.18000000 0.012989185640 Long DBT USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EAW0 4205504.26000000 PA USD 3629952.03000000 0.044325722118 Long DBT USGA US N 2 2042-01-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDF5 8619000.00000000 PA USD 7833189.57000000 0.095651893278 Long SN UST US N 2 2028-10-31 Fixed 1.37500000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JXN6 430000.00000000 PA USD 290305.90000000 0.003544955565 Long DBT NUSS IL N 2 2050-01-15 Fixed 3.37500000 N N N N N N Appalachian Power Company 3SCHO1ABYYIG382BEI70 037735CX3 60000.00000000 PA USD 50420.73000000 0.000615692782 Long DBT CORP US N 2 2049-03-01 Fixed 4.50000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63940YAB2 564943.00000000 PA USD 549560.39000000 0.006710739131 Long ABS-MBS US N 2 2068-02-15 Fixed 3.13000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADD6 1146000.00000000 PA USD 1177707.15000000 0.014381104608 Long DBT CORP US N 2 2031-06-24 Fixed 5.40000000 N N N N N N Siemens Financieringsmaatschappij N.V. TAFO772JB70PDRN5VS48 82620KAZ6 595000.00000000 PA USD 568113.46000000 0.006937292600 Long DBT NUSS DE N 2 2026-03-11 Fixed 1.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9PU0 24504.58000000 PA USD 26236.83000000 0.000320380662 Long DBT USGA US N 2 2039-03-01 Fixed 7.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCG4 724000.00000000 PA USD 588140.98000000 0.007181850732 Long DBT CORP US N 2 2052-11-01 Fixed 4.04900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HBDW1 1900602.41000000 PA USD 244368.81000000 0.002984012977 Long DBT USGA US N 2 2051-12-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DN6L2 1070849.73000000 PA USD 1049617.38000000 0.012816987092 Long DBT USGA US N 2 2052-11-01 Fixed 4.50000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAV5 1400000.00000000 PA USD 1415481.34000000 0.017284589995 Long DBT CORP US N 2 2025-12-15 Fixed 5.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYUU1 1040035.14000000 PA USD 902615.71000000 0.011021934397 Long DBT USGA US N 2 2041-01-01 Fixed 2.00000000 N N N N N N NISOURCE INC. 549300D8GOWWH0SJB189 65473PAQ8 3030000.00000000 PA USD 3092972.16000000 0.037768605025 Long DBT CORP US N 2 2034-04-01 Fixed 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MEYT2 48713.35000000 PA USD 47195.53000000 0.000576309529 Long DBT USGA US N 2 2031-08-01 Fixed 3.00000000 N N N N N N United States of America N/A N/A 650.00000000 NC USD 71108984.38000000 0.868319210746 N/A DIR US N 1 US 5YR NOTE (CBT) DEC24 N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Dec 2024 2025-01-03 71291841.40000000 USD -182857.02000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4FU2 166885.38000000 PA USD 170190.47000000 0.002078213546 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 414.17000000 PA USD 432.76000000 0.000005284477 Long DBT USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N PRKCM TRUST N/A 69361JAA4 810388.98000000 PA USD 703354.67000000 0.008588737094 Long ABS-MBS US Y 2 2056-11-25 Floating 2.07100080 N N N N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 02666TAC1 1320000.00000000 PA USD 1114708.10000000 0.013611816650 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBH3 610000.00000000 PA USD 408504.10000000 0.004988286090 Long DBT CORP US N 2 2052-06-15 Fixed 2.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WVAJ0 29144.08000000 PA USD 28475.70000000 0.000347719737 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J9C63 309101.14000000 PA USD 290958.10000000 0.003552919647 Long DBT USGA US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJX24 2406848.92000000 PA USD 2433782.86000000 0.029719175861 Long DBT USGA US N 2 2052-12-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 36178DH20 247476.33000000 PA USD 229616.36000000 0.002803869275 Long DBT USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MVHT8 1660697.85000000 PA USD 1649899.71000000 0.020147097114 Long DBT USGA US N 2 2052-07-01 Fixed 5.00000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CF1 260000.00000000 PA USD 254875.37000000 0.003112309675 Long DBT CORP US N 2 2027-04-13 Fixed 3.30000000 N N N N N N Government National Mortgage Association 2 N/A 36179SCB1 42641.32000000 PA USD 43650.03000000 0.000533015060 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 70014.77000000 PA USD 42751.43000000 0.000522042162 Long ABS-MBS US N 2 2027-12-25 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNGU0 898613.98000000 PA USD 832214.87000000 0.010162262411 Long DBT USGA US N 2 2052-02-01 Fixed 3.50000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAD2 1133000.00000000 PA USD 897323.67000000 0.010957312746 Long DBT NUSS MX N 2 2048-02-10 Fixed 4.60000000 N N N N N N Government National Mortgage Association 2 N/A 36179VTV2 1421112.60000000 PA USD 1196831.53000000 0.014614634403 Long DBT USGA US N 2 2050-09-20 Fixed 2.00000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92537QAA9 551234.29000000 PA USD 492528.17000000 0.006014312756 Long ABS-MBS US Y 2 2066-01-25 Floating 0.81500040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A6EJ9 617640.16000000 PA USD 613191.36000000 0.007487743530 Long DBT USGA US N 2 2042-05-25 Floating 5.96332080 N N N N N N N/A N/A 783965593 40710284.00000000 NS USD 40710284.00000000 0.497117515885 Long STIV RF US N 1 N N N Government National Mortgage Association 2 N/A 36202FPG5 28567.83000000 PA USD 28675.89000000 0.000350164277 Long DBT USGA US N 2 2041-01-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179V6V7 2126458.37000000 PA USD 1737713.97000000 0.021219406184 Long DBT USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N HPEFS EQUIPMENT TRUST N/A 403963AC5 1150000.00000000 PA USD 1155925.61000000 0.014115127956 Long ABS-MBS US Y 2 2031-05-20 Fixed 5.18000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0626A4 13100000.00000000 PA USD 13482449.00000000 0.164635588268 Long DBT USGA US N 2 2054-10-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ACE6 24350.77000000 PA USD 24451.60000000 0.000298581033 Long DBT USGA US N 2 2031-12-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L6TB0 205807.46000000 PA USD 171720.36000000 0.002096895192 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 2404153.57000000 0.029357369516 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 1456732.36000000 0.017788310494 Long DBT CORP US N 2 2042-11-01 Fixed 3.85000000 N N N N N N CSMC TRUST N/A 126416AA4 3047483.99000000 PA USD 2745144.63000000 0.033521246847 Long ABS-MBS US Y 2 2066-11-25 Floating 2.26500120 N N N N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807AN8 150000.00000000 PA USD 149052.74000000 0.001820098524 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 1545000.00000000 PA USD 1400655.49000000 0.017103549997 Long DBT CORP US N 2 2030-03-01 Fixed 2.90000000 N N N N N N FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST N/A 32051D6B3 13084.76000000 PA USD 13307.38000000 0.000162497802 Long ABS-MBS US N 2 2034-09-25 Floating 5.81395320 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HAKD7 2102627.27000000 PA USD 2052674.10000000 0.025065417119 Long DBT USGA US N 2 2045-04-15 Floating 5.76801000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H93E7 11263158.06000000 PA USD 232933.37000000 0.002844373629 Long DBT USGA US N 2 2032-08-25 Floating 0.40351680 N N N N N N Government National Mortgage Association 2 N/A 36179XDF0 1727111.22000000 PA USD 1727658.25000000 0.021096614740 Long DBT USGA US N 2 2052-08-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179YAR5 2276646.22000000 PA USD 2274101.93000000 0.027769295402 Long DBT USGA US N 2 2053-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 38380R4W7 2807074.34000000 PA USD 177279.10000000 0.002164773544 Long DBT USGA US N 2 2062-10-16 Floating 0.87309000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCE9 120000.00000000 PA USD 97913.75000000 0.001195634994 Long DBT CORP US N 2 2049-11-01 Fixed 3.99900000 N N N N N N TRINITAS CLO LTD N/A 89640BAA2 910000.00000000 PA USD 915704.79000000 0.011181766516 Long ABS-CBDO CORP BM Y 2 2037-01-23 Floating 7.13298960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKM6 0.03630000 PA USD 0.04000000 0.000000000488 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 1117593.76000000 0.013647053745 Long DBT CORP US N 2 2028-01-12 Fixed 4.12500000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92925CCD2 841035.41000000 PA USD 583259.99000000 0.007122248455 Long ABS-MBS US N 2 2046-01-25 Floating 6.24333960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EDM9 2190109.64000000 PA USD 1954644.19000000 0.023868363683 Long DBT USGA US N 2 2042-05-01 Fixed 2.50000000 N N N N N N JBS USA Holding Lux S.a r.l. RB8RC03FUD8DSX57C193 47214BAA6 2582000.00000000 PA USD 2830724.06000000 0.034566266176 Long DBT NUSS US N 2 2034-03-15 Fixed 6.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DV66 629542.54000000 PA USD 494402.46000000 0.006037199906 Long DBT USGA US N 2 2051-01-01 Fixed 1.50000000 N N N N N N IMPAC CMB TRUST N/A 45254NPE1 42149.55000000 PA USD 39422.11000000 0.000481387489 Long ABS-MBS US N 2 2035-05-25 Floating 5.99243040 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 480000.00000000 PA USD 448796.46000000 0.005480300293 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LMQ55 1862416.74000000 PA USD 1817508.38000000 0.022193784031 Long DBT USGA US N 2 2028-03-01 Fixed 3.31000000 N N N N N N MIDSTATE TRUST N/A 59548PAA7 1571619.64000000 PA USD 1573654.10000000 0.019216054033 Long ABS-MBS US N 2 2040-10-15 Fixed 5.78700000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLG4 10690000.00000000 PA USD 10678307.81000000 0.130393928285 Long SN UST US N 2 2027-08-15 Fixed 3.75000000 N N N N N N Government National Mortgage Association N/A 38380QGQ9 736730.72000000 PA USD 724033.39000000 0.008841247097 Long DBT USGA US N 2 2070-07-20 Floating 5.89640040 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKC4 2810000.00000000 PA USD 2881567.19000000 0.035187116929 Long SN UST US N 2 2031-02-28 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ECZ1 3568859.90000000 PA USD 3181971.83000000 0.038855389261 Long DBT USGA US N 2 2042-04-01 Fixed 2.50000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CJ7 1492000.00000000 PA USD 1426873.08000000 0.017423695718 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D2H4 343072.16000000 PA USD 326553.41000000 0.003987577683 Long DBT USGA US N 2 2051-06-01 Fixed 4.00000000 N N N N N N VISIO TRUST N/A 92837MAA5 283435.91000000 PA USD 267881.46000000 0.003271128394 Long ABS-MBS US Y 2 2055-11-25 Fixed 1.31200000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162CR9 1420000.00000000 PA USD 1103216.72000000 0.013471494213 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N Government National Mortgage Association N/A 38383RGE1 2731034.29000000 PA USD 2600763.14000000 0.031758189443 Long DBT USGA US N 2 2052-04-20 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HJY7 440000.00000000 PA USD 439833.58000000 0.005370853632 Long DBT CORP US N 2 2024-09-10 Fixed 3.87500000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BN3 1550000.00000000 PA USD 1345656.01000000 0.016431945621 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N MF1 LTD N/A 58003UAA6 604278.54000000 PA USD 604383.68000000 0.007380192033 Long ABS-CBDO CORP US Y 2 2035-12-15 Floating 7.15137120 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCZ2 280000.00000000 PA USD 207562.61000000 0.002534568638 Long DBT CORP US N 2 2050-02-01 Fixed 3.45000000 N N N N N N CINTAS CORP NO 2 549300QVUQTTKMTE0G41 17252MAQ3 390000.00000000 PA USD 377447.96000000 0.004609056332 Long DBT CORP US N 2 2032-05-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JAWQ4 18497.36000000 PA USD 18093.61000000 0.000220942955 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ACK34 1065773.75000000 PA USD 1042537.11000000 0.012730529178 Long DBT USGA US N 2 2043-03-25 Floating 5.81331960 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90351DAB3 1010000.00000000 PA USD 1000870.15000000 0.012221729592 Long DBT NUSS CH N 2 2025-09-24 Fixed 4.12500000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYL2 2475000.00000000 PA USD 2475278.73000000 0.030225886249 Long DBT CORP US N 2 2024-10-21 Floating 5.86552680 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F6P92 327760.87000000 PA USD 47453.68000000 0.000579461826 Long DBT USGA US N 2 2050-11-25 Fixed 2.50000000 N N N N N N FORD CREDIT AUTO LEASE TRUST N/A 345290AE0 772000.00000000 PA USD 777937.99000000 0.009499481779 Long ABS-MBS US N 2 2027-06-15 Fixed 5.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413B2F7 57029.33000000 PA USD 59308.53000000 0.000724222633 Long DBT USGA US N 2 2037-10-01 Fixed 6.50000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CK3 1209000.00000000 PA USD 1099160.88000000 0.013421967928 Long DBT CORP US N 2 2032-03-15 Fixed 3.62500000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KR7 890000.00000000 PA USD 915984.43000000 0.011185181229 Long DBT CORP US N 2 2034-05-15 Fixed 5.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBYG9 461769.00000000 PA USD 402805.82000000 0.004918703800 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 6960.84000000 PA USD 7221.29000000 0.000088179923 Long DBT USGA US N 2 2032-06-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AUKJ9 770998.62000000 PA USD 761223.51000000 0.009295379524 Long DBT USGA US N 2 2046-11-25 Floating 5.86332000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGUG2 1529010.34000000 PA USD 1425441.37000000 0.017406212958 Long DBT USGA US N 2 2049-09-01 Fixed 3.50000000 N N N N N N COMM MORTGAGE TRUST N/A 12591YBD6 510000.00000000 PA USD 479125.62000000 0.005850652823 Long ABS-MBS US N 2 2047-06-10 Fixed 4.01200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AJ3U8 1014840.08000000 PA USD 938144.56000000 0.011455780883 Long DBT USGA US N 2 2044-05-25 Fixed 3.00000000 N N N N N N BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LIMITED N/A 09229CAA7 740935.33000000 PA USD 674722.46000000 0.008239106198 Long ABS-MBS US Y 2 2046-07-15 Fixed 2.44300000 N N N N N N CONSTELLATION ENERGY GENERATION, LLC S2PEWKCZFFECR4533P43 210385AB6 2410000.00000000 PA USD 2497839.05000000 0.030501372665 Long DBT CORP US N 2 2028-03-01 Fixed 5.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B1J94 133092.89000000 PA USD 20547.05000000 0.000250902166 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 79275.21000000 0.000968037841 Long DBT CORP US N 2 2028-12-06 Fixed 3.90000000 N N N N N N BMW VEHICLE OWNER TRUST N/A 05592XAD2 810000.00000000 PA USD 818049.62000000 0.009989289069 Long ABS-MBS US N 2 2028-02-25 Fixed 5.47000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398PFE4 276647.26000000 PA USD 34119.10000000 0.000416631881 Long DBT USGA US N 2 2040-04-25 Floating 1.01667960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHWE8 316903.94000000 PA USD 288509.04000000 0.003523013921 Long DBT USGA US N 2 2046-09-01 Fixed 3.00000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MBG9 2334000.00000000 PA USD 2428591.65000000 0.029655785455 Long DBT NUSS IE N 2 2027-04-15 Fixed 6.45000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FQ6 835000.00000000 PA USD 704744.24000000 0.008605705278 Long DBT CORP US N 2 2036-04-06 Fixed 2.89100000 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331BM8 1165000.00000000 PA USD 1177639.43000000 0.014380277672 Long DBT CORP US N 2 2027-07-01 Fixed 4.95000000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 207942AB9 790000.00000000 PA USD 834240.87000000 0.010187002108 Long ABS-MBS US Y 2 2043-06-25 Floating 8.44783920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPYG7 889489.43000000 PA USD 897110.51000000 0.010954709827 Long DBT USGA US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138Y7DK5 46384.45000000 PA USD 46025.73000000 0.000562024980 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 150366.94000000 0.001836146357 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 33364.01000000 PA USD 33092.75000000 0.000404099015 Long DBT USGA US N 2 2048-07-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B5NK4 472778.13000000 PA USD 408767.77000000 0.004991505792 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538FAA2 1085247.36000000 PA USD 970530.09000000 0.011851243961 Long ABS-MBS US Y 2 2066-02-25 Floating 1.03100040 N N N N N N NEW YORK MORTGAGE TRUST INC N/A 649603AP2 35272.07000000 PA USD 30418.15000000 0.000371439196 Long ABS-MBS US N 2 2036-05-25 Floating 4.98513960 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YDS5 1894000.00000000 PA USD 1934842.52000000 0.023626563429 Long DBT CORP US N 2 2029-03-15 Fixed 4.80000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJA8 2940000.00000000 PA USD 2474339.75000000 0.030214420267 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B5NJ7 148690.61000000 PA USD 138645.00000000 0.001693008528 Long DBT USGA US N 2 2052-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQLS0 832288.54000000 PA USD 786174.35000000 0.009600056829 Long DBT USGA US N 2 2040-05-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SH2 7388000.00000000 PA USD 5733492.05000000 0.070012268282 Long DBT UST US N 2 2049-05-15 Fixed 2.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WRJQ4 50435.37000000 PA USD 49354.14000000 0.000602668541 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N The Northwestern Mutual Life Insurance Co 1DU7IM20QESYGDO4HO54 668138AC4 2428000.00000000 PA USD 1757954.67000000 0.021466567479 Long DBT CORP US N 2 2059-09-30 Fixed 3.62500000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABX2 790000.00000000 PA USD 670428.00000000 0.008186666099 Long DBT CORP US N 2 2031-11-15 Fixed 2.25000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543CV3 585000.00000000 PA USD 519902.10000000 0.006348578665 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 1155000.00000000 PA USD 727832.14000000 0.008887634029 Long DBT MUN US N 2 2050-09-01 Fixed 2.25600000 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAW1 3456000.00000000 PA USD 3070440.00000000 0.037493462474 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797KU0 10740000.00000000 PA USD 10673119.66000000 0.130330575245 Long DBT UST US N 2 2024-10-17 None 0.00000000 N N N N N N BANK N/A 06541WAW2 1130000.00000000 PA USD 1082715.83000000 0.013221155711 Long ABS-MBS US N 2 2060-06-15 Fixed 3.13100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BGVA6 1510692.63000000 PA USD 224260.81000000 0.002738472096 Long DBT USGA US N 2 2049-04-25 Fixed 2.50000000 N N N N N N BLACKROCK FUNDING, INC. 529900VBK42Y5HHRMD23 09290DAC5 340000.00000000 PA USD 344795.64000000 0.004210335453 Long DBT CORP US N 2 2054-03-14 Fixed 5.25000000 N N N N N N TENNESSEE GAS PIPELINE COMPANY, L.L.C. N/A 880451AW9 2200000.00000000 PA USD 2589236.25000000 0.031617433389 Long DBT CORP US N 2 2032-06-15 Fixed 8.37500000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AC7 1190000.00000000 PA USD 1183714.32000000 0.014454458786 Long DBT CORP US N 2 2024-12-01 Fixed 3.35000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDV1 1010000.00000000 PA USD 781762.64000000 0.009546184978 Long DBT CORP US N 2 2059-08-15 Fixed 3.87500000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 193938AB3 2432974.93000000 PA USD 2432693.92000000 0.029705878701 Long ABS-MBS US Y 2 2055-05-25 Fixed 5.33000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHV6 480000.00000000 PA USD 482730.00000000 0.005894666282 Long SN UST US N 2 2025-08-31 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q83U7 805427.50000000 PA USD 794955.96000000 0.009707289982 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 154115.54000000 PA USD 153293.93000000 0.001871888137 Long DBT USGA US N 2 2068-02-20 Floating 5.74639920 N N N N N N APIDOS CLO N/A 03762YAR8 4049217.95000000 PA USD 4052562.60000000 0.049486263782 Long ABS-CBDO CORP KY Y 2 2031-10-20 Floating 6.43200840 N N N N N N UNIVERSAL HEALTH SERVICES, INC. 549300YGMGQDO0NMJD09 913903AZ3 1260000.00000000 PA USD 1183449.95000000 0.014451230537 Long DBT CORP US N 2 2026-09-01 Fixed 1.65000000 N N N N N N CAYUGA PARK CLO N/A 149791AP0 2360000.00000000 PA USD 2363629.68000000 0.028862528077 Long ABS-CBDO CORP KY Y 2 2034-07-17 Floating 6.66738000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GK4 2078000.00000000 PA USD 2093411.94000000 0.025562871124 Long DBT CORP US N 2 2033-04-01 Fixed 5.00000000 N N N N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 494368CB7 200000.00000000 PA USD 189077.48000000 0.002308844791 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 1154300.68000000 0.014095285766 Long ABS-MBS US N 2 2035-01-10 Fixed 3.80500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417GXM3 208250.27000000 PA USD 202451.65000000 0.002472158173 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAT9 1325000.00000000 PA USD 1372569.17000000 0.016760585020 Long DBT CORP US N 2 2027-12-15 Fixed 5.85000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBU1 1150000.00000000 PA USD 1210121.09000000 0.014776914604 Long DBT CORP BE N 2 2039-01-23 Fixed 5.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8MS3 280536.93000000 PA USD 233631.32000000 0.002852896369 Long DBT USGA US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H4C73 3094898.19000000 PA USD 93353.27000000 0.001139946498 Long DBT USGA US N 2 2031-10-25 Floating 0.62674560 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBP5 4690000.00000000 PA USD 4502715.17000000 0.054983123675 Long DBT CORP US N 2 2035-08-15 Fixed 4.40000000 N N N N N N Government National Mortgage Association 2 N/A 36202FKN5 4682.37000000 PA USD 4697.22000000 0.000057358242 Long DBT USGA US N 2 2040-09-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BA7B4 1964231.15000000 PA USD 1825186.37000000 0.022287540766 Long DBT USGA US N 2 2040-07-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X6PV1 293489.05000000 PA USD 269069.93000000 0.003285640925 Long DBT USGA US N 2 2043-10-01 Fixed 3.00000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAK6 70000.00000000 PA USD 75784.18000000 0.000925408511 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EXB0 594000.00000000 PA USD 609352.39000000 0.007440865468 Long DBT CORP US N 2 2028-07-14 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AZ68 140200.44000000 PA USD 139116.19000000 0.001698762278 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 1266868.93000000 0.015469868385 Long DBT CORP US N 2 2031-04-04 Fixed 4.47800000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST N/A 36265QAD8 1288401.69000000 PA USD 1286824.43000000 0.015713547073 Long ABS-MBS US Y 2 2027-08-16 Fixed 4.82000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397HKD9 1886.88000000 PA USD 1540.05000000 0.000018805710 Long DBT USGA US N 2 2037-05-15 None 0.00000000 N N N N N N OFSI BSL LTD N/A 67119GAA9 1940000.00000000 PA USD 1940000.00000000 0.023689541955 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 6.64873920 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST N/A 65480JAD2 1104000.00000000 PA USD 1104331.75000000 0.013485109960 Long ABS-MBS US N 2 2029-11-15 Fixed 4.45000000 N N N N N N DEUTSCHE BANK AG NEW YORK BRANCH N/A 251526CW7 2672000.00000000 PA USD 2755648.32000000 0.033649508499 Long DBT NUSS DE N 2 2029-05-10 Fixed 5.41400000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAG8 1475000.00000000 PA USD 1471247.38000000 0.017965554914 Long DBT CORP DE N 2 2024-10-08 Fixed 3.37500000 N N N N N N MFA TRUST N/A 55283QAA2 819564.41000000 PA USD 738365.98000000 0.009016263846 Long ABS-MBS US Y 2 2060-07-25 Floating 1.13130000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBY0 1122000.00000000 PA USD 1212502.19000000 0.014805990464 Long DBT NUSS CA N 2 2030-11-15 Fixed 6.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H3ST0 1388765.71000000 PA USD 195297.96000000 0.002384803720 Long DBT USGA US N 2 2051-11-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QSVG8 24256.44000000 PA USD 24667.82000000 0.000301221317 Long DBT USGA US N 2 2036-05-01 Floating 7.51600080 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 194204AA1 370770.21000000 PA USD 368798.23000000 0.004503433578 Long ABS-MBS US N 2 2046-11-26 Floating 7.04243160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KK5P0 1402133.66000000 PA USD 1156469.73000000 0.014121772262 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJAH6 1182416.10000000 PA USD 1094861.75000000 0.013369470804 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGCW7 4029796.13000000 PA USD 3625834.62000000 0.044275443996 Long DBT USGA US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AE2 5015000.00000000 PA USD 5041966.66000000 0.061567979756 Long DBT NUSS US N 2 2033-05-19 Fixed 4.75000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAP9 1739000.00000000 PA USD 1838197.22000000 0.022446417610 Long DBT CORP US N 2 2032-07-15 Fixed 6.37900000 N N N N N N Government National Mortgage Association N/A 38380LCX9 324501.09000000 PA USD 324539.74000000 0.003962988549 Long DBT USGA US N 2 2068-05-20 Floating 5.74639920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQK70 4368889.22800000 PA USD 4506020.53000000 0.055023485770 Long DBT USGA US N 2 2053-01-01 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SR0 2289000.00000000 PA USD 1481591.00000000 0.018091861935 Long DBT UST US N 1 2040-05-15 Fixed 1.12500000 N N N N N N RCKT MORTGAGE TRUST N/A 74938WAB7 1429755.15000000 PA USD 1185132.62000000 0.014471777795 Long ABS-MBS US Y 2 2052-02-25 Floating 2.49999840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AVTN9 820889.74000000 PA USD 810517.88000000 0.009897318208 Long DBT USGA US N 2 2047-03-25 Floating 5.86332000 N N N N N N WHITEBOX CLO LTD N/A 96466CAL2 1810000.00000000 PA USD 1810673.32000000 0.022110320402 Long ABS-CBDO CORP KY Y 2 2034-10-24 Floating 6.76496880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138M1ZM3 864655.69000000 PA USD 792829.04000000 0.009681317941 Long DBT USGA US N 2 2042-08-01 Fixed 3.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RBK7 1082000.00000000 PA USD 934365.40000000 0.011409633167 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 162556.03000000 PA USD 145469.51000000 0.001776343330 Long ABS-MBS US N 2 2034-12-25 Floating 3.90157560 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J3CJ8 464101.13000000 PA USD 450654.83000000 0.005502993042 Long DBT USGA US N 2 2033-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385JET1 3169.33000000 PA USD 3288.75000000 0.000040159268 Long DBT USGA US N 2 2026-09-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association N/A 36200FLZ9 9569.20000000 PA USD 9865.52000000 0.000120468891 Long DBT USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 802919AC4 1722000.00000000 PA USD 1723920.37000000 0.021050971099 Long ABS-MBS US N 2 2029-01-16 Fixed 4.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AP3N0 547852.48000000 PA USD 478581.30000000 0.005844006074 Long DBT USGA US N 2 2045-09-25 Fixed 3.50000000 N N N N N N CATERPILLAR INC. WRJR7GS4GTRECRRTVX92 149123CD1 50000.00000000 PA USD 45352.25000000 0.000553801045 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 881672.90000000 0.010766199564 Long DBT CORP US N 2 2026-02-15 Fixed 1.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBH3 1685000.00000000 PA USD 1598643.75000000 0.019521205250 Long SN UST US N 2 2026-01-31 Fixed 0.37500000 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63942WAA6 1659995.00000000 PA USD 1490304.34000000 0.018198261437 Long ABS-MBS US Y 2 2070-08-25 Fixed 1.77000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BM5 1070000.00000000 PA USD 973552.35000000 0.011888149093 Long DBT CORP US N 2 2038-04-01 Fixed 5.37500000 N N N N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 008513AD5 702000.00000000 PA USD 689247.88000000 0.008416477613 Long DBT CORP US N 2 2032-10-01 Fixed 4.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DQZ8 3488238.06000000 PA USD 3040139.45000000 0.037123459304 Long DBT USGA US N 2 2040-07-01 Fixed 2.00000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34533BAA8 1825000.00000000 PA USD 1852386.32000000 0.022619682187 Long ABS-MBS US Y 2 2036-08-15 Fixed 4.87000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKPM4 314324.10000000 PA USD 285894.14000000 0.003491083105 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBK9 1497000.00000000 PA USD 1497349.09000000 0.018284285612 Long DBT CORP US N 2 2053-01-15 Fixed 5.35000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CJ2 410000.00000000 PA USD 336387.17000000 0.004107658750 Long DBT CORP US N 2 2046-04-15 Fixed 4.40000000 N N N N N N Government National Mortgage Association 2 N/A 3622AC4M9 2666404.80000000 PA USD 2742853.91000000 0.033493274627 Long DBT USGA US N 2 2054-01-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KTYK0 891331.35000000 PA USD 769286.12000000 0.009393832894 Long DBT USGA US N 2 2041-12-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BJVY8 2056086.73000000 PA USD 1685973.23000000 0.020587594622 Long DBT USGA US N 2 2051-11-25 Fixed 1.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDH1 380000.00000000 PA USD 322989.96000000 0.003944064024 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411AW5 110000.00000000 PA USD 97287.77000000 0.001187991087 Long DBT CORP US N 2 2040-09-01 Fixed 5.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSGS5 2960914.70000000 PA USD 2997650.95000000 0.036604627807 Long DBT USGA US N 2 2053-09-01 Fixed 5.50000000 N N N N N N WF CARD ISSUANCE TRUST N/A 92970QAA3 4274000.00000000 PA USD 4342327.58000000 0.053024614117 Long ABS-MBS US Y 2 2029-02-15 Fixed 4.94000000 N N N N N N CIFC FUNDING LTD N/A 12563EAN3 2250000.00000000 PA USD 2249001.00000000 0.027462785333 Long ABS-CBDO CORP KY Y 2 2037-07-25 Floating 6.76249920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNM76 4289370.19000000 PA USD 4049745.12000000 0.049451859240 Long DBT USGA US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H6V28 1679991.39000000 PA USD 1544476.23000000 0.018859760025 Long DBT USGA US N 2 2050-08-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ATDK5 666441.06000000 PA USD 624587.10000000 0.007626898097 Long DBT USGA US N 2 2042-07-15 Fixed 3.37500000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64829NAA2 1470731.06000000 PA USD 1414713.56000000 0.017275214553 Long ABS-MBS US N 2 2057-05-25 Floating 3.99999960 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QBF4 1364000.00000000 PA USD 1092630.15000000 0.013342220505 Long DBT NUSS MX N 2 2046-01-23 Fixed 4.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3G50 66670.27000000 PA USD 55239.20000000 0.000674531621 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWS4 2637302.17000000 PA USD 2353604.52000000 0.028740109805 Long DBT USGA US N 2 2042-05-01 Fixed 2.50000000 N N N N N N UBS Group AG BFM8T61CT2L1QCEMIK50 N/A 147694000.00000000 NC USD -6948725.42000000 -0.08485160946 N/A DIR US N 2 UBS Group AG BFM8T61CT2L1QCEMIK50 Y 2031-04-30 0.00000000 USD -2243521.48000000 USD -147694000.00000000 USD -4705203.94000000 N N N United States of America 254900HROIFWPRGM1V77 91282CLF6 15570000.00000000 PA USD 15514045.31000000 0.189443622300 Long SN UST US N 2 2034-08-15 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC76 10376573.33000000 PA USD 8911587.85000000 0.108820326937 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 313921MN5 6960.73000000 PA USD 7258.99000000 0.000088640282 Long DBT USGA US N 2 2031-10-25 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395DS42 17441.82000000 PA USD 523.80000000 0.000006396176 Long DBT USGA US N 2 2036-03-25 Floating 1.18667880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QL3N4 1332383.41000000 PA USD 1268154.74000000 0.015485569545 Long DBT USGA US N 2 2051-09-01 Fixed 4.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCY3 1869000.00000000 PA USD 1843895.48000000 0.022515999656 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXFZ0 630287.92000000 PA USD 599841.33000000 0.007324724924 Long DBT USGA US N 2 2057-01-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AMB1 195491.88000000 PA USD 189809.34000000 0.002317781609 Long DBT USGA US N 2 2042-11-01 Fixed 4.00000000 N N N N N N N/A N/A 783965593 47371892.15000000 NS USD 47371892.15000000 0.578463106482 Long STIV RF US N 1 N N N INTUIT INC. VI90HBPH7XSFMB9E4M29 46124HAE6 1857000.00000000 PA USD 1892588.79000000 0.023110598734 Long DBT CORP US N 2 2026-09-15 Fixed 5.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHN4 60000.00000000 PA USD 60158.44000000 0.000734600973 Long SN UST US N 2 2025-07-31 Fixed 4.75000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACMM9 2961851.84000000 PA USD 2731542.42000000 0.033355148845 Long DBT USGA US N 2 2038-06-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFMF5 71844.23000000 PA USD 65174.12000000 0.000795847963 Long DBT USGA US N 2 2051-12-01 Fixed 3.00000000 N N N N N N RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. N/A 74923PAC7 2099304.54000000 PA USD 2077660.92000000 0.025370533779 Long ABS-MBS US N 2 2037-02-25 Floating 5.89242960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EDX5 81246.12000000 PA USD 74819.63000000 0.000913630290 Long DBT USGA US N 2 2042-04-01 Fixed 3.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAT7 1700000.00000000 PA USD 1839389.78000000 0.022460980085 Long DBT CORP US N 2 2030-12-01 Fixed 6.40000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BX6 4012000.00000000 PA USD 3913993.74000000 0.047794185007 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 660000.00000000 PA USD 655163.80000000 0.008000273364 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 249678.18000000 0.003048846247 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 1099970.87000000 0.013431858801 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 1809070.66000000 0.022090750154 Long DBT NUSS ZA N 2 2024-09-11 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVK2 1800289.24000000 PA USD 1556320.38000000 0.019004390173 Long DBT USGA US N 2 2041-07-01 Fixed 2.00000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBG7 720000.00000000 PA USD 719931.13000000 0.008791153973 Long DBT CORP US N 2 2026-03-15 Fixed 6.41200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYT90 3676046.21000000 PA USD 3199838.06000000 0.039073555655 Long DBT USGA US N 2 2040-08-01 Fixed 2.00000000 N N N N N N OCEANVIEW MORTGAGE TRUST N/A 67647WAE7 6901299.03000000 PA USD 6117412.22000000 0.074700357444 Long ABS-MBS US Y 2 2051-07-25 Floating 2.49999840 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397E25 1530000.00000000 PA USD 1572474.99000000 0.019201655798 Long DBT CORP US N 2 2031-03-05 Fixed 6.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J56E4 4400076.10000000 PA USD 4366043.58000000 0.053314212662 Long DBT USGA US N 2 2047-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DS5M0 768560.34000000 PA USD 741452.55000000 0.009053954273 Long DBT USGA US N 2 2050-07-01 Fixed 4.00000000 N N N N N N BA CREDIT CARD TRUST N/A 05522RDH8 5711000.00000000 PA USD 5796884.87000000 0.070786364606 Long ABS-MBS US N 2 2028-11-15 Fixed 4.98000000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417EAJ8 50000.00000000 PA USD 46801.08000000 0.000571492859 Long DBT CORP US N 2 2043-08-01 Fixed 4.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHHT7 2641949.87000000 PA USD 2166982.18000000 0.026461244983 Long DBT USGA US N 2 2051-08-01 Fixed 2.00000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFX7 1917000.00000000 PA USD 1970698.06000000 0.024064399161 Long DBT CORP US N 2 2029-05-17 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJE90 178727.50000000 PA USD 148838.94000000 0.001817487790 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N SOUTHERN COPPER CORPORATION 2549007U6NAP46Q9TU15 84265VAG0 4700000.00000000 PA USD 4536827.75000000 0.055399675941 Long DBT CORP MX N 2 2042-11-08 Fixed 5.25000000 N N N N N N Government National Mortgage Association N/A 38374KF73 191.02000000 PA USD 196.84000000 0.000002403633 Long DBT USGA US N 2 2034-05-18 Floating 4.71669120 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713AZ9 480000.00000000 PA USD 487362.12000000 0.005951229581 Long DBT CORP GB N 2 2043-09-15 Fixed 6.15000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DB3 940000.00000000 PA USD 965872.97000000 0.011794375384 Long DBT CORP US N 2 2032-08-19 Fixed 6.10000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AK6 790000.00000000 PA USD 666617.96000000 0.008140141304 Long DBT NUSS MX N 2 2033-07-26 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLDL9 1310735.60000000 PA USD 1181072.97000000 0.014422204986 Long DBT USGA US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133USHW4 2388870.89000000 PA USD 2146686.97000000 0.026213418061 Long DBT USGA US N 2 2046-06-01 Fixed 2.50000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457BM1 1284000.00000000 PA USD 1559335.97000000 0.019041213857 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N STACK INFRASTRUCTURE ISSUER, LLC N/A 85236KAD4 3772000.00000000 PA USD 3637440.69000000 0.044417166925 Long ABS-MBS US N 2 2045-08-25 Fixed 1.89300000 N N N N N N Government National Mortgage Association 2 N/A 3622ABUU4 902507.30000000 PA USD 795608.41000000 0.009715257117 Long DBT USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYG3 6485000.00000000 PA USD 6089001.26000000 0.074353428254 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609KAA7 3618087.93000000 PA USD 3572861.83000000 0.043628587742 Long ABS-MBS US Y 2 2038-10-15 Floating 6.13998000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 2550000.00000000 PA USD 2412094.24000000 0.029454333864 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DK8 2450000.00000000 PA USD 2580746.50000000 0.031513764168 Long DBT CORP US N 2 2031-05-01 Fixed 6.38800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KSGT5 49448.50000000 PA USD 47772.00000000 0.000583348865 Long DBT USGA US N 2 2034-02-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YR4S4 108469.65000000 PA USD 104376.72000000 0.001274554993 Long DBT USGA US N 2 2045-07-01 Fixed 4.00000000 N N N N N N CHASE AUTO CREDIT LINKED NOTES N/A 46591HCD0 404756.45000000 PA USD 397848.43000000 0.004858168594 Long ABS-MBS US Y 2 2029-02-26 Fixed 0.76000000 N N N N N N Government National Mortgage Association N/A 38384PYX2 3490429.93000000 PA USD 3489712.65000000 0.042613244450 Long DBT USGA US N 2 2054-06-20 Floating 6.48002160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BN2C9 903546.44000000 PA USD 846801.37000000 0.010340379681 Long DBT USGA US N 2 2052-09-25 Fixed 3.25000000 N N N N N N Government National Mortgage Association 2 N/A 36179TCX1 725995.10000000 PA USD 683370.97000000 0.008344714053 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 220501.89000000 PA USD 225718.14000000 0.002756267704 Long DBT USGA US N 2 2047-03-20 Fixed 5.00000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AA1 1030000.00000000 PA USD 1034117.39000000 0.012627715101 Long DBT CORP US N 2 2034-01-25 Fixed 5.87500000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGW8 1363000.00000000 PA USD 1398221.75000000 0.017073831344 Long DBT CORP US N 2 2054-02-23 Fixed 5.50000000 N N N N N N MEGlobal B.V. 549300WBVLU2FILR7W19 29441WAD7 2450000.00000000 PA USD 2262511.30000000 0.027627761012 Long DBT NUSS KW N 2 2028-04-28 Fixed 2.62500000 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST N/A 14043GAD6 2556461.26000000 PA USD 2531477.73000000 0.030912138089 Long ABS-MBS US N 2 2027-05-17 Fixed 3.66000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFCD1 308507.19000000 PA USD 303687.65000000 0.003708361508 Long DBT USGA US N 2 2051-09-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XK5J5 257884.81000000 PA USD 250795.57000000 0.003062490813 Long DBT USGA US N 2 2044-12-01 Fixed 4.00000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638DW9 2060000.00000000 PA USD 1381306.22000000 0.016867274047 Long DBT NUSS PE N 2 2072-01-15 Fixed 3.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ARD54 3104216.22000000 PA USD 3064900.08000000 0.037425813934 Long DBT USGA US N 2 2046-04-25 Floating 5.86332000 N N N N N N Government National Mortgage Association 2 N/A 36202EWE5 322569.96000000 PA USD 346203.92000000 0.004227532107 Long DBT USGA US N 2 2038-09-20 Fixed 6.00000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46514BRL3 2084000.00000000 PA USD 2082437.00000000 0.025428854989 Long DBT NUSS US N 2 2034-03-12 Fixed 5.50000000 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19685WAA9 1404265.10000000 PA USD 1160827.04000000 0.014174979828 Long ABS-MBS US Y 2 2066-08-25 Floating 0.92400120 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BS6 1034000.00000000 PA USD 1054929.64000000 0.012881855652 Long DBT CORP AU N 2 2029-04-04 Fixed 5.37100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D4V1 819812.02000000 PA USD 780343.39000000 0.009528854369 Long DBT USGA US N 2 2051-09-01 Fixed 4.00000000 N N N N N N BERRY GLOBAL, INC. 549300AP2Q7ERHX6RI89 08576PAF8 1785000.00000000 PA USD 1662882.40000000 0.020305630093 Long DBT CORP US N 2 2027-01-15 Fixed 1.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBT7 6704000.00000000 PA USD 6366705.00000000 0.077744497532 Long SN UST US N 2 2026-03-31 Fixed 0.75000000 N N N N N N ALIGNED DATA CENTERS N/A 01627AAA6 3630000.00000000 PA USD 3409991.87000000 0.041639765706 Long ABS-MBS US Y 2 2046-08-15 Fixed 1.93700000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 1030000.00000000 PA USD 1011922.17000000 0.012356686959 Long DBT NUSS GB N 2 2028-03-13 Fixed 4.04100000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PEG7 4713000.00000000 PA USD 4906937.88000000 0.059919129267 Long DBT CORP US N 2 2030-04-22 Fixed 5.58100000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05581KAG6 2212000.00000000 PA USD 2348029.90000000 0.028672037540 Long DBT NUSS FR N 2 2034-12-05 Fixed 5.89400000 N N N N N N CSMC TRUST N/A 12653TAB7 2488729.10000000 PA USD 2264669.81000000 0.027654118803 Long ABS-MBS US N 2 2048-02-25 Floating 3.49999920 N N N N N N COMM MORTGAGE TRUST N/A 20049AAB4 1950000.00000000 PA USD 1904709.89000000 0.023258610748 Long ABS-MBS US N 2 2037-02-10 Fixed 2.89600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H4SK7 8752315.18000000 PA USD 181824.97000000 0.002220283636 Long DBT USGA US N 2 2031-12-25 Floating 0.49381560 N N N N N N BOCA COMMERCIAL MORTGAGE TRUST N/A 096817AA9 3190000.00000000 PA USD 3185873.74000000 0.038903035890 Long ABS-MBS US Y 2 2041-08-15 Floating 7.24068000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411APV1 71993.97000000 PA USD 75365.49000000 0.000920295843 Long DBT USGA US N 2 2036-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179SB71 731956.42000000 PA USD 671899.70000000 0.008204637181 Long DBT USGA US N 2 2046-05-20 Fixed 3.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AP3 660000.00000000 PA USD 660038.81000000 0.008059802619 Long DBT NUSS CH N 2 2028-05-12 Fixed 4.75100000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3B7 4188000.00000000 PA USD 4167603.94000000 0.050891045561 Long DBT CORP US N 2 2033-07-25 Fixed 4.89700000 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CB51 192037.02000000 PA USD 178764.96000000 0.002182917536 Long ABS-MBS US N 2 2039-04-01 Fixed 2.98000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FLUD4 116367.94000000 PA USD 104613.59000000 0.001277447437 Long DBT USGA US N 2 2049-04-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179XXZ4 86196.76000000 PA USD 78185.43000000 0.000954730424 Long DBT USGA US N 2 2053-04-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AD7G8 517364.32000000 PA USD 435915.34000000 0.005323007595 Long DBT USGA US N 2 2043-05-25 Fixed 1.75000000 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST N/A 36256BAC4 2215501.68000000 PA USD 2158389.37000000 0.026356317286 Long ABS-MBS US N 2 2057-10-25 Fixed 3.75000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MEY6 790000.00000000 PA USD 780910.91000000 0.009535784415 Long DBT CORP US N 2 2026-01-30 Fixed 3.70000000 N N N N N N Government National Mortgage Association N/A 36201AVJ4 2085.42000000 PA USD 2128.27000000 0.000025988526 Long DBT USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CA0 548000.00000000 PA USD 358877.11000000 0.004382285749 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQHZ2 1893862.99000000 PA USD 1910592.77000000 0.023330447208 Long DBT USGA US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBX2 1122000.00000000 PA USD 1184865.07000000 0.014468510714 Long DBT NUSS CA N 2 2028-11-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 21H022697 34300000.00000000 PA USD 29986401.47000000 0.366167069950 Long DBT USGA US N 2 2054-09-15 Fixed 2.50000000 N N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304BC0 1205000.00000000 PA USD 785781.52000000 0.009595259940 Long DBT CORP US N 2 2051-09-15 Fixed 2.85000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYC2 120000.00000000 PA USD 92812.49000000 0.001133342977 Long DBT CORP US N 2 2042-04-22 Fixed 3.21000000 N N N N N N Government National Mortgage Association N/A 38380JGF9 5335968.02000000 PA USD 217840.89000000 0.002660077785 Long DBT USGA US N 2 2059-09-16 Floating 0.65367000 N N N N N N Government National Mortgage Association N/A 38383RU96 11115889.77000000 PA USD 9430684.20000000 0.115159066505 Long DBT USGA US N 2 2052-01-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288EEH6 29394.19000000 PA USD 30786.89000000 0.000375941918 Long DBT USGA US N 2 2033-01-01 Fixed 6.00000000 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VAX9 683000.00000000 PA USD 495063.64000000 0.006045273644 Long DBT CORP US N 2 2041-04-01 Fixed 2.90000000 N N N N N N KEURIG DR PEPPER INC. DYTQ8KRTKO7Y2BVU5K74 49271VAH3 91000.00000000 PA USD 90713.39000000 0.001107710648 Long DBT CORP US N 2 2025-05-25 Fixed 4.41700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ELV0 13612046.16000000 PA USD 12916521.24000000 0.157724985478 Long DBT USGA US N 2 2052-12-01 Fixed 4.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 2875000.00000000 PA USD 2548333.79000000 0.031117969192 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QAV0 4618000.00000000 PA USD 4611463.36000000 0.056311059144 Long DBT NUSS MX N 2 2040-01-11 Fixed 6.05000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAH5 3380000.00000000 PA USD 3349460.79000000 0.040900614387 Long DBT CORP US N 2 2026-07-28 Fixed 4.26000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LPCJ9 354608.32000000 PA USD 290101.52000000 0.003542459860 Long DBT USGA US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H5CE5 1137053.83000000 PA USD 1017369.93000000 0.012423210123 Long DBT USGA US N 2 2049-05-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRSH7 870793.77000000 PA USD 889067.17000000 0.010856491765 Long DBT USGA US N 2 2053-03-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMAF1 3028953.90000000 PA USD 2631455.44000000 0.032132976313 Long DBT USGA US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACGT1 1578406.08000000 PA USD 1457663.82000000 0.017799684649 Long DBT USGA US N 2 2037-12-20 Fixed 2.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFR0 1640000.00000000 PA USD 1377377.88000000 0.016819304678 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N SMALL BUSINESS INVESTMENT COMPANIES N/A 831641FU4 872277.09000000 PA USD 861023.84000000 0.010514051743 Long ABS-MBS US N 2 2032-09-10 Fixed 4.26200000 N N N N N N United States of America N/A N/A 1110.00000000 NC USD 136668750.00000000 1.668876333538 N/A DIR US N 1 US LONG BOND(CBT) DEC24 N/A Long U.S. Treasury Futures US Long Bond (CBT) Dec 2024 2024-12-22 138453362.43000000 USD -1784612.43000000 N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWQ3 2160000.00000000 PA USD 2155610.71000000 0.026322386780 Long DBT CORP US N 2 2025-09-29 Fixed 3.27200000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 88059FAV3 1000000.00000000 PA USD 948573.20000000 0.011583126092 Long DBT USGA US N 2 2025-11-01 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TN8 3785000.00000000 PA USD 3395115.44000000 0.041458108071 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAB9 3845000.00000000 PA USD 3570206.73000000 0.043596166040 Long DBT CORP US N 2 2029-09-23 Fixed 3.00000000 N N N N N N VERIZON MASTER TRUST N/A 92348KCL5 3495000.00000000 PA USD 3508545.22000000 0.042843210922 Long ABS-MBS US N 2 2028-12-20 Fixed 5.00000000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XBA6 759000.00000000 PA USD 759308.68000000 0.009271997335 Long DBT CORP US N 2 2054-04-18 Fixed 5.75000000 N N N N N N Government National Mortgage Association 2 N/A 36179T7K5 384691.46000000 PA USD 371758.13000000 0.004539577225 Long DBT USGA US N 2 2048-08-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJFK9 1060647.19000000 PA USD 966214.22000000 0.011798542423 Long DBT USGA US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6R34 5185.06000000 PA USD 5366.67000000 0.000065532966 Long DBT USGA US N 2 2038-09-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEE7 4182000.00000000 PA USD 3940391.47000000 0.048116530436 Long SN UST US N 2 2029-03-31 Fixed 2.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31391L5L5 197.10000000 PA USD 203.42000000 0.000002483982 Long DBT USGA US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179VKK5 616070.97000000 PA USD 540390.89000000 0.006598769412 Long DBT USGA US N 2 2050-04-20 Fixed 2.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HLL2 170000.00000000 PA USD 166235.83000000 0.002029923025 Long DBT CORP US N 2 2045-06-01 Fixed 4.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKK24 3264219.56000000 PA USD 2846565.70000000 0.034759710091 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BF8 860000.00000000 PA USD 847034.57000000 0.010343227311 Long DBT CORP US N 2 2027-03-15 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MZ39 1211675.61000000 PA USD 1251104.49000000 0.015277367168 Long DBT USGA US N 2 2040-02-01 Fixed 5.00000000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST N/A 02582JJT8 1580000.00000000 PA USD 1562400.85000000 0.019078639426 Long ABS-MBS US N 2 2027-05-15 Fixed 3.39000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAW0 1739000.00000000 PA USD 1755887.15000000 0.021441320777 Long DBT CORP US N 2 2054-05-15 Fixed 5.95000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 208251AE8 995000.00000000 PA USD 1104558.16000000 0.013487874676 Long DBT CORP US N 2 2029-04-15 Fixed 6.95000000 N N N N N N CONSUMERS SECURITIZATION FUNDING LLC N/A 21071BAA3 2085000.00000000 PA USD 2101664.28000000 0.025663641307 Long DBT CORP US N 2 2028-03-01 Fixed 5.55000000 N N N N N N Government National Mortgage Association N/A 36230LNR6 245992.43000000 PA USD 224274.34000000 0.002738637312 Long DBT USGA US N 2 2046-04-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGGA1 1322468.02000000 PA USD 1223622.28000000 0.014941779040 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ARF86 1249400.97000000 PA USD 1232945.11000000 0.015055621088 Long DBT USGA US N 2 2046-04-25 Floating 5.86332000 N N N N N N Government National Mortgage Association N/A 36202XK97 1894.88000000 PA USD 1978.01000000 0.000024153686 Long DBT USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 36201JGF0 16735.33000000 PA USD 17006.07000000 0.000207662891 Long DBT USGA US N 2 2032-05-15 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPEH7 705745.96000000 PA USD 653535.53000000 0.007980390390 Long DBT USGA US N 2 2052-06-01 Fixed 3.50000000 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST N/A 553514AC4 128473.35000000 PA USD 116899.19000000 0.001427468178 Long ABS-MBS US N 2 2030-10-15 Fixed 3.27700000 N N N N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05964HAZ8 2800000.00000000 PA USD 3184646.58000000 0.038888050911 Long DBT NUSS ES N 2 2033-11-07 Fixed 6.93800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AATF2 127460.62000000 PA USD 18694.01000000 0.000228274502 Long DBT USGA US N 2 2042-12-25 Floating 0.68667840 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967EW7 263000.00000000 PA USD 342258.17000000 0.004179350143 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 1762202.09000000 PA USD 1701916.28000000 0.020782276865 Long ABS-MBS US N 2 2036-04-16 Floating 5.79681000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSTL5 3915546.44000000 PA USD 3814118.40000000 0.046574596834 Long DBT USGA US N 2 2053-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AUTF6 709000.00000000 PA USD 622598.21000000 0.007602611555 Long DBT USGA US N 2 2042-10-15 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BLXJ4 1969704.29000000 PA USD 1835260.94000000 0.022410562389 Long DBT USGA US N 2 2048-09-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ATDS8 607807.70000000 PA USD 600430.80000000 0.007331923003 Long DBT USGA US N 2 2042-08-15 Floating 5.86801080 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AQ2 85000.00000000 PA USD 78742.33000000 0.000961530788 Long DBT CORP US N 2 2031-01-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36207KHU7 1965.41000000 PA USD 2012.23000000 0.000024571550 Long DBT USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAK3 2595000.00000000 PA USD 2673499.27000000 0.032646377898 Long DBT NUSS GB N 2 2031-03-26 Fixed 5.25000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8V7 1765000.00000000 PA USD 1800032.87000000 0.021980388759 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N N Government National Mortgage Association N/A 36202XEE3 8892.68000000 PA USD 9213.52000000 0.000112507251 Long DBT USGA US N 2 2033-08-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F8UQ4 1505674.75000000 PA USD 201112.52000000 0.002455805917 Long DBT USGA US N 2 2051-01-25 Fixed 2.00000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFF6 250000.00000000 PA USD 246096.46000000 0.003005109491 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GMB2 3467000.00000000 PA USD 3474515.45000000 0.042427669858 Long DBT CORP US N 2 2035-08-15 Fixed 5.42500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XEAS3 675041.05000000 PA USD 668607.90000000 0.008164440669 Long DBT USGA US N 2 2038-06-01 Fixed 4.00000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JBB3 4882000.00000000 PA USD 4224609.16000000 0.051587142236 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 466247K51 41839.85000000 PA USD 42269.30000000 0.000516154822 Long ABS-MBS US N 2 2034-08-25 Floating 7.32861360 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKB6 18395000.00000000 PA USD 18527214.06000000 0.226237739579 Long SN UST US N 2 2026-02-28 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJYH0 331638.11000000 PA USD 339546.61000000 0.004146239001 Long DBT USGA US N 2 2053-01-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XJVC8 14198.21000000 PA USD 13897.94000000 0.000169709192 Long DBT USGA US N 2 2044-06-01 Fixed 4.50000000 N N N N N N ROCHE HOLDINGS, INC. PVJRP0EQNV6OGDPZGY95 771196BY7 2080000.00000000 PA USD 1350052.62000000 0.016485633084 Long DBT CORP US N 2 2051-12-13 Fixed 2.60700000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDV3 100000.00000000 PA USD 104497.72000000 0.001276032537 Long DBT CORP US N 2 2047-03-16 Fixed 5.50000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08163RBQ8 970000.00000000 PA USD 924250.14000000 0.011286114674 Long ABS-MBS US N 2 2055-05-15 Floating 4.59190440 N N N N N N United States of America N/A N/A -169.00000000 NC USD -19192062.50000000 -0.23435627309 N/A DIR US N 1 US 10YR NOTE (CBT)DEC24 N/A Short U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Dec 2024 2024-12-22 -19311255.01000000 USD 119192.51000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F060691 81600000.00000000 PA USD 83097862.66000000 1.014716651472 Long DBT USGA US N 2 2054-09-15 Fixed 6.00000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJC5 130000.00000000 PA USD 122979.24000000 0.001501712301 Long DBT CORP US N 2 2028-01-27 Fixed 2.21500000 N N N N N N Government National Mortgage Association N/A 36208ECC5 43.88000000 PA USD 44.41000000 0.000000542295 Long DBT USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622AC4V9 773751.04000000 PA USD 795750.02000000 0.009716986332 Long DBT USGA US N 2 2054-01-20 Fixed 6.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAR0 1642000.00000000 PA USD 1614288.75000000 0.019712247974 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411BP31 171528.03000000 PA USD 180112.41000000 0.002199371388 Long DBT USGA US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 38382LB42 686120.62000000 PA USD 123111.86000000 0.001503331738 Long DBT USGA US N 2 2050-12-20 Fixed 3.00000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78445CAE2 1155000.00000000 PA USD 1181981.61000000 0.014433300484 Long ABS-MBS US N 2 2083-07-26 Floating 7.47074880 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03465JAA8 1048667.17000000 PA USD 871052.94000000 0.010636518127 Long ABS-MBS US Y 2 2066-09-25 Floating 1.45800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFA68 554069.12000000 PA USD 479958.42000000 0.005860822230 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128282A7 7323000.00000000 PA USD 6989460.20000000 0.085349026108 Long SN UST US N 1 2026-08-15 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6L74 1126141.19000000 PA USD 1092917.92000000 0.013345734494 Long DBT USGA US N 2 2044-04-01 Fixed 4.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEF5 630000.00000000 PA USD 454202.80000000 0.005546317673 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N FREMONT HOME LOAN OWNER TRUST N/A 35729PNC0 4914589.80000000 PA USD 4688837.13000000 0.057255878304 Long ABS-MBS US N 2 2036-01-25 Floating 6.05243160 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QBB3 3480000.00000000 PA USD 2894244.63000000 0.035341922469 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 293791AP4 390000.00000000 PA USD 438290.07000000 0.005352005670 Long DBT CORP US N 2 2034-10-15 Fixed 6.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TT5 4370000.00000000 PA USD 4291305.87000000 0.052401582705 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80287FAC6 553157.68000000 PA USD 553531.45000000 0.006759230158 Long ABS-MBS US N 2 2027-04-15 Fixed 5.75000000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KPU7 2359393.48000000 PA USD 2359388.05000000 0.028810733092 Long DBT USGA US Y 2 2042-01-25 Floating 6.34884120 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 860000.00000000 PA USD 746917.05000000 0.009120681852 Long DBT NUSS GB N 2 2032-05-24 Fixed 2.80400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDEF1 2346860.91000000 PA USD 323341.34000000 0.003948354762 Long DBT USGA US N 2 2051-01-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DSU7 79471.75000000 PA USD 73837.35000000 0.000901635567 Long DBT USGA US N 2 2040-09-01 Fixed 3.00000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 330000.00000000 PA USD 260760.73000000 0.003184176419 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BF2 3380000.00000000 PA USD 3104914.20000000 0.037914430519 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XBA6 1110000.00000000 PA USD 1110451.43000000 0.013559838010 Long DBT CORP US N 2 2054-04-18 Fixed 5.75000000 N N N N N N KEURIG DR PEPPER INC. DYTQ8KRTKO7Y2BVU5K74 49271VAV2 2550000.00000000 PA USD 2628359.43000000 0.032095170613 Long DBT CORP US N 2 2034-03-15 Fixed 5.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SF6 7120000.00000000 PA USD 5664015.61000000 0.069163884240 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N MVW OWNER TRUST N/A 55389TAB7 264681.41000000 PA USD 249801.15000000 0.003050347847 Long ABS-MBS US Y 2 2041-01-22 Fixed 1.44000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWP0 589315.69000000 PA USD 523591.77000000 0.006393633609 Long DBT USGA US N 2 2042-04-01 Fixed 2.50000000 N N N N N N United States of America N/A N/A 608.00000000 NC USD 126188500.00000000 1.540900909788 N/A DIR US N 1 US 2YR NOTE (CBT) DEC24 N/A Long U.S. Treasury Futures US 2-YEAR NOTE (Globex) Dec 2024 2025-01-03 126346216.07000000 USD -157716.07000000 N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BL7 350000.00000000 PA USD 291879.20000000 0.003564167295 Long DBT CORP US N 2 2047-05-01 Fixed 5.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLC3 18737000.00000000 PA USD 18958038.14000000 0.231498577269 Long SN UST US N 2 2029-07-31 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AXN3 253122.76000000 PA USD 245915.92000000 0.003002904899 Long DBT USGA US N 2 2033-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38382XZT5 857454.54000000 PA USD 125849.80000000 0.001536765008 Long DBT USGA US N 2 2051-07-20 Fixed 3.00000000 N N N N N N CONTINENTAL RESOURCES, INC. XXRTID9RYWOZ0UPIVR53 212015AQ4 940000.00000000 PA USD 799255.65000000 0.009759793945 Long DBT CORP US N 2 2044-06-01 Fixed 4.90000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GB29 3119000.00000000 PA USD 3165595.74000000 0.038655419121 Long DBT CORP US N 2 2030-07-23 Fixed 5.04900000 N N N N N N Government National Mortgage Association N/A 38382NFF9 1092990.15000000 PA USD 1087127.68000000 0.013275029271 Long DBT USGA US N 2 2051-02-20 Fixed 5.00000000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A 17316AAA8 15681.30000000 PA USD 15656.10000000 0.000191178266 Long ABS-MBS US N 2 2033-09-25 Floating 6.11235000 N N N N N N Government National Mortgage Association 2 N/A 36179UCC4 539508.78000000 PA USD 535066.89000000 0.006533757494 Long DBT USGA US N 2 2048-09-20 Fixed 4.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TG6 2395000.00000000 PA USD 2368797.24000000 0.028925629690 Long DBT CORP US N 2 2027-01-15 Floating 6.06297960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ECBZ1 457498.29000000 PA USD 438570.30000000 0.005355427588 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 1354730.84000000 PA USD 1276964.79000000 0.015593149983 Long DBT USGA US N 2 2046-12-20 Fixed 3.50000000 N N N N N N Citadel Securities 549300MC2A363XVJEN86 N/A 13117000.00000000 NC USD -332407.43000000 -0.00405906173 N/A DIR US N 2 Citadel Securities 549300MC2A363XVJEN86 Y 2053-12-20 0.00000000 USD 0.00000000 USD -13117000.00000000 USD -332407.43000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9LZ6 166347.19000000 PA USD 144849.46000000 0.001768771834 Long DBT USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 20754EAB1 2130000.00000000 PA USD 2219203.97000000 0.027098930697 Long ABS-MBS US Y 2 2043-07-25 Floating 8.04884040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVB2 3394170.58000000 PA USD 2828000.56000000 0.034533009234 Long DBT USGA US N 2 2041-05-01 Fixed 1.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AC2 1695000.00000000 PA USD 1666626.58000000 0.020351350665 Long DBT NUSS CH N 2 2028-01-09 Fixed 4.28200000 N N N N N N Government National Mortgage Association N/A 36213H7K9 6165.84000000 PA USD 6345.02000000 0.000077479699 Long DBT USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H6RC1 1567986.49000000 PA USD 1465827.94000000 0.017899377568 Long DBT USGA US N 2 2049-05-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNGD9 4574722.95000000 PA USD 3787440.90000000 0.046248835104 Long DBT USGA US N 2 2052-03-01 Fixed 2.00000000 N N N N N N BUNKER HILL LOAN DEPOSITARY TRUST N/A 12062BAA3 187898.87000000 PA USD 184550.51000000 0.002253565489 Long ABS-MBS US N 2 2059-11-25 Floating 2.72400120 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0VW9 4527472.16000000 PA USD 4629623.07000000 0.056532809253 Long DBT USGA US N 2 2053-11-01 Fixed 6.00000000 N N N N N N OHA CREDIT PARTNERS LTD N/A 67115LAA2 350000.00000000 PA USD 350812.35000000 0.004283806125 Long ABS-CBDO CORP KY Y 2 2034-10-18 Floating 6.69084840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMHA6 967456.82000000 PA USD 880339.93000000 0.010749922529 Long DBT USGA US N 2 2047-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYTV1 3431769.23000000 PA USD 2990760.56000000 0.036520488537 Long DBT USGA US N 2 2040-06-01 Fixed 2.00000000 N N N N N N SBNA AUTO RECEIVABLES TRUST N/A 78437PAD5 433000.00000000 PA USD 438630.60000000 0.005356163918 Long ABS-MBS US Y 2 2029-04-16 Fixed 5.21000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCQ5 110000.00000000 PA USD 105585.74000000 0.001289318462 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSHS3 1274378.78000000 PA USD 1310621.81000000 0.016004139358 Long DBT USGA US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FVQ54 500411.51000000 PA USD 72935.78000000 0.000890626402 Long DBT USGA US N 2 2050-09-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ANQS9 1553817.48000000 PA USD 1517600.33000000 0.018531575612 Long DBT USGA US N 2 2045-05-25 Floating 5.76331920 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYN8 2770000.00000000 PA USD 2391062.12000000 0.029197508458 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EBR0 11066772.20000000 PA USD 9067384.62000000 0.110722777514 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPP69 353935.29000000 PA USD 357318.81000000 0.004363257185 Long DBT USGA US N 2 2052-12-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 36202FGD2 131369.42000000 PA USD 131920.19000000 0.001610891173 Long DBT USGA US N 2 2040-05-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AR4L6 247747.50000000 PA USD 206315.14000000 0.002519335652 Long DBT USGA US N 2 2051-09-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36225BPH5 9133.84000000 PA USD 9593.83000000 0.000117151256 Long DBT USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46657WAE8 7455063.94000000 PA USD 7512642.38000000 0.091737658172 Long ABS-MBS US Y 2 2054-10-25 Floating 6.00000120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFF97 320293.27000000 PA USD 278442.03000000 0.003400084614 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXQD7 1159157.96000000 PA USD 1121514.15000000 0.013694926035 Long DBT USGA US N 2 2041-06-01 Fixed 3.50000000 N N N N N N BX TRUST N/A 05606KAA0 796016.58000000 PA USD 794865.86000000 0.009706189762 Long ABS-MBS US N 2 2036-08-15 Floating 6.38100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AACP6 234978.89000000 PA USD 17241.86000000 0.000210542147 Long DBT USGA US N 2 2041-05-15 Floating 0.48198960 N N N N N N Government National Mortgage Association 2 N/A 36179UCB6 337942.61000000 PA USD 326528.71000000 0.003987276069 Long DBT USGA US N 2 2048-09-20 Fixed 4.00000000 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EXD6 2597000.00000000 PA USD 2642840.14000000 0.032271996070 Long DBT CORP US N 2 2026-09-08 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X3CH9 71502.26000000 PA USD 68425.21000000 0.000835547362 Long DBT USGA US N 2 2040-02-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D6H0 1320924.02000000 PA USD 1228663.71000000 0.015003340467 Long DBT USGA US N 2 2036-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D7F3 10906918.08000000 PA USD 9376880.01000000 0.114502057940 Long DBT USGA US N 2 2051-12-01 Fixed 2.50000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DL6 1589000.00000000 PA USD 1682928.75000000 0.020550418160 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N Government National Mortgage Association N/A 36210EX95 1263.03000000 PA USD 1277.89000000 0.000015604447 Long DBT USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5E6 74236.70000000 PA USD 74960.17000000 0.000915346439 Long DBT USGA US N 2 2048-10-01 Fixed 5.00000000 N N N N N N EATON CORPORATION 0NZWDMRCE180888QQE14 278062AD6 99000.00000000 PA USD 95441.74000000 0.001165449022 Long DBT CORP US N 2 2032-11-02 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RC4 460000.00000000 PA USD 418366.41000000 0.005108715784 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQC53 335593.82000000 PA USD 334206.61000000 0.004081031705 Long DBT USGA US N 2 2047-03-01 Fixed 4.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCC3 2800000.00000000 PA USD 2284787.96000000 0.027899783627 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 913017DD8 250000.00000000 PA USD 247839.47000000 0.003026393568 Long DBT CORP US N 2 2025-08-16 Fixed 3.95000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 04650NAB0 230000.00000000 PA USD 229089.91000000 0.002797440739 Long DBT CORP US N 2 2040-09-01 Fixed 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQZH2 1368322.04000000 PA USD 1123091.71000000 0.013714189785 Long DBT USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N CHEVRON CORPORATION N/A 166764CA6 950000.00000000 PA USD 684868.89000000 0.008363005310 Long DBT CORP US N 2 2050-05-11 Fixed 3.07800000 N N N N N N PALMER SQUARE CLO N/A 69700GAJ1 2430000.00000000 PA USD 2432553.93000000 0.029704169269 Long ABS-CBDO CORP KY Y 2 2034-11-14 Floating 6.52763160 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAW5 4090000.00000000 PA USD 3825167.35000000 0.046709516712 Long DBT NUSS IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAJ4 270000.00000000 PA USD 268981.44000000 0.003284560364 Long DBT CORP US N 2 2039-01-25 Fixed 5.47600000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BT8 6150000.00000000 PA USD 5936236.33000000 0.072487999790 Long DBT CORP US N 2 2029-03-23 Fixed 3.70000000 N N N N N N Government National Mortgage Association N/A 36201YCJ3 4116.05000000 PA USD 4166.50000000 0.000050877565 Long DBT USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST N/A 362548AE9 1064000.00000000 PA USD 1066312.28000000 0.013020850254 Long ABS-MBS US N 2 2027-05-20 Fixed 5.09000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B4GU6 670431.74000000 PA USD 610028.86000000 0.007449125913 Long DBT USGA US N 2 2049-03-25 Fixed 3.00000000 N N N N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450YAH6 3405000.00000000 PA USD 3046814.70000000 0.037204971476 Long DBT CORP US N 2 2030-06-01 Fixed 2.30000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBE5 1640000.00000000 PA USD 1501627.90000000 0.018336534607 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERQW3 1624430.11000000 PA USD 1569059.49000000 0.019159948772 Long DBT USGA US N 2 2031-12-01 Fixed 3.00000000 N N N N N N CARDS II TRUST N/A 14161GCJ7 4475000.00000000 PA USD 4475003.13000000 0.054644729070 Long ABS-MBS CA Y 2 2029-07-16 Floating 0.00000000 N N N N N N Government National Mortgage Association N/A 36297GVY3 305276.53000000 PA USD 282862.29000000 0.003454060869 Long DBT USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QCK96 134979.82000000 PA USD 129465.96000000 0.001580922315 Long DBT USGA US N 2 2049-12-01 Fixed 4.00000000 N N N N N N COMM MORTGAGE TRUST N/A 12595VAC1 6102651.63000000 PA USD 5934475.98000000 0.072466503973 Long ABS-MBS US N 2 2051-05-10 Fixed 3.96100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLKT4 468596.18000000 PA USD 477928.91000000 0.005836039672 Long DBT USGA US N 2 2053-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQK35 902907.32000000 PA USD 921449.24000000 0.011251912592 Long DBT USGA US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJTF0 822453.03000000 PA USD 817736.20000000 0.009985461864 Long DBT USGA US N 2 2052-11-01 Fixed 5.00000000 N N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875PAU5 860000.00000000 PA USD 861272.97000000 0.010517093895 Long DBT CORP US N 2 2030-04-15 Fixed 4.37500000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 26443TAC0 880000.00000000 PA USD 562803.23000000 0.006872448829 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACB9 480000.00000000 PA USD 421478.47000000 0.005146717473 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N VIRGINIA ST HSG DEV AUTH COMWLTH MTG N/A 92812ULT3 53714.71000000 PA USD 54504.26000000 0.000665557192 Long ABS-MBS US N 2 2034-06-25 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D6L1 631689.14000000 PA USD 545225.99000000 0.006657811322 Long DBT USGA US N 2 2041-11-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179VZV5 106224.21000000 PA USD 105328.19000000 0.001286173492 Long DBT USGA US N 2 2050-12-20 Fixed 4.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CR3 1992000.00000000 PA USD 2063487.26000000 0.025197457741 Long DBT CORP US N 2 2034-06-01 Fixed 6.55000000 N N N N N N Government National Mortgage Association N/A 38381JZQ3 16517711.41000000 PA USD 707655.10000000 0.008641250093 Long DBT USGA US N 2 2063-09-16 Floating 0.61129080 N N N N N N Government National Mortgage Association N/A 38383RXB8 1468625.72000000 PA USD 206470.57000000 0.002521233623 Long DBT USGA US N 2 2050-09-20 Fixed 3.00000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBZ2 1684000.00000000 PA USD 1726697.55000000 0.021084883533 Long DBT CORP US N 2 2029-10-17 Fixed 4.97000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MNN93 10520047.78000000 PA USD 9345855.70000000 0.114123216861 Long DBT USGA US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNEZ3 1107533.96000000 PA USD 1122512.84000000 0.013707121143 Long DBT USGA US N 2 2053-08-01 Fixed 5.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 385000.00000000 PA USD 448435.54000000 0.005475893061 Long DBT CORP US N 2 2052-11-09 Fixed 6.90000000 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525BT9 1686000.00000000 PA USD 1889200.78000000 0.023069227391 Long DBT CORP US N 2 2053-05-20 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLC3 36130000.00000000 PA USD 36556221.27000000 0.446391823449 Long SN UST US N 2 2029-07-31 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDY93 1610623.00000000 PA USD 266317.96000000 0.003252036333 Long DBT USGA US N 2 2051-02-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179TG58 847798.39000000 PA USD 821504.36000000 0.010031475258 Long DBT USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBF9 320000.00000000 PA USD 240307.73000000 0.002934422707 Long DBT CORP US N 2 2062-03-15 Fixed 5.39100000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBR6 1775000.00000000 PA USD 1669080.57000000 0.020381316592 Long DBT CORP US N 2 2028-06-01 Fixed 2.18200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31424U6J0 1831359.15000000 PA USD 218015.23000000 0.002662206669 Long DBT USGA US N 2 2052-10-25 Fixed 2.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBF2 470000.00000000 PA USD 468131.54000000 0.005716402967 Long DBT CORP US N 2 2025-10-15 Fixed 2.30100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EKLG8 28339.47000000 PA USD 26645.66000000 0.000325372928 Long DBT USGA US N 2 2042-12-01 Fixed 3.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACV7 880000.00000000 PA USD 903686.95000000 0.011035015420 Long DBT CORP US N 2 2031-01-08 Fixed 5.40000000 N N N N N N Government National Mortgage Association 2 N/A 3622AAZY3 869030.04000000 PA USD 711405.03000000 0.008687040878 Long DBT USGA US N 2 2051-03-20 Fixed 2.00000000 N N N N N N APOLLO GLOBAL MANAGEMENT, INC. 254900LMFT1CY9IYB476 03769MAC0 1150000.00000000 PA USD 1183428.17000000 0.014450964579 Long DBT CORP US N 2 2054-05-21 Fixed 5.80000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCC8 1212000.00000000 PA USD 1060956.17000000 0.012955446237 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST N/A 78397XAC8 1414000.00000000 PA USD 1440931.47000000 0.017595364181 Long ABS-MBS US Y 2 2029-11-20 Fixed 5.33000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXJY9 523843.16000000 PA USD 504233.41000000 0.006157246660 Long DBT USGA US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DG1 450000.00000000 PA USD 457518.02000000 0.005586800170 Long DBT CORP US N 2 2029-02-13 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNTU7 170926.08000000 PA USD 153024.26000000 0.001868595168 Long DBT USGA US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGRZ4 307240.79000000 PA USD 281686.30000000 0.003439700732 Long DBT USGA US N 2 2045-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179VX47 368670.31000000 PA USD 365636.35000000 0.004464823532 Long DBT USGA US N 2 2050-11-20 Fixed 4.50000000 N N N N N N MF1 LTD N/A 55284AAA6 770039.51000000 PA USD 766020.67000000 0.009353958144 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 6.53604840 N N N N N N SES GLOBAL AMERICAS HOLDINGS INC. 5299000YGN3VJ3R60481 78413KAB8 2000000.00000000 PA USD 1567363.40000000 0.019139237640 Long DBT CORP LU N 2 2044-03-25 Fixed 5.30000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AQ2 370000.00000000 PA USD 357586.43000000 0.004366525121 Long DBT NUSS GB N 2 2028-11-07 Fixed 3.57400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L1TP0 392852.95000000 PA USD 330952.43000000 0.004041294575 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS, LLC 549300I7CIEWU1BBLQ53 16412XAJ4 1846000.00000000 PA USD 1757062.73000000 0.021455675907 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DXK3 11168615.17000000 PA USD 9167221.00000000 0.111941889943 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST N/A 437930AC4 3125000.00000000 PA USD 3181205.94000000 0.038846036898 Long ABS-MBS US N 2 2028-11-20 Fixed 5.27000000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 38151LAG5 3836000.00000000 PA USD 3879275.34000000 0.047370235011 Long DBT CORP US N 2 2027-05-21 Fixed 5.41400000 N N N N N N Government National Mortgage Association N/A 38374DJA8 1281093.74000000 PA USD 62437.05000000 0.000762425317 Long DBT USGA US N 2 2037-12-16 Floating 1.07687880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JASZ9 20124.05000000 PA USD 19714.93000000 0.000240741062 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DVA7 10452323.44000000 PA USD 8621969.52000000 0.105283767360 Long DBT USGA US N 2 2050-12-01 Fixed 2.00000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CM5 510000.00000000 PA USD 486456.41000000 0.005940169862 Long DBT CORP US N 2 2027-02-15 Fixed 3.00000000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464XAL4 360070.87000000 PA USD 335739.22000000 0.004099746566 Long ABS-MBS US N 2 2065-01-26 Floating 2.53100160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJ7B3 531841.20000000 PA USD 530408.49000000 0.006476873287 Long DBT USGA US N 2 2050-01-01 Fixed 4.50000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659T2A8 380000.00000000 PA USD 368061.12000000 0.004494432651 Long DBT NUSS FR N 2 2033-03-01 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396JT21 445805.92000000 PA USD 471526.65000000 0.005757861009 Long DBT USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFMQ1 559398.49000000 PA USD 489904.49000000 0.005982274726 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HBH73 266513.79000000 PA USD 259057.20000000 0.003163374437 Long DBT USGA US N 2 2043-04-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SC3 14430000.00000000 PA USD 11786942.61000000 0.143931583237 Long DBT UST US N 1 2048-05-15 Fixed 3.12500000 N N N N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 595112CA9 3748000.00000000 PA USD 3831768.77000000 0.046790127339 Long DBT CORP US N 2 2028-04-15 Fixed 5.37500000 N N N N N N HOWMET AEROSPACE INC. 549300HO5WFZUT5N2T22 443201AC2 1017000.00000000 PA USD 1028567.36000000 0.012559943107 Long DBT CORP US N 2 2031-10-15 Fixed 4.85000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PEK8 1620000.00000000 PA USD 1662485.84000000 0.020300787657 Long DBT CORP US N 2 2035-07-22 Fixed 5.29400000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AG7 3495000.00000000 PA USD 3512169.92000000 0.042887472511 Long DBT NUSS US N 2 2053-05-19 Fixed 5.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31408AE48 55080.80000000 PA USD 57659.99000000 0.000704092140 Long DBT USGA US N 2 2036-01-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BGAH4 1099982.95000000 PA USD 955117.18000000 0.011663035313 Long DBT USGA US N 2 2051-02-25 Fixed 2.00000000 N N N N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513CD5 3380000.00000000 PA USD 3497058.73000000 0.042702948197 Long DBT CORP US N 2 2029-05-19 Fixed 5.64300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQQY5 458854.41000000 PA USD 463648.90000000 0.005661664983 Long DBT USGA US N 2 2053-06-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HAL87 2155695.41000000 PA USD 2156012.08000000 0.026327287950 Long DBT USGA US N 2 2039-10-15 Floating 6.16800960 N N N N N N Government National Mortgage Association 2 N/A 3617B8HH4 205108.42000000 PA USD 192039.82000000 0.002345018233 Long DBT USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N PENFED AUTO RECEIVABLES OWNER TRUST N/A 706874AD6 813000.00000000 PA USD 807618.67000000 0.009861915652 Long ABS-MBS US Y 2 2028-12-15 Fixed 4.18000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYCE4 1284119.90000000 PA USD 1066225.94000000 0.013019795948 Long DBT USGA US N 2 2051-02-25 Fixed 2.00000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CK4 1043000.00000000 PA USD 1013381.13000000 0.012374502471 Long DBT CORP US N 2 2063-02-10 Fixed 5.90000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NX5 1900000.00000000 PA USD 1913636.66000000 0.023367616465 Long DBT CORP US N 2 2026-09-29 Fixed 5.61000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVA87 1526056.85000000 PA USD 1626809.20000000 0.019865136492 Long DBT USGA US N 2 2054-08-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A1QW8 515527.30000000 PA USD 40533.95000000 0.000494964283 Long DBT USGA US N 2 2041-10-25 Floating 1.08668160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KLVW9 122507.90000000 PA USD 101919.97000000 0.001244555363 Long DBT USGA US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KYDF8 149233.71000000 PA USD 129664.49000000 0.001583346585 Long DBT USGA US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A9AN8 427317.07000000 PA USD 421779.51000000 0.005150393504 Long DBT USGA US N 2 2042-10-25 Floating 5.80331880 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PED0 150000.00000000 PA USD 130930.96000000 0.001598811582 Long DBT CORP US N 2 2031-05-15 Fixed 2.30000000 N N N N N N DUKE ENERGY OHIO, INC. L6KC0HABGHNFU1Z6QY21 26442EAJ9 2215000.00000000 PA USD 2275752.75000000 0.027789453737 Long DBT CORP US N 2 2033-04-01 Fixed 5.25000000 N N N N N N BLACKROCK FUNDING, INC. 529900VBK42Y5HHRMD23 09290DAK7 1132000.00000000 PA USD 1161554.29000000 0.014183860353 Long DBT CORP US N 2 2055-01-08 Fixed 5.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9VD0 1015321.50000000 PA USD 979645.73000000 0.011962555990 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 959154.52000000 0.011712335692 Long DBT NUSS US N 2 2025-08-15 Fixed 0.00000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBF9 256000.00000000 PA USD 253391.44000000 0.003094189252 Long DBT CORP US N 2 2030-01-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 38380WV71 1042000.00000000 PA USD 956401.05000000 0.011678712783 Long DBT USGA US N 2 2048-05-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F5CP6 312728.84000000 PA USD 292228.05000000 0.003568427139 Long DBT USGA US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBMQ2 582944.93000000 PA USD 95130.72000000 0.001161651125 Long DBT USGA US N 2 2050-08-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQJ31 4817396.87000000 PA USD 4785177.20000000 0.058432296928 Long DBT USGA US N 2 2053-01-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CMG6 992294.64000000 PA USD 951146.44000000 0.011614548193 Long DBT USGA US N 2 2047-07-01 Fixed 4.00000000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KKY4 2300000.00000000 PA USD 2309027.04000000 0.028195769556 Long DBT USGA US N 2 2041-10-25 Floating 6.84884160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1Q80 534120.55000000 PA USD 520691.74000000 0.006358221041 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 1520475.25000000 0.018566681560 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABFC1 1303547.83000000 PA USD 1124780.86000000 0.013734816171 Long DBT USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374LAB6 1381360.33000000 PA USD 1407087.06000000 0.017182086568 Long ABS-MBS US Y 2 2030-03-20 Fixed 6.40000000 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19685EAA9 1464590.56000000 PA USD 1377147.03000000 0.016816485745 Long ABS-MBS US Y 2 2067-02-25 Fixed 2.99400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129882U1 58306.72000000 PA USD 57958.69000000 0.000707739597 Long DBT USGA US N 2 2039-07-01 Fixed 4.50000000 N N N N N N NETFLIX, INC. 549300Y7VHGU0I7CE873 64110LBA3 1294000.00000000 PA USD 1348647.77000000 0.016468478314 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9QF9 3071570.15000000 PA USD 446445.04000000 0.005451586858 Long DBT USGA US N 2 2051-04-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409GUA2 2000.83000000 PA USD 2078.76000000 0.000025383954 Long DBT USGA US N 2 2036-11-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXJ60 6577304.64000000 PA USD 5915612.40000000 0.072236158834 Long DBT USGA US N 2 2052-10-01 Fixed 3.00000000 N N N N N N WILLIS NORTH AMERICA INC. 5493004KVU1HWZCP0C66 970648AM3 1080000.00000000 PA USD 1099761.56000000 0.013429302894 Long DBT CORP US N 2 2033-05-15 Fixed 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZF0 2063657.05000000 PA USD 1869755.59000000 0.022831780152 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNL26 861514.08000000 PA USD 746162.14000000 0.009111463567 Long DBT USGA US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BGAP6 2617406.54000000 PA USD 2250830.12000000 0.027485120907 Long DBT USGA US N 2 2050-11-25 Fixed 2.00000000 N N N N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450YAH6 110000.00000000 PA USD 98428.67000000 0.001201922735 Long DBT CORP US N 2 2030-06-01 Fixed 2.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFG86 3002831.51000000 PA USD 2610886.39000000 0.031881805502 Long DBT USGA US N 2 2040-10-01 Fixed 2.00000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 925650AC7 300000.00000000 PA USD 298923.48000000 0.003650185732 Long DBT CORP US N 2 2030-02-15 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPRZ2 1259690.88000000 PA USD 1282042.41000000 0.015655153329 Long DBT USGA US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AUE38 588477.31000000 PA USD 530082.71000000 0.006472895153 Long DBT USGA US N 2 2051-10-01 Fixed 3.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBB5 1146000.00000000 PA USD 1172796.92000000 0.014321145278 Long DBT CORP US N 2 2054-09-01 Fixed 6.05000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFR1 1075000.00000000 PA USD 1137111.98000000 0.013885392761 Long DBT CORP US N 2 2035-04-19 Fixed 5.83100000 N N N N N N Government National Mortgage Association 2 N/A 3622AB6B3 971151.68000000 PA USD 951493.15000000 0.011618781905 Long DBT USGA US N 2 2052-08-20 Fixed 4.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBY7 469650.00000000 PA USD 447738.24000000 0.005467378258 Long DBT NUSS MX N 2 2025-12-15 Fixed 2.46000000 N N N N N N Government National Mortgage Association 2 N/A 36179XS98 88404.22000000 PA USD 82610.65000000 0.001008767246 Long DBT USGA US N 2 2053-02-20 Fixed 3.50000000 N N N N N N BIRCH GROVE CLO LTD N/A 09077RAA7 1420000.00000000 PA USD 1429722.74000000 0.017458493213 Long ABS-CBDO CORP JE Y 2 2036-10-20 Floating 7.08201000 N N N N N N N/A N/A 00XBVCS83 700.00000000 NC USD 26250.00000000 0.000320541482 N/A DIR US N 1 3 Month SOFR Opt Sep24C 95.25 N/A Call Purchased N/A Call Option 95.25 Sep 2024 on CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Sep 2024 1750000.00000000 95.25000000 USD 2024-09-16 XXXX -57513.75000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQEC5 6681011.27110000 PA USD 6772437.24000000 0.082698936151 Long DBT USGA US N 2 2052-09-01 Fixed 5.50000000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AH5 1495000.00000000 PA USD 1483677.50000000 0.018117340404 Long DBT NUSS US N 2 2063-05-19 Fixed 5.34000000 N N N N N N Government National Mortgage Association N/A 38380RKU3 2754572.72000000 PA USD 177102.77000000 0.002162620360 Long DBT USGA US N 2 2060-11-16 Floating 0.91249920 N N N N N N RESIDENTIAL ASSET SECURITIES CORPORATION N/A 75406BAF4 805539.87000000 PA USD 798598.13000000 0.009751764899 Long ABS-MBS US N 2 2036-03-25 Floating 5.97742920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9VH5 133182.16000000 PA USD 128894.85000000 0.001573948431 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 91600.17000000 PA USD 87414.08000000 0.001067422430 Long ABS-MBS US N 2 2034-06-25 Floating 6.52222080 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DH0 240000.00000000 PA USD 234942.03000000 0.002868901585 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QWY2 3541183.33000000 PA USD 3491649.86000000 0.042636899923 Long DBT USGA US N 2 2053-05-01 Floating 4.21999920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WM7G3 302831.10000000 PA USD 290700.86000000 0.003549778463 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 307287.72000000 PA USD 284734.34000000 0.003476920666 Long DBT USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B1BM2 656272.86000000 PA USD 547907.39000000 0.006690554176 Long DBT USGA US N 2 2051-12-01 Fixed 2.00000000 N N N N N N NELNET STUDENT LOAN CORPORATION N/A 64031QCJ8 289700.29000000 PA USD 281947.68000000 0.003442892471 Long ABS-MBS US N 2 2032-03-22 Floating 5.79488040 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGT1 200000.00000000 PA USD 170086.69000000 0.002076946277 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RE0 6330000.00000000 PA USD 5742249.63000000 0.070119208003 Long DBT UST US N 2 2044-02-15 Fixed 3.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FMT30 401952.67000000 PA USD 385446.37000000 0.004706725749 Long DBT USGA US N 2 2047-03-01 Fixed 4.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEY4 1564000.00000000 PA USD 1582346.10000000 0.019322192950 Long DBT CORP US N 2 2027-04-15 Fixed 4.60000000 N N N N N N TENNESSEE GAS PIPELINE COMPANY, L.L.C. N/A 880451AZ2 1230000.00000000 PA USD 1115084.95000000 0.013616418405 Long DBT CORP US N 2 2030-03-01 Fixed 2.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31387W3E5 29085.34000000 PA USD 29776.73000000 0.000363606749 Long DBT USGA US N 2 2032-02-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXT36 1582786.24000000 PA USD 1435485.17000000 0.017528858845 Long DBT USGA US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8MJ0 11475.32000000 PA USD 11225.22000000 0.000137072329 Long DBT USGA US N 2 2041-03-01 Fixed 4.00000000 N N N N N N N/A N/A 00XBVCV04 -700.00000000 NC USD -4375.00000000 -0.00005342358 N/A DIR US N 1 3 Month SOFR Opt Sep24C 96.25 N/A Call Written N/A Call Option 96.25 Sep 2024 on CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Sep 2024 -1750000.00000000 96.25000000 USD 2024-09-16 XXXX 11623.75000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FMU26 2954432.64000000 PA USD 103686.11000000 0.001266121882 Long DBT USGA US N 2 2029-06-25 Floating 1.01205720 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H74C4 6981719.71000000 PA USD 160716.40000000 0.001962524691 Long DBT USGA US N 2 2055-04-25 Floating 0.45034560 N N N N N N RAD CLO LTD. N/A 74923VAA8 3040000.00000000 PA USD 3071284.64000000 0.037503776461 Long ABS-CBDO CORP KY Y 2 2037-01-20 Floating 7.11200880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FLTS3 1039811.07000000 PA USD 956307.38000000 0.011677568969 Long DBT USGA US N 2 2050-05-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DYX4 0.02000000 PA USD 0.02000000 0.000000000244 Long DBT USGA US N 2 2051-05-01 Fixed 2.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YDW6 755000.00000000 PA USD 782415.85000000 0.009554161394 Long DBT CORP US N 2 2054-03-15 Fixed 5.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKJ34 800120.58000000 PA USD 666046.22000000 0.008133159728 Long DBT USGA US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACPG9 282702.40000000 PA USD 287197.32000000 0.003506996371 Long DBT USGA US N 2 2053-07-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C0XA5 4309615.16000000 PA USD 4432062.70000000 0.054120379009 Long DBT USGA US N 2 2053-04-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q83V5 803966.96000000 PA USD 792936.78000000 0.009682633565 Long DBT USGA US N 2 2048-05-01 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CY3 350000.00000000 PA USD 304241.21000000 0.003715121086 Long DBT NUSS GB N 2 2032-11-22 Fixed 2.87100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394HVK4 17561.78000000 PA USD 18915.44000000 0.000230978406 Long DBT USGA US N 2 2033-09-15 Floating 4.73364720 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PEJ1 1979000.00000000 PA USD 2015299.29000000 0.024609029423 Long DBT CORP US N 2 2030-07-22 Fixed 4.99500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B5ZS7 1138315.69000000 PA USD 1115726.16000000 0.013624248287 Long DBT USGA US N 2 2049-08-25 Floating 5.86332000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QTHA0 1722026.08000000 PA USD 1756620.71000000 0.021450278354 Long DBT USGA US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 38380RSG6 4463803.43000000 PA USD 356272.67000000 0.004350482661 Long DBT USGA US N 2 2061-01-16 Floating 1.11215880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EAN0 10555048.73000000 PA USD 9047668.08000000 0.110482016791 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36210L4Z3 2178.29000000 PA USD 2230.81000000 0.000027240653 Long DBT USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286FAC7 427429.70000000 PA USD 426657.51000000 0.005209959269 Long ABS-MBS US N 2 2027-02-16 Fixed 4.14000000 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAX3 850000.00000000 PA USD 819637.85000000 0.010008683111 Long DBT CORP US N 2 2027-08-15 Fixed 3.15000000 N N N N N N BANQUE ROYALE DU CANADA ES7IP3U3RHIGC71XBU11 78016HZW3 720000.00000000 PA USD 737927.89000000 0.009010914283 Long DBT NUSS CA N 2 2034-02-01 Fixed 5.15000000 N N N N N N CALIFORNIA HEALTH FACS FING AUTH REV N/A 13032UB31 1260000.00000000 PA USD 1006346.88000000 0.012288606512 Long DBT MUN US N 2 2051-08-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407TJJ0 3080.68000000 PA USD 3150.61000000 0.000038472426 Long DBT USGA US N 2 2035-10-01 Fixed 5.50000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBF1 2150000.00000000 PA USD 1758482.27000000 0.021473010057 Long DBT CORP GB N 2 2047-08-15 Fixed 4.54000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DD4 240000.00000000 PA USD 272263.92000000 0.003324643069 Long DBT CORP US N 2 2031-05-01 Fixed 7.50000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RAV4 1345000.00000000 PA USD 1329786.23000000 0.016238158085 Long DBT NUSS FR N 2 2025-01-22 Fixed 2.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C4YU2 623353.91000000 PA USD 637132.99000000 0.007780097266 Long DBT USGA US N 2 2053-06-01 Fixed 6.00000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAF7 940000.00000000 PA USD 976761.16000000 0.011927332206 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJNQ2 1463170.30000000 PA USD 1341470.54000000 0.016380836411 Long DBT USGA US N 2 2044-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWE5 2808115.62000000 PA USD 2422761.40000000 0.029584591666 Long DBT USGA US N 2 2042-02-01 Fixed 2.00000000 N N N N N N UBS AG New York (Eleven Madison Avenue) Branch 549300D0YARF5HYP1809 22550L2H3 2645000.00000000 PA USD 2626132.58000000 0.032067978316 Long DBT NUSS CH N 2 2025-02-21 Fixed 3.70000000 N N N N N N Government National Mortgage Association N/A 36201LGQ1 64585.76000000 PA USD 67525.41000000 0.000824559810 Long DBT USGA US N 2 2034-08-15 Fixed 6.50000000 N N N N N N US 10Y NOTE W5 OP Aug24C 114.5 N/A 01P46QX68 388.00000000 NC USD 0.00000000 0.000000 N/A DIR US N 1 US 10Y NOTE W5 OP Aug24C 114.5 N/A Call Purchased N/A N/A 388000.00000000 114.50000000 USD 2024-09-02 XXXX -59155.62000000 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KR1 150000.00000000 PA USD 135595.04000000 0.001655765148 Long DBT CORP US N 2 2046-05-18 Fixed 4.75000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BM1 480000.00000000 PA USD 402715.77000000 0.004917604190 Long DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHW4 300000.00000000 PA USD 305378.91000000 0.003729013660 Long SN UST US N 2 2030-08-31 Fixed 4.12500000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 494553AD2 300000.00000000 PA USD 303941.65000000 0.003711463128 Long DBT CORP US N 2 2029-02-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCQ68 2856902.96000000 PA USD 2588232.61000000 0.031605177837 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N United States of America N/A N/A 18.00000000 NC USD 2374875.00000000 0.028999845850 N/A DIR US N 1 US ULTRA BOND CBT DEC24 N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Dec 2024 2024-12-22 2401049.07000000 USD -26174.07000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JASH2 556852.98000000 PA USD 523587.21000000 0.006393577927 Long DBT USGA US N 2 2043-08-01 Fixed 3.50000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AF0 840000.00000000 PA USD 724473.75000000 0.008846624379 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 19229.61000000 PA USD 17686.75000000 0.000215974745 Long ABS-MBS US N 2 2034-06-25 Floating 5.71507200 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QL65 0.07000000 PA USD 0.07000000 0.000000000854 Long DBT USGA US N 2 2049-03-01 Floating 6.64700040 N N N N N N Government National Mortgage Association N/A 38383CRU6 64793.29000000 PA USD 52864.20000000 0.000645530249 Long DBT USGA US N 2 2051-10-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179VFR6 2390977.41000000 PA USD 2308119.79000000 0.028184691032 Long DBT USGA US N 2 2050-02-20 Fixed 4.00000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJN1 360000.00000000 PA USD 378229.89000000 0.004618604560 Long DBT CORP US N 2 2034-06-12 Fixed 5.83600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKWD8 170590.30000000 PA USD 157208.85000000 0.001919693632 Long DBT USGA US N 2 2042-05-01 Fixed 3.00000000 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63940JAC3 1934909.15000000 PA USD 1938695.38000000 0.023673611104 Long ABS-MBS US N 2 2066-07-26 Floating 6.51332160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGGW3 2061975.05000000 PA USD 1721879.67000000 0.021026051898 Long DBT USGA US N 2 2052-03-01 Fixed 2.00000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03065WAD7 1271549.68000000 PA USD 1266235.87000000 0.015462138024 Long ABS-MBS US N 2 2028-04-18 Fixed 4.38000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396PDC2 169678.14000000 PA USD 18038.47000000 0.000220269634 Long DBT USGA US N 2 2037-01-25 Floating 1.73667960 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BF5 250000.00000000 PA USD 221127.70000000 0.002700213364 Long DBT CORP US N 2 2042-12-03 Fixed 4.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQBZ8 716828.50000000 PA USD 726881.46000000 0.008876025176 Long DBT USGA US N 2 2053-05-01 Fixed 5.50000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076DD1 759000.00000000 PA USD 777223.21000000 0.009490753526 Long DBT CORP US N 2 2031-06-25 Fixed 4.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M8U31 776224.08000000 PA USD 666123.87000000 0.008134107920 Long DBT USGA US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D4QF3 572717.93000000 PA USD 494242.77000000 0.006035249915 Long DBT USGA US N 2 2042-02-01 Fixed 2.00000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BQ1 750000.00000000 PA USD 749588.50000000 0.009153303206 Long DBT CORP US N 2 2025-04-15 Fixed 5.25000000 N N N N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044DV0 3240000.00000000 PA USD 3229929.82000000 0.039441009269 Long DBT CORP US N 2 2034-09-15 Fixed 5.00000000 N N N N N N CSMC MORTGAGE BACKED TRUST N/A 126395AA0 2080000.00000000 PA USD 2012731.76000000 0.024577677047 Long ABS-MBS US Y 2 2037-10-15 Floating 7.05147840 N N N N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480AP5 1512000.00000000 PA USD 1520548.82000000 0.018567579930 Long DBT CORP US N 2 2034-02-01 Fixed 4.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCXQ6 1588741.85000000 PA USD 1376241.89000000 0.016805432986 Long DBT USGA US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BG4M0 480125.31000000 PA USD 424727.25000000 0.005186388664 Long DBT USGA US N 2 2046-01-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBTQ5 2238879.93000000 PA USD 463768.75000000 0.005663128484 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F032690 25610000.00000000 PA USD 23576038.69000000 0.287889462721 Long DBT USGA US N 2 2054-09-15 Fixed 3.50000000 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 53944VAH2 100000.00000000 PA USD 98957.50000000 0.001208380334 Long DBT NUSS GB N 2 2025-05-14 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36200M2S1 6766.33000000 PA USD 6966.09000000 0.000085063650 Long DBT USGA US N 2 2033-11-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZN3 276506.27000000 PA USD 258514.26000000 0.003156744540 Long DBT USGA US N 2 2047-02-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179TXV2 101856.03000000 PA USD 98353.87000000 0.001201009345 Long DBT USGA US N 2 2048-05-20 Fixed 4.00000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFA7 670000.00000000 PA USD 631807.45000000 0.007715066543 Long DBT CORP US N 2 2045-12-09 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FN5F3 585874.82000000 PA USD 574621.69000000 0.007016765275 Long DBT USGA US N 2 2049-08-25 Floating 5.86332000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CQ6 110000.00000000 PA USD 75972.69000000 0.000927710426 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457CM8 150000.00000000 PA USD 149375.87000000 0.001824044298 Long DBT CORP US N 2 2054-02-09 Fixed 5.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PFJ6 4440000.00000000 PA USD 4562170.68000000 0.055709141097 Long DBT CORP US N 2 2034-07-15 Fixed 5.15000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BV9 315000.00000000 PA USD 315302.19000000 0.003850187865 Long DBT CORP AU N 2 2054-04-04 Fixed 5.89300000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DC6 2180000.00000000 PA USD 2197941.40000000 0.026839291242 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N Government National Mortgage Association 2 N/A 36179W2X5 1995672.71000000 PA USD 1907244.23000000 0.023289557837 Long DBT USGA US N 2 2052-04-20 Fixed 4.00000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBV2 1525000.00000000 PA USD 1489872.40000000 0.018192986972 Long DBT CORP US N 2 2037-05-15 Fixed 4.92600000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAH6 980000.00000000 PA USD 944404.06000000 0.011532216289 Long DBT NUSS US N 2 2025-09-02 Fixed 1.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR49 6759475.60000000 PA USD 6326533.82000000 0.077253963071 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 1551902.57000000 0.018950443836 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BGZQ7 771971.70000000 PA USD 111294.93000000 0.001359033976 Long DBT USGA US N 2 2047-10-25 Fixed 2.50000000 N N N N N N United States of America N/A N/A 2126.00000000 NC USD 232581078.13000000 2.840071756856 N/A DIR US N 1 US 5YR NOTE (CBT) DEC24 N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Dec 2024 2025-01-03 233282429.83000000 USD -701351.70000000 N N N SOUTH CAROLINA STUDENT LOAN CORPORATION N/A 83715RAH5 441226.77000000 PA USD 441476.11000000 0.005390910737 Long ABS-MBS US N 2 2036-01-25 Floating 6.89243040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9M92 1985818.47000000 PA USD 1718379.80000000 0.020983314622 Long DBT USGA US N 2 2042-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYT41 5850485.81000000 PA USD 5089572.33000000 0.062149297548 Long DBT USGA US N 2 2040-09-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132FCGS8 2089983.04000000 PA USD 2064541.07000000 0.025210325925 Long DBT USGA US N 2 2048-11-01 Fixed 4.50000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HHK9 160000.00000000 PA USD 159924.64000000 0.001952856427 Long DBT CORP US N 2 2024-09-11 Fixed 3.60000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CW7 650000.00000000 PA USD 647116.62000000 0.007902008411 Long DBT CORP US N 2 2029-05-03 Fixed 4.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XH5J2 18674879.03000000 PA USD 17121561.23000000 0.209073166542 Long DBT USGA US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179UCB6 77307.15000000 PA USD 74696.13000000 0.000912122219 Long DBT USGA US N 2 2048-09-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BUNF0 208229.03000000 PA USD 214877.90000000 0.002623896405 Long DBT USGA US N 2 2053-01-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LHQV5 194636.37000000 PA USD 194071.81000000 0.002369831074 Long DBT USGA US N 2 2032-10-01 Fixed 4.27000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AKW22 797599.70000000 PA USD 625781.75000000 0.007641486093 Long DBT USGA US N 2 2051-05-01 Fixed 1.50000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FEB0 28812.52000000 PA USD 27518.21000000 0.000336027726 Long ABS-MBS US N 2 2033-10-25 Floating 5.82746040 N N N N N N CEDAR FUNDING LTD N/A 15032AAY3 1259082.20000000 PA USD 1203988.54000000 0.014702029397 Long ABS-CBDO CORP KY Y 2 2031-07-17 Fixed 1.93700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C9DD2 1865376.59000000 PA USD 1905536.25000000 0.023268701516 Long DBT USGA US N 2 2053-08-01 Fixed 6.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKP3 2060000.00000000 PA USD 2049079.47000000 0.025021522718 Long DBT CORP US N 2 2028-04-27 Fixed 4.37600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DLY6 931432.57000000 PA USD 812374.01000000 0.009919983604 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 313929RL7 43590.31000000 PA USD 44560.98000000 0.000544138765 Long DBT USGA US N 2 2032-01-01 Fixed 7.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 1390000.00000000 PA USD 1446273.41000000 0.017660595167 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 360509.90000000 0.004402223918 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACEG1 1185993.01000000 PA USD 1196420.60000000 0.014609616494 Long DBT USGA US N 2 2053-02-20 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AVWX3 689223.56000000 PA USD 680541.41000000 0.008310162002 Long DBT USGA US N 2 2047-03-25 Floating 5.86332000 N N N N N N JBS USA Holding Lux S.a r.l. RB8RC03FUD8DSX57C193 46590XAX4 1785000.00000000 PA USD 1880393.27000000 0.022961677969 Long DBT NUSS US N 2 2052-12-01 Fixed 6.50000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAQ7 2850000.00000000 PA USD 2365881.56000000 0.028890026018 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661EJ2 1819000.00000000 PA USD 1492002.08000000 0.018218992717 Long DBT CORP US N 2 2052-04-01 Fixed 4.25000000 N N N N N N BX TRUST N/A 05606FAA1 950000.00000000 PA USD 872896.20000000 0.010659026367 Long ABS-MBS US N 2 2041-12-09 Fixed 3.20200000 N N N N N N OCTANE RECEIVABLES TRUST N/A 67578YAB2 1030000.00000000 PA USD 1039504.12000000 0.012693493022 Long ABS-MBS US Y 2 2032-07-20 Fixed 5.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJMA7 2013270.91000000 PA USD 1672922.73000000 0.020428233608 Long DBT USGA US N 2 2050-07-01 Fixed 2.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAC5 50000.00000000 PA USD 57844.62000000 0.000706346676 Long DBT CORP US N 2 2033-03-15 Fixed 7.05000000 N N N N N N Government National Mortgage Association 2 N/A 36179SJS7 347809.91000000 PA USD 319271.20000000 0.003898653859 Long DBT USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89180YAA8 2793788.81000000 PA USD 2663854.44000000 0.032528603875 Long ABS-MBS US Y 2 2062-09-25 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A14A0 1001850.47000000 PA USD 992655.49000000 0.012121419524 Long DBT USGA US N 2 2041-11-25 Floating 5.91332040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K2RU0 610695.95000000 PA USD 551528.07000000 0.006734766677 Long DBT USGA US N 2 2049-10-01 Fixed 3.00000000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A 17307GLD8 7650.18000000 PA USD 7127.44000000 0.000087033911 Long ABS-MBS US N 2 2034-08-25 Floating 7.53501600 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ANPY7 960685.69000000 PA USD 936727.34000000 0.011438475062 Long DBT USGA US N 2 2045-05-25 Floating 5.76331920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FR2N0 545097.19000000 PA USD 479890.10000000 0.005859987967 Long DBT USGA US N 2 2050-02-25 Fixed 2.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYJ7 5670000.00000000 PA USD 4827807.80000000 0.058952863623 Long DBT CORP US N 2 2032-07-21 Fixed 2.38300000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBD6 591000.00000000 PA USD 527261.22000000 0.006438441645 Long DBT CORP GB N 2 2037-08-15 Fixed 4.39000000 N N N N N N Government National Mortgage Association N/A 36208U2R7 3837.77000000 PA USD 3920.13000000 0.000047869115 Long DBT USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MEZ46 894240.51000000 PA USD 854646.44000000 0.010436176647 Long DBT USGA US N 2 2031-10-01 Fixed 2.50000000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAR2 1073000.00000000 PA USD 992716.84000000 0.012122168675 Long DBT NUSS IE N 2 2027-11-18 Fixed 2.52800000 N N N N N N Government National Mortgage Association N/A 36202VGM7 1433.99000000 PA USD 1464.82000000 0.000017887069 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAG6 710000.00000000 PA USD 665806.33000000 0.008130230406 Long DBT NUSS CA N 2 2037-05-04 Fixed 4.58800000 N N N Y Y THE BANK OF NOVA SCOTIA CAD XXXX N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BE1 2445000.00000000 PA USD 2338255.24000000 0.028552678149 Long DBT NUSS US N 2 2035-05-11 Fixed 4.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F052698 20795000.00000000 PA USD 20936200.75000000 0.255654126827 Long DBT USGA US N 2 2054-09-15 Fixed 5.50000000 N N N N N N MSWF COMMERCIAL MORTGAGE TRUST N/A 55361AAU8 1840000.00000000 PA USD 1997307.49000000 0.024389329681 Long ABS-MBS US N 2 2056-12-15 Floating 6.01400160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EEA4 4582849.07000000 PA USD 4256790.04000000 0.051980106312 Long DBT USGA US N 2 2037-06-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXDJ8 996472.33000000 PA USD 958202.70000000 0.011700712919 Long DBT USGA US N 2 2056-02-01 Fixed 4.00000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538QAA8 1378170.87000000 PA USD 1226781.42000000 0.014980355628 Long ABS-MBS US Y 2 2066-10-25 Fixed 1.82900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSAY7 815989.93000000 PA USD 825023.47000000 0.010074447477 Long DBT USGA US N 2 2053-05-01 Fixed 5.50000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABD6 4478000.00000000 PA USD 4396725.69000000 0.053688875102 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST N/A 89231FAD2 2315000.00000000 PA USD 2333464.44000000 0.028494177191 Long ABS-MBS US N 2 2028-04-17 Fixed 5.16000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DYH9 892011.26000000 PA USD 772029.43000000 0.009427331738 Long DBT USGA US N 2 2041-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFD0 13507453.88000000 PA USD 12435718.19000000 0.151853849382 Long DBT USGA US N 2 2052-11-01 Fixed 3.50000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBB6 877000.00000000 PA USD 860731.56000000 0.010510482681 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EPDL5 26385.40000000 PA USD 27570.60000000 0.000336667466 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 663564.28000000 0.008102852500 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 772559.63000000 0.009433806065 Long DBT CORP US N 2 2047-02-15 Fixed 4.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AVWS4 945414.37000000 PA USD 933443.82000000 0.011398379658 Long DBT USGA US N 2 2047-03-25 Floating 5.86332000 N N N N N N KINDER MORGAN ENERGY PARTNERS, L.P. 549300PDHUGWPWGOT525 494550BP0 50000.00000000 PA USD 45112.05000000 0.000550867938 Long DBT CORP US N 2 2043-03-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ABH0 91178.41000000 PA USD 91397.18000000 0.001116060479 Long DBT USGA US N 2 2031-12-01 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCP9 3180000.00000000 PA USD 2987143.40000000 0.036476319020 Long DBT CORP US N 2 2027-09-22 Fixed 1.47000000 N N N N N N MORTGAGE ASSET SECURITIZATION TRANSACTIONS, INC. N/A 55291KAD9 651742.54000000 PA USD 230827.00000000 0.002818652526 Long ABS-MBS US N 2 2036-08-25 Floating 5.71242960 N N N N N N US 10Y NOTE W5 OP Aug24C113.75 N/A 01P46QWL3 -129.00000000 NC USD 0.00000000 0.000000 N/A DIR US N 1 US 10Y NOTE W5 OP Aug24C113.75 N/A Call Written N/A N/A -129000.00000000 113.75000000 USD 2024-09-02 XXXX 56401.83000000 N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863AT7 280000.00000000 PA USD 273960.37000000 0.003345358597 Long DBT NUSS ZA N 2 2027-09-11 Fixed 4.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CB6 480000.00000000 PA USD 441488.71000000 0.005391064597 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 5152.30000000 PA USD 5353.22000000 0.000065368726 Long DBT USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671DBJ3 330000.00000000 PA USD 336413.91000000 0.004107985275 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBZ3 1950000.00000000 PA USD 1979857.99000000 0.024176252020 Long DBT CORP US N 2 2027-07-12 Fixed 5.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJ4W5 17584.03000000 PA USD 15976.67000000 0.000195092780 Long DBT USGA US N 2 2047-03-01 Fixed 3.00000000 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EXF1 2620000.00000000 PA USD 2643328.77000000 0.032277962782 Long DBT CORP US N 2 2027-01-08 Fixed 4.50000000 N N N N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523CK4 1400000.00000000 PA USD 998035.28000000 0.012187112700 Long DBT CORP US N 2 2050-03-15 Fixed 3.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DV25 8279159.08000000 PA USD 7185660.17000000 0.087744844366 Long DBT USGA US N 2 2041-01-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BAS21 760780.07000000 PA USD 473310.80000000 0.005779647450 Long DBT USGA US N 2 2050-07-25 Fixed 2.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MS7 4680000.00000000 PA USD 4162929.22000000 0.050833962068 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N N/A N/A 15032FAL0 7100000.00000000 PA USD 7100362.10000000 0.086703260754 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 6.17553000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFX4 108000.00000000 PA USD 107870.91000000 0.001317222911 Long SN UST US N 2 2024-11-30 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DPB2 1464694.56000000 PA USD 1363380.29000000 0.016648378649 Long DBT USGA US N 2 2040-05-01 Fixed 3.00000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBY0 2630000.00000000 PA USD 2760509.57000000 0.033708869729 Long DBT CORP GB N 2 2031-02-20 Fixed 5.83400000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGR4 710000.00000000 PA USD 691413.60000000 0.008442923446 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 297.61000000 PA USD 308.26000000 0.000003764194 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 1134322.39000000 PA USD 14692.88000000 0.000179416287 Long DBT USGA US N 2 2046-02-16 Floating 1.01289960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417KYA9 1708393.99000000 PA USD 1669288.80000000 0.020383859310 Long DBT USGA US N 2 2039-08-01 Fixed 4.00000000 N N N N N N N/A N/A 783965593 397917794.15000000 NS USD 397917794.15000000 4.859015607815 Long STIV RF US N 1 N N N Government National Mortgage Association N/A 36225BWX2 2900.72000000 PA USD 3015.90000000 0.000036827468 Long DBT USGA US N 2 2033-01-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFPU9 468183.69000000 PA USD 407503.10000000 0.004976062775 Long DBT USGA US N 2 2051-11-01 Fixed 2.50000000 N N N N N N BX TRUST N/A 05612TAC9 2400000.00000000 PA USD 2389500.00000000 0.029178433248 Long ABS-MBS US Y 2 2029-07-15 Floating 7.26077160 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GS7 1349000.00000000 PA USD 1370668.11000000 0.016737370978 Long DBT CORP US N 2 2054-08-15 Fixed 5.55000000 N N N N N N RATE MORTGAGE TRUST N/A 75410JAG9 10722939.29000000 PA USD 9415819.42000000 0.114977551129 Long ABS-MBS US Y 2 2051-11-25 Floating 2.49999840 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDU2 609000.00000000 PA USD 387375.46000000 0.004730282068 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L3JA0 331037.96000000 PA USD 275680.11000000 0.003366358521 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W9TS9 8267.46000000 PA USD 8210.33000000 0.000100257194 Long DBT USGA US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H6RR8 1231000.00000000 PA USD 1026837.05000000 0.012538814111 Long DBT USGA US N 2 2052-04-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179SQV2 148163.78000000 PA USD 135549.28000000 0.001655206368 Long DBT USGA US N 2 2046-11-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N3AS8 780198.47000000 PA USD 774802.14000000 0.009461189588 Long DBT USGA US N 2 2052-10-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATEP5 3309276.23000000 PA USD 2821021.97000000 0.034447792945 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 328016.61000000 PA USD 309686.05000000 0.003781608595 Long DBT USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAB9 702000.00000000 PA USD 662544.79000000 0.008090403401 Long DBT CORP US N 2 2029-10-01 Fixed 3.34700000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFY2 1710000.00000000 PA USD 1719017.58000000 0.020991102620 Long SN UST US N 2 2029-11-30 Fixed 3.87500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PEE2 5701000.00000000 PA USD 5844525.13000000 0.071368104780 Long DBT CORP US N 2 2028-04-22 Fixed 5.57100000 N N N N N N NELNET STUDENT LOAN CORPORATION N/A 64031QBR1 2211940.94000000 PA USD 2189711.38000000 0.026738793611 Long ABS-MBS US N 2 2033-10-25 Floating 5.73075000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST N/A 65479UAD0 3349000.00000000 PA USD 3405716.99000000 0.041587564701 Long ABS-MBS US N 2 2028-12-15 Fixed 5.28000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449YAA8 1104784.86000000 PA USD 1018672.07000000 0.012439110691 Long ABS-MBS US Y 2 2051-07-17 Fixed 1.31000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BSVH3 973349.19000000 PA USD 953508.44000000 0.011643390821 Long DBT USGA US N 2 2055-01-15 Floating 5.96801160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XN4G6 1292377.20000000 PA USD 1175677.22000000 0.014356316922 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST N/A 92890KBF1 970000.00000000 PA USD 868623.94000000 0.010606857355 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 265000.00000000 PA USD 264461.50000000 0.003229366907 Long DBT CORP US N 2 2025-09-29 Fixed 3.27200000 N N N N N N Government National Mortgage Association 2 N/A 3617G1E38 748579.30000000 PA USD 704244.79000000 0.008599606442 Long DBT USGA US N 2 2048-01-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H6SL0 1374643.79000000 PA USD 1280519.73000000 0.015636559725 Long DBT USGA US N 2 2049-07-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38383R7N1 400000.00000000 PA USD 329605.68000000 0.004024849270 Long DBT USGA US N 2 2052-01-20 Fixed 2.50000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46514BRL3 2290000.00000000 PA USD 2288282.50000000 0.027942455818 Long DBT NUSS US N 2 2034-03-12 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABYM8 479389.15000000 PA USD 440421.85000000 0.005378037058 Long DBT USGA US N 2 2052-06-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCT8 1967360.05000000 PA USD 1613239.61000000 0.019699436816 Long DBT USGA US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WVRU7 81809.28000000 PA USD 79885.12000000 0.000975485516 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGDU0 575862.00000000 PA USD 479116.89000000 0.005850546220 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 38379HMV4 856000.00000000 PA USD 773125.08000000 0.009440710834 Long DBT USGA US N 2 2044-12-20 Fixed 3.00000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189TAD6 200000.00000000 PA USD 245619.73000000 0.002999288092 Long DBT CORP US N 2 2036-06-01 Fixed 7.29000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FW3E8 612527.51000000 PA USD 101894.32000000 0.001244242148 Long DBT USGA US N 2 2050-09-25 Fixed 2.50000000 N N N N N N CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CERTIFICATES N/A 161546HC3 79629.79000000 PA USD 78212.55000000 0.000955061590 Long ABS-MBS US N 2 2034-11-25 Fixed 4.85734300 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BG3 552000.00000000 PA USD 501234.56000000 0.006120627390 Long DBT CORP US N 2 2044-12-15 Fixed 4.68500000 N N N N N N Government National Mortgage Association N/A 36290Y6F0 6010.68000000 PA USD 6203.55000000 0.000075752194 Long DBT USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 36225B6M5 16653.50000000 PA USD 17289.35000000 0.000211122052 Long DBT USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERTC4 330444.00000000 PA USD 312677.32000000 0.003818135304 Long DBT USGA US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MB7B2 75734.93000000 PA USD 68370.19000000 0.000834875507 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Piedmont Natural Gas Company, Inc. VXB4M3BDPKF3I2AZ3G89 720186AN5 2000000.00000000 PA USD 1742221.44000000 0.021274447369 Long DBT CORP US N 2 2031-03-15 Fixed 2.50000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076DF6 573000.00000000 PA USD 584912.05000000 0.007142421932 Long DBT CORP US N 2 2054-06-25 Fixed 5.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFA27 563951.53000000 PA USD 493519.09000000 0.006026412983 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N UBS AG New York (Eleven Madison Avenue) Branch 549300D0YARF5HYP1809 22550L2K6 600000.00000000 PA USD 608414.35000000 0.007429410964 Long DBT NUSS CH N 2 2027-07-09 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QS3T6 2529960.28000000 PA USD 2555940.54000000 0.031210856008 Long DBT USGA US N 2 2053-09-01 Fixed 5.50000000 N N N N N N IMPACT FUNDING AFFORDABLE MULTIFAMILY HOUSING MORTGAGE LOAN TRUST N/A 45257HAA5 286426.43000000 PA USD 283097.93000000 0.003456938293 Long ABS-MBS US N 2 2051-01-25 Fixed 5.31400000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBK1 1280000.00000000 PA USD 1255664.17000000 0.015333045895 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 222440.39000000 0.002716242758 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398NKP8 496569.74000000 PA USD 491747.85000000 0.006004784187 Long DBT USGA US N 2 2040-09-25 Floating 5.87332080 N N N N N N Government National Mortgage Association N/A 38375UDJ6 174303.40000000 PA USD 174279.47000000 0.002128144750 Long DBT USGA US N 2 2064-02-20 Floating 6.09639840 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2L7 950000.00000000 PA USD 928046.68000000 0.011332474619 Long DBT NUSS FR N 2 2026-06-09 Fixed 2.21900000 N N N N N N Orbia Advance Corporation S.A.B. de CV 549300MVHZ20SBIOEQ79 68560EAA6 1410000.00000000 PA USD 1333195.75000000 0.016279792089 Long DBT NUSS MX N 2 2026-05-11 Fixed 1.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ANYS0 46190760.88000000 PA USD 1575.10000000 0.000019233710 Long DBT USGA US N 2 2025-01-25 Floating 0.15675120 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KU4 260000.00000000 PA USD 255735.07000000 0.003122807561 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAU7 1770000.00000000 PA USD 1579450.15000000 0.019286830203 Long DBT CORP US N 2 2045-06-15 Fixed 5.00000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8W5 2581000.00000000 PA USD 2643827.40000000 0.032284051605 Long DBT CORP US N 2 2064-08-15 Fixed 5.55000000 N N N N N N Government National Mortgage Association N/A 36213SX75 4661.45000000 PA USD 4823.36000000 0.000058898551 Long DBT USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617X5VE7 89663.72000000 PA USD 80023.75000000 0.000977178341 Long DBT USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKR1 17720000.00000000 PA USD 18020409.29000000 0.220049093774 Long SN UST US N 2 2027-05-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7A78 356.02000000 PA USD 353.26000000 0.000004313694 Long DBT USGA US N 2 2025-11-01 Fixed 4.50000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBD4 160000.00000000 PA USD 128213.54000000 0.001565628884 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N ROPER TECHNOLOGIES, INC. 54930003T4SXCIWVXY35 776743AM8 940000.00000000 PA USD 904382.62000000 0.011043510319 Long DBT CORP US N 2 2025-09-15 Fixed 1.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5DS1 1551703.39000000 PA USD 1416296.82000000 0.017294547906 Long DBT USGA US N 2 2045-05-01 Fixed 3.00000000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508BJ2 440000.00000000 PA USD 385623.63000000 0.004708890289 Long DBT CORP US N 2 2030-05-04 Fixed 1.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AJB29 471225.78000000 PA USD 467061.51000000 0.005703336719 Long DBT USGA US N 2 2041-11-15 Floating 5.91801120 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 9292275C6 4631.87000000 PA USD 4479.93000000 0.000054704891 Long ABS-MBS US N 2 2033-06-25 Floating 2.63331720 N N N N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 02557TAD1 1745000.00000000 PA USD 1756143.76000000 0.021444454268 Long DBT CORP US N 2 2025-08-15 Fixed 5.69900000 N N N N N N WELLS FARGO HOME EQUITY TRUST N/A 94980GBF7 1920531.21000000 PA USD 1939245.63000000 0.023680330264 Long ABS-MBS US N 2 2034-10-25 Floating 6.39243000 N N N N N N STRUCTURED ASSET SECURITIES CORPORATION N/A 86359SAD6 1088230.77000000 PA USD 1065046.88000000 0.013005398323 Long ABS-MBS US N 2 2036-12-25 Floating 5.73243120 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -36542.32000000 -0.00044622207 N/A DFE US N 2 U.S. DOLLARS N/A 9708938.62000000 CNY 1340772.88000000 USD 2024-10-18 -36542.32000000 N N N Government National Mortgage Association 2 N/A 3622ACCK4 884275.04000000 PA USD 886167.57000000 0.010821084447 Long DBT USGA US N 2 2053-01-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E03G5 2271337.72000000 PA USD 1873030.33000000 0.022871768343 Long DBT USGA US N 2 2052-04-01 Fixed 2.00000000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90276RBD9 801704.11000000 PA USD 763257.35000000 0.009320214956 Long ABS-MBS US N 2 2050-10-15 Fixed 3.30100000 N N N N N N THE FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 313384M63 10000000.00000000 PA USD 9914261.10000000 0.121064074371 Long DBT USGA US N 2 2024-10-30 None 0.00000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFL3 850000.00000000 PA USD 823348.85000000 0.010053998518 Long DBT CORP US N 2 2025-09-01 Fixed 1.45000000 N N N N N N RESOLUTION FUNDING CORPORATION N/A 76116FAC1 4240000.00000000 PA USD 3384393.48000000 0.041327181101 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 1484053.73000000 0.018121934587 Long DBT CORP US N 2 2026-06-30 Fixed 1.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EMHT1 114297.77000000 PA USD 113413.92000000 0.001384909183 Long DBT USGA US N 2 2044-01-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACSR2 440034.02000000 PA USD 453162.73000000 0.005533617270 Long DBT USGA US N 2 2053-09-20 Fixed 6.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EF3 458000.00000000 PA USD 311851.28000000 0.003808048443 Long DBT CORP US N 2 2051-02-08 Fixed 2.65000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538EAA5 519584.10000000 PA USD 476224.44000000 0.005815226212 Long ABS-MBS US Y 2 2064-04-25 Floating 1.01999880 N N N N N N Government National Mortgage Association N/A 38381ETV0 1522952.77000000 PA USD 72340.26000000 0.000883354445 Long DBT USGA US N 2 2061-02-16 Floating 0.64004040 N N N N N N Government National Mortgage Association 2 N/A 36179SJU2 403414.93000000 PA USD 391054.41000000 0.004775206109 Long DBT USGA US N 2 2046-08-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38383FNR0 5837504.79000000 PA USD 5132968.75000000 0.062679215750 Long DBT USGA US N 2 2050-07-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WDW98 38797.75000000 PA USD 38914.30000000 0.000475186568 Long DBT USGA US N 2 2045-01-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 38381EQD3 210053.34000000 PA USD 97949.53000000 0.001196071907 Long DBT USGA US N 2 2064-03-16 Fixed 1.90000000 N N N N N N MERRILL LYNCH MORTGAGE TRUST N/A 59020UNN1 33138.05000000 PA USD 31169.29000000 0.000380611444 Long ABS-MBS US N 2 2034-12-25 Floating 5.68091160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLLV8 0.01000000 PA USD 0.01000000 0.000000000122 Long DBT USGA US N 2 2049-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HLG8 3763.79000000 PA USD 3909.08000000 0.000047734182 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 14107.64000000 PA USD 14405.02000000 0.000175901198 Long ABS-MBS US N 2 2033-12-25 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AYQM5 77704.19000000 PA USD 69635.68000000 0.000850328537 Long DBT USGA US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BDZ40 3108172.66000000 PA USD 3088024.77000000 0.037708191931 Long DBT USGA US N 2 2052-06-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31387NW45 2857.69000000 PA USD 2841.95000000 0.000034703347 Long DBT USGA US N 2 2031-06-01 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ANC36 304021.81000000 PA USD 264519.39000000 0.003230073807 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TZ1 1040000.00000000 PA USD 1066000.00000000 0.013017036971 Long DBT UST US N 2 2044-02-15 Fixed 4.50000000 N N N N N N GSR MORTGAGE LOAN TRUST N/A 36242DCH4 19303.95000000 PA USD 19595.05000000 0.000239277195 Long ABS-MBS US N 2 2034-09-25 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828X88 22340000.00000000 PA USD 21506613.23000000 0.262619493001 Long SN UST US N 2 2027-05-15 Fixed 2.37500000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CU1 1586000.00000000 PA USD 1591629.48000000 0.019435553269 Long DBT CORP US N 2 2025-11-17 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFTH4 247757.13000000 PA USD 215369.59000000 0.002629900483 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBQ52 494445.03000000 PA USD 430208.59000000 0.005253321877 Long DBT USGA US N 2 2051-06-01 Fixed 2.50000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 466247LS0 21665.08000000 PA USD 20658.01000000 0.000252257110 Long ABS-MBS US N 2 2035-02-25 Floating 5.51399760 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KRQ69 224220.47000000 PA USD 194663.83000000 0.002377060292 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 3137768.66000000 0.038315619750 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 6.62361840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MWS72 2670579.04000000 PA USD 2656399.81000000 0.032437574612 Long DBT USGA US N 2 2052-08-01 Floating 4.60900080 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST N/A 78435VAD4 389000.00000000 PA USD 393142.31000000 0.004800701673 Long ABS-MBS US Y 2 2031-01-21 Fixed 4.94000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HJWL1 55180.48000000 PA USD 54007.53000000 0.000659491571 Long DBT USGA US N 2 2033-05-01 Fixed 3.50000000 N N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAV9 1153000.00000000 PA USD 1203736.84000000 0.014698955862 Long DBT CORP US N 2 2034-06-01 Fixed 5.40000000 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19688GAA1 1454548.36000000 PA USD 1223824.26000000 0.014944245439 Long ABS-MBS US Y 2 2066-10-25 Floating 1.39700160 N N N N N N SBNA AUTO LEASE TRUST N/A 78437VAE0 1145000.00000000 PA USD 1161544.45000000 0.014183740196 Long ABS-MBS US Y 2 2027-11-22 Fixed 5.56000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GLQN7 231446.68000000 PA USD 218511.85000000 0.002668270947 Long DBT USGA US N 2 2041-12-01 Fixed 3.50000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DS6 1092000.00000000 PA USD 1116058.05000000 0.013628301030 Long DBT CORP US N 2 2043-03-02 Fixed 5.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MJ7H2 435846.13000000 PA USD 407606.97000000 0.004977331142 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N WORLD OMNI SELECT AUTO TRUST N/A 98163UAB6 647572.42000000 PA USD 648151.35000000 0.007914643607 Long ABS-MBS US N 2 2027-03-15 Fixed 5.92000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BN1 480000.00000000 PA USD 463146.69000000 0.005655532445 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J0NU7 1933528.12000000 PA USD 1763784.00000000 0.021537750034 Long DBT USGA US N 2 2047-09-15 Fixed 3.00000000 N N N N N N UBS Group AG BFM8T61CT2L1QCEMIK50 N/A 14583000.00000000 NC USD -510690.68000000 -0.00623609705 N/A DIR US N 2 UBS Group AG BFM8T61CT2L1QCEMIK50 Y 2055-03-18 999056.12000000 USD 0.00000000 USD -14583000.00000000 USD -1509746.80000000 N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 94990FAE1 1210000.00000000 PA USD 1250522.90000000 0.015270265311 Long ABS-MBS US N 2 2057-08-15 Fixed 5.30900000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DM4 705000.00000000 PA USD 759099.19000000 0.009269439231 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N TOYOTA AUTO LOAN EXTENDED NOTE TRUST N/A 89231JAA0 1943000.00000000 PA USD 2001776.92000000 0.024443906356 Long ABS-MBS US Y 2 2036-11-25 Fixed 5.16000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGC98 976905.45000000 PA USD 871824.06000000 0.010645934353 Long DBT USGA US N 2 2042-03-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5ZN6 720001.49000000 PA USD 675092.28000000 0.008243622108 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 1196022.83000000 0.014604759283 Long ABS-MBS US N 2 2073-04-25 Floating 7.47074880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPWC8 538310.42000000 PA USD 523839.48000000 0.006396658422 Long DBT USGA US N 2 2052-10-01 Fixed 4.50000000 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST N/A 92939HBE4 2433678.69000000 PA USD 33.58000000 0.000000410048 Long DBT USGA US N 2 2057-10-15 Floating 0.59211720 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AMTT4 178361.15000000 PA USD 168341.20000000 0.002055631917 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 1257724.36000000 0.015358203089 Long DBT NUSS US N 2 2028-10-20 Fixed 4.75000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GVS0 400000.00000000 PA USD 378380.26000000 0.004620440744 Long DBT CORP US N 2 2045-10-21 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136APKQ4 1164634.77000000 PA USD 1136086.31000000 0.013872868198 Long DBT USGA US N 2 2045-07-25 Floating 5.76331920 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PDU7 4705000.00000000 PA USD 4827836.68000000 0.058953216279 Long DBT CORP US N 2 2029-07-24 Fixed 5.29900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPJ24 233060.62000000 PA USD 233801.95000000 0.002854979950 Long DBT USGA US N 2 2052-06-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UC0 103174000.00000000 PA USD 103818837.50000000 1.267742632307 Long DBT UST US N 2 2054-08-15 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKUJ7 3437258.95000000 PA USD 2978105.19000000 0.036365952497 Long DBT USGA US N 2 2042-02-01 Fixed 2.00000000 N N N N N N CSMC MORTGAGE BACKED TRUST N/A 12655VAC8 874552.79000000 PA USD 860028.04000000 0.010501891925 Long ABS-MBS US N 2 2059-10-25 Fixed 4.06400000 N N N N N N AMMC CLO LIMITED N/A 00175MBQ2 2000000.00000000 PA USD 1999524.00000000 0.024416395715 Long ABS-CBDO CORP KY Y 2 2032-01-15 Floating 7.21298160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJUU3 1300490.96000000 PA USD 1183393.69000000 0.014450543540 Long DBT USGA US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36201BBQ8 18.32000000 PA USD 18.54000000 0.000000226393 Long DBT USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N BANQUE ROYALE DU CANADA ES7IP3U3RHIGC71XBU11 78015K7C2 170000.00000000 PA USD 169112.25000000 0.002065047289 Long DBT NUSS CA N 2 2024-11-01 Fixed 2.25000000 N N N N N N CAMERON LNG, LLC 549300C39FLHGVD73K22 133434AA8 1530000.00000000 PA USD 1354536.23000000 0.016540382912 Long DBT CORP US N 2 2031-07-15 Fixed 2.90200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPJU3 2125817.91000000 PA USD 1751757.14000000 0.021390888795 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JQTM5 4031865.11000000 PA USD 3652045.60000000 0.044595509001 Long DBT USGA US N 2 2049-09-01 Fixed 3.00000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659BC4 2810000.00000000 PA USD 1827557.68000000 0.022316497080 Long DBT CORP US N 2 2051-05-15 Fixed 2.85000000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AT0 1090000.00000000 PA USD 1051615.04000000 0.012841380727 Long DBT CORP US N 2 2032-05-15 Fixed 4.10000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCK5 110000.00000000 PA USD 89970.88000000 0.001098643781 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 1881032.50000000 0.022969483673 Long DBT CORP US N 2 2025-09-15 Fixed 0.90000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAW5 4338000.00000000 PA USD 4057109.03000000 0.049541780712 Long DBT NUSS IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDS7 690000.00000000 PA USD 451688.67000000 0.005515617370 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWY1 84001.32000000 PA USD 76654.02000000 0.000936030217 Long DBT USGA US N 2 2042-05-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCUK2 140736.64000000 PA USD 126077.96000000 0.001539551094 Long DBT USGA US N 2 2051-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FMCT7 3822561.96000000 PA USD 137978.43000000 0.001684868972 Long DBT USGA US N 2 2029-05-25 Floating 1.08205560 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216CW8 310000.00000000 PA USD 228291.53000000 0.002787691638 Long DBT CORP US N 2 2040-06-01 Fixed 2.50000000 N N N N N N N/A N/A N/A -1185.00000000 NC USD -785062.50000000 -0.00958647991 N/A DIR US N 1 3 Month SOFR Opt Jun25C 97 N/A Call Written N/A Call Option 97 Jun 2025 on CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Jun 2025 -2962500.00000000 97.00000000 USD 2025-06-16 XXXX -432051.00000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNHD8 2509999.68000000 PA USD 2146747.10000000 0.026214152315 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNYY2 9231744.64000000 PA USD 8509170.82000000 0.103906370692 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N NRTH MORTGAGE TRUST N/A 67021HAA4 4025000.00000000 PA USD 4000548.13000000 0.048851109674 Long ABS-MBS US Y 2 2039-03-15 Floating 6.94130040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGRB7 204828.00000000 PA USD 170575.24000000 0.002082912012 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CA0 575000.00000000 PA USD 376559.01000000 0.004598201271 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CEF7 1442345.67000000 PA USD 1310946.32000000 0.016008101983 Long DBT USGA US N 2 2046-12-01 Fixed 3.00000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14318WAD9 1405000.00000000 PA USD 1415440.56000000 0.017284092026 Long ABS-MBS US Y 2 2028-10-16 Fixed 4.92000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398FRR4 279380.42000000 PA USD 245812.75000000 0.003001645079 Long DBT USGA US N 2 2037-03-25 None 0.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABJF0 726992.28000000 PA USD 628521.10000000 0.007674936581 Long DBT USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78450XAA6 2430000.00000000 PA USD 2438151.44000000 0.029772521046 Long ABS-MBS US Y 2 2056-10-16 Fixed 5.09000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPLT3 279042.76000000 PA USD 283027.96000000 0.003456083882 Long DBT USGA US N 2 2053-01-01 Fixed 5.50000000 N N N N N N OCTAGON INVESTMENT PARTNERS, LTD. N/A 67590QBK2 1082803.95000000 PA USD 1083530.51000000 0.013231103853 Long ABS-CBDO CORP KY Y 2 2031-02-14 Floating 6.37763040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128F25F8 3870.44000000 PA USD 4019.85000000 0.000049086806 Long DBT USGA US N 2 2025-09-01 Fixed 7.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CE2 1886000.00000000 PA USD 1298252.71000000 0.015853098990 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKYL8 271165.80000000 PA USD 224965.05000000 0.002747071644 Long DBT USGA US N 2 2052-03-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLG4 48078000.00000000 PA USD 48025414.69000000 0.586443338250 Long SN UST US N 2 2027-08-15 Fixed 3.75000000 N N N N N N ARI FLEET LEASE TRUST N/A 00218KAB9 1145000.00000000 PA USD 1149070.36000000 0.014031417784 Long ABS-MBS US Y 2 2032-11-15 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H0RQ3 1188461.67000000 PA USD 952863.17000000 0.011635511362 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 8541.26000000 PA USD 7404.98000000 0.000090422981 Long ABS-MBS US N 2 2034-09-25 Floating 6.25242960 N N N N N N Government National Mortgage Association 2 N/A 3622ACZT0 378981.86000000 PA USD 391734.81000000 0.004783514544 Long DBT USGA US N 2 2053-11-20 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CCH5 3225177.43000000 PA USD 2933025.47000000 0.035815479343 Long DBT USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ANN4 103901.01000000 PA USD 100352.12000000 0.001225410184 Long DBT USGA US N 2 2045-12-01 Fixed 4.00000000 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863BE9 2145000.00000000 PA USD 2205992.73000000 0.026937606871 Long DBT NUSS ZA N 2 2034-04-05 Fixed 5.75000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DX1 1165000.00000000 PA USD 1181824.28000000 0.014431379311 Long DBT CORP US N 2 2030-01-15 Fixed 4.70000000 N N N N N N Government National Mortgage Association N/A 36225BPZ5 4806.59000000 PA USD 4973.22000000 0.000060728507 Long DBT USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCMJ4 1489869.59000000 PA USD 1333398.11000000 0.016282263128 Long DBT USGA US N 2 2041-08-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DXJ6 2495373.37000000 PA USD 1958195.39000000 0.023911727756 Long DBT USGA US N 2 2051-03-01 Fixed 1.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CM4 2570000.00000000 PA USD 2632928.30000000 0.032150961560 Long DBT CORP US N 2 2026-11-10 Fixed 6.15000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971XUX4 1085000.00000000 PA USD 935745.66000000 0.011426487665 Long DBT MUN US N 2 2032-11-01 Fixed 2.40000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EQ9 1432000.00000000 PA USD 1233347.62000000 0.015060536179 Long DBT CORP US N 2 2052-08-08 Fixed 3.95000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAN2 850000.00000000 PA USD 867506.69000000 0.010593214499 Long DBT CORP US N 2 2027-06-08 Fixed 6.04700000 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST N/A 92867WAD0 2187000.00000000 PA USD 2200479.14000000 0.026870279849 Long ABS-MBS US N 2 2028-06-20 Fixed 5.02000000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862121AB6 822000.00000000 PA USD 799668.04000000 0.009764829682 Long DBT CORP US N 2 2029-03-15 Fixed 4.62500000 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VAW1 1267000.00000000 PA USD 1063133.01000000 0.012982027857 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 759870.04000000 0.009278852161 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 6.62361840 N N N N N N Government National Mortgage Association 2 N/A 36179TQQ1 791030.48000000 PA USD 764612.97000000 0.009336768573 Long DBT USGA US N 2 2048-01-20 Fixed 4.00000000 N N N N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222AS4 763000.00000000 PA USD 780235.14000000 0.009527532517 Long DBT CORP US N 2 2029-06-15 Fixed 4.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ECH1 406651.78000000 PA USD 359729.91000000 0.004392699379 Long DBT USGA US N 2 2042-03-01 Fixed 2.50000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBK0 224000.00000000 PA USD 187554.13000000 0.002290243005 Long DBT CORP GB N 2 2049-09-06 Fixed 4.75800000 N N N N N N VERIZON MASTER TRUST N/A 92348KCD3 3565000.00000000 PA USD 3660007.61000000 0.044692733934 Long ABS-MBS US N 2 2029-11-20 Fixed 5.67000000 N N N N N N PPL CAPITAL FUNDING, INC. 549300MROK5WY0D2NU17 69352PAT0 782000.00000000 PA USD 791558.33000000 0.009665801169 Long DBT CORP US N 2 2034-09-01 Fixed 5.25000000 N N N N N N MIDSTATE TRUST N/A 59549WAA1 514961.12000000 PA USD 510292.64000000 0.006231236548 Long ABS-MBS US N 2 2038-07-15 Fixed 4.86400000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3E1 746000.00000000 PA USD 770345.55000000 0.009406769704 Long DBT CORP US N 2 2029-07-25 Fixed 5.57400000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NEA5 1476000.00000000 PA USD 1523182.35000000 0.018599738239 Long DBT CORP US N 2 2027-11-15 Fixed 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSUN0 341434.56000000 PA USD 332255.45000000 0.004057205887 Long DBT USGA US N 2 2053-08-01 Fixed 4.50000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17291CBR5 3020000.00000000 PA USD 2900604.60000000 0.035419584725 Long ABS-MBS US N 2 2049-08-10 Fixed 2.83200000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EC3 1050000.00000000 PA USD 981677.62000000 0.011987367610 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 313394.23000000 PA USD 282170.79000000 0.003445616890 Long ABS-MBS US N 2 2048-10-25 Floating 3.49999920 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TK4 450000.00000000 PA USD 398179.69000000 0.004862213645 Long DBT UST US N 2 2042-08-15 Fixed 3.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHP68 1605909.98000000 PA USD 1472342.22000000 0.017978924120 Long DBT USGA US N 2 2045-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNLM2 3841867.91000000 PA USD 3298150.13000000 0.040274054576 Long DBT USGA US N 2 2052-03-01 Fixed 2.50000000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457CN6 1320000.00000000 PA USD 1316917.07000000 0.016081011433 Long DBT CORP US N 2 2064-02-09 Fixed 5.10000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAL8 689000.00000000 PA USD 691480.26000000 0.008443737438 Long DBT CORP US N 2 2025-03-15 Fixed 6.05000000 N N N N N N Government National Mortgage Association 2 N/A 36179UQ54 222063.78000000 PA USD 214364.58000000 0.002617628201 Long DBT USGA US N 2 2049-04-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6PH8 870909.37000000 PA USD 805748.13000000 0.009839074294 Long DBT USGA US N 2 2038-03-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL6J1 1037028.07000000 PA USD 857802.64000000 0.010474717334 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 4728000.00000000 PA USD 4023778.35000000 0.049134776309 Long DBT CORP DE N 2 2048-06-25 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL94 20953406.55000000 PA USD 18144662.33000000 0.221566360580 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F5AD5 1675955.42000000 PA USD 1523729.93000000 0.018606424796 Long DBT USGA US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38380H3A8 629077.15000000 PA USD 582265.88000000 0.007110109274 Long DBT USGA US N 2 2044-08-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38380R2L3 3411331.16000000 PA USD 190803.60000000 0.002329922622 Long DBT USGA US N 2 2061-04-16 Floating 0.81532080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BCD80 2176201.57000000 PA USD 343439.64000000 0.004193777196 Long DBT USGA US N 2 2050-12-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L7M41 76863.55000000 PA USD 64195.18000000 0.000783894025 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N SANDS CHINA LTD. 549300EVO6UZDGY05787 80007RAF2 810000.00000000 PA USD 805777.15000000 0.009839428660 Long DBT NUSS MO N 2 2025-08-08 Fixed 5.12500000 N N N N N N Government National Mortgage Association 2 N/A 36179UMM1 502090.04000000 PA USD 497802.30000000 0.006078715706 Long DBT USGA US N 2 2049-02-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACA67 444376.70000000 PA USD 426768.75000000 0.005211317633 Long DBT USGA US N 2 2052-06-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ASXX9 723000.00000000 PA USD 566525.74000000 0.006917904786 Long DBT USGA US N 2 2046-07-25 Fixed 3.00000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBE2 2700000.00000000 PA USD 2053616.11000000 0.025076920101 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP 549300PUNBPJCGT6X741 866677AH0 1676000.00000000 PA USD 1554386.44000000 0.018980774631 Long DBT CORP US N 2 2032-04-15 Fixed 4.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XABM3 154353.38000000 PA USD 128552.67000000 0.001569770035 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 10463.00000000 PA USD 10791.03000000 0.000131770390 Long DBT USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BN3 1160000.00000000 PA USD 1007071.60000000 0.012297456144 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394FDF9 3809.95000000 PA USD 3829.17000000 0.000046758393 Long DBT USGA US N 2 2035-05-25 Floating 4.99587120 N N N N N N MADISON PARK FUNDING, LTD. N/A 55820YAC1 2655000.00000000 PA USD 2651543.19000000 0.032378269920 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 6.89361840 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YDX4 565000.00000000 PA USD 586665.99000000 0.007163839476 Long DBT CORP US N 2 2064-03-15 Fixed 5.50000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XDW3 465000.00000000 PA USD 469024.49000000 0.005727306873 Long DBT CORP US N 2 2027-04-09 Fixed 5.00000000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19424WAB3 356789.90000000 PA USD 322058.94000000 0.003932695242 Long ABS-MBS US Y 2 2055-07-26 Fixed 2.32000000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CY3 604000.00000000 PA USD 615257.42000000 0.007512972404 Long DBT CORP US N 2 2054-03-15 Fixed 5.40000000 N N N N N N NELNET STUDENT LOAN CORPORATION N/A 64031QBK6 812154.45000000 PA USD 807964.55000000 0.009866139229 Long ABS-MBS US N 2 2037-01-25 Floating 5.78075040 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331AW7 1775000.00000000 PA USD 1770481.17000000 0.021619529874 Long DBT CORP US N 2 2024-10-01 Fixed 2.52900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L1UL7 286697.43000000 PA USD 239217.31000000 0.002921107475 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9F58 531219.26000000 PA USD 459230.17000000 0.005607707411 Long DBT USGA US N 2 2041-09-01 Fixed 2.00000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DL6 1970000.00000000 PA USD 2086450.36000000 0.025477862546 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST N/A 41161PSM6 835752.02000000 PA USD 776177.03000000 0.009477978513 Long ABS-MBS US N 2 2035-06-20 Floating 6.35015880 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCN3 610000.00000000 PA USD 614257.59000000 0.007500763376 Long DBT CORP US N 2 2030-05-06 Fixed 4.65000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBY8 510000.00000000 PA USD 391199.89000000 0.004776982580 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 268317BB9 1575000.00000000 PA USD 1562297.09000000 0.019077372401 Long DBT NUSS FR N 2 2064-04-22 Fixed 6.00000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAZ8 480000.00000000 PA USD 410959.41000000 0.005018268136 Long DBT CORP US N 2 2030-06-24 Fixed 1.45000000 N N N N N N BPR TRUST N/A 05592AAA8 745000.00000000 PA USD 737559.69000000 0.009006418154 Long ABS-MBS US Y 2 2038-09-15 Floating 6.50148120 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBC6 1590000.00000000 PA USD 1389899.93000000 0.016972212734 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F030694 12300000.00000000 PA USD 10910731.48000000 0.133232077915 Long DBT USGA US N 2 2054-09-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AUNJ4 674826.59000000 PA USD 651791.45000000 0.007959093247 Long DBT USGA US N 2 2041-09-15 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 6920000.00000000 PA USD 6630726.49000000 0.080968491431 Long DBT CORP US N 2 2051-04-04 Fixed 5.01300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XG2P3 5364519.04000000 PA USD 4480267.13000000 0.054709008322 Long DBT USGA US N 2 2047-03-01 Fixed 2.00000000 N N N N N N RESOLUTION FUNDING CORPORATION N/A 76116EGR5 1930000.00000000 PA USD 1558377.96000000 0.019029515497 Long DBT USGA US N 2 2030-01-15 Fixed 0.00000000 N N N N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809HAH0 1150000.00000000 PA USD 1192906.33000000 0.014566703377 Long DBT CORP US N 2 2047-04-01 Fixed 5.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LU4P3 667776.17000000 PA USD 596862.63000000 0.007288351708 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 2449729.12000000 0.029913897302 Long DBT NUSS KZ N 2 2044-10-14 Fixed 4.87500000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST N/A 02582JKH2 3190000.00000000 PA USD 3266331.60000000 0.039885515194 Long ABS-MBS US N 2 2029-04-15 Fixed 5.23000000 N N N N N N BRIGHTWOOD CAPITAL MM CLO N/A 108928AC6 1690000.00000000 PA USD 1712526.01000000 0.020911833382 Long ABS-CBDO CORP JE Y 2 2035-10-15 Floating 8.07855840 N N N N N N Government National Mortgage Association 2 N/A 36179TG66 23109.60000000 PA USD 23019.20000000 0.000281089847 Long DBT USGA US N 2 2047-09-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EHEZ1 75912.49000000 PA USD 75981.31000000 0.000927815686 Long DBT USGA US N 2 2041-09-01 Fixed 4.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YDT3 440000.00000000 PA USD 453048.49000000 0.005532222273 Long DBT CORP US N 2 2031-03-15 Fixed 4.95000000 N N N N N N Government National Mortgage Association N/A 36213FEY5 151.30000000 PA USD 157.56000000 0.000001923981 Long DBT USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0A93 2746201.52000000 PA USD 2354870.91000000 0.028755573825 Long DBT USGA US N 2 2052-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9C69 1791573.71000000 PA USD 1557634.66000000 0.019020438983 Long DBT USGA US N 2 2040-10-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 38382NFU6 1099892.23000000 PA USD 1096586.17000000 0.013390527877 Long DBT USGA US N 2 2051-02-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGX46 11490427.46000000 PA USD 9418001.78000000 0.115004200154 Long DBT USGA US N 2 2052-04-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A3F89 351998.28000000 PA USD 349589.91000000 0.004268878783 Long DBT USGA US N 2 2042-02-25 Floating 5.96332080 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CF5 600000.00000000 PA USD 605841.47000000 0.007397993258 Long DBT CORP US N 2 2030-02-10 Fixed 5.12500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBL6 2750000.00000000 PA USD 2313574.29000000 0.028251296499 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9AM1 1218710.35000000 PA USD 197530.28000000 0.002412062812 Long DBT USGA US N 2 2050-01-25 Fixed 3.00000000 N N N N N N CHUBB INA HOLDINGS LLC CZCBJZWDMLTHWJDXU843 00440EAV9 420000.00000000 PA USD 412508.38000000 0.005037182770 Long DBT CORP US N 2 2026-05-03 Fixed 3.35000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLV9 389000.00000000 PA USD 399052.58000000 0.004872872595 Long DBT CORP US N 2 2027-09-15 Fixed 5.93300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKNS5 482148.58000000 PA USD 506168.46000000 0.006180875757 Long DBT USGA US N 2 2041-07-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FAB41 80518.01600000 PA USD 10631.41000000 0.000129821254 Long DBT USGA US N 2 2033-02-25 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACKW9 462224.28000000 PA USD 461921.20000000 0.005640567859 Long DBT USGA US N 2 2053-05-20 Fixed 5.00000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 92564RAK1 371000.00000000 PA USD 364374.13000000 0.004449410432 Long DBT CORP US N 2 2028-01-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H25Z7 130889.91000000 PA USD 127307.72000000 0.001554567821 Long DBT USGA US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133USKT7 1676780.64000000 PA USD 1434098.23000000 0.017511922776 Long DBT USGA US N 2 2051-05-01 Fixed 2.50000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAH0 1153000.00000000 PA USD 1114581.54000000 0.013610271213 Long DBT CORP US N 2 2029-04-01 Fixed 3.90000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAC7 1490000.00000000 PA USD 1466311.34000000 0.017905280416 Long DBT NUSS CH N 2 2028-03-23 Fixed 4.25300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BSPH9 71757.62000000 PA USD 74070.53000000 0.000904482952 Long DBT USGA US N 2 2052-12-01 Fixed 6.00000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64830WAD3 1210361.39000000 PA USD 1138828.31000000 0.013906351046 Long ABS-MBS US N 2 2058-12-25 Floating 3.49999920 N N N N N N NYC TRUST N/A 62956HAA4 1040000.00000000 PA USD 1039999.90000000 0.012699547043 Long ABS-MBS US Y 2 2029-08-15 Floating 7.32093840 N N N N N N AMERICAN TRANSMISSION SYSTEMS, INCORPORATED N/A 030288AC8 465000.00000000 PA USD 401794.76000000 0.004906357641 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N FRESENIUS MEDICAL CARE US FINANCE III, INC. 5299006ZHLMXOOUVTU44 35805BAC2 2440000.00000000 PA USD 2267854.58000000 0.027693008361 Long DBT CORP DE N 2 2026-12-01 Fixed 1.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQ4A0 1342718.43000000 PA USD 1371937.65000000 0.016752873463 Long DBT USGA US N 2 2052-12-01 Fixed 6.00000000 N N N N N N LYB INTERNATIONAL FINANCE III, LLC 984500A51LA0B8EB4053 50249AAJ2 1530000.00000000 PA USD 1102005.54000000 0.013456704368 Long DBT CORP US N 2 2051-04-01 Fixed 3.62500000 N N N N N N VERIZON MASTER TRUST N/A 92348KAZ6 1960000.00000000 PA USD 1939740.85000000 0.023686377447 Long ABS-MBS US N 2 2029-01-22 Fixed 3.67000000 N N N N N N CIM TRUST N/A 12566PAB1 14592785.92000000 PA USD 12123044.46000000 0.148035757916 Long ABS-MBS US Y 2 2051-07-01 Floating 2.49999840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABQF3 466112.01000000 PA USD 497886.91000000 0.006079748888 Long DBT USGA US N 2 2042-07-25 Fixed 6.50000000 N N N N N N N/A N/A 783965593 58434128.39000000 NS USD 58434128.39000000 0.713545224793 Long STIV RF US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31424UGV2 3300641.55000000 PA USD 418206.07000000 0.005106757856 Long DBT USGA US N 2 2052-10-25 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BRN76 2628530.02000000 PA USD 2587600.65000000 0.031597460907 Long DBT USGA US N 2 2046-08-15 Floating 5.86801080 N N N N N N Government National Mortgage Association 2 N/A 3622ABP55 1387781.56000000 PA USD 1247706.70000000 0.015235876400 Long DBT USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63939NAC7 157494.16000000 PA USD 158459.90000000 0.001934970334 Long ABS-MBS US N 2 2045-12-15 Floating 7.60137120 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBK7 730000.00000000 PA USD 702998.19000000 0.008584384080 Long DBT CORP US N 2 2030-03-19 Fixed 3.48200000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3B7 2392000.00000000 PA USD 2380350.67000000 0.029066709827 Long DBT CORP US N 2 2033-07-25 Fixed 4.89700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EE30 1427890.22000000 PA USD 1267413.29000000 0.015476515622 Long DBT USGA US N 2 2052-07-01 Fixed 3.00000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DT4 1913000.00000000 PA USD 1967544.85000000 0.024025894985 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQ6N7 1253996.60000000 PA USD 1228857.98000000 0.015005712718 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 282901.59000000 0.003454540765 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XBB4 925000.00000000 PA USD 928787.75000000 0.011341523902 Long DBT CORP US N 2 2064-04-18 Fixed 5.90000000 N N N N N N Government National Mortgage Association 2 N/A 36179UD82 131340.44000000 PA USD 123621.94000000 0.001509560378 Long DBT USGA US N 2 2048-10-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B5GX4 12888094.80000000 PA USD 10573752.29000000 0.129117189946 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKT73 692856.83000000 PA USD 601192.62000000 0.007341225667 Long DBT USGA US N 2 2046-05-01 Fixed 2.50000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BR2 250000.00000000 PA USD 207324.45000000 0.002531660441 Long DBT CORP US N 2 2032-02-03 Fixed 2.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394L5S7 36649.20000000 PA USD 35580.37000000 0.000434475602 Long DBT USGA US N 2 2033-10-15 Fixed 4.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AG3 2180000.00000000 PA USD 2238615.97000000 0.027335972650 Long DBT NUSS GB N 2 2026-11-10 Fixed 7.47200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8PK7 216229.78000000 PA USD 195475.44000000 0.002386970946 Long DBT USGA US N 2 2050-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMHZ2 554442.86000000 PA USD 564501.61000000 0.006893187924 Long DBT USGA US N 2 2053-07-01 Fixed 5.50000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8U9 1956000.00000000 PA USD 1968275.72000000 0.024034819715 Long DBT CORP US N 2 2034-08-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPKN7 568397.24000000 PA USD 489562.85000000 0.005978102925 Long DBT USGA US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36178WGN3 1255.70000000 PA USD 1163.53000000 0.000014207985 Long DBT USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJL6 10985000.00000000 PA USD 11066529.35000000 0.135134541924 Long SN UST US N 2 2025-11-30 Fixed 4.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UB2 17700000.00000000 PA USD 18432890.63000000 0.225085946356 Long DBT UST US N 2 2044-05-15 Fixed 4.62500000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJK7 4210000.00000000 PA USD 4214723.07000000 0.051466422162 Long DBT CORP US N 2 2029-02-01 Fixed 4.65300000 N N N N N N CARVAL CLO LTD N/A 14686BAN7 2550000.00000000 PA USD 2549181.45000000 0.031128320057 Long ABS-CBDO CORP JE Y 2 2037-07-20 Floating 6.72201000 N N N N N N CHASE MORTGAGE FINANCE CORPORATION N/A 161630AY4 9029.63000000 PA USD 8836.51000000 0.000107903543 Long ABS-MBS US N 2 2037-02-25 Floating 6.21036000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBU8 625000.00000000 PA USD 600690.63000000 0.007335095815 Long DBT CORP US N 2 2027-04-01 Fixed 2.80000000 N N N N N N Government National Mortgage Association N/A 38383FR62 1104804.69000000 PA USD 921788.38000000 0.011256053866 Long DBT USGA US N 2 2052-01-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WRJU5 44836.80000000 PA USD 44108.18000000 0.000538609577 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38380RRQ5 3086261.36000000 PA USD 239102.85000000 0.002919709792 Long DBT USGA US N 2 2062-12-16 Floating 1.16015040 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FX1 965000.00000000 PA USD 864819.19000000 0.010560397157 Long DBT CORP US N 2 2032-02-14 Fixed 2.80000000 N N N N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 48667QAQ8 1520000.00000000 PA USD 1502190.16000000 0.018343400422 Long DBT NUSS KZ N 2 2030-04-24 Fixed 5.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EDL1 172246.57000000 PA USD 147578.29000000 0.001802093862 Long DBT USGA US N 2 2042-05-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31358DDS0 8487000.00000000 PA USD 6593910.23000000 0.080518924248 Long DBT USGA US N 2 2030-11-15 Fixed 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8KC0 3507971.72000000 PA USD 3050082.24000000 0.037244871747 Long DBT USGA US N 2 2040-11-01 Fixed 2.00000000 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST N/A 92939FAX7 2180000.00000000 PA USD 2072044.44000000 0.025301950357 Long ABS-MBS US N 2 2047-08-15 Fixed 4.21300000 N N N N N N Government National Mortgage Association 2 N/A 36179WZA9 5677123.48000000 PA USD 5138912.64000000 0.062751797210 Long DBT USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CT0 1550000.00000000 PA USD 1543561.72000000 0.018848592848 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VAW1 3103000.00000000 PA USD 2603710.92000000 0.031794185091 Long DBT CORP US N 2 2031-04-01 Fixed 2.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418E5B2 1205347.17520000 PA USD 1143499.75000000 0.013963394486 Long DBT USGA US N 2 2054-04-01 Fixed 4.00000000 N N N N N N CSMC TRUST N/A 12596XAA0 552361.29000000 PA USD 531615.87000000 0.006491616730 Long ABS-MBS US N 2 2049-07-25 Fixed 3.57300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKKA5 8937962.89000000 PA USD 7500935.90000000 0.091594709126 Long DBT USGA US N 2 2046-04-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 38383LHT0 6076000.00000000 PA USD 5803145.07000000 0.070862808560 Long DBT USGA US N 2 2041-06-20 Fixed 4.00000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CB0 400000.00000000 PA USD 387894.40000000 0.004736618898 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 122363.59000000 PA USD 2181.23000000 0.000026635226 Long DBT USGA US N 2 2035-09-25 Floating 0.10126440 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M2SK9 920408.88000000 PA USD 826716.93000000 0.010095126493 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411FGK4 44905.03000000 PA USD 46744.87000000 0.000570806473 Long DBT USGA US N 2 2036-12-01 Fixed 6.50000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ADF9 630000.00000000 PA USD 641372.90000000 0.007831871249 Long DBT CORP US N 2 2034-04-15 Fixed 5.15000000 N N N N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 48667QAS4 470000.00000000 PA USD 459921.32000000 0.005616147116 Long DBT NUSS KZ N 2 2048-10-24 Fixed 6.37500000 N N N N N N EMERSON ELECTRIC CO. FGLT0EWZSUIRRITFOA30 291011BS2 2230000.00000000 PA USD 1479846.51000000 0.018070559786 Long DBT CORP US N 2 2051-12-21 Fixed 2.80000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYG3 2200000.00000000 PA USD 2065659.64000000 0.025223984900 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XB4K3 151871.79000000 PA USD 132480.14000000 0.001617728780 Long DBT USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Bank Gospodarstwa Krajowego 259400BCOV9JJIGLYF05 06237MAD5 1277000.00000000 PA USD 1375967.50000000 0.016802082381 Long DBT NUSS PL N 2 2054-07-09 Fixed 6.25000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967PF2 5605000.00000000 PA USD 5711849.01000000 0.069747982867 Long DBT CORP US N 2 2030-02-13 Fixed 5.17400000 N N N N N N Government National Mortgage Association N/A 38380PWC4 2130048.95000000 PA USD 125339.11000000 0.001530528920 Long DBT USGA US N 2 2060-05-16 Floating 0.83851920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXRS3 9938997.16000000 PA USD 8713712.72000000 0.106404053125 Long DBT USGA US N 2 2060-07-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CJA3 437392.42000000 PA USD 396194.61000000 0.004837973626 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 3488081.77000000 PA USD 3492197.71000000 0.042643589776 Long ABS-CBDO CORP KY Y 2 2032-04-20 Floating 6.53361840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DUB6 437155.02000000 PA USD 392334.26000000 0.004790834491 Long DBT USGA US N 2 2040-11-01 Fixed 2.50000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BY7 100000.00000000 PA USD 80501.03000000 0.000983006457 Long DBT NUSS US N 2 2046-09-12 Fixed 3.75000000 N N N N N N Government National Mortgage Association N/A 36200RBH4 4013.04000000 PA USD 4153.14000000 0.000050714424 Long DBT USGA US N 2 2032-06-15 Fixed 7.00000000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BW4 185000.00000000 PA USD 193071.11000000 0.002357611423 Long DBT CORP US N 2 2035-01-22 Fixed 5.67600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9XD8 639770.49000000 PA USD 622114.71000000 0.007596707486 Long DBT USGA US N 2 2048-12-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EBJ8 1792021.35000000 PA USD 1546394.04000000 0.018883178602 Long DBT USGA US N 2 2042-02-01 Fixed 2.00000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFP4 510000.00000000 PA USD 499064.97000000 0.006094134301 Long DBT CORP US N 2 2027-07-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFPJ4 1134566.07000000 PA USD 986252.27000000 0.012043229138 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K9LA5 1201429.81000000 PA USD 1119060.00000000 0.013664958154 Long DBT USGA US N 2 2050-02-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJX0 1850000.00000000 PA USD 1870306.64000000 0.022838509080 Long SN UST US N 2 2031-01-31 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TS7 7505000.00000000 PA USD 7086068.57000000 0.086528720971 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1Q49 1467865.69000000 PA USD 1396614.61000000 0.017054206391 Long DBT USGA US N 2 2048-06-25 Fixed 3.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3YD6 600000.00000000 PA USD 572090.58000000 0.006985857627 Long DBT USGA US N 2 2036-01-25 Fixed 3.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWW5 960283.87000000 PA USD 856987.64000000 0.010464765284 Long DBT USGA US N 2 2042-06-01 Fixed 2.50000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325EA9 1230000.00000000 PA USD 838566.05000000 0.010239817331 Long DBT NUSS CO N 2 2042-02-22 Fixed 4.12500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AM0 520000.00000000 PA USD 517350.74000000 0.006317423742 Long DBT NUSS CH N 2 2026-05-12 Fixed 4.48800000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661ER4 1134000.00000000 PA USD 1165594.16000000 0.014233191626 Long DBT CORP US N 2 2053-07-01 Fixed 5.75000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BF3 175000.00000000 PA USD 148304.53000000 0.001810962054 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N Government National Mortgage Association N/A 38383GS44 3188239.49000000 PA USD 2838036.89000000 0.034655563904 Long DBT USGA US N 2 2049-12-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38374TDP6 1454.11000000 PA USD 9.82000000 0.000000119913 Long DBT USGA US N 2 2038-08-16 Floating 0.84687840 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBY6 2341000.00000000 PA USD 2391479.40000000 0.029202603907 Long DBT CORP US N 2 2031-11-15 Fixed 5.15000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAS1 787000.00000000 PA USD 815087.94000000 0.009953123686 Long DBT CORP US N 2 2035-01-24 Fixed 5.71100000 N N N N N N Government National Mortgage Association 2 N/A 36241LW51 168094.50000000 PA USD 168730.52000000 0.002060385944 Long DBT USGA US N 2 2041-07-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 38380JBV9 792441.91000000 PA USD 27481.01000000 0.000335573473 Long DBT USGA US N 2 2059-12-16 Floating 0.51951960 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 06423AAJ2 1725000.00000000 PA USD 2085500.35000000 0.025466261875 Long DBT CORP US N 2 2030-09-01 Fixed 8.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZC7 1034708.82000000 PA USD 967562.74000000 0.011815009341 Long DBT USGA US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0ZR7 510000.00000000 PA USD 509885.73000000 0.006226267728 Long DBT USGA US N 2 2024-09-06 Fixed 2.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417GUX2 39025.17000000 PA USD 37938.66000000 0.000463272926 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MMXZ6 2377385.08000000 PA USD 2349361.56000000 0.028688298578 Long DBT USGA US N 2 2052-07-01 Floating 4.36100040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DZ62 721297.75000000 PA USD 623938.72000000 0.007618980662 Long DBT USGA US N 2 2041-06-01 Fixed 2.00000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAJ7 280000.00000000 PA USD 276249.85000000 0.003373315676 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWN5 1522299.38000000 PA USD 1304024.35000000 0.015923577087 Long DBT USGA US N 2 2042-04-01 Fixed 2.00000000 N N N N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 02666TAF4 578000.00000000 PA USD 465968.39000000 0.005689988517 Long DBT CORP US N 2 2052-04-15 Fixed 4.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGGN3 470546.76000000 PA USD 409549.96000000 0.005001057195 Long DBT USGA US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HFH40 1400000.00000000 PA USD 1214056.34000000 0.014824968351 Long DBT USGA US N 2 2044-03-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38384JQR8 187865.34000000 PA USD 187595.25000000 0.002290745126 Long DBT USGA US N 2 2054-02-20 Floating 6.50000160 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05581KAG6 2000000.00000000 PA USD 2122992.68000000 0.025924084620 Long DBT NUSS FR N 2 2034-12-05 Fixed 5.89400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FU6C3 5656516.90000000 PA USD 5533894.36000000 0.067574960111 Long DBT USGA US N 2 2050-07-25 Floating 5.91332040 N N N N N N BX MORTGAGE TRUST N/A 05612UAA0 2870000.00000000 PA USD 2856546.88000000 0.034881591319 Long ABS-MBS US Y 2 2037-06-15 Floating 6.87789000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HCG71 1439022.77000000 PA USD 259025.25000000 0.003162984292 Long DBT USGA US N 2 2052-04-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AQQT0 0.02000000 PA USD 0.02000000 0.000000000244 Long DBT USGA US N 2 2033-08-25 Fixed 1.70000000 N N N N N N BACARDI LIMITED 549300R32WTQNHNN5055 067316AE9 2895000.00000000 PA USD 2875999.42000000 0.035119128310 Long DBT NUSS BM N 2 2025-05-15 Fixed 4.45000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCE4 276000.00000000 PA USD 157594.70000000 0.001924405287 Long DBT CORP US N 2 2050-08-01 Fixed 2.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMB8 7192270.07000000 PA USD 6233574.78000000 0.076118830556 Long DBT USGA US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179QRZ6 38268.70000000 PA USD 37320.12000000 0.000455719870 Long DBT USGA US N 2 2044-10-20 Fixed 4.00000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CP1 67000.00000000 PA USD 64382.67000000 0.000786183485 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FVQG0 1051211.49000000 PA USD 167480.28000000 0.002045119133 Long DBT USGA US N 2 2050-09-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H0TS7 2223093.43000000 PA USD 283900.15000000 0.003466734285 Long DBT USGA US N 2 2051-02-25 Fixed 2.00000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DT4 1085000.00000000 PA USD 1115936.31000000 0.013626814450 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AAZN8 872233.39000000 PA USD 853146.83000000 0.010417864754 Long DBT USGA US N 2 2042-12-25 Floating 5.81331960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31415WQA4 8446.52000000 PA USD 8764.78000000 0.000107027640 Long DBT USGA US N 2 2038-11-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179S2P1 644264.06000000 PA USD 606838.48000000 0.007410167851 Long DBT USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKW4 554329.31000000 PA USD 502075.31000000 0.006130893876 Long DBT USGA US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D6K3 2035858.42000000 PA USD 1696332.73000000 0.020714095555 Long DBT USGA US N 2 2041-11-01 Fixed 1.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179R7J2 305307.68000000 PA USD 288246.16000000 0.003519803866 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 59892.52000000 PA USD 58376.40000000 0.000712840297 Long DBT USGA US N 2 2050-02-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0EJ7 577689.34000000 PA USD 590507.71000000 0.007210751118 Long DBT USGA US N 2 2053-09-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WUHY2 40250.37000000 PA USD 39443.49000000 0.000481648562 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N PT Perusahaan Listrik Negara (Persero) 254900OYVDRYS9J51J61 71568PAC3 1990000.00000000 PA USD 1958516.41000000 0.023915647765 Long DBT NUSS ID N 2 2027-05-15 Fixed 4.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L4HK8 452503.74000000 PA USD 376874.61000000 0.004602055095 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAY5 1414000.00000000 PA USD 1445423.55000000 0.017650217438 Long DBT CORP US N 2 2030-01-30 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XF2G5 11701203.15000000 PA USD 9657117.87000000 0.117924071621 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941BAB1 520468.28000000 PA USD 511612.04000000 0.006247347879 Long ABS-MBS US N 2 2043-01-15 Fixed 3.42000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D3X67 136968.65000000 PA USD 122584.89000000 0.001496896852 Long DBT USGA US N 2 2041-04-01 Fixed 2.50000000 N N N N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05964HAQ8 200000.00000000 PA USD 196646.45000000 0.002401270271 Long DBT NUSS ES N 2 2028-03-24 Fixed 4.17500000 N N N N N N Government National Mortgage Association 2 N/A 3622AACR3 148516.30000000 PA USD 136805.67000000 0.001670548277 Long DBT USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MLBZ6 199036.44000000 PA USD 193495.61000000 0.002362795036 Long DBT USGA US N 2 2042-12-01 Fixed 4.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3G4 1245000.00000000 PA USD 1140862.05000000 0.013931185256 Long DBT CORP US N 2 2029-01-07 Fixed 2.71700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXTM4 3942253.84000000 PA USD 3548682.71000000 0.043333333991 Long DBT USGA US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNS46 264544.01000000 PA USD 218566.70000000 0.002668940726 Long DBT USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Aegon Ltd O4QK7KMMK83ITNTHUG69 N/A 2180000.00000000 PA USD 1741820.00000000 0.021269545344 Long DBT NUSS NL N 2 2172-10-15 Floating 4.13694000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACD7 2336000.00000000 PA USD 2396741.96000000 0.029266865575 Long DBT CORP US N 2 2028-03-30 Fixed 5.60000000 N N N N N N TOYOTA AUTO LOAN EXTENDED NOTE TRUST N/A 89231JAA0 7830000.00000000 PA USD 8066862.20000000 0.098505294088 Long ABS-MBS US Y 2 2036-11-25 Fixed 5.16000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWA3 163479.15000000 PA USD 141094.80000000 0.001722923290 Long DBT USGA US N 2 2042-01-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GRAV6 25588.20000000 PA USD 24526.94000000 0.000299501017 Long DBT USGA US N 2 2047-04-01 Fixed 4.00000000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862121AD2 448000.00000000 PA USD 375944.41000000 0.004590696326 Long DBT CORP US N 2 2031-12-01 Fixed 2.70000000 N N N N N N Government National Mortgage Association N/A 38375BE99 4426.39000000 PA USD 4388.73000000 0.000053591238 Long DBT USGA US N 2 2063-01-20 Floating 5.94640080 N N N N N N INTUIT INC. VI90HBPH7XSFMB9E4M29 46124HAH9 1487000.00000000 PA USD 1564798.16000000 0.019107913228 Long DBT CORP US N 2 2053-09-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEK5 2297252.37000000 PA USD 2236861.97000000 0.027314554374 Long DBT USGA US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AWH7 82569.03000000 PA USD 80167.69000000 0.000978936008 Long DBT USGA US N 2 2043-08-01 Fixed 4.00000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BY9 720000.00000000 PA USD 708823.84000000 0.008655521699 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 990711.07000000 0.012097676009 Long DBT NUSS US N 2 2024-11-01 Fixed 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C8DQ5 272694.83000000 PA USD 278189.31000000 0.003396998624 Long DBT USGA US N 2 2053-07-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJCE1 87045.80000000 PA USD 71935.92000000 0.000878417007 Long DBT USGA US N 2 2052-01-01 Fixed 2.00000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EE6 545000.00000000 PA USD 397345.78000000 0.004852030683 Long DBT CORP US N 2 2041-02-08 Fixed 2.37500000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DC8 315000.00000000 PA USD 290865.20000000 0.003551785236 Long DBT CORP US N 2 2035-01-15 Fixed 3.87500000 N N N N N N SMALL BUSINESS INVESTMENT COMPANIES N/A 831641FL4 739081.24000000 PA USD 722917.24000000 0.008827617673 Long ABS-MBS US N 2 2028-09-10 Fixed 3.54800000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBG7 2445000.00000000 PA USD 2416577.90000000 0.029509084303 Long DBT CORP US N 2 2034-09-15 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C9GR8 993528.04000000 PA USD 1015494.94000000 0.012400314425 Long DBT USGA US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HBW34 766982.38000000 PA USD 101014.42000000 0.001233497598 Long DBT USGA US N 2 2051-10-25 Fixed 2.50000000 N N N N N N CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 14913UAL4 2277000.00000000 PA USD 2324057.53000000 0.028379308434 Long DBT CORP US N 2 2027-05-14 Fixed 5.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RDJ8 195000.00000000 PA USD 168145.73000000 0.002053245013 Long DBT CORP US N 2 2048-03-09 Fixed 4.50000000 N N N N N N AMERICAN TRANSMISSION SYSTEMS, INCORPORATED N/A 030288AC8 720000.00000000 PA USD 622133.82000000 0.007596940840 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N Government National Mortgage Association N/A 36202S2H0 3948.47000000 PA USD 4043.52000000 0.000049375843 Long DBT USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63935CAB7 796069.68000000 PA USD 758576.07000000 0.009263051358 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 1042967.83000000 PA USD 1046913.13000000 0.012783965214 Long DBT USGA US N 2 2041-03-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVY2 630347.63000000 PA USD 544041.23000000 0.006643344094 Long DBT USGA US N 2 2041-10-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACCS7 5681602.68000000 PA USD 5826643.60000000 0.071149751556 Long DBT USGA US N 2 2053-01-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AWH72 340109.43000000 PA USD 281790.73000000 0.003440975938 Long DBT USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDR1 10969348.20000000 PA USD 9376762.28000000 0.114500620326 Long DBT USGA US N 2 2052-05-01 Fixed 2.50000000 N N N N N N MSCCG TRUST N/A 55352NAC1 1085000.00000000 PA USD 1022327.90000000 0.012483752411 Long ABS-MBS US N 2 2035-06-07 Floating 3.57714360 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DP4N5 1709765.95000000 PA USD 1469483.02000000 0.017944010131 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBL3 480000.00000000 PA USD 462047.74000000 0.005642113052 Long DBT CORP US N 2 2030-04-06 Fixed 3.63300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B35Z9 300826.70000000 PA USD 290678.67000000 0.003549507499 Long DBT USGA US N 2 2031-02-25 Fixed 3.61000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACSX9 2353137.02000000 PA USD 2200600.75000000 0.026871764841 Long DBT USGA US N 2 2047-12-01 Fixed 3.50000000 N N N N N N US LONG BND W5 OP Aug24C 124 N/A N/A -145.00000000 NC USD 0.00000000 0.000000 N/A DIR US N 1 US LONG BND W5 OP Aug24C 124 N/A Call Written N/A N/A -145000.00000000 124.00000000 USD 2024-09-02 XXXX 85030.40000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416B3M8 20713.44000000 PA USD 21666.82000000 0.000264575794 Long DBT USGA US N 2 2038-11-01 Fixed 7.50000000 N N N N N N VERIZON MASTER TRUST N/A 92348KCH4 1950000.00000000 PA USD 1985224.61000000 0.024241784375 Long ABS-MBS US Y 2 2031-12-22 Fixed 4.83000000 N N N N N N DRIVEN BRANDS FUNDING LLC N/A 26209XAH4 1770000.00000000 PA USD 1824907.17000000 0.022284131426 Long ABS-MBS US Y 2 2054-10-20 Fixed 6.37200000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAE7 390000.00000000 PA USD 269727.58000000 0.003293671558 Long DBT CORP US N 2 2040-08-15 Fixed 1.90000000 N N N N N N Government National Mortgage Association N/A 38384QH76 7432041.16000000 PA USD 7037974.27000000 0.085941436467 Long DBT USGA US N 2 2047-09-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCSS8 888910.78000000 PA USD 845450.28000000 0.010323881380 Long DBT USGA US N 2 2039-11-01 Fixed 3.00000000 N N N N N N TIME WARNER CABLE ENTERPRISES LLC N/A 88731EAJ9 1380000.00000000 PA USD 1571371.51000000 0.019188181089 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 677362.28000000 PA USD 122459.92000000 0.001495370831 Long DBT USGA US N 2 2050-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABE65 3927863.00000000 PA USD 3407807.77000000 0.041613095434 Long DBT USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36209MHX5 3852.21000000 PA USD 3853.04000000 0.000047049872 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 240601.88000000 0.002938014603 Long DBT CORP US N 2 2037-02-06 Fixed 4.10000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBK6 794000.00000000 PA USD 797891.04000000 0.009743130550 Long DBT CORP US N 2 2054-04-15 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MM3D8 2176214.72000000 PA USD 2166660.05000000 0.026457311420 Long DBT USGA US N 2 2052-08-01 Floating 4.64799960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6KQ3 367569.26000000 PA USD 364727.38000000 0.004453724005 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 1179321.30000000 0.014400815162 Long ABS-MBS US N 2 2073-07-25 Floating 7.47074880 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109CC6 772000.00000000 PA USD 726638.92000000 0.008873063495 Long DBT CORP US N 2 2030-01-15 Fixed 3.40000000 N N N N N N Government National Mortgage Association N/A 38382LXR7 3061310.36000000 PA USD 340458.12000000 0.004157369545 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 541135.64000000 0.006607863632 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACT0 2315000.00000000 PA USD 1648304.19000000 0.020127614053 Long DBT CORP US N 2 2052-10-15 Fixed 3.40000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABD6 130000.00000000 PA USD 127640.54000000 0.001558631921 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N Government National Mortgage Association 2 N/A 36179TC29 106804.16000000 PA USD 108247.61000000 0.001321822834 Long DBT USGA US N 2 2047-07-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AV6R5 178150.16000000 PA USD 171072.49000000 0.002088983984 Long DBT USGA US N 2 2027-06-25 Fixed 2.89800000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BU8 1355000.00000000 PA USD 1525589.87000000 0.018629136717 Long DBT CORP US N 2 2034-10-20 Fixed 6.87500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KJ9 2785000.00000000 PA USD 2778187.14000000 0.033924732377 Long DBT CORP US N 2 2026-03-09 Fixed 4.60000000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WEZ2 1565000.00000000 PA USD 1540747.35000000 0.018814226283 Long DBT CORP US N 2 2033-01-28 Fixed 4.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQZX6 2696537.46000000 PA USD 2668989.88000000 0.032591313267 Long DBT USGA US N 2 2052-12-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 36209CSZ0 648.68000000 PA USD 653.59000000 0.000007981055 Long DBT USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABU83 242185.41000000 PA USD 220493.29000000 0.002692466517 Long DBT USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N ENTERGY TEXAS, INC. LWXX58X12AJXISQ28573 29365TAF1 1625000.00000000 PA USD 1560451.39000000 0.019054834367 Long DBT CORP US N 2 2027-12-01 Fixed 3.45000000 N N N N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523AH3 1260000.00000000 PA USD 1252983.31000000 0.015300309634 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGTL3 666406.90000000 PA USD 616528.93000000 0.007528498945 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617GGQ81 185885.83000000 PA USD 178380.70000000 0.002178225297 Long DBT USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N Banco Bilbao Vizcaya Argentaria, S.A. K8MS7FD7N5Z2WQ51AZ71 05946KAR2 1400000.00000000 PA USD 1456670.32000000 0.017787552917 Long DBT NUSS ES N 2 2035-03-13 Fixed 6.03300000 N N N N N N KINDER MORGAN ENERGY PARTNERS, L.P. 549300PDHUGWPWGOT525 494550BW5 40000.00000000 PA USD 37987.50000000 0.000463869317 Long DBT CORP US N 2 2044-09-01 Fixed 5.40000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DU1 1456000.00000000 PA USD 1464734.69000000 0.017886027779 Long DBT CORP US N 2 2033-02-21 Fixed 5.25000000 N N N N N N AON NORTH AMERICA, INC. N/A 03740MAD2 3800000.00000000 PA USD 3932306.99000000 0.048017810010 Long DBT CORP US N 2 2034-03-01 Fixed 5.45000000 N N N N N N Government National Mortgage Association N/A 36201Q2P7 612.29000000 PA USD 625.39000000 0.000007636702 Long DBT USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N PT Perusahaan Listrik Negara (Persero) 254900OYVDRYS9J51J61 71568PAF6 2430000.00000000 PA USD 2487423.33000000 0.030374185224 Long DBT NUSS ID N 2 2048-05-21 Fixed 6.15000000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109CA0 723000.00000000 PA USD 665917.62000000 0.008131589380 Long DBT CORP US N 2 2028-03-15 Fixed 2.10000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BR2 1510000.00000000 PA USD 1625354.94000000 0.019847378372 Long DBT CORP US N 2 2032-11-01 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129882T4 50484.28000000 PA USD 50207.59000000 0.000613090108 Long DBT USGA US N 2 2039-06-01 Fixed 4.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGU8 1990000.00000000 PA USD 1779753.65000000 0.021732757093 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 378372.18000000 PA USD 383336.54000000 0.004680962395 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 827830.78000000 PA USD 837239.33000000 0.010223616615 Long DBT USGA US N 2 2070-05-20 Floating 6.59639880 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGX6 4686000.00000000 PA USD 4620622.66000000 0.056422904310 Long DBT CORP US N 2 2035-02-15 Fixed 4.78000000 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411BC8 1130000.00000000 PA USD 839599.94000000 0.010252442270 Long DBT CORP US N 2 2044-01-15 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQHF9 1493416.67000000 PA USD 1481091.35000000 0.018085760657 Long DBT USGA US N 2 2040-06-25 Floating 6.01332120 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457CR7 640000.00000000 PA USD 641795.91000000 0.007837036668 Long DBT CORP US N 2 2034-08-14 Fixed 4.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AYHK2 1665958.49000000 PA USD 1653789.00000000 0.020194589639 Long DBT USGA US N 2 2047-10-25 Floating 5.71331880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31423XMX6 2380342.14000000 PA USD 291423.84000000 0.003558606847 Long DBT USGA US N 2 2050-03-25 Fixed 2.00000000 N N N N N N BANC OF AMERICA FUNDING CORPORATION N/A 06051GBM0 22514.38000000 PA USD 21303.82000000 0.000260143163 Long ABS-MBS US N 2 2034-09-20 Fixed 5.75000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABA8 1110000.00000000 PA USD 1109056.91000000 0.013542809381 Long DBT NUSS DK N 2 2025-09-10 Fixed 0.97600000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05581KAH4 2225000.00000000 PA USD 2263006.74000000 0.027633810882 Long DBT NUSS FR N 2 2030-01-09 Fixed 5.17600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1FM1 1244715.50000000 PA USD 1187250.47000000 0.014497639082 Long DBT USGA US N 2 2048-03-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X3EH1 1584980.08000000 PA USD 1452990.13000000 0.017742613734 Long DBT USGA US N 2 2043-08-01 Fixed 3.00000000 N N N N N N LAS VEGAS SANDS CORP. 549300DUOO1KXOHPM605 517834AK3 610000.00000000 PA USD 625840.21000000 0.007642199954 Long DBT CORP US N 2 2029-08-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31389HCB2 8484.55000000 PA USD 8804.25000000 0.000107509613 Long DBT USGA US N 2 2032-01-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179VZQ6 2225320.59000000 PA USD 1876032.56000000 0.022908428886 Long DBT USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMK52 389136.34000000 PA USD 348026.66000000 0.004249789775 Long DBT USGA US N 2 2041-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JAGG7 7721202.14000000 PA USD 7040569.99000000 0.085973133074 Long DBT USGA US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AAXW0 306062.13000000 PA USD 40869.03000000 0.000499055979 Long DBT USGA US N 2 2042-12-25 Floating 0.68667840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BRWE3 1256000.00000000 PA USD 1087990.78000000 0.013285568674 Long DBT USGA US N 2 2043-12-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FAXZ6 950338.55000000 PA USD 878384.71000000 0.010726047134 Long DBT USGA US N 2 2047-09-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FPPA7 1295191.06000000 PA USD 1195925.54000000 0.014603571265 Long DBT USGA US N 2 2049-11-25 Fixed 3.00000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92537MAA8 334713.23000000 PA USD 328523.78000000 0.004011638077 Long ABS-MBS US N 2 2059-11-25 Floating 3.69200160 N N N N N N AMERICAN HOMES 4 RENT TRUST N/A 02666AAA6 4661963.64000000 PA USD 4603827.09000000 0.056217811856 Long ABS-MBS US N 2 2052-04-17 Fixed 3.46700000 N N N N N N Petroleos del Peru - Petroperu S.A. 549300ZMGDLC9JT2OR80 716564AA7 4690000.00000000 PA USD 3525436.42000000 0.043049471124 Long DBT NUSS PE N 2 2032-06-19 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKA8 13150000.00000000 PA USD 13231673.86000000 0.161573346928 Long SN UST US N 2 2027-02-15 Fixed 4.12500000 N N N N N N Government National Mortgage Association N/A 38382NCT2 953240.01000000 PA USD 119152.52000000 0.001454983825 Long DBT USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244BA6 940000.00000000 PA USD 696701.17000000 0.008507490513 Long DBT CORP US N 2 2050-11-15 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SC3 5475000.00000000 PA USD 4472176.77000000 0.054610216094 Long DBT UST US N 1 2048-05-15 Fixed 3.12500000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BS0 100000.00000000 PA USD 83309.30000000 0.001017298534 Long DBT CORP US N 2 2047-06-15 Fixed 3.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAFA5 344313.58000000 PA USD 299908.51000000 0.003662214036 Long DBT USGA US N 2 2051-03-01 Fixed 2.50000000 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAB5 117000.00000000 PA USD 121833.74000000 0.001487724482 Long DBT NUSS CA N 2 2036-03-15 Fixed 5.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6EV9 4127811.73000000 PA USD 3784449.25000000 0.046212303754 Long DBT USGA US N 2 2048-04-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL52 7266779.07000000 PA USD 6304196.15000000 0.076981195457 Long DBT USGA US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AEPA6 36962.20000000 PA USD 32039.98000000 0.000391243531 Long DBT USGA US N 2 2051-01-01 Fixed 2.50000000 N N N N N N OCTANE RECEIVABLES TRUST N/A 67571BAA1 740160.31000000 PA USD 742418.39000000 0.009065748246 Long ABS-MBS US Y 2 2029-05-21 Fixed 5.87000000 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAK7 770000.00000000 PA USD 751235.35000000 0.009173413062 Long DBT CORP US N 2 2027-03-24 Fixed 3.37500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 999000.00000000 PA USD 683799.62000000 0.008349948343 Long DBT NUSS MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MHUN7 1129934.95000000 PA USD 973953.24000000 0.011893044402 Long DBT USGA US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUZW9 1881128.94000000 PA USD 1963042.55000000 0.023970916931 Long DBT USGA US N 2 2054-07-01 Fixed 6.00000000 N N N N N N PRINCIPAL LIFE GLOBAL FUNDING II 635400WSLKBQWSOIIT41 74256LEE5 270000.00000000 PA USD 262303.50000000 0.003203015344 Long DBT CORP US N 2 2025-06-23 Fixed 1.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KH3D6 3305839.12000000 PA USD 2840728.68000000 0.034688433632 Long DBT USGA US N 2 2050-05-01 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2A0 1205000.00000000 PA USD 1172515.94000000 0.014317714202 Long DBT CORP US N 2 2028-05-22 Fixed 3.58400000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8U9 1460000.00000000 PA USD 1469162.86000000 0.017940100624 Long DBT CORP US N 2 2034-08-15 Fixed 4.75000000 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59981AAC0 1289137.47000000 PA USD 1244380.81000000 0.015195263611 Long ABS-MBS US N 2 2069-10-25 Floating 3.25000080 N N N N N N Government National Mortgage Association N/A 36230SFP4 245017.71000000 PA USD 223385.36000000 0.002727781885 Long DBT USGA US N 2 2046-06-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EEE6 944535.25000000 PA USD 868357.69000000 0.010603606149 Long DBT USGA US N 2 2042-06-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418B2M7 410069.51000000 PA USD 389146.18000000 0.004751904514 Long DBT USGA US N 2 2036-04-01 Fixed 3.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAW0 1315000.00000000 PA USD 1327769.75000000 0.016213534638 Long DBT CORP US N 2 2054-05-15 Fixed 5.95000000 N N N N N N Government National Mortgage Association 2 N/A 36179SST5 106095.63000000 PA USD 108212.65000000 0.001321395934 Long DBT USGA US N 2 2046-12-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERNP1 24013.46000000 PA USD 21823.25000000 0.000266485977 Long DBT USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N CIM TRUST N/A 17179VAA8 3431844.96000000 PA USD 3379916.00000000 0.041272506127 Long ABS-MBS US Y 2 2064-06-25 Floating 4.74999840 N N N N N N Government National Mortgage Association 2 N/A 36179XHX7 811580.02000000 PA USD 775618.82000000 0.009471162153 Long DBT USGA US N 2 2052-10-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BN3N4 161903.50000000 PA USD 156032.02000000 0.001905323239 Long DBT USGA US N 2 2052-09-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QT3K3 2649341.65000000 PA USD 2711924.74000000 0.033115595312 Long DBT USGA US N 2 2054-02-01 Fixed 6.00000000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AY9 1651000.00000000 PA USD 1699332.84000000 0.020750730210 Long DBT CORP US N 2 2029-06-15 Fixed 5.15000000 N N N N N N Government National Mortgage Association 2 N/A 36179QGC9 115767.55000000 PA USD 109888.12000000 0.001341855272 Long DBT USGA US N 2 2044-06-20 Fixed 3.50000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2V5 3070000.00000000 PA USD 3116337.54000000 0.038053922113 Long DBT NUSS FR N 2 2029-01-13 Fixed 5.12500000 N N N N N N NEW YORK LIFE INSURANCE CO TAE73CY392TBWJ3O3305 64952GAT5 650000.00000000 PA USD 504789.81000000 0.006164040918 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 1832641.83000000 0.022378580165 Long DBT CORP US N 2 2031-09-30 Fixed 7.87500000 N N N N N N VERIZON MASTER TRUST N/A 92348KDB6 1063000.00000000 PA USD 1092000.13000000 0.013334527265 Long ABS-MBS US Y 2 2032-06-21 Fixed 5.00000000 N N N N N N FARMERS EXCHANGE CAPITAL N/A 309588AE1 1788000.00000000 PA USD 1758077.93000000 0.021468072620 Long DBT CORP US Y 2 2048-07-15 Fixed 7.20000000 N N N N N N HILDENE COMMUNITY FUNDING CDO LTD. N/A 43133KAC9 1728808.30000000 PA USD 1463090.46000000 0.017865949915 Long ABS-CBDO CORP KY Y 2 2035-11-01 Fixed 2.60000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2D4 1450000.00000000 PA USD 1433535.41000000 0.017505050123 Long DBT CORP US N 2 2029-01-24 Fixed 4.15000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAW5 3430000.00000000 PA USD 3207903.18000000 0.039172039675 Long DBT NUSS IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DR8 660000.00000000 PA USD 548204.04000000 0.006694176600 Long DBT CORP US N 2 2031-09-15 Fixed 2.12500000 N N N N N N Government National Mortgage Association N/A 38381H8D6 3997919.61000000 PA USD 230412.10000000 0.002813586139 Long DBT USGA US N 2 2064-06-16 Floating 0.61110000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CH1 429000.00000000 PA USD 416456.53000000 0.005085394041 Long DBT CORP US N 2 2043-02-10 Fixed 5.62500000 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST N/A 617939AA1 3161317.91000000 PA USD 3207624.89000000 0.039168641447 Long ABS-MBS US Y 2 2054-02-25 Floating 6.50000160 N N N N N N US 10Y NOTE W5 OP Aug24P 113.5 N/A 01P46RRN1 -129.00000000 NC USD 0.00000000 0.000000 N/A DIR US N 1 US 10Y NOTE W5 OP Aug24P 113.5 N/A Put Written N/A N/A -129000.00000000 113.50000000 USD 2024-09-02 XXXX 24339.33000000 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DA4 2835000.00000000 PA USD 2914685.02000000 0.035591522199 Long DBT CORP US N 2 2030-02-15 Fixed 5.12500000 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477CN1 2360000.00000000 PA USD 2363782.35000000 0.028864392346 Long DBT CORP US N 2 2029-02-20 Fixed 4.53000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CC4 540000.00000000 PA USD 441863.35000000 0.005395639365 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N Government National Mortgage Association 2 N/A 36179S5P8 447388.98000000 PA USD 453434.25000000 0.005536932829 Long DBT USGA US N 2 2047-05-20 Fixed 5.00000000 N N N N N N TotalEnergies Capital SA 529900QI55ZLJVCMPA71 89157XAC5 377000.00000000 PA USD 391448.08000000 0.004780013254 Long DBT NUSS FR N 2 2064-04-05 Fixed 5.63800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BTCA6 434932.84000000 PA USD 433098.85000000 0.005288615143 Long DBT USGA US N 2 2052-12-01 Fixed 5.00000000 N N N N N N BIRCH GROVE CLO LTD N/A 09077CAQ5 1320000.00000000 PA USD 1319572.32000000 0.016113434967 Long ABS-CBDO CORP KY Y 2 2037-07-15 Floating 6.81918840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRCQ5 272905.10000000 PA USD 285271.25000000 0.003483476930 Long DBT USGA US N 2 2053-05-01 Fixed 6.50000000 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAM3 830000.00000000 PA USD 771124.82000000 0.009416285451 Long DBT CORP US N 2 2032-03-24 Fixed 3.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EAV2 581132.03000000 PA USD 484210.13000000 0.005912740303 Long DBT USGA US N 2 2042-01-01 Fixed 1.50000000 N N N N N N BERRY GLOBAL, INC. 549300AP2Q7ERHX6RI89 08576PAP6 1010000.00000000 PA USD 1027537.83000000 0.012547371409 Long DBT CORP US N 2 2034-01-15 Fixed 5.65000000 N N N N N N CVS LEASE BACKED PASS THROUGH SERIES TRUST N/A 126650BP4 854675.26000000 PA USD 865424.84000000 0.010567792812 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 129328.89000000 0.001579248538 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPPT2 1448892.94000000 PA USD 200868.29000000 0.002452823599 Long DBT USGA US N 2 2050-05-25 Fixed 2.50000000 N N N N N N WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST N/A 981464HU7 1552000.00000000 PA USD 1553820.34000000 0.018973861925 Long ABS-MBS US N 2 2031-05-15 Fixed 4.62000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAN3 1531000.00000000 PA USD 1576608.46000000 0.019252130030 Long DBT CORP GB N 2 2034-02-26 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622AAHA5 92519.93000000 PA USD 85895.25000000 0.001048875839 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 307640.76000000 PA USD 263426.89000000 0.003216733176 Long DBT USGA US N 2 2050-12-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38380RRU6 5255696.95000000 PA USD 495088.75000000 0.006045580265 Long DBT USGA US N 2 2063-06-16 Floating 1.32519960 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BS0 3990000.00000000 PA USD 3817666.23000000 0.046617919755 Long DBT CORP US N 2 2026-03-15 Fixed 1.65000000 N N N N N N MVW LLC N/A 55400WAA7 828942.07000000 PA USD 855551.69000000 0.010447230749 Long ABS-MBS US Y 2 2040-11-20 Fixed 6.18000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQQV7 1051850.04000000 PA USD 1043716.64000000 0.012744932542 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 1604889.10000000 PA USD 1449050.52000000 0.017694506746 Long ABS-MBS US Y 2 2069-05-15 Fixed 0.84000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPXU7 3312382.97000000 PA USD 3036602.05000000 0.037080263744 Long DBT USGA US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFBF7 388119.78000000 PA USD 352646.40000000 0.004306201901 Long DBT USGA US N 2 2051-08-01 Fixed 3.00000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GR9 782000.00000000 PA USD 787132.46000000 0.009611756409 Long DBT CORP US N 2 2034-08-15 Fixed 5.05000000 N N N N N N Government National Mortgage Association 2 N/A 36179XLJ3 1814034.54000000 PA USD 1828951.56000000 0.022333517893 Long DBT USGA US N 2 2052-11-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617YM4G4 1536068.52000000 PA USD 1398051.18000000 0.017071748496 Long DBT USGA US N 2 2043-06-20 Fixed 3.00000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FL7 700000.00000000 PA USD 513882.73000000 0.006275075511 Long DBT CORP US N 2 2070-02-05 Fixed 3.75000000 N N N N N N SOLVENTUM CORPORATION 254900I70403OSGY4M28 83444MAG6 1410000.00000000 PA USD 1437461.10000000 0.017552987132 Long DBT CORP US N 2 2034-03-23 Fixed 5.60000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAT7 3220000.00000000 PA USD 3484020.65000000 0.042543738845 Long DBT CORP US N 2 2030-12-01 Fixed 6.40000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 2150000.00000000 PA USD 2196220.53000000 0.026818277519 Long DBT CORP US N 2 2035-07-19 Fixed 5.32000000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159VJ2 1385000.00000000 PA USD 1363417.18000000 0.016648829117 Long DBT NUSS CA N 2 2172-09-04 Fixed 4.90000000 N N N Y Y THE BANK OF NOVA SCOTIA CAD XXXX N N N SBNA AUTO RECEIVABLES TRUST N/A 78437PAC7 1011000.00000000 PA USD 1017379.11000000 0.012423322221 Long ABS-MBS US Y 2 2028-12-15 Fixed 5.32000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 17327CAR4 1780000.00000000 PA USD 1878960.54000000 0.022944182754 Long DBT CORP US N 2 2034-05-25 Fixed 6.17400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MSTE5 832135.35000000 PA USD 828260.44000000 0.010113974455 Long DBT USGA US N 2 2052-06-01 Fixed 5.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDU3 140000.00000000 PA USD 110321.00000000 0.001347141215 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 890000.00000000 PA USD 793509.13000000 0.009689622591 Long DBT NUSS US N 2 2045-05-11 Fixed 4.37500000 N N N N N N Government National Mortgage Association 2 N/A 36179WFG8 611093.84000000 PA USD 534626.66000000 0.006528381800 Long DBT USGA US N 2 2051-05-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179U3S9 886789.02000000 PA USD 789268.02000000 0.009637833955 Long DBT USGA US N 2 2049-10-20 Fixed 3.00000000 N N N N N N OCP CLO LTD N/A 67106BAU1 3204625.38000000 PA USD 3204561.29000000 0.039131231508 Long ABS-CBDO CORP KY Y 2 2030-10-17 Floating 6.43577040 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CQ5 3240000.00000000 PA USD 3239128.63000000 0.039553336895 Long DBT NUSS JP N 2 2025-09-12 Fixed 5.06300000 N N N N N N PUBLIC SERVICE COMPANY OF OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BP4 675000.00000000 PA USD 457698.92000000 0.005589009158 Long DBT CORP US N 2 2051-08-15 Fixed 3.15000000 N N N N N N CISCO SYSTEMS, INC. 549300LKFJ962MZ46593 17275RBU5 1137000.00000000 PA USD 1173828.62000000 0.014333743474 Long DBT CORP US N 2 2054-02-26 Fixed 5.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBW81 3682658.98000000 PA USD 2966531.32000000 0.036224622765 Long DBT USGA US N 2 2050-10-25 Fixed 1.50000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBV9 230000.00000000 PA USD 241026.82000000 0.002943203590 Long DBT CORP BE N 2 2049-01-23 Fixed 5.55000000 N N N N N N Government National Mortgage Association N/A 36213R2S5 22072.92000000 PA USD 23033.28000000 0.000281261779 Long DBT USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N SOLVENTUM CORPORATION 254900I70403OSGY4M28 83444MAE1 1070000.00000000 PA USD 1089482.72000000 0.013303786909 Long DBT CORP US N 2 2031-03-13 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVS5 2718540.65000000 PA USD 2340876.06000000 0.028584681255 Long DBT USGA US N 2 2041-09-01 Fixed 2.00000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 831943AA3 1748039.69000000 PA USD 1771757.44000000 0.021635114540 Long ABS-MBS US Y 2 2056-03-15 Fixed 5.24000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BCER7 595667.60000000 PA USD 107642.14000000 0.001314429377 Long DBT USGA US N 2 2050-10-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36213JVQ5 5232.84000000 PA USD 5297.08000000 0.000064683195 Long DBT USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5H44 120619.50000000 PA USD 109794.61000000 0.001340713412 Long DBT USGA US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NCC7 1133000.00000000 PA USD 1169017.36000000 0.014274992678 Long DBT NUSS CA N 2 2034-04-05 Fixed 5.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FPJQ9 1521994.95000000 PA USD 33451.77000000 0.000408483045 Long DBT USGA US N 2 2027-06-25 Floating 1.36230480 N N N N N N Government National Mortgage Association N/A 36213FF65 2085.46000000 PA USD 2136.92000000 0.000026094152 Long DBT USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKUN3 1021201.24000000 PA USD 978130.13000000 0.011944048841 Long DBT USGA US N 2 2047-05-01 Fixed 4.00000000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KRE1 1186491.05000000 PA USD 1187588.67000000 0.014501768877 Long DBT USGA US Y 2 2042-02-25 Floating 6.64884000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CK3 410000.00000000 PA USD 356349.29000000 0.004351418276 Long DBT NUSS GB N 2 2031-08-18 Fixed 2.35700000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CV9 2835000.00000000 PA USD 2924996.90000000 0.035717441639 Long DBT CORP US N 2 2054-04-01 Fixed 6.00000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FJ2 270000.00000000 PA USD 256965.85000000 0.003137836744 Long DBT CORP US N 2 2027-02-05 Fixed 2.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPZ84 977392.62000000 PA USD 951697.96000000 0.011621282861 Long DBT USGA US N 2 2052-09-01 Fixed 4.50000000 N N N N N N City of New York 549300ABYZD2SFD5JB29 64966QCL2 870000.00000000 PA USD 755144.17000000 0.009221144070 Long DBT MUN US N 2 2034-08-01 Fixed 3.00000000 N N N N N N PFS FINANCING CORP. N/A 69335PEG6 1563000.00000000 PA USD 1541981.24000000 0.018829293442 Long ABS-MBS US Y 2 2027-02-15 Fixed 2.77000000 N N N N N N UBS Group AG BFM8T61CT2L1QCEMIK50 N/A 57727000.00000000 NC USD 1026012.29000000 0.012528742881 N/A DIR US N 2 UBS Group AG BFM8T61CT2L1QCEMIK50 Y 2030-03-18 0.00000000 USD -1338878.94000000 USD -57727000.00000000 USD 2364891.23000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAL91 659441.88000000 PA USD 599151.39000000 0.007316299995 Long DBT USGA US N 2 2047-09-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFCF1 98889.88000000 PA USD 95402.58000000 0.001164970835 Long DBT USGA US N 2 2045-07-01 Fixed 4.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YDR7 1894000.00000000 PA USD 1919388.35000000 0.023437850951 Long DBT CORP US N 2 2027-03-15 Fixed 4.80000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCY5 250000.00000000 PA USD 200118.07000000 0.002443662585 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCN9 120000.00000000 PA USD 113069.39000000 0.001380702091 Long DBT CORP US N 2 2058-10-15 Fixed 4.95000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFB5 180000.00000000 PA USD 176496.69000000 0.002155219454 Long DBT CORP US N 2 2027-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUVU7 1333015.94000000 PA USD 1422247.45000000 0.017367211668 Long DBT USGA US N 2 2054-06-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ASGU1 249850.75000000 PA USD 216519.84000000 0.002643946306 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38383FF57 5866794.98000000 PA USD 5079175.41000000 0.062022339676 Long DBT USGA US N 2 2049-10-20 Fixed 2.00000000 N N N N N N NP SPE X L P N/A 62947AAF0 2556432.18000000 PA USD 2396206.51000000 0.029260327139 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 12043.35000000 PA USD 12232.40000000 0.000149371109 Long DBT USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKLX6 553469.25000000 PA USD 551904.91000000 0.006739368309 Long DBT USGA US N 2 2053-02-01 Fixed 5.00000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 83208AAA1 1755698.55000000 PA USD 1583662.21000000 0.019338264106 Long ABS-MBS US Y 2 2053-01-15 Fixed 1.39000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CN3 390000.00000000 PA USD 301933.16000000 0.003686937248 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMN9 80000.00000000 PA USD 58636.60000000 0.000716017626 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QFR6 2391052.46000000 PA USD 2301067.19000000 0.028098570999 Long DBT USGA US N 2 2048-11-01 Floating 3.00600000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAV8 940000.00000000 PA USD 928393.28000000 0.011336706988 Long DBT CORP US N 2 2029-07-23 Fixed 4.20300000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AW5 865000.00000000 PA USD 552166.68000000 0.006742564810 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 243579.81000000 PA USD 238252.62000000 0.002909327545 Long ABS-MBS US N 2 2028-09-10 Fixed 3.54800000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34533BAA8 1401000.00000000 PA USD 1422023.69000000 0.017364479311 Long ABS-MBS US Y 2 2036-08-15 Fixed 4.87000000 N N N N N N C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES N/A 12498NAB9 299811.85000000 PA USD 247391.10000000 0.003020918475 Long ABS-MBS US N 2 2036-12-25 Floating 3.03202440 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBZ1 2760000.00000000 PA USD 2743221.82000000 0.033497767214 Long DBT CORP US N 2 2024-11-21 Fixed 2.60000000 N N N N N N ELMWOOD CLO N/A 290015AW6 2220000.00000000 PA USD 2236667.76000000 0.027312182855 Long ABS-CBDO CORP KY Y 2 2037-04-20 Floating 6.80200920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XPPJ2 760174.81000000 PA USD 787504.19000000 0.009616295643 Long DBT USGA US N 2 2054-03-01 Fixed 6.50000000 N N N N N N METROPOLITAN EDISON COMPANY N/A 591894CC2 1174000.00000000 PA USD 1159758.52000000 0.014161932019 Long DBT CORP US N 2 2029-01-15 Fixed 4.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H62L8 1251065.38000000 PA USD 1118389.40000000 0.013656769388 Long DBT USGA US N 2 2049-06-25 Fixed 2.50000000 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BT9 2000000.00000000 PA USD 1517590.78000000 0.018531458996 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 842381.11000000 0.010286403426 Long DBT CORP US N 2 2028-05-17 Fixed 3.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B5D77 1386904.98000000 PA USD 1361951.23000000 0.016630928249 Long DBT USGA US N 2 2059-08-25 Floating 5.96332080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9LV4 867674.42000000 PA USD 797793.62000000 0.009741940944 Long DBT USGA US N 2 2042-09-01 Fixed 3.00000000 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EXU8 2399000.00000000 PA USD 2468205.82000000 0.030139518209 Long DBT CORP US N 2 2034-06-12 Fixed 5.05000000 N N N N N N Government National Mortgage Association N/A 38381RME6 719373.12000000 PA USD 665733.14000000 0.008129336675 Long DBT USGA US N 2 2049-02-20 Fixed 3.50000000 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HDG7 2330000.00000000 PA USD 2371984.22000000 0.028964546235 Long DBT CORP US N 2 2030-07-26 Fixed 5.46300000 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HDH5 1554000.00000000 PA USD 1594008.15000000 0.019464599456 Long DBT CORP US N 2 2035-07-26 Fixed 5.88400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLQR2 3110953.13000000 PA USD 2829231.19000000 0.034548036585 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N HSBC USA INC. 549300LBOHZ4QSIWU288 40428HA44 2226000.00000000 PA USD 2268375.69000000 0.027699371689 Long DBT CORP US N 2 2027-03-04 Fixed 5.29400000 N N N N N N EATON VANCE CLO LTD N/A 27829PAL0 1500000.00000000 PA USD 1500109.50000000 0.018317993266 Long ABS-CBDO CORP KY Y 2 2035-01-15 Floating 6.71298120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBCM2 8783000.00000000 PA USD 6451464.82000000 0.078779508517 Long DBT USGA US N 2 2050-08-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BJ7L3 883383.77000000 PA USD 126476.97000000 0.001544423446 Long DBT USGA US N 2 2048-04-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABFG2 1411056.57000000 PA USD 1217535.82000000 0.014867456644 Long DBT USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179WPX0 1804233.09000000 PA USD 1474361.00000000 0.018003575652 Long DBT USGA US N 2 2051-10-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JMH62 88902.55000000 PA USD 84942.72000000 0.001037244396 Long DBT USGA US N 2 2049-05-01 Fixed 4.00000000 N N N N N N THE FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130ANZZ6 3695000.00000000 PA USD 3246468.42000000 0.039642963835 Long DBT USGA US N 2 2031-09-30 Fixed 1.25000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABB0 720000.00000000 PA USD 712284.39000000 0.008697778835 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N Citibank National Association E57ODZWZ7FF32TWEFA76 17325FBG2 4625000.00000000 PA USD 4857944.83000000 0.059320870033 Long DBT CORP US N 2 2034-04-30 Fixed 5.57000000 N N N N N N Government National Mortgage Association N/A 36207N6Q2 425.51000000 PA USD 424.22000000 0.000005180194 Long DBT USGA US N 2 2029-03-15 Fixed 7.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CJ1 2040000.00000000 PA USD 1854184.83000000 0.022641643980 Long DBT CORP US N 2 2033-04-01 Fixed 4.40000000 N N N N N N INTUIT INC. VI90HBPH7XSFMB9E4M29 46124HAG1 1483000.00000000 PA USD 1545193.37000000 0.018868517096 Long DBT CORP US N 2 2033-09-15 Fixed 5.20000000 N N N N N N Government National Mortgage Association 2 N/A 3622AAVN1 339288.08000000 PA USD 281011.05000000 0.003431455184 Long DBT USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 38381HK26 1480561.55000000 PA USD 94010.48000000 0.001147971757 Long DBT USGA US N 2 2065-07-16 Floating 0.74905920 N N N N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480AJ9 613000.00000000 PA USD 453211.86000000 0.005534217202 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 573807.71000000 0.007006825680 Long DBT CORP US N 2 2028-08-12 Fixed 1.60000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2V4 2695000.00000000 PA USD 2624185.78000000 0.032044205738 Long DBT CORP US N 2 2028-03-24 Fixed 3.52600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A6X74 68895.32000000 PA USD 8903.75000000 0.000108724618 Long DBT USGA US N 2 2042-07-25 Floating 1.13667840 N N N N N N Government National Mortgage Association N/A 3622A3CG3 340166.60000000 PA USD 324246.42000000 0.003959406788 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 606662.65000000 0.007408020773 Long DBT CORP GB N 2 2037-08-15 Fixed 4.39000000 N N N N N N Government National Mortgage Association 2 N/A 36179WDG0 1960301.43000000 PA USD 1601925.32000000 0.019561276843 Long DBT USGA US N 2 2051-04-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B1RZ6 1343527.48000000 PA USD 1101868.71000000 0.013455033522 Long DBT USGA US N 2 2052-01-01 Fixed 2.00000000 N N N N N N US 10Y NOTE W5 OP Aug24P112.75 N/A 01P46RQQ0 517.00000000 NC USD 0.00000000 0.000000 N/A DIR US N 1 US 10Y NOTE W5 OP Aug24P112.75 N/A Put Purchased N/A N/A 517000.00000000 112.75000000 USD 2024-09-02 XXXX -25128.79000000 N N N ARES CLO LTD N/A 039937AA5 2750000.00000000 PA USD 2757067.50000000 0.033666838254 Long ABS-CBDO CORP KY Y 2 2035-04-20 Floating 6.66200880 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAL7 1233000.00000000 PA USD 1051293.86000000 0.012837458764 Long DBT CORP US N 2 2031-08-16 Fixed 2.50000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89183FAP3 6173587.94000000 PA USD 6162802.68000000 0.075254625076 Long ABS-MBS US Y 2 2065-07-25 Floating 5.10000120 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 75513EBX8 320000.00000000 PA USD 316594.63000000 0.003865969984 Long DBT CORP US N 2 2024-12-15 Fixed 3.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133USKB6 3181166.02280000 PA USD 2871092.30000000 0.035059206957 Long DBT USGA US N 2 2051-07-01 Fixed 3.00000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBC6 203000.00000000 PA USD 202038.03000000 0.002467107416 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 6574.63000000 PA USD 5887.23000000 0.000071889578 Long DBT USGA US N 2 2033-04-25 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D4G4 77195.65000000 PA USD 66631.85000000 0.000813648456 Long DBT USGA US N 2 2041-09-01 Fixed 2.00000000 N N N N N N NEWCASTLE MORTGAGE SECURITIES TRUST N/A 65106FAA0 5014007.19000000 PA USD 4801870.06000000 0.058636135179 Long ABS-MBS US N 2 2037-04-25 Floating 5.58243000 N N N N N N HF SINCLAIR CORPORATION N/A 403949AM2 2290000.00000000 PA USD 2257155.42000000 0.027562359804 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 38380RK41 2578818.07000000 PA USD 293533.97000000 0.003584373864 Long DBT USGA US N 2 2063-09-16 Floating 1.59751080 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162CZ1 2710000.00000000 PA USD 2263351.51000000 0.027638020904 Long DBT CORP US N 2 2032-01-15 Fixed 2.00000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83405NAA4 1365286.85000000 PA USD 1185846.38000000 0.014480493593 Long ABS-MBS US Y 2 2047-02-15 Fixed 1.14000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128HXT88 658128.35000000 PA USD 648244.61000000 0.007915782415 Long DBT USGA US N 2 2042-08-15 Floating 5.96801160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBXG2 673836.12000000 PA USD 107914.92000000 0.001317760322 Long DBT USGA US N 2 2050-09-25 Fixed 2.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 1114000.00000000 PA USD 897258.22000000 0.010956513529 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 891000.00000000 PA USD 869157.94000000 0.010613378085 Long DBT CORP GB N 2 2027-08-15 Fixed 3.55700000 N N N N N N Government National Mortgage Association N/A 38378NF99 1657671.99000000 PA USD 41612.37000000 0.000508132981 Long DBT USGA US N 2 2055-09-16 Floating 0.62685000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRYG2 1496951.25000000 PA USD 1543433.95000000 0.018847032635 Long DBT USGA US N 2 2053-04-01 Fixed 6.50000000 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAM1 2415000.00000000 PA USD 2346762.07000000 0.028656555935 Long DBT NUSS CA N 2 2034-03-01 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410VTJ9 2361.62000000 PA USD 2451.23000000 0.000029932224 Long DBT USGA US N 2 2036-11-01 Fixed 6.50000000 N N N N N N AREIT LTD. N/A 00217VAA8 2109916.61000000 PA USD 2122787.10000000 0.025921574261 Long ABS-CBDO CORP US Y 2 2039-06-17 Floating 7.58356920 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46644UBA5 1410000.00000000 PA USD 1370771.69000000 0.016738635804 Long ABS-MBS US N 2 2048-07-15 Fixed 3.82180000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LYNU3 914248.74000000 PA USD 793781.26000000 0.009692945598 Long DBT USGA US N 2 2041-11-01 Fixed 2.00000000 N N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875PAP6 270000.00000000 PA USD 269247.48000000 0.003287809007 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 8967.84000000 PA USD 9156.74000000 0.000111813905 Long DBT USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QEAB8 252244.93000000 PA USD 208903.28000000 0.002550939699 Long DBT USGA US N 2 2050-07-01 Fixed 2.00000000 N N N N N N CAMERON LNG, LLC 549300C39FLHGVD73K22 133434AB6 1670000.00000000 PA USD 1421687.33000000 0.017360371985 Long DBT CORP US N 2 2035-01-15 Fixed 3.30200000 N N N N N N Government National Mortgage Association N/A 38383LHV5 6632000.00000000 PA USD 6334911.60000000 0.077356265015 Long DBT USGA US N 2 2041-08-20 Fixed 4.00000000 N N N N N N C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES N/A 12489WGJ7 17611.48000000 PA USD 16927.94000000 0.000206708837 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 10463.61000000 PA USD 10813.54000000 0.000132045262 Long DBT USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JB3L8 4593460.81000000 PA USD 4533144.95000000 0.055354704887 Long DBT USGA US N 2 2052-10-01 Floating 4.13700120 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297NTT3 100574.32000000 PA USD 104090.79000000 0.001271063472 Long DBT USGA US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNW73 1183671.29000000 PA USD 1091022.34000000 0.013322587369 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JASY2 27719.59000000 PA USD 27082.42000000 0.000330706249 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L06A0 583311.94000000 PA USD 486708.55000000 0.005943248770 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N GALAXY PIPELINE ASSETS BIDCO LIMITED 549300L82YB0C6JQIC26 36321PAA8 1332850.00000000 PA USD 1269455.43000000 0.015501452406 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 393294.81000000 PA USD 392685.40000000 0.004795122298 Long DBT USGA US N 2 2058-08-20 Floating 5.79639960 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KCU2 2250000.00000000 PA USD 2287747.73000000 0.027935925686 Long DBT CORP US N 2 2034-03-15 Fixed 5.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLC3 206775000.00000000 PA USD 209214299.86000000 2.554737594908 Long SN UST US N 2 2029-07-31 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411JLJ3 597.66000000 PA USD 612.71000000 0.000007481865 Long DBT USGA US N 2 2037-02-01 Fixed 6.00000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAU5 470000.00000000 PA USD 431125.04000000 0.005264512743 Long DBT CORP US N 2 2044-09-01 Fixed 4.55000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 44933XAD9 858000.00000000 PA USD 868581.03000000 0.010606333377 Long ABS-MBS US N 2 2028-04-17 Fixed 5.48000000 N N N N N N UBS AG LONDON BRANCH N/A 902674ZW3 1722000.00000000 PA USD 1791353.41000000 0.021874402970 Long DBT NUSS CH N 2 2028-09-11 Fixed 5.65000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818ES3 530000.00000000 PA USD 525936.69000000 0.006422267671 Long DBT CORP US N 2 2025-07-15 Fixed 3.75000000 N N N N N N United States of America N/A N/A -812.00000000 NC USD -95359250.00000000 -1.16444172869 N/A DIR US N 1 US 10YR ULTRA FUT DEC24 N/A Short U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Dec 2024 2024-12-22 -95936447.60000000 USD 577197.60000000 N N N Government National Mortgage Association 2 N/A 36179S5N3 939575.32000000 PA USD 932717.69000000 0.011389512808 Long DBT USGA US N 2 2047-05-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MSFJ9 1496277.32000000 PA USD 1510355.06000000 0.018443102866 Long DBT USGA US N 2 2052-06-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AT6K5 1958588.03000000 PA USD 1933216.68000000 0.023606710128 Long DBT USGA US N 2 2046-11-25 Floating 5.86332000 N N N N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044DW8 1525000.00000000 PA USD 1494801.25000000 0.018253173673 Long DBT CORP US N 2 2054-09-15 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCV1 13034000.00000000 PA USD 11770822.14000000 0.143734734500 Long SN UST US N 2 2028-08-31 Fixed 1.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLF6 30000.00000000 PA USD 29892.19000000 0.000365016643 Long SN UST US N 2 2034-08-15 Fixed 3.87500000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19421UAB0 643192.10000000 PA USD 610292.82000000 0.007452349156 Long ABS-MBS US N 2 2048-12-28 Fixed 3.28000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJS0 2734000.00000000 PA USD 2783270.62000000 0.033986807280 Long DBT CORP US N 2 2030-07-23 Fixed 5.10000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JF5 330000.00000000 PA USD 306714.10000000 0.003745317804 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQB70 722515.96000000 PA USD 731668.78000000 0.008934483639 Long DBT USGA US N 2 2053-05-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179UQ70 267810.51000000 PA USD 270360.95000000 0.003301405705 Long DBT USGA US N 2 2049-04-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DY71 5028427.19000000 PA USD 4352073.26000000 0.053143619630 Long DBT USGA US N 2 2041-05-01 Fixed 2.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NEK3 1536000.00000000 PA USD 1606799.08000000 0.019620790834 Long DBT CORP US N 2 2054-06-01 Fixed 5.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMEU8 1483337.39000000 PA USD 1368785.62000000 0.016714383697 Long DBT USGA US N 2 2050-01-25 Fixed 3.00000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DN2 309000.00000000 PA USD 332799.34000000 0.004063847385 Long DBT CORP US N 2 2064-05-01 Fixed 7.00800000 N N N N N N United States of America N/A N/A 150.00000000 NC USD 19790625.00000000 0.241665382089 N/A DIR US N 1 US ULTRA BOND CBT DEC24 N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Dec 2024 2024-12-22 20079793.94000000 USD -289168.94000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413KBU4 33012.78000000 PA USD 34233.25000000 0.000418025779 Long DBT USGA US N 2 2037-10-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 38381EBB3 3147095.29000000 PA USD 224909.37000000 0.002746391730 Long DBT USGA US N 2 2063-07-16 Floating 0.97018920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0BK7 1089937.51000000 PA USD 1126159.34000000 0.013751648934 Long DBT USGA US N 2 2053-09-01 Fixed 6.00000000 N N N N N N CI Financial Corp. 549300M9W7JJQSVCEM78 125491AN0 1520000.00000000 PA USD 1256899.32000000 0.015348128440 Long DBT NUSS CA N 2 2030-12-17 Fixed 3.20000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBU3 2925000.00000000 PA USD 2925786.06000000 0.035727078154 Long DBT CORP US N 2 2033-02-13 Fixed 4.81200000 N N N N N N Government National Mortgage Association 2 N/A 3622ADBX5 4868529.66000000 PA USD 4239011.05000000 0.051763005214 Long DBT USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179TAN5 209053.38000000 PA USD 211877.87000000 0.002587262727 Long DBT USGA US N 2 2047-06-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQW51 4601632.53000000 PA USD 4642950.04000000 0.056695546271 Long DBT USGA US N 2 2053-07-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TG3 20590000.00000000 PA USD 15912209.38000000 0.194305645208 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN6X6 2044342.90000000 PA USD 1952538.57000000 0.023842651738 Long DBT USGA US N 2 2052-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7G72 2000000.00000000 PA USD 1844632.80000000 0.022525003148 Long DBT USGA US N 2 2052-04-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DHY1 1056034.04000000 PA USD 921053.16000000 0.011247076018 Long DBT USGA US N 2 2049-11-01 Fixed 3.00000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64828GAS9 1339217.52000000 PA USD 1290246.49000000 0.015755334204 Long ABS-MBS US N 2 2059-09-25 Floating 3.99999960 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 350000.00000000 PA USD 343124.06000000 0.004189923616 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CF9 700000.00000000 PA USD 694072.21000000 0.008475388009 Long DBT NUSS JP N 2 2026-04-17 Fixed 3.83700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31408C2J4 764.45000000 PA USD 802.01000000 0.000009793427 Long DBT USGA US N 2 2036-03-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31384V7J5 997.17000000 PA USD 1022.21000000 0.000012482312 Long DBT USGA US N 2 2030-10-01 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JAV69 14444.33000000 PA USD 14080.35000000 0.000171936619 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418E5N6 10046251.89000000 PA USD 9973430.33000000 0.121786595998 Long DBT USGA US N 2 2054-05-01 Fixed 5.00000000 N N N N N N CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 14913UAQ3 1566000.00000000 PA USD 1572986.54000000 0.019207902388 Long DBT CORP US N 2 2029-08-16 Fixed 4.37500000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122EL8 220000.00000000 PA USD 226764.69000000 0.002769047235 Long DBT CORP US N 2 2064-02-22 Fixed 5.65000000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BL7 933000.00000000 PA USD 802202.10000000 0.009795773352 Long DBT CORP US N 2 2032-12-15 Fixed 2.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTAR1 5375451.31000000 PA USD 5478791.67000000 0.066902095427 Long DBT USGA US N 2 2054-04-01 Fixed 5.50000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B93 3826000.00000000 PA USD 3463747.24000000 0.042296178125 Long DBT CORP US N 2 2029-02-10 Fixed 2.90000000 N N N N N N Government National Mortgage Association N/A 36225B4H8 379717.00000000 PA USD 393753.40000000 0.004808163757 Long DBT USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03065UAD1 1495000.00000000 PA USD 1517234.84000000 0.018527112576 Long ABS-MBS US N 2 2028-05-18 Fixed 5.81000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYU98 1933953.74000000 PA USD 1675775.75000000 0.020463072132 Long DBT USGA US N 2 2041-04-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36210VXG1 4158.95000000 PA USD 4177.35000000 0.000051010055 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 709786.71000000 0.008667279404 Long DBT NUSS CA N 2 2025-06-12 Fixed 1.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133USH20 2051601.97000000 PA USD 1843607.18000000 0.022512479195 Long DBT USGA US N 2 2043-08-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38381DJ68 5209462.26000000 PA USD 419791.49000000 0.005126117584 Long DBT USGA US N 2 2061-06-16 Floating 1.14432120 N N N N N N SPRINT SPECTRUM CO LLC N/A 85208NAE0 1372500.00000000 PA USD 1379594.58000000 0.016846373032 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PFL1 404000.00000000 PA USD 421982.10000000 0.005152867351 Long DBT CORP US N 2 2054-07-15 Fixed 5.62500000 N N N N N N Government National Mortgage Association N/A 36291BQY6 2101.06000000 PA USD 2175.83000000 0.000026569286 Long DBT USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H6UX1 1679991.39000000 PA USD 1544476.23000000 0.018859760025 Long DBT USGA US N 2 2050-08-25 Fixed 3.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDX7 220000.00000000 PA USD 193926.03000000 0.002368050940 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLXV5 2209033.15000000 PA USD 1888055.31000000 0.023055239937 Long DBT USGA US N 2 2042-08-01 Fixed 2.00000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCG6 1450000.00000000 PA USD 1456133.96000000 0.017781003369 Long DBT CORP US N 2 2035-02-15 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X82N6 87704.12000000 PA USD 81809.87000000 0.000998988839 Long DBT USGA US N 2 2050-10-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ARQU5 667484.92000000 PA USD 657400.69000000 0.008027588261 Long DBT USGA US N 2 2046-03-25 Floating 5.81331960 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63940HAC7 916709.04000000 PA USD 925908.77000000 0.011306368378 Long ABS-MBS US N 2 2065-06-25 Floating 6.81332040 N N N N N N HONEYWELL INTERNATIONAL INCORPORATION ISRPG12PN4EIEOEMW547 438516CS3 1360000.00000000 PA USD 1395220.75000000 0.017037185821 Long DBT CORP US N 2 2035-03-01 Fixed 5.00000000 N N N N N N SMALL BUSINESS INVESTMENT COMPANIES N/A 831641FT7 1465549.98000000 PA USD 1374241.97000000 0.016781011754 Long ABS-MBS US N 2 2032-03-10 Fixed 2.93800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMHM1 7977710.38000000 PA USD 7578808.11000000 0.092545614789 Long DBT USGA US N 2 2052-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B2MQ9 243962.97000000 PA USD 219636.73000000 0.002682006974 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38381DHV5 3267729.47000000 PA USD 208391.60000000 0.002544691521 Long DBT USGA US N 2 2063-02-16 Floating 0.83333880 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MCA5 860000.00000000 PA USD 876881.97000000 0.010707697019 Long ABS-MBS US Y 2 2028-02-25 Fixed 5.94000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63939CAD9 317282.60000000 PA USD 318110.87000000 0.003884484949 Long ABS-MBS US N 2 2031-10-15 Floating 7.05137040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H62P9 1722249.82000000 PA USD 1521756.00000000 0.018582320931 Long DBT USGA US N 2 2049-05-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XM5T9 2085028.76000000 PA USD 1980553.85000000 0.024184749239 Long DBT USGA US N 2 2053-06-01 Fixed 4.00000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBT9 1580000.00000000 PA USD 1570280.63000000 0.019174860239 Long DBT CORP US N 2 2028-10-16 Fixed 4.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F7PV1 1957034.51000000 PA USD 242434.11000000 0.002960388154 Long DBT USGA US N 2 2050-12-25 Fixed 2.00000000 N N N N N N CNH EQUIPMENT TRUST N/A 12664JAC4 3265000.00000000 PA USD 3285508.44000000 0.040119685583 Long ABS-MBS US N 2 2028-04-17 Fixed 5.15000000 N N N N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160KAQ8 560000.00000000 PA USD 468651.46000000 0.005722751764 Long DBT CORP US N 2 2032-04-20 Fixed 1.75000000 N N N N N N Government National Mortgage Association N/A 38382VCK3 5813981.89000000 PA USD 4879816.28000000 0.059587944586 Long DBT USGA US N 2 2051-06-20 Fixed 2.00000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JU2 580000.00000000 PA USD 471200.97000000 0.005753884096 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 361482.45000000 PA USD 354195.07000000 0.004325112871 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 5180.03000000 PA USD 5094.58000000 0.000062210446 Long DBT USGA US N 2 2069-01-20 Floating 4.39200000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CX6 1336000.00000000 PA USD 1319906.09000000 0.016117510667 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XBB4 381000.00000000 PA USD 382560.14000000 0.004671481694 Long DBT CORP US N 2 2064-04-18 Fixed 5.90000000 N N N N N N NETFLIX, INC. 549300Y7VHGU0I7CE873 64110LAZ9 3109000.00000000 PA USD 3184542.14000000 0.038886775584 Long DBT CORP US N 2 2034-08-15 Fixed 4.90000000 N N N N N N Government National Mortgage Association N/A 38375BF31 97198.63000000 PA USD 96547.90000000 0.001178956457 Long DBT USGA US N 2 2063-01-20 Floating 5.76640080 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449MAA4 2565873.81380000 PA USD 2366521.07000000 0.028897835141 Long ABS-MBS US Y 2 2053-03-17 Fixed 1.34000000 N N N N N N N/A N/A N/A 636.00000000 NC USD 153951750.00000000 1.879920845707 N/A DO US N 1 3 MONTH SOFR FUT DEC25 N/A Long Interest Rate Futures CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Dec 2025 2026-03-20 153128642.92000000 USD 823107.08000000 N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCX5 700000.00000000 PA USD 695243.20000000 0.008489687090 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N AB BSL CLO LTD N/A 00037VAA6 890000.00000000 PA USD 895262.57000000 0.010932144439 Long ABS-CBDO CORP JE Y 2 2036-04-20 Floating 7.28201160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLDP0 1941594.11000000 PA USD 1780097.79000000 0.021736959422 Long DBT USGA US N 2 2049-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CU85 2376355.21000000 PA USD 2282176.76000000 0.027867897992 Long DBT USGA US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FLEV4 149702.98000000 PA USD 3717.53000000 0.000045395145 Long DBT USGA US N 2 2027-04-25 Fixed 3.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2K6 2665000.00000000 PA USD 2564344.10000000 0.031313472754 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 1175406.26000000 0.014353008201 Long DBT CORP US N 2 2027-07-22 Fixed 4.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYUU1 134632.40000000 PA USD 116843.47000000 0.001426787775 Long DBT USGA US N 2 2041-01-01 Fixed 2.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 2895000.00000000 PA USD 2449884.28000000 0.029915791977 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N DRYDEN SENIOR LOAN FUND N/A 26250UAQ8 2391172.58000000 PA USD 2393111.82000000 0.029222537558 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 6.46297920 N N N N N N JGWPT LLC N/A 46617LAA9 1034070.22000000 PA USD 987508.73000000 0.012058571902 Long ABS-MBS US N 2 2073-01-17 Fixed 4.08000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9F46 1253981.97000000 PA USD 210631.73000000 0.002572045981 Long DBT USGA US N 2 2051-01-25 Fixed 2.50000000 N N N N N N PT Perusahaan Listrik Negara (Persero) 254900OYVDRYS9J51J61 71568PAE9 830000.00000000 PA USD 847525.45000000 0.010349221497 Long DBT NUSS ID N 2 2028-05-21 Fixed 5.45000000 N N N N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671DBC8 390000.00000000 PA USD 381968.42000000 0.004664256139 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N Government National Mortgage Association N/A 36225BUH9 107007.89000000 PA USD 111299.11000000 0.001359085018 Long DBT USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N SLM PRIVATE EDUCATION LOAN TRUST N/A 78445QAE1 1229466.88000000 PA USD 1283554.20000000 0.015673613954 Long ABS-MBS US N 2 2041-10-15 Floating 10.20137040 N N N N N N Government National Mortgage Association N/A 38383FHR7 1884016.27000000 PA USD 1665149.72000000 0.020333316573 Long DBT USGA US N 2 2051-06-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EXDX8 525327.44000000 PA USD 478094.07000000 0.005838056458 Long DBT USGA US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFF5 11046343.49000000 PA USD 10755935.89000000 0.131341852851 Long DBT USGA US N 2 2052-11-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKW89 1721964.76000000 PA USD 1427915.41000000 0.017436423718 Long DBT USGA US N 2 2052-03-01 Fixed 2.00000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8S4 1565000.00000000 PA USD 1575583.74000000 0.019239617068 Long DBT CORP US N 2 2029-08-15 Fixed 4.30000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543DK6 1133000.00000000 PA USD 1137601.87000000 0.013891374859 Long DBT CORP US N 2 2054-02-15 Fixed 5.60000000 N N N N N N COLUMBIA PIPELINES OPERATING COMPANY LLC N/A 19828TAB2 1730000.00000000 PA USD 1826577.98000000 0.022304533861 Long DBT CORP US N 2 2033-11-15 Fixed 6.03600000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AP3 1200000.00000000 PA USD 1159562.48000000 0.014159538154 Long DBT NUSS CH N 2 2031-04-01 Fixed 4.19400000 N N N N N N Government National Mortgage Association N/A 36213JCU7 31962.50000000 PA USD 32265.28000000 0.000393994692 Long DBT USGA US N 2 2031-08-15 Fixed 7.00000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAY4 738000.00000000 PA USD 553837.16000000 0.006762963215 Long DBT CORP US N 2 2052-03-01 Fixed 3.60000000 N N N N N N Government National Mortgage Association N/A 38379U4A1 6350153.44000000 PA USD 195456.45000000 0.002386739058 Long DBT USGA US N 2 2058-12-16 Floating 0.56503080 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBT8 1100000.00000000 PA USD 1142980.19000000 0.013957050084 Long DBT NUSS FR N 2 2053-01-10 Fixed 7.36700000 N N N N N N GUARDIAN LIFE GLOBAL FUNDING 635400NHILJ5JEKILC36 40139LAG8 290000.00000000 PA USD 281214.08000000 0.003433934405 Long DBT CORP US N 2 2025-06-23 Fixed 1.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPSK4 10906171.97000000 PA USD 10349049.81000000 0.126373324571 Long DBT USGA US N 2 2052-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BFZK2 1378491.18000000 PA USD 1246073.04000000 0.015215927608 Long DBT USGA US N 2 2050-10-25 Fixed 2.75000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAP6 450000.00000000 PA USD 447649.53000000 0.005466295011 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 1167588.84000000 0.014257548871 Long ABS-MBS US N 2 2050-02-10 Fixed 3.63100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFLM1 814137.88000000 PA USD 724149.42000000 0.008842663951 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44421GAA1 1900000.00000000 PA USD 1748253.84000000 0.021348109634 Long ABS-MBS US N 2 2039-07-10 Fixed 3.22800000 N N N N N N Government National Mortgage Association 2 N/A 36179V7D6 3362172.53000000 PA USD 2832355.97000000 0.034586193599 Long DBT USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5W33 916769.21000000 PA USD 834450.49000000 0.010189561800 Long DBT USGA US N 2 2047-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H5BJ5 797936.07000000 PA USD 723344.45000000 0.008832834379 Long DBT USGA US N 2 2048-05-25 Fixed 2.50000000 N N N N N N KINDER MORGAN ENERGY PARTNERS, L.P. 549300PDHUGWPWGOT525 494550BU9 70000.00000000 PA USD 67503.51000000 0.000824292387 Long DBT CORP US N 2 2044-03-01 Fixed 5.50000000 N N N N N N DH Europe Finance II S.a r.l. 222100KDGL314CKTZ511 23291KAG0 1837000.00000000 PA USD 1825245.81000000 0.022288266594 Long DBT NUSS US N 2 2024-11-15 Fixed 2.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AU3X4 2043648.93000000 PA USD 1841963.26000000 0.022492405117 Long DBT USGA US N 2 2051-10-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ANE86 42430.08000000 PA USD 37813.72000000 0.000461747271 Long DBT USGA US N 2 2045-06-25 Fixed 3.00000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78448YAC5 900910.54000000 PA USD 821559.87000000 0.010032153097 Long ABS-MBS US Y 2 2053-01-15 Fixed 1.59000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EDD9 13160096.42000000 PA USD 11691193.44000000 0.142762380155 Long DBT USGA US N 2 2052-05-01 Fixed 3.00000000 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TLZ6 2845000.00000000 PA USD 2932723.44000000 0.035811791223 Long DBT CORP US N 2 2031-03-21 Fixed 5.10000000 N N N N N N Government National Mortgage Association N/A 38382NJU2 1247550.92000000 PA USD 1240171.53000000 0.015143863655 Long DBT USGA US N 2 2051-02-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 38380R4L1 2307911.73000000 PA USD 140587.60000000 0.001716729818 Long DBT USGA US N 2 2063-05-16 Floating 0.82607040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WXWP8 309673.43000000 PA USD 303034.68000000 0.003700388023 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 14913UAN0 1566000.00000000 PA USD 1572763.73000000 0.019205181632 Long DBT CORP US N 2 2026-10-16 Fixed 4.45000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGS4 3964000.00000000 PA USD 3933495.79000000 0.048032326570 Long SN UST US N 2 2030-03-31 Fixed 3.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419AZY6 64761.42000000 PA USD 69978.72000000 0.000854517434 Long DBT USGA US N 2 2039-02-01 Fixed 7.00000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAF0 1840000.00000000 PA USD 1649473.98000000 0.020141898480 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 497234.11000000 0.006071777479 Long DBT CORP US N 2 2042-05-15 Fixed 4.75000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AU2 1164000.00000000 PA USD 1030462.24000000 0.012583081684 Long DBT NUSS CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SW9 27758000.00000000 PA USD 19961905.33000000 0.243756904029 Long DBT UST US N 1 2041-02-15 Fixed 1.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RG5 5470000.00000000 PA USD 4773643.35000000 0.058291455885 Long DBT UST US N 2 2044-05-15 Fixed 3.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H77M9 2561310.74000000 PA USD 2441527.46000000 0.029813745978 Long DBT USGA US N 2 2050-09-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QTXB0 7741889.06000000 PA USD 8097722.00000000 0.098882126319 Long DBT USGA US N 2 2054-01-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FFZS9 1208060.48000000 PA USD 145035.88000000 0.001771048228 Long DBT USGA US N 2 2051-03-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDQ84 698630.02000000 PA USD 104977.61000000 0.001281892523 Long DBT USGA US N 2 2051-02-25 Fixed 2.50000000 N N N N N N CITADEL LIMITED PARTNERSHIP 549300IPM6EKPVUPFL67 17288XAB0 1240000.00000000 PA USD 1233355.72000000 0.015060635089 Long DBT CORP US N 2 2027-01-15 Fixed 4.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WX4Z7 27824.83000000 PA USD 27145.15000000 0.000331472252 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 4292.11000000 PA USD 3721.80000000 0.000045447287 Long ABS-MBS US N 2 2032-02-25 Fixed 3.45000000 N N N N N N CSMC TRUST N/A 12665WAC4 4826093.27000000 PA USD 4785405.93000000 0.058435089974 Long ABS-MBS US Y 2 2067-05-25 Floating 4.54700160 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SS8 1670000.00000000 PA USD 965664.46000000 0.011791829247 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 28.37000000 PA USD 29.07000000 0.000000354976 Long DBT USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M34Z0 799842.16000000 PA USD 720677.94000000 0.008800273348 Long DBT USGA US N 2 2052-02-01 Fixed 3.00000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17291EAV3 354723.48000000 PA USD 345130.91000000 0.004214429470 Long ABS-MBS US N 2 2049-12-10 Fixed 3.45800000 N N N N N N CAMB COMMERCIAL MORTGAGE TRUST N/A 12482HAA2 1400000.00000000 PA USD 1399125.00000000 0.017084861024 Long ABS-MBS US N 2 2037-12-15 Floating 6.70399920 N N N N N N Government National Mortgage Association 2 N/A 36179TJ22 54003.81000000 PA USD 54949.78000000 0.000670997483 Long DBT USGA US N 2 2047-10-20 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKP5 1070000.00000000 PA USD 1109957.81000000 0.013553810365 Long SN UST US N 2 2029-04-30 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M33H1 400920.02000000 PA USD 348531.23000000 0.004255951131 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N KREF LTD N/A 48275EAA4 4100000.00000000 PA USD 4084157.60000000 0.049872073616 Long ABS-CBDO CORP KY Y 2 2039-02-17 Floating 6.78567960 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST N/A 43813YAC6 4441000.00000000 PA USD 4461218.98000000 0.054476409379 Long ABS-MBS US N 2 2029-03-21 Fixed 4.57000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAQG0 853099.33000000 PA USD 837739.13000000 0.010229719725 Long DBT USGA US N 2 2050-10-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 38384GUU2 1706263.81000000 PA USD 1606738.64000000 0.019620052795 Long DBT USGA US N 2 2048-09-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNSY9 1090692.82000000 PA USD 973830.34000000 0.011891543657 Long DBT USGA US N 2 2052-04-01 Fixed 3.00000000 N N N N N N MFA TRUST N/A 55283WAA9 552465.75000000 PA USD 485188.57000000 0.005924688136 Long ABS-MBS US Y 2 2064-11-25 Floating 1.02899880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCP6 10718986.87000000 PA USD 9175286.08000000 0.112040373474 Long DBT USGA US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FUWQ3 1575270.67000000 PA USD 243905.14000000 0.002978351055 Long DBT USGA US N 2 2050-07-25 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411X4G7 5374.82000000 PA USD 5609.25000000 0.000068495135 Long DBT USGA US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ARPM4 481266.38000000 PA USD 475252.28000000 0.005803355065 Long DBT USGA US N 2 2046-03-25 Floating 5.81331960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QGGP6 9175222.67000000 PA USD 7972393.37000000 0.097351725371 Long DBT USGA US N 2 2040-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQU61 896995.36000000 PA USD 703696.20000000 0.008592907553 Long DBT USGA US N 2 2051-08-01 Fixed 1.50000000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36255MAJ6 4164784.92000000 PA USD 4103585.49000000 0.050109309603 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 543864.40000000 PA USD 515947.35000000 0.006300286801 Long ABS-MBS US N 2 2035-04-19 Floating 5.93605080 N N N N N N SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 78413MAE8 115000.00000000 PA USD 99661.14000000 0.001216972555 Long ABS-MBS US N 2 2043-01-05 Floating 4.14399960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EER7 1011111.89000000 PA USD 931154.56000000 0.011370425265 Long DBT USGA US N 2 2042-05-01 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 1482000.00000000 PA USD 1527493.06000000 0.018652376768 Long DBT CORP US N 2 2029-07-20 Fixed 5.44900000 N N N N N N BMO MORTGAGE TRUST N/A 09660SAU4 1420000.00000000 PA USD 1515578.35000000 0.018506885004 Long ABS-MBS US N 2 2057-05-15 Floating 6.52619880 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 21684AAC0 1310000.00000000 PA USD 1300566.11000000 0.015881348158 Long DBT NUSS NL N 2 2025-08-04 Fixed 4.37500000 N N N N N N Government National Mortgage Association 2 N/A 36179SWZ6 410485.66000000 PA USD 408499.48000000 0.004988229675 Long DBT USGA US N 2 2047-02-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMZJ7 567608.44000000 PA USD 472685.56000000 0.005772012579 Long DBT USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLK9 1549449.52000000 PA USD 1342810.92000000 0.016397203931 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHX0 480000.00000000 PA USD 440933.61000000 0.005384286213 Long DBT CORP US N 2 2030-10-22 Fixed 2.88400000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08163YAC5 2010000.00000000 PA USD 2122563.62000000 0.025918845323 Long ABS-MBS US N 2 2056-05-15 Floating 6.22757160 N N N N N N COMM MORTGAGE TRUST N/A 12630DBB9 342767.14000000 PA USD 329056.45000000 0.004018142565 Long ABS-MBS US N 2 2047-02-10 Floating 3.79609560 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEFK7 1524818.25000000 PA USD 1495886.03000000 0.018266420034 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 2075.68000000 PA USD 2074.46000000 0.000025331447 Long DBT USGA US N 2 2032-05-15 Fixed 7.00000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST N/A 380130AD6 182128.85000000 PA USD 181980.52000000 0.002222183073 Long ABS-MBS US N 2 2025-09-22 Fixed 4.01000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CR3 730000.00000000 PA USD 756197.64000000 0.009234008102 Long DBT CORP US N 2 2034-06-01 Fixed 6.55000000 N N N N N N GS Mortgage Securities Corp. Pass-Through Certificates N/A 36228FAA4 729.17000000 PA USD 696.72000000 0.000008507720 Long ABS-MBS US N 2 2027-09-19 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQU53 6385435.98000000 PA USD 5016185.49000000 0.061253163205 Long DBT USGA US N 2 2051-02-01 Fixed 1.50000000 N N N N N N BANQUE ROYALE DU CANADA ES7IP3U3RHIGC71XBU11 78016HZZ6 2731000.00000000 PA USD 2776997.41000000 0.033910204460 Long DBT NUSS CA N 2 2030-08-02 Fixed 4.96900000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80285UAD3 29704.06000000 PA USD 29675.03000000 0.000362364880 Long ABS-MBS US N 2 2026-12-15 Fixed 3.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AF6L0 242006.80000000 PA USD 201538.86000000 0.002461011999 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N CISCO SYSTEMS, INC. 549300LKFJ962MZ46593 17275RBT8 2600000.00000000 PA USD 2693661.98000000 0.032892586849 Long DBT CORP US N 2 2034-02-26 Fixed 5.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHFN2 1581112.33000000 PA USD 1372957.67000000 0.016765329033 Long DBT USGA US N 2 2042-04-01 Fixed 2.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -251771.09000000 -0.00307440298 N/A DFE US N 2 U.S. DOLLARS N/A 8218491.90000000 GBP 10551368.36000000 USD 2024-10-18 -251771.09000000 N N N Government National Mortgage Association N/A 38379GQX8 1007253.05000000 PA USD 902765.86000000 0.011023767894 Long DBT USGA US N 2 2044-09-20 Fixed 2.25000000 N N N N N N US 5YR NOTE W5 OP Aug24C110.25 N/A 01P46N456 146.00000000 NC USD 1140.63000000 0.000013928351 N/A DIR US N 1 US 5YR NOTE W5 OP Aug24C110.25 N/A Call Purchased N/A N/A 146000.00000000 110.25000000 USD 2024-09-02 XXXX -1729.16000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQDT9 3560.01000000 PA USD 3467.11000000 0.000042337241 Long DBT USGA US N 2 2052-09-01 Fixed 4.50000000 N N N N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523AV2 1000000.00000000 PA USD 989341.09000000 0.012080947040 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 1501704.00000000 0.018337463872 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 7.24362120 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBH5 1220000.00000000 PA USD 1183882.38000000 0.014456510984 Long DBT CORP US N 2 2054-09-15 Fixed 5.75000000 N N N N N N ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD N/A 03880RAC3 4831000.00000000 PA USD 4775965.25000000 0.058319808848 Long ABS-CBDO CORP KY Y 2 2036-11-15 Floating 7.15137120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BFY7 507200.64000000 PA USD 492708.45000000 0.006016514174 Long DBT USGA US N 2 2034-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMRZ1 2652101.04000000 PA USD 2411933.29000000 0.029452368487 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHZ5 1435000.00000000 PA USD 1285653.14000000 0.015699244329 Long DBT CORP US N 2 2031-02-13 Fixed 2.49600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0606A8 16000000.00000000 PA USD 16293073.60000000 0.198956417847 Long DBT USGA US N 2 2054-10-15 Fixed 6.00000000 N N N N N N HALSEYPOINT CLO N/A 406375AA3 590000.00000000 PA USD 589966.96000000 0.007204147964 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 6.89361840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDQS8 990862.38000000 PA USD 892056.34000000 0.010892992831 Long DBT USGA US N 2 2051-11-01 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGE4 500000.00000000 PA USD 445876.29000000 0.005444641793 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B9LQ8 1361837.89000000 PA USD 259712.56000000 0.003171377106 Long DBT USGA US N 2 2047-01-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31423YJN0 855721.70000000 PA USD 97722.98000000 0.001193305481 Long DBT USGA US N 2 2048-01-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ER6B1 0.03000000 PA USD 0.03000000 0.000000000366 Long DBT USGA US N 2 2047-02-01 Fixed 3.00000000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109CG7 1616000.00000000 PA USD 1630542.72000000 0.019910726894 Long DBT CORP US N 2 2034-02-15 Fixed 5.12500000 N N N N N N Government National Mortgage Association N/A 36225BME5 4380.64000000 PA USD 4531.35000000 0.000055332786 Long DBT USGA US N 2 2031-03-15 Fixed 6.00000000 N N N N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932AH0 1310000.00000000 PA USD 1285056.16000000 0.015691954544 Long DBT CORP US N 2 2027-07-15 Fixed 3.90000000 N N N N N N Government National Mortgage Association N/A 36212WNP8 4037.77000000 PA USD 4092.89000000 0.000049978705 Long DBT USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A92R8 724840.23000000 PA USD 663298.97000000 0.008099612772 Long DBT USGA US N 2 2042-11-25 Fixed 3.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BT0 3795000.00000000 PA USD 2887074.79000000 0.035254370806 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J2FH1 197801.12000000 PA USD 191459.54000000 0.002337932373 Long DBT USGA US N 2 2033-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQDM5 3014477.69000000 PA USD 2993924.74000000 0.036559126669 Long DBT USGA US N 2 2053-01-01 Fixed 5.00000000 N N N N N N Constellation Software Inc. 549300B6PYHMCTDWQV29 21037XAC4 3000000.00000000 PA USD 3069051.27000000 0.037476504547 Long DBT NUSS CA N 2 2029-02-16 Fixed 5.15800000 N N N N N N Government National Mortgage Association N/A 38382LNV9 5973510.97000000 PA USD 837621.84000000 0.010228287485 Long DBT USGA US N 2 2050-11-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142BNJM7 1299872.45000000 PA USD 1255123.24000000 0.015326440542 Long DBT USGA US N 2 2052-08-01 Floating 3.96299880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BDZH1 1526828.14000000 PA USD 1517831.08000000 0.018534393324 Long DBT USGA US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MGNF4 396881.24000000 PA USD 344996.28000000 0.004212785489 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523AK6 140000.00000000 PA USD 128615.26000000 0.001570534328 Long DBT CORP US N 2 2048-12-15 Fixed 4.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HBXK5 1348000.00000000 PA USD 986267.30000000 0.012043412671 Long DBT USGA US N 2 2044-03-25 Fixed 2.00000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92539LAA8 933727.30000000 PA USD 797367.17000000 0.009736733519 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 0.000000000122 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 609303.64000000 0.007440270176 Long DBT NUSS US N 2 2030-04-06 Fixed 2.75000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457BB5 9000.00000000 PA USD 10189.13000000 0.000124420527 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NEJ6 3075000.00000000 PA USD 3187732.30000000 0.038925730959 Long DBT CORP US N 2 2034-06-01 Fixed 5.30000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FK9 1065000.00000000 PA USD 780811.86000000 0.009534574905 Long DBT CORP US N 2 2050-02-05 Fixed 3.25000000 N N N N N N DLLMT LLC N/A 23347AAG6 1380000.00000000 PA USD 1384895.00000000 0.016911097013 Long ABS-MBS US Y 2 2032-04-20 Fixed 4.98000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DQ0 210000.00000000 PA USD 173995.36000000 0.002124675453 Long DBT CORP US N 2 2031-02-28 Fixed 1.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYT41 228869.86000000 PA USD 199103.07000000 0.002431268314 Long DBT USGA US N 2 2040-09-01 Fixed 2.00000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XEV4 2670000.00000000 PA USD 2763154.19000000 0.033741163459 Long DBT CORP US N 2 2034-04-04 Fixed 5.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411DJH3 963.50000000 PA USD 987.79000000 0.000012062006 Long DBT USGA US N 2 2037-01-01 Fixed 6.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEH1 770000.00000000 PA USD 762050.74000000 0.009305480916 Long DBT CORP US N 2 2029-05-15 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RH3 600000.00000000 PA USD 502757.81000000 0.006139227955 Long DBT UST US N 2 2044-08-15 Fixed 3.12500000 N N N N N N Government National Mortgage Association N/A 36210GTN4 1908.32000000 PA USD 1922.56000000 0.000023476580 Long DBT USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N BANC OF AMERICA FUNDING CORPORATION N/A 05946XCR2 4897.90000000 PA USD 4962.10000000 0.000060592719 Long ABS-MBS US N 2 2032-06-25 Fixed 6.50000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAP5 150000.00000000 PA USD 143815.70000000 0.001756148483 Long DBT CORP US N 2 2038-04-01 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K3WD0 822669.05000000 PA USD 742955.95000000 0.009072312447 Long DBT USGA US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F020695 21000000.00000000 PA USD 17181912.30000000 0.209810119741 Long DBT USGA US N 2 2054-09-15 Fixed 2.00000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135AQ9 600000.00000000 PA USD 605847.35000000 0.007398065059 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 47918.84000000 PA USD 47929.00000000 0.000585266008 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 6.96297960 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEJ7 520000.00000000 PA USD 507598.33000000 0.006198336048 Long DBT CORP US N 2 2032-05-15 Fixed 4.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNBV4 338131.56000000 PA USD 303273.89000000 0.003703309041 Long DBT USGA US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4MM5 199683.78000000 PA USD 196576.86000000 0.002400420501 Long DBT USGA US N 2 2049-07-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179TAL9 1480175.01000000 PA USD 1428873.42000000 0.017448122078 Long DBT USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759BJ8 1529000.00000000 PA USD 1569750.85000000 0.019168391041 Long DBT CORP US N 2 2029-11-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418B6G6 393987.55000000 PA USD 358685.50000000 0.004379945979 Long DBT USGA US N 2 2046-07-01 Fixed 3.00000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCF8 1570000.00000000 PA USD 1576285.26000000 0.019248183401 Long DBT CORP US N 2 2034-01-31 Fixed 4.85000000 N N N N N N SPRINT CAPITAL CORPORATION 549300L17W0GQBR1PO80 852060AT9 1850000.00000000 PA USD 2282328.35000000 0.027869749073 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXXP2 1052225.14000000 PA USD 949777.54000000 0.011597832413 Long DBT USGA US N 2 2052-07-01 Fixed 3.00000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162AW0 2275000.00000000 PA USD 2533292.33000000 0.030934296358 Long DBT CORP US N 2 2037-06-01 Fixed 6.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYM52 2044596.92000000 PA USD 1663381.42000000 0.020311723678 Long DBT USGA US N 2 2051-03-25 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AXV5 278975.36000000 PA USD 276817.86000000 0.003380251705 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 461645.44000000 PA USD 449075.48000000 0.005483707435 Long ABS-MBS US N 2 2068-02-15 Fixed 3.13000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457BV1 400000.00000000 PA USD 403390.68000000 0.004925845586 Long DBT CORP US N 2 2044-06-24 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL52 7047178.64000000 PA USD 6113684.76000000 0.074654841042 Long DBT USGA US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128HXZX6 1079357.34000000 PA USD 1063126.05000000 0.012981942868 Long DBT USGA US N 2 2042-09-15 Floating 5.96801160 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABL8 480000.00000000 PA USD 358684.05000000 0.004379928273 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 1640000.00000000 PA USD 1406349.87000000 0.017173084664 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N NISOURCE INC. 549300D8GOWWH0SJB189 65473QAZ6 471000.00000000 PA USD 479899.88000000 0.005860107392 Long DBT CORP US N 2 2042-02-01 Fixed 5.80000000 N N N N N N Government National Mortgage Association N/A 38381WDY1 56297.97000000 PA USD 51256.38000000 0.000625896991 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 358302.43000000 PA USD 48963.50000000 0.000597898395 Long DBT USGA US N 2 2050-09-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3HQ6 247233.73000000 PA USD 230365.76000000 0.002813020276 Long DBT USGA US N 2 2048-10-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36241LNK8 10772.22000000 PA USD 11194.08000000 0.000136692076 Long DBT USGA US N 2 2034-08-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371J5A8 2463.63000000 PA USD 2575.09000000 0.000031444692 Long DBT USGA US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AUGJ4 780642.87000000 PA USD 770749.94000000 0.009411707752 Long DBT USGA US N 2 2046-11-25 Floating 5.86332000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JHYV9 280508.95000000 PA USD 277332.69000000 0.003386538348 Long DBT USGA US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WMDX9 295912.32000000 PA USD 293708.52000000 0.003586505312 Long DBT USGA US N 2 2047-04-01 Fixed 4.50000000 N N N N N N MYERS PARK CLO LTD N/A 62848FAE2 890000.00000000 PA USD 890347.10000000 0.010872121123 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 7.14362040 N N N N N N GSR MORTGAGE LOAN TRUST N/A 3622MPAN8 2173.29000000 PA USD 3342.06000000 0.000040810242 Long ABS-MBS US N 2 2037-01-25 Fixed 5.50000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DC0 898000.00000000 PA USD 924172.11000000 0.011285161842 Long DBT CORP US N 2 2028-09-07 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKM49 452287.74000000 PA USD 450089.63000000 0.005496091326 Long DBT USGA US N 2 2053-01-01 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFL4 1357000.00000000 PA USD 1398282.07000000 0.017074567918 Long DBT CORP US N 2 2035-01-18 Fixed 5.46600000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148LAE6 500000.00000000 PA USD 495199.19000000 0.006046928859 Long DBT CORP US N 2 2025-05-22 Fixed 3.75000000 N N N N N N CLARK CNTY NEV ARPT REV N/A 18085PMT8 1170000.00000000 PA USD 1377608.54000000 0.016822121291 Long DBT MUN US N 2 2045-07-01 Fixed 6.82000000 N N N N N N Government National Mortgage Association 2 N/A 36179VSF8 115947.10000000 PA USD 97853.95000000 0.001194904770 Long DBT USGA US N 2 2050-08-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617MAVL2 1139141.56000000 PA USD 1004194.54000000 0.012262324065 Long DBT USGA US N 2 2050-02-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BNA30 744000.00000000 PA USD 662037.54000000 0.008084209319 Long DBT USGA US N 2 2052-02-25 Fixed 3.00000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830CE7 470000.00000000 PA USD 473283.64000000 0.005779315797 Long DBT CORP US N 2 2064-02-15 Fixed 5.20000000 N N N N N N CWABS ASSET-BACKED CERTIFICATES TRUST N/A 23244AAA3 11761.44000000 PA USD 11654.84000000 0.000142318464 Long ABS-MBS US N 2 2036-07-25 Floating 6.05243160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AFRX1 210486.42000000 PA USD 177321.41000000 0.002165290196 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MMXV5 1876453.97000000 PA USD 1825043.82000000 0.022285800074 Long DBT USGA US N 2 2052-07-01 Floating 4.11199920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H24R2 1596455.43000000 PA USD 222707.77000000 0.002719507763 Long DBT USGA US N 2 2049-05-25 Fixed 2.50000000 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED N/A 589929W61 17024.05000000 PA USD 16050.37000000 0.000195992738 Long ABS-MBS US N 2 2033-07-25 Floating 7.32194280 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46590YAB0 2709944.20000000 PA USD 2710264.52000000 0.033095322193 Long ABS-MBS US N 2 2048-10-26 Floating 5.43587400 N N N N N N WELLS FARGO HOME EQUITY TRUST N/A 9497EAAF8 4866929.76000000 PA USD 4832517.16000000 0.059010370108 Long ABS-MBS US N 2 2036-07-25 Floating 5.68243080 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CG9 550000.00000000 PA USD 537526.65000000 0.006563793879 Long DBT CORP US N 2 2029-04-13 Fixed 3.45000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAR1 3849000.00000000 PA USD 3237657.09000000 0.039535367767 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.50000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449VAB2 2005033.87000000 PA USD 1862352.45000000 0.022741379638 Long ABS-MBS US N 2 2054-09-15 Fixed 1.60000000 N N N N N N CITICORP RESIDENTIAL MORTGAGE TRUST N/A 173109AE9 123051.15000000 PA USD 122046.90000000 0.001490327401 Long ABS-MBS US N 2 2037-03-25 Fixed 4.75944800 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BT8 1600000.00000000 PA USD 1544386.69000000 0.018858666643 Long DBT CORP US N 2 2029-03-23 Fixed 3.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSA4 1473691.85000000 PA USD 1421315.00000000 0.017355825424 Long DBT USGA US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DZ62 987039.03000000 PA USD 853810.88000000 0.010425973537 Long DBT USGA US N 2 2041-06-01 Fixed 2.00000000 N N N N N N RR LTD N/A 74988LAA2 446276.57000000 PA USD 446811.66000000 0.005456063693 Long ABS-CBDO CORP KY N 2 2030-01-15 Floating 6.65298000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3XG7 750336.65000000 PA USD 652364.11000000 0.007966086058 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N METROPOLITAN EDISON COMPANY N/A 591894CB4 1000000.00000000 PA USD 990985.95000000 0.012101032597 Long DBT CORP US N 2 2025-04-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JQ6Z1 81000.37000000 PA USD 77391.37000000 0.000945034075 Long DBT USGA US N 2 2049-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394NUA4 85628.54000000 PA USD 87462.62000000 0.001068015157 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 77164.85000000 PA USD 73436.50000000 0.000896740746 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 1664573.76000000 0.020326283466 Long DBT CORP US N 2 2030-02-01 Fixed 2.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFUG4 325378.52000000 PA USD 282840.19000000 0.003453791003 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 12433CAA3 700000.00000000 PA USD 700435.96000000 0.008553096423 Long ABS-MBS US Y 2 2039-08-15 Floating 6.99123960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQF92 355692.61000000 PA USD 359602.02000000 0.004391137700 Long DBT USGA US N 2 2053-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BMQJ8 4052863.02000000 PA USD 3557329.59000000 0.043438921943 Long DBT USGA US N 2 2046-01-15 Fixed 2.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CL6 720000.00000000 PA USD 577248.47000000 0.007048841159 Long DBT CORP US N 2 2063-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BKRJ1 599710.00000000 PA USD 592335.37000000 0.007233068865 Long DBT USGA US N 2 2025-05-25 Floating 3.32899920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395QDZ0 1342849.54000000 PA USD 1277226.58000000 0.015596346728 Long DBT USGA US N 2 2042-10-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179V4U1 2116960.18000000 PA USD 1784188.22000000 0.021786908089 Long DBT USGA US N 2 2051-01-20 Fixed 2.00000000 N N N N N N CIFC FUNDING LTD N/A 12567HAC6 6225000.00000000 PA USD 6229724.78000000 0.076071817806 Long ABS-CBDO CORP KY Y 2 2035-01-23 Floating 6.67460160 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64831TAA5 646272.24000000 PA USD 554460.54000000 0.006770575373 Long ABS-MBS US Y 2 2056-11-27 Floating 1.15611840 N N N N N N DC OFFICE TRUST N/A 23312BAA8 1995000.00000000 PA USD 1752071.24000000 0.021394724303 Long ABS-MBS US N 2 2045-09-15 Fixed 2.96500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DZ9 1480000.00000000 PA USD 1511026.22000000 0.018451298471 Long DBT NUSS GB N 2 2027-08-14 Fixed 5.88700000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BM3 2020000.00000000 PA USD 2003422.12000000 0.024463996064 Long DBT CORP US N 2 2025-01-15 Fixed 2.93000000 N N N N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207AU9 1070000.00000000 PA USD 1045031.85000000 0.012760992708 Long DBT CORP US N 2 2025-05-04 Fixed 1.50000000 N N N N N N US 5YR NOTE W5 OP Aug24P109.75 N/A 01P46N8X6 -146.00000000 NC USD -51328.13000000 -0.00062677313 N/A DIR US N 1 US 5YR NOTE W5 OP Aug24P109.75 N/A Put Written N/A N/A -146000.00000000 109.75000000 USD 2024-09-02 XXXX -27916.59000000 N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609VAJ4 3225000.00000000 PA USD 3160583.21000000 0.038594210595 Long ABS-MBS US Y 2 2036-09-15 Floating 6.55137000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J7PZ2 264676.65000000 PA USD 261835.94000000 0.003197305920 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 115654.55000000 0.001412269749 Long DBT CORP US N 2 2045-03-15 Fixed 4.62500000 N N N N N N N/A N/A 783965593 128056734.04000000 NS USD 128056734.04000000 1.563714110135 Long STIV RF US N 1 N N N MASTR SEASONED SECURITIZATION TRUST N/A 55265WCK7 9451.99000000 PA USD 9035.90000000 0.000110338315 Long ABS-MBS US N 2 2032-10-25 Floating 7.49998440 N N N N N N Government National Mortgage Association 2 N/A 36179UKY7 1289463.97000000 PA USD 1278518.56000000 0.015612123230 Long DBT USGA US N 2 2049-01-20 Fixed 4.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCB3 2475000.00000000 PA USD 2157950.37000000 0.026350956611 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N EQUINIX, INC. 549300EVUN2BTLJ3GT74 29444UBU9 3975000.00000000 PA USD 3744224.14000000 0.045721110749 Long DBT CORP US N 2 2032-04-15 Fixed 3.90000000 N N N N N N COOF SECURITIZATION TRUST N/A 12631UAA3 87309.91000000 PA USD 6100.69000000 0.000074496160 Long DBT USGA US N 2 2040-06-25 Floating 2.78764920 N N N N N N SYMPHONY CLO, LTD. N/A 871989AA7 2740000.00000000 PA USD 2746592.44000000 0.033538926206 Long ABS-CBDO CORP BM N 2 2034-01-14 Floating 6.94136880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AURK9 742205.48000000 PA USD 739470.60000000 0.009029752475 Long DBT USGA US N 2 2046-12-25 Floating 5.86332000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFQ2 460000.00000000 PA USD 441431.60000000 0.005390367220 Long DBT CORP US N 2 2030-07-01 Fixed 3.60000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBD0 130000.00000000 PA USD 124968.28000000 0.001526000676 Long DBT CORP US N 2 2048-11-14 Fixed 4.87500000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAX7 757000.00000000 PA USD 769753.97000000 0.009399545859 Long DBT CORP US N 2 2027-04-18 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHDY0 12120073.94000000 PA USD 11006646.14000000 0.134403301813 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGNG0 37460.16000000 PA USD 31196.92000000 0.000380948837 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAN2 3120000.00000000 PA USD 3159204.64000000 0.038577376733 Long DBT NUSS FR N 2 2027-01-18 Fixed 5.97500000 N N N N N N PALMER SQUARE CLO N/A 69689QAA3 5800000.00000000 PA USD 5806559.80000000 0.070904506183 Long ABS-CBDO CORP KY Y 2 2035-04-20 Floating 6.60201120 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJR3 1060000.00000000 PA USD 1059875.78000000 0.012942253483 Long SN UST US N 2 2028-12-31 Fixed 3.75000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCJ3 2525000.00000000 PA USD 2310798.44000000 0.028217400306 Long DBT CORP US N 2 2029-06-01 Fixed 2.06900000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBT8 174000.00000000 PA USD 170006.78000000 0.002075970488 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 177044.49000000 PA USD 164432.46000000 0.002007901886 Long ABS-MBS US N 2 2044-11-19 Floating 6.25605120 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKZ3 5750000.00000000 PA USD 5838496.07000000 0.071294483301 Long SN UST US N 2 2027-07-15 Fixed 4.37500000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 465138RE7 1000000.00000000 PA USD 977985.36000000 0.011942281039 Long DBT NUSS US N 2 2025-02-15 Fixed 0.00000000 N N N N N N BX TRUST N/A 05608RAE5 3641000.00000000 PA USD 3581907.66000000 0.043739047314 Long ABS-MBS US Y 2 2036-10-15 Floating 6.74848080 N N N N N N Government National Mortgage Association N/A 38379RRT2 8603924.61000000 PA USD 257968.89000000 0.003150084970 Long DBT USGA US N 2 2056-11-16 Floating 0.52779960 N N N N N N Government National Mortgage Association N/A 36213RX44 198013.85000000 PA USD 204959.12000000 0.002502777150 Long DBT USGA US N 2 2034-08-15 Fixed 6.50000000 N N N N N N Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 61690U8E3 2758000.00000000 PA USD 2792332.88000000 0.034097467480 Long DBT CORP US N 2 2028-07-14 Fixed 4.96800000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CY2 2590000.00000000 PA USD 1622707.62000000 0.019815051672 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 24975.71000000 PA USD 26143.79000000 0.000319244541 Long DBT USGA US N 2 2040-09-20 Fixed 6.00000000 N N N N N N SBNA AUTO LEASE TRUST N/A 78414SAE4 1531000.00000000 PA USD 1539762.98000000 0.018802206038 Long ABS-MBS US Y 2 2026-11-20 Fixed 5.39000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MHS83 227839.67000000 PA USD 205712.79000000 0.002511980293 Long DBT USGA US N 2 2052-03-01 Fixed 3.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAZ3 1910000.00000000 PA USD 1954930.84000000 0.023871863996 Long DBT CORP US N 2 2029-07-01 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A32U4 455262.99000000 PA USD 452241.41000000 0.005522366936 Long DBT USGA US N 2 2042-02-25 Floating 5.96332080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396NRF5 136817.59000000 PA USD 143722.47000000 0.001755010042 Long DBT USGA US N 2 2036-05-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WUH30 36049.12000000 PA USD 35276.44000000 0.000430764281 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9M93 480497.13000000 PA USD 454880.84000000 0.005554597290 Long DBT USGA US N 2 2038-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179UML3 860077.43000000 PA USD 829251.09000000 0.010126071385 Long DBT USGA US N 2 2049-02-20 Fixed 4.00000000 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBN4 619000.00000000 PA USD 442729.96000000 0.005406221629 Long DBT CORP US N 2 2051-06-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H4BR0 15606278.87000000 PA USD 324382.75000000 0.003961071528 Long DBT USGA US N 2 2031-09-25 Floating 0.44256240 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSB2 620637.01000000 PA USD 601186.92000000 0.007341156063 Long DBT USGA US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J92F4 19408.35000000 PA USD 19010.43000000 0.000232138339 Long DBT USGA US N 2 2043-05-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N4TK3 168020.57000000 PA USD 169563.65000000 0.002070559381 Long DBT USGA US N 2 2052-10-01 Fixed 5.50000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325BR5 1520000.00000000 PA USD 1208275.12000000 0.014754373272 Long DBT NUSS CO N 2 2044-02-26 Fixed 5.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFWU1 2242970.63000000 PA USD 2111889.83000000 0.025788506562 Long DBT USGA US N 2 2050-04-01 Fixed 3.50000000 N N N N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480AL4 640000.00000000 PA USD 646317.00000000 0.007892244168 Long DBT CORP US N 2 2032-07-15 Fixed 4.65000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CQ6 1679000.00000000 PA USD 1159619.52000000 0.014160234675 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKE22 1657273.00000000 PA USD 1517340.33000000 0.018528400725 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36266CAE6 3062000.00000000 PA USD 3023509.44000000 0.036920388520 Long ABS-MBS US Y 2 2036-11-15 Floating 7.10137080 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GP3 2095000.00000000 PA USD 2109750.27000000 0.025762380173 Long DBT CORP US N 2 2034-01-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 38379XGR5 79914.57000000 PA USD 14562.30000000 0.000177821761 Long DBT USGA US N 2 2045-11-16 Fixed 4.50000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8V7 1799000.00000000 PA USD 1834707.72000000 0.022403806962 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBUL2 2070814.10000000 PA USD 1985103.52000000 0.024240305733 Long DBT USGA US N 2 2049-01-01 Fixed 4.00000000 N N N N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 02666TAH0 1529000.00000000 PA USD 1559720.18000000 0.019045905485 Long DBT CORP US N 2 2034-07-15 Fixed 5.50000000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 12635FAS3 845114.44000000 PA USD 835869.06000000 0.010206884106 Long ABS-MBS US N 2 2048-08-15 Fixed 3.44650000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QTA74 2021052.94000000 PA USD 2034589.65000000 0.024844586017 Long DBT USGA US N 2 2053-10-01 Fixed 5.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAS9 120000.00000000 PA USD 121134.03000000 0.001479180250 Long DBT CORP US N 2 2029-02-15 Fixed 4.80000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BR4 2000000.00000000 PA USD 1979665.62000000 0.024173902970 Long DBT CORP US N 2 2029-03-30 Fixed 5.05000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGU8 125000.00000000 PA USD 111793.57000000 0.001365122921 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NE7 215000.00000000 PA USD 183707.36000000 0.002243269696 Long DBT CORP US N 2 2032-11-03 Fixed 2.52000000 N N N N N N Government National Mortgage Association N/A 38379GSW8 870399.05000000 PA USD 789801.40000000 0.009644347114 Long DBT USGA US N 2 2044-07-16 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM3Q6 1285951.73000000 PA USD 1116454.03000000 0.013633136383 Long DBT USGA US N 2 2051-03-01 Fixed 2.50000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAN4 1512000.00000000 PA USD 1289012.95000000 0.015740271319 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4TL7 642249.22000000 PA USD 664716.79000000 0.008116925920 Long DBT USGA US N 2 2037-03-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EKT6 7505188.76000000 PA USD 7303438.25000000 0.089183044762 Long DBT USGA US N 2 2052-11-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MFHB6 1446825.31000000 PA USD 1326332.34000000 0.016195982275 Long DBT USGA US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LWC2 1814193.53000000 PA USD 1651126.12000000 0.020162072934 Long DBT USGA US N 2 2047-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQY59 534708.89000000 PA USD 549908.21000000 0.006714986398 Long DBT USGA US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5TE3 1335070.03000000 PA USD 1278264.44000000 0.015609020144 Long DBT USGA US N 2 2035-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MDZ88 303121.83000000 PA USD 294309.51000000 0.003593844064 Long DBT USGA US N 2 2042-10-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36213EMR4 8556.46000000 PA USD 8693.18000000 0.000106153325 Long DBT USGA US N 2 2031-11-15 Fixed 7.00000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAF4 2255000.00000000 PA USD 1940914.22000000 0.023700705590 Long DBT CORP US N 2 2031-06-01 Fixed 2.55000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AD4 660000.00000000 PA USD 753616.83000000 0.009202493563 Long DBT NUSS US N 2 2038-12-15 Fixed 6.37500000 N N N N N N Government National Mortgage Association 2 N/A 36179TUB9 963875.79000000 PA USD 932960.12000000 0.011392473146 Long DBT USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L3H79 223678.62000000 PA USD 186633.99000000 0.002279007080 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBG7 1968000.00000000 PA USD 1945122.83000000 0.023752097365 Long DBT CORP US N 2 2034-09-15 Fixed 5.20000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBU4 60000.00000000 PA USD 45379.78000000 0.000554137217 Long DBT CORP US N 2 2046-07-15 Fixed 3.40000000 N N N N N N BANQUE ROYALE DU CANADA ES7IP3U3RHIGC71XBU11 78015K7H1 730000.00000000 PA USD 709742.23000000 0.008666736255 Long DBT NUSS CA N 2 2025-06-10 Fixed 1.15000000 N N N N N N OBX TRUST N/A 67448QAC5 23360.33000000 PA USD 22686.62000000 0.000277028678 Long ABS-MBS US N 2 2059-01-25 Floating 3.99999960 N N N N N N Government National Mortgage Association 2 N/A 3622ABKS0 8742547.63000000 PA USD 7531850.78000000 0.091972213944 Long DBT USGA US N 2 2051-12-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNQ98 796231.91000000 PA USD 826586.76000000 0.010093536974 Long DBT USGA US N 2 2053-12-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407W5M1 3874.95000000 PA USD 3997.01000000 0.000048807905 Long DBT USGA US N 2 2035-10-01 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GMA4 2765000.00000000 PA USD 2861859.03000000 0.034946458536 Long DBT CORP US N 2 2035-01-23 Fixed 5.46800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B2TN2 1096949.77000000 PA USD 1042743.12000000 0.012733044788 Long DBT USGA US N 2 2048-08-25 Fixed 3.37500000 N N N N N N Government National Mortgage Association N/A 36202VTG6 5119.32000000 PA USD 5352.52000000 0.000065360178 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 3166621.65000000 0.038667946615 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 10885.28000000 PA USD 11288.97000000 0.000137850787 Long DBT USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9QM9 187062.86000000 PA USD 161432.72000000 0.001971271749 Long DBT USGA US N 2 2041-12-01 Fixed 2.00000000 N N N N N N INDYMAC INDX MORTGAGE LOAN TRUST N/A 45660N2J3 13788.82000000 PA USD 12479.62000000 0.000152389938 Long ABS-MBS US N 2 2034-11-25 Floating 6.19242840 N N N N N N RELIANCE INDUSTRIES LIMITED 5493003UOETFYRONLG31 759470BB2 1280000.00000000 PA USD 1114945.75000000 0.013614718619 Long DBT NUSS IN N 2 2032-01-12 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7CN2 1232210.82000000 PA USD 1233498.49000000 0.015062378469 Long DBT USGA US N 2 2043-12-01 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EG0 3745000.00000000 PA USD 3886926.40000000 0.047463662901 Long DBT NUSS GB N 2 2032-05-17 Fixed 5.73300000 N N N N N N COX ENTERPRISES, INC. TVRMNZKRGA8LPW6XPG60 224050AE4 2895000.00000000 PA USD 3061737.58000000 0.037387196317 Long DBT CORP US Y 2 2027-07-15 Fixed 7.37500000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142ES8 290000.00000000 PA USD 264283.47000000 0.003227192964 Long DBT CORP US N 2 2028-09-22 Fixed 1.50000000 N N N N N N APIDOS CLO N/A 03764DAM3 2350202.55000000 PA USD 2350096.79000000 0.028697276548 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 6.41999880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296LJR3 87046.04000000 PA USD 88768.25000000 0.001083958341 Long DBT USGA US N 2 2033-08-01 Fixed 5.00000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CG3 430000.00000000 PA USD 428310.53000000 0.005230144469 Long DBT CORP US N 2 2033-02-10 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DYB2 7065893.59000000 PA USD 5813459.50000000 0.070988759138 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCQ5 3030000.00000000 PA USD 2908407.22000000 0.035514863330 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KEMX8 8138.49000000 PA USD 8468.99000000 0.000103415718 Long DBT USGA US N 2 2036-09-01 Fixed 6.50000000 N N N N N N UNITED AIRLINES, INC. K1OQBWM7XEOO08LDNP29 90932LAJ6 3715096.62000000 PA USD 3839258.49000000 0.046881585090 Long DBT CORP US N 2 2036-07-15 Fixed 5.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAD55 690508.73000000 PA USD 648982.72000000 0.007924795553 Long DBT USGA US N 2 2045-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHU39 3712445.83000000 PA USD 3675867.21000000 0.044886397161 Long DBT USGA US N 2 2035-03-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36241KFR4 16588.67000000 PA USD 17150.88000000 0.000209431181 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 36078.40000000 0.000440557098 Long DBT NUSS CA N 2 2115-09-15 Fixed 6.12500000 N N N N N N BARRICK NORTH AMERICA FINANCE LLC N/A 06849RAG7 590000.00000000 PA USD 608773.29000000 0.007433794017 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 435620.35000000 0.005319405442 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 21949.50000000 0.000268027629 Long DBT CORP US N 2 2036-08-08 Fixed 3.45000000 N N N N N N Government National Mortgage Association 2 N/A 36179XTD8 874570.97000000 PA USD 880784.38000000 0.010755349754 Long DBT USGA US N 2 2053-02-20 Fixed 5.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCB3 2000000.00000000 PA USD 1743798.28000000 0.021293702327 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RC4 9620000.00000000 PA USD 8749314.87000000 0.106838794685 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QFW5 686326.86000000 PA USD 670465.54000000 0.008187124504 Long DBT USGA US N 2 2050-02-01 Floating 3.09800160 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECP8 2352000.00000000 PA USD 2400119.19000000 0.029308105282 Long DBT NUSS GB N 2 2028-03-12 Fixed 5.67400000 N N N N N N VONTIER CORPORATION 549300VVSQLG4P5K4639 928881AB7 1170000.00000000 PA USD 1112711.77000000 0.013587439257 Long DBT CORP US N 2 2026-04-01 Fixed 1.80000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NS6 600000.00000000 PA USD 602253.69000000 0.007354182503 Long DBT CORP US N 2 2028-05-24 Fixed 4.65800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBTT9 3317955.00000000 PA USD 651316.23000000 0.007953290286 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 36179UCD2 95673.47000000 PA USD 96702.53000000 0.001180844660 Long DBT USGA US N 2 2048-09-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBME9 1600000.00000000 PA USD 1263039.04000000 0.015423101200 Long DBT USGA US N 2 2050-08-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9MC6 82180.63000000 PA USD 79920.26000000 0.000975914614 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 1448828.92000000 0.017691800765 Long ABS-MBS US N 2 2050-03-15 Fixed 4.00880000 N N N N N N RCKT MORTGAGE TRUST N/A 74938QAB0 5301013.20000000 PA USD 5334144.53000000 0.065135794143 Long ABS-MBS US Y 2 2054-06-25 Floating 6.00000120 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7Z74 6625.04000000 PA USD 6642.65000000 0.000081114090 Long DBT USGA US N 2 2040-02-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0A44 7606984.37000000 PA USD 6913445.18000000 0.084420798786 Long DBT USGA US N 2 2047-04-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A0GK7 17110.34000000 PA USD 17050.11000000 0.000208200668 Long DBT USGA US N 2 2041-08-25 Floating 6.01332120 N N N N N N Government National Mortgage Association 2 N/A 3622ACPU8 952370.25000000 PA USD 960893.70000000 0.011733573000 Long DBT USGA US N 2 2053-08-20 Fixed 5.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBX6 2792000.00000000 PA USD 2645632.36000000 0.032306092159 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N CSMC TRUST N/A 12660LAC3 1226832.39000000 PA USD 1070453.22000000 0.013071415704 Long ABS-MBS US Y 2 2066-04-25 Floating 1.63199880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D6T4 664506.12000000 PA USD 632472.99000000 0.007723193521 Long DBT USGA US N 2 2051-10-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKLT3 1244923.75000000 PA USD 1133973.66000000 0.013847070409 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N RCKT MORTGAGE TRUST N/A 74938DAA1 1155923.31000000 PA USD 958903.12000000 0.011709265820 Long ABS-MBS US Y 2 2051-07-25 Floating 2.49999840 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBW7 560000.00000000 PA USD 614765.44000000 0.007506964785 Long DBT CORP BE N 2 2059-01-23 Fixed 5.80000000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAZ2 1430000.00000000 PA USD 1455507.42000000 0.017773352624 Long DBT CORP US N 2 2034-04-18 Fixed 5.40000000 N N N N N N Government National Mortgage Association 2 N/A 36179XX68 3517072.17000000 PA USD 3544196.82000000 0.043278556321 Long DBT USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N Piedmont Natural Gas Company, Inc. VXB4M3BDPKF3I2AZ3G89 720186AM7 2538000.00000000 PA USD 1790536.23000000 0.021864424300 Long DBT CORP US N 2 2050-06-01 Fixed 3.35000000 N N N N N N Government National Mortgage Association N/A 38382Q2F6 111851.96000000 PA USD 88507.59000000 0.001080775395 Long DBT USGA US N 2 2050-07-20 Fixed 1.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADME5 286387.25000000 PA USD 262554.81000000 0.003206084117 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 461.68000000 PA USD 463.45000000 0.000005659236 Long DBT USGA US N 2 2026-01-15 Fixed 6.50000000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DS4 1310000.00000000 PA USD 1005533.97000000 0.012278679984 Long DBT NUSS CL N 2 2041-05-07 Fixed 3.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D6B3 6466076.77630000 PA USD 5305998.52000000 0.064792100284 Long DBT USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 38382JE28 1537850.22000000 PA USD 1312236.83000000 0.016023860535 Long DBT USGA US N 2 2050-09-20 Fixed 1.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ECR9 10531710.55000000 PA USD 9358085.90000000 0.114272561106 Long DBT USGA US N 2 2052-04-01 Fixed 3.00000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAV3 1320000.00000000 PA USD 1311108.35000000 0.016010080548 Long DBT NUSS DK N 2 2025-12-20 Fixed 3.24400000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122EK0 310000.00000000 PA USD 320032.06000000 0.003907944800 Long DBT CORP US N 2 2054-02-22 Fixed 5.55000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148LAF3 1870000.00000000 PA USD 1837625.05000000 0.022439430783 Long DBT CORP US N 2 2045-05-22 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3QB9 824103.27000000 PA USD 801245.12000000 0.009784087570 Long DBT USGA US N 2 2048-12-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EGK0 956613.31000000 PA USD 930897.76000000 0.011367289454 Long DBT USGA US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYW39 516914.74000000 PA USD 475907.25000000 0.005811352971 Long DBT USGA US N 2 2042-07-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FCTC2 623999.14000000 PA USD 582851.39000000 0.007117258998 Long DBT USGA US N 2 2047-02-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38383AZA5 7694110.90000000 PA USD 6545608.66000000 0.079929108748 Long DBT USGA US N 2 2051-09-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XA3Y6 3016490.88000000 PA USD 2755196.53000000 0.033643991645 Long DBT USGA US N 2 2036-05-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CFD1 0.01000000 PA USD 0.01000000 0.000000000122 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331BG1 2400000.00000000 PA USD 2329185.98000000 0.028441932471 Long DBT CORP US N 2 2025-06-01 Fixed 1.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410G2R3 140796.11000000 PA USD 144481.02000000 0.001764272775 Long DBT USGA US N 2 2036-09-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FQS73 156129.08000000 PA USD 146121.90000000 0.001784309732 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 333656.67000000 PA USD 309167.36000000 0.003775274817 Long DBT USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31415XH20 7342.74000000 PA USD 7619.41000000 0.000093041408 Long DBT USGA US N 2 2038-11-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H0X60 1836981.94000000 PA USD 389068.37000000 0.004750954368 Long DBT USGA US N 2 2049-10-25 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 36201A2R8 290.13000000 PA USD 293.62000000 0.000003585424 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 882015.75000000 0.010770386141 Long DBT CORP US N 2 2041-12-15 Fixed 4.25000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGK4 240000.00000000 PA USD 191291.92000000 0.002335885548 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N N/A N/A 38137YBA8 4445082.80000000 PA USD 4448154.35000000 0.054316875823 Long ABS-CBDO CORP KY N 2 2031-04-24 Floating 6.43335840 N N N N N N Government National Mortgage Association 2 N/A 36179WGS1 4853580.06000000 PA USD 3966219.38000000 0.048431917734 Long DBT USGA US N 2 2051-06-20 Fixed 2.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AK4 600000.00000000 PA USD 511300.72000000 0.006243546318 Long DBT NUSS CH N 2 2033-02-11 Fixed 2.74600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WWKG3 234827.97000000 PA USD 229793.93000000 0.002806037600 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875PAN1 960000.00000000 PA USD 885699.96000000 0.010815374413 Long DBT CORP US N 2 2035-04-01 Fixed 3.90000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XCF5 1124000.00000000 PA USD 1192703.01000000 0.014564220616 Long DBT CORP US N 2 2033-11-15 Fixed 5.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAEW8 1017214.31000000 PA USD 843926.61000000 0.010305275687 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450YAL7 630000.00000000 PA USD 625222.82000000 0.007634660941 Long DBT CORP US N 2 2032-06-01 Fixed 4.40000000 N N N N N N CHASE HOME LENDING MORTGAGE TRUST N/A 16159TAD3 2643601.80000000 PA USD 2661721.58000000 0.032502559299 Long ABS-MBS US Y 2 2055-06-25 Floating 6.00000120 N N N N N N Government National Mortgage Association N/A 36225BWL8 7791.07000000 PA USD 8146.59000000 0.000099478858 Long DBT USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NE7 910000.00000000 PA USD 777552.10000000 0.009494769636 Long DBT CORP US N 2 2032-11-03 Fixed 2.52000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYN8 6990000.00000000 PA USD 6033763.25000000 0.073678911163 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N AMCOR FINANCE (USA) INC. 549300ZMT7FVT8R77U18 02343UAG0 2000000.00000000 PA USD 1960180.74000000 0.023935971071 Long DBT CORP US N 2 2026-04-28 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQAQ9 165873.99000000 PA USD 162779.15000000 0.001987713146 Long DBT USGA US N 2 2050-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FKLB0 1823166.38000000 PA USD 1797346.70000000 0.021947587658 Long DBT USGA US N 2 2049-01-15 Floating 5.76801000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QCLD6 317179.11000000 PA USD 303827.29000000 0.003710066666 Long DBT USGA US N 2 2049-12-01 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCW4 1470000.00000000 PA USD 1415633.12000000 0.017286443396 Long DBT CORP US N 2 2028-02-24 Fixed 2.94700000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAF9 810000.00000000 PA USD 734427.31000000 0.008968168336 Long DBT CORP US N 2 2045-12-14 Fixed 4.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGX95 339711.86000000 PA USD 314677.55000000 0.003842560321 Long DBT USGA US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KGVF7 165501.63000000 PA USD 149053.85000000 0.001820112078 Long DBT USGA US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSL75 3012150.96000000 PA USD 3098641.41000000 0.037837832827 Long DBT USGA US N 2 2053-12-01 Fixed 6.00000000 N N N N N N JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46590MAR1 1400000.00000000 PA USD 1346733.08000000 0.016445097835 Long ABS-MBS US N 2 2049-08-15 Fixed 2.82180000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBP38 2887751.31000000 PA USD 2811929.73000000 0.034336766656 Long DBT USGA US N 2 2045-11-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UD8 76555000.00000000 PA USD 74700933.59000000 0.912180876473 Long DBT UST US N 2 2044-08-15 Fixed 4.12500000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03067BAD1 757000.00000000 PA USD 763046.61000000 0.009317641588 Long ABS-MBS US N 2 2027-11-18 Fixed 5.62000000 N N N N N N BATTERY PARK CDO, LIMITED N/A 07133YAL4 2540000.00000000 PA USD 2539182.12000000 0.031006217197 Long ABS-CBDO CORP KY Y 2 2036-07-15 Floating 6.70137120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFA66 2679403.42000000 PA USD 2336598.59000000 0.028532448623 Long DBT USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBX3 425000.00000000 PA USD 358946.30000000 0.004383130635 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N ESSEX PORTFOLIO, L.P. 5493003GN3O58H286O74 29717PBA4 787000.00000000 PA USD 807786.90000000 0.009863969926 Long DBT CORP US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402QYV7 199173.58000000 PA USD 204385.46000000 0.002495772128 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 1277595.14000000 PA USD 1257386.78000000 0.015354080865 Long ABS-MBS US N 2 2059-12-15 Fixed 4.00000000 N N N N N N OBX TRUST N/A 67115DAA0 847418.45000000 PA USD 717336.33000000 0.008759468600 Long ABS-MBS US Y 2 2061-10-25 Floating 1.95699960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJV83 1521993.62000000 PA USD 1395390.02000000 0.017039252795 Long DBT USGA US N 2 2043-12-01 Fixed 3.00000000 N N N N N N CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 14913UAJ9 1500000.00000000 PA USD 1535990.97000000 0.018756145632 Long DBT CORP US N 2 2029-02-27 Fixed 4.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LXFK6 539655.21000000 PA USD 522184.46000000 0.006376448800 Long DBT USGA US N 2 2052-08-01 Floating 3.94300080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L05E3 193262.64000000 PA USD 160945.64000000 0.001965323964 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 380169.88000000 0.004642293980 Long DBT CORP US N 2 2031-06-15 Fixed 7.75000000 N N N N N N Government National Mortgage Association N/A 36225B2V9 133104.14000000 PA USD 138098.43000000 0.001686334304 Long DBT USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JB34 720000.00000000 PA USD 628344.00000000 0.007672773994 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 1235482.25000000 0.015086602369 Long DBT USGA US N 2 2026-05-01 Fixed 3.02000000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST N/A 36269KAA3 1078000.00000000 PA USD 1097314.74000000 0.013399424521 Long ABS-MBS US Y 2 2036-12-11 Fixed 4.98000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E06G2 1004812.51000000 PA USD 1039476.75000000 0.012693158804 Long DBT USGA US N 2 2053-12-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617YDD41 151075.50000000 PA USD 134784.65000000 0.001645869392 Long DBT USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 94973VAY3 219000.00000000 PA USD 200975.56000000 0.002454133484 Long DBT CORP US N 2 2042-05-15 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBVE3 261909.16000000 PA USD 215552.90000000 0.002632138901 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36213UKR0 40844.08000000 PA USD 42645.23000000 0.000520745342 Long DBT USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 810000.00000000 PA USD 739343.76000000 0.009028203619 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967EW7 1175000.00000000 PA USD 1529100.20000000 0.018672001722 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJGH5 221369.36000000 PA USD 202469.32000000 0.002472373943 Long DBT USGA US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X3CE6 213944.61000000 PA USD 205540.71000000 0.002509879006 Long DBT USGA US N 2 2040-02-01 Fixed 3.50000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DS6 1355000.00000000 PA USD 1358916.32000000 0.016593868647 Long DBT CORP US N 2 2026-02-20 Fixed 5.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967JC6 590000.00000000 PA USD 586298.91000000 0.007159357024 Long DBT CORP US N 2 2026-11-20 Fixed 4.30000000 N N N N N N PENFED AUTO RECEIVABLES OWNER TRUST N/A 706874AC8 574827.38000000 PA USD 572992.36000000 0.006996869356 Long ABS-MBS US Y 2 2026-04-15 Fixed 3.96000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBP2 575000.00000000 PA USD 580215.45000000 0.007085071260 Long DBT CORP US N 2 2034-09-15 Fixed 5.15000000 N N N N N N BLACKROCK FUNDING, INC. 529900VBK42Y5HHRMD23 09290DAJ0 1562000.00000000 PA USD 1588141.57000000 0.019392962037 Long DBT CORP US N 2 2035-01-08 Fixed 4.90000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJJ0 705000.00000000 PA USD 740673.23000000 0.009044437915 Long DBT CORP US N 2 2033-10-21 Fixed 5.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPTP2 11220530.93000000 PA USD 10644795.61000000 0.129984707322 Long DBT USGA US N 2 2052-07-01 Fixed 4.00000000 N N N N N N CITIZENS FINANCIAL GROUP, INC. 2138004JDDA4ZQUPFW65 174610BH7 2344000.00000000 PA USD 2392552.00000000 0.029215701537 Long DBT CORP US N 2 2032-07-23 Fixed 5.71800000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAW8 3755000.00000000 PA USD 3936873.88000000 0.048073576779 Long DBT CORP US N 2 2029-02-01 Fixed 5.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHJM0 2034079.84000000 PA USD 2028773.54000000 0.024773564893 Long DBT USGA US N 2 2052-06-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKPD4 360492.60000000 PA USD 328215.30000000 0.004007871195 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457CQ9 2388000.00000000 PA USD 2393263.01000000 0.029224383755 Long DBT CORP US N 2 2029-08-14 Fixed 4.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXG89 964477.11000000 PA USD 946273.29000000 0.011555041651 Long DBT USGA US N 2 2057-09-01 Fixed 4.50000000 N N N N N N Progress Energy, Inc. 549300FBMTW0JYWMNB26 743263AP0 310000.00000000 PA USD 327070.92000000 0.003993897052 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 168671.65000000 PA USD 158525.67000000 0.001935773458 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 2942827.64000000 PA USD 2948586.17000000 0.036005492671 Long ABS-MBS US N 2 2066-07-26 Floating 6.51332160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYU8 2086164.48000000 PA USD 1959816.57000000 0.023931524154 Long DBT USGA US N 2 2046-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6ML9 212645.18000000 PA USD 220706.10000000 0.002695065162 Long DBT USGA US N 2 2038-08-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5KZ5 516964.69000000 PA USD 496804.59000000 0.006066532566 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 506243.30000000 PA USD 492339.78000000 0.006012012306 Long ABS-MBS US N 2 2059-12-15 Fixed 3.39000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W5GH5 132525.01000000 PA USD 121486.38000000 0.001483482832 Long DBT USGA US N 2 2043-06-01 Fixed 3.00000000 N N N N N N NEWELL BRANDS INC. 549300LWGYFM1TVO1Z12 651229AW6 560000.00000000 PA USD 558021.52000000 0.006814058871 Long DBT CORP US N 2 2026-04-01 Fixed 5.70000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PEH5 3455000.00000000 PA USD 3669696.64000000 0.044811047688 Long DBT CORP US N 2 2035-04-22 Fixed 5.76600000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64831UAA2 1059061.73000000 PA USD 1048277.09000000 0.012800620672 Long ABS-MBS US Y 2 2062-06-25 Fixed 5.00000000 N N N N N N Healthcare Realty Holdings, L.P. 549300IYGAS4GE6VDL07 42225UAK0 195000.00000000 PA USD 185365.27000000 0.002263514608 Long DBT CORP US N 2 2028-01-15 Fixed 3.62500000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAQ0 130000.00000000 PA USD 110468.92000000 0.001348947481 Long DBT CORP US N 2 2031-10-15 Fixed 2.40000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAY4 1960000.00000000 PA USD 1769272.13000000 0.021604766161 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNGM9 4148316.93000000 PA USD 4028036.19000000 0.049186769236 Long DBT USGA US N 2 2050-03-01 Fixed 4.00000000 N N N N N N UBS Group AG BFM8T61CT2L1QCEMIK50 N/A 23261000.00000000 NC USD 1203806.79000000 0.014699810029 N/A DIR US N 2 UBS Group AG BFM8T61CT2L1QCEMIK50 Y 2048-05-15 3117061.76000000 USD 0.00000000 USD -23261000.00000000 USD -1913254.97000000 N N N BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST N/A 07336JAH1 5741819.42000000 PA USD 5078786.27000000 0.062017587847 Long ABS-MBS US Y 2 2051-11-25 Floating 2.49999840 N N N N N N Government National Mortgage Association N/A 38375BCN0 404904.46000000 PA USD 406726.13000000 0.004966575113 Long DBT USGA US N 2 2060-05-20 Floating 6.46041960 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 75513ECV1 730000.00000000 PA USD 784665.71000000 0.009581634668 Long DBT CORP US N 2 2031-03-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FH4G5 631647.48000000 PA USD 616041.81000000 0.007522550672 Long DBT USGA US N 2 2048-09-15 Floating 5.76801000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUD86 291439.98000000 PA USD 302551.85000000 0.003694492136 Long DBT USGA US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 3617MKLU1 256199.86000000 PA USD 241211.35000000 0.002945456905 Long DBT USGA US N 2 2050-05-15 Fixed 3.50000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AB9 1540000.00000000 PA USD 1583615.76000000 0.019337696900 Long DBT CORP US N 2 2030-01-25 Fixed 5.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPW79 6954171.15000000 PA USD 6606112.10000000 0.080667922552 Long DBT USGA US N 2 2052-09-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMGV4 2441834.83000000 PA USD 2284131.37000000 0.027891765938 Long DBT USGA US N 2 2046-07-25 Fixed 3.25000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAG7 2870000.00000000 PA USD 2622692.21000000 0.032025967599 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BH7G8 2898217.00000000 PA USD 447977.98000000 0.005470305748 Long DBT USGA US N 2 2051-06-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPAG3 885998.88000000 PA USD 867661.11000000 0.010595100138 Long DBT USGA US N 2 2052-07-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 36209WHQ8 5298.95000000 PA USD 5332.72000000 0.000065118399 Long DBT USGA US N 2 2028-09-15 Fixed 7.00000000 N N N N N N United States of America N/A N/A 262.00000000 NC USD 29753375.00000000 0.363321559466 N/A DIR US N 1 US 10YR NOTE (CBT)DEC24 N/A Long U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Dec 2024 2024-12-22 29946161.15000000 USD -192786.15000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418E5P1 6636565.79150000 PA USD 6681016.51000000 0.081582588100 Long DBT USGA US N 2 2054-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FUVK7 456584.43000000 PA USD 378473.84000000 0.004621583459 Long DBT USGA US N 2 2045-09-25 Fixed 2.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFL4 1740000.00000000 PA USD 1792933.53000000 0.021893697980 Long DBT CORP US N 2 2035-01-18 Fixed 5.46600000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8T2 1174000.00000000 PA USD 1187322.59000000 0.014498519747 Long DBT CORP US N 2 2031-08-15 Fixed 4.55000000 N N N N N N Government National Mortgage Association N/A 38384KGP0 958765.22000000 PA USD 867617.62000000 0.010594569077 Long DBT USGA US N 2 2054-03-20 Fixed 2.00000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAN8 100000.00000000 PA USD 104582.57000000 0.001277068649 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDP4 250000.00000000 PA USD 246397.16000000 0.003008781370 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 1148526.53000000 PA USD 1135964.52000000 0.013871381008 Long ABS-MBS US Y 2 2038-06-15 Floating 6.12147960 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST 549300CKCX1QE4RUW216 254683CY9 2205000.00000000 PA USD 2197438.17000000 0.026833146248 Long ABS-MBS US N 2 2028-03-15 Fixed 4.31000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9HZ9 349584.33000000 PA USD 345870.78000000 0.004223464099 Long DBT USGA US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3SX9 70831.49000000 PA USD 69992.59000000 0.000854686802 Long DBT USGA US N 2 2047-05-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AMUK3 1787132.24000000 PA USD 1597499.82000000 0.019507236602 Long DBT USGA US N 2 2045-03-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MAWL4 164795.75000000 PA USD 165264.93000000 0.002018067264 Long DBT USGA US N 2 2052-06-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM2N4 296645.63000000 PA USD 264860.04000000 0.003234233520 Long DBT USGA US N 2 2051-11-01 Fixed 3.00000000 N N N N N N REESE PARK CLO LIMITED N/A 758465BA5 3690000.00000000 PA USD 3691992.60000000 0.045083305976 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 6.69297960 N N N N N N OBX TRUST N/A 67117VAA8 2801233.87000000 PA USD 2834619.54000000 0.034613834288 Long ABS-MBS US Y 2 2063-07-25 Fixed 6.52000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAP8 740000.00000000 PA USD 728014.72000000 0.008889863532 Long DBT CORP US N 2 2025-05-15 Fixed 2.90000000 N N N N N N SBNA AUTO LEASE TRUST N/A 78437VAE0 860000.00000000 PA USD 872426.40000000 0.010653289590 Long ABS-MBS US Y 2 2027-11-22 Fixed 5.56000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W9AY7 1748355.21000000 PA USD 1800893.39000000 0.021990896659 Long DBT USGA US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYY0 2864187.15000000 PA USD 2607025.96000000 0.031834665390 Long DBT USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3L3 1470000.00000000 PA USD 1400426.90000000 0.017100758661 Long DBT CORP US N 2 2027-03-08 Fixed 3.20500000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 83207QAA7 777057.40000000 PA USD 789789.33000000 0.009644199726 Long ABS-MBS US Y 2 2053-07-15 Fixed 5.38000000 N N N N N N Government National Mortgage Association 2 N/A 36179VL24 1485620.65000000 PA USD 1283270.92000000 0.015670154793 Long DBT USGA US N 2 2050-05-20 Fixed 2.50000000 N N N N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 12667FRG2 54185.56000000 PA USD 55472.14000000 0.000677376076 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 567628.75000000 PA USD 543451.74000000 0.006636145770 Long ABS-MBS US N 2 2034-11-21 Floating 6.38223120 N N N N N N SABRA HEALTH CARE LIMITED PARTNERSHIP 549300OVKLRFSIQG0H81 78572XAG6 1335000.00000000 PA USD 1249271.41000000 0.015254983237 Long DBT CORP US N 2 2029-10-15 Fixed 3.90000000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AB9 330000.00000000 PA USD 322868.97000000 0.003942586603 Long DBT CORP US N 2 2027-12-01 Fixed 3.65000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538BAA1 389930.86000000 PA USD 365316.83000000 0.004460921840 Long ABS-MBS US Y 2 2063-10-25 Floating 0.82000080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMLC8 9256630.03000000 PA USD 8383104.26000000 0.102366958804 Long DBT USGA US N 2 2050-07-01 Fixed 3.00000000 N N N N N N EQUS MORTGAGE TRUST N/A 29478JAG5 1329973.35000000 PA USD 1313236.17000000 0.016036063580 Long ABS-MBS US Y 2 2038-10-15 Floating 6.55148160 N N N N N N VERUS SECURITIZATION TRUST N/A 92537KAA2 270112.34000000 PA USD 264776.84000000 0.003233217556 Long ABS-MBS US N 2 2059-11-25 Fixed 3.64200000 N N N N N N PRPM LLC N/A 69381JAA0 7960000.00000000 PA USD 7758652.60000000 0.094741714578 Long ABS-MBS US Y 2 2054-08-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSQF1 2179798.71000000 PA USD 2233863.04000000 0.027277934127 Long DBT USGA US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Continental Airlines N/A 210795QB9 35839.65000000 PA USD 35722.89000000 0.000436215928 Long DBT CORP US N 2 2024-10-29 Fixed 4.00000000 N N N N N N CHASE MORTGAGE FINANCE CORPORATION N/A 16163LAA0 11785.02000000 PA USD 11777.94000000 0.000143821651 Long ABS-MBS US N 2 2035-06-25 Floating 7.15703400 N N N N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044DV0 760000.00000000 PA USD 757637.86000000 0.009251594778 Long DBT CORP US N 2 2034-09-15 Fixed 5.00000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325CU7 6950000.00000000 PA USD 5036642.13000000 0.061502961366 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9UF4 6797534.13000000 PA USD 188369.87000000 0.002300204091 Long DBT USGA US N 2 2033-01-25 Floating 0.52659720 N N N N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 02666TAE7 1289000.00000000 PA USD 1172183.47000000 0.014313654377 Long DBT CORP US N 2 2032-04-15 Fixed 3.62500000 N N N N N N KCAP SENIOR FUNDING LLC N/A 48669RAA9 201677.81000000 PA USD 201619.93000000 0.002462001953 Long ABS-CBDO CORP US N 2 2029-12-20 Floating 7.50517920 N N N N N N Government National Mortgage Association N/A 36200GK21 9317.85000000 PA USD 9511.21000000 0.000116142375 Long DBT USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LNV0 764929.18000000 PA USD 759603.41000000 0.009275596314 Long DBT USGA US N 2 2044-10-01 Fixed 4.50000000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAA0 2172000.00000000 PA USD 1793355.87000000 0.021898855217 Long DBT CORP US N 2 2031-08-15 Fixed 2.00000000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EN6 999000.00000000 PA USD 862236.11000000 0.010528854898 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 624839.43000000 PA USD 590199.26000000 0.007206984603 Long DBT USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N CWABS ASSET-BACKED CERTIFICATES TRUST N/A 126673AW2 1645029.74000000 PA USD 1628225.27000000 0.019882428271 Long ABS-MBS US N 2 2034-12-25 Floating 5.93242920 N N N N N N Government National Mortgage Association N/A 36201MQF2 18662.23000000 PA USD 18593.85000000 0.000227051437 Long DBT USGA US N 2 2032-10-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374CR65 6332814.63000000 PA USD 6048390.89000000 0.073857530798 Long DBT USGA US N 2 2043-08-01 Fixed 3.50000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AC2 1640000.00000000 PA USD 1551722.18000000 0.018948241075 Long DBT CORP GB N 2 2027-06-14 Fixed 1.64200000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKJ0 1113000.00000000 PA USD 791811.08000000 0.009668887525 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKS75 598913.30000000 PA USD 521272.59000000 0.006365313861 Long DBT USGA US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36241KBB3 5998.16000000 PA USD 6222.50000000 0.000075983595 Long DBT USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AAP3 87790.15000000 PA USD 88150.66000000 0.001076416885 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 210.04000000 PA USD 231.86000000 0.000002831266 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 56108.62000000 0.000685148199 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 148378.45000000 0.001811864699 Long DBT NUSS ES N 2 2027-03-08 Fixed 4.10300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EG5M2 4869.53000000 PA USD 5111.18000000 0.000062413151 Long DBT USGA US N 2 2040-10-01 Fixed 6.00000000 N N N N N N COMM MORTGAGE TRUST N/A 200474BD5 11683315.87000000 PA USD 3666.22000000 0.000044768594 Long DBT USGA US N 2 2048-02-10 Floating 1.20166920 N N N N N N AUTOZONE, INC. GA3JGKJ41LJKXDN23E90 053332BG6 1185000.00000000 PA USD 1260212.27000000 0.015388583217 Long DBT CORP US N 2 2028-11-01 Fixed 6.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B8UA5 160723.00000000 PA USD 142062.79000000 0.001734743517 Long DBT USGA US N 2 2037-10-25 Fixed 2.50000000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAV3 3015000.00000000 PA USD 3086636.94000000 0.037691244994 Long DBT NUSS IE N 2 2029-11-15 Fixed 5.75000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDY5 880000.00000000 PA USD 657534.56000000 0.008029222961 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 1978.86000000 PA USD 2050.17000000 0.000025034839 Long DBT USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N COMM MORTGAGE TRUST N/A 12595HAA6 1780000.00000000 PA USD 1667860.00000000 0.020366412085 Long ABS-MBS US N 2 2029-10-10 Fixed 3.24400000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFL4 1220000.00000000 PA USD 1257114.32000000 0.015350753827 Long DBT CORP US N 2 2035-01-18 Fixed 5.46600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413B2H3 74713.36000000 PA USD 77549.11000000 0.000946960255 Long DBT USGA US N 2 2037-10-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FWX39 1086948.36000000 PA USD 998970.22000000 0.012198529349 Long DBT USGA US N 2 2050-10-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412LTX8 89482.89000000 PA USD 93673.32000000 0.001143854661 Long DBT USGA US N 2 2037-08-01 Fixed 6.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DF3 660000.00000000 PA USD 659970.58000000 0.008058969455 Long DBT NUSS GB N 2 2028-06-09 Fixed 4.75500000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FTB4 2006353.17000000 PA USD 1890048.09000000 0.023079573981 Long ABS-MBS US N 2 2034-07-25 Floating 6.19008840 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAC5 1920000.00000000 PA USD 2018892.06000000 0.024652901112 Long DBT CORP US N 2 2035-06-15 Fixed 5.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398GJB6 34965.16000000 PA USD 35254.05000000 0.000430490874 Long DBT USGA US N 2 2039-12-25 Floating 6.91911000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FTWF4 7537.98000000 PA USD 7474.91000000 0.000091276904 Long DBT USGA US N 2 2047-02-01 Fixed 4.50000000 N N N N N N RESIDENTIAL ACCREDIT LOANS INCORPORATED N/A 761118QM3 262632.32000000 PA USD 212664.89000000 0.002596873110 Long ABS-MBS US N 2 2046-01-25 Floating 6.16242960 N N N N N N Government National Mortgage Association N/A 36208T4S6 144.29000000 PA USD 149.28000000 0.000001822873 Long DBT USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222AN5 1070000.00000000 PA USD 930636.48000000 0.011364098937 Long DBT CORP US N 2 2030-06-01 Fixed 1.75000000 N N N N N N CANTOR FITZGERALD, L.P. 549300RLUEEVQEMX0450 138616AK3 1575000.00000000 PA USD 1552365.06000000 0.018956091349 Long DBT CORP US N 2 2027-04-14 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179UQ54 848879.72000000 PA USD 819448.09000000 0.010006365931 Long DBT USGA US N 2 2049-04-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36220ABT1 1201.13000000 PA USD 1223.07000000 0.000014935035 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 825823.92000000 PA USD 776093.66000000 0.009476960474 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 783897.79000000 PA USD 758409.52000000 0.009261017599 Long DBT USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAJ9 2070000.00000000 PA USD 1987369.74000000 0.024267978781 Long DBT CORP BE N 2 2046-02-01 Fixed 4.90000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687EH5 260000.00000000 PA USD 302873.93000000 0.003698425088 Long DBT CORP US N 2 2037-11-15 Fixed 6.65000000 N N N N N N Government National Mortgage Association 2 N/A 36179TV69 169813.19000000 PA USD 164235.40000000 0.002005495566 Long DBT USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179WR26 5004265.73000000 PA USD 4373596.29000000 0.053406439590 Long DBT USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAV7 3970000.00000000 PA USD 3783741.77000000 0.046203664642 Long DBT NUSS IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFW9 1865000.00000000 PA USD 1888282.53000000 0.023058014545 Long DBT CORP US N 2 2053-08-14 Fixed 5.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L05B9 277125.56000000 PA USD 231230.17000000 0.002823575677 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MY4 2920000.00000000 PA USD 2529383.02000000 0.030886559367 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GNG80 117970.21000000 PA USD 114782.87000000 0.001401625574 Long DBT USGA US N 2 2047-04-01 Fixed 4.00000000 N N N N N N TAKE-TWO INTERACTIVE SOFTWARE, INC. BOMSTHHJK882EWYX3334 874054AH2 1625000.00000000 PA USD 1542325.67000000 0.018833499313 Long DBT CORP US N 2 2032-04-14 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179XNF9 445004.24000000 PA USD 445053.92000000 0.005434599747 Long DBT USGA US N 2 2052-12-20 Fixed 5.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BK9 980000.00000000 PA USD 948414.80000000 0.011581191853 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464PAA5 8066402.97000000 PA USD 7603314.81000000 0.092844868653 Long ABS-MBS US Y 2 2067-01-25 Floating 3.35300040 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TF5 17396000.00000000 PA USD 13290272.27000000 0.162288898213 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FLFL5 281305.64000000 PA USD 51426.75000000 0.000627977397 Long DBT USGA US N 2 2041-11-25 Fixed 4.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 380000.00000000 PA USD 341914.67000000 0.004175155628 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D7E6 11528961.96000000 PA USD 9456110.05000000 0.115469544206 Long DBT USGA US N 2 2051-12-01 Fixed 2.00000000 N N N N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450YAG8 640000.00000000 PA USD 624814.52000000 0.007629675147 Long DBT CORP US N 2 2025-06-01 Fixed 1.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N26Y2 4209680.71000000 PA USD 4095271.57000000 0.050007787461 Long DBT USGA US N 2 2052-10-01 Fixed 4.50000000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BP8 566000.00000000 PA USD 593644.94000000 0.007249060161 Long DBT CORP US N 2 2032-10-13 Fixed 5.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XPAX7 1719657.33000000 PA USD 1760251.94000000 0.021494619682 Long DBT USGA US N 2 2054-02-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 38379R5W9 1565406.78000000 PA USD 45522.34000000 0.000555878032 Long DBT USGA US N 2 2057-04-16 Floating 0.50421960 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBV0 610000.00000000 PA USD 592869.07000000 0.007239585931 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359PMW3 6039.00000000 PA USD 6052.38000000 0.000073906242 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 172128.32000000 0.002101876834 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 112.75000000 PA USD 113.04000000 0.000001380343 Long DBT USGA US N 2 2031-09-15 Fixed 7.00000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FBA1 1695000.00000000 PA USD 1761126.53000000 0.021505299392 Long DBT CORP US N 2 2031-06-15 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4L1 293309.52000000 PA USD 297556.18000000 0.003633489489 Long DBT USGA US N 2 2048-06-01 Fixed 5.00000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CP1 186000.00000000 PA USD 178733.97000000 0.002182539113 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N Government National Mortgage Association 2 N/A 3622ABCD2 1754772.56000000 PA USD 1514119.47000000 0.018489070468 Long DBT USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SZ2 7220000.00000000 PA USD 4577367.22000000 0.055894707629 Long DBT UST US N 1 2051-08-15 Fixed 2.00000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBB8 500000.00000000 PA USD 467134.91000000 0.005704233014 Long DBT CORP US N 2 2029-03-15 Fixed 4.05400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AVC9 17182.66000000 PA USD 16682.95000000 0.000203717239 Long DBT USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N ESSEX PORTFOLIO, L.P. 5493003GN3O58H286O74 29717PAZ0 665000.00000000 PA USD 574315.29000000 0.007013023792 Long DBT CORP US N 2 2031-06-15 Fixed 2.55000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 1380000.00000000 PA USD 1183391.97000000 0.014450522537 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FVAY8 1177086.60000000 PA USD 1142521.22000000 0.013951445554 Long DBT USGA US N 2 2050-08-25 Floating 5.81331960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPRD2 935530.62000000 PA USD 957862.48000000 0.011696558457 Long DBT USGA US N 2 2052-12-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LVU3 136684.16000000 PA USD 130962.20000000 0.001599193057 Long DBT USGA US N 2 2037-12-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHY0 90000.00000000 PA USD 91205.86000000 0.001113724251 Long SN UST US N 2 2026-09-15 Fixed 4.62500000 N N N N N N BA CREDIT CARD TRUST N/A 05522RDG0 825000.00000000 PA USD 829839.04000000 0.010133250904 Long ABS-MBS US N 2 2028-05-15 Fixed 4.79000000 N N N N N N Government National Mortgage Association N/A 36208PX29 1074.93000000 PA USD 1104.75000000 0.000013490217 Long DBT USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N TOYOTA AUTO LOAN EXTENDED NOTE TRUST N/A 89237MAA7 7605000.00000000 PA USD 7209358.24000000 0.088034223966 Long ABS-MBS US Y 2 2034-02-27 Fixed 1.07000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411KDZ3 6912.44000000 PA USD 7086.98000000 0.000086539850 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 458655.96000000 0.005600695673 Long DBT NUSS US N 2 2043-08-12 Fixed 4.55000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92925DAD2 124480.95000000 PA USD 109557.54000000 0.001337818525 Long ABS-MBS US N 2 2046-12-25 Floating 4.28790240 N N N N N N Government National Mortgage Association N/A 36241KDR6 10809.04000000 PA USD 11198.58000000 0.000136747026 Long DBT USGA US N 2 2034-11-15 Fixed 6.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967HB0 1000000.00000000 PA USD 1005104.58000000 0.012273436658 Long DBT CORP US N 2 2025-09-13 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179W2W7 2395051.13000000 PA USD 2229834.08000000 0.027228736077 Long DBT USGA US N 2 2052-04-20 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PEL6 1950000.00000000 PA USD 1974915.85000000 0.024115903034 Long DBT CORP US N 2 2028-07-22 Fixed 4.97900000 N N N N N N ALLY FINANCIAL INC. 549300JBN1OSM8YNAI90 02005NBV1 2510000.00000000 PA USD 2556273.21000000 0.031214918276 Long DBT CORP US N 2 2035-07-26 Fixed 6.18400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MM3B2 2070477.15000000 PA USD 2047219.89000000 0.024998815193 Long DBT USGA US N 2 2052-08-01 Floating 4.61999880 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AR0 680000.00000000 PA USD 674693.38000000 0.008238751099 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 44096.51000000 0.000538467074 Long DBT CORP US N 2 2047-03-15 Fixed 4.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B3V70 1933102.08000000 PA USD 1901120.84000000 0.023214784484 Long DBT USGA US N 2 2043-08-15 Floating 5.96801160 N N N N N N NJ TRUST N/A 65486XAA1 1430000.00000000 PA USD 1504136.35000000 0.018367165551 Long ABS-MBS US Y 2 2029-01-06 Floating 6.69678120 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XDL7 1212000.00000000 PA USD 1043047.44000000 0.012736760871 Long DBT CORP US N 2 2031-06-10 Fixed 2.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DVB5 4397433.33000000 PA USD 3451590.71000000 0.042147733472 Long DBT USGA US N 2 2050-12-01 Fixed 1.50000000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464TAA7 3012376.05000000 PA USD 2892756.71000000 0.035323753323 Long ABS-MBS US Y 2 2067-01-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BSJ6 280505.61000000 PA USD 266482.26000000 0.003254042617 Long DBT USGA US N 2 2035-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B6T83 418296.36000000 PA USD 363613.50000000 0.004440122300 Long DBT USGA US N 2 2052-03-01 Fixed 2.50000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 78471CAB5 20216.95000000 PA USD 19739.70000000 0.000241043531 Long ABS-MBS US N 2 2040-09-25 Fixed 2.65000000 N N N N N N SANDS CHINA LTD. 549300EVO6UZDGY05787 80007RAL9 1890000.00000000 PA USD 1783341.63000000 0.021776570290 Long DBT NUSS MO N 2 2030-06-18 Fixed 4.37500000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CE2 646000.00000000 PA USD 467519.24000000 0.005708926108 Long DBT CORP US N 2 2052-03-17 Fixed 2.92100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411YY72 925.18000000 PA USD 949.62000000 0.000011595908 Long DBT USGA US N 2 2037-04-01 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 1235000.00000000 PA USD 1164718.72000000 0.014222501537 Long DBT CORP US N 2 2027-07-20 Fixed 1.51200000 N N N N N N BBCMS TRUST N/A 05491UBA5 413237.42000000 PA USD 407644.87000000 0.004977793943 Long ABS-MBS US N 2 2051-12-15 Fixed 4.23600000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CV4 3510000.00000000 PA USD 3517001.75000000 0.042946474490 Long DBT NUSS JP N 2 2026-02-20 Fixed 5.71900000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CR4 1740000.00000000 PA USD 1682521.88000000 0.020545449828 Long DBT CORP US N 2 2026-08-15 Fixed 3.20000000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 453140AF2 326000.00000000 PA USD 323115.97000000 0.003945602746 Long DBT NUSS GB N 2 2025-07-21 Fixed 4.25000000 N N N N N N US 5YR NOTE W5 OP Aug24P109.25 N/A 01P46N8P5 146.00000000 NC USD 1140.63000000 0.000013928351 N/A DIR US N 1 US 5YR NOTE W5 OP Aug24P109.25 N/A Put Purchased N/A N/A 146000.00000000 109.25000000 USD 2024-09-02 XXXX -1393.20000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEK7 725000.00000000 PA USD 690058.32000000 0.008426373980 Long DBT CORP US N 2 2028-01-21 Fixed 2.47500000 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 413875AT2 330000.00000000 PA USD 316154.12000000 0.003860590871 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 2105486.01000000 0.025710308850 Long ABS-MBS US N 2 2039-09-10 Fixed 2.13000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSN43 818000.00000000 PA USD 709013.03000000 0.008657831917 Long DBT USGA US N 2 2043-12-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134A3ZU3 2887000.00000000 PA USD 2352450.73000000 0.028726020755 Long DBT USGA US N 2 2029-12-14 Fixed 0.00000000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KWS4 310438.46000000 PA USD 315668.11000000 0.003854656152 Long DBT USGA US N 2 2042-05-25 Floating 7.54884000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGK1 4060000.00000000 PA USD 4072694.99000000 0.049732102492 Long DBT USGA US N 2 2033-01-15 Fixed 1.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LCTV3 1029802.79000000 PA USD 899221.26000000 0.010980484415 Long DBT USGA US N 2 2035-09-01 Fixed 1.85000000 N N N N N N Government National Mortgage Association 2 N/A 36179V7D6 4998205.65000000 PA USD 4210580.36000000 0.051415835099 Long DBT USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CL6 393000.00000000 PA USD 315081.46000000 0.003847492508 Long DBT CORP US N 2 2063-04-01 Fixed 5.50000000 N N N N N N Export Finance Australia 213800XAAULSUYWPBB61 30220L2B9 2494000.00000000 PA USD 2542154.15000000 0.031042508965 Long DBT NUSS AU N 2 2027-10-26 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H0SS8 1701461.72000000 PA USD 1614243.77000000 0.019711698719 Long DBT USGA US N 2 2051-06-25 Floating 5.54883840 N N N N N N DBJPM MORTGAGE TRUST N/A 23312LAU2 1780000.00000000 PA USD 1645656.81000000 0.020095286620 Long ABS-MBS US N 2 2049-05-10 Floating 4.19500080 N N N N N N BUNGE LIMITED FINANCE CORP. 549300QHC068L40NNM71 120568BB5 771000.00000000 PA USD 746658.95000000 0.009117530166 Long DBT CORP US N 2 2025-08-17 Fixed 1.63000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AT4D3 790646.78000000 PA USD 780729.14000000 0.009533564802 Long DBT USGA US N 2 2046-10-25 Floating 5.86332000 N N N N N N Government National Mortgage Association N/A 36225B7K8 23183.39000000 PA USD 24274.32000000 0.000296416248 Long DBT USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDL3 180000.00000000 PA USD 155292.67000000 0.001896294959 Long DBT CORP US N 2 2048-06-15 Fixed 4.25000000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAH4 1420000.00000000 PA USD 1401490.57000000 0.017113747246 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 64693.52000000 PA USD 61188.00000000 0.000747173037 Long DBT USGA US N 2 2050-01-20 Fixed 4.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941HAA0 595942.49000000 PA USD 557021.37000000 0.006801845935 Long ABS-MBS US N 2 2069-05-15 Fixed 1.69000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B8DW6 857757.16000000 PA USD 772555.63000000 0.009433757221 Long DBT USGA US N 2 2049-12-25 Fixed 3.00000000 N N N N N N VERIDIAN AUTO RECEIVABLES TRUST N/A 92347BAC8 3050000.00000000 PA USD 3066032.02000000 0.037439636171 Long ABS-MBS US Y 2 2028-03-15 Fixed 5.56000000 N N N N N N Government National Mortgage Association N/A 36201CV27 12869.83000000 PA USD 12857.72000000 0.000157006957 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 2525212.54000000 0.030835633201 Long ABS-MBS US N 2 2038-08-10 Floating 4.22710920 N N N N N N DEUTSCHE BANK AG NEW YORK BRANCH N/A 25160PAG2 3189000.00000000 PA USD 2729876.70000000 0.033334808565 Long DBT NUSS DE N 2 2033-01-07 Fixed 3.74200000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCH7 1716000.00000000 PA USD 1441407.12000000 0.017601172393 Long DBT CORP US N 2 2031-08-15 Fixed 1.90000000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887CU1 1527000.00000000 PA USD 1564438.92000000 0.019103526511 Long DBT CORP US N 2 2029-06-07 Fixed 5.08100000 N N N N N N United States of America N/A N/A 3279.00000000 NC USD 372371437.50000000 4.547066387373 N/A DIR US N 1 US 10YR NOTE (CBT)DEC24 N/A Long U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Dec 2024 2024-12-22 374338232.41000000 USD -1966794.91000000 N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BS4 540000.00000000 PA USD 466954.39000000 0.005702028666 Long DBT CORP US N 2 2030-06-03 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XPC80 280111.92000000 PA USD 288101.84000000 0.003518041559 Long DBT USGA US N 2 2044-05-01 Fixed 5.50000000 N N N N N N OCEAN TRAILS CLO N/A 67515DAS7 3460000.00000000 PA USD 3460000.00000000 0.042250420187 Long ABS-CBDO CORP JE N 2 2035-07-20 Floating 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXTS1 1055500.86000000 PA USD 884481.82000000 0.010800499579 Long DBT USGA US N 2 2061-09-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDF78 632247.99000000 PA USD 107885.03000000 0.001317395332 Long DBT USGA US N 2 2051-02-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WDZM6 17217.15000000 PA USD 16764.25000000 0.000204710001 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 3852893.81000000 0.047048087402 Long DBT CORP US N 2 2053-11-01 Fixed 6.15100000 N N N N N N Government National Mortgage Association 2 N/A 36179WNF1 4146814.27000000 PA USD 3756740.87000000 0.045873953842 Long DBT USGA US N 2 2051-09-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLDT2 90451.40000000 PA USD 78115.78000000 0.000953879921 Long DBT USGA US N 2 2042-05-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AFPQ9 495593.86000000 PA USD 492373.84000000 0.006012428216 Long DBT USGA US N 2 2041-09-15 Floating 5.96801160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416CD52 8006.10000000 PA USD 8406.79000000 0.000102656187 Long DBT USGA US N 2 2039-04-01 Fixed 6.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBM2 570000.00000000 PA USD 542318.55000000 0.006622308269 Long DBT CORP US N 2 2034-08-15 Fixed 4.20000000 N N N N N N Government National Mortgage Association 2 N/A 21H042695 26425000.00000000 PA USD 25885145.44000000 0.316086205624 Long DBT USGA US N 2 2054-09-15 Fixed 4.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWZ3 500000.00000000 PA USD 493096.92000000 0.006021257821 Long DBT CORP US N 2 2029-05-01 Fixed 4.22300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9JJ9 18980464.40000000 PA USD 293567.05000000 0.003584777808 Long DBT USGA US N 2 2032-10-25 Floating 0.33012360 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAG8 1300000.00000000 PA USD 1327345.14000000 0.016208349681 Long DBT NUSS GB N 2 2030-02-01 Fixed 5.50000000 N N N N N N JGWPT LLC N/A 46618AAA2 1336901.03000000 PA USD 1224760.97000000 0.014955683702 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 9801.64000000 PA USD 9080.84000000 0.000110887082 Long ABS-MBS US N 2 2034-05-25 Floating 4.56140880 N N N N N N Government National Mortgage Association N/A 36208YK99 15999.47000000 PA USD 16134.05000000 0.000197014564 Long DBT USGA US N 2 2028-09-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BKY1 69980.14000000 PA USD 67913.95000000 0.000829304313 Long DBT USGA US N 2 2034-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38381HCN9 1359785.25000000 PA USD 738731.35000000 0.009020725417 Long DBT USGA US N 2 2064-02-16 Fixed 2.00000000 N N N N N N LAS VEGAS SANDS CORP. 549300DUOO1KXOHPM605 517834AH0 140000.00000000 PA USD 137010.27000000 0.001673046669 Long DBT CORP US N 2 2025-06-25 Fixed 2.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AAFD1 691271.75000000 PA USD 661063.88000000 0.008072319855 Long DBT USGA US N 2 2033-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPWM6 588300.33000000 PA USD 607189.85000000 0.007414458467 Long DBT USGA US N 2 2053-02-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GRQL7 491908.34000000 PA USD 509593.98000000 0.006222705138 Long DBT USGA US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DYG1 454035.16000000 PA USD 378328.63000000 0.004619810285 Long DBT USGA US N 2 2041-04-01 Fixed 1.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYA6 9465000.00000000 PA USD 8987402.63000000 0.109746109108 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 333267.98000000 PA USD 337197.70000000 0.004117556217 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 1094264.65000000 0.013362179554 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGTG4 1682926.06000000 PA USD 1511419.79000000 0.018456104395 Long DBT USGA US N 2 2042-02-01 Fixed 2.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCK8 30000.00000000 PA USD 28350.68000000 0.000346193104 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 3292.52000000 PA USD 3310.88000000 0.000040429500 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 2606000.00000000 PA USD 2214873.02000000 0.027046045016 Long ABS-MBS US N 2 2053-12-12 Fixed 1.72100000 N N N N N N PARK AVENUE TRUST N/A 90187LAA7 5293000.00000000 PA USD 4981748.84000000 0.060832653687 Long ABS-MBS US N 2 2037-06-05 Fixed 3.50800000 N N N N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05964HAX3 1200000.00000000 PA USD 1244533.93000000 0.015197133375 Long DBT NUSS ES N 2 2027-11-07 Fixed 6.52700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVX4 758130.63000000 PA USD 631651.36000000 0.007713160512 Long DBT USGA US N 2 2041-10-01 Fixed 1.50000000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457CL0 1504000.00000000 PA USD 1523129.18000000 0.018599088975 Long DBT CORP US N 2 2034-02-09 Fixed 4.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPXB9 254980.01000000 PA USD 257643.77000000 0.003146114896 Long DBT USGA US N 2 2053-01-01 Fixed 5.50000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RJZ6 717000.00000000 PA USD 572055.45000000 0.006985428651 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7W33 855057.43000000 PA USD 821567.48000000 0.010032246023 Long DBT USGA US N 2 2039-07-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERVH0 873497.00000000 PA USD 800834.62000000 0.009779074912 Long DBT USGA US N 2 2045-02-01 Fixed 3.00000000 N N N N N N BARINGS CLO LTD N/A 06760XAL8 5607352.68000000 PA USD 5608877.88000000 0.068490591679 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 6.47856000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDK4 310000.00000000 PA USD 302463.08000000 0.003693408156 Long DBT CORP US N 2 2027-04-01 Fixed 3.30000000 N N N N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 12667FWU5 280892.90000000 PA USD 253927.43000000 0.003100734281 Long ABS-MBS US N 2 2034-12-25 Fixed 6.00000000 N N N N N N CIM TRUST N/A 12553XAD5 108050.81000000 PA USD 100561.43000000 0.001227966090 Long ABS-MBS US N 2 2048-08-25 Floating 3.99999960 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST N/A 78435VAC6 2297000.00000000 PA USD 2310432.17000000 0.028212927745 Long ABS-MBS US Y 2 2029-05-21 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ADY52 618917.56000000 PA USD 531949.00000000 0.006495684615 Long DBT USGA US N 2 2043-05-25 Fixed 1.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X66J5 238170.80000000 PA USD 235545.32000000 0.002876268422 Long DBT USGA US N 2 2049-09-01 Fixed 4.50000000 N N N N N N CALIFORNIA ST UNIV REV N/A 13077DQP0 1160000.00000000 PA USD 933043.22000000 0.011393487889 Long DBT MUN US N 2 2035-11-01 Fixed 2.37400000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661ES2 374000.00000000 PA USD 382649.63000000 0.004672574465 Long DBT CORP US N 2 2063-04-01 Fixed 5.85000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCB0 5945000.00000000 PA USD 5656722.13000000 0.069074822797 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 59870.78000000 0.000731088327 Long DBT CORP US N 2 2060-05-15 Fixed 3.12500000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BM5 410000.00000000 PA USD 373043.42000000 0.004555272035 Long DBT CORP US N 2 2038-04-01 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7CW2 978369.28000000 PA USD 979391.52000000 0.011959451805 Long DBT USGA US N 2 2044-02-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLD1 918000.00000000 PA USD 935212.50000000 0.011419977193 Long SN UST US N 2 2031-07-31 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XUP92 1499054.35000000 PA USD 1365667.47000000 0.016676307642 Long DBT USGA US N 2 2046-07-01 Fixed 3.00000000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AU7 490000.00000000 PA USD 426815.92000000 0.005211893630 Long DBT CORP US N 2 2052-05-15 Fixed 4.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAM5 4368024.04000000 PA USD 3428367.76000000 0.041864155612 Long DBT USGA US N 2 2050-12-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYU64 1774823.37000000 PA USD 1538448.47000000 0.018786154420 Long DBT USGA US N 2 2041-03-01 Fixed 2.00000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAW8 2600000.00000000 PA USD 2725931.31000000 0.033286630997 Long DBT CORP US N 2 2029-02-01 Fixed 5.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQKC9 801958.90000000 PA USD 696208.65000000 0.008501476300 Long DBT USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3E1 680000.00000000 PA USD 702191.65000000 0.008574535336 Long DBT CORP US N 2 2029-07-25 Fixed 5.57400000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBU1 764000.00000000 PA USD 803941.32000000 0.009817011149 Long DBT CORP BE N 2 2039-01-23 Fixed 5.45000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBV2 1070000.00000000 PA USD 1045353.10000000 0.012764915525 Long DBT CORP US N 2 2037-05-15 Fixed 4.92600000 N N N N N N Government National Mortgage Association N/A 36241KFC7 25316.39000000 PA USD 26235.19000000 0.000320360636 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 30392.87000000 0.000371130499 Long DBT CORP US N 2 2119-02-15 Fixed 3.61000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLGL5 1407201.63000000 PA USD 1169092.36000000 0.014275908511 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 38382QB90 2360068.87000000 PA USD 2022949.55000000 0.024702447545 Long DBT USGA US N 2 2051-05-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFL74 419872.88000000 PA USD 347995.86000000 0.004249413673 Long DBT USGA US N 2 2052-01-01 Fixed 2.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAP4 60000.00000000 PA USD 56042.84000000 0.000684344953 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CE2 720000.00000000 PA USD 711257.46000000 0.008685238886 Long DBT NUSS JP N 2 2028-04-19 Fixed 4.08000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCU3 1320000.00000000 PA USD 1305109.46000000 0.015936827478 Long DBT CORP US N 2 2030-10-15 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A3NR8 526096.39000000 PA USD 522683.92000000 0.006382547758 Long DBT USGA US N 2 2042-01-25 Floating 5.96332080 N N N N N N Government National Mortgage Association 2 N/A 36179VVX5 9033831.18000000 PA USD 7614001.73000000 0.092975367746 Long DBT USGA US N 2 2050-10-20 Fixed 2.00000000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AL5 2365000.00000000 PA USD 2124257.47000000 0.025939529102 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MDS74 420372.41000000 PA USD 388347.48000000 0.004742151505 Long DBT USGA US N 2 2052-02-01 Fixed 3.50000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBH3 1171000.00000000 PA USD 1021738.50000000 0.012476555187 Long DBT CORP US N 2 2031-02-15 Fixed 2.45000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GF5 999000.00000000 PA USD 659635.95000000 0.008054883253 Long DBT CORP US N 2 2051-11-15 Fixed 2.95000000 N N N N N N Government National Mortgage Association 2 N/A 36179Q6P1 62760.64000000 PA USD 59366.65000000 0.000724932343 Long DBT USGA US N 2 2045-03-20 Fixed 3.50000000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAA0 222000.00000000 PA USD 183298.80000000 0.002238280728 Long DBT CORP US N 2 2031-08-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138L9T85 250000.00000000 PA USD 246008.26000000 0.003004032472 Long DBT USGA US N 2 2025-04-01 Fixed 2.81000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FTXX0 2383542.54000000 PA USD 1907878.26000000 0.023297300043 Long DBT USGA US N 2 2050-06-25 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYV30 97568.17000000 PA USD 81290.62000000 0.000992648223 Long DBT USGA US N 2 2041-11-01 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AGZD7 1068005.89000000 PA USD 809750.10000000 0.009887942766 Long DBT USGA US N 2 2043-10-25 None 0.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 17327CAQ6 313000.00000000 PA USD 275411.39000000 0.003363077153 Long DBT CORP US N 2 2033-01-25 Fixed 3.05700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLTR9 5089010.95000000 PA USD 4759731.23000000 0.058121573540 Long DBT USGA US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EK3S2 83142.76000000 PA USD 81360.32000000 0.000993499337 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 748736.53000000 PA USD 729127.05000000 0.008903446310 Long ABS-MBS US N 2 2033-10-25 Floating 6.54547320 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AUZ28 739837.24000000 PA USD 726946.91000000 0.008876824393 Long DBT USGA US N 2 2042-10-15 Floating 5.86801080 N N N N N N PRKCM TRUST N/A 69357TAA8 0.02000000 PA USD 0.02000000 0.000000000244 Long ABS-MBS US Y 2 2056-08-25 Floating 1.50999840 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CP72 1177084.27000000 PA USD 1133553.34000000 0.013841937838 Long ABS-MBS US N 2 2047-06-01 Fixed 4.01000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XQWK9 3516000.00000000 PA USD 3553217.21000000 0.043388705243 Long DBT USGA US N 2 2054-08-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AV5J4 883032.56000000 PA USD 871684.09000000 0.010644225165 Long DBT USGA US N 2 2047-04-25 Floating 5.86332000 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940XAP7 1666000.00000000 PA USD 1684330.51000000 0.020567535197 Long DBT CORP US N 2 2027-08-15 Fixed 4.95000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2P8 2820000.00000000 PA USD 2468045.08000000 0.030137555396 Long DBT NUSS FR N 2 2032-04-19 Fixed 2.87100000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AZ6 1153000.00000000 PA USD 1194817.73000000 0.014590043682 Long DBT CORP US N 2 2034-06-15 Fixed 5.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SX7 13630000.00000000 PA USD 9457409.80000000 0.115485415589 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 374359.90000000 0.004571347709 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 2527461.40000000 0.030863094265 Long DBT NUSS CO N 2 2045-05-28 Fixed 5.87500000 N N N N N N Government National Mortgage Association N/A 36207EM92 9183.47000000 PA USD 9571.85000000 0.000116882856 Long DBT USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N SOLVENTUM CORPORATION 254900I70403OSGY4M28 83444MAJ0 1270000.00000000 PA USD 1284973.07000000 0.015690939924 Long DBT CORP US N 2 2054-04-30 Fixed 5.90000000 N N N N N N Government National Mortgage Association N/A 38379UN36 2148211.94000000 PA USD 93140.45000000 0.001137347730 Long DBT USGA US N 2 2056-09-16 Floating 0.85637880 N N N N N N CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CERTIFICATES N/A 161546HA7 80494.63000000 PA USD 79024.85000000 0.000964980669 Long ABS-MBS US N 2 2034-11-25 Floating 4.85734320 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AK9 650000.00000000 PA USD 605401.17000000 0.007392616709 Long DBT CORP US N 2 2030-03-27 Fixed 2.85000000 N N N N N N US Airways Pass Through Trusts N/A 90345WAA2 15656.96000000 PA USD 15654.94000000 0.000191164102 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 02666TAD9 1120000.00000000 PA USD 769184.02000000 0.009392586140 Long DBT CORP US N 2 2051-07-15 Fixed 3.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XN6G4 766938.96000000 PA USD 663059.68000000 0.008096690777 Long DBT USGA US N 2 2042-08-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TA6 67995000.00000000 PA USD 47264493.33000000 0.577151648310 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMHG3 5630889.78000000 PA USD 5100493.69000000 0.062282659412 Long DBT USGA US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFHS3 930464.12000000 PA USD 842010.46000000 0.010281877380 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442RAD3 1750000.00000000 PA USD 1482327.47000000 0.018100855047 Long DBT CORP US N 2 2044-12-01 Fixed 4.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0X64 2207116.82000000 PA USD 2285161.00000000 0.027904338857 Long DBT USGA US N 2 2053-11-01 Fixed 6.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VEA8 650000.00000000 PA USD 632148.30000000 0.007719228698 Long DBT CORP US N 2 2033-08-10 Fixed 4.50000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08163PBG4 1710000.00000000 PA USD 1553416.33000000 0.018968928517 Long ABS-MBS US N 2 2055-03-15 Fixed 3.45820000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNZA5 728719.88000000 PA USD 704616.64000000 0.008604147141 Long DBT USGA US N 2 2037-10-01 Fixed 3.50000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941CAB9 1475616.02000000 PA USD 1426218.00000000 0.017415696468 Long ABS-MBS US N 2 2059-12-15 Fixed 3.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QJRF5 26253.80000000 PA USD 26648.24000000 0.000325404432 Long DBT USGA US N 2 2036-12-01 Floating 6.17000040 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAN3 2097000.00000000 PA USD 1860265.90000000 0.022715900559 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 3971781.47000000 0.048499836994 Long DBT CORP GB N 2 2045-08-15 Fixed 5.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AAK52 499043.85000000 PA USD 478733.97000000 0.005845870344 Long DBT USGA US N 2 2038-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYUH0 2627299.06000000 PA USD 2197864.48000000 0.026838351964 Long DBT USGA US N 2 2040-11-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0PA4 731274.63000000 PA USD 750743.05000000 0.009167401536 Long DBT USGA US N 2 2053-10-01 Fixed 6.00000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBA0 370000.00000000 PA USD 354476.25000000 0.004328546389 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCTE8 434888.93000000 PA USD 388702.03000000 0.004746480952 Long DBT USGA US N 2 2051-09-01 Fixed 3.00000000 N N N N N N TSMC ARIZONA CORPORATION 2549005GOBWLCSY63Q97 872898AA9 750000.00000000 PA USD 709809.04000000 0.008667552078 Long DBT CORP TW N 2 2026-10-25 Fixed 1.75000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAN5 4430000.00000000 PA USD 4403810.64000000 0.053775390164 Long DBT NUSS GB N 2 2026-01-12 Fixed 4.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EDM9 252704.97000000 PA USD 225535.88000000 0.002754042109 Long DBT USGA US N 2 2042-05-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WGBJ2 181041.64000000 PA USD 169321.02000000 0.002067596601 Long DBT USGA US N 2 2045-12-01 Fixed 3.50000000 N N N N N N MARVELL TECHNOLOGY, INC N/A 573874AP9 1114000.00000000 PA USD 1160880.36000000 0.014175630924 Long DBT CORP US N 2 2029-02-15 Fixed 5.75000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RCP5 2740000.00000000 PA USD 2615644.83000000 0.031939911309 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TU2 1320000.00000000 PA USD 1332993.75000000 0.016277325446 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A65Y6 204047.78000000 PA USD 15337.60000000 0.000187289030 Long DBT USGA US N 2 2042-03-25 Floating 1.18667880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128HXYR0 1055236.81000000 PA USD 1039435.76000000 0.012692658271 Long DBT USGA US N 2 2042-08-15 Floating 5.96801160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QP3B1 2290714.96000000 PA USD 2247488.21000000 0.027444312497 Long DBT USGA US N 2 2052-08-01 Fixed 4.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2N2 1280000.00000000 PA USD 1254621.26000000 0.015320310812 Long DBT CORP US N 2 2026-04-30 Fixed 2.18800000 N N N N N N PILGRIM'S PRIDE CORPORATION 549300ZSLGV64ZL3HD75 72147KAH1 670000.00000000 PA USD 592476.18000000 0.007234788311 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L6ML5 2249706.41000000 PA USD 1765275.26000000 0.021555959965 Long DBT USGA US N 2 2051-03-01 Fixed 1.50000000 N N N N N N BANK OF AMERICA ALTERNATIVE LOAN TRUST N/A 06050AAL7 5874.75000000 PA USD 4540.42000000 0.000055443541 Long ABS-MBS US N 2 2021-11-25 Floating 3.77243640 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405N4A0 29152.28000000 PA USD 29745.61000000 0.000363226740 Long DBT USGA US N 2 2031-06-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KSVF1 10554349.10000000 PA USD 8663391.39000000 0.105789574126 Long DBT USGA US N 2 2051-12-01 Fixed 2.00000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JH1 90000.00000000 PA USD 67183.37000000 0.000820383124 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKKC1 11761108.50000000 PA USD 9661512.12000000 0.117977730265 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 36179SB89 516735.93000000 PA USD 487768.44000000 0.005956191197 Long DBT USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AHGQ7 241389.00000000 PA USD 27152.16000000 0.000331557852 Long DBT USGA US N 2 2043-12-25 Floating 0.48668040 N N N N N N Government National Mortgage Association N/A 36207KLC2 794.38000000 PA USD 803.08000000 0.000009806493 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 17860.11000000 PA USD 17793.96000000 0.000217283897 Long DBT USGA US N 2 2032-09-15 Fixed 7.00000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 925650AE3 63000.00000000 PA USD 59712.65000000 0.000729157385 Long DBT CORP US N 2 2052-05-15 Fixed 5.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNHF2 2143088.04000000 PA USD 1917468.02000000 0.023414401601 Long DBT USGA US N 2 2052-02-01 Fixed 3.00000000 N N N N N N AVALONBAY COMMUNITIES, INC. K9G90K85RBWD2LAGQX17 05348EBH1 1535000.00000000 PA USD 1351412.59000000 0.016502239819 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDR26 2225647.41000000 PA USD 358208.83000000 0.004374125312 Long DBT USGA US N 2 2051-02-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A2JW1 54931.90000000 PA USD 49742.22000000 0.000607407426 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 322375.48000000 PA USD 320360.57000000 0.003911956269 Long ABS-MBS US N 2 2036-10-27 Floating 5.80074840 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 4295000.00000000 PA USD 3692467.46000000 0.045089104541 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRDB6 1253137.63000000 PA USD 1304495.83000000 0.015929334378 Long DBT USGA US N 2 2053-01-01 Fixed 6.50000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 9292274D5 23492.19000000 PA USD 22964.15000000 0.000280417626 Long ABS-MBS US N 2 2033-06-25 Floating 7.26596640 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3F8 1900000.00000000 PA USD 1960802.77000000 0.023943566745 Long DBT CORP US N 2 2034-07-25 Fixed 5.55700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FW5T3 5776287.83000000 PA USD 1199994.34000000 0.014653255805 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 241567.67000000 PA USD 233713.15000000 0.002853895604 Long DBT USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAU6 570000.00000000 PA USD 581166.36000000 0.007096682921 Long DBT CORP US N 2 2028-02-01 Fixed 5.30000000 N N N N N N PRINCIPAL LIFE GLOBAL FUNDING II 635400WSLKBQWSOIIT41 74256LBJ7 2940000.00000000 PA USD 2918997.64000000 0.035644184051 Long DBT CORP US N 2 2024-11-21 Fixed 2.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WGJG0 139142.39000000 PA USD 129448.09000000 0.001580704102 Long DBT USGA US N 2 2046-01-01 Fixed 3.50000000 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAD5 384000.00000000 PA USD 345485.30000000 0.004218756963 Long DBT CORP US N 2 2030-05-27 Fixed 2.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810ST6 7806000.00000000 PA USD 5184281.68000000 0.063305803280 Long DBT UST US N 1 2040-11-15 Fixed 1.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYUA5 5704317.04000000 PA USD 4959471.05000000 0.060560617275 Long DBT USGA US N 2 2040-10-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDUX2 0.05000000 PA USD 0.04000000 0.000000000488 Long DBT USGA US N 2 2051-07-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFHB0 969834.25000000 PA USD 811779.62000000 0.009912725446 Long DBT USGA US N 2 2047-01-01 Fixed 2.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38145GAH3 2420000.00000000 PA USD 2366342.11000000 0.028895649842 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 1266670.15000000 PA USD 1255918.21000000 0.015336148004 Long DBT USGA US N 2 2049-03-20 Fixed 4.50000000 N N N N N N MASTR ALTERNATIVE LOAN TR N/A 576434PX6 128929.59000000 PA USD 126756.77000000 0.001547840113 Long ABS-MBS US N 2 2034-05-25 Fixed 5.50000000 N N N N N N SBNA AUTO LEASE TRUST N/A 78414SAE4 630000.00000000 PA USD 633605.93000000 0.007737027969 Long ABS-MBS US Y 2 2026-11-20 Fixed 5.39000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CM0 1136000.00000000 PA USD 1076968.35000000 0.013150972634 Long DBT CORP US N 2 2054-02-21 Fixed 5.60000000 N N N N N N EMERSON ELECTRIC CO. FGLT0EWZSUIRRITFOA30 291011BS2 705000.00000000 PA USD 467843.85000000 0.005712889955 Long DBT CORP US N 2 2051-12-21 Fixed 2.80000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DJ5 340000.00000000 PA USD 347648.44000000 0.004245171291 Long DBT CORP US N 2 2034-02-13 Fixed 5.25000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DQ5 860000.00000000 PA USD 629672.27000000 0.007688993638 Long DBT NUSS CO N 2 2049-05-15 Fixed 5.20000000 N N N N N N MID-ATLANTIC INTERSTATE TRANSMISSION, LLC N/A 59524QAA3 190000.00000000 PA USD 187421.45000000 0.002288622836 Long DBT CORP US N 2 2028-05-15 Fixed 4.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7H22 12976.43000000 PA USD 13222.70000000 0.000161463766 Long DBT USGA US N 2 2028-01-01 Fixed 6.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CK8 945000.00000000 PA USD 773838.39000000 0.009449421137 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 136385AE1 200000.00000000 PA USD 215839.76000000 0.002635641778 Long DBT NUSS CA N 2 2033-06-30 Fixed 6.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W9CG3 118631.03000000 PA USD 115180.80000000 0.001406484739 Long DBT USGA US N 2 2043-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSS45 690794.29000000 PA USD 634139.36000000 0.007743541739 Long DBT USGA US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMAZ1 1064911.21000000 PA USD 995569.84000000 0.012157006955 Long DBT USGA US N 2 2049-03-25 Fixed 3.25000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GBY4 4445000.00000000 PA USD 4356519.92000000 0.053197918259 Long DBT CORP US N 2 2026-12-18 Fixed 3.45000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46514BRA7 1661000.00000000 PA USD 1560609.16000000 0.019056760912 Long DBT NUSS IL N 2 2033-01-17 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BJWT8 1350693.38000000 PA USD 208499.38000000 0.002546007634 Long DBT USGA US N 2 2050-08-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36225BZP6 17046.46000000 PA USD 17827.64000000 0.000217695167 Long DBT USGA US N 2 2033-08-15 Fixed 6.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CQ3 730000.00000000 PA USD 567684.54000000 0.006932055014 Long DBT CORP US N 2 2052-04-15 Fixed 3.62500000 N N N N N N Government National Mortgage Association N/A 3620A9P96 142557.90000000 PA USD 146210.33000000 0.001785389560 Long DBT USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AHUC0 379732.29000000 PA USD 376330.46000000 0.004595410423 Long DBT USGA US N 2 2041-11-15 Floating 5.91801120 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNGA5 3425625.75000000 PA USD 2860616.81000000 0.034931289658 Long DBT USGA US N 2 2052-05-01 Fixed 2.00000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFR0 1250000.00000000 PA USD 1046870.78000000 0.012783448074 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 133743.77000000 PA USD 133451.51000000 0.001629590280 Long DBT USGA US N 2 2061-03-20 Floating 5.94640080 N N N N N N Government National Mortgage Association 2 N/A 3622ADB72 1971203.44000000 PA USD 1692766.64000000 0.020670549658 Long DBT USGA US N 2 2051-05-20 Fixed 2.50000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BG4 440000.00000000 PA USD 445333.75000000 0.005438016780 Long DBT CORP US N 2 2036-11-30 Fixed 4.75000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE TRUST N/A 31572LAA4 1748596.91000000 PA USD 1456905.24000000 0.017790421550 Long ABS-MBS US Y 2 2066-06-25 Floating 0.93099960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M9MA2 678436.90000000 PA USD 582701.46000000 0.007115428187 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31390BWF1 2675.32000000 PA USD 2776.13000000 0.000033899612 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 2671793.32000000 0.032625546365 Long DBT CORP US N 2 2027-02-01 Floating 6.05999880 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FR2 755000.00000000 PA USD 727594.18000000 0.008884728274 Long DBT CORP US N 2 2040-03-23 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZF0 0.03000000 PA USD 0.03000000 0.000000000366 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36210SP28 149.28000000 PA USD 149.97000000 0.000001831299 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 37058.31000000 0.000452522881 Long DBT CORP US N 2 2046-03-01 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9QG7 5422712.17000000 PA USD 688423.07000000 0.008406405772 Long DBT USGA US N 2 2051-03-25 Fixed 2.00000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBF9 2750000.00000000 PA USD 2200039.85000000 0.026864915633 Long DBT CORP DE N 2 2044-07-15 Fixed 4.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CXN9 461330.44000000 PA USD 442198.03000000 0.005399726177 Long DBT USGA US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACPQ7 555072.12000000 PA USD 565062.75000000 0.006900040063 Long DBT USGA US N 2 2053-07-20 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9N25 205511.75000000 PA USD 201979.37000000 0.002466391113 Long DBT USGA US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418A3V8 215877.64000000 PA USD 214208.19000000 0.002615718507 Long DBT USGA US N 2 2043-12-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 3617Y5UR8 333381.96000000 PA USD 319400.80000000 0.003900236418 Long DBT USGA US N 2 2052-06-20 Fixed 4.00000000 N N N N N N HILT MORTGAGE TRUST N/A 403956AA3 4006000.00000000 PA USD 3988486.97000000 0.048703829594 Long ABS-MBS US Y 2 2037-05-15 Floating 6.84123120 N N N N N N Government National Mortgage Association N/A 36201DBT8 2165.66000000 PA USD 2288.11000000 0.000027940349 Long DBT USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N MID-AMERICA APARTMENTS, L.P. 549300FXWGE3QSYCUJ38 59523UAW7 1148000.00000000 PA USD 1180169.67000000 0.014411174696 Long DBT CORP US N 2 2032-02-15 Fixed 5.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKG5 90000.00000000 PA USD 91420.31000000 0.001116342922 Long SN UST US N 2 2029-03-31 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H13V6 975000.00000000 PA USD 847866.24000000 0.010353382919 Long DBT USGA US N 2 2031-01-25 Fixed 1.87800000 N N N N N N COMM MORTGAGE TRUST N/A 12636FBH5 771501.49000000 PA USD 754679.29000000 0.009215467372 Long ABS-MBS US N 2 2048-10-10 Fixed 3.52100000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCH4 1060000.00000000 PA USD 1078519.98000000 0.013169919750 Long DBT CORP US N 2 2055-02-16 Fixed 5.55000000 N N N N N N Government National Mortgage Association N/A 38378KYP8 290022.91000000 PA USD 261927.26000000 0.003198421038 Long DBT USGA US N 2 2047-11-16 Floating 2.79846000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 466247NV1 1592.94000000 PA USD 1602.36000000 0.000019566584 Long ABS-MBS US N 2 2035-04-25 Floating 6.55232040 N N N N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AA5 554245.00000000 PA USD 552068.00000000 0.006741359818 Long DBT NUSS US N 2 2025-10-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSYQ9 2581297.82000000 PA USD 2647979.92000000 0.032334758459 Long DBT USGA US N 2 2054-04-01 Fixed 6.00000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBG8 1240000.00000000 PA USD 1101777.61000000 0.013453921091 Long DBT CORP US N 2 2032-03-15 Fixed 2.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A3D65 363220.85000000 PA USD 360710.74000000 0.004404676396 Long DBT USGA US N 2 2042-02-25 Floating 5.96332080 N N N N N N Government National Mortgage Association N/A 38378UWV5 1267423.47000000 PA USD 1165892.20000000 0.014236831024 Long DBT USGA US N 2 2043-06-20 Fixed 2.50000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAP2 542000.00000000 PA USD 468149.04000000 0.005716616661 Long DBT CORP US N 2 2030-10-15 Fixed 2.20000000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109DF5 2200000.00000000 PA USD 2219568.96000000 0.027103387628 Long DBT NUSS CA N 2 2034-02-15 Fixed 5.30000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CE2 320000.00000000 PA USD 220276.18000000 0.002689815364 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N ROCKFORD TOWER CLO N/A 77341GAJ9 5000000.00000000 PA USD 5002995.00000000 0.061092092759 Long ABS-CBDO CORP KY Y 2 2032-08-20 Floating 6.49001880 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 9292276K7 27900.63000000 PA USD 27891.21000000 0.000340582468 Long ABS-MBS US N 2 2033-08-25 Floating 6.76239120 N N N N N N Government National Mortgage Association N/A 38381BDT8 156605.07000000 PA USD 150220.39000000 0.001834356820 Long DBT USGA US N 2 2048-08-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AYE30 154884.21000000 PA USD 138747.69000000 0.001694262486 Long DBT USGA US N 2 2051-11-01 Fixed 3.00000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78442GGG5 493244.82000000 PA USD 485407.80000000 0.005927365177 Long ABS-MBS US N 2 2033-03-15 Floating 6.36420960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DP2Y3 901921.64000000 PA USD 903206.11000000 0.011029143833 Long DBT USGA US N 2 2053-03-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CBT0 279349.05000000 PA USD 257998.91000000 0.003150451547 Long DBT USGA US N 2 2036-09-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622AACK8 2768090.54000000 PA USD 2630142.33000000 0.032116941790 Long DBT USGA US N 2 2048-04-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133LWA36 997775.80000000 PA USD 818069.70000000 0.009989534268 Long DBT USGA US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WBA5 1520000.00000000 PA USD 1597547.12000000 0.019507814187 Long DBT CORP US N 2 2031-04-15 Fixed 5.85000000 N N N N N N DP World Limited 549300M3U2DNF4QVSS04 23330JAB7 2790000.00000000 PA USD 2780011.80000000 0.033947013490 Long DBT NUSS AE N 2 2048-09-25 Fixed 5.62500000 N N N N N N RESIDENTIAL ACCREDIT LOANS INCORPORATED N/A 761118HU5 146222.32000000 PA USD 124101.92000000 0.001515421464 Long ABS-MBS US N 2 2045-09-25 Floating 6.52242960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371JWD2 1305.95000000 PA USD 1368.68000000 0.000016713093 Long DBT USGA US N 2 2031-02-01 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTJD3 2480206.47210000 PA USD 2540069.16000000 0.031017048935 Long DBT USGA US N 2 2054-06-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association N/A 38379QD93 1345316.96000000 PA USD 1190112.18000000 0.014532583721 Long DBT USGA US N 2 2045-10-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XADY5 148032.63000000 PA USD 123636.64000000 0.001509739881 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 623139.30000000 0.007609218861 Long DBT CORP US N 2 2045-09-15 Fixed 5.10000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GZT4 2610000.00000000 PA USD 2596841.48000000 0.031710301644 Long DBT CORP US N 2 2027-06-15 Fixed 4.38700000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDN8 2445000.00000000 PA USD 2032904.35000000 0.024824006644 Long DBT CORP US N 2 2031-02-15 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0VL3 1339389.90000000 PA USD 1152947.20000000 0.014078758281 Long DBT USGA US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CV27 244538.84000000 PA USD 228106.04000000 0.002785426600 Long DBT USGA US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMGK8 974527.29000000 PA USD 208922.28000000 0.002551171709 Long DBT USGA US N 2 2051-11-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NCRY7 304719.16000000 PA USD 313852.12000000 0.003832480909 Long DBT USGA US N 2 2053-02-01 Fixed 6.50000000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680BN2 2748000.00000000 PA USD 3026705.49000000 0.036959415820 Long DBT CORP US N 2 2053-09-01 Fixed 6.62500000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142ET6 200000.00000000 PA USD 171627.82000000 0.002095765176 Long DBT CORP US N 2 2031-09-22 Fixed 1.80000000 N N N N N N Government National Mortgage Association N/A 38382XAA3 978858.89000000 PA USD 807662.54000000 0.009862451354 Long DBT USGA US N 2 2051-08-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396NRF5 259953.43000000 PA USD 273072.71000000 0.003334519288 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 88672.08000000 0.001082783999 Long DBT CORP US N 2 2050-03-19 Fixed 4.32700000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 20754RAB2 917397.11000000 PA USD 921005.14000000 0.011246489641 Long ABS-MBS US Y 2 2041-10-25 Floating 6.89883840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNWP4 597871.36000000 PA USD 535750.30000000 0.006542102685 Long DBT USGA US N 2 2052-03-01 Fixed 3.00000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBX8 2731000.00000000 PA USD 2784277.77000000 0.033999105694 Long DBT CORP US N 2 2029-07-12 Fixed 5.05000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 74977RDP6 710000.00000000 PA USD 654570.91000000 0.007993033523 Long DBT NUSS NL N 2 2033-04-06 Fixed 3.75800000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAX3 248000.00000000 PA USD 220441.46000000 0.002691833616 Long DBT NUSS IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLB5 7563000.00000000 PA USD 7619722.50000000 0.093045224664 Long SN UST US N 2 2026-07-31 Fixed 4.37500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADC8 1365000.00000000 PA USD 1394604.27000000 0.017029657920 Long DBT CORP US N 2 2029-06-24 Fixed 5.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DWR9 3433596.26000000 PA USD 2817246.81000000 0.034401694073 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDW8 840000.00000000 PA USD 518880.70000000 0.006336106243 Long DBT CORP US N 2 2063-11-01 Fixed 2.98700000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DT4 1740000.00000000 PA USD 1789612.15000000 0.021853140263 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N GPMT LTD N/A 36264BAA8 759273.04000000 PA USD 749992.45000000 0.009158235881 Long ABS-CBDO CORP KY Y 2 2035-07-16 Floating 6.70605120 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Z3 1020000.00000000 PA USD 964152.67000000 0.011773368622 Long DBT CORP US N 2 2026-06-29 Fixed 1.60800000 N N N N N N Government National Mortgage Association 2 N/A 36179TEZ4 457199.38000000 PA USD 430528.95000000 0.005257233826 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 1309349.05000000 0.015988597553 Long DBT CORP US N 2 2029-12-03 Fixed 4.01600000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 20754AAB9 6500000.00000000 PA USD 6556817.15000000 0.080065976786 Long ABS-MBS US Y 2 2041-12-25 Floating 6.99883920 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBZ3 22823000.00000000 PA USD 20869672.09000000 0.254841738434 Long SN UST US N 1 2028-04-30 Fixed 1.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9Y82 437606.03000000 PA USD 412217.43000000 0.005033629949 Long DBT USGA US N 2 2040-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPTL2 524274.15000000 PA USD 510694.52000000 0.006236143947 Long DBT USGA US N 2 2052-12-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGKS7 1077099.39000000 PA USD 980114.49000000 0.011968280067 Long DBT USGA US N 2 2048-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BAUR0 79875.13000000 PA USD 74320.18000000 0.000907531454 Long DBT USGA US N 2 2052-05-01 Fixed 3.50000000 N N N N N N SCCU AUTO RECEIVABLES TRUST N/A 78436RAE0 1355000.00000000 PA USD 1367655.56000000 0.016700584416 Long ABS-MBS US Y 2 2029-06-15 Fixed 5.11000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APZ69 708061.70000000 PA USD 611441.97000000 0.007466381547 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 595112CD3 640000.00000000 PA USD 656156.43000000 0.008012394472 Long DBT CORP US N 2 2031-01-15 Fixed 5.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TS7 8120000.00000000 PA USD 7666739.08000000 0.093619349017 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N BX TRUST N/A 05606FAA1 995000.00000000 PA USD 914243.91000000 0.011163927558 Long ABS-MBS US N 2 2041-12-09 Fixed 3.20200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AGZR6 484942.28000000 PA USD 371867.42000000 0.004540911777 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 149003.64000000 0.001819498959 Long DBT CORP US N 2 2025-01-23 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38384HB31 5951876.35000000 PA USD 5698813.88000000 0.069588809538 Long DBT USGA US N 2 2045-04-20 Fixed 3.00000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBB0 642000.00000000 PA USD 626261.95000000 0.007647349865 Long DBT CORP GB N 2 2027-08-15 Fixed 3.55700000 N N N N N N JBS USA Holding Lux S.a r.l. RB8RC03FUD8DSX57C193 46590XAM8 535000.00000000 PA USD 484884.78000000 0.005920978525 Long DBT NUSS US N 2 2031-12-01 Fixed 3.75000000 N N N N N N CHASE MORTGAGE FINANCE CORPORATION N/A 161630AG3 9939.84000000 PA USD 9392.03000000 0.000114687056 Long ABS-MBS US N 2 2037-02-25 Floating 6.68086560 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FNWZ9 946622.69000000 PA USD 17319.79000000 0.000211493758 Long DBT USGA US N 2 2026-07-25 Floating 1.40389560 N N N N N N DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST N/A 247361ZV3 2282472.72000000 PA USD 2121960.34000000 0.025911478608 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ADDJ4 3901944.37000000 PA USD 3376820.46000000 0.041234706165 Long DBT USGA US N 2 2052-02-20 Fixed 2.50000000 N N N N N N BA CREDIT CARD TRUST N/A 05522RDJ4 4503000.00000000 PA USD 4584981.17000000 0.055987682365 Long ABS-MBS US N 2 2029-05-15 Fixed 4.93000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111GC1 223000.00000000 PA USD 154732.43000000 0.001889453810 Long DBT CORP US N 2 2051-12-01 Fixed 3.20000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFR1 5344000.00000000 PA USD 5652768.78000000 0.069026548028 Long DBT CORP US N 2 2035-04-19 Fixed 5.83100000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464JAC5 667266.72000000 PA USD 568467.27000000 0.006941613011 Long ABS-MBS US Y 2 2066-10-25 Floating 2.33700120 N N N N N N Government National Mortgage Association N/A 36209Y2F4 3104.46000000 PA USD 3194.09000000 0.000039003365 Long DBT USGA US N 2 2031-09-15 Fixed 7.00000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 925650AD5 691000.00000000 PA USD 683054.95000000 0.008340855100 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YDU0 610000.00000000 PA USD 628582.78000000 0.007675689762 Long DBT CORP US N 2 2034-03-15 Fixed 5.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FPVR7 609441.92000000 PA USD 568743.38000000 0.006944984619 Long DBT USGA US N 2 2046-12-01 Fixed 3.50000000 N N N N N N SOLVENTUM CORPORATION 254900I70403OSGY4M28 83444MAC5 1070000.00000000 PA USD 1091919.12000000 0.013333538043 Long DBT CORP US N 2 2029-03-01 Fixed 5.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYUZ0 1103582.88000000 PA USD 957176.40000000 0.011688180662 Long DBT USGA US N 2 2041-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLZA9 1377059.15000000 PA USD 1262511.67000000 0.015416661430 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31347AX33 402203.01000000 PA USD 385590.92000000 0.004708490864 Long DBT USGA US N 2 2047-03-01 Floating 2.13099840 N N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 92890HAC6 1370000.00000000 PA USD 1367897.53000000 0.016703539137 Long DBT CORP FR N 2 2024-09-17 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFN23 317087.94000000 PA USD 287474.05000000 0.003510375550 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KHE80 654854.42000000 PA USD 591397.44000000 0.007221615704 Long DBT USGA US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617GGSL0 282729.95000000 PA USD 271314.59000000 0.003313050702 Long DBT USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179TCY9 250419.27000000 PA USD 242768.52000000 0.002964471670 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 1383039.53000000 0.016888439675 Long DBT CORP US N 2 2031-01-15 Fixed 2.15000000 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331BL0 1072000.00000000 PA USD 1129091.34000000 0.013787451891 Long DBT CORP US N 2 2034-06-01 Fixed 5.85000000 N N N N N N MORGAN STANLEY MORTGAGE LOAN TRUST N/A 61745MA52 50882.40000000 PA USD 49678.62000000 0.000606630800 Long ABS-MBS US N 2 2034-04-25 Floating 5.64704280 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HCQJ4 1201000.00000000 PA USD 1043282.52000000 0.012739631457 Long DBT USGA US N 2 2044-03-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MGQV6 85364.40000000 PA USD 79267.33000000 0.000967941618 Long DBT USGA US N 2 2052-05-01 Fixed 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAK4 270000.00000000 PA USD 262457.49000000 0.003204895732 Long DBT CORP US N 2 2028-07-22 Fixed 3.59100000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BS2 2028000.00000000 PA USD 1854733.05000000 0.022648338352 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 1175965.79000000 0.014359840680 Long ABS-MBS US N 2 2083-04-26 Floating 6.82075080 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RLV2 703000.00000000 PA USD 495854.15000000 0.006054926644 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83390UAF4 163086.65000000 PA USD 150828.32000000 0.001841780316 Long ABS-MBS US N 2 2046-02-15 Fixed 1.95000000 N N N N N N Government National Mortgage Association 2 N/A 36179UGB2 1141073.80000000 PA USD 1073898.08000000 0.013113481248 Long DBT USGA US N 2 2048-11-20 Fixed 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 1523000.00000000 PA USD 1555741.33000000 0.018997319334 Long DBT CORP US N 2 2035-07-19 Fixed 5.32000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 130000.00000000 PA USD 119391.06000000 0.001457896662 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395D7F0 19451.30000000 PA USD 22515.53000000 0.000274939480 Long DBT USGA US N 2 2036-06-25 Floating 4.16788920 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 74977RDP6 2580000.00000000 PA USD 2378581.62000000 0.029045107773 Long DBT NUSS NL N 2 2033-04-06 Fixed 3.75800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR80 2308952.50000000 PA USD 2236595.86000000 0.027311304877 Long DBT USGA US N 2 2048-03-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797LV7 13480000.00000000 PA USD 13373058.71000000 0.163299812050 Long DBT UST US N 2 2024-10-29 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BSAQ6 952872.36000000 PA USD 941931.57000000 0.011502024456 Long DBT USGA US N 2 2046-10-15 Floating 5.86801080 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAL0 1166000.00000000 PA USD 798819.13000000 0.009754463553 Long DBT CORP US N 2 2050-03-01 Fixed 2.95000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACX21 177762.46000000 PA USD 178804.46000000 0.002183399874 Long DBT USGA US N 2 2053-08-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BPXH7 994313.29000000 PA USD 989616.05000000 0.012084304606 Long DBT USGA US N 2 2046-06-15 Floating 5.81801040 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KRF8 1010000.00000000 PA USD 1034277.47000000 0.012629669854 Long DBT USGA US Y 2 2042-02-25 Floating 7.74884160 N N N N N N Government National Mortgage Association N/A 38382KG64 296057.06000000 PA USD 41895.60000000 0.000511591532 Long DBT USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CDL5 2660544.99000000 PA USD 2407814.71000000 0.029402076078 Long DBT USGA US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179VUJ7 3966500.26000000 PA USD 3241378.36000000 0.039580808583 Long DBT USGA US N 2 2050-09-20 Fixed 2.00000000 N N N N N N EVERGY MISSOURI WEST, INC. EZIFUDC0VSUS6T6LCG85 30037EAB9 2695000.00000000 PA USD 2799245.27000000 0.034181875394 Long DBT CORP US N 2 2034-06-01 Fixed 5.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVJ5 2511594.06000000 PA USD 2092614.71000000 0.025553136066 Long DBT USGA US N 2 2041-07-01 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XF7J4 3191356.76000000 PA USD 2882111.03000000 0.035193757816 Long DBT USGA US N 2 2051-12-01 Fixed 3.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YDU0 1894000.00000000 PA USD 1951698.02000000 0.023832387695 Long DBT CORP US N 2 2034-03-15 Fixed 5.05000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2F0 1070000.00000000 PA USD 1060304.75000000 0.012947491680 Long DBT NUSS FR N 2 2028-08-14 Fixed 4.40000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538KAA1 3207343.49000000 PA USD 2721599.98000000 0.033233740675 Long ABS-MBS US Y 2 2066-09-25 Floating 1.01300040 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2D5 420000.00000000 PA USD 416884.96000000 0.005090625644 Long DBT NUSS FR N 2 2025-01-09 Fixed 3.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ATCV2 1022784.52000000 PA USD 957192.63000000 0.011688378849 Long DBT USGA US N 2 2041-10-15 Fixed 3.25000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17328FAW5 4120000.00000000 PA USD 3751783.65000000 0.045813420712 Long ABS-MBS US N 2 2056-08-10 Fixed 2.86870000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A9T64 83138.99000000 PA USD 80212.26000000 0.000979480256 Long DBT USGA US N 2 2032-10-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38382HS35 249867.78000000 PA USD 33950.43000000 0.000414572234 Long DBT USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMTA2 6109882.11000000 PA USD 5147120.74000000 0.062852027174 Long DBT USGA US N 2 2051-12-01 Fixed 2.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECR4 2352000.00000000 PA USD 2424777.94000000 0.029609215845 Long DBT NUSS GB N 2 2030-03-12 Fixed 5.69000000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89115A2E1 1090000.00000000 PA USD 1065924.95000000 0.013016120527 Long DBT NUSS CA N 2 2032-06-08 Fixed 4.45600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BLU8 35675.00000000 PA USD 34617.00000000 0.000422711790 Long DBT USGA US N 2 2035-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NBEP2 62774.22000000 PA USD 64778.65000000 0.000791018838 Long DBT USGA US N 2 2053-02-01 Fixed 6.50000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78443HAF0 2483243.80000000 PA USD 2409877.85000000 0.029427269295 Long ABS-MBS US N 2 2041-01-25 Floating 5.78075040 N N N N N N Government National Mortgage Association N/A 38382KS87 427362.25000000 PA USD 59065.14000000 0.000721250573 Long DBT USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862121AA8 741000.00000000 PA USD 721937.60000000 0.008815655187 Long DBT CORP US N 2 2028-03-15 Fixed 4.50000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8J4 1495000.00000000 PA USD 1337570.24000000 0.016333209442 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 20753UAB6 790000.00000000 PA USD 794937.50000000 0.009707064565 Long ABS-MBS US Y 2 2044-01-25 Floating 7.14884040 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36255TAA0 1379711.10000000 PA USD 1006775.19000000 0.012293836650 Long ABS-MBS US N 2 2031-09-15 Floating 7.18400160 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BJ0 770000.00000000 PA USD 632963.79000000 0.007729186731 Long DBT CORP US N 2 2045-04-15 Fixed 3.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L6TA2 135992.17000000 PA USD 113578.83000000 0.001386922916 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N VERIZON MASTER TRUST N/A 92348KCL5 1630000.00000000 PA USD 1636317.23000000 0.019981240037 Long ABS-MBS US N 2 2028-12-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31384VNL2 3532.40000000 PA USD 3719.25000000 0.000045416148 Long DBT USGA US N 2 2030-01-01 Fixed 8.00000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CH7 2260000.00000000 PA USD 2153972.35000000 0.026302380595 Long DBT CORP US N 2 2032-04-13 Fixed 3.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EAW0 2140445.40000000 PA USD 1847510.70000000 0.022560145484 Long DBT USGA US N 2 2042-01-01 Fixed 2.00000000 N N N N N N TSMC Global, Ltd. 549300N2ZLI21P85T117 872882AG0 2240000.00000000 PA USD 1872572.69000000 0.022866180053 Long DBT NUSS TW N 2 2030-09-28 Fixed 1.37500000 N N N N N N DLLST LLC N/A 23346HAC1 740000.00000000 PA USD 742839.60000000 0.009070891685 Long ABS-MBS US Y 2 2027-08-20 Fixed 5.05000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023BU8 280000.00000000 PA USD 265188.72000000 0.003238247066 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 531666.33000000 0.006492232902 Long DBT CORP US N 2 2030-10-30 Fixed 2.87900000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBP5 2520000.00000000 PA USD 2106690.44000000 0.025725016270 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N GENERAL MILLS, INC. 2TGYMUGI08PO8X8L6150 370334CW2 1665000.00000000 PA USD 1730797.17000000 0.021134944419 Long DBT CORP US N 2 2028-10-17 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622AB4Z2 528206.14000000 PA USD 533729.05000000 0.006517420991 Long DBT USGA US N 2 2052-09-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622AAZZ0 557841.87000000 PA USD 454584.21000000 0.005550975110 Long DBT USGA US N 2 2051-03-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9JN5 327896.22000000 PA USD 283737.17000000 0.003464744120 Long DBT USGA US N 2 2042-01-01 Fixed 2.00000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AV2 300000.00000000 PA USD 288202.26000000 0.003519267798 Long DBT CORP BE N 2 2030-06-01 Fixed 3.50000000 N N N N N N BANK N/A 06541RBB8 685000.00000000 PA USD 626092.06000000 0.007645275321 Long ABS-MBS US N 2 2052-12-15 Fixed 2.92000000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAN1 1020000.00000000 PA USD 1011701.86000000 0.012353996731 Long DBT CORP US N 2 2025-06-15 Fixed 3.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJ6W8 73114.54000000 PA USD 61593.44000000 0.000752123907 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAD3 4825000.00000000 PA USD 4373598.62000000 0.053406468042 Long SN UST US N 2 2027-07-31 Fixed 0.37500000 N N N N N N Government National Mortgage Association N/A 36210YUK9 242.82000000 PA USD 246.17000000 0.000003006007 Long DBT USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BJ2 421000.00000000 PA USD 402717.27000000 0.004917622507 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 230000.00000000 PA USD 235135.78000000 0.002871267487 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 1896421.15000000 0.023157396081 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 361.68000000 PA USD 373.21000000 0.000004557306 Long DBT USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PES7 707000.00000000 PA USD 764350.84000000 0.009333567676 Long DBT CORP US N 2 2053-02-15 Fixed 5.87500000 N N N N N N CWABS ASSET-BACKED CERTIFICATES TRUST N/A 126698AC3 180134.58000000 PA USD 168446.42000000 0.002056916769 Long ABS-MBS US N 2 2047-10-25 Floating 6.29242920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H2H31 861487.91000000 PA USD 714023.06000000 0.008719009915 Long DBT USGA US N 2 2049-06-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9XG1 469382.28000000 PA USD 469665.22000000 0.005735130893 Long DBT USGA US N 2 2048-11-01 Fixed 4.50000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78450MAA0 725883.45000000 PA USD 676514.59000000 0.008260990084 Long ABS-MBS US Y 2 2051-02-15 Fixed 1.68000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XBT2 520000.00000000 PA USD 515557.94000000 0.006295531675 Long DBT CORP US N 2 2027-01-17 Fixed 4.35000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBA2 1582000.00000000 PA USD 1128568.17000000 0.013781063408 Long DBT CORP US N 2 2040-06-24 Fixed 2.35000000 N N N N N N WASTE CONNECTIONS, INC. 549300HDLRTPBQU69P29 94106BAG6 820000.00000000 PA USD 832481.46000000 0.010165517769 Long DBT NUSS US N 2 2034-03-01 Fixed 5.00000000 N N N N N N MF1 LTD N/A 55284AAA6 1728492.92000000 PA USD 1719471.92000000 0.020996650613 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 6.53604840 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3C3 20000.00000000 PA USD 17954.52000000 0.000219244512 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 62136.87000000 PA USD 62503.47000000 0.000763236378 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 661008.28000000 0.008071640918 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 1915929.72000000 PA USD 1719671.08000000 0.020999082576 Long ABS-MBS US Y 2 2069-10-15 Fixed 1.06000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B5RG2 368847.28000000 PA USD 328371.71000000 0.004009781134 Long DBT USGA US N 2 2049-08-25 Fixed 3.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63940UAB0 861300.08000000 PA USD 847676.47000000 0.010351065618 Long ABS-MBS US N 2 2059-12-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CNE0 2024124.61000000 PA USD 1940187.91000000 0.023691836543 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 337.85000000 PA USD 0.22000000 0.000000002686 Long DBT USGA US N 2 2040-01-20 Floating 1.19984040 N N N N N N JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46645UAS6 485000.00000000 PA USD 470808.12000000 0.005749086964 Long ABS-MBS US N 2 2049-12-15 Fixed 3.39280000 N N N N N N Government National Mortgage Association N/A 36212KJY0 4093.26000000 PA USD 4120.90000000 0.000050320738 Long DBT USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N US LONG BND W5 OP Aug24C 125 N/A N/A 435.00000000 NC USD 0.00000000 0.000000 N/A DIR US N 1 US LONG BND W5 OP Aug24C 125 N/A Call Purchased N/A N/A 435000.00000000 125.00000000 USD 2024-09-02 XXXX -87940.05000000 N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGC2 475000.00000000 PA USD 349786.26000000 0.004271276433 Long DBT CORP US N 2 2061-03-22 Fixed 3.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AYSU8 298639.29000000 PA USD 34701.05000000 0.000423738133 Long DBT USGA US N 2 2047-11-25 Floating 0.73667880 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KL0 3655000.00000000 PA USD 3821858.90000000 0.046669116885 Long DBT CORP US N 2 2029-01-15 Fixed 6.10000000 N N N N N N Government National Mortgage Association 2 N/A 36179SLS4 378084.61000000 PA USD 356717.94000000 0.004355919899 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 323.43000000 PA USD 327.38000000 0.000003997671 Long DBT USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N HONEYWELL INTERNATIONAL INCORPORATION ISRPG12PN4EIEOEMW547 438516CT1 781000.00000000 PA USD 792644.92000000 0.009679069632 Long DBT CORP US N 2 2054-03-01 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AXV58 2484774.56000000 PA USD 2237684.53000000 0.027324598739 Long DBT USGA US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQS53 740080.15000000 PA USD 624859.74000000 0.007630227333 Long DBT USGA US N 2 2047-12-15 Fixed 2.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967PG0 831000.00000000 PA USD 854076.23000000 0.010429213754 Long DBT CORP US N 2 2035-02-13 Fixed 5.82700000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBM1 3790000.00000000 PA USD 3336535.60000000 0.040742783546 Long DBT CORP US N 2 2031-04-15 Fixed 2.70000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBL7 748000.00000000 PA USD 756876.17000000 0.009242293703 Long DBT CORP US N 2 2054-01-15 Fixed 5.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F022691 20825000.00000000 PA USD 17756990.40000000 0.216832458286 Long DBT USGA US N 2 2054-09-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACSD3 2860793.87000000 PA USD 2907122.91000000 0.035499180487 Long DBT USGA US N 2 2053-08-20 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K8Z46 37777.60000000 PA USD 35195.47000000 0.000429775548 Long DBT USGA US N 2 2050-02-01 Fixed 3.50000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AP4 1542000.00000000 PA USD 1457266.33000000 0.017794830857 Long DBT CORP US N 2 2030-01-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FLFR2 274193.20000000 PA USD 52086.54000000 0.000636034162 Long DBT USGA US N 2 2039-11-25 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179SGL5 142083.21000000 PA USD 134039.87000000 0.001636774806 Long DBT USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGWT2 3979236.04000000 PA USD 3732945.88000000 0.045583390742 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942EAA6 2835589.97000000 PA USD 2495864.17000000 0.030477257200 Long ABS-MBS US Y 2 2069-12-16 Fixed 0.97000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L05D5 333296.60000000 PA USD 277562.13000000 0.003389340063 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKQ7 2096997.73000000 PA USD 1956012.21000000 0.023885068718 Long DBT USGA US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRB52 2824274.74870000 PA USD 2863924.71000000 0.034971682769 Long DBT USGA US N 2 2053-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEV52 2788046.35000000 PA USD 2559410.69000000 0.031253230371 Long DBT USGA US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGCY3 1326657.08000000 PA USD 1105499.79000000 0.013499373018 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BHAJ6 890398.54000000 PA USD 787430.18000000 0.009615391899 Long DBT USGA US N 2 2045-03-15 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F8NU3 585418.98000000 PA USD 97236.51000000 0.001187365145 Long DBT USGA US N 2 2050-11-25 Fixed 3.00000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBR3 1820000.00000000 PA USD 2037378.53000000 0.024878641321 Long DBT CORP US N 2 2033-11-01 Fixed 6.87500000 N N N N N N MASTR RESECURITIZATION TRUST N/A 576435BB6 4459.22000000 PA USD 3348.99000000 0.000040894865 Long DBT USGA US Y 2 2035-05-28 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412WX50 2990.91000000 PA USD 3131.09000000 0.000038234065 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 68047.69000000 PA USD 51984.45000000 0.000634787530 Long ABS-MBS US N 2 2046-12-25 Floating 4.39265880 N N N N N N Government National Mortgage Association 2 N/A 3622A2R38 118238.34000000 PA USD 111683.39000000 0.001363777501 Long DBT USGA US N 2 2046-01-20 Fixed 3.50000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMM1 380000.00000000 PA USD 314739.53000000 0.003843317165 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCR0 31294000.00000000 PA USD 28168267.34000000 0.343965644820 Long SN UST US N 2 2028-07-31 Fixed 1.00000000 N N N N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513CJ2 1810000.00000000 PA USD 1915955.37000000 0.023395930475 Long DBT CORP US N 2 2029-11-17 Fixed 6.19600000 N N N N N N SLM STUDENT LOAN TRUST N/A 78442GLK0 2008035.69000000 PA USD 1987737.06000000 0.024272464164 Long ABS-MBS US N 2 2064-10-25 Floating 6.17074920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395DKV0 25236.95000000 PA USD 30176.05000000 0.000368482887 Long DBT USGA US N 2 2036-05-25 Floating 5.56506000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJR2 695000.00000000 PA USD 722992.65000000 0.008828538513 Long DBT CORP US N 2 2035-01-23 Fixed 5.67800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9NR0 101692.43000000 PA USD 100570.28000000 0.001228074158 Long DBT USGA US N 2 2048-08-01 Fixed 4.50000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBV6 2155000.00000000 PA USD 2034801.90000000 0.024847177824 Long DBT CORP GB N 2 2052-03-16 Fixed 5.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ASQR0 36155.27000000 PA USD 35832.10000000 0.000437549503 Long DBT USGA US N 2 2043-08-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ADXW4 14872.76000000 PA USD 433.92000000 0.000005298642 Long DBT USGA US N 2 2032-04-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9E91 1775709.69000000 PA USD 1536726.05000000 0.018765121770 Long DBT USGA US N 2 2041-07-01 Fixed 2.00000000 N N N N N N SANTANDER BANK, N.A. N/A 80290CCC6 3900000.00000000 PA USD 3954571.14000000 0.048289679863 Long ABS-MBS US Y 2 2033-12-15 Fixed 5.93300000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797MB0 32355000.00000000 PA USD 32041066.55000000 0.391256799133 Long DBT UST US N 2 2024-11-12 None 0.00000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AZ1 391000.00000000 PA USD 275275.85000000 0.003361422060 Long DBT NUSS GB N 2 2051-05-28 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ECZ1 1172314.39000000 PA USD 1045227.74000000 0.012763384741 Long DBT USGA US N 2 2042-04-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SE9 12460000.00000000 PA USD 10617769.56000000 0.129654689412 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GGM0 1290000.00000000 PA USD 1439825.35000000 0.017581857235 Long DBT CORP US N 2 2041-02-01 Fixed 6.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CR89 1692788.34000000 PA USD 1579053.50000000 0.019281986668 Long DBT USGA US N 2 2047-12-01 Fixed 3.50000000 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940XAG7 2731000.00000000 PA USD 2585862.75000000 0.031576239229 Long DBT CORP US N 2 2027-01-15 Fixed 2.15000000 N N N N N N United States of America N/A N/A -226.00000000 NC USD -26540875.00000000 -0.32409338754 N/A DIR US N 1 US 10YR ULTRA FUT DEC24 N/A Short U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Dec 2024 2024-12-22 -26714936.13000000 USD 174061.13000000 N N N US LONG BND W5 OP Aug24P 124 N/A N/A -145.00000000 NC USD -126875.00000000 -0.00154928383 N/A DIR US N 1 US LONG BND W5 OP Aug24P 124 N/A Put Written N/A N/A -145000.00000000 124.00000000 USD 2024-09-02 XXXX -64750.85000000 N N N PORT AUTH N Y & N J N/A 73358WJA3 1600000.00000000 PA USD 1451925.12000000 0.017729608786 Long DBT MUN US N 2 2062-10-01 Fixed 4.45800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QAQ3 981371.22000000 PA USD 983402.84000000 0.012008434451 Long DBT USGA US N 2 2048-11-01 Floating 3.15000000 N N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875PAT8 1590000.00000000 PA USD 1507238.56000000 0.018405046960 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 998610.18000000 PA USD 17.68000000 0.000000215892 Long DBT USGA US N 2 2047-08-15 Floating 0.71620920 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XBA1 525000.00000000 PA USD 519553.19000000 0.006344318088 Long DBT CORP US N 2 2025-03-01 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288Q3L2 184406.66000000 PA USD 173099.20000000 0.002113732350 Long DBT USGA US N 2 2050-12-01 Floating 2.63499840 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AM2 60000.00000000 PA USD 56870.90000000 0.000694456480 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 483.47000000 PA USD 500.91000000 0.000006116664 Long DBT USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TD0 21753000.00000000 PA USD 14634840.64000000 0.178707562549 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DM6 260000.00000000 PA USD 251937.89000000 0.003076439801 Long DBT CORP US N 2 2026-04-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACTU4 892568.87000000 PA USD 916502.25000000 0.011191504383 Long DBT USGA US N 2 2053-09-20 Fixed 6.00000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89178UAL6 1096737.78000000 PA USD 1053666.26000000 0.012866428388 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 2781526.67000000 PA USD 156708.71000000 0.001913586371 Long DBT USGA US N 2 2061-01-16 Floating 0.80196840 N N N N N N 2024-08-31 SEI INSTITUTIONAL INVESTMENTS TRUST Glenn Kurdziel Glenn Kurdziel Controller and Chief Financial Officer XXXX