0001752724-21-186148.txt : 20210826 0001752724-21-186148.hdr.sgml : 20210826 20210826094615 ACCESSION NUMBER: 0001752724-21-186148 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210826 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Master Investment Portfolio II CENTRAL INDEX KEY: 0001738077 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23343 FILM NUMBER: 211209247 BUSINESS ADDRESS: STREET 1: 100 BELLEVUE PARKWAY CITY: WILMINGTON STATE: DE ZIP: 19809 BUSINESS PHONE: 800-441-7762 MAIL ADDRESS: STREET 1: 100 BELLEVUE PARKWAY CITY: WILMINGTON STATE: DE ZIP: 19809 0001738077 S000062381 CoreAlpha Bond Master Portfolio C000202350 CoreAlpha Bond Master Portfolio NPORT-P 1 primary_doc.xml NPORT-P false 0001738077 XXXXXXXX S000062381 C000202350 Master Investment Portfolio II 811-23343 0001738077 549300RCV7V0VQXTCW11 100 Bellevue Parkway Wilmington 19809 800-441-7762 CoreAlpha Bond Master Portfolio S000062381 0I7UWC3FB187VDB5KB30 2021-12-31 2021-06-30 N 1883678518.30 281298071.59 1602380446.71 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 23003379.03000000 0.00000000 0.00000000 27368913.67000000 USD N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAC5 1000000.00000000 PA USD 1099660.60000000 0.068626686144 Long DBT CORP US N 2 2026-06-15 Fixed 3.70000000 N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M6UT3 81849.37000000 PA USD 94837.68000000 0.005918549505 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6NX4 1399297.08000000 PA USD 1450289.27000000 0.090508422826 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N AMERISOURCEBERGEN CORP AI8GXW8LG5WK7E9UD086 03073EAT2 1907000.00000000 PA USD 1956002.65000000 0.122068554569 Long DBT CORP US N 2 2031-03-15 Fixed 2.70000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAW5 270000.00000000 PA USD 285773.51000000 0.017834310858 Long DBT CORP US N 2 2030-05-01 Fixed 2.80000000 N N N N N N Freddie Mac N/A 3132XXHD4 203330.23000000 PA USD 215273.00000000 0.013434574819 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6600000.00000000 OU Notional Amount -17306.97000000 -0.00108007870 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 0.00000000 PLN -61.41000000 PLN 6600000.00000000 PLN -17290.73000000 N N N Freddie Mac 254900HROIFWPRGM1V77 3132KESL0 667474.68000000 PA USD 708653.82000000 0.044225066616 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 1333455000.00000000 OU Notional Amount -8960.07000000 -0.00055917244 N/A DIR US N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 N/A N/A Y 2026-09-15 0.00000000 KRW 0.00000000 KRW 1333455000.00000000 KRW -8960.07000000 N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAT1 1690000.00000000 PA USD 1765686.95000000 0.110191493763 Long DBT CORP US N 2 2051-03-15 Fixed 2.95000000 N N N N N N Conseco Financial Corp 11XPYHB76MPM4Y4P2897 393505QZ8 29641.47000000 PA USD 31387.95000000 0.001958832564 Long ABS-O CORP US N 2 2027-08-15 Variable 7.63000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80284YAG9 5217613.11000000 PA USD 5270280.22000000 0.328903178444 Long ABS-O CORP US N 2 2023-11-15 Fixed 3.20000000 N N N N N N EVERGY INC 549300PGTHDQY6PSUI61 30034WAB2 50000.00000000 PA USD 52985.82000000 0.003306694119 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616CHQ6 2500000.00000000 PA USD 2554277.70000000 0.159405196515 Long DBT CORP US N 2 2024-02-12 Fixed 1.91000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAM5 285000.00000000 PA USD 281192.95000000 0.017548451154 Long DBT CORP US N 2 2025-09-15 Fixed 0.90000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 816000.00000000 PA USD 820227.73000000 0.051188076569 Long DBT CORP US N 2 2027-04-22 Fixed 1.58000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 26.00000000 NC -5934.68000000 -0.00037036647 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Long-Term Euro-BTP (FBTP) IKU1 Comdty 2021-09-08 3941665.00000000 EUR -5934.68000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EVJC2 725136.57000000 PA USD 775422.59000000 0.048391915390 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31335AYT9 73140.27000000 PA USD 77674.77000000 0.004847461173 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJJJ0 8433.69000000 PA USD 9965.79000000 0.000621936570 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8CY9 535949.80000000 PA USD 554925.47000000 0.034631318120 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 2.00000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 34532RAA4 2870000.00000000 PA USD 3096191.30000000 0.193224480887 Long ABS-O CORP US N 2 2031-07-15 Fixed 3.19000000 N N N N N N Freddie Mac N/A 31335BN44 897251.35000000 PA USD 949851.11000000 0.059277502540 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128Q0DK0 20753.89000000 PA USD 21964.21000000 0.001370723790 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.00000000 N N N N N N Avant Loans Funding Trust N/A 05355MAA9 8630000.00000000 PA USD 8683313.55000000 0.541900868038 Long ABS-O CORP US N 2 2029-05-15 Fixed 2.17000000 N N N N N N Upstart Securitization Trust N/A 91679UAA0 2689165.61000000 PA USD 2707233.04000000 0.168950703658 Long ABS-O CORP US N 2 2030-04-22 Fixed 2.32000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBK8 215000.00000000 PA USD 229168.01000000 0.014301722819 Long DBT CORP US N 2 2050-05-06 Fixed 4.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UXV9 201410.96000000 PA USD 214668.89000000 0.013396874034 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LAR3 86992.98000000 PA USD 91623.13000000 0.005717938594 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31288JBX3 103015.38000000 PA USD 115767.85000000 0.007224741804 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7NZ6 165605.95000000 PA USD 175059.05000000 0.010924936731 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N SPRINT SPECTRUM / SPEC I 549300QHIJYOHPACPG31 85208NAA8 103750.00000000 PA USD 104322.70000000 0.006510482589 Long DBT CORP US N 2 2021-09-20 Fixed 3.36000000 N N N N N N FEDERAL REALTY INVESTMEN 549300LI6XZ51GOCJ427 313747BA4 210000.00000000 PA USD 230597.36000000 0.014390924481 Long DBT US N 2 2030-06-01 Fixed 3.50000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBZF8 109168.22000000 PA USD 114252.30000000 0.007130160645 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MAQJ0 11733.44000000 PA USD 12553.30000000 0.000783415700 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R4D8 454185.34000000 PA USD 480015.93000000 0.029956427076 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31296XUG8 2464.29000000 PA USD 2756.54000000 0.000172027810 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 24520000.00000000 OU Notional Amount -3586.19000000 -0.00022380390 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 0.00000000 ZAR -228.16000000 ZAR 24520000.00000000 ZAR -3570.42000000 N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBA6 4280000.00000000 PA USD 4474906.75000000 0.279266185454 Long DBT CORP GB N 2 2024-10-24 Fixed 2.13000000 N N N N N Drive Auto Receivables Trust N/A 262108AE3 6240000.00000000 PA USD 6266789.57000000 0.391092488857 Long ABS-O CORP US N 2 2027-06-15 Fixed 1.02000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RDG1 3371.76000000 PA USD 3890.08000000 0.000242768813 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N UNIVERSITY OF CHICAGO 54930099Y7GU6182V326 91412NBD1 148000.00000000 PA USD 150118.68000000 0.009368479271 Long DBT CORP US N 2 2045-04-01 Fixed 2.76000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAN4 360000.00000000 PA USD 374317.03000000 0.023360059764 Long DBT CORP US N 2 2025-02-15 Fixed 2.24000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M7T48 78664.27000000 PA USD 91509.81000000 0.005710866616 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78015K7C2 1750000.00000000 PA USD 1833855.77000000 0.114445715670 Long DBT CORP CA N 2 2024-11-01 Fixed 2.25000000 N N N N N N Freddie Mac N/A 31335BQS8 96659.41000000 PA USD 106172.79000000 0.006625941437 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CC36 69718.60000000 PA USD 75354.78000000 0.004702677204 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XQE0 3492.52000000 PA USD 3507.38000000 0.000218885596 Long ABS-MBS USGSE US N 2 2033-05-01 Floating 1.29000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17322GAA7 49758.86000000 PA USD 52362.58000000 0.003267799485 Long ABS-MBS CORP US N 2 2035-01-25 Variable 4.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEA8 2600000.00000000 PA USD 3106916.88000000 0.193893833788 Long DBT CORP US N 2 2033-08-10 Fixed 4.50000000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAJ0 250000.00000000 PA USD 260555.00000000 0.016260495473 Long DBT CORP US N 2 2031-04-01 Fixed 3.38000000 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AZ6 1700000.00000000 PA USD 1734000.00000000 0.108214001460 Long DBT CORP US N 2 2028-09-01 Fixed 4.38000000 N N N N N N Freddie Mac N/A 3132WEWJ7 42385.69000000 PA USD 44813.99000000 0.002796713482 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAY6 190000.00000000 PA USD 206213.65000000 0.012869206587 Long DBT US N 2 2049-10-15 Fixed 3.70000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AP4 140000.00000000 PA USD 158200.00000000 0.009872811436 Long DBT CORP US N 2 2028-09-15 Fixed 8.38000000 N N N N N Freddie Mac N/A 3132L9V69 495297.76000000 PA USD 522917.46000000 0.032633789377 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F032674 893200.00000000 PA USD 940180.22000000 0.058673969838 Long ABS-MBS USGSE US N 2 2051-07-15 Fixed 3.50000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BF2 400000.00000000 PA USD 446318.52000000 0.027853467690 Long DBT CORP US N 2 2026-01-15 Fixed 3.95000000 N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BP3 195000.00000000 PA USD 195634.14000000 0.012208969499 Long DBT CORP US N 2 2030-06-15 Fixed 1.85000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M7CK9 17973.95000000 PA USD 19363.83000000 0.001208441480 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 102350000.00000000 OU Notional Amount -16925.84000000 -0.00105629346 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2023-09-08 0.00000000 EUR -14704.58000000 EUR 102350000.00000000 EUR 910.82000000 N N N Marlette Funding Trust N/A 57110AAA2 1160417.71000000 PA USD 1166279.21000000 0.072784163860 Long ABS-O CORP US N 2 2029-12-17 Fixed 2.39000000 N N N N N N GS Mortgage Securities Trust 549300L45M7638EL0H21 36250GAU9 300000.00000000 PA USD 324385.02000000 0.020243945229 Long ABS-MBS CORP US N 2 2050-05-10 Variable 4.16000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418VWV0 4092.29000000 PA USD 4658.13000000 0.000290700626 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGJ40 310921.62000000 PA USD 322044.27000000 0.020097865688 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3K4 482469.40000000 PA USD 515341.92000000 0.032161021501 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N CC HOLDINGS GS V LLC/CRO 54930012H97VSM0I2R19 14987BAE3 1270000.00000000 PA USD 1344389.41000000 0.083899514173 Long DBT US N 2 2023-04-15 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KVZM5 319926.71000000 PA USD 323243.09000000 0.020172680630 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 50540RAY8 1695000.00000000 PA USD 1727186.58000000 0.107788795322 Long DBT CORP US N 2 2031-06-01 Fixed 2.70000000 N N N N N Brookfield Finance Inc C6J3FGIWG6MBDGTE8F80 11271LAB8 5000.00000000 PA USD 6100.08000000 0.000380688619 Long DBT CORP CA N 2 2047-09-20 Fixed 4.70000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457BH0 378000.00000000 PA USD 404261.37000000 0.025228800740 Long DBT CORP US N 2 2025-06-01 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPCG2 359260.83000000 PA USD 380144.24000000 0.023723719343 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ASAG4 122398.14000000 PA USD 135776.89000000 0.008473449003 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LVU50 76493.59000000 PA USD 81752.82000000 0.005101960659 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002RAX6 2880000.00000000 PA USD 2987518.75000000 0.186442536548 Long ABS-MBS CORP US N 2 2053-06-15 Fixed 2.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V4W7 2549170.06000000 PA USD 2666311.05000000 0.166396878810 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132XCR49 754055.08000000 PA USD 824249.31000000 0.051439051923 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJMT4 109817.80000000 PA USD 125867.34000000 0.007855022211 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407X4T5 74224.21000000 PA USD 84969.37000000 0.005302696383 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EVPN1 57728.71000000 PA USD 61063.08000000 0.003810772911 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.00000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAH5 900000.00000000 PA USD 966718.64000000 0.060330157047 Long DBT CORP US N 2 2025-07-01 Fixed 3.38000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCB3 320000.00000000 PA USD 383524.59000000 0.023934677360 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBL4 1590000.00000000 PA USD 1724900.50000000 0.107646127581 Long DBT CORP US N 2 2025-02-15 Fixed 3.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SYS0 516390.01000000 PA USD 547766.13000000 0.034184524101 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 3.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 26360000.00000000 OU Notional Amount 1407049.40000000 0.087809945689 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2051-09-08 0.00000000 GBP -18532.99000000 GBP 26360000.00000000 GBP 1433303.22000000 N N N Bank N/A 06541RBB8 2230000.00000000 PA USD 2391458.69000000 0.149244125819 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.92000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295QGR5 1568.76000000 PA USD 1762.25000000 0.000109977003 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKLQ0 1503203.87000000 PA USD 1556538.51000000 0.097139135290 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCY5 255000.00000000 PA USD 271227.35000000 0.016926526441 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAN3 5000.00000000 PA USD 5684.80000000 0.000354772177 Long DBT CORP US N 2 2028-08-20 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8CA9 106184.63000000 PA USD 112834.80000000 0.007041698507 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 48550000.00000000 OU Notional Amount USD 148149.40000000 0.009245582115 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2024-06-17 562.81000000 USD 0.00000000 USD 48550000.00000000 USD 147586.59000000 N N N Freddie Mac - STACR N/A 35565WAH5 6336651.57000000 PA USD 6374395.84000000 0.397807889698 Long ABS-MBS USGSE US N 2 2050-06-25 Floating 3.09000000 N N N N N N BENCHMARK Mortgage Trust N/A 08160KAE4 2050000.00000000 PA USD 2202907.25000000 0.137477167455 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 2.93000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132M7JN9 319544.38000000 PA USD 351424.33000000 0.021931391556 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F030470 4473357.00000000 PA USD 4699706.45000000 0.293295294488 Long ABS-MBS USGSE US N 2 2036-07-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9XX6 195508.19000000 PA USD 210877.79000000 0.013160282280 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AK9 2290000.00000000 PA USD 2469577.11000000 0.154119273925 Long DBT CORP NL N 2 2023-10-02 Fixed 4.10000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1610000.00000000 OU Notional Amount -5069.09000000 -0.00031634746 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 14.98000000 SGD 0.00000000 SGD 1610000.00000000 SGD -5080.42000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XKD1 277672.84000000 PA USD 305344.22000000 0.019055663130 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CS2 1475000.00000000 PA USD 1572489.64000000 0.098134599884 Long DBT CORP US N 2 2023-05-01 Fixed 4.51000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAH9 600000.00000000 PA USD 637398.35000000 0.039778215673 Long DBT CORP US N 2 2025-03-01 Fixed 3.22000000 N N N N N N WF-RBS Commercial Mortgage Trust 549300O5GNH0TNJ6B119 96221QAE3 620000.00000000 PA USD 668360.99000000 0.041710505852 Long ABS-MBS CORP US N 2 2046-12-15 Variable 4.16000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8D77 439928.01000000 PA USD 476007.25000000 0.029706256774 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.50000000 N N N N N N FORD FOUNDATION/THE 54930013YZ3DULPNNT44 34531XAC8 30000.00000000 PA USD 30100.21000000 0.001878468378 Long DBT CORP US N 2 2070-06-01 Fixed 2.82000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418RGE5 224289.00000000 PA USD 255296.71000000 0.015932340570 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178DVB4 20111.15000000 PA USD 21598.26000000 0.001347885893 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128KRWU4 41590.12000000 PA USD 48209.99000000 0.003008648170 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 22940000.00000000 OU Notional Amount -19790.63000000 -0.00123507685 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-09 213.46000000 MXN 0.00000000 MXN 22940000.00000000 MXN -19801.29000000 N N N JABIL INC 5493000CGCQY2OQU7669 466313AL7 1055000.00000000 PA USD 1062815.29000000 0.066327275284 Long DBT CORP US N 2 2026-04-15 Fixed 1.70000000 N N N N N N COMM Mortgage Trust 549300BCCWSDWINK2593 12626LBP6 380000.00000000 PA USD 411186.26000000 0.025660963402 Long ABS-MBS CORP US N 2 2050-08-10 Variable 5.28000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 70000.00000000 PA USD 86184.95000000 0.005378557269 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGH7 800000.00000000 PA USD 856124.18000000 0.053428271778 Long DBT CORP US N 2 2025-02-19 Fixed 3.00000000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670BS6 355000.00000000 PA USD 388063.65000000 0.024217947167 Long DBT CORP US N 2 2026-03-15 Fixed 3.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8VZ5 45466.15000000 PA USD 49804.63000000 0.003108165111 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4QW9 1115679.72000000 PA USD 1173934.22000000 0.073261891232 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46636VAC0 19936.67000000 PA USD 19918.71000000 0.001243069961 Long ABS-MBS CORP US N 2 2046-08-15 Fixed 4.17000000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BP0 160000.00000000 PA USD 156020.53000000 0.009736796921 Long DBT CORP US N 2 2030-10-01 Fixed 2.00000000 N N N N N N UMBS, TBA N/A 01F012676 9650000.00000000 PA USD 9457000.10000000 0.590184442116 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 1.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1330000.00000000 OU Notional Amount -396.83000000 -0.00002476503 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-04-23 22.49000000 EUR 0.00000000 EUR 1330000.00000000 EUR -423.90000000 N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFF6 290000.00000000 PA USD 328122.54000000 0.020477193207 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N Freddie Mac N/A 31335BYT7 109691.19000000 PA USD 115823.72000000 0.007228228492 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1010000.00000000 OU Notional Amount -732.15000000 -0.00004569139 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 EUR -11.26000000 EUR 1010000.00000000 EUR -718.73000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBPV4 112760.56000000 PA USD 121488.79000000 0.007581769376 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.50000000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 69121KAG9 275000.00000000 PA USD 272936.59000000 0.017033195241 Long DBT CORP US N 2 2028-06-11 Fixed 2.88000000 N N N N N N UNITI GROUP/CSL CAPITAL N/A 91327BAA8 155000.00000000 PA USD 155387.50000000 0.009697291321 Long DBT US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKWK1 1115915.10000000 PA USD 1129200.81000000 0.070470206517 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JPN35 70648.15000000 PA USD 77072.73000000 0.004809889571 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAJ1 1065000.00000000 PA USD 1247171.19000000 0.077832401946 Long DBT CORP US N 2 2047-09-15 Fixed 3.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VFP0 621915.00000000 PA USD 650080.42000000 0.040569667542 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CU67 64630.44000000 PA USD 73590.67000000 0.004592584123 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LR84 37303.32000000 PA USD 44260.57000000 0.002762176116 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAC4 1145000.00000000 PA USD 1294637.19000000 0.080794619820 Long DBT NUSS MX N 2 2027-03-28 Fixed 4.15000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8LN1 6060818.76000000 PA USD 6463528.53000000 0.403370407026 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132QWP29 75577.37000000 PA USD 81670.69000000 0.005096835159 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST N/A 92939HBA2 1140000.00000000 PA USD 1232958.91000000 0.076945454029 Long ABS-MBS CORP US N 2 2057-10-15 Variable 4.21000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132XUJV8 21755.43000000 PA USD 23311.88000000 0.001454828037 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GKN5 41843.70000000 PA USD 44402.25000000 0.002771017962 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N J2 GLOBAL 5493008OJYGLHD7MXA18 48123VAF9 1250000.00000000 PA USD 1294125.00000000 0.080762655501 Long DBT CORP US N 2 2030-10-15 Fixed 4.63000000 N N N N N N Fannie Mae - CAS N/A 20754FBT8 1849425.72000000 PA USD 1849478.43000000 0.115420681386 Long ABS-MBS USGSE US N 2 2031-07-25 Floating 1.24000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46645JAD4 2360000.00000000 PA USD 2604413.16000000 0.162534007784 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.77000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WK3C7 244721.85000000 PA USD 266264.47000000 0.016616807234 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N Morgan Stanley BAML Trust 549300PFVBG5704L7K74 61762DAW1 2270000.00000000 PA USD 2358675.05000000 0.147198192217 Long ABS-MBS CORP US N 2 2046-05-15 Fixed 3.10000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 55620000.00000000 OU Notional Amount -154231.21000000 -0.00962513055 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2024-06-17 537.73000000 CAD 0.00000000 CAD 55620000.00000000 CAD -154676.93000000 N N N Marlette Funding Trust N/A 57108RAA9 1969348.95000000 PA USD 1971018.17000000 0.123005630407 Long ABS-O CORP US N 2 2030-09-16 Fixed 1.02000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390QJD8 32395.89000000 PA USD 37361.49000000 0.002331624183 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJNJ3 683728.40000000 PA USD 747888.03000000 0.046673561920 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEY6 1000000.00000000 PA USD 1111243.12000000 0.069349518229 Long DBT CORP US N 2 2026-01-30 Fixed 3.70000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YWB9 112641.37000000 PA USD 121064.58000000 0.007555295638 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 4.00000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460DAD1 1640000.00000000 PA USD 1818008.08000000 0.113456706472 Long DBT US N 2 2029-05-01 Fixed 3.39000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 3510000.00000000 OU Notional Amount -53328.70000000 -0.00332809228 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-24 2251.45000000 GBP 0.00000000 GBP 3510000.00000000 GBP -56449.17000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296Q2T5 172580.62000000 PA USD 196160.63000000 0.012241826240 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAJ3 520000.00000000 PA USD 552498.92000000 0.034479884045 Long DBT CORP US N 2 2049-09-30 Fixed 3.55000000 N N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 46124HAC0 1410000.00000000 PA USD 1406001.65000000 0.087744558596 Long DBT CORP US N 2 2027-07-15 Fixed 1.35000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764AU1 800000.00000000 PA USD 833832.51000000 0.052037112142 Long DBT CORP US N 2 2026-07-28 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AHPM2 25514.06000000 PA USD 26526.54000000 0.001655445812 Long ABS-MBS USGSE US N 2 2041-08-01 Floating 2.56000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412RNG8 16083.61000000 PA USD 17567.67000000 0.001096348250 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406YFF2 4530.98000000 PA USD 5074.71000000 0.000316698198 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.50000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 979615000.00000000 OU Notional Amount -5577.83000000 -0.00034809648 N/A DIR US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 N/A N/A Y 2026-09-15 0.00000000 KRW 0.00000000 KRW 979615000.00000000 KRW -5577.83000000 N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BK1 710000.00000000 PA USD 817216.71000000 0.051000167387 Long DBT CORP US N 2 2049-08-15 Fixed 3.80000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167YAA9 1554242.25000000 PA USD 1555457.36000000 0.097071663798 Long ABS-O CORP US N 2 2023-08-15 Fixed 1.13000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1140000.00000000 OU Notional Amount -4445.04000000 -0.00027740228 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 10.61000000 SGD 0.00000000 SGD 1140000.00000000 SGD -4453.05000000 N N N Freddie Mac 254900HROIFWPRGM1V77 3132WH6K6 9339.01000000 PA USD 9902.68000000 0.000617998055 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 1100000.00000000 PA USD 1200637.61000000 0.074928373749 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230UCL1 54198.72000000 PA USD 60339.00000000 0.003765585140 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCL8 1155000.00000000 PA USD 1226684.08000000 0.076553859760 Long DBT CORP US N 2 2023-06-19 Fixed 4.15000000 N N N N N N Avid Automobile Receivables Trust N/A 05369DAA3 417535.50000000 PA USD 419586.68000000 0.026185209689 Long ABS-O CORP US N 2 2024-02-15 Fixed 2.62000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1620000.00000000 OU Notional Amount -3368.22000000 -0.00021020101 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 EUR -18.07000000 EUR 1620000.00000000 EUR -3346.30000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CWU4 34100.64000000 PA USD 36864.07000000 0.002300581617 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QWE7 76403.18000000 PA USD 81885.66000000 0.005110250825 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WLBG7 103426.08000000 PA USD 112975.78000000 0.007050496667 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HLL2 340000.00000000 PA USD 450031.86000000 0.028085206663 Long DBT CORP US N 2 2045-06-01 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKQY4 162394.14000000 PA USD 178203.51000000 0.011121173524 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31296UFG1 6266.46000000 PA USD 6991.45000000 0.000436316482 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225A3W8 8656.04000000 PA USD 9836.61000000 0.000613874814 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LYAC1 14088.43000000 PA USD 15089.75000000 0.000941708320 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.50000000 N N N N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345YAD8 1400000.00000000 PA USD 1548830.72000000 0.096658114068 Long DBT CORP US N 2 2025-06-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179CJA1 466196.38000000 PA USD 503634.71000000 0.031430407868 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 3500000.00000000 OU Notional Amount 1124.43000000 0.000070172473 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 CAD -39.03000000 CAD 3500000.00000000 CAD 1156.14000000 N N N Freddie Mac 254900HROIFWPRGM1V77 3128L0EE8 449.31000000 PA USD 501.00000000 0.000031265983 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.50000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17320XAA2 7276.53000000 PA USD 7296.23000000 0.000455336934 Long ABS-MBS CORP US N 2 2042-05-25 Variable 3.00000000 N N N N N N GS Mortgage Securities Trust N/A 36258RAZ6 1600000.00000000 PA USD 1616686.56000000 0.100892803785 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.12000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCP9 1500000.00000000 PA USD 1519645.46000000 0.094836745113 Long DBT CORP US N 2 2021-11-06 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9DC4 191728.01000000 PA USD 211859.81000000 0.013221567352 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCE7 500000.00000000 PA USD 552878.87000000 0.034503595643 Long DBT CORP US N 2 2025-10-01 Fixed 3.90000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128E6JK4 19820.42000000 PA USD 21236.99000000 0.001325340061 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HKC3 800000.00000000 PA USD 858487.79000000 0.053575777947 Long DBT CORP US N 2 2025-01-23 Fixed 3.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376JSZ3 2997.78000000 PA USD 3285.65000000 0.000205048058 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 7.50000000 N N N N N N Freddie Mac N/A 3128JQAP3 27300.41000000 PA USD 28347.71000000 0.001769099845 Long ABS-MBS USGSE US N 2 2040-02-01 Floating 2.13000000 N N N N N N UMBS, TBA N/A 01F012478 10150000.00000000 PA USD 10272315.42000000 0.641065949169 Long ABS-MBS USGSE US N 2 2036-07-19 Fixed 1.50000000 N N N N N N Drive Auto Receivables Trust N/A 26208RAF2 8399324.94000000 PA USD 8518883.45000000 0.531639253804 Long ABS-O CORP US N 2 2025-06-16 Fixed 3.42000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 553.00000000 NC USD 2375103.39000000 0.148223438127 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Long Bond USU1 Comdty 2021-09-21 86415959.11000000 USD 2375103.39000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FHY5 122886.99000000 PA USD 138703.48000000 0.008656089150 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHT44 59148.51000000 PA USD 64431.95000000 0.004021014493 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.50000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BH7 215000.00000000 PA USD 229374.54000000 0.014314611768 Long DBT CORP US N 2 2025-04-15 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408H5Q4 16312.69000000 PA USD 18631.53000000 0.001162740723 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.50000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BN0 290000.00000000 PA USD 298802.23000000 0.018647396166 Long DBT CORP GB N 2 2024-05-22 Fixed 2.36000000 N N N N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 -904.00000000 NC -875745.23000000 -0.05465276562 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Short 10 Year Canadian Bond CNU1 Comdty 2021-09-21 -130464506.21000000 CAD -875745.23000000 N N N United Mexican States 254900EGTWEU67VP6075 91086QAV0 100000.00000000 PA USD 125456.25000000 0.007829367255 Long DBT NUSS MX N 2 2040-01-11 Fixed 6.05000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TG41 44921.04000000 PA USD 47534.21000000 0.002966474665 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.50000000 N N N N N N BANCO SANTANDER 5493006QMFDDMYWIAM13 05971KAK5 2200000.00000000 PA USD 2204393.03000000 0.137569890753 Long DBT CORP ES N 2 2024-06-30 Fixed 0.70000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAX8 50000.00000000 PA USD 53958.20000000 0.003367377585 Long DBT CORP US N 2 2049-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TCY9 1027314.60000000 PA USD 1096136.41000000 0.068406751483 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31334YPK7 1697239.23000000 PA USD 1781854.21000000 0.111200446414 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Consumer Loan Underlying Bond Credit Trust N/A 21055MAA9 2410041.70000000 PA USD 2431578.80000000 0.151747907620 Long ABS-O CORP US N 2 2026-12-15 Fixed 2.59000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620C0Y44 172230.54000000 PA USD 201335.55000000 0.012564778259 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389DHV2 10613.28000000 PA USD 11882.81000000 0.000741572329 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.50000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAQ6 2662000.00000000 PA USD 2831037.00000000 0.176676956200 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWM68 2694591.14000000 PA USD 2835664.87000000 0.176965768386 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9Q53 225317.96000000 PA USD 245859.59000000 0.015343396788 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38143U8H7 1900000.00000000 PA USD 2101954.74000000 0.131177008825 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36197EFP6 276628.11000000 PA USD 297009.39000000 0.018535510128 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJMS6 51488.21000000 PA USD 57265.18000000 0.003573756789 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EW54 22450.21000000 PA USD 26265.59000000 0.001639160665 Long ABS-MBS USGA US N 2 2038-10-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7RP4 532293.72000000 PA USD 569186.18000000 0.035521288416 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407KQK8 23619.45000000 PA USD 27294.30000000 0.001703359527 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5HX6 581257.41000000 PA USD 607050.68000000 0.037884304020 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1701821.00000000 OU Notional Amount -840.28000000 -0.00005243948 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 15.83000000 SGD 0.00000000 SGD 1701821.00000000 SGD -852.11000000 N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 79466LAL8 50000.00000000 PA USD 50487.33000000 0.003150770474 Long DBT CORP US N 2 2051-07-15 Fixed 2.90000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2970000.00000000 OU Notional Amount 15883.88000000 0.000991267712 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 CAD -33.12000000 CAD 2970000.00000000 CAD 15911.05000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UZS4 222702.27000000 PA USD 233118.09000000 0.014548236062 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.00000000 N N N N N N COMM Mortgage Trust N/A 12592XAZ9 1418107.71000000 PA USD 1420224.94000000 0.088632193616 Long ABS-MBS CORP US N 2 2048-03-10 Fixed 2.86000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZM5 337174.66000000 PA USD 357212.65000000 0.022292624122 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N KIMBERLY-CLARK CORP MP3J6QPYPGN75NVW2S34 494368CA9 490000.00000000 PA USD 504250.97000000 0.031468866899 Long DBT CORP US N 2 2050-02-07 Fixed 2.88000000 N N N N N Freddie Mac 254900HROIFWPRGM1V77 31335ANR5 36013.30000000 PA USD 39958.18000000 0.002493676210 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413UKP3 17533.63000000 PA USD 20757.94000000 0.001295443915 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KYG65 256031.71000000 PA USD 264293.99000000 0.016493835190 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.00000000 N N N N N N GOLDMAN SACHS BDC INC 6D01AGSGBNZIJSN77043 38147UAD9 1795000.00000000 PA USD 1857357.58000000 0.115912396697 Long DBT CORP US N 2 2026-01-15 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9JK0 344443.65000000 PA USD 378978.39000000 0.023650961965 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 299910000.00000000 OU Notional Amount 191320.28000000 0.011939753782 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2023-09-08 0.00000000 GBP -16140.19000000 GBP 299910000.00000000 GBP 214088.44000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XQDL2 88512.11000000 PA USD 98499.96000000 0.006147101969 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BB1 1590000.00000000 PA USD 1607118.40000000 0.100295682170 Long DBT CORP US N 2 2022-01-15 Fixed 4.20000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AC5 1590000.00000000 PA USD 1654586.23000000 0.103258014249 Long DBT CORP US N 2 2023-05-01 Fixed 3.20000000 N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BT5 323000.00000000 PA USD 317196.66000000 0.019795340154 Long DBT CORP US N 2 2030-11-15 Fixed 2.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV77 512015.19000000 PA USD 549186.24000000 0.034273149121 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 860000.00000000 OU Notional Amount 1050.82000000 0.000065578683 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 9.59000000 AUD 0.00000000 AUD 860000.00000000 AUD 1043.59000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 6410000.00000000 PA USD 6594572.87000000 0.411548511063 Long DBT CORP US N 2 2032-04-22 Fixed 2.69000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 500000.00000000 PA USD 555773.33000000 0.034684230648 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBE8 750000.00000000 PA USD 753172.74000000 0.047003365620 Long DBT CORP GB N 2 2032-04-29 Fixed 2.13000000 N N N N N N Freddie Mac N/A 31292G2S4 4576.10000000 PA USD 5202.67000000 0.000324683817 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N Freddie Mac N/A 31335BLL8 51300.04000000 PA USD 55436.22000000 0.003459616604 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 3.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2310000.00000000 OU Notional Amount 1382.73000000 0.000086292241 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 EUR -25.75000000 EUR 2310000.00000000 EUR 1413.64000000 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CB0 620000.00000000 PA USD 651268.45000000 0.040643809111 Long DBT CORP US N 2 2051-05-12 Fixed 3.10000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0RL5 5503157.43000000 PA USD 5626535.47000000 0.351136053959 Long ABS-MBS USGSE US N 2 2030-04-25 Floating 2.44000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5F59 514553.95000000 PA USD 544656.12000000 0.033990437234 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEXP2 1236980.04000000 PA USD 1251707.07000000 0.078115473299 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BK6 140000.00000000 PA USD 170569.49000000 0.010644756078 Long DBT CORP US N 2 2045-11-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5MC4 242860.11000000 PA USD 258143.13000000 0.016109977535 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 4.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 8420000.00000000 OU Notional Amount 313.67000000 0.000019575251 N/A DIR HK N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 93.89000000 HKD 0.00000000 HKD 8420000.00000000 HKD 301.58000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E9N55 1150699.07000000 PA USD 1220599.92000000 0.076174164662 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.00000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0JU4 1707079.47000000 PA USD 1783026.75000000 0.111273621296 Long ABS-MBS USGSE US N 2 2028-10-25 Floating 4.74000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MPGQ2 25299.67000000 PA USD 26770.69000000 0.001670682518 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.00000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BM7 520000.00000000 PA USD 552343.94000000 0.034470212185 Long DBT CORP US N 2 2050-05-15 Fixed 3.30000000 N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WFEV7 5461.53000000 PA USD 5955.18000000 0.000371645823 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBJ9 130000.00000000 PA USD 132993.75000000 0.008299761163 Long DBT CORP US N 2 2041-02-15 Fixed 3.50000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1758440000.00000000 OU Notional Amount -3182.67000000 -0.00019862137 N/A DIR US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 N/A N/A Y 2026-09-15 0.00000000 KRW 0.00000000 KRW 1758440000.00000000 KRW -3182.67000000 N N N Exeter Automobile Receivables Trust N/A 30166NAD8 4340000.00000000 PA USD 4354691.77000000 0.271763910932 Long ABS-O CORP US N 2 2024-09-16 Fixed 0.79000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AU0 370000.00000000 PA USD 502952.19000000 0.031387813738 Long DBT CORP US N 2 2043-11-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W1VC8 44134.91000000 PA USD 47822.58000000 0.002984471016 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1290000.00000000 OU Notional Amount -1487.19000000 -0.00009281129 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 12.01000000 SGD 0.00000000 SGD 1290000.00000000 SGD -1496.20000000 N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZQ9 1200000.00000000 PA USD 1314240.00000000 0.082017975362 Long DBT CORP US N 2 2024-03-18 Fixed 5.58000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 312938Z48 54039.56000000 PA USD 60315.38000000 0.003764111083 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N COMM Mortgage Trust N/A 12595EAD7 1290000.00000000 PA USD 1422956.17000000 0.088802641902 Long ABS-MBS CORP US N 2 2050-09-10 Fixed 3.51000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2580000.00000000 OU Notional Amount USD -6351.98000000 -0.00039640898 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-16 0.00000000 USD -385.53000000 USD 2580000.00000000 USD -5966.45000000 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 400000.00000000 PA USD 411426.62000000 0.025675963585 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAB9 2110000.00000000 PA USD 2124929.01000000 0.132610767584 Long DBT CORP US N 2 2027-05-04 Fixed 1.59000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KC4 330000.00000000 PA USD 407492.01000000 0.025430415781 Long DBT CORP US N 2 2049-05-15 Fixed 4.25000000 N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 711540.00000000 OU Notional Amount -481.60000000 -0.00003005528 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 6.62000000 SGD 0.00000000 SGD 711540.00000000 SGD -486.56000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJ6P8 112472.88000000 PA USD 121895.31000000 0.007607139131 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416J7C9 40275.09000000 PA USD 44449.59000000 0.002773972316 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.50000000 N N N N N N WISCONSIN ELECTRIC POWER AENKIFMULUAWOUU8Q584 976656CH9 800000.00000000 PA USD 859805.00000000 0.053657981271 Long DBT CORP US N 2 2025-06-01 Fixed 3.10000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HAFL9 135562.75000000 PA USD 148760.04000000 0.009283690418 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CDL5 54173.31000000 PA USD 57297.99000000 0.003575804367 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406BBF6 78001.70000000 PA USD 90311.78000000 0.005636100976 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2270000.00000000 OU Notional Amount 7019.07000000 0.000438040167 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-06-16 0.00000000 CAD -25.11000000 CAD 2270000.00000000 CAD 7039.81000000 N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YAY1 5085000.00000000 PA USD 5055784.39000000 0.315517104591 Long DBT CORP US N 2 2026-02-24 Fixed 0.75000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335APZ5 72048.42000000 PA USD 78234.16000000 0.004882371109 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N ATLANTIC CITY ELECTRIC 549300S5TW3VP5V06B73 048303CJ8 570000.00000000 PA USD 576620.03000000 0.035985213822 Long DBT CORP US N 2 2031-03-15 Fixed 2.30000000 N N N N N N XEROX HOLDINGS CORP 5493000Y33XDVO2CXC18 98421MAB2 700000.00000000 PA USD 727293.00000000 0.045388284754 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132GFFX0 3920.33000000 PA USD 4375.53000000 0.000273064365 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ALVD3 29503.53000000 PA USD 32743.82000000 0.002043448549 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8X57 3955285.93000000 PA USD 4156234.07000000 0.259378731095 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 3.00000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AS4 225000.00000000 PA USD 240736.97000000 0.015023708663 Long DBT CORP US N 2 2025-04-01 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QVG3 13799.76000000 PA USD 16342.47000000 0.001019887008 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6.00000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78015K7H1 8410000.00000000 PA USD 8454917.56000000 0.527647324788 Long DBT CORP CA N 2 2025-06-10 Fixed 1.15000000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAA3 1030000.00000000 PA USD 1069068.96000000 0.066717549018 Long DBT CORP US N 2 2025-06-17 Fixed 2.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T4Q5 339702.25000000 PA USD 365777.13000000 0.022827108927 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BL71 21842.05000000 PA USD 25919.31000000 0.001617550317 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 8012400.00000000 OU Notional Amount 1242.02000000 0.000077510930 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 89.34000000 HKD 0.00000000 HKD 8012400.00000000 HKD 1230.51000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E0E76 7265.90000000 PA USD 7976.17000000 0.000497770053 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.50000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042QAG5 3480000.00000000 PA USD 3500305.80000000 0.218444115889 Long ABS-O CORP US N 2 2025-11-17 Fixed 0.78000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAX0 400000.00000000 PA USD 432881.50000000 0.027014901541 Long DBT CORP NO N 2 2024-11-10 Fixed 3.25000000 N N N N N N Freddie Mac N/A 31336SBZ0 2116.73000000 PA USD 2119.31000000 0.000132260101 Long ABS-MBS USGSE US N 2 2032-09-01 Floating 2.69000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RD63 304944.87000000 PA USD 322879.57000000 0.020149994382 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.00000000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 581557BQ7 1465000.00000000 PA USD 1443488.63000000 0.090084014252 Long DBT CORP US N 2 2025-12-03 Fixed 0.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FRMZ5 200160.64000000 PA USD 211224.85000000 0.013181941306 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJ6R4 9504.93000000 PA USD 10454.60000000 0.000652441810 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.50000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AD9 950000.00000000 PA USD 1024840.96000000 0.063957405502 Long DBT CORP US N 2 2024-07-15 Fixed 4.63000000 N N N N N N ROCKEFELLER FOUNDATION 549300JU3NX0IK5I9038 77310VAA2 72000.00000000 PA USD 70091.95000000 0.004374238973 Long DBT CORP US N 2 2050-10-01 Fixed 2.49000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHL6 2565000.00000000 PA USD 2734952.59000000 0.170680601826 Long DBT CORP US N 2 2024-07-23 Fixed 3.86000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416VS21 32537.45000000 PA USD 38567.95000000 0.002406915915 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 3080000.00000000 OU Notional Amount -4826.78000000 -0.00030122559 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 EUR -34.34000000 EUR 3080000.00000000 EUR -4786.02000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1811300.00000000 OU Notional Amount -4674.84000000 -0.00029174345 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 16.85000000 SGD 0.00000000 SGD 1811300.00000000 SGD -4687.58000000 N N N DH EUROPE FINANCE II 222100KDGL314CKTZ511 23291KAK1 855000.00000000 PA USD 940016.03000000 0.058663723208 Long DBT CORP LU N 2 2049-11-15 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5NM7 230535.60000000 PA USD 252468.43000000 0.015755835670 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.50000000 N N N N N N AMERISOURCEBERGEN CORP AI8GXW8LG5WK7E9UD086 03073EAR6 1855000.00000000 PA USD 1933358.24000000 0.120655381433 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J96V8 141033.53000000 PA USD 153773.89000000 0.009596590517 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7VQ9 718762.15000000 PA USD 752672.04000000 0.046972118359 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6GA3 913392.68000000 PA USD 974322.03000000 0.060804662962 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.50000000 N N N N N N LB BADEN-WUERTTEMBERG B81CK4ESI35472RHJ606 514886AC4 2974000.00000000 PA USD 3298995.03000000 0.205880884079 Long DBT CORP DE N 2 2023-02-01 Fixed 7.63000000 N N N N N ARCELORMITTAL 2EULGUTUI56JI9SAL165 03938LBC7 160000.00000000 PA USD 176977.32000000 0.011044650498 Long DBT CORP LU N 2 2029-07-16 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408GVE4 36302.96000000 PA USD 40693.26000000 0.002539550459 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 860000.00000000 OU Notional Amount 797.13000000 0.000049746613 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 9.59000000 AUD 0.00000000 AUD 860000.00000000 AUD 789.90000000 N N N BAYLOR SCOTT & WHITE HOL 549300JQDKSBWYRGGV95 072863AJ2 92000.00000000 PA USD 92253.74000000 0.005757293169 Long DBT CORP US N 2 2050-11-15 Fixed 2.84000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BLD8 82228.19000000 PA USD 95263.61000000 0.005945130583 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 312939CK5 19796.21000000 PA USD 22016.47000000 0.001373985188 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389SVS0 5790.24000000 PA USD 6501.15000000 0.000405718255 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.00000000 N N N N N N Texas Transportation Commission State Highway Fund N/A 88283LKV7 690000.00000000 PA USD 849072.60000000 0.052988202754 Long DBT MUN US N 2 2033-10-01 Fixed 4.00000000 N N N N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAF8 2420000.00000000 PA USD 2314778.96000000 0.144458762259 Long DBT CORP US N 2 2031-02-02 Fixed 1.80000000 N N N N N N UMBS, TBA N/A 01F030678 17600000.00000000 PA USD 18345593.73000000 1.144896255297 Long ABS-MBS USGSE US N 2 2051-07-14 Fixed 3.00000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AQ2 1258000.00000000 PA USD 1355469.84000000 0.084591012251 Long DBT US N 2 2031-01-15 Fixed 4.00000000 N N N N N N BLOCK FINANCIAL N/A 093662AJ3 2850000.00000000 PA USD 2861597.99000000 0.178584180546 Long DBT CORP US N 2 2028-07-15 Fixed 2.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 13790000.00000000 OU Notional Amount -317942.79000000 -0.01984190400 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 GBP -524.85000000 GBP 13790000.00000000 GBP -317209.84000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M8EN9 28641.75000000 PA USD 30316.49000000 0.001891965797 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERHL7 52738.43000000 PA USD 57676.67000000 0.003599436707 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5MS5 825482.49000000 PA USD 898633.25000000 0.056081141769 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BY5 800000.00000000 PA USD 861496.96000000 0.053763571676 Long DBT CORP US N 2 2025-05-01 Fixed 3.13000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409VDU4 31866.30000000 PA USD 36902.92000000 0.002303006135 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1920000.00000000 OU Notional Amount 106.57000000 0.000006650730 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 17.87000000 SGD 0.00000000 SGD 1920000.00000000 SGD 93.29000000 N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XZC1 855871.17000000 PA USD 835861.90000000 0.052163760592 Long ABS-MBS USGSE US N 2 2030-07-25 Floating 0.54000000 N N N N N N State of California N/A 13063DGC6 500000.00000000 PA USD 563150.00000000 0.035144587613 Long DBT MUN US N 2 2028-04-01 Fixed 3.50000000 N N N N N N MAXIM INTEGRATED PRODUCT SO0H5YEO14Y4PVKQH532 57772KAB7 1000000.00000000 PA USD 1042029.22000000 0.065030075856 Long DBT CORP US N 2 2023-03-15 Fixed 3.38000000 N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M9KW1 253092.76000000 PA USD 282251.07000000 0.017614485410 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCA6 6129000.00000000 PA USD 6189221.04000000 0.386251657819 Long DBT CORP JP N 2 2025-07-08 Fixed 1.47000000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAJ2 320000.00000000 PA USD 348086.84000000 0.021723108311 Long DBT CORP US N 2 2050-06-01 Fixed 3.25000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJVB3 362673.34000000 PA USD 388825.74000000 0.024265507033 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 720000.00000000 PA USD 732925.30000000 0.045739780556 Long DBT CORP US N 2 2032-05-01 Fixed 2.56000000 N N N N N N INTERPUBLIC GROUP COS 5493008IUOJ5VWTRC333 460690BS8 610000.00000000 PA USD 632834.50000000 0.039493398792 Long DBT CORP US N 2 2041-03-01 Fixed 3.38000000 N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BR3 940000.00000000 PA USD 971602.93000000 0.060634971675 Long DBT CORP US N 2 2023-04-24 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WTWW2 19825.41000000 PA USD 20635.56000000 0.001287806528 Long ABS-MBS USGSE US N 2 2043-05-01 Floating 1.78000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413HHS0 8437.54000000 PA USD 9650.10000000 0.000602235256 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MCXP4 16530.68000000 PA USD 17490.92000000 0.001091558501 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 7452.92000000 0.000465115510 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 270000.00000000 GBP 381006.18000000 USD 2021-09-15 7452.92000000 N N N Freddie Mac 254900HROIFWPRGM1V77 3128E6AD9 52420.90000000 PA USD 55913.66000000 0.003489412275 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EL6H1 104870.74000000 PA USD 115820.08000000 0.007228001330 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QG3B1 1051361.92000000 PA USD 1063115.85000000 0.066346032378 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A23R1 172704.33000000 PA USD 184087.90000000 0.011488401545 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMG4 238000.00000000 PA USD 247968.02000000 0.015474977899 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N Santander Revolving Auto Loan Trust N/A 80286JAA3 4790000.00000000 PA USD 5047244.56000000 0.314984158123 Long ABS-O CORP US N 2 2032-01-26 Fixed 2.51000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JM4A7 502787.89000000 PA USD 541543.90000000 0.033796212448 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 3.50000000 N N N N N N Carvana Auto Receivables Trust N/A 14686KAC1 1502000.00000000 PA USD 1499018.98000000 0.093549505242 Long ABS-O CORP US N 2 2028-03-10 Fixed 0.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042679 188000.00000000 PA USD 200337.50000000 0.012502492801 Long ABS-MBS USGA US N 2 2051-07-21 Fixed 4.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MT5 8880000.00000000 PA USD 8902153.47000000 0.555558044175 Long DBT CORP US N 2 2024-10-30 Fixed 0.78000000 N N N N N DEUTSCHE TELEKOM INT FIN 529900ERDFHS6C1M4U58 25156PAC7 2445000.00000000 PA USD 3663680.30000000 0.228639853133 Long DBT CORP NL N 2 2030-06-15 Fixed 8.75000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9F65 15522.23000000 PA USD 16755.81000000 0.001045682380 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F022675 14064000.00000000 PA USD 14546351.32000000 0.907796356967 Long ABS-MBS USGSE US N 2 2051-07-14 Fixed 2.50000000 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166BY9 250000.00000000 PA USD 284472.68000000 0.017753129762 Long DBT US N 2 2030-04-15 Fixed 4.00000000 N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EQ2 120000.00000000 PA USD 117901.31000000 0.007357884966 Long DBT CORP AU N 2 2040-11-16 Fixed 2.96000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128PE2F4 1013.47000000 PA USD 1015.67000000 0.000063385072 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 6.00000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFB5 278000.00000000 PA USD 306890.13000000 0.019152138971 Long DBT CORP US N 2 2027-03-01 Fixed 3.50000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042QAJ9 4250000.00000000 PA USD 4289406.85000000 0.267689665011 Long ABS-O CORP US N 2 2025-11-17 Fixed 1.24000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FEBQ2 1190000.00000000 PA USD 1341012.55000000 0.083688773958 Long ABS-MBS USGSE US N 2 2027-12-25 Fixed 3.44000000 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555DB7 120000.00000000 PA USD 128471.23000000 0.008017523570 Long DBT CORP US N 2 2050-05-15 Fixed 3.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EH44 56218.20000000 PA USD 64561.31000000 0.004029087482 Long ABS-MBS USGA US N 2 2036-05-20 Fixed 5.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1470000.00000000 OU Notional Amount -1597.18000000 -0.00009967545 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 EUR -16.39000000 EUR 1470000.00000000 EUR -1577.20000000 N N N GEORGETOWN UNIVERSITY 549300GCL3B0KVXSX752 37310PAD3 27000.00000000 PA USD 27159.19000000 0.001694927696 Long DBT CORP US N 2 2050-04-01 Fixed 2.94000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286WAF3 5750000.00000000 PA USD 5783352.30000000 0.360922545695 Long ABS-O CORP US N 2 2026-01-15 Fixed 1.01000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31293EAT7 2109.55000000 PA USD 2366.35000000 0.000147677163 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 890000.00000000 PA USD 1033668.81000000 0.064508326479 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N Drive Auto Receivables Trust N/A 26208VAE6 2950000.00000000 PA USD 2979210.61000000 0.185924049192 Long ABS-O CORP US N 2 2025-03-17 Fixed 1.42000000 N N N N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572QAF2 1150000.00000000 PA USD 1656445.54000000 0.103374048491 Long DBT CORP US N 2 2043-09-15 Fixed 5.30000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AR8 700000.00000000 PA USD 685907.29000000 0.042805520462 Long DBT CORP US N 2 2031-01-15 Fixed 2.15000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CR8 2670000.00000000 PA USD 2635671.04000000 0.164484723051 Long DBT CORP US N 2 2026-05-01 Fixed 0.88000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128CUUA2 128295.30000000 PA USD 137465.36000000 0.008578821607 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 3620000.00000000 OU Notional Amount 1120.79000000 0.000069945311 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2023-06-19 0.00000000 GBP -1165.14000000 GBP 3620000.00000000 GBP 2742.73000000 N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BN7 1495000.00000000 PA USD 1500526.06000000 0.093643557813 Long DBT CORP US N 2 2026-06-01 Fixed 1.15000000 N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EK2 225000.00000000 PA USD 276674.67000000 0.017266478168 Long DBT CORP US N 2 2048-09-15 Fixed 4.25000000 N N N N N N PPL ELECTRIC UTILITIES 9N3UAJSNOUXFKQLF3V18 69351UAQ6 400000.00000000 PA USD 407219.58000000 0.025413414201 Long DBT CORP US N 2 2022-09-01 Fixed 2.50000000 N N N N N UNIV SOUTHERN CALIFORIA 0GMCSQ6M60R4T46U5511 914886AF3 190000.00000000 PA USD 196404.99000000 0.012257076052 Long DBT CORP US N 2 2051-10-01 Fixed 2.95000000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AS7 2035000.00000000 PA USD 2051890.50000000 0.128052642193 Long DBT CORP KY N 2 2026-04-09 Fixed 1.72000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403APE9 38723.86000000 PA USD 44216.33000000 0.002759415224 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KHZ7 6397.36000000 PA USD 7585.80000000 0.000473408173 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RML3 3620000.00000000 PA USD 3658251.56000000 0.228301060931 Long DBT CORP US N 2 2026-03-25 Fixed 1.70000000 N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 500000.00000000 PA USD 728086.28000000 0.045437791099 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179DJ76 25351.71000000 PA USD 26895.22000000 0.001678454080 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGXT9 559117.59000000 PA USD 577160.62000000 0.036018950504 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBF2 1200000.00000000 PA USD 1363186.52000000 0.085072588273 Long DBT CORP US N 2 2031-03-01 Fixed 4.25000000 N N N N N N WISCONSIN POWER & LIGHT JWBYHVQVMY66CVCOSO49 976826BL0 390000.00000000 PA USD 421720.55000000 0.026318378439 Long DBT CORP US N 2 2027-10-15 Fixed 3.05000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R4F3 163883.44000000 PA USD 177587.19000000 0.011082710748 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 4.00000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05551VBJ1 1660000.00000000 PA USD 1722559.59000000 0.107500038055 Long ABS-MBS CORP US N 2 2054-07-15 Fixed 2.49000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H020675 8500000.00000000 PA USD 8656718.84000000 0.540241167930 Long ABS-MBS USGA US N 2 2051-07-21 Fixed 2.00000000 N N N N N N Fannie Mae - CAS N/A 20754HAE8 4501247.12000000 PA USD 4519335.83000000 0.282038877800 Long ABS-MBS USGSE US N 2 2039-07-25 Floating 2.09000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBE2 1127000.00000000 PA USD 1392234.74000000 0.086885404952 Long DBT CORP US N 2 2039-02-14 Fixed 5.80000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2180000.00000000 OU Notional Amount -13983.66000000 -0.00087268039 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-04-15 0.00000000 EUR -6147.80000000 EUR 2180000.00000000 EUR -6667.46000000 N N N TAMPA ELECTRIC CO WS423EPRKJIIJUITXD73 875127BJ0 35000.00000000 PA USD 38342.18000000 0.002392826252 Long DBT CORP US N 2 2051-03-15 Fixed 3.45000000 N N N N N N Upstart Securitization Trust N/A 91681NAA2 2805053.88000000 PA USD 2810514.20000000 0.175396186702 Long ABS-O CORP US N 2 2031-03-20 Fixed 0.87000000 N N N N N N Regents of the University of California Medical Center Pooled Revenue N/A 913366KD1 85000.00000000 PA USD 92708.65000000 0.005785682806 Long DBT MUN US N 2 2120-05-15 Fixed 3.71000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGZ83 706317.81000000 PA USD 731228.08000000 0.045633861889 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2ZU9 98383.94000000 PA USD 108569.15000000 0.006775491439 Long ABS-MBS USGA US N 2 2046-12-15 Fixed 4.00000000 N N N N N N BLOCK FINANCIAL LLC N/A 093662AH7 100000.00000000 PA USD 108109.65000000 0.006746815353 Long DBT CORP US N 2 2030-08-15 Fixed 3.88000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 870000.00000000 OU Notional Amount 1849.83000000 0.000115442621 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-06-16 0.00000000 CAD -9.62000000 CAD 870000.00000000 CAD 1857.79000000 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BXQY1 2790000.00000000 PA USD 3088920.88000000 0.192770754682 Long ABS-MBS USGSE US N 2 2027-03-25 Fixed 3.22000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ASL75 24677.25000000 PA USD 26052.27000000 0.001625847972 Long ABS-MBS USGSE US N 2 2041-09-01 Floating 2.32000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KAT7 245000.00000000 PA USD 270505.34000000 0.016881467853 Long DBT CORP US N 2 2027-05-01 Fixed 3.55000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLS2 397352.16000000 PA USD 421721.05000000 0.026318409642 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCWN2 674579.97000000 PA USD 704827.91000000 0.043986302469 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Freddie Mac - STACR N/A 35565MAH7 5299262.45000000 PA USD 5365141.82000000 0.334823220728 Long ABS-MBS USGSE US N 2 2050-07-25 Floating 3.69000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAR5 1778000.00000000 PA USD 1522920.78000000 0.095041148506 Long DBT CORP US N 2 2060-08-15 Fixed 2.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7VU0 4022221.92000000 PA USD 4183290.91000000 0.261067271420 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AJL3 149791.61000000 PA USD 159725.78000000 0.009968031020 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644UBA5 1780000.00000000 PA USD 1955025.62000000 0.122007580909 Long ABS-MBS CORP US N 2 2048-07-15 Fixed 3.82000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAFC7 334940.63000000 PA USD 366281.45000000 0.022858582102 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SB71 520971.33000000 PA USD 550738.41000000 0.034370015630 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.00000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CP4 1300000.00000000 PA USD 1466064.87000000 0.091492933092 Long DBT CORP US N 2 2028-06-15 Fixed 3.70000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AX4 770000.00000000 PA USD 963122.38000000 0.060105724703 Long DBT CORP US N 2 2047-06-01 Fixed 4.50000000 N N N N N N GS Mortgage Securities Trust N/A 36192KAV9 280000.00000000 PA USD 285352.90000000 0.017808061786 Long ABS-MBS CORP US N 2 2045-05-10 Fixed 4.09000000 N N N N N N COMM Mortgage Trust N/A 20048EBA8 400000.00000000 PA USD 413126.96000000 0.025782076962 Long ABS-MBS CORP US N 2 2046-01-10 Fixed 3.28000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46640UAC6 1143856.76000000 PA USD 1186262.96000000 0.074031292782 Long ABS-MBS CORP US N 2 2047-01-15 Fixed 3.93000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BBN73 4980000.00000000 PA USD 4873729.29000000 0.304155564304 Long ABS-MBS USGSE US N 2 2030-07-25 Fixed 1.27000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A25U2 71585.38000000 PA USD 74901.07000000 0.004674362455 Long ABS-MBS USGA US N 2 2046-12-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MLBA1 38185.17000000 PA USD 40419.56000000 0.002522469622 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHEP6 334040.76000000 PA USD 346008.27000000 0.021593390677 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N NORTHERN STATES PWR-MINN 3S1GHB0TEH85KX44SB51 665772CS6 305000.00000000 PA USD 289691.91000000 0.018078847042 Long DBT CORP US N 2 2051-06-01 Fixed 2.60000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M1NN5 13.82000000 PA USD 13.82000000 0.000000862466 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6.00000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 235000.00000000 PA USD 249862.83000000 0.015593227595 Long DBT CORP US N 2 2026-08-18 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GNV4 46224.18000000 PA USD 49040.45000000 0.003060474814 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 7130000.00000000 OU Notional Amount -4521.50000000 -0.00028217393 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-23 6569.15000000 EUR 0.00000000 EUR 7130000.00000000 EUR -12340.41000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KQN31 2007988.77000000 PA USD 2028783.40000000 0.126610593892 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286NAF3 4730000.00000000 PA USD 4727486.95000000 0.295028996372 Long ABS-O CORP US N 2 2026-02-17 Fixed 0.75000000 N N N N N N UMBS, TBA N/A 01F020471 8711000.00000000 PA USD 8984749.97000000 0.560712656500 Long ABS-MBS USGSE US N 2 2036-07-19 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407YR68 11080.72000000 PA USD 12692.41000000 0.000792097159 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 143.00000000 NC USD 878828.45000000 0.054845180606 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Ultra Long Bond WNU1 Comdty 2021-09-21 26648671.55000000 USD 878828.45000000 N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BB1 420000.00000000 PA USD 514271.31000000 0.032094207780 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265VAE5 215000.00000000 PA USD 306012.19000000 0.019097349236 Long DBT CORP US N 2 2040-04-16 Fixed 6.75000000 N N N N N N American Home Mortgage Investment Trust N/A 02660TBN2 24714.57000000 PA USD 25136.00000000 0.001568666171 Long ABS-MBS CORP US N 2 2034-10-25 Floating 1.71000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RQZ5 33238.37000000 PA USD 35184.39000000 0.002195757572 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8A39 174132.21000000 PA USD 179751.55000000 0.011217782291 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CA2 490000.00000000 PA USD 505560.50000000 0.031550590937 Long DBT CORP US N 2 2041-05-12 Fixed 2.88000000 N N N N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836BS6 918000.00000000 PA USD 964360.97000000 0.060183021577 Long DBT CORP US N 2 2023-12-01 Fixed 2.65000000 N N N N N Freddie Mac N/A 3128MJ4E7 415336.27000000 PA USD 448960.98000000 0.028018376093 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 46124HAB2 405000.00000000 PA USD 405825.01000000 0.025326383059 Long DBT CORP US N 2 2025-07-15 Fixed 0.95000000 N N N N N MARTIN MARIETTA 5299005MZ4WZECVATV08 573284AW6 2165000.00000000 PA USD 2166717.75000000 0.135218683830 Long DBT CORP US N 2 2031-07-15 Fixed 2.40000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 68185.07000000 0.004255236023 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2050-10-20 0.00000000 USD 0.00000000 USD 500000.00000000 USD 68185.07000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJY6 730000.00000000 PA USD 729846.70000000 0.045547653898 Long DBT CORP US N 2 2024-06-14 Fixed 0.52000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XDK7 294336.00000000 PA USD 308186.95000000 0.019233069813 Long ABS-MBS USGSE US N 2 2029-01-25 Floating 4.54000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31287YYC2 61834.61000000 PA USD 74748.00000000 0.004664809793 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Morgan Stanley Capital I Trust IGJSJL3JD5P30I6NJZ34 61765DAU2 550000.00000000 PA USD 598027.49000000 0.037321192431 Long ABS-MBS CORP US N 2 2048-05-15 Variable 3.78000000 N N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 46124HAD8 1415000.00000000 PA USD 1388658.97000000 0.086662251330 Long DBT CORP US N 2 2030-07-15 Fixed 1.65000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXS8 1535000.00000000 PA USD 1523735.85000000 0.095092014704 Long DBT CORP US N 2 2026-02-12 Fixed 0.86000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F9WA9 279321.02000000 PA USD 296363.56000000 0.018495205717 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079KAC1 800000.00000000 PA USD 836915.42000000 0.052229507775 Long DBT CORP US N 2 2026-08-15 Fixed 2.00000000 N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128P7Q63 10837.42000000 PA USD 11823.67000000 0.000737881570 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FPG5 53877.72000000 PA USD 60376.38000000 0.003767917920 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.50000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BV1 800000.00000000 PA USD 861227.26000000 0.053746740467 Long DBT CORP US N 2 2024-05-22 Fixed 3.63000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBR0 1070000.00000000 PA USD 1078349.95000000 0.067296749171 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BP4 4490000.00000000 PA USD 4905220.11000000 0.306120816693 Long DBT CORP US N 2 2025-03-25 Fixed 3.40000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8SQ1 1570917.42000000 PA USD 1588899.43000000 0.099158688141 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5VE0 140899.92000000 PA USD 151599.21000000 0.009460874932 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617NWHS4 1625971.70000000 PA USD 1683575.19000000 0.105067132681 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2R87 346212.86000000 PA USD 367261.52000000 0.022919745479 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180DMG9 41531.74000000 PA USD 44219.09000000 0.002759587468 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3132Y1GL6 43503.00000000 PA USD 47267.81000000 0.002949849400 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AL3 2545000.00000000 PA USD 2964925.00000000 0.185032524959 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SEH6 1649153.68000000 PA USD 1754817.28000000 0.109513148616 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 810000.00000000 PA USD 970770.00000000 0.060582990886 Long DBT CORP IE N 2 2035-11-15 Fixed 4.42000000 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAG8 161000.00000000 PA USD 166161.45000000 0.010369662856 Long DBT CORP US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GNKS1 15624.09000000 PA USD 16946.63000000 0.001057590913 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7RM9 9330.86000000 PA USD 10034.78000000 0.000626242040 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17324TAE9 550000.00000000 PA USD 602778.06000000 0.037617661975 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.62000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LQ21 138473.09000000 PA USD 145745.42000000 0.009095556570 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.00000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAP8 2000000.00000000 PA USD 2237684.72000000 0.139647530309 Long DBT CORP US N 2 2025-03-15 Fixed 4.90000000 N N N N N N Freddie Mac - STACR 5493007ZK0X40BI7UF30 35565KAA6 1019593.32000000 PA USD 1019593.22000000 0.063629908995 Long ABS-MBS USGSE US N 2 2050-02-25 Floating 0.84000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJUS5 180352.12000000 PA USD 191271.71000000 0.011936722667 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434CU4 730000.00000000 PA USD 754023.83000000 0.047056479723 Long DBT CORP US N 2 2030-02-01 Fixed 2.55000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBM2 1710000.00000000 PA USD 1821725.53000000 0.113688701939 Long DBT CORP US N 2 2025-04-15 Fixed 2.65000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BU7 400000.00000000 PA USD 421713.32000000 0.026317927235 Long DBT CORP US N 2 2026-05-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FLP9 104020.83000000 PA USD 115039.87000000 0.007179310645 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 88.00000000 NC USD -34230.04000000 -0.00213619930 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 2 Year US Treasury Note TUU1 Comdty 2021-09-30 19422417.50000000 USD -34230.04000000 N N N GLP CAPITAL LP / FIN II 2549005PXW31DRW8EC44 361841AH2 380000.00000000 PA USD 437383.80000000 0.027295877261 Long DBT CORP US N 2 2026-04-15 Fixed 5.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FBKZ2 48009.87000000 PA USD 51942.57000000 0.003241587858 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAC9 600000.00000000 PA USD 614563.30000000 0.038353145238 Long DBT CORP ES N 2 2022-04-11 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7RH2 179367.98000000 PA USD 189418.26000000 0.011821054131 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N NVR INC 529900RWXR4JI3JYTV70 62944TAF2 4825000.00000000 PA USD 5115543.89000000 0.319246524787 Long DBT CORP US N 2 2030-05-15 Fixed 3.00000000 N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 65000.00000000 PA USD 63126.93000000 0.003939571911 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296GJF9 19649.93000000 PA USD 21660.47000000 0.001351768242 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416W5B4 29229.77000000 PA USD 32141.31000000 0.002005847616 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBN2 430000.00000000 PA USD 407916.32000000 0.025456895760 Long DBT CORP US N 2 2051-02-04 Fixed 3.70000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172BL2 1220000.00000000 PA USD 1421334.50000000 0.088701438095 Long DBT CORP US N 2 2044-11-10 Fixed 4.25000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKZQ5 944213.64000000 PA USD 978156.61000000 0.061043968179 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SQV2 243320.02000000 PA USD 256924.92000000 0.016033952519 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.00000000 N N N N N N ACTIVISION BLIZZARD 549300TPQQDBP9GNOF40 00507VAQ2 445000.00000000 PA USD 399448.40000000 0.024928436990 Long DBT CORP US N 2 2050-09-15 Fixed 2.50000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BZ8 1310000.00000000 PA USD 1332026.09000000 0.083127954583 Long DBT CORP US N 2 2031-05-12 Fixed 2.10000000 N N N N N N Freddie Mac N/A 3128MMLD3 33442.21000000 PA USD 35095.74000000 0.002190225178 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178WS67 48844.83000000 PA USD 52102.51000000 0.003251569257 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 11050000.00000000 OU Notional Amount 1387.88000000 0.000086613638 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 SEK -1381.87000000 SEK 11050000.00000000 SEK 1552.79000000 N N N AT&T INC 549300Z40J86GGSTL398 00206RMJ8 2470000.00000000 PA USD 2475384.60000000 0.154481702836 Long DBT CORP US N 2 2024-03-25 Fixed 0.90000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EQN2 47167.04000000 PA USD 55981.10000000 0.003493621013 Long ABS-MBS USGA US N 2 2037-12-20 Fixed 6.50000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EB9 635000.00000000 PA USD 680639.18000000 0.042476752721 Long DBT CORP US N 2 2051-04-01 Fixed 3.50000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BD3 50000.00000000 PA USD 64556.25000000 0.004028771702 Long DBT NUSS UY N 2 2055-04-20 Fixed 4.98000000 N N N N N Morgan Stanley Capital I Trust N/A 61691UBH1 970000.00000000 PA USD 1058563.13000000 0.066061910089 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MJF20 22891.11000000 PA USD 24230.49000000 0.001512155870 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407YAR0 88723.54000000 PA USD 102607.75000000 0.006403457444 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7J2 1018071.87000000 PA USD 1080877.63000000 0.067454494481 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBZ1 3520000.00000000 PA USD 3711653.37000000 0.231633715802 Long DBT CORP US N 2 2024-11-21 Fixed 2.60000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 3010000.00000000 OU Notional Amount 5399.80000000 0.000336986139 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 CAD -33.56000000 CAD 3010000.00000000 CAD 5427.18000000 N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAG0 3800000.00000000 PA USD 4178638.42000000 0.260776922770 Long DBT CORP GB N 2 2028-11-03 Fixed 3.82000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MJWD7 16363.79000000 PA USD 17528.38000000 0.001093896273 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSG1 247894.52000000 PA USD 263455.40000000 0.016441501176 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.50000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 285000.00000000 PA USD 273600.00000000 0.017074596770 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 950000.00000000 OU Notional Amount -3109.75000000 -0.00019407064 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-18 2081.65000000 GBP 0.00000000 GBP 950000.00000000 GBP -6007.43000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAXL9 848376.16000000 PA USD 937106.14000000 0.058482125260 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 5.00000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 2874110000.00000000 OU Notional Amount -16992.02000000 -0.00106042357 N/A DIR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A Y 2026-09-15 0.00000000 KRW 0.00000000 KRW 2874110000.00000000 KRW -16992.02000000 N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAK6 110000.00000000 PA USD 119827.25000000 0.007478077397 Long DBT CORP US N 2 2026-10-15 Fixed 3.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A26Q0 311144.33000000 PA USD 346072.72000000 0.021597412818 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.50000000 N N N N N N GLP CAPITAL LP / FIN II 2549005PXW31DRW8EC44 361841AK5 1145000.00000000 PA USD 1362388.10000000 0.085022761154 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N ESSENTIAL UTILITIES INC 549300ILTEOF3E3QY357 03836WAB9 630000.00000000 PA USD 697309.51000000 0.043517100538 Long DBT CORP US N 2 2029-05-01 Fixed 3.57000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4EZ5 46863.62000000 PA USD 50518.33000000 0.003152705095 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER5J5 60735.44000000 PA USD 63858.87000000 0.003985250202 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAC8 735000.00000000 PA USD 725883.10000000 0.045300296910 Long DBT US N 2 2030-10-15 Fixed 2.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELBU6 142038.06000000 PA USD 161818.12000000 0.010098608001 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 5.00000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AH0 3210000.00000000 PA USD 3173521.66000000 0.198050448413 Long DBT CORP US N 2 2027-01-15 Fixed 2.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGXK8 462240.11000000 PA USD 480354.70000000 0.029977568746 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HJJL6 478329.37000000 PA USD 526096.35000000 0.032832174848 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XVS48 201248.96000000 PA USD 212952.67000000 0.013289769632 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AE7 680000.00000000 PA USD 722471.45000000 0.045087385550 Long DBT CORP US N 2 2025-02-01 Fixed 4.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADPE2 219029.65000000 PA USD 236089.89000000 0.014733697636 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAY1 1335000.00000000 PA USD 1356834.58000000 0.084676181788 Long DBT CORP US N 2 2031-06-01 Fixed 2.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MLUW2 53788.03000000 PA USD 56935.23000000 0.003553165549 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.00000000 N N N N N N Marlette Funding Trust 549300W2612MGSLICQ35 57109MAA9 511435.96000000 PA USD 513049.54000000 0.032017960594 Long ABS-O CORP US N 2 2029-09-17 Fixed 2.69000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401NJY6 54149.62000000 PA USD 61646.33000000 0.003847171882 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417V4V2 34716.66000000 PA USD 36888.14000000 0.002302083757 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 4.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 3270000.00000000 OU Notional Amount -9497.26000000 -0.00059269694 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-16 0.00000000 EUR -2238.08000000 EUR 3270000.00000000 EUR -6787.02000000 N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WDL2 900000.00000000 PA USD 906285.35000000 0.056558687536 Long DBT CORP US N 2 2025-07-08 Fixed 1.20000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAG2 335000.00000000 PA USD 295435.66000000 0.018437298121 Long DBT CORP US N 2 2060-08-15 Fixed 2.25000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DT6 900000.00000000 PA USD 933750.00000000 0.058272678121 Long DBT NUSS PE N 2 2051-03-10 Fixed 3.55000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179S2R7 35149.71000000 PA USD 38073.70000000 0.002376071180 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 4.50000000 N N N N N N Fannie Mae - CAS N/A 20753QAE9 4756791.79000000 PA USD 4782910.38000000 0.298487814789 Long ABS-MBS USGSE US N 2 2031-04-25 Floating 2.49000000 N N N N N N Freddie Mac - STACR N/A 35564XAH4 5211394.53000000 PA USD 5231707.50000000 0.326495964846 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 1.94000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 9530000.00000000 OU Notional Amount USD 38725.11000000 0.002416723823 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-23 39962.69000000 USD 0.00000000 USD 9530000.00000000 USD -1237.58000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQAH5 207213.71000000 PA USD 230362.88000000 0.014376291252 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162XBG8 3190000.00000000 PA USD 3191522.27000000 0.199173815216 Long ABS-MBS CORP US N 2 2053-10-15 Fixed 2.03000000 N N N N N N UMBS, TBA N/A 01F042673 4395081.00000000 PA USD 4728145.73000000 0.295070108956 Long ABS-MBS USGSE US N 2 2051-07-15 Fixed 4.50000000 N N N N N N WISCONSIN PUBLIC SERVICE 549300BJRHJVYNUMQZ30 976843BM3 85000.00000000 PA USD 91075.86000000 0.005683785032 Long DBT CORP US N 2 2049-09-01 Fixed 3.30000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FEZU7 2390000.00000000 PA USD 2769512.64000000 0.172837396118 Long ABS-MBS USGSE US N 2 2028-04-25 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKCU7 151515.91000000 PA USD 168704.20000000 0.010528348641 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818ED6 400000.00000000 PA USD 433258.12000000 0.027038405323 Long DBT CORP US N 2 2025-08-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSD8 309209.89000000 PA USD 342445.99000000 0.021371078928 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BE2 376000.00000000 PA USD 486228.92000000 0.030344162086 Long DBT CORP US N 2 2031-01-15 Fixed 6.35000000 N N N N N N Morgan Stanley Capital I Trust N/A 61770KAX3 3070000.00000000 PA USD 3240215.54000000 0.202212623516 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGDH9 321004.62000000 PA USD 324332.13000000 0.020240644515 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TXV2 480278.27000000 PA USD 510676.73000000 0.031869880280 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414RNV3 966.01000000 PA USD 1011.61000000 0.000063131698 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CKK1 195433.74000000 PA USD 220579.71000000 0.013765751476 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJA32 42255.50000000 PA USD 45232.82000000 0.002822851470 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8FX4 350291.63000000 PA USD 371451.12000000 0.023181206483 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31294MAC5 43395.04000000 PA USD 46120.01000000 0.002878218471 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7TF4 110362.40000000 PA USD 117734.40000000 0.007347468589 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F040677 1550000.00000000 PA USD 1650507.81000000 0.103003491673 Long ABS-MBS USGSE US N 2 2051-07-14 Fixed 4.00000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 428236BR3 494000.00000000 PA USD 649621.94000000 0.040541055111 Long DBT CORP US N 2 2041-09-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CU77 100787.24000000 PA USD 106562.80000000 0.006650280850 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CB78 243779.90000000 PA USD 260607.34000000 0.016263761863 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SWZ6 27434.09000000 PA USD 29956.47000000 0.001869497974 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J93T6 156267.54000000 PA USD 165732.31000000 0.010342881451 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV6K6 1908479.42000000 PA USD 1989395.49000000 0.124152506608 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390A6R6 16643.34000000 PA USD 18634.17000000 0.001162905478 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7XX0 285265.50000000 PA USD 301740.24000000 0.018830749003 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAL9 610000.00000000 PA USD 576407.24000000 0.035971934204 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N Freddie Mac N/A 31323AB35 222200.27000000 PA USD 230604.94000000 0.014391397528 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAT0 1130000.00000000 PA USD 1165792.38000000 0.072753782186 Long DBT CORP US N 2 2050-05-15 Fixed 3.00000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A9TL5 82873.02000000 PA USD 95640.16000000 0.005968629996 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617QG3N2 968975.82000000 PA USD 1003384.25000000 0.062618353341 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.50000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAC0 230000.00000000 PA USD 269839.37000000 0.016839906562 Long DBT CORP US N 2 2025-07-15 Fixed 5.85000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 990000.00000000 OU Notional Amount -3658.49000000 -0.00022831594 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 GBP -11.04000000 GBP 990000.00000000 GBP -3643.11000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 620000.00000000 OU Notional Amount -620.53000000 -0.00003872550 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-10 577.32000000 GBP 0.00000000 GBP 620000.00000000 GBP -1435.55000000 N N N Freddie Mac 254900HROIFWPRGM1V77 3128P7SJ3 821045.21000000 PA USD 870520.11000000 0.054326680769 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJX39 2366355.59000000 PA USD 2493266.48000000 0.155597660038 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EW6D2 48679.55000000 PA USD 52552.80000000 0.003279670574 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.00000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCE4 105000.00000000 PA USD 90536.19000000 0.005650105765 Long DBT CORP US N 2 2050-08-01 Fixed 2.05000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHK1 1185000.00000000 PA USD 1439387.29000000 0.089828061304 Long DBT CORP US N 2 2039-03-01 Fixed 4.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZB9 2831772.24000000 PA USD 2980519.63000000 0.186005741403 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAY3 1255000.00000000 PA USD 1232348.10000000 0.076907335116 Long DBT US N 2 2028-03-01 Fixed 1.70000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GK3 370000.00000000 PA USD 394303.42000000 0.024607353441 Long DBT CORP US N 2 2048-03-01 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GML7 111921.58000000 PA USD 121504.87000000 0.007582772883 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -1258.00000000 NC USD -321032.91000000 -0.02003474959 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 10 Year US Treasury Note TYU1 Comdty 2021-09-21 -166265685.84000000 USD -321032.91000000 N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FL6 500000.00000000 PA USD 609053.89000000 0.038009318651 Long DBT CORP US N 2 2044-10-01 Fixed 4.05000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AU0 509000.00000000 PA USD 574829.07000000 0.035873445109 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BL2 939000.00000000 PA USD 1094239.30000000 0.068288358251 Long DBT CORP US N 2 2028-02-23 Fixed 4.60000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200NTP6 59674.98000000 PA USD 69690.64000000 0.004349194359 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HTH7 12752.77000000 PA USD 13411.92000000 0.000836999729 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Freddie Mac N/A 31335BLS3 12106.58000000 PA USD 13045.67000000 0.000814143109 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AW6 4710000.00000000 PA USD 5194692.49000000 0.324185963493 Long DBT CORP US N 2 2027-06-01 Fixed 3.45000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BTUM1 1590000.00000000 PA USD 1765991.69000000 0.110210511718 Long ABS-MBS USGSE US N 2 2026-11-25 Variable 3.35000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJX9 400000.00000000 PA USD 433701.59000000 0.027066081022 Long DBT CORP US N 2 2024-05-13 Fixed 3.63000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2030000.00000000 OU Notional Amount -2327.77000000 -0.00014526949 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2023-06-12 0.00000000 GBP -135.55000000 GBP 2030000.00000000 GBP -2136.32000000 N N N CHEVRON CORP N/A 166764BZ2 70000.00000000 PA USD 73302.05000000 0.004574572171 Long DBT CORP US N 2 2040-05-11 Fixed 2.98000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AV8 265000.00000000 PA USD 283056.90000000 0.017664774965 Long DBT CORP US N 2 2024-06-01 Fixed 3.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QACR9 10314.02000000 PA USD 11318.19000000 0.000706336002 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CX6 925000.00000000 PA USD 1017005.78000000 0.063468434234 Long DBT CORP US N 2 2027-06-20 Fixed 3.00000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406XLV2 6447.70000000 PA USD 7519.00000000 0.000469239375 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SWW3 39204.50000000 PA USD 41205.71000000 0.002571531004 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XJM3 65503.25000000 PA USD 70893.05000000 0.004424233342 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QBU9 800000.00000000 PA USD 906178.70000000 0.056552031813 Long DBT CORP US N 2 2028-05-01 Fixed 3.70000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3740000.00000000 OU Notional Amount -4243.23000000 -0.00026480789 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 34.81000000 SGD 0.00000000 SGD 3740000.00000000 SGD -4269.47000000 N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AR9 1200000.00000000 PA USD 1274569.40000000 0.079542246201 Long DBT CORP GB N 2 2023-08-17 Fixed 3.50000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172AC3 2010000.00000000 PA USD 2872414.32000000 0.179259196896 Long DBT CORP US N 2 2038-05-16 Fixed 6.38000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 312939JD4 8522.03000000 PA USD 9511.75000000 0.000593601227 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAJ4 162659.93000000 PA USD 172611.70000000 0.010772204588 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 3.00000000 N N N N N N ALLEGION US HOLDING CO 5493002B66JX7J7SXI33 01748NAE4 125000.00000000 PA USD 135845.67000000 0.008477741367 Long DBT CORP US N 2 2027-10-01 Fixed 3.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390CTF3 11144.10000000 PA USD 12639.47000000 0.000788793324 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2530000.00000000 OU Notional Amount -18156.27000000 -0.00113308110 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 23.54000000 SGD 0.00000000 SGD 2530000.00000000 SGD -18174.04000000 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 3580000.00000000 PA USD 3723480.35000000 0.232371803939 Long DBT CORP US N 2 2031-03-25 Fixed 2.88000000 N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002UAJ0 2430000.00000000 PA USD 2444706.36000000 0.152567161251 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 2.09000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1970000.00000000 OU Notional Amount -8186.28000000 -0.00051088241 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 18.33000000 SGD 0.00000000 SGD 1970000.00000000 SGD -8200.14000000 N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAR8 750000.00000000 PA USD 773475.00000000 0.048270371845 Long DBT CORP US N 2 2029-07-15 Fixed 4.95000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46645LAY3 810000.00000000 PA USD 886904.24000000 0.055349167659 Long ABS-MBS CORP US N 2 2049-03-15 Fixed 3.58000000 N N N N N N Freddie Mac - STACR N/A 35564KBK4 5690000.00000000 PA USD 5689999.43000000 0.355096658954 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 0.72000000 N N N N N N BlackRock Funds III 5493008LW2651I1QB503 066922519 60362942.84500000 NS USD 60399160.61000000 3.769339593104 Long STIV RF US N 1 N N Upstart Securitization Trust N/A 91678WAA7 443500.07000000 PA USD 446006.07000000 0.027833968575 Long ABS-O CORP US N 2 2030-01-21 Fixed 2.68000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 1150000.00000000 PA USD 1288005.75000000 0.080380770537 Long DBT CORP US N 2 2030-02-01 Fixed 5.30000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166RAE7 7930000.00000000 PA USD 7925153.18000000 0.494586238634 Long ABS-O CORP US N 2 2026-01-15 Fixed 0.74000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 930000.00000000 OU Notional Amount 2806.07000000 0.000175118836 N/A DIR GB N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-08 1724.58000000 GBP 0.00000000 GBP 930000.00000000 GBP 417.36000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 3270000.00000000 OU Notional Amount USD 3605.80000000 0.000225027708 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 36.46000000 USD 0.00000000 USD 3270000.00000000 USD 3569.34000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371PBT6 26370.82000000 PA USD 27491.18000000 0.001715646247 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 5.00000000 N N N N N N SENSATA TECH INC N/A 81728UAA2 800000.00000000 PA USD 843073.36000000 0.052613807272 Long DBT CORP US N 2 2030-02-15 Fixed 4.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUD5 113199.86000000 PA USD 123640.81000000 0.007716070815 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 5.00000000 N N N N N N State of California N/A 13063BJC7 300000.00000000 PA USD 522042.00000000 0.032579154411 Long DBT MUN US N 2 2040-11-01 Fixed 7.60000000 N N N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 79466LAH7 125000.00000000 PA USD 124632.64000000 0.007777968100 Long DBT CORP US N 2 2028-07-15 Fixed 1.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 4360000.00000000 OU Notional Amount USD 7491.84000000 0.000467544397 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 48.61000000 USD 0.00000000 USD 4360000.00000000 USD 7443.23000000 N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAJ4 60000.00000000 PA USD 66432.41000000 0.004145857504 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N Marlette Funding Trust N/A 57109JAA6 339694.14000000 PA USD 340286.63000000 0.021236319420 Long ABS-O CORP US N 2 2030-03-15 Fixed 2.24000000 N N N N N N ESSENTIAL UTILITIES INC 549300ILTEOF3E3QY357 29670GAD4 380000.00000000 PA USD 394267.82000000 0.024605131746 Long DBT CORP US N 2 2030-04-15 Fixed 2.70000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1250000.00000000 OU Notional Amount USD 66560.04000000 0.004153822529 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-10-21 0.00000000 USD 0.00000000 USD 1250000.00000000 USD 66560.04000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YL2D2 69103.54000000 PA USD 71826.89000000 0.004482511637 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 31326FRD2 60756.58000000 PA USD 63075.04000000 0.003936333604 Long ABS-MBS USGSE US N 2 2043-05-01 Floating 2.45000000 N N N N N N CHARTER COMM OPT LLC/CAP 0J0XRGZE3PBRFEZ7MV65 161175AY0 1350000.00000000 PA USD 1529429.78000000 0.095447356658 Long DBT CORP US N 2 2025-07-23 Fixed 4.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412AQB3 2378.76000000 PA USD 2805.74000000 0.000175098242 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7EF0 10595.14000000 PA USD 11346.47000000 0.000708100877 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Avangrid Inc 549300OX0Q38NLSKPB49 05351WAB9 600000.00000000 PA USD 676768.11000000 0.042235170267 Long DBT CORP US N 2 2029-06-01 Fixed 3.80000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 432040000.00000000 OU Notional Amount 984833.15000000 0.061460632025 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-08 42715.54000000 GBP 0.00000000 GBP 432040000.00000000 GBP 924391.83000000 N N N VF CORP CWAJJ9DJ5Z7P057HV541 918204AZ1 3525000.00000000 PA USD 3572773.20000000 0.222966599931 Long DBT CORP US N 2 2022-04-23 Fixed 2.05000000 N N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EM8 170000.00000000 PA USD 169246.99000000 0.010562222619 Long DBT CORP US N 2 2050-06-15 Fixed 2.90000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0MD8 979487.92000000 PA USD 1014719.22000000 0.063325736536 Long ABS-MBS USGSE US N 2 2029-07-25 Floating 3.34000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXX7 63010.71000000 PA USD 67034.97000000 0.004183461557 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 4.00000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAW5 330000.00000000 PA USD 403746.09000000 0.025196643582 Long DBT CORP US N 2 2049-03-07 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X3CP1 310258.87000000 PA USD 327858.70000000 0.020460727705 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DUM3 41422.80000000 PA USD 43827.87000000 0.002735172542 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LLT1 86664.18000000 PA USD 98689.13000000 0.006158907530 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 5.50000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BA9 1000000.00000000 PA USD 1309250.00000000 0.081706563674 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N VERISIGN INC LMPL4N8ZOJRMF0KOF759 92343EAM4 630000.00000000 PA USD 640035.90000000 0.039942817656 Long DBT CORP US N 2 2031-06-15 Fixed 2.70000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAB2 1090000.00000000 PA USD 1169146.34000000 0.072963093277 Long DBT CORP US N 2 2024-03-15 Fixed 3.65000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WAV4 1480000.00000000 PA USD 1701352.50000000 0.106176563967 Long DBT CORP KY N 2 2047-12-06 Fixed 4.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SSN8 462905.84000000 PA USD 482693.02000000 0.030123496638 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 2.50000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 139935.36000000 0.008732967272 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 8851625.90000000 USD 6500000.00000000 GBP 2021-07-06 139935.36000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDZ6 200000.00000000 PA USD 223599.12000000 0.013954184254 Long DBT CORP US N 2 2026-01-27 Fixed 3.88000000 N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 4880000.00000000 OU Notional Amount -23540.63000000 -0.00146910367 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-04-08 0.00000000 EUR -1681.49000000 EUR 4880000.00000000 EUR -21555.25000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404QAL3 78697.30000000 PA USD 90922.87000000 0.005674237362 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JJC3 134750.67000000 PA USD 158798.10000000 0.009910137154 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LSZ78 31106.40000000 PA USD 33510.60000000 0.002091301105 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.50000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024ND0 250000.00000000 PA USD 404872.50000000 0.025266939622 Long DBT MUN US N 2 2049-04-01 Fixed 6.26000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409VAM6 685000.00000000 PA USD 739264.36000000 0.046135383236 Long DBT CORP US N 2 2027-01-22 Fixed 2.95000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEA6 730000.00000000 PA USD 753048.07000000 0.046995585320 Long DBT CORP US N 2 2060-05-15 Fixed 3.13000000 N N N N N N Freddie Mac - STACR 549300BL200YC56BUV20 35563WAA2 17006.12000000 PA USD 17006.12000000 0.001061303514 Long ABS-MBS USGSE US N 2 2048-09-25 Floating 0.84000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBC9 900000.00000000 PA USD 946962.87000000 0.059097255707 Long DBT US N 2 2024-11-18 Fixed 2.63000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AS0 1200000.00000000 PA USD 1327500.00000000 0.082845494197 Long DBT CORP US N 2 2028-01-15 Fixed 4.38000000 N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KCU1 5770000.00000000 PA USD 5787389.63000000 0.361174503962 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 0.82000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BQ5 1025000.00000000 PA USD 1191409.23000000 0.074352456836 Long DBT CORP US N 2 2030-02-15 Fixed 4.66000000 N N N N N N Madison Avenue Trust N/A 556227AA4 150000.00000000 PA USD 162542.43000000 0.010143810125 Long ABS-MBS CORP US N 2 2035-09-10 Variable 3.67000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31292SAV2 93225.47000000 PA USD 100789.53000000 0.006289987512 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 16100000.00000000 OU Notional Amount USD -21971.76000000 -0.00137119496 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2023-06-16 298.24000000 USD 0.00000000 USD 16100000.00000000 USD -22270.00000000 N N N AT&T INC 549300Z40J86GGSTL398 00206RKD3 1445000.00000000 PA USD 1415883.93000000 0.088361283545 Long DBT CORP US N 2 2043-02-01 Fixed 3.10000000 N N N N N N Freddie Mac N/A 31326FRA8 2344.78000000 PA USD 2375.24000000 0.000148231963 Long ABS-MBS USGSE US N 2 2043-06-01 Floating 1.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SGM3 50797.79000000 PA USD 54885.84000000 0.003425268956 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 4.00000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AF7 444000.00000000 PA USD 472824.24000000 0.029507614185 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N N OMEGA HLTHCARE INVESTORS 549300OJ7ENK42CZ8E73 681936BB5 1400000.00000000 PA USD 1523008.83000000 0.095046643456 Long DBT US N 2 2024-04-01 Fixed 4.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178DSS1 84923.36000000 PA USD 91730.13000000 0.005724616160 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132GUJW5 18894.87000000 PA USD 20754.47000000 0.001295227362 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AL9 500000.00000000 PA USD 550434.57000000 0.034351053841 Long DBT CORP US N 2 2029-06-01 Fixed 3.50000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEC4 160000.00000000 PA USD 228931.46000000 0.014286960407 Long DBT CORP US N 2 2037-10-15 Fixed 6.30000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BH4 2245000.00000000 PA USD 2339627.89000000 0.146009513209 Long DBT CORP CA N 2 2031-03-03 Fixed 3.38000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081FX0 40000.00000000 PA USD 43466.81000000 0.002712639815 Long DBT CORP US N 2 2049-10-01 Fixed 3.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLEZ6 3064868.79000000 PA USD 3098540.79000000 0.193371105867 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Freddie Mac N/A 3128UGY27 23754.86000000 PA USD 25143.85000000 0.001569156067 Long ABS-MBS USGSE US N 2 2041-07-01 Floating 2.61000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MBV1 1325000.00000000 PA USD 1383948.43000000 0.086368279945 Long DBT CORP JP N 2 2025-01-15 Fixed 2.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MBWR3 221024.96000000 PA USD 233993.28000000 0.014602854177 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.00000000 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508BJ2 730000.00000000 PA USD 726335.44000000 0.045328526161 Long DBT CORP US N 2 2030-05-04 Fixed 1.75000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD -66063.34000000 -0.00412282489 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2050-10-20 0.00000000 USD 0.00000000 USD 500000.00000000 USD -66063.34000000 N N N Morgan Stanley Capital I Trust N/A 61691ABK8 3010000.00000000 PA USD 3249324.50000000 0.202781087766 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.54000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BE1 100000.00000000 PA USD 129222.57000000 0.008064412559 Long DBT CORP US N 2 2044-10-01 Fixed 4.95000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 38423.24000000 0.002397884976 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2035-10-22 0.00000000 USD 0.00000000 USD 500000.00000000 USD 38423.24000000 N N N EDCON HOLDCO 1 213800QFMH6S1TYEKJ66 000000000 1643590.00000000 NS 1.15000000 0.000000071768 Long EC CORP ZA N 3 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAK1 127820.97000000 PA USD 135389.56000000 0.008449276841 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409CE76 7335.64000000 PA USD 8699.50000000 0.000542911018 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXA7 2120000.00000000 PA USD 2581175.07000000 0.161083784771 Long DBT CORP US N 2 2039-04-23 Fixed 4.41000000 N N N N N NSTAR ELECTRIC CO 54930080R72Y2Z31UR68 67021CAQ0 110000.00000000 PA USD 113770.55000000 0.007100095999 Long DBT CORP US N 2 2051-06-01 Fixed 3.10000000 N N N N N N Thomson Reuters Corp 549300561UZND4C7B569 884903BT1 800000.00000000 PA USD 867366.61000000 0.054129879816 Long DBT CORP CA N 2 2024-09-29 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8KW6 994215.89000000 PA USD 1029582.31000000 0.064253299652 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180NAD7 56097.01000000 PA USD 60309.72000000 0.003763757859 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDC3 1202000.00000000 PA USD 1312518.19000000 0.081910522104 Long DBT CORP US N 2 2024-04-01 Fixed 4.45000000 N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCU8 3345000.00000000 PA USD 3452489.27000000 0.215460022436 Long DBT CORP US N 2 2022-07-08 Fixed 3.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETU61 7332810.07000000 PA USD 8030898.28000000 0.501185489157 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2890000.00000000 OU Notional Amount 10531.14000000 0.000657218454 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-06-16 0.00000000 CAD -31.97000000 CAD 2890000.00000000 CAD 10557.56000000 N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CL6 840000.00000000 PA USD 889824.22000000 0.055531395295 Long DBT CORP US N 2 2030-04-15 Fixed 2.88000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E24G3 15815.39000000 PA USD 17329.24000000 0.001081468513 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAR6 800000.00000000 PA USD 852401.91000000 0.053195975509 Long DBT CORP US N 2 2025-02-10 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8GN7 237694.87000000 PA USD 256667.10000000 0.016017862707 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RQ36 8623.20000000 PA USD 9320.08000000 0.000581639648 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 4.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2500000.00000000 OU Notional Amount USD 51013.18000000 0.003183587275 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-10-20 0.00000000 USD 0.00000000 USD 2500000.00000000 USD 51013.18000000 N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CT3 280000.00000000 PA USD 334842.93000000 0.020896593607 Long DBT CORP US N 2 2049-01-15 Fixed 4.13000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 14930000.00000000 OU Notional Amount 9842.55000000 0.000614245513 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2023-04-14 0.00000000 EUR -1356.85000000 EUR 14930000.00000000 EUR 11454.86000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8VQ3 53623.68000000 PA USD 56971.68000000 0.003555440289 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJXK3 1330500.93000000 PA USD 1409872.73000000 0.087986141674 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AH5 65000.00000000 PA USD 68351.24000000 0.004265606219 Long DBT CORP US N 2 2024-09-15 Fixed 2.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2300000.00000000 OU Notional Amount 3711.57000000 0.000231628512 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-06-16 0.00000000 CAD -25.44000000 CAD 2300000.00000000 CAD 3732.66000000 N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAJ2 54000.00000000 PA USD 57307.86000000 0.003576420326 Long DBT CORP US N 2 2050-08-15 Fixed 3.36000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXG4 6060000.00000000 PA USD 6288346.19000000 0.392437776116 Long DBT CORP US N 2 2030-02-07 Fixed 2.60000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31296J3K0 143297.24000000 PA USD 161559.81000000 0.010082487609 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GSNW8 17278.72000000 PA USD 18504.51000000 0.001154813767 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SWX1 363549.02000000 PA USD 386459.85000000 0.024117858576 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.50000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AT2 760000.00000000 PA USD 720906.48000000 0.044989720230 Long DBT CORP US N 2 2031-01-15 Fixed 1.50000000 N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBD4 2415000.00000000 PA USD 2799905.57000000 0.174734132318 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLA1 939998.68000000 PA USD 982283.20000000 0.061301496908 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XJR2 308701.98000000 PA USD 332563.69000000 0.020754352730 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAJ3 165000.00000000 PA USD 173004.70000000 0.010796730598 Long DBT CORP US N 2 2027-06-22 Fixed 2.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GQ6T8 420187.65000000 PA USD 445120.03000000 0.027778673342 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128PLLG5 4038.17000000 PA USD 4208.84000000 0.000262661717 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 5.00000000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AJ0 940000.00000000 PA USD 987014.30000000 0.061596751384 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 16960000.00000000 OU Notional Amount 5301.71000000 0.000330864621 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 165.13000000 SEK 0.00000000 SEK 16960000.00000000 SEK 5281.73000000 N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607GLZ5 1960000.00000000 PA USD 2046889.60000000 0.127740550267 Long DBT CORP CA N 2 2025-01-28 Fixed 2.25000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAB8 205000.00000000 PA USD 219424.01000000 0.013693627530 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F0JL9 75872.43000000 PA USD 83212.68000000 0.005193066363 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5CH4 80457.97000000 PA USD 87847.41000000 0.005482306663 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285RAE8 1520000.00000000 PA USD 1527410.15000000 0.095321317302 Long ABS-O CORP US N 2 2024-11-15 Fixed 0.96000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCA4 3300000.00000000 PA USD 3492961.13000000 0.217985755952 Long DBT CORP CA N 2 2024-06-12 Fixed 2.65000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBH4 2170000.00000000 PA USD 2327515.35000000 0.145253604085 Long DBT CORP US N 2 2025-03-19 Fixed 2.99000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGV61 551367.11000000 PA USD 570922.41000000 0.035629641585 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XKY9 6411441.36000000 PA USD 6399820.94000000 0.399394597777 Long ABS-MBS USGSE US N 2 2029-10-25 Floating 0.79000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2320000.00000000 OU Notional Amount 11980.55000000 0.000747672004 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-06-16 0.00000000 CAD -22.56000000 CAD 2320000.00000000 CAD 11999.09000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJG5 950000.00000000 PA USD 949268.49000000 0.059241142885 Long DBT CORP US N 2 2025-09-25 Fixed 0.98000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2500000.00000000 OU Notional Amount USD -46908.30000000 -0.00292741340 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-10-20 0.00000000 USD 0.00000000 USD 2500000.00000000 USD -46908.30000000 N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AS4 530000.00000000 PA USD 569156.96000000 0.035519464879 Long DBT CORP US N 2 2030-05-15 Fixed 3.10000000 N N N N N EXPEDIA GROUP INC CI7MUJI4USF3V0NJ1H64 30212PBH7 440000.00000000 PA USD 445858.10000000 0.027824734189 Long DBT CORP US N 2 2031-03-15 Fixed 2.95000000 N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QBR6 400000.00000000 PA USD 420113.72000000 0.026218100755 Long DBT CORP US N 2 2026-09-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KP88 9164.05000000 PA USD 10746.06000000 0.000670630999 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAS0 1985000.00000000 PA USD 2155566.03000000 0.134522736746 Long DBT CORP BM N 2 2026-06-15 Fixed 4.25000000 N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAZ9 925000.00000000 PA USD 1122904.97000000 0.070077301074 Long DBT CORP US N 2 2049-10-01 Fixed 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8LY9 121245.61000000 PA USD 132916.37000000 0.008294932097 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 23200000.00000000 OU Notional Amount 24926.83000000 0.001555612467 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 0.00000000 ZAR -215.88000000 ZAR 23200000.00000000 ZAR 24942.54000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TNQ4 1057208.65000000 PA USD 1115495.80000000 0.069614915876 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415RPD0 6936.78000000 PA USD 7780.46000000 0.000485556349 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411WXC6 5538.69000000 PA USD 6067.67000000 0.000378666003 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297GD64 203620.06000000 PA USD 237834.13000000 0.014842550686 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 5.00000000 N N N N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 177376AG5 2715000.00000000 PA USD 2680910.03000000 0.167307959573 Long DBT CORP US N 2 2026-03-01 Fixed 1.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPZJ6 80412.04000000 PA USD 86617.86000000 0.005405573949 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 3.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JH1 90000.00000000 PA USD 81276.58000000 0.005072239877 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8AM5 356569.45000000 PA USD 388080.44000000 0.024218994983 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WUD2 9001.07000000 PA USD 10305.29000000 0.000643123798 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417Y7H4 58279.86000000 PA USD 61643.29000000 0.003846982164 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 3.50000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05552ABC1 2970000.00000000 PA USD 2976687.25000000 0.185766573482 Long ABS-MBS CORP US N 2 2053-10-15 Fixed 2.04000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 11100000.00000000 OU Notional Amount -2119.55000000 -0.00013227507 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 0.00000000 ZAR -103.28000000 ZAR 11100000.00000000 ZAR -2112.23000000 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 685000.00000000 PA USD 886621.78000000 0.055331540135 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132XS6Q8 58839.98000000 PA USD 65321.10000000 0.004076503812 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 5.00000000 N N N N N N HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866BG2 105000.00000000 PA USD 103869.41000000 0.006482194051 Long DBT CORP US N 2 2050-06-01 Fixed 2.65000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CJ6 1170000.00000000 PA USD 1164672.60000000 0.072683899905 Long DBT CORP DE N 2 2024-05-28 Fixed 0.90000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1965000.00000000 OU Notional Amount -1149.30000000 -0.00007172453 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 21.91000000 AUD 0.00000000 AUD 1965000.00000000 AUD -1165.89000000 N N N Wells Fargo Commercial Mortgage Trust 5493007CD1Q2V06I4172 94989AAW5 510000.00000000 PA USD 547898.10000000 0.034192759973 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M5GF0 27477.32000000 PA USD 29288.19000000 0.001827792523 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBD0 1255000.00000000 PA USD 1255878.98000000 0.078375830320 Long DBT CORP GB N 2 2030-04-29 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DUL5 23208.19000000 PA USD 24577.89000000 0.001533836115 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2220000.00000000 OU Notional Amount -9691.61000000 -0.00060482577 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 EUR -24.76000000 EUR 2220000.00000000 EUR -9661.47000000 N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCR1 800000.00000000 PA USD 1047958.68000000 0.065400116567 Long DBT CORP US N 2 2045-07-15 Fixed 4.75000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132QL4T7 15657.71000000 PA USD 17210.76000000 0.001074074514 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230SMC5 17098.89000000 PA USD 18572.36000000 0.001159048092 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416YLQ9 107840.72000000 PA USD 123385.07000000 0.007700110810 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAQ5 235000.00000000 PA USD 207482.34000000 0.012948381916 Long DBT CORP US N 2 2050-08-15 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAND6 351476.07000000 PA USD 378724.69000000 0.023635129271 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DJA0 2487.62000000 PA USD 2986.14000000 0.000186356492 Long ABS-MBS USGA US N 2 2030-08-20 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335B7C4 218224.83000000 PA USD 238279.69000000 0.014870356817 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123CK5 2050000.00000000 PA USD 2051828.50000000 0.128048772949 Long DBT CORP US N 2 2031-03-12 Fixed 1.90000000 N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD -39003.24000000 -0.00243408112 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2035-10-22 0.00000000 USD 0.00000000 USD 500000.00000000 USD -39003.24000000 N N N CPS Auto Trust N/A 12656CAA3 376232.61000000 PA USD 376651.36000000 0.023505738651 Long ABS-O CORP US N 2 2023-07-17 Fixed 1.15000000 N N N N N N ELECTRONIC ARTS INC 549300O7A67PUEYKDL45 285512AE9 1310000.00000000 PA USD 1266117.96000000 0.079014815900 Long DBT CORP US N 2 2031-02-15 Fixed 1.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJX52 31120.47000000 PA USD 34345.34000000 0.002143394851 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300DT2BKPLXAJ4C66 94989CAZ4 1380000.00000000 PA USD 1463165.01000000 0.091311961089 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.58000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAE8 1000000.00000000 PA USD 1095275.51000000 0.068353025166 Long DBT CORP US N 2 2028-01-15 Fixed 3.30000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1720000.00000000 OU Notional Amount 3655.46000000 0.000228126847 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 19.18000000 AUD 0.00000000 AUD 1720000.00000000 AUD 3640.99000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1800000.00000000 OU Notional Amount 1639.39000000 0.000102309660 N/A DIR GB N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-08 1602.12000000 GBP 0.00000000 GBP 1800000.00000000 GBP -579.70000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180UHF9 27035.75000000 PA USD 29034.63000000 0.001811968565 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.50000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EM6 955000.00000000 PA USD 1071611.44000000 0.066876217954 Long DBT CORP US N 2 2049-07-29 Fixed 3.38000000 N N N N N ELECTRONIC ARTS INC 549300O7A67PUEYKDL45 285512AF6 565000.00000000 PA USD 552527.28000000 0.034481653912 Long DBT CORP US N 2 2051-02-15 Fixed 2.95000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LAV3 800000.00000000 PA USD 861353.66000000 0.053754628731 Long DBT CORP US N 2 2025-04-01 Fixed 3.00000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31373KHT9 112774.71000000 PA USD 115781.92000000 0.007225619873 Long ABS-MBS USGSE US N 2 2034-09-01 Floating 1.70000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAQ2 185000.00000000 PA USD 208290.72000000 0.012998830610 Long DBT CORP US N 2 2051-03-24 Fixed 4.40000000 N N N N N N GSAA Home Equity Trust N/A 36242DR88 153.79000000 PA USD 163.52000000 0.000010204817 Long ABS-MBS CORP US N 2 2035-02-25 Floating 1.04000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AC1 4100000.00000000 PA USD 4330092.00000000 0.270228709348 Long DBT CORP US N 2 2028-07-01 Fixed 4.50000000 N N N N N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 461070AS3 530000.00000000 PA USD 536928.23000000 0.033508161629 Long DBT CORP US N 2 2030-06-01 Fixed 2.30000000 N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132HMVZ1 105207.51000000 PA USD 114037.37000000 0.007116747476 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452151LF8 255000.00000000 PA USD 299984.55000000 0.018721181390 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607HVC3 2650000.00000000 PA USD 2648824.46000000 0.165305590531 Long DBT CORP CA N 2 2023-06-22 Fixed 0.45000000 N N N N N N Texas Transportation Commission 5493006JSGNPGVJS7691 882830BH4 465000.00000000 PA USD 458490.00000000 0.028613055091 Long DBT MUN US N 2 2044-10-01 Fixed 2.47000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167HAC2 9326884.54000000 PA USD 9373330.56000000 0.584962864421 Long ABS-O CORP US N 2 2024-04-15 Fixed 2.26000000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BP2 1350000.00000000 PA USD 1384675.67000000 0.086413664922 Long DBT CORP US N 2 2031-06-01 Fixed 2.25000000 N N N N N N Fannie Mae - CAS N/A 20753WAF3 2402023.13000000 PA USD 2411946.13000000 0.150522688600 Long ABS-MBS USGSE US N 2 2039-10-25 Floating 2.19000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAG5 340000.00000000 PA USD 361101.25000000 0.022535300573 Long DBT NUSS MX N 2 2050-01-31 Fixed 4.50000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAE2 5500000.00000000 PA USD 5447472.53000000 0.339961245856 Long DBT CORP US N 2 2026-03-01 Fixed 1.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A36A1 1960782.56000000 PA USD 2048067.29000000 0.127814046545 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BZ4 1240000.00000000 PA USD 1313683.74000000 0.081983260760 Long DBT CORP US N 2 2049-12-15 Fixed 3.13000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042PAD4 1310000.00000000 PA USD 1321220.81000000 0.082453627833 Long ABS-O CORP US N 2 2025-07-15 Fixed 1.32000000 N N N N N N Citicorp Mortgage Securities, Inc. 549300ISEJNGWSXAKR30 1729735F2 2436.89000000 PA USD 2439.45000000 0.000152239126 Long ABS-MBS CORP US N 2 2021-02-25 Fixed 5.00000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556BY7 2755000.00000000 PA USD 3354756.01000000 0.209360768030 Long DBT CORP US N 2 2047-08-15 Fixed 4.10000000 N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M6AP3 22357.62000000 PA USD 26027.97000000 0.001624331478 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620C0XW3 173354.33000000 PA USD 202600.46000000 0.012643717689 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8LM3 359200.18000000 PA USD 381759.86000000 0.023824545586 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2RT1 637020.25000000 PA USD 675117.76000000 0.042132176624 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.00000000 N N N N N N AIR PRODUCTS & CHEMICALS 7QEON6Y1RL5XR3R1W237 009158AZ9 187000.00000000 PA USD 189649.95000000 0.011835513244 Long DBT CORP US N 2 2040-05-15 Fixed 2.70000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2010000.00000000 OU Notional Amount -2327.33000000 -0.00014524203 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 GBP -22.41000000 GBP 2010000.00000000 GBP -2296.24000000 N N N Freddie Mac 254900HROIFWPRGM1V77 3128M7ME3 1599.73000000 PA USD 1785.49000000 0.000111427345 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKQD0 215034.55000000 PA USD 227310.06000000 0.014185773451 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N CHARTER COMM OPT LLC/CAP 0J0XRGZE3PBRFEZ7MV65 161175BM5 340000.00000000 PA USD 417784.37000000 0.026072732655 Long DBT CORP US N 2 2038-04-01 Fixed 5.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJQ27 303327.39000000 PA USD 321628.36000000 0.020071909930 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N FNMA TBA 30 YR 1.5 N/A 01F012684 3925000.00000000 PA USD 3839753.91000000 0.239628105665 Long ABS-MBS USGSE US N 2 2051-08-12 Fixed 1.50000000 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAH8 2450000.00000000 PA USD 2563876.00000000 0.160004199081 Long DBT CORP US N 2 2029-09-15 Fixed 5.00000000 N N N N N N Santander Drive Auto Receivables Trust 5493006QMFDDMYWIAM13 80285LAF8 2045448.89000000 PA USD 2052372.73000000 0.128082736794 Long ABS-O CORP US N 2 2023-07-17 Fixed 3.49000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818DN5 1590000.00000000 PA USD 1648131.67000000 0.102855203543 Long DBT CORP US N 2 2023-04-15 Fixed 2.75000000 N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FV0 50000.00000000 PA USD 58275.51000000 0.003636808606 Long DBT CORP US N 2 2049-05-15 Fixed 4.13000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2030000.00000000 OU Notional Amount 1154.04000000 0.000072020349 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 EUR -22.63000000 EUR 2030000.00000000 EUR 1181.21000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7M89 3828727.83000000 PA USD 4041483.11000000 0.252217450499 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.50000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LBD0 1000000.00000000 PA USD 1034227.39000000 0.064543185865 Long DBT CORP US N 2 2023-05-15 Fixed 2.40000000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392FT0 370000.00000000 PA USD 401594.08000000 0.025062342767 Long DBT CORP US N 2 2049-10-01 Fixed 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DCB6 16721.51000000 PA USD 18017.11000000 0.001124396521 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGM5 2550000.00000000 PA USD 3029911.94000000 0.189088174797 Long DBT CORP US N 2 2038-04-24 Fixed 4.24000000 N N N N N N DT Auto Owner Trust N/A 23343RAA6 1160685.45000000 PA USD 1164254.67000000 0.072657818084 Long ABS-O CORP US N 2 2024-01-16 Fixed 1.14000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YPAX0 46728.03000000 PA USD 48376.02000000 0.003019009630 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022671 15211000.00000000 PA USD 15741008.43000000 0.982351504745 Long ABS-MBS USGA US N 2 2051-07-21 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AVB0 199358.13000000 PA USD 230201.20000000 0.014366201264 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065FAF9 79096.25000000 PA USD 79179.36000000 0.004941358349 Long ABS-O CORP US N 2 2022-08-18 Fixed 2.71000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E4YL9 1064.73000000 PA USD 1089.73000000 0.000068006945 Long ABS-MBS USGSE US N 2 2042-02-01 Floating 2.18000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T7L3 426117.66000000 PA USD 458490.18000000 0.028613066325 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV93 19746.38000000 PA USD 21767.77000000 0.001358464529 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 5.50000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAK6 800000.00000000 PA USD 833000.00000000 0.051985157564 Long DBT CORP US N 2 2030-11-15 Fixed 3.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RXE4 43695.26000000 PA USD 47258.91000000 0.002949293976 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RVB2 114312.66000000 PA USD 122285.23000000 0.007631472928 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HJ2A8 138512.72000000 PA USD 154209.33000000 0.009623765087 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230UGQ6 94831.76000000 PA USD 105575.43000000 0.006588661900 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 10420000.00000000 OU Notional Amount 6783.59000000 0.000423344531 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2023-03-31 0.00000000 EUR -600.37000000 EUR 10420000.00000000 EUR 7489.92000000 N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FM0 800000.00000000 PA USD 867849.89000000 0.054160039944 Long DBT CORP US N 2 2027-11-15 Fixed 3.13000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46637WAF0 350000.00000000 PA USD 359409.26000000 0.022429708296 Long ABS-MBS CORP US N 2 2045-06-15 Fixed 4.27000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A5J75 7008.41000000 PA USD 7542.64000000 0.000470714680 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GVG97 104479.01000000 PA USD 114941.21000000 0.007173153556 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FS3Z4 19973.37000000 PA USD 21885.99000000 0.001365842303 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SYR2 11119.77000000 PA USD 11783.47000000 0.000735372802 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBHB7 30413.60000000 PA USD 33380.25000000 0.002083166333 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 712435500.00000000 OU Notional Amount -2688.55000000 -0.00016778474 N/A DIR US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A N/A Y 2026-09-15 0.00000000 KRW 0.00000000 KRW 712435500.00000000 KRW -2688.55000000 N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WX90 500000.00000000 PA USD 595395.00000000 0.037156906228 Long DBT MUN US N 2 2048-09-01 Fixed 4.03000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128CUWF9 83742.52000000 PA USD 88893.81000000 0.005547609507 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FLMV3 2935000.00000000 PA USD 3344715.43000000 0.208734164028 Long ABS-MBS USGSE US N 2 2029-02-25 Fixed 3.42000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31288BLZ4 7244.72000000 PA USD 8597.89000000 0.000536569827 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3500000.00000000 OU Notional Amount -8136.15000000 -0.00050775394 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 32.57000000 SGD 0.00000000 SGD 3500000.00000000 SGD -8160.66000000 N N N KEYSIGHT TECHNOLOGIES 549300GLKVIO8YRCYN02 49338LAE3 1225000.00000000 PA USD 1423371.44000000 0.088828557720 Long DBT CORP US N 2 2027-04-06 Fixed 4.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L93U7 334500.19000000 PA USD 355536.89000000 0.022188044713 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 134850000.00000000 OU Notional Amount -114509.74000000 -0.00714622674 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2023-03-20 344.30000000 GBP 0.00000000 GBP 134850000.00000000 GBP -114990.55000000 N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFL3 375000.00000000 PA USD 382419.32000000 0.023865700607 Long DBT CORP US N 2 2025-09-01 Fixed 1.45000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KZC5 66235.16000000 PA USD 77814.92000000 0.004856207535 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHU6 70000.00000000 PA USD 81663.70000000 0.005096398933 Long DBT CORP US N 2 2040-04-23 Fixed 4.08000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ABZZ5 55145.03000000 PA USD 61287.19000000 0.003824758978 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CS7 1200000.00000000 PA USD 1340256.00000000 0.083641559827 Long DBT CORP US N 2 2046-12-08 Fixed 5.29000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER2G4 440678.06000000 PA USD 484040.15000000 0.030207567185 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCF1 1200000.00000000 PA USD 1245265.43000000 0.077713468892 Long DBT CORP US N 2 2023-01-05 Fixed 3.25000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJZP8 132267.53000000 PA USD 142211.27000000 0.008875000334 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFFJ3 1495513.86000000 PA USD 1548712.47000000 0.096650734423 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXGQ9 755710.38000000 PA USD 826274.26000000 0.051565423286 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SEG8 114784.83000000 PA USD 121404.54000000 0.007576511573 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.00000000 N N N N N N EVERGY KANSAS CENTRAL J75GNWGEO73W89ZV3S44 95709TAN0 800000.00000000 PA USD 844589.90000000 0.052708450214 Long DBT CORP US N 2 2026-07-01 Fixed 2.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJTD0 68423.37000000 PA USD 72717.11000000 0.004538067732 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17326DAF9 2090000.00000000 PA USD 2309716.06000000 0.144142801089 Long ABS-MBS CORP US N 2 2050-09-15 Variable 3.79000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FZZ2 12560.81000000 PA USD 14137.60000000 0.000882287351 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3128MJEV8 31436.84000000 PA USD 37317.83000000 0.002328899486 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.50000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 34532PAA8 450000.00000000 PA USD 483397.65000000 0.030167470589 Long ABS-O CORP US N 2 2030-07-15 Fixed 3.52000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKTU9 12068.33000000 PA USD 12690.30000000 0.000791965480 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.00000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAK9 757000.00000000 PA USD 1049391.25000000 0.065489519180 Long DBT CORP KY N 2 2039-11-10 Fixed 6.88000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 248290000.00000000 OU Notional Amount -3846398.78000000 -0.24004279307 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-08 20976.17000000 GBP 0.00000000 GBP 248290000.00000000 GBP -3876033.47000000 N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 66989HAS7 561000.00000000 PA USD 564088.60000000 0.035203162966 Long DBT CORP US N 2 2050-08-14 Fixed 2.75000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6NW6 5317785.18000000 PA USD 5609141.52000000 0.350050547079 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLT0 405889.56000000 PA USD 433533.50000000 0.027055591004 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CJ7 800000.00000000 PA USD 849396.78000000 0.053008433904 Long DBT CORP US N 2 2026-08-19 Fixed 2.60000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VDN7 1244463.48000000 PA USD 1305240.55000000 0.081456345319 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXFM9 496401.35000000 PA USD 551701.76000000 0.034430135560 Long ABS-MBS USGSE US N 2 2057-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A2VH9 89799.82000000 PA USD 96509.83000000 0.006022903624 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 4.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJYD6 240547.44000000 PA USD 259875.69000000 0.016218101670 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210BBZ7 10619.58000000 PA USD 12116.31000000 0.000756144399 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAX1 4815000.00000000 PA USD 5172940.84000000 0.322828504967 Long DBT CORP US N 2 2024-06-10 Fixed 4.20000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDC5 430000.00000000 PA USD 507801.14000000 0.031690422898 Long DBT CORP US N 2 2046-08-15 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7XS1 158213.81000000 PA USD 170420.93000000 0.010635484871 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1323.00000000 NC USD -591114.94000000 -0.03688979987 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 5 Year US Treasury Note FVU1 Comdty 2021-09-30 163826575.22000000 USD -591114.94000000 N N N Freddie Mac - STACR 549300TCRXCIFPAC3B85 35565JAH4 5670594.49000000 PA USD 5685848.39000000 0.354837604370 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 1.99000000 N N N N N N GENUINE PARTS CO 549300D46DQVEU651W04 372460AA3 2845000.00000000 PA USD 2747616.90000000 0.171470945345 Long DBT CORP US N 2 2030-11-01 Fixed 1.88000000 N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106AL7 2075000.00000000 PA USD 2278145.14000000 0.142172549888 Long DBT CORP US N 2 2040-03-27 Fixed 3.25000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBC8 400000.00000000 PA USD 488928.00000000 0.030512603982 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N Benchmark Mortgage Trust N/A 08160BAD6 1290000.00000000 PA USD 1491682.86000000 0.093091678887 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 4.21000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BH4 111000.00000000 PA USD 141734.03000000 0.008845217144 Long DBT CORP US N 2 2039-03-15 Fixed 4.75000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136ACGJ4 3381161.83000000 PA USD 3445755.55000000 0.215039790149 Long ABS-MBS USGSE US N 2 2022-11-25 Variable 2.51000000 N N N N N N GS Mortgage Securities Trust 549300WF5YRKNHB1FX69 36198EAE5 170000.00000000 PA USD 180145.24000000 0.011242351363 Long ABS-MBS CORP US N 2 2046-07-10 Variable 4.19000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBL6 3380000.00000000 PA USD 3268736.32000000 0.203992524166 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1670000.00000000 OU Notional Amount -20222.78000000 -0.00126204610 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-04-07 0.00000000 GBP -737.98000000 GBP 1670000.00000000 GBP -19196.63000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EVS81 367126.76000000 PA USD 391409.30000000 0.024426739654 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBB8 1240000.00000000 PA USD 1258624.80000000 0.078547189126 Long DBT CORP US N 2 2028-06-15 Fixed 2.88000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBG5 1315000.00000000 PA USD 1372740.16000000 0.085668803736 Long DBT CORP US N 2 2051-02-15 Fixed 3.75000000 N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132GF5X1 10354.17000000 PA USD 11556.76000000 0.000721224477 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AF0 55000.00000000 PA USD 58911.05000000 0.003676470848 Long DBT CORP US N 2 2031-01-15 Fixed 4.38000000 N N N N N N Freddie Mac N/A 3128MJCV0 6607.05000000 PA USD 7292.25000000 0.000455088553 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJYM6 180903.85000000 PA USD 190529.98000000 0.011890433410 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M8HY2 38355.11000000 PA USD 40602.14000000 0.002533863919 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36294UU67 12417.43000000 PA USD 13312.72000000 0.000830808939 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount -2329.76000000 -0.00014539368 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 GBP -5.57000000 GBP 500000.00000000 GBP -2322.06000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TNR2 219101.76000000 PA USD 231716.83000000 0.014460787416 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WDY24 1583.60000000 PA USD 1710.32000000 0.000106736200 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.50000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBF5 2845000.00000000 PA USD 2884206.32000000 0.179995102032 Long DBT CORP JP N 2 2024-07-10 Fixed 1.24000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 312940EP0 15356.12000000 PA USD 17139.67000000 0.001069637989 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 4.50000000 N N N N N N Drive Auto Receivables Trust N/A 26209BAG4 1420000.00000000 PA USD 1455640.58000000 0.090842382842 Long ABS-O CORP US N 2 2026-01-15 Fixed 4.09000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 29890000.00000000 OU Notional Amount 133956.09000000 0.008359818061 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-08 0.00000000 EUR -11335.32000000 EUR 29890000.00000000 EUR 147749.47000000 N N N SOUTHWEST GAS CORP OQQR1IQTGBKH0UR88X59 845011AC9 85000.00000000 PA USD 84603.05000000 0.005279835395 Long DBT CORP US N 2 2030-06-15 Fixed 2.20000000 N N N N N N Freddie Mac N/A 31295NJW9 25099.86000000 PA USD 25272.13000000 0.001577161656 Long ABS-MBS USGSE US N 2 2032-04-01 Floating 2.46000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBL3 565000.00000000 PA USD 573410.13000000 0.035784893105 Long DBT CORP US N 2 2023-10-02 Fixed 1.45000000 N N N N N Santander Drive Auto Receivables Trust N/A 80286AAG9 5190000.00000000 PA USD 5306302.19000000 0.331151206999 Long ABS-O CORP US N 2 2024-12-16 Fixed 4.19000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAK2 2710000.00000000 PA USD 4432485.27000000 0.276618781706 Long DBT CORP US N 2 2046-07-15 Fixed 8.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKUB9 74803.85000000 PA USD 80553.41000000 0.005027108896 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31296MF20 25600.72000000 PA USD 29239.96000000 0.001824782626 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJ2T6 50525.06000000 PA USD 54173.44000000 0.003380810101 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AE6 800000.00000000 PA USD 854409.32000000 0.053321252250 Long DBT CORP US N 2 2023-09-15 Fixed 3.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8TY3 638844.23000000 PA USD 688797.40000000 0.042985883996 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 3.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 23940000.00000000 OU Notional Amount 4695.28000000 0.000293019052 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 0.00000000 ZAR -222.77000000 ZAR 23940000.00000000 ZAR 4710.97000000 N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBG7 310000.00000000 PA USD 353325.68000000 0.022050049395 Long DBT CORP US N 2 2048-03-30 Fixed 3.95000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AN8 1490000.00000000 PA USD 1618491.70000000 0.101005457431 Long DBT CORP GB N 2 2027-06-12 Fixed 3.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407YDC0 28848.63000000 PA USD 32396.59000000 0.002021778914 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 31326FW61 12903.72000000 PA USD 13379.20000000 0.000834957767 Long ABS-MBS USGSE US N 2 2043-08-01 Floating 2.40000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WAU6 1470000.00000000 PA USD 1651853.70000000 0.103087484834 Long DBT CORP KY N 2 2037-12-06 Fixed 4.00000000 N N N N N N Drive Auto Receivables Trust N/A 26208VAD8 1150000.00000000 PA USD 1152488.60000000 0.071923531166 Long ABS-O CORP US N 2 2024-05-15 Fixed 0.83000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HEXQ0 413388.47000000 PA USD 455209.09000000 0.028408302843 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAG4 400000.00000000 PA USD 396247.18000000 0.024728657967 Long DBT CORP ES N 2 2030-12-03 Fixed 2.75000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1333455000.00000000 OU Notional Amount -8669.11000000 -0.00054101446 N/A DIR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A Y 2026-09-15 0.00000000 KRW 0.00000000 KRW 1333455000.00000000 KRW -8669.11000000 N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XJX3 6105798.63000000 PA USD 6295585.78000000 0.392889578309 Long ABS-MBS USGSE US N 2 2029-10-25 Floating 3.09000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558AZ6 400000.00000000 PA USD 433672.34000000 0.027064255613 Long DBT CORP US N 2 2025-02-01 Fixed 3.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDY8 1380000.00000000 PA USD 1705490.33000000 0.106434794152 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBP7 365000.00000000 PA USD 350182.85000000 0.021853914325 Long DBT CORP US N 2 2061-02-04 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJTG3 182131.71000000 PA USD 191597.85000000 0.011957076135 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WECQ0 86669.48000000 PA USD 96444.69000000 0.006018838422 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.00000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBF1 150000.00000000 PA USD 150014.20000000 0.009361958972 Long DBT CORP CA N 2 2033-08-01 Fixed 2.50000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448DF2 800000.00000000 PA USD 863671.22000000 0.053899261050 Long DBT CORP US N 2 2026-02-24 Fixed 2.85000000 N N N N N N California State University N/A 13077DKU5 595000.00000000 PA USD 604174.90000000 0.037704834781 Long DBT MUN US N 2 2051-11-01 Fixed 2.98000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDDQ4 705473.76000000 PA USD 741187.03000000 0.046255371595 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128K8FX9 16573.13000000 PA USD 18990.42000000 0.001185138026 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M6NC8 68806.48000000 PA USD 80033.66000000 0.004994672779 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128LXUP3 136715.04000000 PA USD 162309.48000000 0.010129272379 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 2505000.00000000 PA USD 2406834.11000000 0.150203661991 Long DBT CORP US N 2 2032-02-13 Fixed 1.79000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388PR52 4767.17000000 PA USD 5344.99000000 0.000333565603 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAK2 660000.00000000 PA USD 781959.99000000 0.048799895905 Long DBT CORP US N 2 2048-07-24 Fixed 4.03000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2C6 1540000.00000000 PA USD 1656192.03000000 0.103358227654 Long DBT CORP US N 2 2024-01-24 Fixed 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAP40 6759130.11000000 PA USD 7112715.82000000 0.443884336869 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 3.00000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAS0 2205000.00000000 PA USD 2220008.20000000 0.138544389040 Long DBT US N 2 2025-07-15 Fixed 1.35000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFMW6 1974976.89000000 PA USD 2063520.06000000 0.128778409911 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WRP20 15397.86000000 PA USD 16372.68000000 0.001021772328 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Freddie Mac - STACR N/A 3137G0QP7 196704.07000000 PA USD 196704.05000000 0.012275739535 Long ABS-MBS USGSE US N 2 2030-03-25 Floating 0.84000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V7E4 905415.10000000 PA USD 937432.65000000 0.058502501820 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.50000000 N N N N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345YAF3 2436000.00000000 PA USD 2763068.13000000 0.172435212603 Long DBT CORP US N 2 2029-03-15 Fixed 4.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ARSQ5 350548.03000000 PA USD 383956.32000000 0.023961620399 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2SG8 167907.01000000 PA USD 177949.09000000 0.011105295896 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 3.00000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAR5 1980000.00000000 PA USD 2076869.76000000 0.129611526667 Long DBT CORP US N 2 2040-04-05 Fixed 3.38000000 N N N N N N NATIONAL FUEL GAS CO 8JB38FFW1Y3C1HM8E841 636180BR1 335000.00000000 PA USD 336943.34000000 0.021027674213 Long DBT CORP US N 2 2031-03-01 Fixed 2.95000000 N N N N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 94106BAA9 305000.00000000 PA USD 315134.88000000 0.019666670337 Long DBT CORP CA N 2 2030-02-01 Fixed 2.60000000 N N N N N TRANSCONT GAS PIPE LINE N/A 893574AR4 95000.00000000 PA USD 106152.55000000 0.006624678316 Long DBT CORP US N 2 2050-05-15 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CR97 39629.33000000 PA USD 42465.65000000 0.002650160271 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBN7 630000.00000000 PA USD 750513.67000000 0.046837420635 Long DBT CORP US N 2 2045-03-01 Fixed 4.05000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 11645000.00000000 OU Notional Amount -9909.26000000 -0.00061840869 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2024-09-16 0.00000000 GBP -114.12000000 GBP 11645000.00000000 GBP -9751.19000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9CL7 331781.25000000 PA USD 346837.00000000 0.021645109356 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643PBJ8 2180000.00000000 PA USD 2353917.57000000 0.146901291440 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 4.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DPE6 1200742.86000000 PA USD 1251972.87000000 0.078132061120 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2FW7 253792.16000000 PA USD 272621.44000000 0.017013527627 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.50000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LBF7 990000.00000000 PA USD 1030468.81000000 0.064308623592 Long DBT CORP US N 2 2051-02-15 Fixed 3.05000000 N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFV1 280000.00000000 PA USD 261348.95000000 0.016310043631 Long DBT CORP US N 2 2060-11-20 Fixed 3.00000000 N N N N N N Freddie Mac - STACR N/A 3137G0QQ5 1460000.00000000 PA USD 1492504.27000000 0.093142940745 Long ABS-MBS USGSE US N 2 2030-03-25 Floating 2.59000000 N N N N N N Freddie Mac N/A 31300LQK4 26154.26000000 PA USD 27603.80000000 0.001722674540 Long ABS-MBS USGSE US N 2 2041-08-01 Floating 2.46000000 N N N N N N Freddie Mac N/A 3128MCRS6 50106.66000000 PA USD 53283.69000000 0.003325283337 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4.50000000 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555CS1 400000.00000000 PA USD 429500.36000000 0.026803894223 Long DBT CORP US N 2 2025-05-15 Fixed 3.15000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990GWW8 255000.00000000 PA USD 264988.35000000 0.016537168220 Long DBT MUN US N 2 2043-07-01 Fixed 3.14000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLR4 66214.63000000 PA USD 69642.54000000 0.004346192575 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N WMG ACQUISITION CORP 549300NAS11NXI33CP80 92933BAR5 1030000.00000000 PA USD 975883.80000000 0.060902128580 Long DBT CORP US N 2 2031-02-15 Fixed 3.00000000 N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128CUWB8 47072.76000000 PA USD 49954.83000000 0.003117538665 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 805000.00000000 PA USD 935168.64000000 0.058361211403 Long DBT CORP US N 2 2048-04-15 Fixed 4.70000000 N N N N N N Aptiv Corp N/A 247126AJ4 1625000.00000000 PA USD 1763131.66000000 0.110032025391 Long DBT CORP US N 2 2024-03-15 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DGZ6 34977.36000000 PA USD 40508.21000000 0.002528002016 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHS37 10592.96000000 PA USD 11165.37000000 0.000696798942 Long ABS-MBS USGSE US N 2 2042-01-01 Floating 2.15000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1790000.00000000 OU Notional Amount 10478.40000000 0.000653927100 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-06-16 0.00000000 CAD -17.40000000 CAD 1790000.00000000 CAD 10492.76000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 18300000.00000000 OU Notional Amount 965.07000000 0.000060227270 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 SEK -2866.46000000 SEK 18300000.00000000 SEK 1307.48000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A82U6 45910.48000000 PA USD 51819.22000000 0.003233889935 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.50000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAR9 315000.00000000 PA USD 375881.90000000 0.023457718843 Long DBT CORP US N 2 2030-04-13 Fixed 4.63000000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAL3 30000.00000000 PA USD 31246.35000000 0.001949995711 Long DBT CORP US N 2 2049-09-15 Fixed 3.15000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAB8 1300000.00000000 PA USD 1406795.00000000 0.087794069310 Long DBT CORP US N 2 2027-09-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EUQ51 33410.13000000 PA USD 35881.97000000 0.002239291553 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AUZC8 798149.53000000 PA USD 849508.06000000 0.053015378572 Long ABS-MBS USGSE US N 2 2026-09-25 Variable 2.57000000 N N N N N N Bank N/A 06541TBF5 1740000.00000000 PA USD 1736238.12000000 0.108353676155 Long ABS-MBS CORP US N 2 2053-11-15 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389MY27 52505.44000000 PA USD 59853.46000000 0.003735283972 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CV7 1900000.00000000 PA USD 2062002.13000000 0.128683680222 Long DBT CORP US N 2 2026-07-01 Fixed 3.25000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 290000.00000000 OU Notional Amount 810.50000000 0.000050580996 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 EUR -3.23000000 EUR 290000.00000000 EUR 814.36000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DA85 86065.15000000 PA USD 94554.35000000 0.005900867686 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TQN8 1499444.33000000 PA USD 1576305.67000000 0.098372747448 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FRUT6 4510000.00000000 PA USD 4708685.34000000 0.293855641440 Long ABS-MBS USGSE US N 2 2030-01-25 Fixed 2.07000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AWS92 44227.82000000 PA USD 49085.92000000 0.003063312467 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Westlake Automobile Receivables Trust 5493000EWZKZ6H2PNY04 96042GAL6 1140000.00000000 PA USD 1159171.49000000 0.072340591298 Long ABS-O CORP US N 2 2023-10-16 Fixed 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468N2 2020000.00000000 PA USD 3006413.85000000 0.187621725924 Long DBT CORP US N 2 2051-03-24 Fixed 5.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391XH93 11537.98000000 PA USD 11621.61000000 0.000725271581 Long ABS-MBS USGSE US N 2 2032-10-01 Floating 1.61000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128PQBL4 65924.54000000 PA USD 70033.59000000 0.004370596891 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 4.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 320000.00000000 OU Notional Amount -3995.98000000 -0.00024937773 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-05-12 0.00000000 GBP -699.69000000 GBP 320000.00000000 GBP -3016.26000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MVS6 19160.99000000 PA USD 20511.72000000 0.001280078026 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DDX4 61590.26000000 PA USD 71351.48000000 0.004452842653 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35565TAA7 1303986.40000000 PA USD 1304399.24000000 0.081403841558 Long ABS-MBS USGSE US N 2 2050-11-25 Floating 1.12000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 556200.00000000 OU Notional Amount -284.81000000 -0.00001777418 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 5.18000000 SGD 0.00000000 SGD 556200.00000000 SGD -288.67000000 N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAJ0 780000.00000000 PA USD 763459.01000000 0.047645302435 Long DBT CORP US N 2 2030-06-15 Fixed 1.75000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDR0 1035000.00000000 PA USD 1088751.77000000 0.067945897132 Long DBT CORP US N 2 2024-08-15 Fixed 2.38000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAH7 1640000.00000000 PA USD 1930829.40000000 0.120497563731 Long DBT CORP US N 2 2048-09-21 Fixed 4.25000000 N N N N N N University of California N/A 91412GHA6 115000.00000000 PA USD 163260.90000000 0.010188647791 Long DBT MUN US N 2 2112-05-15 Fixed 4.86000000 N N N N N N Vale SA 254900SMTWBX7RU2SR20 91912EAA3 1070000.00000000 PA USD 1334356.88000000 0.083273412549 Long DBT CORP BR N 2 2042-09-11 Fixed 5.63000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 21410000.00000000 OU Notional Amount 23067.32000000 0.001439565744 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 0.00000000 ZAR -199.22000000 ZAR 21410000.00000000 ZAR 23081.83000000 N N N Consumer Loan Underlying Bond Credit Trust N/A 21054AAA6 108385.62000000 PA USD 108476.92000000 0.006769735628 Long ABS-O CORP US N 2 2026-07-15 Fixed 2.94000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J92F7 758973.41000000 PA USD 813196.76000000 0.050749293756 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EWE5 119342.56000000 PA USD 136084.12000000 0.008492622353 Long ABS-MBS USGA US N 2 2038-09-20 Fixed 6.00000000 N N N N N N Regents of the University of California Medical Center Pooled Revenue N/A 913366KB5 120000.00000000 PA USD 123774.00000000 0.007724382823 Long DBT MUN US N 2 2050-05-15 Fixed 3.01000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAP0 1015000.00000000 PA USD 1088359.62000000 0.067921424168 Long DBT CORP IE N 2 2023-09-15 Fixed 4.50000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111EL3 1000000.00000000 PA USD 1337076.24000000 0.083443120062 Long DBT CORP US N 2 2036-03-15 Fixed 5.85000000 N N N N N N KENTUCKY UTILITIES CO AGX0G2MXE54NFNNICD28 491674BM8 320000.00000000 PA USD 338318.56000000 0.021113497777 Long DBT CORP US N 2 2050-06-01 Fixed 3.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202D2W0 22224.11000000 PA USD 26002.93000000 0.001622768803 Long ABS-MBS USGA US N 2 2033-12-20 Fixed 6.00000000 N N N N N N KANSAS CITY POWER & LT 1128SIJQ26096WL7IO82 485134BP4 300000.00000000 PA USD 329341.83000000 0.020553285624 Long DBT CORP US N 2 2025-08-15 Fixed 3.65000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAE9 1600000.00000000 PA USD 1686077.36000000 0.105223285984 Long DBT CORP ES N 2 2025-05-28 Fixed 2.75000000 N N N N N N State of California N/A 13063A5G5 525000.00000000 PA USD 890904.00000000 0.055598781289 Long DBT MUN US N 2 2039-04-01 Fixed 7.55000000 N N N N N N CNOOC FINANCE 2015 US 549300Q3CTIH31RFPO82 12634MAB6 600000.00000000 PA USD 640987.50000000 0.040002204302 Long DBT CORP US N 2 2025-05-05 Fixed 3.50000000 N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448DP0 15000.00000000 PA USD 16869.81000000 0.001052796795 Long DBT CORP US N 2 2046-10-06 Fixed 3.45000000 N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 906548CN0 230000.00000000 PA USD 273602.63000000 0.017074760900 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPUP7 171505.99000000 PA USD 190341.27000000 0.011878656556 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JE8 500000.00000000 PA USD 499724.21000000 0.031186364700 Long DBT CORP US N 2 2022-06-16 Fixed 1.75000000 N N N N N N BAKER HUGHES LLC/CO-OBL N/A 05723KAF7 850000.00000000 PA USD 970964.27000000 0.060595114724 Long DBT CORP US N 2 2047-12-15 Fixed 4.08000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKLM9 826658.54000000 PA USD 862019.24000000 0.053796165683 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGLY1 2375007.45000000 PA USD 2403282.60000000 0.149982022367 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HAK5 800000.00000000 PA USD 851451.35000000 0.053136653767 Long DBT CORP CA N 2 2023-10-16 Fixed 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UQ70 126490.43000000 PA USD 136365.87000000 0.008510205568 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 5.00000000 N N N N N N Oglethorpe Power Corp 3EERXCUSWMS9GV5D9M98 677050AN6 130000.00000000 PA USD 163436.24000000 0.010199590261 Long DBT CORP US N 2 2048-10-01 Fixed 5.05000000 N N N N N Public Storage 549300LMZF40TKJ6DM64 74460DAC3 2500000.00000000 PA USD 2737929.25000000 0.170866366699 Long DBT US N 2 2027-09-15 Fixed 3.09000000 N N N N N N EDCON HOLDCO 2 213800QFMH6S1TYEKJ66 000000000 163560.00000000 NS 0.11000000 0.000000006864 Long EC CORP ZA N 3 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAL2 1840000.00000000 PA USD 2160868.01000000 0.134853618217 Long DBT CORP US N 2 2038-07-22 Fixed 3.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9FM2 150041.35000000 PA USD 155393.43000000 0.009697661396 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BV5 1329000.00000000 PA USD 1580656.28000000 0.098644256627 Long DBT CORP US N 2 2046-03-01 Fixed 3.70000000 N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CE7 890000.00000000 PA USD 903089.33000000 0.056359233030 Long DBT CORP DE N 2 2026-11-24 Fixed 2.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407FFW5 40367.30000000 PA USD 46435.91000000 0.002897932890 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390MVH4 1843.20000000 PA USD 2063.68000000 0.000128788391 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 6.50000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAN1 350000.00000000 PA USD 354375.00000000 0.022115534467 Long DBT US N 2 2031-02-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GYJ26 654671.98000000 PA USD 709016.34000000 0.044247690456 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411BJ3 825000.00000000 PA USD 893466.75000000 0.055758715218 Long DBT CORP US N 2 2027-11-15 Fixed 4.88000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BP7 280000.00000000 PA USD 315834.17000000 0.019710311034 Long DBT CORP US N 2 2027-02-15 Fixed 4.19000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AQAW6 12828.61000000 PA USD 13708.58000000 0.000855513434 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N Drive Auto Receivables Trust N/A 26208VAF3 1890000.00000000 PA USD 1939459.03000000 0.121036114362 Long ABS-O CORP US N 2 2026-08-17 Fixed 2.28000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERX39 95067.13000000 PA USD 101034.38000000 0.006305267903 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AZ5 1350000.00000000 PA USD 1555875.00000000 0.097097727521 Long DBT CORP LR N 2 2025-06-01 Fixed 11.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6E94 271131.06000000 PA USD 296471.18000000 0.018501921975 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Board of Regents of the University of Texas System TEHUYFNKZR6XVWLGEU86 91514AKD6 405000.00000000 PA USD 389354.85000000 0.024298527281 Long DBT MUN US N 2 2049-08-15 Fixed 2.44000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BV0 2949000.00000000 PA USD 3840842.18000000 0.239696021496 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128PUYA4 53534.98000000 PA USD 57176.80000000 0.003568241244 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31296XKQ7 9865.79000000 PA USD 11295.95000000 0.000704948067 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8KB0 102174.35000000 PA USD 108132.73000000 0.006748255710 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N PRES & FELLOWS OF HARVAR 6S3X7J22E861RNTJSA74 740816AP8 54000.00000000 PA USD 54025.59000000 0.003371583203 Long DBT CORP US N 2 2050-10-15 Fixed 2.52000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAN0 735000.00000000 PA USD 683687.81000000 0.042667009036 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77000000 N N N N N N CHEVRON CORP N/A 166764BW9 550000.00000000 PA USD 563583.21000000 0.035171623016 Long DBT CORP US N 2 2025-05-11 Fixed 1.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2N81 155155.94000000 PA USD 163206.14000000 0.010185230376 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N RPM International Inc 549300TJCKW4BRXPJ474 749685AV5 1000000.00000000 PA USD 1095890.23000000 0.068391388090 Long DBT CORP US N 2 2027-03-15 Fixed 3.75000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KK3U1 1835866.16000000 PA USD 1900613.10000000 0.118611850506 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Drive Auto Receivables Trust N/A 26208VAB2 194849.17000000 PA USD 194923.04000000 0.012164591773 Long ABS-O CORP US N 2 2023-07-17 Fixed 0.85000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AV2 1630000.00000000 PA USD 1639013.90000000 0.102286189485 Long DBT CORP US N 2 2030-10-15 Fixed 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HAFM7 776591.97000000 PA USD 846220.02000000 0.052810181360 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409GKK1 17638.89000000 PA USD 20908.64000000 0.001304848673 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641593U8 1000000.00000000 PA USD 989364.89000000 0.061743445012 Long DBT CORP CA N 2 2026-03-02 Fixed 1.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERJH4 25273.51000000 PA USD 26819.04000000 0.001673699904 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CG5 120000.00000000 PA USD 142886.11000000 0.008917115176 Long DBT CORP US N 2 2030-03-25 Fixed 4.50000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBB5 680000.00000000 PA USD 681523.87000000 0.042531963704 Long DBT US N 2 2025-09-15 Fixed 1.30000000 N N N N N N Appalachian Power Co 3SCHO1ABYYIG382BEI70 037735CW5 1190000.00000000 PA USD 1288886.89000000 0.080435759974 Long DBT CORP US N 2 2027-06-01 Fixed 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8WQ6 745931.40000000 PA USD 755788.69000000 0.047166619609 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8H26 223065.12000000 PA USD 234719.70000000 0.014648187980 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 3.00000000 N N N N N N UMBS, TBA N/A 01F032476 837880.00000000 PA USD 894764.20000000 0.055839685377 Long ABS-MBS USGSE US N 2 2036-07-15 Fixed 3.50000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285RAG3 8000000.00000000 PA USD 8188406.40000000 0.511015122333 Long ABS-O CORP US N 2 2026-09-15 Fixed 2.22000000 N N N N N N AMN HEALTHCARE INC 549300H27NUKBFFQEE84 00175PAB9 130000.00000000 PA USD 135096.00000000 0.008430956598 Long DBT CORP US N 2 2027-10-01 Fixed 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WE3W7 17183.81000000 PA USD 18589.87000000 0.001160140841 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92890NAW9 460000.00000000 PA USD 471282.14000000 0.029411376116 Long ABS-MBS CORP US N 2 2045-12-15 Fixed 3.24000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400SHP7 29345.33000000 PA USD 32900.21000000 0.002053208404 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N Southwest Gas Corp OQQR1IQTGBKH0UR88X59 845011AA3 230000.00000000 PA USD 255818.59000000 0.015964909614 Long DBT CORP US N 2 2028-04-01 Fixed 3.70000000 N N N N N N ORIX Corp 35380016EMHNBOVYE123 686330AH4 405000.00000000 PA USD 415526.01000000 0.025931794840 Long DBT CORP JP N 2 2022-07-18 Fixed 2.90000000 N N N N N N Fannie Mae - CAS N/A 20754FAK8 3842218.68000000 PA USD 3863070.78000000 0.241083245113 Long ABS-MBS USGSE US N 2 2031-07-25 Floating 2.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406M3E4 34098.58000000 PA USD 34309.10000000 0.002141133216 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 1.82000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DHD7 206917.03000000 PA USD 216135.37000000 0.013488392874 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5AD5 24131.86000000 PA USD 25538.86000000 0.001593807516 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148LAF3 503000.00000000 PA USD 672580.94000000 0.041973860913 Long DBT CORP US N 2 2045-05-22 Fixed 5.15000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CY4 850000.00000000 PA USD 1045709.30000000 0.065259739167 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CP2 1220000.00000000 PA USD 1213976.77000000 0.075760832734 Long DBT CORP US N 2 2030-05-01 Fixed 2.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418VWW8 13151.48000000 PA USD 15056.17000000 0.000939612688 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PAT9 310000.00000000 PA USD 339299.31000000 0.021174703591 Long DBT CORP US N 2 2030-03-20 Fixed 3.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGLT2 1380978.94000000 PA USD 1401322.97000000 0.087452575502 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DZ5 630000.00000000 PA USD 793296.00000000 0.049507344003 Long DBT CORP US N 2 2027-07-15 Fixed 8.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDZ2 410000.00000000 PA USD 414129.11000000 0.025844618289 Long DBT CORP US N 2 2050-05-15 Fixed 2.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MNH9 22313.39000000 PA USD 23930.86000000 0.001493456816 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180DL96 8736.80000000 PA USD 9208.28000000 0.000574662529 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5GA7 2194665.72000000 PA USD 2309134.35000000 0.144106498225 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WNJK9 13664.10000000 PA USD 14813.49000000 0.000924467721 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER5K2 333140.19000000 PA USD 358811.20000000 0.022392385075 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSF3 119673.77000000 PA USD 125113.94000000 0.007808004663 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FETN0 1610000.00000000 PA USD 1808374.70000000 0.112855514663 Long ABS-MBS USGSE US N 2 2028-01-25 Fixed 3.35000000 N N N N N N Freddie Mac - STACR N/A 35564KED7 705000.00000000 PA USD 706128.35000000 0.044067459226 Long ABS-MBS USGSE US N 2 2033-10-25 Floating 0.77000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J75K7 26340.75000000 PA USD 28416.93000000 0.001773419668 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 367672.00000000 OU Notional Amount 54.06000000 0.000003373730 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 3.42000000 SGD 0.00000000 SGD 367672.00000000 SGD 51.51000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGB86 15413.43000000 PA USD 16939.47000000 0.001057144078 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.50000000 N N N N N N Carvana Auto Receivables Trust N/A 14686KAD9 3686000.00000000 PA USD 3695116.58000000 0.230601701835 Long ABS-O CORP US N 2 2028-03-10 Fixed 1.07000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAL8 1120000.00000000 PA USD 1100627.36000000 0.068687018882 Long DBT CORP US N 2 2050-06-15 Fixed 3.00000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZZ4 900000.00000000 PA USD 1056000.63000000 0.065901991762 Long DBT CORP US N 2 2026-01-15 Fixed 7.38000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180DLH8 105031.73000000 PA USD 111824.76000000 0.006978664787 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKLP2 419740.41000000 PA USD 435367.33000000 0.027170035112 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CS1 320000.00000000 PA USD 299137.39000000 0.018668312548 Long DBT CORP US N 2 2050-09-01 Fixed 2.25000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 7010000.00000000 OU Notional Amount -7779.91000000 -0.00048552202 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2023-04-11 18.29000000 GBP 0.00000000 GBP 7010000.00000000 GBP -7805.04000000 N N N Chase Funding Mortgage Loan Asset-Backed CTFS N/A 161546JS6 119491.63000000 PA USD 116518.08000000 0.007271561522 Long ABS-O CORP US N 2 2035-02-26 Floating 0.59000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAJ5 235000.00000000 PA USD 358169.54000000 0.022352340902 Long DBT CORP US N 2 2036-07-15 Fixed 8.10000000 N N N N N N Freddie Mac - STACR N/A 35564KEL9 670000.00000000 PA USD 684343.16000000 0.042707907563 Long ABS-MBS USGSE US N 2 2033-10-25 Floating 2.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8PJ6 115259.61000000 PA USD 126354.16000000 0.007885403261 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBS3 233000.00000000 PA USD 245811.26000000 0.015340380650 Long DBT CORP GB N 2 2042-03-10 Fixed 3.81000000 N N N N N Morgan Stanley BAML Trust N/A 61763BAU8 460000.00000000 PA USD 492380.23000000 0.030728047824 Long ABS-MBS CORP US N 2 2046-11-15 Fixed 4.04000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92936YAE1 640000.00000000 PA USD 656055.23000000 0.040942538418 Long ABS-MBS CORP US N 2 2045-08-15 Fixed 3.66000000 N N N N N N Duke Energy Ohio Inc L6KC0HABGHNFU1Z6QY21 26442EAG5 100000.00000000 PA USD 123510.64000000 0.007707947276 Long DBT CORP US N 2 2049-02-01 Fixed 4.30000000 N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 52220000.00000000 OU Notional Amount USD 3186032.67000000 0.198831224915 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2051-09-08 434652.74000000 USD 0.00000000 USD 52220000.00000000 USD 2751379.93000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A26S6 513404.63000000 PA USD 550860.52000000 0.034377636168 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617HP7D0 165089.97000000 PA USD 175433.94000000 0.010948332548 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 4.00000000 N N N N N N Aon PLC 635400FALWQYX5E6QC64 00185AAK0 3400000.00000000 PA USD 3775279.05000000 0.235604413280 Long DBT CORP IE N 2 2025-12-15 Fixed 3.88000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 19440000.00000000 OU Notional Amount -680.69000000 -0.00004247992 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 SEK -216.76000000 SEK 19440000.00000000 SEK -655.00000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230QTD0 11592.91000000 PA USD 12445.86000000 0.000776710676 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M6AR9 33939.92000000 PA USD 39316.41000000 0.002453625172 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9SE1 37917.50000000 PA USD 40353.64000000 0.002518355742 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.00000000 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AW3 1010000.00000000 PA USD 1050676.71000000 0.065569741078 Long DBT CORP US N 2 2030-03-11 Fixed 2.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230SME1 10943.05000000 PA USD 11895.43000000 0.000742359907 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3J7 199030.59000000 PA USD 210655.63000000 0.013146417907 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FWG79 4940000.00000000 PA USD 4886777.92000000 0.304969892139 Long ABS-MBS USGSE US N 2 2030-06-25 Fixed 1.38000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132HNRA9 54350.75000000 PA USD 59502.40000000 0.003713375317 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BKPT2 135285.34000000 PA USD 145301.67000000 0.009067863396 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162WBC9 2300000.00000000 PA USD 2271853.06000000 0.141779879095 Long ABS-MBS CORP US N 2 2053-09-15 Fixed 1.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8MH7 3585569.05000000 PA USD 3729148.61000000 0.232725543902 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 14870000.00000000 OU Notional Amount 7317.31000000 0.000456652476 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 23073.14000000 SEK 0.00000000 SEK 14870000.00000000 SEK 4527.23000000 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBK1 2850000.00000000 PA USD 2992041.61000000 0.186724795359 Long DBT CORP US N 2 2023-05-09 Fixed 3.70000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128CUJL1 45035.72000000 PA USD 49297.40000000 0.003076510331 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 5.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCG5 195000.00000000 PA USD 233687.92000000 0.014583797529 Long DBT CORP US N 2 2044-06-15 Fixed 4.80000000 N N N N N N OneMain Financial Issuance Trust N/A 68269BAA6 5690000.00000000 PA USD 6115379.85000000 0.381643439456 Long ABS-O CORP US N 2 2036-10-14 Fixed 3.14000000 N N N N N N PPL ELECTRIC UTILITIES 549300GCZLSGYEYPIR35 69351UAW3 275000.00000000 PA USD 283762.02000000 0.017708779496 Long DBT CORP US N 2 2049-10-01 Fixed 3.00000000 N N N N N N UNITED PARCEL SERVICE D01LMJZU09ULLNCY6Z23 911312BW5 1775000.00000000 PA USD 2598682.11000000 0.162176349276 Long DBT CORP US N 2 2050-04-01 Fixed 5.30000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659AR2 500000.00000000 PA USD 623441.56000000 0.038907212159 Long DBT CORP US N 2 2049-01-15 Fixed 4.45000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 1045000.00000000 PA USD 1134916.38000000 0.070826898963 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAE5 500000.00000000 PA USD 513410.00000000 0.032040455876 Long DBT US N 2 2030-08-15 Fixed 4.13000000 N N N N N N Freddie Mac - STACR 549300NKHCH87PYOHD44 35564MAH8 1279752.44000000 PA USD 1289834.33000000 0.080494887006 Long ABS-MBS USGSE US N 2 2049-04-25 Floating 2.14000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468R3 3410000.00000000 PA USD 3408727.73000000 0.212728989360 Long DBT CORP US N 2 2025-10-21 Fixed 0.86000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CVV1 207768.42000000 PA USD 243139.80000000 0.015173662440 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131AZ5 240000.00000000 PA USD 254320.39000000 0.015871411219 Long DBT US N 2 2030-05-15 Fixed 2.80000000 N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128L5LD1 21905.44000000 PA USD 24842.88000000 0.001550373386 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N CLEARWATER PAPER CORP 549300HCVV19GXN4P292 18538RAJ2 150000.00000000 PA USD 149437.50000000 0.009325968767 Long DBT CORP US N 2 2028-08-15 Fixed 4.75000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385H7M8 1036.54000000 PA USD 1216.64000000 0.000075927037 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAA6 500000.00000000 PA USD 586308.60000000 0.036589849882 Long DBT CORP US N 2 2038-10-31 Fixed 4.02000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAL9 502716.23000000 PA USD 538515.15000000 0.033607196786 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKE1 305000.00000000 PA USD 296736.49000000 0.018518479216 Long DBT CORP US N 2 2052-02-01 Fixed 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390UXE1 24095.45000000 PA USD 27135.49000000 0.001693448647 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJQH6 304602.64000000 PA USD 334979.35000000 0.020905107191 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.00000000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AR6 275000.00000000 PA USD 289415.85000000 0.018061618924 Long DBT CORP US N 2 2025-12-15 Fixed 2.60000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31287YYB4 96682.91000000 PA USD 117364.22000000 0.007324366709 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N BANNER HEALTH PLD0E0WJKFN8IZJ2WD85 06654DAC1 119000.00000000 PA USD 125894.02000000 0.007856687234 Long DBT CORP US N 2 2050-01-01 Fixed 3.18000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132GFUJ4 10801.62000000 PA USD 12056.22000000 0.000752394353 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAY9 3070000.00000000 PA USD 3229143.12000000 0.201521625318 Long DBT CORP US N 2 2025-07-15 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417SAQ3 35096.50000000 PA USD 36599.29000000 0.002284057451 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 5.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JJ7 340000.00000000 PA USD 303028.68000000 0.018911156874 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FKM7 302611.60000000 PA USD 331098.56000000 0.020662918140 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXGM8 94826.93000000 PA USD 100807.58000000 0.006291113961 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2SC7 29491.54000000 PA USD 31255.35000000 0.001950557376 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 3.00000000 N N N N N N VMware Inc 549300BUDHS3LRWBE814 928563AB1 3800000.00000000 PA USD 3898444.70000000 0.243290830714 Long DBT CORP US N 2 2022-08-21 Fixed 2.95000000 N N N N N N ICE Futures Europe - Financial Products Division N/A 000000000 886.00000000 NC 610694.38000000 0.038111696960 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Long United Kingdom Gilt G U1 Comdty 2021-09-28 113055123.54000000 GBP 610694.38000000 N N N Freddie Mac 254900HROIFWPRGM1V77 3132WDDB7 1745.45000000 PA USD 1885.56000000 0.000117672429 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M9R79 90691.62000000 PA USD 98923.87000000 0.006173556985 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYZ1 36901.10000000 PA USD 39278.15000000 0.002451237474 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.00000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XNT7 300134.56000000 PA USD 301085.48000000 0.018789887296 Long ABS-MBS USGSE US N 2 2030-01-25 Floating 2.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGXX0 581732.52000000 PA USD 601454.50000000 0.037535062365 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AT6 540000.00000000 PA USD 603402.42000000 0.037656626504 Long DBT CORP US N 2 2029-08-15 Fixed 3.55000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 99474.12000000 0.006207896520 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2040-10-22 0.00000000 USD 0.00000000 USD 1000000.00000000 USD 99474.12000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1740000.00000000 OU Notional Amount -5000.53000000 -0.00031206883 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 16.20000000 SGD 0.00000000 SGD 1740000.00000000 SGD -5012.77000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1850000.00000000 OU Notional Amount 7908.42000000 0.000493541968 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-06-16 0.00000000 CAD -20.46000000 CAD 1850000.00000000 CAD 7925.26000000 N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304AY3 355000.00000000 PA USD 354000.05000000 0.022092134906 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N SoFi Consumer Loan Program Trust N/A 78471DAA5 161127.35000000 PA USD 161449.72000000 0.010075617206 Long ABS-O CORP US N 2 2025-08-25 Fixed 3.26000000 N N N N N N New Jersey Turnpike Authority 5493005YN67D71KSMI84 646139X83 550000.00000000 PA USD 880165.00000000 0.054928590885 Long DBT MUN US N 2 2041-01-01 Fixed 7.10000000 N N N N N N BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES 5493008LW2651I1QB503 066922477 100000.00000000 NS USD 100000.00000000 0.006240715193 Long STIV RF US N 1 N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAF2 480000.00000000 PA USD 511200.00000000 0.031902536070 Long DBT CORP US N 2 2026-03-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7RS8 266270.20000000 PA USD 294648.96000000 0.018388202415 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQLB6 53137.15000000 PA USD 60330.54000000 0.003765057176 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHP33 146714.89000000 PA USD 155048.64000000 0.009676144034 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 2.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B1K86 1590000.00000000 PA USD 1760636.57000000 0.109876313931 Long ABS-MBS USGSE US N 2 2028-03-25 Variable 3.15000000 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106AH6 245000.00000000 PA USD 259191.49000000 0.016175402697 Long DBT CORP US N 2 2025-03-27 Fixed 2.40000000 N N N N N N Fannie Mae - CAS N/A 20754HBX5 2184264.09000000 PA USD 2148986.91000000 0.134112152604 Long ABS-MBS USGSE US N 2 2039-07-25 Variable 2.09000000 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434CQ3 800000.00000000 PA USD 848776.82000000 0.052969743967 Long DBT CORP US N 2 2026-06-15 Fixed 2.60000000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAF9 1250000.00000000 PA USD 1283287.50000000 0.080086317992 Long DBT CORP US N 2 2027-07-31 Fixed 5.00000000 N N N N N N Marlette Funding Trust 549300Y3KZXU3NUCX480 57109HAA0 320400.62000000 PA USD 321536.06000000 0.020066149749 Long ABS-O CORP US N 2 2029-07-16 Fixed 3.13000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -675.00000000 NC -824937.36000000 -0.05148199116 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Euro-Bund (FGBL) RXU1 Comdty 2021-09-08 -115816040.73000000 EUR -824937.36000000 N N N AUTONATION INC N/A 05329WAQ5 1327000.00000000 PA USD 1569447.56000000 0.097944752335 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAG8 339000.00000000 PA USD 372604.23000000 0.023253168794 Long DBT CORP US N 2 2050-10-01 Fixed 3.91000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31297FFY4 76046.80000000 PA USD 85403.24000000 0.005329772974 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179DJ84 47609.02000000 PA USD 50684.22000000 0.003163057818 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 2346840000.00000000 OU Notional Amount -10034.15000000 -0.00062620272 N/A DIR US N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 N/A N/A Y 2026-09-15 0.00000000 KRW 0.00000000 KRW 2346840000.00000000 KRW -10034.15000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 9500000.00000000 OU Notional Amount 23066.23000000 0.001439497720 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2024-06-17 1798.84000000 GBP 0.00000000 GBP 9500000.00000000 GBP 20521.37000000 N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 637432NS0 680000.00000000 PA USD 758491.50000000 0.047335294284 Long DBT CORP US N 2 2029-03-15 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AVGL3 261116.67000000 PA USD 285261.43000000 0.017802353404 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RJD2 174416.55000000 PA USD 184925.63000000 0.011540681888 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.00000000 N N N N N N AGILENT TECHNOLOGIES INC QUIX8Y7A2WP0XRMW7G29 00846UAN1 2495000.00000000 PA USD 2494832.56000000 0.155695394631 Long DBT CORP US N 2 2031-03-12 Fixed 2.30000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAH6 395000.00000000 PA USD 539455.45000000 0.033665878231 Long DBT CORP KY N 2 2036-11-21 Fixed 6.88000000 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555DA9 240000.00000000 PA USD 262564.52000000 0.016385903893 Long DBT CORP US N 2 2049-12-01 Fixed 3.50000000 N N N N N N Drive Auto Receivables Trust N/A 26208KAG5 3970894.80000000 PA USD 4063037.43000000 0.253562594223 Long ABS-O CORP US N 2 2024-09-16 Fixed 4.30000000 N N N N N N BLACKROCK CASH FUNDS BCF INSTITUTIONAL SL AGENCY N/A 066922477 39818723.74300000 NS USD 39842614.98000000 2.486464126656 Long STIV RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1530000.00000000 OU Notional Amount -335.26000000 -0.00002092262 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 14.24000000 SGD 0.00000000 SGD 1530000.00000000 SGD -345.87000000 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFU3 170000.00000000 PA USD 161485.92000000 0.010077876345 Long DBT CORP US N 2 2050-11-20 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413YMN8 6888.20000000 PA USD 8053.49000000 0.000502595374 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N AMEREN ILLINOIS CO RC71E2BZ6UOMFPDJSE79 02361DAU4 130000.00000000 PA USD 140526.44000000 0.008769854892 Long DBT CORP US N 2 2050-03-15 Fixed 3.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AADU5 45684.83000000 PA USD 49054.43000000 0.003061347266 Long ABS-MBS USGA US N 2 2048-05-15 Fixed 4.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31297P2C4 58682.30000000 PA USD 67248.73000000 0.004196801710 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BMN5 45807.00000000 PA USD 52786.47000000 0.003294253253 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163LAG4 3020000.00000000 PA USD 3004426.16000000 0.187497679853 Long ABS-MBS CORP US N 2 2053-12-17 Fixed 1.98000000 N N N N N N UNIVERSITY OF CHICAGO 54930099Y7GU6182V326 91412NBE9 157000.00000000 PA USD 151927.79000000 0.009481380674 Long DBT CORP US N 2 2050-04-01 Fixed 2.55000000 N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXR0 2000000.00000000 PA USD 1942388.82000000 0.121218954212 Long DBT CORP US N 2 2032-01-27 Fixed 1.99000000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAB7 195000.00000000 PA USD 195510.54000000 0.012201255975 Long DBT CORP US N 2 2050-04-28 Fixed 3.25000000 N N N N N N NORTHWESTERN UNIVERSITY OBWWNZE695DUK77DTI34 668444AS1 266000.00000000 PA USD 269157.48000000 0.016797351749 Long DBT CORP US N 2 2050-12-01 Fixed 2.64000000 N N N N N WEEKLEY HOMES LLC/ FINAN N/A 948565AD8 200000.00000000 PA USD 207000.00000000 0.012918280451 Long DBT CORP US N 2 2028-09-15 Fixed 4.88000000 N N N N N N SWITCH LTD 5493002D70VTFFLT8L43 87105NAA8 865000.00000000 PA USD 875812.50000000 0.054656963756 Long DBT CORP US N 2 2028-09-15 Fixed 3.75000000 N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 1792776000.00000000 OU Notional Amount -10325.24000000 -0.00064436882 N/A DIR US N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 N/A N/A Y 2026-09-15 0.00000000 KRW 0.00000000 KRW 1792776000.00000000 KRW -10325.24000000 N N N GS Mortgage Securities Trust 549300WZ62L3Y22NOZ64 36252AAC0 2030000.00000000 PA USD 2231497.60000000 0.139261409772 Long ABS-MBS CORP US N 2 2048-11-10 Fixed 3.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417FBL1 126948.71000000 PA USD 143899.03000000 0.008980328628 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.00000000 N N N N N N CREDIT SUISSE GROUP AG 549300PXR5FKNXF0OH19 225433AT8 300000.00000000 PA USD 317932.88000000 0.019841285548 Long DBT CORP CH N 2 2023-06-09 Fixed 3.80000000 N N N N N N Freddie Mac - STACR 549300D2VO9JVX6KU482 3137G0VC0 4865476.77000000 PA USD 4871920.61000000 0.304042689737 Long ABS-MBS USGSE US N 2 2043-04-25 Floating 1.74000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128PYAM6 684220.67000000 PA USD 717913.84000000 0.044802958091 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 2.50000000 N N N N N N Freddie Mac - STACR 5493003FQV7GR462GO02 35565HAH8 4998764.25000000 PA USD 5022655.34000000 0.313449614934 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 1.79000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M9SS2 285460.09000000 PA USD 310034.70000000 0.019348382628 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount 5629.10000000 0.000351296098 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 1833.28000000 EUR 0.00000000 EUR 1500000.00000000 EUR 3397.27000000 N N N Freddie Mac - STACR N/A 3137G0KX6 10607.33000000 PA USD 10607.33000000 0.000661973254 Long ABS-MBS USGSE US N 2 2029-03-25 Floating 1.44000000 N N N N N N Chicago O'Hare International Airport N/A 167593H62 310000.00000000 PA USD 404385.70000000 0.025236559821 Long DBT MUN US N 2 2049-01-01 Fixed 4.47000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230QTP3 51829.24000000 PA USD 57522.41000000 0.003589809780 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AVV7 327292.65000000 PA USD 347298.02000000 0.021673880301 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.00000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAQ7 700000.00000000 PA USD 845345.77000000 0.052755621908 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46640LAD4 332337.84000000 PA USD 348161.08000000 0.021727741418 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.13000000 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 898813AS9 190000.00000000 PA USD 180522.09000000 0.011265869498 Long DBT CORP US N 2 2030-08-01 Fixed 1.50000000 N N N N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813BQ1 1702000.00000000 PA USD 1811566.86000000 0.113054728277 Long DBT CORP US N 2 2026-08-15 Fixed 2.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CAF1 116528.94000000 PA USD 122402.30000000 0.007638778933 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBG2 350000.00000000 PA USD 387314.11000000 0.024171170510 Long DBT CORP US N 2 2050-05-01 Fixed 3.75000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285RAF5 3030000.00000000 PA USD 3064141.13000000 0.191224321058 Long ABS-O CORP US N 2 2025-09-15 Fixed 1.46000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8RR0 852733.69000000 PA USD 863057.80000000 0.053860979255 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FE4G6 558251.42000000 PA USD 599344.54000000 0.037403385770 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GNU6 101697.49000000 PA USD 107916.40000000 0.006734755171 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CBP8 4753.91000000 PA USD 5063.25000000 0.000315983012 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M7MH6 39231.72000000 PA USD 45448.30000000 0.002836298963 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBW0 400000.00000000 PA USD 419553.89000000 0.026183163359 Long DBT CORP US N 2 2027-01-15 Fixed 2.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV85 62348.95000000 PA USD 67320.65000000 0.004201290033 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 11580000.00000000 OU Notional Amount 1272.45000000 0.000079409980 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 SEK -14969.96000000 SEK 11580000.00000000 SEK 3071.38000000 N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AT2 2098000.00000000 PA USD 2265484.81000000 0.141382454750 Long DBT CORP US N 2 2026-10-01 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400HVV2 8196.45000000 PA USD 9446.96000000 0.000589557868 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJD2 2030000.00000000 PA USD 2034439.29000000 0.126963561879 Long DBT CORP US N 2 2026-06-19 Fixed 1.32000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SGK7 162018.86000000 PA USD 170981.98000000 0.010670498404 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9SN2 841371.11000000 PA USD 879197.27000000 0.054868197612 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N US CONCRETE INC 549300J94Q38BL8BMH45 90333LAT9 80000.00000000 PA USD 87400.00000000 0.005454385079 Long DBT CORP US N 2 2029-03-01 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9FE6 148436.47000000 PA USD 163454.37000000 0.010200721703 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXF23 562647.18000000 PA USD 625328.03000000 0.039024941379 Long ABS-MBS USGSE US N 2 2057-02-01 Fixed 4.00000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBB1 510000.00000000 PA USD 548058.35000000 0.034202760719 Long DBT CORP US N 2 2025-06-02 Fixed 3.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWMP6 2632636.34000000 PA USD 2824193.70000000 0.176249885337 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 3.50000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BJ0 5185000.00000000 PA USD 7076909.18000000 0.441649746446 Long DBT CORP US N 2 2049-03-15 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CA63 91764.20000000 PA USD 105538.41000000 0.006586351588 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.50000000 N N N N N N Marlette Funding Trust 549300FK0U6W6777SM18 57109XAA5 229343.66000000 PA USD 229812.55000000 0.014341946725 Long ABS-O CORP US N 2 2029-04-16 Fixed 3.44000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 3696.84000000 0.000230709255 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 630000.00000000 GBP 875321.12000000 USD 2021-09-15 3696.84000000 N N N Freddie Mac 254900HROIFWPRGM1V77 3128M5ED8 33769.92000000 PA USD 39298.41000000 0.002452501843 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.50000000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AY2 695000.00000000 PA USD 693101.41000000 0.043254485002 Long DBT CORP US N 2 2030-10-01 Fixed 2.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EA9 975000.00000000 PA USD 1303955.25000000 0.081376133406 Long DBT CORP US N 2 2030-07-15 Fixed 8.88000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556BR2 400000.00000000 PA USD 431343.63000000 0.026918927454 Long DBT CORP US N 2 2026-09-19 Fixed 2.95000000 N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAZ6 558000.00000000 PA USD 597752.70000000 0.037304043570 Long DBT CORP US N 2 2026-01-15 Fixed 3.88000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132J2SY0 19606.05000000 PA USD 20808.72000000 0.001298612950 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N SERVICENOW INC 549300HJTQM36M0E1G39 81762PAE2 5622000.00000000 PA USD 5274668.06000000 0.329177011041 Long DBT CORP US N 2 2030-09-01 Fixed 1.40000000 N N N N N N ACTIVISION BLIZZARD 549300TPQQDBP9GNOF40 00507VAP4 365000.00000000 PA USD 341288.27000000 0.021298828920 Long DBT CORP US N 2 2030-09-15 Fixed 1.35000000 N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BJ4 1330000.00000000 PA USD 1425182.15000000 0.088941558974 Long DBT CORP US N 2 2029-08-15 Fixed 2.95000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAG5 209000.00000000 PA USD 233882.15000000 0.014595918870 Long DBT CORP US N 2 2024-12-01 Fixed 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405SKY9 31606.12000000 PA USD 35478.62000000 0.002214119628 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2220000.00000000 OU Notional Amount -16947.72000000 -0.00105765893 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 20.66000000 SGD 0.00000000 SGD 2220000.00000000 SGD -16963.31000000 N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAM6 2920000.00000000 PA USD 2931171.92000000 0.182926091367 Long DBT CORP US N 2 2023-06-15 Fixed 0.70000000 N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJL65 83079.62000000 PA USD 94607.33000000 0.005904174017 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MAJZ2 298186.10000000 PA USD 322111.97000000 0.020102090652 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31387WTS6 462.67000000 PA USD 521.10000000 0.000032520366 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAH3 365000.00000000 PA USD 396901.64000000 0.024769500951 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TZ65 654470.77000000 PA USD 703201.06000000 0.043884775394 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 4.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 5880000.00000000 OU Notional Amount 1547.56000000 0.000096578812 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 65.57000000 AUD 0.00000000 AUD 5880000.00000000 AUD 1497.89000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36181FM81 36093.55000000 PA USD 38795.59000000 0.002421122279 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129332E3 51632.88000000 PA USD 57628.98000000 0.003596460510 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414BWQ9 24408.24000000 PA USD 28022.96000000 0.001748833122 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7XJ1 138490.08000000 PA USD 151120.93000000 0.009431026839 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RNX3 324884.34000000 PA USD 351392.71000000 0.021929418242 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FTM8 222723.51000000 PA USD 252211.74000000 0.015739816378 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 5.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEN0 1000000.00000000 PA USD 1086354.15000000 0.067796268497 Long DBT CORP US N 2 2025-02-15 Fixed 3.38000000 N N N N N N Freddie Mac - STACR N/A 35565AAH3 5097753.00000000 PA USD 5124696.66000000 0.319817723095 Long ABS-MBS USGSE US N 2 2049-10-25 Floating 2.04000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 312940RE1 2876.45000000 PA USD 3210.50000000 0.000200358161 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36181GDE6 198513.75000000 PA USD 214456.85000000 0.013383641222 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ARST9 116152.23000000 PA USD 127226.75000000 0.007939859117 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJM96 115386.71000000 PA USD 121885.60000000 0.007606533158 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132GMAK8 12920.30000000 PA USD 13918.30000000 0.000868601462 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7NJ2 294004.72000000 PA USD 314025.98000000 0.019597467046 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWM84 1812169.61000000 PA USD 1908057.88000000 0.119076458023 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3128LLDM5 783.56000000 PA USD 793.32000000 0.000049508841 Long ABS-MBS USGSE US N 2 2042-01-01 Floating 2.34000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AG2 1565000.00000000 PA USD 1618239.05000000 0.100989690265 Long DBT CORP US N 2 2026-01-15 Fixed 3.40000000 N N N N N N UMBS, TBA N/A 01F022477 1473250.00000000 PA USD 1536265.97000000 0.095873983806 Long ABS-MBS USGSE US N 2 2036-07-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230QTQ1 50130.76000000 PA USD 55809.17000000 0.003482891351 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31287YYD0 92050.23000000 PA USD 111452.69000000 0.006955444958 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Prosper Marketplace Issuance Trust N/A 74362GAA9 114634.77000000 PA USD 114777.74000000 0.007162951859 Long ABS-O CORP US N 2 2026-02-17 Fixed 2.48000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CC6 505000.00000000 PA USD 542615.10000000 0.033863062989 Long DBT CORP US N 2 2061-12-01 Fixed 4.40000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 3680000.00000000 OU Notional Amount -11858.91000000 -0.00074008079 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 EUR -41.03000000 EUR 3680000.00000000 EUR -11808.74000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 23490000.00000000 OU Notional Amount 5550.47000000 0.000346389024 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 SEK -261.92000000 SEK 23490000.00000000 SEK 5581.63000000 N N N Commonwealth of Massachusetts 5493001N1YCXNI1O7K10 57582RYY6 295000.00000000 PA USD 310519.95000000 0.019378665699 Long DBT MUN US N 2 2049-09-01 Fixed 2.90000000 N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGA2 1590000.00000000 PA USD 1714221.17000000 0.106979661011 Long DBT CORP US N 2 2024-09-09 Fixed 3.30000000 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304BA4 70000.00000000 PA USD 73123.06000000 0.004563401915 Long DBT CORP US N 2 2051-03-15 Fixed 3.05000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180MXS1 202129.53000000 PA USD 217305.82000000 0.013561437325 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BQ1 60000.00000000 PA USD 60247.64000000 0.003759883623 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024NU2 50000.00000000 PA USD 75787.00000000 0.004729650823 Long DBT MUN US N 2 2040-04-01 Fixed 6.92000000 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CJ3 390000.00000000 PA USD 414585.09000000 0.025873074702 Long DBT CORP US N 2 2049-09-15 Fixed 3.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178DZF1 117240.64000000 PA USD 125514.80000000 0.007833021194 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.50000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AD8 1000000.00000000 PA USD 1117257.54000000 0.069724861052 Long DBT CORP US N 2 2026-12-15 Fixed 3.80000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JW8 100000.00000000 PA USD 100449.80000000 0.006268785930 Long DBT CORP US N 2 2028-06-15 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Y8 1060000.00000000 PA USD 1039222.34000000 0.064854906469 Long DBT CORP US N 2 2052-01-25 Fixed 2.80000000 N N N N N N Fannie Mae - CAS N/A 20753TAB9 3724923.85000000 PA USD 3739874.95000000 0.233394944233 Long ABS-MBS USGSE US N 2 2039-06-25 Floating 2.19000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -98394.57000000 -0.00614052487 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2040-10-22 0.00000000 USD 0.00000000 USD 1000000.00000000 USD -98394.57000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 597592000.00000000 OU Notional Amount -3363.51000000 -0.00020990707 N/A DIR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A Y 2026-09-15 0.00000000 KRW 0.00000000 KRW 597592000.00000000 KRW -3363.51000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1335000.00000000 OU Notional Amount -1392.42000000 -0.00008689696 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 12.43000000 SGD 0.00000000 SGD 1335000.00000000 SGD -1401.73000000 N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BK3 1130000.00000000 PA USD 1224602.84000000 0.076423975499 Long DBT CORP US N 2 2025-04-01 Fixed 3.25000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4120000.00000000 OU Notional Amount -5051.52000000 -0.00031525097 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 38.34000000 SGD 0.00000000 SGD 4120000.00000000 SGD -5080.27000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VZS2 715083.17000000 PA USD 748360.44000000 0.046703043683 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 3.00000000 N N N N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 1315.00000000 NC -75738.72000000 -0.00472663780 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long 10 Year Commonwealth Treasury Bond XMU1 Comdty 2021-09-15 185764513.52000000 AUD -75738.72000000 N N N Freddie Mac N/A 31335BRK4 233713.05000000 PA USD 246574.97000000 0.015388041616 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGKE3 129336.24000000 PA USD 146084.89000000 0.009116741926 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31335AY69 97060.34000000 PA USD 107337.33000000 0.006698617061 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHTS1 323231.92000000 PA USD 351002.12000000 0.021905042633 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065HAG3 1270000.00000000 PA USD 1294276.43000000 0.080772105816 Long ABS-O CORP US N 2 2023-07-18 Fixed 3.18000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QME6 60928.99000000 PA USD 68769.61000000 0.004291715499 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QYH8 220725.83000000 PA USD 251641.99000000 0.015704259903 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177YC95 3941.48000000 PA USD 4139.90000000 0.000258359368 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHKC5 46612.73000000 PA USD 50427.51000000 0.003147037278 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407SPQ9 35076.38000000 PA USD 40613.90000000 0.002534597828 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A24E9 282878.59000000 PA USD 311168.66000000 0.019419149842 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y4PH6 421801.33000000 PA USD 459944.39000000 0.028703819429 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV69 425761.99000000 PA USD 453083.41000000 0.028275645208 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAE3 1520000.00000000 PA USD 1639264.81000000 0.102301848063 Long DBT CORP US N 2 2029-10-01 Fixed 2.85000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851AY5 200000.00000000 PA USD 219339.21000000 0.013688335404 Long DBT CORP US N 2 2025-11-15 Fixed 3.75000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1900000.00000000 OU Notional Amount -1146.31000000 -0.00007153794 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 21.19000000 AUD 0.00000000 AUD 1900000.00000000 AUD -1162.34000000 N N N Freddie Mac 254900HROIFWPRGM1V77 3132JAEZ4 331066.38000000 PA USD 358768.99000000 0.022389750869 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MAET2 62319.91000000 PA USD 68544.17000000 0.004277646431 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CL9 200000.00000000 PA USD 184787.50000000 0.011532061588 Long DBT NUSS PH N 2 2045-12-10 Fixed 2.65000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BW2 495000.00000000 PA USD 551964.24000000 0.034446516189 Long DBT CORP US N 2 2030-05-01 Fixed 3.63000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1663200.00000000 OU Notional Amount 1005.85000000 0.000062772233 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 15.47000000 SGD 0.00000000 SGD 1663200.00000000 SGD 994.32000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2903500.00000000 OU Notional Amount 267.48000000 0.000016692665 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 27.02000000 SGD 0.00000000 SGD 2903500.00000000 SGD 247.30000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418UCL6 14762.12000000 PA USD 16803.19000000 0.001048639231 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAL7 1800000.00000000 PA USD 1938867.95000000 0.120999226742 Long DBT CORP US N 2 2027-09-12 Fixed 3.00000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LAV82 30551.37000000 PA USD 32893.12000000 0.002052765937 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BA4 835000.00000000 PA USD 888477.71000000 0.055447363441 Long DBT CORP US N 2 2023-08-01 Fixed 3.70000000 N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 15400000.00000000 OU Notional Amount -134.08000000 -0.00000836755 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 SEK -171.71000000 SEK 15400000.00000000 SEK -114.13000000 N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XEL4 140779.66000000 PA USD 141409.41000000 0.008824958535 Long ABS-MBS USGSE US N 2 2029-07-25 Floating 3.64000000 N N N N N N Freddie Mac - STACR N/A 3137G0NW5 214774.98000000 PA USD 214942.57000000 0.013413953623 Long ABS-MBS USGSE US N 2 2029-10-25 Floating 1.29000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAJ2 130000.00000000 PA USD 145451.53000000 0.009077215732 Long DBT US N 2 2030-07-01 Fixed 4.05000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEF5 135000.00000000 PA USD 144013.58000000 0.008987477368 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N Drive Auto Receivables Trust N/A 26208QAF4 7240000.00000000 PA USD 7371231.52000000 0.460017565437 Long ABS-O CORP US N 2 2026-03-16 Fixed 2.36000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Q5 2400000.00000000 PA USD 2491924.01000000 0.155513880309 Long DBT CORP US N 2 2026-04-28 Fixed 2.19000000 N N N N N N COMM Mortgage Trust N/A 12631DBB8 670000.00000000 PA USD 725025.49000000 0.045246775913 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.98000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8GK3 197444.82000000 PA USD 207557.49000000 0.012953071814 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER5V8 367524.80000000 PA USD 388216.58000000 0.024227491092 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TJZ9 32489.31000000 PA USD 35131.45000000 0.002192453737 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030674 549000.00000000 PA USD 572815.02000000 0.035747753985 Long ABS-MBS USGA US N 2 2051-07-21 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128PMWR7 11281.24000000 PA USD 11838.00000000 0.000738775864 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WG6H2 38738.01000000 PA USD 41229.15000000 0.002572993828 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 74460WAD9 2945000.00000000 PA USD 2967699.74000000 0.185205688579 Long DBT US N 2 2028-05-01 Fixed 1.85000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HAFK1 384187.37000000 PA USD 425117.58000000 0.026530377406 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N Freddie Mac - STACR N/A 3137G0NX3 1370000.00000000 PA USD 1431266.54000000 0.089321268425 Long ABS-MBS USGSE US N 2 2029-10-25 Floating 3.54000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31288DKG3 5183.17000000 PA USD 6151.45000000 0.000383894474 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAG0 6310000.00000000 PA USD 6298810.35000000 0.393090814539 Long DBT CORP US N 2 2031-06-17 Fixed 2.65000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HE6 800000.00000000 PA USD 851206.87000000 0.053121396466 Long DBT CORP US N 2 2026-11-01 Fixed 2.60000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAJ1 860000.00000000 PA USD 903544.48000000 0.056387637645 Long DBT CORP US N 2 2026-01-15 Fixed 2.88000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17310MAH3 18563.63000000 PA USD 15918.31000000 0.000993416390 Long ABS-MBS CORP US N 2 2049-10-15 Fixed 5.48000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBT1 4025000.00000000 PA USD 4228011.38000000 0.263858148586 Long DBT CORP US N 2 2025-04-01 Fixed 2.50000000 N N N N N N Freddie Mac - STACR 549300Y6KOVOWQ8OJC33 35564LAH0 6097479.23000000 PA USD 6192317.59000000 0.386444904686 Long ABS-MBS USGSE US N 2 2049-03-25 Floating 2.54000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31292HK94 847.85000000 PA USD 962.33000000 0.000060056274 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 21825000.00000000 OU Notional Amount -6633.92000000 -0.00041400405 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2024-06-17 0.00000000 EUR -1856.45000000 EUR 21825000.00000000 EUR -4359.42000000 N N N Freddie Mac - STACR 5493005LAQ76UDHPEE03 35565CAH9 5047996.59000000 PA USD 5065631.26000000 0.316131619703 Long ABS-MBS USGSE US N 2 2049-11-25 Floating 2.14000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JQ1 190000.00000000 PA USD 190091.98000000 0.011863099078 Long DBT CORP US N 2 2040-07-01 Fixed 4.50000000 N N N N N N CNX Resources Corp 549300JK3KH8PWM3B226 12653CAC2 750000.00000000 PA USD 803673.75000000 0.050154989824 Long DBT CORP US N 2 2027-03-14 Fixed 7.25000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LV1 1600000.00000000 PA USD 1624209.86000000 0.101362311511 Long DBT CORP US N 2 2023-01-24 Fixed 3.14000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CAQ7 123279.12000000 PA USD 133678.16000000 0.008342473241 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.00000000 N N N N N N District of Columbia Water & Sewer Authority 549300OT2FIJQJ5PSH71 254845RM4 200000.00000000 PA USD 207054.00000000 0.012921650437 Long DBT MUN US N 2 2048-10-01 Fixed 3.21000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WRWL0 44197.90000000 PA USD 46133.29000000 0.002879047238 Long ABS-MBS USGSE US N 2 2043-06-01 Floating 1.90000000 N N N N N N Freddie Mac N/A 3128JPLG3 49411.35000000 PA USD 49869.82000000 0.003112233433 Long ABS-MBS USGSE US N 2 2038-04-01 Floating 2.04000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHQ5 175000.00000000 PA USD 198446.66000000 0.012384490862 Long DBT CORP US N 2 2030-02-07 Fixed 3.97000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAEU4 158783.82000000 PA USD 170798.91000000 0.010659073527 Long ABS-MBS USGA US N 2 2048-05-15 Fixed 4.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HQW3 600000.00000000 PA USD 656272.97000000 0.040956126951 Long DBT CORP US N 2 2026-04-01 Fixed 3.30000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001QAX9 2670000.00000000 PA USD 3071929.25000000 0.191710355446 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 4.38000000 N N N N N N Freddie Mac - STACR N/A 35564KFN4 3180000.00000000 PA USD 3191443.71000000 0.199168912510 Long ABS-MBS USGSE US N 2 2033-12-25 Floating 0.72000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CR0 20000.00000000 PA USD 24534.47000000 0.001531126397 Long DBT CORP US N 2 2049-09-15 Fixed 4.05000000 N N N N N Westlake Automobile Receivables Trust N/A 96042PAE2 5920000.00000000 PA USD 6032125.39000000 0.376447765721 Long ABS-O CORP US N 2 2025-07-15 Fixed 2.01000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132L7LF4 18912.76000000 PA USD 20401.09000000 0.001273173923 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N HACKENSACK MERIDIAN HLTH 5493001CB3OCWTEJY668 404530AD9 58000.00000000 PA USD 57193.72000000 0.003569297173 Long DBT CORP US N 2 2050-09-01 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKQV0 26325.74000000 PA USD 28534.59000000 0.001780762493 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AJLC8 1532515.16000000 PA USD 1628439.12000000 0.101626247583 Long ABS-MBS USGSE US N 2 2024-01-25 Variable 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLHN0 2676357.33000000 PA USD 2706278.58000000 0.168891138528 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3X6 95248.97000000 PA USD 100360.90000000 0.006263237934 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AG8 415000.00000000 PA USD 423914.81000000 0.026455315956 Long DBT CORP NL N 2 2022-03-29 Fixed 3.15000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 1080000.00000000 PA USD 1210105.76000000 0.075519254025 Long DBT CORP US N 2 2025-05-01 Fixed 4.88000000 N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAG8 75000.00000000 PA USD 96660.03000000 0.006032277178 Long DBT CORP US N 2 2041-02-01 Fixed 6.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFFK0 1296944.87000000 PA USD 1343080.00000000 0.083817797624 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBK5 290000.00000000 PA USD 302627.06000000 0.018886092913 Long DBT CORP US N 2 2023-06-05 Fixed 3.05000000 N N N N N N Countrywide Asset-Backed Certificates N/A 126671Z25 9183.88000000 PA USD 9158.69000000 0.000571567758 Long ABS-O CORP US N 2 2034-03-25 Floating 0.84000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGKL7 86729.44000000 PA USD 92435.96000000 0.005768665000 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 4.00000000 N N N N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 79466LAK0 75000.00000000 PA USD 75310.01000000 0.004699883236 Long DBT CORP US N 2 2041-07-15 Fixed 2.70000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAF9 2290000.00000000 PA USD 2374326.32000000 0.148174943402 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N UMBS, TBA N/A 01F020687 4975000.00000000 PA USD 5013478.54000000 0.312876916982 Long ABS-MBS USGSE US N 2 2051-08-15 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202D2D2 61316.60000000 PA USD 69093.24000000 0.004311912326 Long ABS-MBS USGA US N 2 2033-11-20 Fixed 5.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WFDH9 77169.47000000 PA USD 82344.85000000 0.005138907565 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FCQ7 232744.19000000 PA USD 276897.90000000 0.017280409316 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DWS7 2306199.83000000 PA USD 2387534.40000000 0.148999222057 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DD7 557000.00000000 PA USD 621266.62000000 0.038771480348 Long DBT CORP US N 2 2027-11-15 Fixed 3.45000000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAD7 2410000.00000000 PA USD 2392120.62000000 0.149285434985 Long DBT CORP US N 2 2026-06-17 Fixed 1.45000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 50.00000000 NC 43807.54000000 0.002733903804 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-OAT OATU1 Comdty 2021-09-08 7915055.00000000 EUR 43807.54000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 7120000.00000000 OU Notional Amount 3685.57000000 0.000230005926 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 CAD -79.39000000 CAD 7120000.00000000 CAD 3750.07000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407CBT3 37444.14000000 PA USD 42851.47000000 0.002674238199 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BTAC5 1190000.00000000 PA USD 1319720.59000000 0.082360003375 Long ABS-MBS USGSE US N 2 2026-10-25 Fixed 3.30000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAJ4 1636000.00000000 PA USD 1786973.50000000 0.111519926723 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 4700000.00000000 OU Notional Amount USD 4256.76000000 0.000265652268 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 52.41000000 USD 0.00000000 USD 4700000.00000000 USD 4204.35000000 N N N CHOICE HOTELS INTL INC 5493003CYRY5RFGTIR97 169905AF3 1065000.00000000 PA USD 1152873.15000000 0.071947529837 Long DBT CORP US N 2 2029-12-01 Fixed 3.70000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAA0 4850000.00000000 PA USD 4903234.09000000 0.305996874841 Long DBT CORP US N 2 2025-08-05 Fixed 1.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TQQ1 2776411.60000000 PA USD 2954532.79000000 0.184383976730 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.00000000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560AN5 400000.00000000 PA USD 431258.78000000 0.026913632207 Long DBT CORP US N 2 2027-06-15 Fixed 3.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 11645000.00000000 OU Notional Amount -14479.13000000 -0.00090360126 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2024-09-16 0.00000000 GBP -546.22000000 GBP 11645000.00000000 GBP -13721.33000000 N N N Freddie Mac - STACR 549300YG8OJES76WL398 35564AAK7 1591537.64000000 PA USD 1591537.32000000 0.099323311343 Long ABS-MBS USGSE US N 2 2047-02-25 Floating 1.34000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAN3 1590000.00000000 PA USD 1594273.75000000 0.099494084146 Long DBT CORP GB N 2 2024-05-11 Fixed 0.70000000 N N N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 79466LAJ3 80000.00000000 PA USD 80010.92000000 0.004993253641 Long DBT CORP US N 2 2031-07-15 Fixed 1.95000000 N N N N N N Credit Suisse First Boston Mortgage Securities 549300ECVPNB3VQOQ826 2254W0HE8 6972.44000000 PA USD 5914.48000000 0.000369105851 Long ABS-MBS CORP US N 2 2019-09-25 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 50430000.00000000 OU Notional Amount USD -17698.30000000 -0.00110450049 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2023-06-22 0.00000000 USD -24279.96000000 USD 50430000.00000000 USD 6581.66000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 990000.00000000 OU Notional Amount -1681.27000000 -0.00010492327 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 GBP -11.04000000 GBP 990000.00000000 GBP -1665.93000000 N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBT1 125000.00000000 PA USD 122139.03000000 0.007622349002 Long DBT CORP US N 2 2040-09-25 Fixed 3.73000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MD0 160000.00000000 PA USD 209511.32000000 0.013075004779 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAH3 350000.00000000 PA USD 351413.93000000 0.021930742522 Long DBT CORP US N 2 2030-06-01 Fixed 2.13000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 650000.00000000 OU Notional Amount -4343.92000000 -0.00027109167 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-31 0.00000000 EUR -916.53000000 EUR 650000.00000000 EUR -3262.94000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 550000.00000000 PA USD 627272.60000000 0.039146296454 Long DBT CORP US N 2 2029-05-01 Fixed 4.22000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7XH3 88468.62000000 PA USD 93929.77000000 0.005861889427 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXA7 155739.82000000 PA USD 166070.16000000 0.010363965707 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 4.00000000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAJ8 1250000.00000000 PA USD 1318750.00000000 0.082299431617 Long DBT CORP US N 2 2028-10-15 Fixed 4.63000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 750000.00000000 PA USD 1027380.31000000 0.064115879104 Long DBT CORP US N 2 2051-04-04 Fixed 5.01000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CY4 850000.00000000 PA USD 891146.43000000 0.055613910655 Long DBT CORP US N 2 2025-01-28 Fixed 2.38000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAP5 340000.00000000 PA USD 406791.48000000 0.025386697699 Long DBT CORP US N 2 2058-04-15 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KJY1 68218.36000000 PA USD 80888.33000000 0.005048010300 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPZH0 140647.13000000 PA USD 151491.56000000 0.009454156802 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 3.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 37250000.00000000 OU Notional Amount USD -3658.57000000 -0.00022832093 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-08 85826.52000000 USD 0.00000000 USD 37250000.00000000 USD -89485.09000000 N N N CHEVRON CORP N/A 166764BY5 165000.00000000 PA USD 170029.78000000 0.010611074314 Long DBT CORP US N 2 2030-05-11 Fixed 2.24000000 N N N N N Fannie Mae - CAS N/A 20754JBH6 975985.86000000 PA USD 961487.20000000 0.060003677776 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 1.09000000 N N N N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 79466LAM6 25000.00000000 PA USD 25330.50000000 0.001580804362 Long DBT CORP US N 2 2061-07-15 Fixed 3.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JGLW3 212600.78000000 PA USD 228955.32000000 0.014288449442 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Westlake Automobile Receivables Trust N/A 96041LAD4 987630.24000000 PA USD 991658.19000000 0.061886563333 Long ABS-O CORP US N 2 2024-07-15 Fixed 2.62000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAF3 205000.00000000 PA USD 198850.00000000 0.012409662162 Long DBT CORP US N 2 2027-08-31 Fixed 3.38000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAY7 450000.00000000 PA USD 453203.36000000 0.028283130946 Long DBT US N 2 2031-07-15 Fixed 2.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1720000.00000000 OU Notional Amount -3872.37000000 -0.00024166358 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 19.18000000 SGD 0.00000000 SGD 1720000.00000000 SGD -3886.81000000 N N N Nasdaq Inc 549300L8X1Q78ERXFD06 631103AG3 32000.00000000 PA USD 35605.40000000 0.002222031607 Long DBT CORP US N 2 2026-06-30 Fixed 3.85000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166NAF3 1730000.00000000 PA USD 1759310.87000000 0.109793580769 Long ABS-O CORP US N 2 2026-07-15 Fixed 1.73000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1258700.00000000 OU Notional Amount -3548.20000000 -0.00022143305 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 11.71000000 SGD 0.00000000 SGD 1258700.00000000 SGD -3557.05000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MYN6 128639.11000000 PA USD 145905.61000000 0.009105553571 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 6.50000000 N N N N N N SPIRIT LOYALTY KY LTD/IP N/A 84859BAA9 720000.00000000 PA USD 814320.00000000 0.050819391965 Long DBT CORP KY N 2 2025-09-20 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8DV4 655312.02000000 PA USD 701859.38000000 0.043801044966 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAXR6 53729.92000000 PA USD 58481.47000000 0.003649661983 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.00000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAL1 70000.00000000 PA USD 72349.62000000 0.004515133727 Long DBT CORP US N 2 2040-02-15 Fixed 3.11000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AWSY7 41640.68000000 PA USD 46192.49000000 0.002882741741 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780CB0 500000.00000000 PA USD 595250.00000000 0.037147857190 Long DBT NUSS ID N 2 2047-07-18 Fixed 4.75000000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAC9 365000.00000000 PA USD 390927.25000000 0.024396656287 Long DBT CORP US N 2 2030-06-17 Fixed 3.40000000 N N N N N Barclays Commercial Mortgage Securities LLC N/A 07335CAF1 1400000.00000000 PA USD 1500991.52000000 0.093672605845 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 2.92000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XTY3 139435.35000000 PA USD 160798.10000000 0.010034951458 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLR6 571673.69000000 PA USD 602961.44000000 0.037629106198 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 10197600.00000000 OU Notional Amount 2229.85000000 0.000139158587 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 113.71000000 HKD 0.00000000 HKD 10197600.00000000 HKD 2215.20000000 N N N Drive Auto Receivables Trust N/A 26208FAK7 250038.59000000 PA USD 251635.54000000 0.015703857377 Long ABS-O CORP US N 2 2023-09-15 Fixed 3.49000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAE1 1365000.00000000 PA USD 1546852.13000000 0.096534635902 Long DBT CORP US N 2 2028-07-15 Fixed 3.80000000 N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 5120000.00000000 OU Notional Amount 1758.38000000 0.000109735487 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2023-04-24 0.00000000 EUR -22.04000000 EUR 5120000.00000000 EUR 1784.71000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHUV2 135595.78000000 PA USD 146097.45000000 0.009117525759 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M5QD5 31669.90000000 PA USD 37439.37000000 0.002336484452 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJYJ3 1276489.42000000 PA USD 1378437.75000000 0.086024374101 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1335000.00000000 OU Notional Amount -3592.20000000 -0.00022417897 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 12.43000000 SGD 0.00000000 SGD 1335000.00000000 SGD -3601.51000000 N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46629GAM0 210000.00000000 PA USD 10822.90000000 0.000675426364 Long ABS-MBS CORP US N 2 2045-05-12 Variable 5.67000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BD7 800000.00000000 PA USD 852461.99000000 0.053199724931 Long DBT CORP US N 2 2025-02-01 Fixed 3.30000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 795000.00000000 PA USD 941403.19000000 0.058750291913 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 1448960000.00000000 OU Notional Amount -6226.79000000 -0.00038859622 N/A DIR US N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 N/A N/A Y 2026-09-15 0.00000000 KRW 0.00000000 KRW 1448960000.00000000 KRW -6226.79000000 N N N GOLUB CAPITAL BDC 2549005WE0QLGK9APF78 38173MAB8 535000.00000000 PA USD 537699.70000000 0.033556306874 Long DBT CORP US N 2 2026-08-24 Fixed 2.50000000 N N N N N Freddie Mac N/A 3132XCR98 157182.31000000 PA USD 174408.31000000 0.010884325901 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3132L9KW4 727553.83000000 PA USD 779378.00000000 0.048638761262 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408DQF4 33756.59000000 PA USD 37950.50000000 0.002368382619 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJLB6 618020.92000000 PA USD 640924.36000000 0.039998263915 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415VKS3 567.93000000 PA USD 649.39000000 0.000040526580 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M7S64 7493.91000000 PA USD 8364.13000000 0.000521981531 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAQ23 263414.75000000 PA USD 284235.45000000 0.017738324914 Long ABS-MBS USGA US N 2 2049-09-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LVEV1 341685.70000000 PA USD 370318.21000000 0.023110504796 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148LAE6 500000.00000000 PA USD 546972.73000000 0.034135010266 Long DBT CORP US N 2 2025-05-22 Fixed 3.75000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 12560000.00000000 OU Notional Amount 5349.22000000 0.000333829585 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 SEK -140.04000000 SEK 12560000.00000000 SEK 5366.05000000 N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CV7 1065000.00000000 PA USD 1165578.87000000 0.072740457635 Long DBT US N 2 2025-09-01 Fixed 3.50000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJW71 1047525.78000000 PA USD 1136898.70000000 0.070950609908 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLG35 1424005.42000000 PA USD 1438781.44000000 0.089790251931 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABB0 25000.00000000 PA USD 27096.13000000 0.001690992301 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N CHEVRON CORP N/A 166764CA6 60000.00000000 PA USD 62058.44000000 0.003872890494 Long DBT CORP US N 2 2050-05-11 Fixed 3.08000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBG3 3690000.00000000 PA USD 3990539.21000000 0.249038186792 Long DBT CORP US N 2 2023-10-02 Fixed 4.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UH54 168182.15000000 PA USD 179646.65000000 0.011211235781 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 4.50000000 N N N N N N METHANEX CORP 549300TSJHRXT9QXRD13 59151KAL2 725000.00000000 PA USD 781187.50000000 0.048751687004 Long DBT CORP CA N 2 2029-12-15 Fixed 5.25000000 N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132QWMN6 14975.76000000 PA USD 16195.19000000 0.001010695682 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31334YPW1 1717590.14000000 PA USD 1803057.56000000 0.112523687099 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BV5 410000.00000000 PA USD 405517.29000000 0.025307179130 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2930000.00000000 OU Notional Amount -3416.79000000 -0.00021323213 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2023-04-06 0.00000000 GBP -78.24000000 GBP 2930000.00000000 GBP -3308.21000000 N N N Freddie Mac 254900HROIFWPRGM1V77 3132HNH51 1648067.28000000 PA USD 1781787.50000000 0.111196283233 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A26R8 453971.50000000 PA USD 502964.59000000 0.031388587587 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136A8G61 1821061.51000000 PA USD 1847100.32000000 0.115272270314 Long ABS-MBS USGSE US N 2 2022-05-25 Fixed 2.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GQ3F1 172623.57000000 PA USD 184888.84000000 0.011538385929 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136A72D3 1684422.60000000 PA USD 1701438.47000000 0.106181929110 Long ABS-MBS USGSE US N 2 2022-04-25 Fixed 2.48000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180DR33 77870.40000000 PA USD 83068.35000000 0.005184059139 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.50000000 N N N N N N MARTIN MARIETTA 5299005MZ4WZECVATV08 573284AX4 770000.00000000 PA USD 770473.40000000 0.048083050537 Long DBT CORP US N 2 2051-07-15 Fixed 3.20000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1965000.00000000 OU Notional Amount -569.66000000 -0.00003555085 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 21.91000000 AUD 0.00000000 AUD 1965000.00000000 AUD -586.25000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213ESA5 4376.68000000 PA USD 5075.68000000 0.000316758732 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DF4 75000.00000000 PA USD 80894.02000000 0.005048365396 Long DBT CORP US N 2 2026-08-15 Fixed 3.00000000 N N N N N N JPMORGAN CHASE & 8I5DZWZKVSZI1NUHU748 46647PCK0 1610000.00000000 PA USD 1611902.52000000 0.100594245474 Long DBT CORP US N 2 2025-06-23 Fixed 0.97000000 N N N N N N NEVADA POWER CO MJZFGXRJ52U8U4MKJ519 641423CD8 440000.00000000 PA USD 452503.67000000 0.028239465286 Long DBT CORP US N 2 2030-05-01 Fixed 2.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412Q2X6 39588.38000000 PA USD 43992.96000000 0.002745475338 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 40430000.00000000 OU Notional Amount -37580.62000000 -0.00234529946 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-08 0.00000000 EUR -12565.04000000 EUR 40430000.00000000 EUR -22290.85000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 3540000.00000000 OU Notional Amount 1480.77000000 0.000092410638 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 EUR -39.48000000 EUR 3540000.00000000 EUR 1527.76000000 N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BAV2 900000.00000000 PA USD 1024342.52000000 0.063926299281 Long DBT CORP US N 2 2028-06-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TEZ4 380033.54000000 PA USD 402990.20000000 0.025149470640 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.50000000 N N N N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265VAH8 922000.00000000 PA USD 1000831.00000000 0.062459012281 Long DBT CORP US N 2 2025-04-23 Fixed 3.88000000 N N N N N N Freddie Mac - STACR 5493008J93RJW7PJFN93 35564WAA1 2462208.45000000 PA USD 2462208.20000000 0.153659401239 Long ABS-MBS USGSE US N 2 2048-11-25 Floating 1.04000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419HEL2 31914.86000000 PA USD 36536.62000000 0.002280146395 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPDG1 175837.54000000 PA USD 188250.53000000 0.011748179428 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AQ8 1500000.00000000 PA USD 1545210.00000000 0.096432155245 Long DBT CORP US N 2 2028-09-01 Fixed 3.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7R23 199389.57000000 PA USD 217890.78000000 0.013597943013 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJN38 18514.39000000 PA USD 19756.67000000 0.001232957506 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A25T5 1005709.91000000 PA USD 1103530.80000000 0.068868214303 Long ABS-MBS USGA US N 2 2047-12-15 Fixed 3.50000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAD3 240000.00000000 PA USD 256772.45000000 0.016024437300 Long DBT CORP BM N 2 2051-05-25 Fixed 3.95000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAJ2 1000000.00000000 PA USD 1027357.10000000 0.064114430634 Long DBT CORP US N 2 2022-10-01 Fixed 3.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAM7 75315.30000000 PA USD 81430.10000000 0.005081820623 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128P7QT3 20121.36000000 PA USD 21950.22000000 0.001369850714 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36183FLQ0 39230.52000000 PA USD 42147.89000000 0.002630329775 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MCDX0 25990.51000000 PA USD 27263.01000000 0.001701406807 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 4.50000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DT1 420000.00000000 PA USD 464712.41000000 0.029001377978 Long DBT CORP US N 2 2025-04-15 Fixed 4.00000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JT8 70000.00000000 PA USD 73070.37000000 0.004560113682 Long DBT CORP US N 2 2051-03-15 Fixed 3.13000000 N N N N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073EAP0 1427000.00000000 PA USD 1557292.33000000 0.097186179049 Long DBT CORP US N 2 2027-12-15 Fixed 3.45000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXH2 2010000.00000000 PA USD 2259028.29000000 0.140979521725 Long DBT CORP US N 2 2030-03-15 Fixed 3.80000000 N N N N N N ALLEGION PLC 984500560CAC2E6FB757 01748TAB7 330000.00000000 PA USD 358652.97000000 0.022382510391 Long DBT CORP IE N 2 2029-10-01 Fixed 3.50000000 N N N N N N ASGN INCORPORATED LZBNYYCBUKY537072438 00191UAA0 1800000.00000000 PA USD 1885446.00000000 0.117665314992 Long DBT CORP US N 2 2028-05-15 Fixed 4.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CEA8 161494.69000000 PA USD 171034.05000000 0.010673747944 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407FN97 59074.52000000 PA USD 66051.45000000 0.004122082875 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GR8 260000.00000000 PA USD 307627.26000000 0.019198141155 Long DBT CORP US N 2 2049-03-01 Fixed 4.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLU9 10665.53000000 PA USD 11793.89000000 0.000736023085 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AABZ6 263651.69000000 PA USD 282354.29000000 0.017620927076 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BPW21 1590000.00000000 PA USD 1704264.40000000 0.106358287352 Long ABS-MBS USGSE US N 2 2026-03-25 Fixed 2.67000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FB47 60718.87000000 PA USD 69082.01000000 0.004311211494 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KR1 1080000.00000000 PA USD 1374540.48000000 0.085781156580 Long DBT CORP US N 2 2046-05-18 Fixed 4.75000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 891906AE9 1400000.00000000 PA USD 1486932.82000000 0.092795242419 Long DBT CORP US N 2 2023-06-01 Fixed 4.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 142310000.00000000 OU Notional Amount USD -1192261.06000000 -0.07440561712 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-08 640594.17000000 USD 0.00000000 USD 142310000.00000000 USD -1832855.23000000 N N N General Motors Co 54930070NSV60J38I987 37045VAL4 306000.00000000 PA USD 441182.41000000 0.027532937693 Long DBT CORP US N 2 2046-04-01 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGYV3 977148.85000000 PA USD 988073.01000000 0.061662822460 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAC9 601000.00000000 PA USD 746852.75000000 0.046608953044 Long DBT CORP US N 2 2045-09-15 Fixed 5.10000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CF7 275000.00000000 PA USD 304896.92000000 0.019027748411 Long DBT CORP US N 2 2025-03-25 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXGJ5 5120500.98000000 PA USD 5564524.71000000 0.347266139038 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.50000000 N N N N N N Fannie Mae - CAS N/A 20753MAF5 3083138.15000000 PA USD 3105106.43000000 0.193780848760 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 2.24000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BL7 830000.00000000 PA USD 846236.88000000 0.052811233545 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87000000 N N N N N N Avant Loans Funding Trust N/A 05353LAA3 5460000.00000000 PA USD 5450453.74000000 0.340147294682 Long ABS-O CORP US N 2 2030-07-15 Fixed 1.21000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WXP4 200000.00000000 PA USD 221458.00000000 0.013820563053 Long DBT MUN US N 2 2045-06-01 Fixed 4.82000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER2P4 385574.08000000 PA USD 426644.16000000 0.026625646916 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 1100000.00000000 PA USD 1130824.48000000 0.070571535138 Long DBT CORP US N 2 2031-06-03 Fixed 2.57000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X75T2 185867.28000000 PA USD 195519.68000000 0.012201826376 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 3.00000000 N N N N N N FLEX LTD 549300EAQH74YHD07T53 33938XAC9 230000.00000000 PA USD 249521.25000000 0.015571910560 Long DBT CORP SG N 2 2026-02-01 Fixed 3.75000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JBP8 320000.00000000 PA USD 380265.66000000 0.023731296820 Long DBT CORP US N 2 2049-06-01 Fixed 3.80000000 N N N N N N Freddie Mac - STACR 549300D2VO9JVX6KU482 3137G0UZ0 1685013.60000000 PA USD 1683247.20000000 0.105046663759 Long ABS-MBS USGSE US N 2 2043-04-25 Floating 1.74000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GT4 100000.00000000 PA USD 100008.49000000 0.006241245030 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N Freddie Mac N/A 3132Y1GK8 48131.78000000 PA USD 52671.44000000 0.003287074558 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KK3T4 718709.76000000 PA USD 746758.82000000 0.046603091140 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC 1648.88000000 0.000102901904 N/A DFE US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 60000.00000000 GBP 84660.72000000 USD 2021-09-15 1648.88000000 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAL0 7055000.00000000 PA USD 8278933.57000000 0.516664665185 Long DBT CORP US N 2 2048-11-15 Fixed 3.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QTS0 45860.16000000 PA USD 54394.18000000 0.003394585855 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBE4 195000.00000000 PA USD 195405.77000000 0.012194717577 Long DBT CORP CA N 2 2051-08-01 Fixed 3.40000000 N N N N N N Consumer Loan Underlying Bond Credit Trust N/A 21055JAA6 2075574.06000000 PA USD 2084468.93000000 0.130085769224 Long ABS-O CORP US N 2 2028-03-15 Fixed 2.26000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H23H9 346821.36000000 PA USD 382196.41000000 0.023851789428 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JP6 90000.00000000 PA USD 107875.03000000 0.006732173387 Long DBT CORP US N 2 2049-03-01 Fixed 4.00000000 N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132L74A4 51855.32000000 PA USD 55855.03000000 0.003485753343 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N Morgan Stanley Capital I Trust 5493005SNWQW3UUOQX45 61760VAP8 472100.62000000 PA USD 475692.69000000 0.029686625980 Long ABS-MBS CORP US N 2 2045-03-15 Fixed 3.24000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1306800.00000000 OU Notional Amount 173.03000000 0.000010798309 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 12.16000000 SGD 0.00000000 SGD 1306800.00000000 SGD 163.97000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 7390000.00000000 OU Notional Amount 840.62000000 0.000052460700 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 SEK -82.40000000 SEK 7390000.00000000 SEK 850.46000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 16300000.00000000 OU Notional Amount 8155.32000000 0.000508950294 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2023-06-14 1304.94000000 EUR 0.00000000 EUR 16300000.00000000 EUR 6574.70000000 N N N Maryland Health & Higher Educational Facilities Authority N/A 57421CAW4 80000.00000000 PA USD 81868.80000000 0.005109198640 Long DBT MUN US N 2 2050-07-01 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZ64 51589.15000000 PA USD 54488.94000000 0.003400499557 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 3.50000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue 5493003476LG35QAKM08 64971M4P4 110000.00000000 PA USD 147216.30000000 0.009187350001 Long DBT MUN US N 2 2037-08-01 Fixed 5.51000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJNE4 41233.71000000 PA USD 43821.91000000 0.002734800595 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3128JRH82 59429.18000000 PA USD 59669.60000000 0.003723809793 Long ABS-MBS USGSE US N 2 2027-11-01 Floating 1.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D56Q0 718925.81000000 PA USD 742125.94000000 0.046313966294 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.00000000 N N N N N N Freddie Mac - STACR 5493005RUXPCBST1N217 35563XAH5 8400000.00000000 PA USD 8475885.60000000 0.528955880446 Long ABS-MBS USGSE US N 2 2048-10-25 Floating 2.39000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SQW0 52257.32000000 PA USD 55536.09000000 0.003465849206 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CPE8 63886.28000000 PA USD 67597.97000000 0.004218596784 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 154680000.00000000 OU Notional Amount USD 359610.04000000 0.022442238404 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2023-09-08 57298.61000000 USD 0.00000000 USD 154680000.00000000 USD 302311.43000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180DQF7 42499.89000000 PA USD 45404.24000000 0.002833549304 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PED0 845000.00000000 PA USD 865352.17000000 0.054004164352 Long DBT CORP US N 2 2031-05-15 Fixed 2.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GZB5 67519.22000000 PA USD 70522.82000000 0.004401128342 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 2.50000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BD3 1715000.00000000 PA USD 2123397.20000000 0.132515171684 Long DBT CORP US N 2 2048-03-01 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418V5T5 6434.27000000 PA USD 7274.03000000 0.000453951495 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9RH5 24969.57000000 PA USD 26209.84000000 0.001635681467 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 2.50000000 N N N N N N FORD FOUNDATION/THE 54930013YZ3DULPNNT44 34531XAB0 5000.00000000 PA USD 4806.99000000 0.000299990555 Long DBT CORP US N 2 2050-06-01 Fixed 2.42000000 N N N N N VIATRIS INC 254900ZZTSW7NL773X71 91533BAB6 180000.00000000 PA USD 182064.82000000 0.011362146884 Long DBT CORP US N 2 2025-06-22 Fixed 1.65000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUB9 667242.22000000 PA USD 710652.52000000 0.044349799790 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N State Board of Administration Finance Corp 549300S34SOJ0RULXM35 341271AF1 119000.00000000 PA USD 120811.18000000 0.007539481666 Long DBT MUN US N 2 2030-07-01 Fixed 2.15000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJN0 595000.00000000 PA USD 649371.29000000 0.040525412759 Long DBT CORP US N 2 2052-03-13 Fixed 3.48000000 N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWB6 1090000.00000000 PA USD 1201084.97000000 0.074956292213 Long DBT CORP US N 2 2027-01-26 Fixed 3.85000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416SKW0 22028.72000000 PA USD 23400.50000000 0.001460358558 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.00000000 N N N N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076CAK2 930000.00000000 PA USD 996477.13000000 0.062187299654 Long DBT CORP US N 2 2025-04-02 Fixed 3.00000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MQP8 471116.02000000 PA USD 505250.57000000 0.031531249088 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.50000000 N N N N N N Bank N/A 06540YAH2 2100000.00000000 PA USD 2072918.19000000 0.129364920437 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 1.84000000 N N N N N N UMBS, TBA N/A 01F040479 1066000.00000000 PA USD 1132916.49000000 0.070702091524 Long ABS-MBS USGSE US N 2 2036-07-15 Fixed 4.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286HAE9 1658492.84000000 PA USD 1661192.87000000 0.103670315836 Long ABS-O CORP US N 2 2023-09-15 Fixed 2.28000000 N N N N N N YALE UNIVERSITY 9SFB6DIM0FRWV0EV8S84 98459LAC7 272000.00000000 PA USD 263938.36000000 0.016471641334 Long DBT CORP US N 2 2050-04-15 Fixed 2.40000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1250000.00000000 OU Notional Amount USD -63919.99000000 -0.00398906452 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-10-21 0.00000000 USD 0.00000000 USD 1250000.00000000 USD -63919.99000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 16820000.00000000 OU Notional Amount 6280.27000000 0.000391933764 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 SEK -187.55000000 SEK 16820000.00000000 SEK 6302.80000000 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MQ1 1630000.00000000 PA USD 1744414.44000000 0.108863936999 Long DBT CORP US N 2 2026-04-08 Fixed 3.11000000 N N N N N N DT Auto Owner Trust N/A 26253KAC8 3050000.00000000 PA USD 3089418.20000000 0.192801791006 Long ABS-O CORP US N 2 2025-04-15 Fixed 2.74000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31335AUF3 142207.41000000 PA USD 153657.34000000 0.009589316963 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFHS8 457997.68000000 PA USD 494147.84000000 0.030838359330 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WKQ84 21636.66000000 PA USD 22739.31000000 0.001419095574 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417SX39 29915.79000000 PA USD 31488.87000000 0.001965130694 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 4.50000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334KE0 800000.00000000 PA USD 864498.31000000 0.053950877382 Long DBT CORP US N 2 2026-04-01 Fixed 3.25000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAP4 2940000.00000000 PA USD 3088660.95000000 0.192754533191 Long DBT CORP JP N 2 2025-01-16 Fixed 2.65000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GC2 610000.00000000 PA USD 657662.94000000 0.041042871020 Long DBT CORP US N 2 2049-12-01 Fixed 3.30000000 N N N N N N Fannie Mae - CAS N/A 20754JAB0 4469430.31000000 PA USD 4490617.20000000 0.280246629894 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 2.19000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 23890000.00000000 OU Notional Amount -5984.41000000 -0.00037346998 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 0.00000000 ZAR -222.30000000 ZAR 23890000.00000000 ZAR -5968.66000000 N N N Freddie Mac 254900HROIFWPRGM1V77 31292KZV2 83933.17000000 PA USD 96200.78000000 0.006003616693 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N Drive Auto Receivables Trust 549300I6T32I4NYWF543 26208EAG9 475881.61000000 PA USD 478098.41000000 0.029836760114 Long ABS-O CORP US N 2 2023-03-15 Fixed 3.84000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C3D4 114680.46000000 PA USD 122151.29000000 0.007623114114 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AV7 490000.00000000 PA USD 523357.99000000 0.032661281599 Long DBT CORP US N 2 2050-04-15 Fixed 3.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7H6 138808.72000000 PA USD 146245.11000000 0.009126740799 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKNC9 474183.66000000 PA USD 490907.07000000 0.030636112104 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAM9 70000.00000000 PA USD 73676.23000000 0.004597923679 Long DBT CORP US N 2 2050-02-15 Fixed 3.36000000 N N N N N EVERGY KANSAS CENTRAL J75GNWGEO73W89ZV3S44 30036FAA9 130000.00000000 PA USD 142422.99000000 0.008888213176 Long DBT CORP US N 2 2050-04-15 Fixed 3.45000000 N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AQ8 800000.00000000 PA USD 873954.42000000 0.054541006275 Long DBT CORP US N 2 2027-05-01 Fixed 3.10000000 N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 699267.00000000 OU Notional Amount -268.45000000 -0.00001675319 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 6.51000000 SGD 0.00000000 SGD 699267.00000000 SGD -273.30000000 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081CY7 80000.00000000 PA USD 131122.78000000 0.008182999253 Long DBT CORP US N 2 2039-03-15 Fixed 7.20000000 N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AX1 1475000.00000000 PA USD 1552800.78000000 0.096905874206 Long DBT CORP US N 2 2024-09-01 Fixed 2.75000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XDA9 3096944.66000000 PA USD 3232538.50000000 0.201733521314 Long ABS-MBS USGSE US N 2 2029-01-25 Floating 4.34000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M5NN6 18062.84000000 PA USD 21445.21000000 0.001338334478 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 610000.00000000 PA USD 638429.73000000 0.039842581161 Long DBT CORP US N 2 2030-10-15 Fixed 2.74000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBR75 514158.34000000 PA USD 545022.51000000 0.034013302591 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAG0 1040000.00000000 PA USD 1126644.52000000 0.070310675739 Long DBT CORP US N 2 2024-01-25 Fixed 4.03000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TCW3 68218.81000000 PA USD 72344.60000000 0.004514820444 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419DL74 57844.30000000 PA USD 63836.02000000 0.003983824199 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46513JXN6 390000.00000000 PA USD 417738.75000000 0.026069885641 Long DBT NUSS IL N 2 2050-01-15 Fixed 3.38000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAG6 625000.00000000 PA USD 667517.99000000 0.041657896623 Long DBT US N 2 2024-09-01 Fixed 3.20000000 N N N N N N BOISE CASCADE COMPANY 549300Z8B8LSRHC7XA55 09739DAD2 1250000.00000000 PA USD 1328187.50000000 0.082888399114 Long DBT CORP US N 2 2030-07-01 Fixed 4.88000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKF8 75000.00000000 PA USD 73987.23000000 0.004617332304 Long DBT CORP US N 2 2061-02-01 Fixed 3.50000000 N N N N N University of California N/A 91412GXY6 150000.00000000 PA USD 177412.50000000 0.011071808843 Long DBT MUN US N 2 2045-05-15 Fixed 4.13000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WXQ2 50000.00000000 PA USD 69033.50000000 0.004308184123 Long DBT MUN US N 2 2065-10-15 Fixed 4.81000000 N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBD6 510000.00000000 PA USD 549923.93000000 0.034319186253 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617NWHH8 1738021.47000000 PA USD 1799686.68000000 0.112313320079 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N Toyota Auto Loan Extended Note Trust 2020-1 549300XP7ILZSI1BWP36 89237JAA4 5680000.00000000 PA USD 5774365.82000000 0.360361725073 Long ABS-O CORP US N 2 2033-05-25 Fixed 1.35000000 N N N N N N Aflac Inc 549300N0B7DOGLXWPP39 001055AY8 2220000.00000000 PA USD 2928285.87000000 0.182745981206 Long DBT CORP US N 2 2049-01-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LA2L5 955479.50000000 PA USD 1024211.25000000 0.063918107095 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 3.50000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0HW2 1712086.49000000 PA USD 1793666.04000000 0.111937589083 Long ABS-MBS USGSE US N 2 2028-07-25 Floating 5.64000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCV2 150000.00000000 PA USD 163596.00000000 0.010209560428 Long DBT CORP US N 2 2026-03-15 Fixed 3.10000000 N N N N N N RELIANCE STEEL & ALUM 549300E287ZOFT3C5Z56 759509AG7 4455000.00000000 PA USD 4389057.18000000 0.273908558295 Long DBT CORP US N 2 2030-08-15 Fixed 2.15000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CT9 250000.00000000 PA USD 236023.91000000 0.014729580012 Long DBT CORP US N 2 2060-09-01 Fixed 2.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RTB5 53296.56000000 PA USD 58920.05000000 0.003677032512 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 4.50000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92939HAX3 292966.98000000 PA USD 316535.70000000 0.019754091523 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 3.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QA2X7 87676.42000000 PA USD 95690.37000000 0.005971763459 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.00000000 N N N N N N Freddie Mac - STACR 54930047IR7X5WWFY307 35563MAH9 7537454.44000000 PA USD 7615162.58000000 0.475240608161 Long ABS-MBS USGSE US N 2 2049-02-25 Floating 2.44000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBA0 1542000.00000000 PA USD 1533399.70000000 0.095695108059 Long DBT CORP US N 2 2026-07-15 Fixed 2.15000000 N N N N N N WASHINGTON GAS LIGHT CO DL22T1SB4DUBS063O841 93884PDY3 30000.00000000 PA USD 33623.31000000 0.002098335015 Long DBT CORP US N 2 2049-09-15 Fixed 3.65000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31298D3G0 386.44000000 PA USD 387.20000000 0.000024164049 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CEF7 487635.72000000 PA USD 516072.75000000 0.032206630520 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 31335BNL6 585149.66000000 PA USD 632616.51000000 0.039479794657 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJBY3 36694.66000000 PA USD 39944.79000000 0.002492840578 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1320000.00000000 OU Notional Amount 6374.07000000 0.000397787554 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-06-16 0.00000000 CAD -12.84000000 CAD 1320000.00000000 CAD 6384.69000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297FSM5 82428.60000000 PA USD 93036.59000000 0.005806148607 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEB39 787177.59000000 PA USD 861669.28000000 0.053774325677 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.50000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JR2 500000.00000000 PA USD 507449.05000000 0.031668449964 Long DBT CORP US N 2 2030-03-01 Fixed 2.20000000 N N N N N UMBS, TBA N/A 01F020679 33200000.00000000 PA USD 33521625.33000000 2.091989165171 Long ABS-MBS USGSE US N 2 2051-07-14 Fixed 2.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJA8 1361000.00000000 PA USD 1626279.93000000 0.101491498684 Long DBT CORP US N 2 2051-03-20 Fixed 4.08000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 670000.00000000 OU Notional Amount 138.84000000 0.000008664608 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 EUR -7.47000000 EUR 670000.00000000 EUR 147.90000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEKL5 1073205.56000000 PA USD 1114526.21000000 0.069554406526 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HFFN4 111795.98000000 PA USD 122613.89000000 0.007651983662 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329QCR0 264868.07000000 PA USD 281977.89000000 0.017597437024 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N OMNICOM GROUP INC HKUPACFHSSASQK8HLS17 681919BD7 895000.00000000 PA USD 909862.07000000 0.056781900444 Long DBT CORP US N 2 2031-08-01 Fixed 2.60000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59259YGF0 355000.00000000 PA USD 516219.70000000 0.032215801251 Long DBT MUN US N 2 2040-11-15 Fixed 6.81000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -350.00000000 NC USD -761482.10000000 -0.04752192911 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US 10 Year Ultra Bond UXYU1 Comdty 2021-09-21 -50710392.90000000 USD -761482.10000000 N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AU9 1082000.00000000 PA USD 1176294.84000000 0.073409210803 Long DBT CORP US N 2 2029-10-01 Fixed 3.45000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137B3NX2 281000.00000000 PA USD 294736.57000000 0.018393669905 Long ABS-MBS USGSE US N 2 2023-04-25 Variable 3.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295NPG6 60310.97000000 PA USD 64807.75000000 0.004044467100 Long ABS-MBS USGA US N 2 2042-03-20 Fixed 3.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CB3 2675000.00000000 PA USD 2673781.16000000 0.166863067100 Long DBT CORP US N 2 2051-07-15 Fixed 3.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1840000.00000000 OU Notional Amount -5624.80000000 -0.00035102774 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 17.12000000 SGD 0.00000000 SGD 1840000.00000000 SGD -5637.74000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180DLG0 116520.36000000 PA USD 124308.16000000 0.007757718228 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.50000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AW6 320000.00000000 PA USD 314118.40000000 0.019603234715 Long DBT CORP US N 2 2030-08-15 Fixed 2.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SUV7 6468720.21000000 PA USD 6893424.04000000 0.430198961436 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3400000.00000000 OU Notional Amount -6658.70000000 -0.00041555050 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 31.64000000 SGD 0.00000000 SGD 3400000.00000000 SGD -6682.49000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36181FM99 42363.56000000 PA USD 45669.02000000 0.002850073469 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FVVS2 50593.97000000 PA USD 55074.37000000 0.003437034576 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.50000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAS1 800000.00000000 PA USD 814560.00000000 0.050834369682 Long DBT US N 2 2024-03-15 Fixed 4.65000000 N N N N N N Thomson Reuters Corp 549300561UZND4C7B569 884903BV6 800000.00000000 PA USD 870644.41000000 0.054334437978 Long DBT CORP CA N 2 2026-05-15 Fixed 3.35000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJJ0 2900000.00000000 PA USD 3052697.04000000 0.190510127995 Long DBT CORP US N 2 2023-05-01 Fixed 3.38000000 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724PAB5 745000.00000000 PA USD 774209.59000000 0.048316215514 Long DBT CORP US N 2 2025-02-01 Fixed 1.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAD63 104612.67000000 PA USD 116461.55000000 0.007268033645 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QBS4 500000.00000000 PA USD 540352.09000000 0.033721834980 Long DBT CORP US N 2 2027-05-15 Fixed 3.00000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7VZ9 2712906.85000000 PA USD 2809405.25000000 0.175326980291 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3132L8T31 272008.39000000 PA USD 287830.54000000 0.017962684242 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAA1 140000.00000000 PA USD 142800.00000000 0.008911741296 Long DBT CORP US N 2 2028-09-01 Fixed 3.88000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XAW6 1780000.00000000 PA USD 1812773.61000000 0.113130038108 Long DBT CORP US N 2 2022-04-10 Fixed 3.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SSP3 137442.06000000 PA USD 144984.28000000 0.009048055990 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAG0 2900000.00000000 PA USD 3372081.23000000 0.210441985667 Long DBT CORP US N 2 2027-06-30 Fixed 5.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KWS3 33533.59000000 PA USD 39396.06000000 0.002458595902 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SSQ1 537304.44000000 PA USD 572044.52000000 0.035699669274 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.50000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CC8 510000.00000000 PA USD 537463.40000000 0.033541560064 Long DBT CORP US N 2 2061-05-12 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7HS9 195179.63000000 PA USD 205989.69000000 0.012855229881 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177QXM0 21646.93000000 PA USD 22742.62000000 0.001419302141 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418Q4S9 3040.83000000 PA USD 3128.48000000 0.000195239526 Long ABS-MBS USGSE US N 2 2040-04-01 Floating 1.96000000 N N N N N N Freddie Mac N/A 3132XW5W7 12577.51000000 PA USD 13769.97000000 0.000859344609 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 35130000.00000000 OU Notional Amount 24402.20000000 0.001522871803 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2023-04-11 392.88000000 EUR 0.00000000 EUR 35130000.00000000 EUR 23939.47000000 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CS6 1980000.00000000 PA USD 1978337.02000000 0.123462378991 Long DBT CORP GB N 2 2025-05-24 Fixed 0.98000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 22422.65000000 0.001399333725 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1430000.00000000 CAD 1175983.36000000 USD 2021-09-15 22422.65000000 N N N College Loan Corporation Trust 254900HRAVYB2492C092 194262CE9 751109.29000000 PA USD 750869.84000000 0.046859648190 Long ABS-O CORP US N 2 2024-04-25 Floating 0.37000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 1250000.00000000 PA USD 1228375.00000000 0.076659385261 Long DBT CORP US N 2 2031-02-15 Fixed 3.63000000 N N N N N N Pennsylvania State University/The 549300QDK4O4XCJ47X56 709235T88 80000.00000000 PA USD 81928.00000000 0.005112893143 Long DBT MUN US N 2 2050-09-01 Fixed 2.84000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGB4 285000.00000000 PA USD 304484.52000000 0.019002011702 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391NES6 3519.80000000 PA USD 3944.51000000 0.000246165634 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCL3 900000.00000000 PA USD 1115461.83000000 0.069612795905 Long DBT CORP US N 2 2038-10-15 Fixed 4.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7LA3 666549.78000000 PA USD 722341.38000000 0.045079268252 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189TAV9 730000.00000000 PA USD 839242.35000000 0.052374724849 Long DBT CORP US N 2 2028-11-01 Fixed 4.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 1520000.00000000 PA USD 1552782.14000000 0.096904710937 Long DBT CORP US N 2 2032-04-22 Fixed 2.62000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFMX4 2932188.84000000 PA USD 3061356.68000000 0.191050551464 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3128MJ3Z1 50747.36000000 PA USD 55879.83000000 0.003487301041 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 5.00000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAE8 190000.00000000 PA USD 199832.50000000 0.012470977189 Long DBT CORP XX N 2 2025-05-01 Fixed 2.70000000 N N N N N CENOVUS ENERGY INC 549300EIRQ0Z2B9C1W06 15135UAS8 1150000.00000000 PA USD 1315637.77000000 0.082105206207 Long DBT CORP CA N 2 2025-07-15 Fixed 5.38000000 N N N N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 743315AS2 2320000.00000000 PA USD 2842276.54000000 0.177378383881 Long DBT CORP US N 2 2047-04-15 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJ6C7 4407.43000000 PA USD 4729.72000000 0.000295168354 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKUL7 139456.56000000 PA USD 151832.22000000 0.009475416422 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2530000.00000000 OU Notional Amount USD -11227.84000000 -0.00070069751 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 28.21000000 USD 0.00000000 USD 2530000.00000000 USD -11256.05000000 N N N Freddie Mac - STACR N/A 35566AAA7 56257.68000000 PA USD 56257.68000000 0.003510881583 Long ABS-MBS USGSE US N 2 2050-10-25 Floating 1.32000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WQW5 18340.78000000 PA USD 19489.52000000 0.001216285435 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJZR4 210325.28000000 PA USD 222834.65000000 0.013906475859 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.50000000 N N N N N N Freddie Mac - STACR N/A 35566CAA3 3433209.52000000 PA USD 3434290.29000000 0.214324275926 Long ABS-MBS USGSE US N 2 2050-12-25 Floating 0.92000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 597592000.00000000 OU Notional Amount -3715.58000000 -0.00023187876 N/A DIR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A Y 2026-09-15 0.00000000 KRW 0.00000000 KRW 597592000.00000000 KRW -3715.58000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1360000.00000000 OU Notional Amount 2532.72000000 0.000158059841 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 EUR -15.16000000 EUR 1360000.00000000 EUR 2550.78000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178WS83 24354.51000000 PA USD 25930.08000000 0.001618222442 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179S2P1 150685.18000000 PA USD 158680.94000000 0.009902825532 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAB1 1250000.00000000 PA USD 1338616.10000000 0.083539218339 Long DBT CORP US N 2 2027-06-17 Fixed 3.00000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2D2 285000.00000000 PA USD 288074.82000000 0.017977929061 Long DBT CORP CH N 2 2023-05-05 Fixed 1.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JLL28 289182.39000000 PA USD 312467.36000000 0.019500198011 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBB6 198000.00000000 PA USD 212212.52000000 0.013243578978 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9VZ5 2622293.49000000 PA USD 2650322.95000000 0.165399107024 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -4836.76000000 -0.00030184841 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 6500000.00000000 GBP 8986724.50000000 USD 2021-07-06 -4836.76000000 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BF9 80000.00000000 PA USD 117606.44000000 0.007339482969 Long DBT CORP US N 2 2051-01-15 Fixed 7.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617J3E56 43493.34000000 PA USD 46615.92000000 0.002909166802 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV7D1 948063.79000000 PA USD 988733.45000000 0.061704038640 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LAS94 424914.98000000 PA USD 459115.83000000 0.028652111359 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050672 350000.00000000 PA USD 377070.31000000 0.023531884127 Long ABS-MBS USGA US N 2 2051-07-21 Fixed 5.00000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBF1 700000.00000000 PA USD 790337.46000000 0.049322709948 Long DBT CORP US N 2 2049-06-15 Fixed 4.20000000 N N N N N N MEMORIAL SLOAN-KETTERING 549300IZ71UAMEHWL382 586054AD0 46000.00000000 PA USD 46722.30000000 0.002915805674 Long DBT CORP US N 2 2050-01-01 Fixed 2.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X3EE8 59324.51000000 PA USD 61889.34000000 0.003862337444 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179USW3 127664.24000000 PA USD 137542.77000000 0.008583652545 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6ME8 1176219.35000000 PA USD 1252765.26000000 0.078181511923 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.50000000 N N N N N N WILLIAMS SCOTSMAN INTL 549300V3TCHCBOBTGH07 96950GAE2 2450000.00000000 PA USD 2530115.00000000 0.157897271225 Long DBT CORP US N 2 2028-08-15 Fixed 4.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R4E6 973110.10000000 PA USD 1036833.11000000 0.064705801429 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412QSW0 191997.93000000 PA USD 219957.81000000 0.013726940468 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180DVC8 168702.40000000 PA USD 180230.98000000 0.011247702152 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617482V92 460000.00000000 PA USD 705632.53000000 0.044036516511 Long DBT CORP US N 2 2042-07-24 Fixed 6.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J75S0 206448.83000000 PA USD 229325.19000000 0.014311531975 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MX39 81047.60000000 PA USD 86421.44000000 0.005393315936 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.00000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1819285000.00000000 OU Notional Amount -9564.89000000 -0.00059691754 N/A DIR US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A N/A Y 2026-09-15 0.00000000 KRW 0.00000000 KRW 1819285000.00000000 KRW -9564.89000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8C52 639038.70000000 PA USD 697321.71000000 0.043517861905 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E0SF7 11255.30000000 PA USD 11843.59000000 0.000739124720 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLC7 318763.73000000 PA USD 332314.75000000 0.020738817094 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N FIDELITY NATL FINANCIAL 549300CAZYIH39SYQ287 31620RAF2 120000.00000000 PA USD 126695.30000000 0.007906692836 Long DBT CORP US N 2 2022-09-01 Fixed 5.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VCK8 875000.00000000 PA USD 1132065.32000000 0.070648972428 Long DBT CORP US N 2 2046-08-21 Fixed 4.86000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 42290000.00000000 OU Notional Amount -95.02000000 -0.00000592992 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2023-06-22 0.00000000 EUR -4882.18000000 EUR 42290000.00000000 EUR 5715.85000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DWY5 18666.98000000 PA USD 20111.04000000 0.001255072728 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J92G5 143054.53000000 PA USD 154280.72000000 0.009628220334 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XNX8 6682989.18000000 PA USD 6789521.37000000 0.423714691722 Long ABS-MBS USGSE US N 2 2030-01-25 Floating 2.29000000 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175BB9 200000.00000000 PA USD 207057.75000000 0.012921884464 Long DBT CORP US N 2 2022-07-23 Fixed 4.46000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390CVL7 2680.13000000 PA USD 3167.85000000 0.000197696496 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJYP9 1257126.31000000 PA USD 1359812.65000000 0.084862034655 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J82T9 176628.03000000 PA USD 196032.96000000 0.012233858719 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BZ1 1110000.00000000 PA USD 1414908.02000000 0.088300379782 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 565000.00000000 PA USD 579881.94000000 0.036188780335 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MR9 800000.00000000 PA USD 816905.08000000 0.050980719446 Long DBT CORP US N 2 2024-05-15 Fixed 1.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9EY3 97317.65000000 PA USD 103427.94000000 0.006454643166 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.00000000 N N N N N N Grand Parkway Transportation Corp N/A 38611TDL8 400000.00000000 PA USD 414588.00000000 0.025873256307 Long DBT MUN US N 2 2052-10-01 Fixed 3.24000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LAUF7 69748.94000000 PA USD 75128.04000000 0.004688527007 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N New York City Water & Sewer System 549300Q2EHQ6RJPQKP05 64972FY34 250000.00000000 PA USD 388212.50000000 0.024227236471 Long DBT MUN US N 2 2044-06-15 Fixed 5.88000000 N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 21160000.00000000 OU Notional Amount 3950.69000000 0.000246551311 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 SEK -235.93000000 SEK 21160000.00000000 SEK 3978.65000000 N N N Fannie Mae - CAS N/A 20753KAB8 8078564.59000000 PA USD 8134275.18000000 0.507636947062 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 2.39000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XF85 149880.07000000 PA USD 172766.57000000 0.010781869583 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 25830000.00000000 OU Notional Amount USD -31711.65000000 -0.00197903375 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-08 2963.35000000 USD 0.00000000 USD 25830000.00000000 USD -34675.00000000 N N N Freddie Mac - STACR N/A 35564KAA7 6444745.89000000 PA USD 6444745.89000000 0.402198235957 Long ABS-MBS USGSE US N 2 2051-01-25 Floating 0.67000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JN1 1200000.00000000 PA USD 1363201.51000000 0.085073523756 Long DBT CORP US N 2 2028-08-15 Fixed 3.70000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405RRN8 7483.40000000 PA USD 8629.35000000 0.000538533156 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 49425000.00000000 OU Notional Amount USD -20362.56000000 -0.00127076937 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-08 24216.54000000 USD 0.00000000 USD 49425000.00000000 USD -44579.10000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178EDX4 70205.89000000 PA USD 75440.90000000 0.004708051708 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N METHODIST HOSPITAL/THE 549300Y1E42JLBRENF23 591539AA9 87000.00000000 PA USD 84156.18000000 0.005251947511 Long DBT CORP US N 2 2050-12-01 Fixed 2.71000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412RND5 78175.19000000 PA USD 85709.78000000 0.005348903263 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RBX6 390130.46000000 PA USD 415956.09000000 0.025958634908 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555CW2 800000.00000000 PA USD 866477.23000000 0.054074376143 Long DBT CORP US N 2 2027-09-15 Fixed 2.95000000 N N N N N N Maryland Health & Higher Educational Facilities Authority N/A 57421CAV6 115000.00000000 PA USD 119349.30000000 0.007448249898 Long DBT MUN US N 2 2040-07-01 Fixed 3.05000000 N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAM2 2180000.00000000 PA USD 2137365.72000000 0.133386907234 Long DBT CORP US N 2 2030-07-01 Fixed 2.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416W4V1 5150.57000000 PA USD 5426.86000000 0.000338674876 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 3.50000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1046664500.00000000 OU Notional Amount -3949.84000000 -0.00024649826 N/A DIR US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A N/A Y 2026-09-15 0.00000000 KRW 0.00000000 KRW 1046664500.00000000 KRW -3949.84000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389VBN6 2972.73000000 PA USD 3287.05000000 0.000205135428 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.00000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XQT4 158965.81000000 PA USD 160245.10000000 0.010000440302 Long ABS-MBS USGSE US N 2 2030-02-25 Floating 2.74000000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 521865AZ8 59000.00000000 PA USD 74426.53000000 0.004644747765 Long DBT CORP US N 2 2049-05-15 Fixed 5.25000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5G78 49765.55000000 PA USD 54002.70000000 0.003370154703 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FGY6 82585.79000000 PA USD 93518.38000000 0.005836215749 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 5.00000000 N N N N N N TRANE TECHNOLOGIES LUX 549300GHBOWCVY92IS29 456873AF5 125000.00000000 PA USD 156976.85000000 0.009796478128 Long DBT CORP LU N 2 2049-03-21 Fixed 4.50000000 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724PAC3 2090000.00000000 PA USD 2187757.64000000 0.136531723442 Long DBT CORP US N 2 2027-02-01 Fixed 2.15000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MF5 2805000.00000000 PA USD 2988875.52000000 0.186527208699 Long DBT CORP US N 2 2025-04-24 Fixed 3.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230NHB4 30158.10000000 PA USD 33490.66000000 0.002090056707 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W3F32 45902.06000000 PA USD 47934.81000000 0.002991474970 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NA5 3035000.00000000 PA USD 3021933.51000000 0.188590263704 Long DBT CORP US N 2 2027-06-09 Fixed 1.46000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETGM2 17363.55000000 PA USD 18449.29000000 0.001151367644 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FCNG9 200503.31000000 PA USD 213343.24000000 0.013314143993 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6NR7 3377696.05000000 PA USD 3569615.32000000 0.222769525634 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 2.50000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XWX8 2948562.90000000 PA USD 2984241.99000000 0.186238043289 Long ABS-MBS USGSE US N 2 2030-05-25 Floating 2.59000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XF82 5616865.29000000 PA USD 5556510.39000000 0.346765988152 Long ABS-MBS USGSE US N 2 2030-08-25 Floating 0.99000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EUKZ1 3679.32000000 PA USD 3979.84000000 0.000248370479 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AY7L1 1590000.00000000 PA USD 1746290.80000000 0.108981035283 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 3.08000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8KW2 1271801.96000000 PA USD 1471281.66000000 0.091818498098 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 5.50000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAS4 300000.00000000 PA USD 316576.73000000 0.019756652089 Long DBT CORP US N 2 2026-09-01 Fixed 2.65000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBM3 835000.00000000 PA USD 908784.17000000 0.056714631775 Long DBT CORP US N 2 2051-04-15 Fixed 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GSP9 7789.13000000 PA USD 7963.36000000 0.000496970617 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 6.00000000 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160KAQ8 3135000.00000000 PA USD 3087392.23000000 0.192675355989 Long DBT CORP US N 2 2032-04-20 Fixed 1.75000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 17970000.00000000 OU Notional Amount 902.38000000 0.000056314965 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-15 0.00000000 ZAR -167.21000000 ZAR 17970000.00000000 ZAR 914.30000000 N N N Freddie Mac 254900HROIFWPRGM1V77 31297M4D7 97108.26000000 PA USD 108679.07000000 0.006782351233 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.50000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BD3 1000000.00000000 PA USD 1084665.17000000 0.067690864065 Long DBT CORP US N 2 2024-10-01 Fixed 3.85000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WNEK4 61027.74000000 PA USD 66292.48000000 0.004137124871 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A27M8 61943.42000000 PA USD 64760.24000000 0.004041502137 Long ABS-MBS USGA US N 2 2047-02-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJQ39 1007468.85000000 PA USD 1058082.24000000 0.066031899114 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KH2L9 668445.33000000 PA USD 698534.49000000 0.043593548051 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBQ4 1100000.00000000 PA USD 1209626.00000000 0.075489313569 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJS9 7050000.00000000 PA USD 7104222.89000000 0.443354317296 Long DBT CORP US N 2 2027-07-22 Fixed 1.73000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AC7 1395000.00000000 PA USD 1504903.79000000 0.093916759474 Long DBT CORP US N 2 2024-12-01 Fixed 3.35000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHET8 232090.45000000 PA USD 239580.14000000 0.014951514198 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Drive Auto Receivables Trust 549300RZ091I85JWZO63 26207KAG6 2182597.18000000 PA USD 2202383.73000000 0.137444496063 Long ABS-O CORP US N 2 2023-12-15 Fixed 3.53000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179DK41 13851.20000000 PA USD 14687.05000000 0.000916576960 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636QAL8 840000.00000000 PA USD 978439.37000000 0.061061614425 Long DBT CORP US N 2 2049-06-01 Fixed 3.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9R64 245275.14000000 PA USD 253993.91000000 0.015851036532 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 4700000.00000000 OU Notional Amount -336.10000000 -0.00002097504 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 0.00000000 SEK -8967.10000000 SEK 4700000.00000000 SEK 724.33000000 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFX7 2797000.00000000 PA USD 2670723.59000000 0.166672252865 Long DBT CORP US N 2 2030-10-30 Fixed 1.68000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31297F3M3 9470.08000000 PA USD 10624.97000000 0.000663074117 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 91449.40000000 0.005707096600 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3500000.00000000 EUR 4247891.90000000 USD 2021-09-15 91449.40000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MKE85 28163.66000000 PA USD 29812.12000000 0.001860489502 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128PUHH8 155101.81000000 PA USD 165326.52000000 0.010317557252 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 4.00000000 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 2262080000.00000000 OU Notional Amount -12731.98000000 -0.00079456661 N/A DIR US N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 N/A N/A Y 2026-09-15 0.00000000 KRW 0.00000000 KRW 2262080000.00000000 KRW -12731.98000000 N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAF0 57000.00000000 PA USD 58136.69000000 0.003628145245 Long DBT CORP US N 2 2041-06-01 Fixed 2.81000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 8420000.00000000 OU Notional Amount 179.68000000 0.000011213317 N/A DIR HK N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 93.89000000 HKD 0.00000000 HKD 8420000.00000000 HKD 167.59000000 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBC8 800000.00000000 PA USD 855062.26000000 0.053362000376 Long DBT CORP US N 2 2025-05-15 Fixed 2.95000000 N N N N N N GS Mortgage Securities Trust N/A 36252WAX6 730000.00000000 PA USD 784383.98000000 0.048951170217 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAXY1 175348.02000000 PA USD 192966.22000000 0.012042472210 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 5.00000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDQ1 1440000.00000000 PA USD 1315716.16000000 0.082110098304 Long DBT CORP US N 2 2062-08-15 Fixed 2.65000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WFNV7 13420.99000000 PA USD 14293.95000000 0.000892044709 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RDF3 58057.01000000 PA USD 67162.70000000 0.004191432823 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TE27 78991.09000000 PA USD 84524.24000000 0.005274917088 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJE0 1015000.00000000 PA USD 985056.71000000 0.061474583768 Long DBT CORP US N 2 2041-06-19 Fixed 2.68000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WAR3 300000.00000000 PA USD 350067.00000000 0.021846684457 Long DBT CORP KY N 2 2034-11-28 Fixed 4.50000000 N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAC6 500000.00000000 PA USD 530790.77000000 0.033125140230 Long DBT CORP NO N 2 2049-11-18 Fixed 3.25000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCV6 1335000.00000000 PA USD 1413148.63000000 0.088190581263 Long DBT CORP US N 2 2025-02-26 Fixed 2.90000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEY30 664660.10000000 PA USD 696459.57000000 0.043464058203 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095AK7 300000.00000000 PA USD 311971.35000000 0.019469243439 Long DBT CORP US N 2 2025-03-01 Fixed 2.05000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 450000.00000000 PA USD 520116.28000000 0.032458975711 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AADS0 174905.27000000 PA USD 184818.99000000 0.011534026789 Long ABS-MBS USGA US N 2 2047-02-15 Fixed 3.00000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FZ2 1750000.00000000 PA USD 1975499.66000000 0.123285307434 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EUC64 52129.92000000 PA USD 55750.23000000 0.003479213074 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137AYCE9 3980000.00000000 PA USD 4089003.84000000 0.255183083917 Long ABS-MBS USGSE US N 2 2022-10-25 Fixed 2.68000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 125000.00000000 PA USD 143431.92000000 0.008951177624 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5CD3 67014.04000000 PA USD 70751.69000000 0.004415411467 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KP5 210000.00000000 PA USD 211661.10000000 0.013209166427 Long DBT CORP US N 2 2051-03-15 Fixed 3.25000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076AU6 200000.00000000 PA USD 277921.91000000 0.017344314864 Long DBT CORP US N 2 2040-09-15 Fixed 5.40000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1710000.00000000 OU Notional Amount -17403.49000000 -0.00108610224 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-04-09 0.00000000 GBP -61.43000000 GBP 1710000.00000000 GBP -17319.19000000 N N N Westlake Automobile Receivables Trust N/A 96042NAL1 148210.30000000 PA USD 148386.97000000 0.009260408182 Long ABS-O CORP US N 2 2023-05-15 Fixed 3.41000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132J4B40 65596.96000000 PA USD 70681.65000000 0.004411040470 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AADT8 90835.29000000 PA USD 95739.22000000 0.005974812048 Long ABS-MBS USGA US N 2 2044-01-15 Fixed 3.00000000 N N N N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 880779BA0 2500000.00000000 PA USD 2606250.00000000 0.162648639737 Long DBT CORP US N 2 2029-05-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412PKK6 6677.81000000 PA USD 7180.77000000 0.000448131404 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3128P8GW5 81638.66000000 PA USD 86316.88000000 0.005386790644 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 3.50000000 N N N N N N 2021-07-30 Master Investment Portfolio II Ann Frechette Ann Frechette Assistant Treasurer