0001752724-22-038369.txt : 20220222 0001752724-22-038369.hdr.sgml : 20220222 20220222131135 ACCESSION NUMBER: 0001752724-22-038369 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20211231 FILED AS OF DATE: 20220222 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Voya INTERMEDIATE BOND PORTFOLIO CENTRAL INDEX KEY: 0000002646 IRS NUMBER: 060891902 STATE OF INCORPORATION: CT FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-02361 FILM NUMBER: 22657046 BUSINESS ADDRESS: STREET 1: ING FUNDS SERVICES STREET 2: 7337 E. DOUBLETREE RANCH ROAD, STE 100 CITY: SCOTTSDALE STATE: AZ ZIP: 85258 BUSINESS PHONE: 480-477-3000 MAIL ADDRESS: STREET 1: 7337 E. DOUBLETREE RANCH ROAD, STE 100 CITY: SCOTTSDALE STATE: AZ ZIP: 85258 FORMER COMPANY: FORMER CONFORMED NAME: ING INTERMEDIATE BOND PORTFOLIO DATE OF NAME CHANGE: 20090508 FORMER COMPANY: FORMER CONFORMED NAME: ING VP INTERMEDIATE BOND PORTFOLIO DATE OF NAME CHANGE: 20041124 FORMER COMPANY: FORMER CONFORMED NAME: ING VP BOND PORTFOLIO DATE OF NAME CHANGE: 20020501 0000002646 S000008760 Voya Intermediate Bond Portfolio C000023849 Class ADV IIBPX C000028784 Class I IPIIX C000028785 Class S IPISX C000074893 Class S2 IIBTX NPORT-P 1 primary_doc.xml NPORT-P false 0000002646 XXXXXXXX S000008760 C000028784 C000023849 C000028785 C000074893 Voya Intermediate Bond Portfolio 811-02361 0000002646 GP0L16R6Y5YV83C5QZ60 7337 East Doubletree Ranch Road Suite 100 Scottsdale 85258 1-800-992-0180 VOYA INTERMEDIATE BOND PORTFOLIO S000008760 GP0L16R6Y5YV83C5QZ60 2021-12-31 2021-12-31 N 3553885108.05 351875294.70 3202009813.35 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 213041961.85000000 0.00000000 8815277.03000000 USD N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 2590000.00000000 PA USD 3392231.68000000 0.105940702175 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B8W94 8908077.74000000 PA USD 1611775.03000000 0.050336355100 Long ABS-MBS USGSE US N 2 2044-03-15 Floating 6.04025000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AEU47 5611355.00000000 PA USD 880808.22000000 0.027507980029 Long ABS-MBS USGSE US N 2 2033-06-25 Floating 6.09812000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XAZ7 10970.29000000 PA USD 11001.73000000 0.000343588266 Long ABS-MBS CORP US N 2 2025-05-25 Floating 4.10275000 N N N N N N UBS AG STAMFORD CT 254900R882POXXVAK772 90261AAB8 3500000.00000000 PA USD 3635740.33000000 0.113545571123 Long DBT CORP CH N 2 2022-08-17 Fixed 7.62500000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HSY8 264367.56000000 PA USD 266391.77000000 0.008319517600 Long ABS-MBS CORP US N 2 2035-05-25 Variable 2.60336400 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBT1 866000.00000000 PA USD 833558.66000000 0.026032358068 Long DBT CORP US N 2 2040-09-25 Fixed 3.73400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36297AKJ1 51405.10000000 PA USD 59396.47000000 0.001854974639 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N ANZ NEW ZEALAND INTL/LDN 213800VD256NU2D97H12 00182EBN8 875000.00000000 PA USD 861100.41000000 0.026892497531 Long DBT CORP NZ N 2 2026-06-22 Fixed 1.25000000 N N N N N SANTANDER UK PLC N/A 000000000 500000.00000000 PA USD 499552.50000000 0.015601217020 Long DBT CORP US N 2 2022-05-03 Fixed 0.29500000 N N N N N Structured Adjustable Rate Mor N/A 863579VM7 36690.96000000 PA USD 35378.20000000 0.001104874814 Long ABS-MBS CORP US N 2 2035-08-25 Variable 2.79174200 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEA8 208000.00000000 PA USD 244895.84000000 0.007648191425 Long DBT CORP US N 2 2033-08-10 Fixed 4.50000000 N N N N N N Wellman Park CLO Ltd N/A 949723AA8 3950000.00000000 PA USD 3943395.60000000 0.123153763725 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 1.22375000 N N N N N N Merrill Lynch Mortgage Investo N/A 589929R26 49739.23000000 PA USD 51091.92000000 0.001595620344 Long ABS-MBS CORP US N 2 2033-05-25 Variable 1.92633000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KGA6 9744.74000000 PA USD 11311.23000000 0.000353254070 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCZ0 1700000.00000000 PA USD 2083990.14000000 0.065083814899 Long DBT CORP US N 2 2042-10-01 Fixed 4.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YWA1 71655.41000000 PA USD 79018.96000000 0.002467792561 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AKGW3 161417.08000000 PA USD 178662.56000000 0.005579700576 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRU N/A 78471WAD7 1500000.00000000 PA USD 1513495.95000000 0.047267061571 Long ABS-O CORP US N 2 2027-04-26 Fixed 4.25000000 N N N N N N CANTOR FITZGERALD SECURITIES 549300DWZ3YOKJO5X179 000000000 17315682.00000000 PA USD 17315682.00000000 0.540775419482 Long RA CORP US N 2 Repurchase Y 0.05000000 2022-01-03 15618.74516400 USD 15432.93014756 USD ADAS 46050792.76895132 USD 17646562.71253636 USD AMBS N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396YTY8 291820.48000000 PA USD 400772.15000000 0.012516268636 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 15.24530000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 220000.00000000 PA USD 222476.24000000 0.006948018681 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419B3S2 33867.60000000 PA USD 36993.50000000 0.001155321256 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31295MZJ2 5486.91000000 PA USD 5512.19000000 0.000172147817 Long ABS-MBS USGSE US N 2 2031-11-01 Floating 2.34500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413BCR0 1308.05000000 PA USD 1440.57000000 0.000044989556 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128L3V78 1949.77000000 PA USD 2160.31000000 0.000067467313 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Fannie Mae - CAS N/A 20754WAB1 1050845.21000000 PA USD 1054350.51000000 0.032927772600 Long ABS-MBS CORP US N 2 2040-01-25 Floating 2.10275000 N N N N N N Palmer Square CLO Ltd N/A 69688AAS0 4000000.00000000 PA USD 3983908.00000000 0.124418981584 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 1.97363000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ABBY4 385854.49000000 PA USD 429191.08000000 0.013403802768 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Eagle Re Ltd N/A 26982AAC8 1500000.00000000 PA USD 1503535.50000000 0.046955992880 Long ABS-MBS CORP BM N 2 2034-04-25 Floating 3.49967000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396TA86 1253228.20000000 PA USD 226898.22000000 0.007086118819 Long ABS-MBS USGSE US N 2 2033-09-15 Floating 6.49025000 N N N N N N Sequoia Mortgage Trust 549300ZUG1L9OO3W6B29 81747DAU3 222995.90000000 PA USD 224765.60000000 0.007019516275 Long ABS-MBS CORP US N 2 2048-03-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WJK9 3181.15000000 PA USD 3517.16000000 0.000109842261 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XLT9 4911560.93000000 PA USD 5039985.48000000 0.157400688123 Long ABS-MBS CORP US N 2 2029-11-25 Floating 2.95275000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128L14P2 5603.66000000 PA USD 6504.98000000 0.000203153031 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334FS5 1310000.00000000 PA USD 1388946.30000000 0.043377328020 Long DBT CORP US N 2 2023-04-15 Fixed 5.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HB0 4000000.00000000 PA USD 4527738.16000000 0.141403006984 Long DBT CORP US N 2 2025-09-13 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397YZE4 5910905.17000000 PA USD 1111026.15000000 0.034697774671 Long ABS-MBS USGSE US N 2 2037-08-15 Floating 5.97025000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AAH81 5932394.97000000 PA USD 982025.53000000 0.030669035613 Long ABS-MBS USGSE US N 2 2042-12-25 Floating 5.99812000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419KE92 222355.46000000 PA USD 248813.32000000 0.007770535835 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389EZQ1 7686.95000000 PA USD 7706.51000000 0.000240677276 Long ABS-MBS USGSE US N 2 2032-04-01 Floating 2.33500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XP53 70390.69000000 PA USD 76013.19000000 0.002373921206 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 4.50000000 N N N N N N TSMC GLOBAL LTD 549300N2ZLI21P85T117 872882AE5 1000000.00000000 PA USD 966940.83000000 0.030197934621 Long DBT CORP VG N 2 2025-09-28 Fixed 0.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414AAX0 118.47000000 PA USD 119.11000000 0.000003719851 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412PJ44 40322.04000000 PA USD 44562.15000000 0.001391693111 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CS7 798000.00000000 PA USD 832327.14000000 0.025993897224 Long DBT CORP US N 2 2050-02-21 Fixed 3.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415XXY2 1483.92000000 PA USD 1705.59000000 0.000053266232 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N GILBERT PARK CLO LTD N/A 375415AA4 2100000.00000000 PA USD 2100027.30000000 0.065584661584 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 1.31375000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JGD4 856.88000000 PA USD 941.21000000 0.000029394350 Long ABS-MBS USGSE US N 2 2022-06-01 Fixed 6.00000000 N N N N N N Voya Emerging Markets Hard Cur N/A 92913M401 14931988.74700000 NS USD 140062054.45000000 4.374191917402 Long EC RF US N 1 N N N AT&T INC 549300Z40J86GGSTL398 00206RLV2 2423000.00000000 PA USD 2451723.31000000 0.076568263463 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ATWH3 7244844.43000000 PA USD 1572789.07000000 0.049118808550 Long ABS-MBS USGSE US N 2 2046-09-25 Floating 5.89812000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402C7G1 67267.11000000 PA USD 69164.49000000 0.002160033667 Long ABS-MBS USGSE US N 2 2034-02-01 Floating 1.99900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413CNQ8 24589.77000000 PA USD 27072.90000000 0.000845497096 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1N26 268797.27000000 PA USD 278659.44000000 0.008702641660 Long ABS-MBS USGSE US N 2 2048-05-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406J3J0 20281.14000000 PA USD 20376.79000000 0.000636375001 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 2.05000000 N N N N N N CENOVUS ENERGY INC 549300EIRQ0Z2B9C1W06 15135UAX7 1104000.00000000 PA USD 1109245.15000000 0.034642153355 Long DBT CORP CA N 2 2052-02-15 Fixed 3.75000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412LEU0 5893.01000000 PA USD 6827.74000000 0.000213232950 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QQ4G4 525181.06000000 PA USD 560683.62000000 0.017510365448 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N WI TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 77000.00000000 PA USD 71763.40000000 0.002241198627 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GFVW4 300286.22000000 PA USD 332576.82000000 0.010386502209 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813CT4 425000.00000000 PA USD 438347.36000000 0.013689756919 Long DBT CORP US N 2 2051-12-01 Fixed 3.13200000 N N N N N N Popular ABS Mortgage Pass-Thro N/A 73316PHP8 582799.39000000 PA USD 582872.53000000 0.018203333655 Long ABS-MBS CORP US N 2 2036-01-25 Variable 3.53152000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ANSB0 14059.51000000 PA USD 15065.04000000 0.000470487002 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N Jay Park CLO, Ltd. N/A 47206VAN4 2000000.00000000 PA USD 1998524.00000000 0.062414674423 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 2.13150000 N N N N N N SIERRA PACIFIC POWER CO QB888G5GSVGE1LD1WV84 826418BM6 2643000.00000000 PA USD 2750822.27000000 0.085909239207 Long DBT CORP US N 2 2026-05-01 Fixed 2.60000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 94983PAF5 203096.05000000 PA USD 199007.75000000 0.006215088697 Long ABS-MBS CORP US N 2 2036-04-25 Variable 2.79255300 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAB3 163000.00000000 PA USD 220179.39000000 0.006876287170 Long DBT CORP US N 2 2043-09-30 Fixed 5.70000000 N N N N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 79466LAL8 165000.00000000 PA USD 168346.31000000 0.005257520114 Long DBT CORP US N 2 2051-07-15 Fixed 2.90000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664CR0 500000.00000000 PA USD 615447.36000000 0.019220658145 Long DBT CORP US N 2 2049-01-15 Fixed 4.25000000 N N N N N N CALIFORNIA ST UNIV REVENUE N/A 13077CTM6 500000.00000000 PA USD 640864.10000000 0.020014432726 Long DBT MUN US N 2 2030-11-01 Fixed 6.43400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GHN6 213769.88000000 PA USD 247946.10000000 0.007743452220 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45661EAF1 1886521.53000000 PA USD 1515361.81000000 0.047325333098 Long ABS-MBS CORP US N 2 2046-02-25 Floating 0.52188000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213U2Q2 14455.87000000 PA USD 16286.24000000 0.000508625549 Long ABS-MBS USGA US N 2 2037-06-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393GYQ1 200041.60000000 PA USD 225665.99000000 0.007047635802 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 5.50000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AZ7 900000.00000000 PA USD 919504.79000000 0.028716488817 Long DBT CORP US N 2 2023-09-01 Fixed 2.67000000 N N N N N N Wells Fargo Commercial Mortgag 5493007CD1Q2V06I4172 94989AAX3 26329399.49000000 PA USD 632890.31000000 0.019765408193 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.03424100 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378CCP0 28822.43000000 PA USD 31310.41000000 0.000977836166 Long ABS-MBS USGA US N 2 2032-05-16 Fixed 7.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CD4 764000.00000000 PA USD 746050.81000000 0.023299454201 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BNK0 32333.07000000 PA USD 35595.80000000 0.001111670546 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 4.50000000 N N N N N N Palmer Square CLO Ltd 549300PACXK2KP6J2T91 69689CAW6 5515000.00000000 PA USD 5513378.59000000 0.172184937316 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 1.23150000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414RGY5 574.45000000 PA USD 657.86000000 0.000020545221 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418VNK4 21707.12000000 PA USD 23784.80000000 0.000742808466 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409GPE0 2333.19000000 PA USD 2568.94000000 0.000080228985 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376LTT6 3243113.87000000 PA USD 681567.95000000 0.021285629642 Long ABS-MBS USGA US N 2 2041-06-20 Floating 6.56612000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407PL97 139638.87000000 PA USD 139891.22000000 0.004368856691 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 1.90800000 N N N N N N Gam Resecuritization Trust N/A 36143UAA3 31548940.00000000 PA USD 31548940.00000000 0.985285549983 Long ABS-MBS CORP US N 3 2026-12-30 Fixed 5.25000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBF9 1000000.00000000 PA USD 1250574.89000000 0.039055935581 Long DBT CORP US N 2 2049-02-14 Fixed 5.95000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KA8 1000000.00000000 PA USD 1086257.17000000 0.033924229884 Long DBT CORP US N 2 2029-05-15 Fixed 3.50000000 N N N N N N AmeriCredit Automobile Receiva N/A 03066GAG4 1800000.00000000 PA USD 1855080.72000000 0.057934885529 Long ABS-O CORP US N 2 2025-03-18 Fixed 3.62000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NHV0 37473.58000000 PA USD 43165.11000000 0.001348063014 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBT6 880000.00000000 PA USD 1161239.46000000 0.036265955686 Long DBT CORP GB N 2 2059-06-19 Fixed 5.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410BDV3 11119.96000000 PA USD 12593.74000000 0.000393307351 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BQ1 772000.00000000 PA USD 854672.21000000 0.026691742368 Long DBT CORP US N 2 2025-04-15 Fixed 5.25000000 N N N N N N CREDIT SUISSE AG (NEW YORK) N/A 000000000 600000.00000000 PA USD 599173.19000000 0.018712409546 Long DBT CORP US N 2 2022-06-09 Fixed 0.33000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGWU4 118725.73000000 PA USD 130860.75000000 0.004086831634 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922F4V7 1077157.19000000 PA USD 1073156.95000000 0.033515104967 Long ABS-MBS CORP US N 2 2045-10-25 Floating 1.08188000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD -12521.98000000 -0.00039106625 N/A DFE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 -621498480.94000000 HUF 1899849.36000000 USD 2022-01-21 -12521.98000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129344N9 10277.33000000 PA USD 11828.52000000 0.000369409236 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379BCY2 5660653.71000000 PA USD 690739.57000000 0.021572062868 Long ABS-MBS USGA US N 2 2039-12-16 Floating 6.09250000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408B2M9 426.83000000 PA USD 473.89000000 0.000014799767 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N HARTFORD FINL SVCS GRP IU7C3FTM7Y3BQM112U94 416515AS3 417000.00000000 PA USD 561616.06000000 0.017539485908 Long DBT CORP US N 2 2036-10-15 Fixed 5.95000000 N N N N N JPMBB Commercial Mortgage Secu N/A 46640UAN2 3720000.00000000 PA USD 3645293.84000000 0.113843930921 Long ABS-MBS CORP US N 2 2047-01-15 Variable 4.88598200 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410WF52 2345.33000000 PA USD 2599.55000000 0.000081184947 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 570000.00000000 PA USD 729614.47000000 0.022786140971 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 793000.00000000 PA USD 866575.94000000 0.027063500442 Long DBT CORP N/A N 2 2028-10-20 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MCG0 9331.94000000 PA USD 10809.61000000 0.000337588284 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 202712BL8 745000.00000000 PA USD 799884.34000000 0.024980696082 Long DBT CORP AU N 2 2039-09-12 Fixed 3.74300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410XHV1 12731.54000000 PA USD 14303.21000000 0.000446694758 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Social Professional Loan Progr N/A 83405DAD0 2500000.00000000 PA USD 2557951.25000000 0.079885802952 Long ABS-O CORP US N 2 2040-07-25 Variable 3.56000000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBA3 646000.00000000 PA USD 722130.82000000 0.022552423699 Long DBT CORP US N 2 2035-02-01 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371PCM0 6224.51000000 PA USD 6837.61000000 0.000213541194 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 5.50000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAB1 3804000.00000000 PA USD 4113623.08000000 0.128470033503 Long DBT CORP US N 2 2025-09-15 Fixed 4.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61763KAE4 1706000.00000000 PA USD 1734936.83000000 0.054182745560 Long ABS-MBS CORP US N 2 2047-04-15 Variable 4.89763600 N N N N N N SunRun Athena Issuer 5493001ZI15Y2FZFMI30 86772DAA4 1862923.56000000 PA USD 2044967.71000000 0.063865129378 Long ABS-O CORP US N 2 2049-04-30 Fixed 5.31000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AU0 2650000.00000000 PA USD 2621599.55000000 0.081873563880 Long DBT CORP US N 2 2031-11-15 Fixed 2.45000000 N N N N N N TOTALENERGIES CAP INTL 549300U37G2I8G4RUG09 89153VAX7 500000.00000000 PA USD 507617.84000000 0.015853100695 Long DBT CORP FR N 2 2041-06-29 Fixed 2.98600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409CE76 32796.12000000 PA USD 38023.85000000 0.001187499483 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Oak Hill Credit Partners N/A 67690AAJ0 1800000.00000000 PA USD 1779237.00000000 0.055566256935 Long ABS-CBDO CORP KY N 2 2035-07-19 Floating 2.08360000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJHC7 10057.02000000 PA USD 11534.47000000 0.000360225941 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DR8 1355000.00000000 PA USD 1328403.55000000 0.041486554615 Long DBT CORP US N 2 2031-09-15 Fixed 2.12500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ASQN5 21708.14000000 PA USD 23267.79000000 0.000726662045 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBD6 1458000.00000000 PA USD 1465785.84000000 0.045777056456 Long DBT CORP US N 2 2028-12-10 Fixed 1.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YVZE2 931722.14000000 PA USD 1017453.29000000 0.031775458206 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402EWA2 20081.95000000 PA USD 22699.80000000 0.000708923498 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AS5 906000.00000000 PA USD 1018288.15000000 0.031801531205 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CJM9 15607.26000000 PA USD 17888.95000000 0.000558678799 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5.50000000 N N N N N N Countrywide Home Loans N/A 12669GPT2 14790.24000000 PA USD 13931.22000000 0.000435077367 Long ABS-MBS CORP US N 2 2035-03-25 Floating 0.78188000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395N2N6 1869052.24000000 PA USD 382165.11000000 0.011935163609 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 7.09812000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416VDP6 261630.30000000 PA USD 295628.83000000 0.009232602247 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QR5N6 1055505.81000000 PA USD 1133952.54000000 0.035413774663 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417NB34 154241.49000000 PA USD 170582.37000000 0.005327353129 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAP8 1333000.00000000 PA USD 1314316.25000000 0.041046602809 Long DBT CORP US N 2 2031-06-15 Fixed 2.40000000 N N N N N N OHA Loan Funding Ltd 25490072LQI0R2J4XC93 67109BDC5 8000000.00000000 PA USD 8001592.00000000 0.249892800660 Long ABS-CBDO CORP KY N 2 2037-01-19 Floating 0.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FMKC5 21541275.02000000 PA USD 3829622.95000000 0.119600600036 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 5.99812000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LBD3 63754.60000000 PA USD 70289.87000000 0.002195179718 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N COMM Mortgage Trust N/A 20049AAJ7 3906000.00000000 PA USD 3689090.45000000 0.115211715923 Long ABS-MBS CORP US N 2 2037-02-10 Variable 3.63268900 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410WKW7 599.38000000 PA USD 685.79000000 0.000021417485 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31379CVN8 768.02000000 PA USD 847.35000000 0.000026463066 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401ML33 83392.73000000 PA USD 90954.25000000 0.002840536266 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.00000000 N N N N N N SVENSKA HANDELSBANKEN AB (NEW YORK) N/A 000000000 250000.00000000 PA USD 249986.25000000 0.007807166891 Long DBT CORP US N 2 2022-04-20 Fixed 0.16500000 N N N N N Newark BSL CLO 2 Ltd. N/A 65023PAS9 3700000.00000000 PA USD 3687764.10000000 0.115170293502 Long ABS-CBDO CORP KY N 2 2030-07-25 Floating 1.87388000 N N N N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC USD 3634.06000000 0.000113493093 N/A DFE CORP US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 -222739.18000000 USD 305095.21000000 SGD 2022-01-21 3634.06000000 N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BM0 1730000.00000000 PA USD 1752960.32000000 0.054745626096 Long DBT CORP US N 2 2052-04-01 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJJJ0 1158.15000000 PA USD 1344.88000000 0.000042001120 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 6.00000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0FW4 472743.21000000 PA USD 475253.48000000 0.014842349265 Long ABS-MBS CORP US N 2 2027-12-25 Floating 4.00275000 N N N N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29366MAB4 1241000.00000000 PA USD 1156631.37000000 0.036122043261 Long DBT CORP US N 2 2051-06-15 Fixed 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415TK33 23888.33000000 PA USD 27694.84000000 0.000864920522 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N Benefit Street Partners CLO Lt N/A 08182RAA1 5000000.00000000 PA USD 5000435.00000000 0.156165511396 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 1.47375000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418NET3 75118.39000000 PA USD 83079.47000000 0.002594603853 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCK0 2030000.00000000 PA USD 2011342.53000000 0.062815002053 Long DBT CORP US N 2 2025-06-23 Fixed 0.96900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ASTY8 88928.02000000 PA USD 95558.03000000 0.002984314089 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407HKP0 33577.68000000 PA USD 37517.20000000 0.001171676608 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KBU4 7484.23000000 PA USD 8487.19000000 0.000265058213 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCD6 2326000.00000000 PA USD 2432614.93000000 0.075971501394 Long DBT CORP US N 2 2042-04-22 Fixed 3.15700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GRN5 30911.55000000 PA USD 35264.45000000 0.001101322358 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408FE47 2279.47000000 PA USD 2509.96000000 0.000078387017 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4UM3 2525.34000000 PA USD 2932.07000000 0.000091569675 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AUL54 236780.04000000 PA USD 261875.20000000 0.008178463379 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312946T30 41700.11000000 PA USD 45741.31000000 0.001428518732 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N MISSISSIPPI POWER CO LNZ0J6YZ5SC6ILIRU850 605417BZ6 2745000.00000000 PA USD 3157321.10000000 0.098604354266 Long DBT CORP US N 2 2042-03-15 Fixed 4.25000000 N N N N N N OLD LINE FUNDING LLC N/A 000000000 525000.00000000 PA USD 524542.74000000 0.016381671842 Long DBT CORP US N 2 2022-04-27 Fixed 0.25000000 N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92936YAK7 14192131.96000000 PA USD 48241.89000000 0.001506612809 Long ABS-MBS CORP US N 2 2045-08-15 Variable 1.76340400 N N N N N N RBSSP Resecuritization Trust N/A 74930NAC3 157724.68710000 PA USD 158203.10000000 0.004940743758 Long ABS-MBS CORP US N 2 2037-02-26 Floating 0.59200000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CA2 2340000.00000000 PA USD 2434548.10000000 0.076031875038 Long DBT CORP US N 2 2041-05-12 Fixed 2.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CVY5 55380.29000000 PA USD 61308.63000000 0.001914692133 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.00000000 N N N N N N Social Professional Loan Progr N/A 78490DAB0 1071686.51000000 PA USD 1098503.11000000 0.034306675308 Long ABS-O CORP US N 2 2048-01-25 Fixed 3.59000000 N N N N N N Structured Adjustable Rate Mor N/A 863579PM4 707390.99000000 PA USD 708170.18000000 0.022116427533 Long ABS-MBS CORP US N 2 2035-04-25 Variable 2.64129000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BW9 470000.00000000 PA USD 590614.30000000 0.018445112114 Long DBT CORP US N 2 2036-02-23 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AGP93 384759.41000000 PA USD 424376.05000000 0.013253427526 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378JDF6 597590.46000000 PA USD 602850.33000000 0.018827248045 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 1.50000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAY4 3754000.00000000 PA USD 4693677.93000000 0.146585369927 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31375KZR1 1507.81000000 PA USD 1512.74000000 0.000047243452 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 7.00000000 N N N N N N COLUMBIA PROPERTY TRUST 549300WBDIMT4TVGZ316 19828JAA6 280000.00000000 PA USD 303975.95000000 0.009493286020 Long DBT CORP US N 2 2025-04-01 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AAWP2 65856.34000000 PA USD 72839.23000000 0.002274797213 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N PIEDMONT OPERATING PARTN 549300WKGDPAS39FBD10 720198AE0 584000.00000000 PA USD 598841.80000000 0.018702060109 Long DBT CORP US N 2 2030-08-15 Fixed 3.15000000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 581557BR5 1595000.00000000 PA USD 1558593.81000000 0.048675485112 Long DBT CORP US N 2 2026-08-15 Fixed 1.30000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CF9 500000.00000000 PA USD 575002.50000000 0.017957549586 Long DBT CORP US N 2 2037-03-03 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403TT46 623.00000000 PA USD 697.90000000 0.000021795685 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413BTW1 24446.35000000 PA USD 27973.58000000 0.000873625679 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJWR7 192733.41000000 PA USD 210269.82000000 0.006566807482 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BP5 336000.00000000 PA USD 349724.77000000 0.010922039293 Long DBT CORP GB N 2 2028-05-22 Fixed 3.07300000 N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CM9 1355000.00000000 PA USD 1325898.68000000 0.041408326560 Long DBT CORP GB N 2 2027-05-24 Fixed 1.58900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409TT73 475.32000000 PA USD 541.75000000 0.000016919061 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KR32 817525.60000000 PA USD 931762.65000000 0.029099306507 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AFT34 7258.89000000 PA USD 8026.95000000 0.000250684740 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411RBH0 18367.18000000 PA USD 20972.68000000 0.000654984875 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RH69 25972.10000000 PA USD 26575.22000000 0.000829954358 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 1.28400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36297HMY1 405.67000000 PA USD 457.14000000 0.000014276658 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 5.00000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JL5 631000.00000000 PA USD 713274.28000000 0.022275830543 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410PYY3 35685.74000000 PA USD 41314.30000000 0.001290261504 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N STONEX FINANCIAL INC. 549300LNKU6K5TJCRG93 000000000 3517235.00000000 PA USD 3517235.00000000 0.109844604015 Long RA CORP US N 2 Repurchase Y 0.09000000 2022-01-03 88706.21579078 USD 88362.98490592 USD UST 180836.12521428 USD 179204.63254578 USD ADAS 14082565.30612479 USD 3344369.63173779 USD AMBS N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 79466LAK0 1173000.00000000 PA USD 1173775.99000000 0.036657476348 Long DBT CORP US N 2 2041-07-15 Fixed 2.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411LCU3 10939.92000000 PA USD 12038.10000000 0.000375954500 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Dryden Senior Loan Fund N/A 26245EAQ2 5000000.00000000 PA USD 5000100.00000000 0.156155049217 Long ABS-CBDO CORP KY N 2 2028-04-15 Floating 2.17375000 N N N N N N Citigroup Commercial Mortgage N/A 17326DAJ1 34942677.31000000 PA USD 1471656.28000000 0.045960392559 Long ABS-MBS CORP US N 2 2050-09-15 Variable 0.89028300 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BT2 1436000.00000000 PA USD 1769244.69000000 0.055254193245 Long DBT CORP US N 2 2035-03-15 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408AEG1 10636.72000000 PA USD 12124.83000000 0.000378663111 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LAZ4 1290000.00000000 PA USD 1500542.10000000 0.046862507845 Long DBT CORP US N 2 2046-08-01 Fixed 3.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5DD9 31524.79000000 PA USD 36079.57000000 0.001126778870 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N Renaissance Home Equity Loan T N/A 75970NBE6 1232834.66000000 PA USD 1302535.43000000 0.040678683262 Long ABS-MBS CORP US N 2 2035-11-25 Variable 5.14000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BFEM1 23984414.22000000 PA USD 3170917.04000000 0.099028960710 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398NAS3 5159711.80000000 PA USD 1190683.99000000 0.037185519701 Long ABS-MBS USGSE US N 2 2040-09-25 Floating 6.49812000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448FG8 177000.00000000 PA USD 181874.94000000 0.005680024440 Long DBT CORP US N 2 2051-10-21 Fixed 2.75000000 N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAP6 1804000.00000000 PA USD 1771388.57000000 0.055321147443 Long DBT CORP KY N 2 2028-02-21 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417KGA9 49095.49000000 PA USD 54311.35000000 0.001696164383 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M55E6 6289.44000000 PA USD 7202.61000000 0.000224940285 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAD4 1501000.00000000 PA USD 1473457.99000000 0.046016660656 Long DBT CORP US N 2 2027-03-02 Fixed 1.26700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416Q6H3 72497.29000000 PA USD 80155.28000000 0.002503280273 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417UTT2 6909.04000000 PA USD 7409.49000000 0.000231401227 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408JBQ3 205960.07000000 PA USD 227722.40000000 0.007111858278 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415LQ42 58255.63000000 PA USD 67425.54000000 0.002105725588 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CLU8 138337.63000000 PA USD 158552.14000000 0.004951644412 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.50000000 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 632525AU5 1341000.00000000 PA USD 1286180.24000000 0.040167904377 Long DBT CORP AU N 2 2030-08-21 Fixed 2.33200000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAM3 599000.00000000 PA USD 588463.35000000 0.018377937117 Long DBT CORP KY N 2 2026-02-21 Fixed 2.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412FV59 87512.00000000 PA USD 96465.86000000 0.003012665969 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AP5M6 501597.52000000 PA USD 554984.38000000 0.017332375987 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394FFH3 166864.64000000 PA USD 252375.34000000 0.007881779092 Long ABS-MBS USGSE US N 2 2035-07-25 Floating 23.59261800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406K5J5 9475.77000000 PA USD 10460.35000000 0.000326680760 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YV4A4 2199233.43000000 PA USD 2411935.26000000 0.075325667333 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179M2T6 260693.52000000 PA USD 294798.28000000 0.009206663851 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KPN0 28222.25000000 PA USD 31160.42000000 0.000973151920 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406RFE0 61863.15000000 PA USD 62414.22000000 0.001949220134 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 1.49800000 N N N N N N AUST & NZ BANKING GROUP N/A 000000000 750000.00000000 PA USD 749927.27000000 0.023420517540 Long DBT CORP US N 2 2022-02-10 Fixed 0.12000000 N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 284000.00000000 PA USD 339380.50000000 0.010598983756 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QPMQ4 127696.42000000 PA USD 134523.58000000 0.004201223226 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137ATRY0 36470000.00000000 PA USD 234808.45000000 0.007333158350 Long ABS-MBS USGSE US N 2 2040-05-25 Variable 1.87068100 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BH2 114000.00000000 PA USD 156231.89000000 0.004879182110 Long DBT CORP US N 2 2046-11-30 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401HHE5 190417.10000000 PA USD 215189.34000000 0.006720445986 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.00000000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RBA0 270000.00000000 PA USD 295841.99000000 0.009239259316 Long DBT CORP US N 2 2030-06-15 Fixed 3.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QPD27 2391626.00000000 PA USD 2523287.52000000 0.078803241310 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MVQ7 4162.87000000 PA USD 4558.76000000 0.000142371830 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GKHC3 805409.20000000 PA USD 878308.45000000 0.027429911249 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N SWEDBANK AB N/A 000000000 750000.00000000 PA USD 749739.02000000 0.023414638420 Long DBT CORP US N 2 2022-03-24 Fixed 0.15000000 N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AQ8 80000.00000000 PA USD 80900.40000000 0.002526550657 Long DBT CORP US N 2 2029-02-01 Fixed 2.85000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAA1 955000.00000000 PA USD 1027042.98000000 0.032074947919 Long DBT CORP FR N 2 2023-10-22 Fixed 5.70000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CE2 1065000.00000000 PA USD 1034833.41000000 0.032318246049 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 75513ECG4 2365000.00000000 PA USD 2462446.09000000 0.076903140013 Long DBT CORP US N 2 2024-03-15 Fixed 3.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AUN47 4728614.24000000 PA USD 1010505.81000000 0.031558485729 Long ABS-MBS USGSE US N 2 2042-09-15 Floating 6.49025000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KT22 97224.57000000 PA USD 110090.03000000 0.003438154047 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N COMM Mortgage Trust 549300YJIXJB9DCDOI21 12626BAY0 1910000.00000000 PA USD 1860865.63000000 0.058115550497 Long ABS-MBS CORP US N 2 2046-08-10 Variable 4.89999400 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385WX38 454.76000000 PA USD 499.52000000 0.000015600202 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 6.00000000 N N N N N N CF SECURED, LLC 254900OXTV81I73FAT50 000000000 5957016.00000000 PA USD 5957016.00000000 0.186039904536 Long RA CORP US N 2 Repurchase Y 0.05000000 2022-01-03 6819095.76885138 USD 4912560.08252884 USD AMBS 911721.29880000 USD 836839.39071692 USD ADAS 329005.03567268 USD 326757.64344555 USD UST N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403KB77 820.28000000 PA USD 915.46000000 0.000028590168 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GTF88 139337.42000000 PA USD 150452.06000000 0.004698675793 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAH4 391000.00000000 PA USD 399707.71000000 0.012483025765 Long DBT CORP KY N 2 2025-02-15 Fixed 2.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417XAK5 38359.22170000 PA USD 42237.88000000 0.001319105263 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412WEW2 13407.90000000 PA USD 14757.88000000 0.000460894277 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAD5 490000.00000000 PA USD 594651.85000000 0.018571206356 Long DBT CORP US N 2 2038-06-15 Fixed 5.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6NG9 55887.56000000 PA USD 63687.98000000 0.001989000150 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.50000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAF6 700000.00000000 PA USD 784000.00000000 0.024484622024 Long DBT CORP US N 2 N/A Fixed 5.10000000 N N N N N N UNIV OF CALIFORNIA CA RGTS MED N/A 913366EQ9 200000.00000000 PA USD 255532.24000000 0.007980370295 Long DBT MUN US N 2 2031-05-15 Fixed 6.39800000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AU0 900000.00000000 PA USD 986635.40000000 0.030813003629 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394VS50 3496181.92000000 PA USD 554945.11000000 0.017331149570 Long ABS-MBS USGSE US N 2 2035-10-25 Floating 6.64812000 N N N N N N Residential Funding Mtg Sec I N/A 76111JZ72 1312.05000000 PA USD 1380.89000000 0.000043125726 Long ABS-MBS CORP US N 2 2032-03-25 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417KWA1 161463.30000000 PA USD 178570.25000000 0.005576817699 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416T3T4 14482.79000000 PA USD 16018.19000000 0.000500254244 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJK6 1955000.00000000 PA USD 1916960.82000000 0.059867424890 Long DBT CORP US N 2 2026-10-24 Fixed 1.19700000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 115099.24000000 0.003594593605 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -10683261692.88000000 COP 2732487.67000000 USD 2022-02-04 115099.24000000 N N N OLD REPUBLIC INTL CORP 549300IV6O2YY2A1KH37 680223AL8 1096000.00000000 PA USD 1181409.86000000 0.036895885049 Long DBT CORP US N 2 2051-06-11 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHFF4 3907.71000000 PA USD 4314.38000000 0.000134739749 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.50000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017BT5 2066000.00000000 PA USD 2559769.31000000 0.079942581666 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGC2 2940000.00000000 PA USD 3194173.53000000 0.099755269852 Long DBT CORP US N 2 2061-03-22 Fixed 3.70000000 N N N N N N SVENSKA HANDELSBANKEN AB (NEW YORK) N/A 000000000 230000.00000000 PA USD 230025.53000000 0.007183785915 Long DBT CORP US N 2 2022-02-10 Fixed 0.20000000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38377XVA7 1392587.44000000 PA USD 66708.84000000 0.002083342771 Long ABS-MBS USGA US N 2 2026-08-16 Fixed 4.00000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AV0 878000.00000000 PA USD 850110.94000000 0.026549292149 Long DBT CORP GB N 2 2026-04-08 Fixed 0.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KLY8 1040.67000000 PA USD 1207.91000000 0.000037723494 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.00000000 N N N N N N Fannie Mae - CAS N/A 20753VCZ9 500000.00000000 PA USD 520463.50000000 0.016254275606 Long ABS-MBS CORP US N 2 2040-02-25 Floating 3.75275000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MR90 30490.97000000 PA USD 33180.36000000 0.001036235425 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413K2V2 6177.64000000 PA USD 6808.11000000 0.000212619898 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N COMM Mortgage Trust N/A 12624PAF2 23977427.51000000 PA USD 200005.31000000 0.006246242880 Long ABS-MBS CORP US N 2 2045-10-15 Variable 1.83150800 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 449000.00000000 PA USD 637722.77000000 0.019916327780 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416M2B9 60047.45000000 PA USD 66391.01000000 0.002073416818 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Dominos Pizza Master Issuer LL N/A 25755TAL4 294750.00000000 PA USD 311344.75000000 0.009723416483 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.66800000 N N N N N N BAYERISCHE LANDESBANK (NEW YORK BRANCH) N/A 000000000 675000.00000000 PA USD 674708.42000000 0.021071403878 Long DBT CORP US N 2 2022-04-01 Fixed 0.16000000 N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CL2 1075000.00000000 PA USD 1156235.77000000 0.036109688520 Long DBT CORP US N 2 2025-07-20 Fixed 3.87500000 N N N N N N Sonic Capital LLC N/A 83546DAG3 1529333.44000000 PA USD 1590353.84000000 0.049667363084 Long ABS-O CORP US N 2 2050-01-20 Fixed 3.84500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BHVB0 3054368.78000000 PA USD 706052.16000000 0.022050280953 Long ABS-MBS USGSE US N 2 2041-03-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312941US4 37212.01000000 PA USD 40858.76000000 0.001276034815 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.50000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBD4 301000.00000000 PA USD 339799.17000000 0.010612058981 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 878742AE5 1047000.00000000 PA USD 1359054.10000000 0.042443783099 Long DBT CORP CA N 2 2035-10-01 Fixed 6.12500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DK3 1886000.00000000 PA USD 2169690.31000000 0.067760264223 Long DBT CORP US N 2 2040-04-01 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7JU8 19622.43000000 PA USD 21390.56000000 0.000668035429 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31386TFM2 315.00000000 PA USD 357.59000000 0.000011167673 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 6.00000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBN2 1691000.00000000 PA USD 1579322.39000000 0.049322846651 Long DBT CORP US N 2 2051-02-04 Fixed 3.70000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XEC4 213989.88000000 PA USD 222368.70000000 0.006944660165 Long ABS-MBS CORP US N 2 2029-05-25 Floating 4.45275000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRU N/A 83405RAD9 4375000.00000000 PA USD 4414287.50000000 0.137859899166 Long ABS-O CORP US N 2 2027-02-25 Fixed 3.97000000 N N N N N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 461070AT1 520000.00000000 PA USD 518106.65000000 0.016180670272 Long DBT CORP US N 2 2051-11-30 Fixed 3.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L8QW0 902021.98000000 PA USD 969804.50000000 0.030287368138 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38377LJM1 1374268.08000000 PA USD 232339.12000000 0.007256040222 Long ABS-MBS USGA US N 2 2040-09-16 Floating 6.54250000 N N N N N N NBN CO LTD 2549007CRZ2NT7S96A24 62878U2D3 550000.00000000 PA USD 539970.59000000 0.016863489541 Long DBT CORP AU N 2 2027-01-08 Fixed 1.62500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHG7 435000.00000000 PA USD 476364.59000000 0.014877049658 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AFC24 24866.24000000 PA USD 27507.57000000 0.000859072008 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Gam Resecuritization Trust N/A 364614AC1 6158000.00000000 PA USD 4819927.56000000 0.150528194507 Long ABS-MBS CORP US N 2 2027-07-28 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412WVY9 5454.36000000 PA USD 6227.39000000 0.000194483788 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B1JS2 563041.48000000 PA USD 79163.46000000 0.002472305352 Long ABS-MBS USGSE US N 2 2043-04-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412YCU4 32168.19000000 PA USD 35465.00000000 0.001107585612 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M75R3 151261.48000000 PA USD 173352.04000000 0.005413850990 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AV5M7 9774018.40000000 PA USD 2271187.68000000 0.070930066189 Long ABS-MBS USGSE US N 2 2047-04-25 Fixed 6.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 17000.00000000 PA USD 14442.70000000 0.000451051084 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Y8 1093000.00000000 PA USD 1075168.54000000 0.033577927697 Long DBT CORP US N 2 2052-01-25 Fixed 2.80200000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395GJR4 251381.32000000 PA USD 289000.74000000 0.009025604443 Long ABS-MBS USGSE US N 2 2034-09-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XXMU0 259858.59000000 PA USD 278413.18000000 0.008694950866 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412WPM2 5741.70000000 PA USD 6327.77000000 0.000197618694 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31293KQ66 4911.90000000 PA USD 5409.26000000 0.000168933273 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 6.00000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FV5 606000.00000000 PA USD 670948.07000000 0.020953966699 Long DBT CORP US N 2 2061-05-20 Fixed 3.55000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296QH44 47092.10000000 PA USD 53912.44000000 0.001683706270 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N SKANDINAVISKA ENSKILDA N/A 000000000 800000.00000000 PA USD 799573.61000000 0.024970991864 Long DBT CORP US N 2 2022-04-04 Fixed 0.14000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GJH77 1050492.24000000 PA USD 1165177.68000000 0.036388947814 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAZ3 1070000.00000000 PA USD 1038065.75000000 0.032419193272 Long DBT CORP US N 2 2026-10-15 Fixed 1.57300000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92937FAJ0 26887669.64000000 PA USD 245554.33000000 0.007668756322 Long ABS-MBS CORP US N 2 2048-03-15 Variable 1.09275200 N N N N N N Goldman Sachs Financial Square Government Fund N/A 38141W273 3529000.00000000 NS USD 3529000.00000000 0.110212029497 Long STIV RF US N 1 N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BW5 920000.00000000 PA USD 1121836.53000000 0.035035387003 Long DBT CORP US N 2 2044-09-01 Fixed 5.40000000 N N N N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2A7 1129000.00000000 PA USD 1115996.10000000 0.034852988124 Long DBT CORP US N 2 2026-10-07 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416VKN3 12795.01000000 PA USD 14215.10000000 0.000443943049 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412LME7 349.61000000 PA USD 351.56000000 0.000010979354 Long ABS-MBS USGSE US N 2 2022-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418WJT8 86229.13000000 PA USD 94175.69000000 0.002941143078 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QSK8 817.08000000 PA USD 928.74000000 0.000029004907 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DY0 1155000.00000000 PA USD 1098713.41000000 0.034313243058 Long DBT CORP US N 2 2030-10-15 Fixed 1.70000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CKR6 1202776.31210000 PA USD 1333573.47000000 0.041648013208 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 465000.00000000 PA USD 636262.06000000 0.019870709244 Long DBT CORP US N 2 2051-04-04 Fixed 5.01300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QPDN1 2602043.00000000 PA USD 2750642.71000000 0.085903631479 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405RDJ2 141643.48000000 PA USD 147932.53000000 0.004619989900 Long ABS-MBS USGSE US N 2 2034-09-01 Floating 2.06000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AZ3 445000.00000000 PA USD 437337.43000000 0.013658216416 Long DBT CORP GB N 2 2028-03-17 Fixed 2.25000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5GM6 7824.36000000 PA USD 9085.66000000 0.000283748661 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F020620 50513000.00000000 PA USD 50248839.74000000 1.569290622736 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0PU7 670066.72000000 PA USD 687757.89000000 0.021478943853 Long ABS-MBS CORP US N 2 2029-12-25 Floating 2.75275000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374CK47 324665.56000000 PA USD 366402.37000000 0.011442887166 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHDC3 526534.50000000 PA USD 577490.30000000 0.018035244538 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YDA2 5276.05000000 PA USD 5651.51000000 0.000176498834 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 4.50000000 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216BD2 79000.00000000 PA USD 81587.18000000 0.002547999061 Long DBT CORP US N 2 2023-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403FSH8 5107.27000000 PA USD 5722.86000000 0.000178727122 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 72995000.00000000 PA USD 73850410.16000000 2.306376759124 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36297A3M3 93133.63000000 PA USD 107572.50000000 0.003359530615 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6NA2 62661.64000000 PA USD 71791.34000000 0.002242071204 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BV1 1216000.00000000 PA USD 1197760.00000000 0.037406506220 Long DBT CORP US N 2 2050-12-01 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ASW34 1685449.12000000 PA USD 92315.76000000 0.002883056748 Long ABS-MBS USGSE US N 2 2040-04-15 Floating 6.59025000 N N N N N N GS Mortgage Securities Trust N/A 36248GAV2 3070000.00000000 PA USD 1874837.95000000 0.058551911433 Long ABS-MBS CORP US N 2 2046-11-10 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38377DAL0 1341468.15000000 PA USD 123951.93000000 0.003871066524 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 5.00000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448FF0 474000.00000000 PA USD 480534.36000000 0.015007273181 Long DBT CORP US N 2 2041-10-21 Fixed 2.62500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LDA20 524.02000000 PA USD 588.04000000 0.000018364715 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N Symphony CLO Ltd 5493001GRJRD2VIG9H40 13079WDG0 1750000.00000000 PA USD 1745709.00000000 0.054519164579 Long ABS-CBDO CORP KY N 2 2032-07-16 Floating 2.62225000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABQD8 14482814.04000000 PA USD 2113894.16000000 0.066017728964 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 6.04812000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398RFN0 695657.05000000 PA USD 760861.47000000 0.023761996819 Long ABS-MBS USGSE US N 2 2040-05-25 Fixed 5.50000000 N N N N N N NBN CO LTD 2549007CRZ2NT7S96A24 62878U2A9 738000.00000000 PA USD 727502.58000000 0.022720185833 Long DBT CORP AU N 2 2026-05-05 Fixed 1.45000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376TUC4 794030.52000000 PA USD 60315.43000000 0.001883674114 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 5.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABN4 735000.00000000 PA USD 719547.55000000 0.022471747182 Long DBT CORP US N 2 2051-02-15 Fixed 3.30000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BY9 1148000.00000000 PA USD 1128191.34000000 0.035233850167 Long DBT CORP JP N 2 2027-07-20 Fixed 1.53800000 N N N N N N Wind River CLO Ltd N/A 97316LAE8 7000000.00000000 PA USD 6973883.00000000 0.217797052679 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 2.62375000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AV1 1125000.00000000 PA USD 1147726.41000000 0.035843937929 Long DBT CORP GB N 2 2026-02-05 Fixed 2.43800000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DD4 517000.00000000 PA USD 524528.70000000 0.016381233368 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411FRE6 21053.23000000 PA USD 23216.37000000 0.000725056178 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELM75 21911.55000000 PA USD 24210.60000000 0.000756106364 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0UD9 992319.83000000 PA USD 1004608.32000000 0.031374304844 Long ABS-MBS CORP US N 2 2030-09-25 Floating 2.40275000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388JK53 1701.33000000 PA USD 1701.99000000 0.000053153803 Long ABS-MBS USGSE US N 2 2031-09-01 Floating 2.31700000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -1465011.00000000 NC USD -195407.59000000 -0.00610265431 N/A DE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Written iShares iBoxx High Yield Corporate Bond ETF iShares iBoxx High Yield Corporate Bond ETF 1.00000000 85.25000000 USD 2022-01-21 XXXX 551748.02000000 N N N BANK OF NOVA SCOTIA (HOUSTON) L3I9ZG2KFGXZ61BMYR72 06417MNC5 375000.00000000 PA USD 375037.48000000 0.011712564978 Long DBT CORP US N 2 2022-02-28 Floating 0.20971400 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375JRN7 252588.77000000 PA USD 395700.01000000 0.012357863750 Long ABS-MBS USGA US N 2 2037-03-20 Floating 21.71170000 N N N N N N Homebanc Mortgage Trust N/A 43739EAB3 147172.11000000 PA USD 145687.92000000 0.004549889865 Long ABS-MBS CORP US N 2 2029-08-25 Floating 0.96188000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419KBW4 20530.50000000 PA USD 22222.25000000 0.000694009428 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N Dryden Senior Loan Fund N/A 262488AA7 1600000.00000000 PA USD 1600273.60000000 0.049977161010 Long ABS-CBDO CORP KY N 2 2034-11-20 Floating 1.28175000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EL0 955000.00000000 PA USD 959786.58000000 0.029974504637 Long DBT CORP US N 2 2061-08-05 Fixed 2.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398CKN7 241590.62000000 PA USD 254621.87000000 0.007951939089 Long ABS-MBS USGSE US N 2 2033-03-15 Variable 5.33734000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A94S4 3841990.32000000 PA USD 719124.15000000 0.022458524236 Long ABS-MBS USGSE US N 2 2042-11-25 Floating 6.04812000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WAQ5 6026000.00000000 PA USD 6342718.85000000 0.198085553128 Long DBT CORP KY N 2 2024-11-28 Fixed 3.60000000 N N N N N N Bluemountain CLO Ltd 549300XC3G26BPOECZ28 09629CAS4 6300000.00000000 PA USD 6279342.30000000 0.196106279056 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 2.38150000 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAH9 760000.00000000 PA USD 760745.40000000 0.023758371908 Long DBT CORP US N 2 2028-12-15 Fixed 2.25000000 N N N N N N COMM Mortgage Trust N/A 12593YBH5 74773525.85000000 PA USD 1665527.95000000 0.052015079499 Long ABS-MBS CORP US N 2 2049-02-10 Variable 0.71196700 N N N N N N XLIT LTD 635400XCGXK8NVDIVE95 98420EAC9 2244000.00000000 PA USD 2434782.25000000 0.076039187632 Long DBT CORP KY N 2 2025-03-31 Fixed 4.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BWX2 36186.29000000 PA USD 41463.69000000 0.001294927012 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 384000.00000000 PA USD 367929.59000000 0.011490582835 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418RHT1 541595.64000000 PA USD 598994.89000000 0.018706841169 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383D3T3 29476560.00000000 PA USD 4789941.00000000 0.149591702687 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410CF98 1251.43000000 PA USD 1384.64000000 0.000043242840 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312929KW1 48336.87000000 PA USD 55904.73000000 0.001745926254 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410MRV4 350.18000000 PA USD 396.48000000 0.000012382223 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418UEE0 56363.54000000 PA USD 62148.17000000 0.001940911290 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419JM70 54679.50000000 PA USD 59891.21000000 0.001870425560 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412MGA0 972.46000000 PA USD 1106.29000000 0.000034549862 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N CD Commercial Mortgage Trust N/A 12514MBD6 17991283.56000000 PA USD 921207.69000000 0.028769671040 Long ABS-MBS CORP US N 2 2049-08-10 Variable 1.38881200 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AB4 791000.00000000 PA USD 788763.96000000 0.024633402330 Long DBT CORP CH N 2 2024-07-30 Fixed 1.00800000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2B6 455000.00000000 PA USD 436407.02000000 0.013629159354 Long DBT CORP FR N 2 2035-08-12 Fixed 2.58800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1EY6 5115709.56000000 PA USD 5404530.24000000 0.168785561414 Long ABS-MBS USGSE US N 2 2047-12-25 Fixed 4.00000000 N N N N N N FHLMC Structured Pass Through S6XOOCT0IEG5ABCC6L87 31395HHV5 283555.95000000 PA USD 290652.85000000 0.009077200475 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 1.28203000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAC5 452000.00000000 PA USD 465425.46000000 0.014535416414 Long DBT CORP US N 2 2023-05-01 Fixed 3.87500000 N N N N N Citigroup Mortgage Loan Trust N/A 17307GH35 1387571.12000000 PA USD 1424444.71000000 0.044485957040 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.50000000 N N N N N N COMM Mortgage Trust N/A 12623SAF7 18911436.90000000 PA USD 160253.63000000 0.005004782600 Long ABS-MBS CORP US N 2 2045-12-10 Variable 1.50030800 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACA1 527000.00000000 PA USD 523488.18000000 0.016348737527 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAL3 1652000.00000000 PA USD 1714960.78000000 0.053558885823 Long DBT CORP US N 2 2024-12-01 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307M4H6 836067.58000000 PA USD 871014.64000000 0.027202122753 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGM0 3782000.00000000 PA USD 3730786.46000000 0.116513898378 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AW0 476000.00000000 PA USD 564453.75000000 0.017628108060 Long DBT CORP GB N 2 2030-04-01 Fixed 5.62500000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325WHA3 10288915.73000000 PA USD 1126653.76000000 0.035185830952 Long ABS-MBS USGSE US N 2 2044-01-15 Variable 3.00000000 N N N N N N FRETE 2021-ML08 TRUST S6XOOCT0IEG5ABCC6L87 30318LAK3 10538340.86000000 PA USD 1927417.23000000 0.060193982603 Long ABS-MBS USGSE US N 2 2037-07-25 Variable 1.86164300 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKD3 1520000.00000000 PA USD 1480774.55000000 0.046245159643 Long DBT CORP US N 2 2043-02-01 Fixed 3.10000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGB4 1950000.00000000 PA USD 2104825.26000000 0.065734503724 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N N Freddie Mac - STACR N/A 35564KLU1 2000000.00000000 PA USD 2016192.00000000 0.062966452869 Long ABS-MBS CORP US N 2 2041-10-25 Floating 3.44967000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BY4 407000.00000000 PA USD 502081.92000000 0.015680211781 Long DBT CORP US N 2 2039-06-15 Fixed 5.12500000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XAM0 750000.00000000 PA USD 836428.94000000 0.026121998018 Long DBT CORP US N 2 2042-08-01 Fixed 3.55000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 1864000.00000000 PA USD 1940061.68000000 0.060588873647 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411GSQ6 702.21000000 PA USD 772.52000000 0.000024126097 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AD3 2225000.00000000 PA USD 2491018.42000000 0.077795464886 Long DBT CORP JP N 2 2030-09-17 Fixed 4.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEUR8 1943203.44000000 PA USD 2018878.99000000 0.063050368602 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.50000000 N N N N N N Wells Fargo Alternative Loan T N/A 94985FAG3 994246.57000000 PA USD 799838.36000000 0.024979260109 Long ABS-MBS CORP US N 2 2037-06-25 Floating 0.53275000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BB9 750000.00000000 PA USD 761147.33000000 0.023770924337 Long DBT CORP US N 2 2022-07-23 Fixed 4.46400000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 9393357P4 15086.00000000 PA USD 14995.75000000 0.000468323049 Long ABS-MBS CORP US N 2 2042-08-25 Floating 1.48203000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDV7 923000.00000000 PA USD 999147.50000000 0.031203761332 Long DBT CORP GB N 2 N/A Fixed 4.87500000 N N N N N N COMMONBOND STUDENT LOAN TRUST 5493005PJR3MYTKJFJ48 20269DAA3 416709.09000000 PA USD 428039.24000000 0.013367830361 Long ABS-O CORP US N 2 2044-02-25 Fixed 3.21000000 N N N N N N COMMONBOND STUDENT LOAN TRUST 549300EJIXF1G1X7PN20 20268MAC0 733899.55000000 PA USD 748609.83000000 0.023379373382 Long ABS-O CORP US N 2 2045-09-25 Fixed 3.99000000 N N N N N N LB-UBS Commercial Mortgage Tru N/A 50180CAT7 293558.84000000 PA USD 949.96000000 0.000029667616 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.44235000 N N N N N N J.P. MORGAN SECURITIES LLC N/A 000000000 725000.00000000 PA USD 724667.96000000 0.022631659558 Long DBT CORP US N 2 2022-03-14 Fixed 0.22000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MP22 1205.49000000 PA USD 1399.27000000 0.000043699741 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6.00000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBJ0 1779000.00000000 PA USD 1942039.19000000 0.060650632046 Long DBT CORP US N 2 2025-10-15 Fixed 4.65000000 N N N N N N Carlyle Global Market Strategi N/A 14310MAY3 2400000.00000000 PA USD 2400607.20000000 0.074971887656 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 1.25225000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LVC76 11737.58000000 PA USD 12751.24000000 0.000398226137 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398RNT8 4929153.34000000 PA USD 5508500.39000000 0.172032589251 Long ABS-MBS USGSE US N 2 2040-06-25 Fixed 5.00000000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAC4 1563000.00000000 PA USD 1513882.83000000 0.047279143982 Long DBT CORP US N 2 2028-10-15 Fixed 2.70000000 N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAM5 908000.00000000 PA USD 1177815.97000000 0.036783646480 Long DBT CORP US N 2 2043-09-15 Fixed 6.20000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XDS0 5669215.01000000 PA USD 5858567.93000000 0.182965333384 Long ABS-MBS CORP US N 2 2029-04-25 Floating 4.35275000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETKN5 929044.76000000 PA USD 986507.16000000 0.030808998644 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398NE59 3395434.39000000 PA USD 697359.41000000 0.021778803022 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 6.00000000 N N N N N N DNB BANK ASA N/A 000000000 575000.00000000 PA USD 574804.52000000 0.017951366594 Long DBT CORP US N 2 2022-03-22 Fixed 0.14000000 N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAL3 1000000.00000000 PA USD 1002030.45000000 0.031293796971 Long DBT CORP ES N 2 2032-11-22 Fixed 3.22500000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65557CAN3 2661000.00000000 PA USD 2865750.65000000 0.089498496789 Long DBT CORP FI N 2 N/A Fixed 6.12500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M65R4 165388.67000000 PA USD 176047.44000000 0.005498029370 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N Morgan Stanley Capital Inc N/A 61744CPK6 1163235.19000000 PA USD 1162997.89000000 0.036320872133 Long ABS-MBS CORP US N 2 2035-03-25 Floating 1.01688000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296GQP9 5340.32000000 PA USD 6094.37000000 0.000190329522 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FDB62 2658746.92000000 PA USD 2857144.37000000 0.089229719349 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412LND8 3719.21000000 PA USD 4182.98000000 0.000130636076 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAF0 907000.00000000 PA USD 910883.49000000 0.028447242297 Long DBT CORP FR N 2 2032-10-19 Fixed 3.11600000 N N N N N N COMM Mortgage Trust N/A 12624KAE6 13372366.85000000 PA USD 65995.30000000 0.002061058642 Long ABS-MBS CORP US N 2 2045-08-15 Variable 1.60930500 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417VDS9 3978.12000000 PA USD 4400.21000000 0.000137420253 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGK4 779000.00000000 PA USD 817022.70000000 0.025515933667 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N Sequoia Mortgage Trust N/A 81744FJG3 22230.38000000 PA USD 23502.34000000 0.000733987132 Long ABS-MBS CORP US N 2 2035-04-20 Variable 2.57882800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396V4Q8 151263.21000000 PA USD 148623.27000000 0.004641561977 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 0.14709700 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LC26 50753.42000000 PA USD 56067.69000000 0.001751015557 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216BG5 66000.00000000 PA USD 71015.08000000 0.002217828305 Long DBT CORP US N 2 2025-11-15 Fixed 3.80000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412WLH7 523.79000000 PA USD 576.56000000 0.000018006190 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KNN0 38272.05000000 PA USD 44365.10000000 0.001385539164 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418RGS4 46490.83000000 PA USD 51328.41000000 0.001603006017 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 4.50000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBW9 863000.00000000 PA USD 854564.55000000 0.026688380105 Long DBT CORP US N 2 2028-06-15 Fixed 1.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404WSB3 30511.21000000 PA USD 34498.22000000 0.001077392700 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.00000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBZ2 600000.00000000 PA USD 601860.88000000 0.018796347140 Long DBT CORP US N 2 2032-01-15 Fixed 2.44000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A2HT9 173098.18000000 PA USD 191476.34000000 0.005979879861 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Oaktree CLO Ltd N/A 67402FAJ8 9880000.00000000 PA USD 9868805.96000000 0.308206611948 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 1.27375000 N N N N N N New Residential Mortgage Loan N/A 64828MBB2 1437284.61000000 PA USD 1505660.84000000 0.047022368067 Long ABS-MBS CORP US N 2 2057-04-25 Variable 4.75000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46637WAE3 10363247.50000000 PA USD 12382.01000000 0.000386694942 Long ABS-MBS CORP US N 2 2045-06-15 Variable 0.86255700 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129324M5 12288.76000000 PA USD 13921.98000000 0.000434788798 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 6.00000000 N N N N N N CIFC Funding Ltd 2549005S1LQJ8MBPXW05 12550YAS3 3000000.00000000 PA USD 3000069.00000000 0.093693310604 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 1.98150000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAJ4 1665000.00000000 PA USD 1784877.14000000 0.055742400680 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AV2 2195000.00000000 PA USD 2307169.59000000 0.072053795100 Long DBT CORP US N 2 2025-04-15 Fixed 3.25000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 5493000F7E2NMQ4HIO61 92939FAY5 2500000.00000000 PA USD 2490891.75000000 0.077791508933 Long ABS-MBS CORP US N 2 2047-08-15 Variable 4.23400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406NCF9 71764.74000000 PA USD 72328.83000000 0.002258857224 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 1.86900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409CZQ1 228.57000000 PA USD 251.54000000 0.000007855691 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Freddie Mac - STACR N/A 35564KJP5 2550000.00000000 PA USD 2552145.06000000 0.079704473401 Long ABS-MBS CORP US N 2 2041-09-25 Floating 2.14967000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137AWQJ7 41652352.70000000 PA USD 219087.21000000 0.006842177968 Long ABS-MBS USGSE US N 2 2022-08-25 Variable 1.19887500 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AAS44 15320.29000000 PA USD 16723.34000000 0.000522276350 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5.00000000 N N N N N N MATCHPOINT FINANCE PLC N/A 000000000 725000.00000000 PA USD 724968.08000000 0.022641032422 Long DBT CORP US N 2 2022-01-18 Fixed 0.13923058 N N N N N AT&T INC 6/21/07 5.25% N/A 000000000 2000000.00000000 PA USD 1999750.88000000 0.062452990358 Long DBT CORP US N 2 2022-01-19 None 0.00000000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 06675FAY3 929000.00000000 PA USD 916798.98000000 0.028631985329 Long DBT CORP FR N 2 2026-10-04 Fixed 1.60400000 N N N N N N Bear Stearns Alt-A Trust N/A 073868AV3 875639.29000000 PA USD 642040.88000000 0.020051184019 Long ABS-MBS CORP US N 2 2036-11-25 Variable 3.07015300 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BZ2 1070000.00000000 PA USD 1037202.22000000 0.032392224898 Long DBT CORP GB N 2 2027-01-14 Fixed 1.45600000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418UWW0 107633.92000000 PA USD 118679.96000000 0.003706420870 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DR5 1509000.00000000 PA USD 1633579.72000000 0.051017323969 Long DBT CORP US N 2 2030-06-30 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CCM6 3731.06000000 PA USD 4120.98000000 0.000128699792 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR98 1054306.09000000 PA USD 1159476.80000000 0.036210907136 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBT2 1893000.00000000 PA USD 2086774.37000000 0.065170767475 Long DBT CORP US N 2 2027-01-17 Fixed 4.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410WXF0 768.27000000 PA USD 890.70000000 0.000027816904 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410M3L2 2353.38000000 PA USD 2673.64000000 0.000083498807 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46648RBA8 1919136.30000000 PA USD 1937285.57000000 0.060502174663 Long ABS-MBS CORP US N 2 2048-06-25 Variable 3.68936300 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407JED0 80.15000000 PA USD 88.19000000 0.000002754207 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N HARTFORD FINL SVCS GRP IU7C3FTM7Y3BQM112U94 416515BC7 1153000.00000000 PA USD 1101371.22000000 0.034396247488 Long DBT CORP US N 2 2047-02-12 Floating 2.28100000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Q5 1074000.00000000 PA USD 1095894.41000000 0.034225204602 Long DBT CORP US N 2 2026-04-28 Fixed 2.18800000 N N N N N N UBS-Barclays Commercial Mortga N/A 90270RAL8 2060000.00000000 PA USD 1863083.36000000 0.058184811059 Long ABS-MBS CORP US N 2 2045-12-10 Variable 4.46083800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LYWE3 474467.00000000 PA USD 512310.04000000 0.015999639909 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK) N/A 000000000 725000.00000000 PA USD 724841.25000000 0.022637071472 Long DBT CORP US N 2 2022-04-06 Fixed 0.16000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412PPU9 780294.03000000 PA USD 863126.88000000 0.026955784969 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDR9 1574000.00000000 PA USD 1526466.90000000 0.047672149336 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AR2 950000.00000000 PA USD 966415.14000000 0.030181517119 Long DBT CORP US N 2 2040-11-15 Fixed 3.26800000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AQ4 580000.00000000 PA USD 643730.40000000 0.020103948380 Long DBT CORP US N 2 2044-06-01 Fixed 4.90000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391LAN5 573.43000000 PA USD 659.07000000 0.000020583009 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296QL23 61058.13000000 PA USD 70579.04000000 0.002204210608 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FSS5 33411.39000000 PA USD 38758.31000000 0.001210436952 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BU3 600000.00000000 PA USD 654000.00000000 0.020424671944 Long DBT CORP US N 2 2050-06-01 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BTB4 61119.01000000 PA USD 69126.80000000 0.002158856594 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307NG73 974576.59000000 PA USD 1014977.20000000 0.031698128961 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.50000000 N N N N N N AMERICAN TRANSMISSION SY N/A 030288AB0 1377000.00000000 PA USD 1771237.41000000 0.055316426658 Long DBT CORP US N 2 2044-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418UDJ0 9457.82000000 PA USD 10217.96000000 0.000319110827 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416TX79 20079.60000000 PA USD 22201.60000000 0.000693364520 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GNLK7 127072.41000000 PA USD 137272.76000000 0.004287081177 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296QH51 23080.82000000 PA USD 26593.56000000 0.000830527123 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BM5 1661000.00000000 PA USD 1643555.70000000 0.051328877667 Long DBT CORP US N 2 2026-06-15 Fixed 1.70000000 N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KND7 1000000.00000000 PA USD 1017481.60000000 0.031776342338 Long ABS-MBS CORP US N 2 2041-11-25 Floating 3.69967000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B12F0 4539176.58000000 PA USD 852342.52000000 0.026618985252 Long ABS-MBS USGSE US N 2 2038-09-25 Floating 6.14812000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2C6 4000000.00000000 PA USD 4201724.60000000 0.131221477913 Long DBT CORP US N 2 2024-01-24 Fixed 3.75000000 N N N N N N SUMITOMO MITSUI TRUST BANK, LTD. (SINGAPORE) N/A 000000000 425000.00000000 PA USD 424742.03000000 0.013264857222 Long DBT CORP US N 2 2022-04-08 None 0.00000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NYW9 4584.42000000 PA USD 5036.00000000 0.000157276220 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9N23 412845.68000000 PA USD 431432.41000000 0.013473800367 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FYT6 12493.64000000 PA USD 14490.87000000 0.000452555452 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKB61 6374.37000000 PA USD 7049.12000000 0.000220146733 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409WAE1 31823.08000000 PA USD 36864.41000000 0.001151289725 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A3S88 44055.68000000 PA USD 50586.52000000 0.001579836507 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Freddie Mac - STACR 5493005RUXPCBST1N217 35563XAH5 3900000.00000000 PA USD 3949680.54000000 0.123350044822 Long ABS-MBS CORP US N 2 2048-10-25 Floating 2.40275000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A7FZ6 21716.94000000 PA USD 23947.87000000 0.000747901205 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412QHN2 97950.41000000 PA USD 108322.45000000 0.003382951843 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N NARRAGANSETT ELECTRIC VAI0KZ806W8MCH0BCZ61 631005BJ3 231000.00000000 PA USD 246350.67000000 0.007693626327 Long DBT CORP US N 2 2030-04-09 Fixed 3.39500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395MPZ6 527299.42000000 PA USD 587193.46000000 0.018338277963 Long ABS-MBS USGSE US N 2 2035-02-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413ETX3 8934.03000000 PA USD 9835.94000000 0.000307180195 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BJ8 1590000.00000000 PA USD 1564911.55000000 0.048872790566 Long DBT CORP US N 2 2055-08-18 Fixed 2.75000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BK4 1315000.00000000 PA USD 1411363.20000000 0.044077416443 Long DBT CORP US N 2 N/A Fixed 4.87500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBW5 1184000.00000000 PA USD 1146477.43000000 0.035804931803 Long DBT CORP US N 2 2027-02-04 Fixed 1.04000000 N N N N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 3614000.00000000 NS USD 3614000.00000000 0.112866612242 Long STIV RF US N 1 N N Structured Asset Mortgage Inve N/A 86359LPE3 127991.06000000 PA USD 124609.78000000 0.003891611433 Long ABS-MBS CORP US N 2 2035-07-19 Floating 0.60388000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFP9 1645000.00000000 PA USD 1759726.66000000 0.054956941501 Long DBT CORP US N 2 2025-04-21 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A4UC7 59494.22000000 PA USD 63901.27000000 0.001995661279 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABQK2 5969413.28000000 PA USD 1383712.39000000 0.043213870995 Long ABS-MBS USGSE US N 2 2043-02-25 Floating 6.04812000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375KRD6 7465108.09540000 PA USD 1441482.51000000 0.045018054098 Long ABS-MBS USGA US N 2 2037-06-16 Floating 6.34250000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403J7H3 2946.50000000 PA USD 3234.09000000 0.000101001876 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NA5 806000.00000000 PA USD 792590.26000000 0.024752899154 Long DBT CORP US N 2 2027-06-09 Fixed 1.46200000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 771.00000000 NC USD 153598.35000000 0.004796935642 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2022-03-31 93119331.72000000 USD 153598.35000000 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BD6 1358000.00000000 PA USD 1483615.00000000 0.046333867991 Long DBT CORP US N 2 N/A Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B4Q66 26372095.70000000 PA USD 28548017.76000000 0.891565592365 Long ABS-MBS USGSE US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414U3H9 159875.38000000 PA USD 183004.47000000 0.005715300097 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHY8 225000.00000000 PA USD 228057.78000000 0.007122332325 Long DBT CORP US N 2 2026-02-13 Fixed 2.01500000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582BQ4 616000.00000000 PA USD 718083.21000000 0.022426015279 Long DBT CORP NL N 2 2046-05-10 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GRVU5 20879.18000000 PA USD 22359.58000000 0.000698298297 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.50000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 398000.00000000 PA USD 421354.08000000 0.013159050239 Long DBT CORP GB N 2 2025-03-22 Fixed 4.26900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416LA22 25141.96000000 PA USD 27534.52000000 0.000859913666 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A5CU4 214262.58000000 PA USD 236936.79000000 0.007399627228 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N MIRAE ASSET SECURITIES (USA) INC. 25490087B4GFZLJZE912 000000000 7797557.00000000 PA USD 7797557.00000000 0.243520709008 Long RA CORP US N 2 Repurchase Y 0.06000000 2022-01-03 10995293.66018661 USD 7470281.38320005 USD AMBS 492547.41893725 USD 483266.53391841 USD ADAS N N BANK OF MONTREAL CHICAGO NQQ6HPCNCCU6TUTQYE16 06367C5T0 675000.00000000 PA USD 675014.99000000 0.021080978177 Long DBT CORP US N 2 2022-01-05 Floating 0.24866700 N N N N N AMER AIRLINE 16-2 AA PTT N/A 023765AA8 2187234.50000000 PA USD 2204488.72000000 0.068847031973 Long DBT CORP US N 2 2028-06-15 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408JHF1 15639.43000000 PA USD 17331.56000000 0.000541271295 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Renaissance Home Equity Loan T N/A 759950AW8 50613.04000000 PA USD 49988.27000000 0.001561152929 Long ABS-MBS CORP US N 2 2033-08-25 Floating 0.97200000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBU1 1260000.00000000 PA USD 1651985.36000000 0.051592139196 Long DBT CORP US N 2 2039-01-23 Fixed 5.45000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296P6K2 12417.83000000 PA USD 14315.01000000 0.000447063276 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.00000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711X5R1 2414119.56000000 PA USD 2435512.04000000 0.076061979255 Long ABS-MBS CORP US N 2 2031-03-25 Floating 2.20275000 N N N N N N Benefit Street Partners CLO Lt 5493002BNZCV0YE1MG83 08180FBL4 2250000.00000000 PA USD 2240829.00000000 0.069981952917 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 2.28150000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419ED55 89417.25000000 PA USD 98961.38000000 0.003090602020 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417CJ63 240670.20000000 PA USD 264479.00000000 0.008259781056 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378G2A5 164735.76000000 PA USD 165539.28000000 0.005169855486 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 1.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241LTG1 44198.18000000 PA USD 50600.64000000 0.001580277480 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GDBW1 92616.71000000 PA USD 103184.97000000 0.003222506363 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NNX9 3943.59000000 PA USD 4321.88000000 0.000134973977 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 5.50000000 N N N N N N Morgan Stanley Mortgage Loan T N/A 61756HBN9 1371565.68000000 PA USD 1064392.57000000 0.033241390003 Long ABS-MBS CORP US N 2 2037-10-25 Fixed 6.00000000 N N N N N N CORNING INC 549300X2937PB0CJ7I56 219350BQ7 765000.00000000 PA USD 1013233.82000000 0.031643682532 Long DBT CORP US N 2 2079-11-15 Fixed 5.45000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBH6 750000.00000000 PA USD 772728.83000000 0.024132619043 Long DBT CORP CA N 2 2051-12-02 Fixed 3.10000000 N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAG6 1201000.00000000 PA USD 1191680.24000000 0.037216632973 Long DBT CORP US N 2 2024-02-15 Fixed 0.95000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAM5 2702000.00000000 PA USD 2685293.34000000 0.083862745479 Long DBT CORP GB N 2 2050-09-02 Fixed 3.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MH83 23198.73000000 PA USD 24821.53000000 0.000775185944 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 4.50000000 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304AS6 465000.00000000 PA USD 554688.24000000 0.017323127421 Long DBT CORP US N 2 2044-10-01 Fixed 4.15000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBC5 2131000.00000000 PA USD 2086518.49000000 0.065162776244 Long DBT CORP FR N 2 2027-06-09 Fixed 1.79200000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAL5 789000.00000000 PA USD 767161.21000000 0.023958740126 Long DBT CORP US N 2 2026-09-20 Fixed 1.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QYY1 1081697.64000000 PA USD 1230108.75000000 0.038416770144 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AMJR9 1205651.66000000 PA USD 1439890.13000000 0.044968323457 Long ABS-MBS USGSE US N 2 2042-03-15 Fixed 6.50000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YAD1 315000.00000000 PA USD 336254.73000000 0.010501364755 Long DBT CORP JP N 2 2026-04-12 Fixed 3.47700000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAH1 1233000.00000000 PA USD 1301249.77000000 0.040638531605 Long DBT CORP US N 2 2050-01-15 Fixed 3.45000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A9TD0 1907085.94000000 PA USD 144090.07000000 0.004499988394 Long ABS-MBS USGSE US N 2 2032-10-25 Fixed 3.00000000 N N N N N N Navient Student Loan Trust 54930094LU45XF2CP718 63939CAD9 750000.00000000 PA USD 762608.25000000 0.023816549431 Long ABS-O CORP US N 2 2031-10-15 Floating 1.70975000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AR0 1045000.00000000 PA USD 1087702.49000000 0.033969367784 Long DBT CORP US N 2 2029-10-15 Fixed 3.05000000 N N N N N N CIM Trust N/A 12559YBJ3 1454807.72000000 PA USD 1457363.24000000 0.045514015413 Long ABS-MBS CORP US N 2 2050-07-25 Variable 3.45871600 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148LAF3 1000000.00000000 PA USD 1303551.64000000 0.040710419892 Long DBT CORP US N 2 2045-05-22 Fixed 5.15000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBG9 1055000.00000000 PA USD 1097200.00000000 0.034265978680 Long DBT CORP US N 2 N/A Fixed 4.87500000 N N N N N Citimortgage Alternative Loan N/A 12566UAE4 215401.50000000 PA USD 216146.40000000 0.006750335339 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.00000000 N N N N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 89680YAC9 862000.00000000 PA USD 870238.44000000 0.027177881728 Long DBT CORP BM N 2 2031-06-15 Fixed 3.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AQBR6 36456.03000000 PA USD 40343.33000000 0.001259937737 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Fannie Mae - CAS N/A 20754CAB5 883549.23000000 PA USD 887717.82000000 0.027723769499 Long ABS-MBS CORP US N 2 2040-01-25 Floating 2.15275000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AFCY4 3110.37000000 PA USD 3441.94000000 0.000107493112 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B4CZ9 21780424.43000000 PA USD 3576842.29000000 0.111706162644 Long ABS-MBS USGSE US N 2 2038-09-25 Floating 5.99812000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAZ4 1870000.00000000 PA USD 1843964.93000000 0.057587735125 Long DBT CORP DK N 2 2026-09-11 Fixed 1.62100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413MA23 896.10000000 PA USD 995.35000000 0.000031085163 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N ONE GAS INC 549300HXDWI0LATTX840 68235PAL2 2495000.00000000 PA USD 2482624.75000000 0.077533327338 Long DBT CORP US N 2 2024-03-11 Fixed 1.10000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AU5 775000.00000000 PA USD 787226.55000000 0.024585388424 Long DBT CORP US N 2 2062-02-15 Fixed 3.87500000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296XUD4 70023.08000000 PA USD 80885.12000000 0.002526073457 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407PLG1 377.79000000 PA USD 415.86000000 0.000012987468 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.00000000 N N N N N N Bluemountain CLO Ltd 5493001GLQHON6UV2U40 09630PAG8 1450000.00000000 PA USD 1439198.95000000 0.044946737639 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 2.12375000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAE3 1102000.00000000 PA USD 1160904.27000000 0.036255487574 Long DBT CORP US N 2 2029-10-01 Fixed 2.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHW65 11344.49000000 PA USD 12537.80000000 0.000391560324 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17323MAD7 887448.74000000 PA USD 914876.76000000 0.028571953658 Long ABS-MBS CORP US N 2 2058-06-25 Variable 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AAE8 281141.35000000 PA USD 311208.58000000 0.009719163842 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.50000000 N N N N N N GS Mortgage Securities Trust N/A 36257HBE5 5310000.00000000 PA USD 5210726.36000000 0.162732991581 Long ABS-MBS CORP US N 2 2052-07-10 Variable 3.54969000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415BE88 426.80000000 PA USD 430.02000000 0.000013429690 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380YN27 1844294.57000000 PA USD 1945364.86000000 0.060754494002 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414AQH8 1070.82000000 PA USD 1242.22000000 0.000038795009 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416JFN6 117.92000000 PA USD 130.81000000 0.000004085246 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AHXV3 13121.51000000 PA USD 14511.47000000 0.000453198798 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 17544.11000000 0.000547909313 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -1551286349.00000000 CLP 1830318.39000000 USD 2022-02-04 17544.11000000 N N N Carlyle Global Market Strategi N/A 14315GAN5 4000000.00000000 PA USD 3992888.00000000 0.124699430443 Long ABS-CBDO CORP KY N 2 2035-01-25 Floating 1.30400000 N N N N N N FREMF Mortgage Trust N/A 30298CAU5 5200000.00000000 PA USD 3238168.44000000 0.101129247839 Long ABS-MBS CORP US N 2 2029-05-25 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418M5H1 232692.99000000 PA USD 265971.46000000 0.008306391157 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.50000000 N N N N N N Winwater Mortgage Loan Trust N/A 97654DCC8 667554.92000000 PA USD 662187.64000000 0.020680375095 Long ABS-MBS CORP US N 2 2045-08-20 Variable 3.77380900 N N N N N N STATE OF WISCONSIN INVESTMENT BOARD VY0GIYI3352UC4XOP168 000000000 14725252.00000000 PA USD 14725252.00000000 0.459875292655 Long RA CORP US N 2 Repurchase N 0.07000000 2022-01-03 9646827.06060477 USD 15019833.90360120 USD UST N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 3000000.00000000 PA USD 3800539.23000000 0.118692304256 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AAV99 11634.35000000 PA USD 12471.15000000 0.000389478818 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAW0 1147000.00000000 PA USD 1147929.95000000 0.035850294562 Long DBT CORP NL N 2 2029-12-13 Fixed 2.47000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MWJ2 15570.56000000 PA USD 18051.13000000 0.000563743743 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417Y4F1 15331.48000000 PA USD 16826.74000000 0.000525505572 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N FRR Re-Remic Trust N/A 30307WBC9 1000000.00000000 PA USD 992385.90000000 0.030992593959 Long ABS-MBS CORP US N 2 2050-02-27 Variable 2.97338700 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YXX0 34675.47000000 PA USD 38361.48000000 0.001198043798 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N COLUMBIA PROPERTY TRUST 549300WBDIMT4TVGZ316 19828JAB4 525000.00000000 PA USD 571312.58000000 0.017842311963 Long DBT CORP US N 2 2026-08-15 Fixed 3.65000000 N N N N N N Carbone CLO, LTD 5493005I53NEC017LN87 141312AA6 4000000.00000000 PA USD 4000012.00000000 0.124921915708 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 1.27150000 N N N N N N TORONTO-DOMINION BANK (NEW YORK) N/A 000000000 275000.00000000 PA USD 274989.82000000 0.008588038014 Long DBT CORP US N 2 2022-05-10 Fixed 0.23000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403RXA1 1055.11000000 PA USD 1193.88000000 0.000037285332 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAL5 1565000.00000000 PA USD 1660065.22000000 0.051844476337 Long DBT CORP KY N 2 2026-04-15 Fixed 4.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296FAQ6 360.67000000 PA USD 406.27000000 0.000012687968 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 5.00000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAE5 2000000.00000000 PA USD 2047621.06000000 0.063947994520 Long DBT CORP ES N 2 2023-02-23 Fixed 3.12500000 N N N N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD 25675.49000000 0.000801855443 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -11065390.55000000 TRY 849517.85000000 USD 2022-01-21 25675.49000000 N N N LANDESBANK BADEN-WURTTEMBERG (NEW YORK) N/A 000000000 250000.00000000 PA USD 249994.51000000 0.007807424854 Long DBT CORP US N 2 2022-03-21 Fixed 0.16000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415TFV7 1027.38000000 PA USD 1191.26000000 0.000037203508 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CE8 1110000.00000000 PA USD 1109369.29000000 0.034646030295 Long DBT CORP GB N 2 2025-11-23 Fixed 1.82200000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BA0 770000.00000000 PA USD 778518.02000000 0.024313417677 Long DBT CORP US N 2 2025-09-15 Fixed 2.20000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AS5 117000.00000000 PA USD 126528.03000000 0.003951519120 Long DBT CORP US N 2 2029-10-15 Fixed 3.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 1123000.00000000 PA USD 1123127.11000000 0.035075692314 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378PJM1 6175398.22000000 PA USD 1295885.70000000 0.040471009632 Long ABS-MBS USGA US N 2 2043-12-16 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410EA57 177768.46000000 PA USD 201664.01000000 0.006298044720 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418UWQ3 244295.43000000 PA USD 270079.32000000 0.008434681207 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N Gam Resecuritization Trust N/A 36459TAS5 2140000.00000000 PA USD 1829449.19000000 0.057134402973 Long ABS-MBS CORP US N 2 2028-10-27 None 0.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 1497000.00000000 PA USD 1625371.73000000 0.050760985279 Long DBT CORP GB N 2 2030-05-22 Fixed 3.97300000 N N N N N N Sequoia Mortgage Trust N/A 81748ACE2 2026156.47000000 PA USD 1970275.68000000 0.061532468507 Long ABS-MBS CORP US N 2 2050-04-25 Variable 3.33563700 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GE90 46893.23000000 PA USD 53671.91000000 0.001676194425 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WE4G1 1181348.05000000 PA USD 1227396.12000000 0.038332053664 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N INDUSTRIAL AND COMMERCIAL BANK OF CHINA FINANCIAL SERVICES LLC 5493003O0P1GJ0O8CI80 000000000 2475530.00000000 PA USD 2475530.00000000 0.077311755562 Long RA CORP US N 2 Repurchase Y 0.05000000 2022-01-03 10001328.44201625 USD 274770.70070836 USD AMBS 2136194.24972000 USD 2066597.54573274 USD UST 172438.34685714 USD 183672.38651880 USD ADAS N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410WS82 5663.32000000 PA USD 6567.71000000 0.000205112113 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411JNM4 7893.89000000 PA USD 8748.08000000 0.000273205908 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F4T9 26318.49000000 PA USD 30214.32000000 0.000943604853 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417TNK0 327584.22000000 PA USD 361577.20000000 0.011292195248 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403JLJ3 12436.18000000 PA USD 13650.59000000 0.000426313184 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAL8 450000.00000000 PA USD 453759.02000000 0.014171068998 Long DBT CORP US N 2 2025-06-22 Fixed 1.87500000 N N N N N N WESTPAC BANKING CORP N/A 000000000 725000.00000000 PA USD 724725.92000000 0.022633469672 Long DBT CORP US N 2 2022-03-25 Fixed 0.13000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BAEB4 656584.38000000 PA USD 15789.67000000 0.000493117476 Long ABS-MBS USGSE US N 2 2042-08-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411KEQ2 13436.60000000 PA USD 15008.92000000 0.000468734353 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411JT30 87868.41000000 PA USD 101850.24000000 0.003180822231 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CQ9 1757000.00000000 PA USD 2082049.99000000 0.065023223268 Long DBT CORP US N 2 2039-06-15 Fixed 4.12500000 N N N N N N CSAIL Commercial Mortgage Trus N/A 12597NAE3 750000.00000000 PA USD 656775.30000000 0.020511345632 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.50000000 N N N N N N AmeriCredit Automobile Receiva N/A 03067DAG0 1650000.00000000 PA USD 1665080.67000000 0.052001110772 Long ABS-O CORP US N 2 2025-12-18 Fixed 1.80000000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385AP6 205000.00000000 PA USD 283333.66000000 0.008848619352 Long DBT CORP CA N 2 2039-02-01 Fixed 6.75000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAD0 255000.00000000 PA USD 272057.40000000 0.008496457408 Long DBT CORP N/A N 2 2030-05-01 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412YEC2 1353.06000000 PA USD 1542.33000000 0.000048167560 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAV1 2250000.00000000 PA USD 2656980.18000000 0.082978514585 Long DBT CORP US N 2 2036-05-14 Fixed 4.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6PE2 6714.35000000 PA USD 7664.54000000 0.000239366536 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDP3 5560900.00000000 PA USD 5537439.95000000 0.172936382859 Long DBT UST US N 2 2028-12-31 Fixed 1.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A9HT8 958455.01000000 PA USD 996794.36000000 0.031130271863 Long ABS-MBS USGSE US N 2 2042-10-25 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382TKU7 13926001.04000000 PA USD 1521911.38000000 0.047529878692 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DKX0 600096.32000000 PA USD 648289.38000000 0.020246327081 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 2303000.00000000 PA USD 2260131.87000000 0.070584788983 Long DBT CORP GB N 2 2029-08-17 Fixed 2.20600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6SS8 34194.18000000 PA USD 39172.52000000 0.001223372890 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BC2C1 9072578.30000000 PA USD 9835761.77000000 0.307174629165 Long ABS-MBS USGSE US N 2 2044-06-15 Fixed 4.25000000 N N N N N N FRESENIUS MED CARE III 5299006ZHLMXOOUVTU44 35805BAC2 1237000.00000000 PA USD 1224440.85000000 0.038239759444 Long DBT CORP US N 2 2026-12-01 Fixed 1.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397FLC4 6318749.76000000 PA USD 1177580.53000000 0.036776293598 Long ABS-MBS USGSE US N 2 2037-03-15 Floating 6.01025000 N N N N N N Social Professional Loan Progr 5493002WMPR84WZ75V46 83406EAD7 2200000.00000000 PA USD 2264936.08000000 0.070734826313 Long ABS-O CORP US N 2 2042-02-25 Fixed 3.61000000 N N N N N N METROPOLITAN EDISON CO N/A 591894CB4 411000.00000000 PA USD 435713.91000000 0.013607513261 Long DBT CORP US N 2 2025-04-15 Fixed 4.00000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AP4 2177000.00000000 PA USD 2212517.23000000 0.069097765433 Long DBT CORP GB N 2 2023-11-07 Fixed 2.90700000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BQ4 1115000.00000000 PA USD 1084739.90000000 0.033876844957 Long DBT CORP US N 2 2027-02-03 Fixed 1.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCRW7 5833303.17000000 PA USD 6167280.54000000 0.192606547121 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Countrywide Alternative Loan T N/A 12668BZK2 1157234.54000000 PA USD 773260.30000000 0.024149217056 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 373000.00000000 PA USD 431378.20000000 0.013472107368 Long DBT CORP US N 2 2048-04-15 Fixed 4.70000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAD8 1000000.00000000 PA USD 1156998.33000000 0.036133503563 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411WXZ5 43800.24000000 PA USD 50790.80000000 0.001586216250 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BRY6 948967.12000000 PA USD 1071763.43000000 0.033471584800 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAH4 786000.00000000 PA USD 995999.70000000 0.031105454325 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CQ0 1673000.00000000 PA USD 1677182.52000000 0.052379056210 Long DBT CORP GB N 2 N/A Fixed 4.70000000 N N N N N NSTAR ELECTRIC CO 54930080R72Y2Z31UR68 67021CAR8 646000.00000000 PA USD 629933.25000000 0.019673058070 Long DBT CORP US N 2 2031-08-15 Fixed 1.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418VWS7 107241.19000000 PA USD 118614.58000000 0.003704379027 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DF1 1280000.00000000 PA USD 1312000.00000000 0.040974265429 Long DBT CORP US N 2 2051-01-15 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHV4 1000000.00000000 PA USD 1055608.81000000 0.032967069794 Long DBT CORP US N 2 2030-07-23 Fixed 3.19400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LHE2 358.97000000 PA USD 390.39000000 0.000012192030 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 5.00000000 N N N N N N Gam Resecuritization Trust N/A 36459TBC9 2164000.00000000 PA USD 1944667.13000000 0.060732703625 Long ABS-MBS CORP US N 2 2028-10-27 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413HHE1 19266.44000000 PA USD 22337.94000000 0.000697622471 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95003CBU3 25023441.06000000 PA USD 2788347.02000000 0.087081151605 Long ABS-MBS CORP US N 2 2054-04-15 Variable 1.55098000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AF4 2203000.00000000 PA USD 2293873.75000000 0.071638560894 Long DBT CORP US N 2 2023-03-15 Variable 4.75000000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713AZ9 624000.00000000 PA USD 766824.45000000 0.023948222981 Long DBT CORP US N 2 2043-09-15 Fixed 6.15000000 N N N N N N Chase Funding Mortgage Loan As N/A 161546DQ6 44247.04000000 PA USD 44076.83000000 0.001376536380 Long ABS-MBS CORP US N 2 2032-10-25 Floating 0.84188000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GSZZ8 104730.57000000 PA USD 113067.62000000 0.003531145330 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.50000000 N N N N N N Thornburg Mortgage Securities N/A 88522RAA2 171383.74000000 PA USD 173903.12000000 0.005431061431 Long ABS-MBS CORP US N 2 2046-10-25 Variable 2.54061600 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QAX1 764000.00000000 PA USD 1051069.58000000 0.032825307893 Long DBT CORP US N 2 2041-06-15 Fixed 5.95000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419DM24 78977.06000000 PA USD 86486.50000000 0.002701006712 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325WRH7 10209695.84000000 PA USD 734566.18000000 0.022940784782 Long ABS-MBS USGSE US N 2 2031-02-15 Fixed 2.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308GZ4 583000.00000000 PA USD 593833.87000000 0.018545660526 Long DBT CORP US N 2 2042-04-15 Fixed 4.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416QGX7 69816.42000000 PA USD 77200.92000000 0.002411014472 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M74F0 22272.03000000 PA USD 25412.90000000 0.000793654656 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31373UDJ3 528.43000000 PA USD 558.62000000 0.000017445917 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414LZT8 1897.17000000 PA USD 2049.57000000 0.000064008860 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 4.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 818000.00000000 PA USD 886222.13000000 0.027677058524 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N Fannie Mae - CAS N/A 20754FAK8 476587.30000000 PA USD 479001.45000000 0.014959399812 Long ABS-MBS CORP US N 2 2031-07-25 Floating 2.55275000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325URK4 5316160.76000000 PA USD 839310.14000000 0.026211979004 Long ABS-MBS USGSE US N 2 2043-08-15 Floating 5.84025000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413AJE4 19062.07000000 PA USD 21307.04000000 0.000665427067 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 1366000.00000000 PA USD 1385011.41000000 0.043254439890 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419EC98 364013.83000000 PA USD 401202.34000000 0.012529703635 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M86L3 11869.30000000 PA USD 13539.33000000 0.000422838491 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2K6 519000.00000000 PA USD 542903.90000000 0.016955097943 Long DBT CORP US N 2 2026-11-12 Fixed 2.95000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402Q2V2 259921.48000000 PA USD 293551.03000000 0.009167711753 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414PZS1 3940.68000000 PA USD 4341.53000000 0.000135587654 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389G4V9 252.28000000 PA USD 277.71000000 0.000008672990 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6E87 152876.10000000 PA USD 174233.90000000 0.005441391818 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YGJ0 1565.00000000 PA USD 1676.33000000 0.000052352431 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CEK8 23364.18000000 PA USD 26781.89000000 0.000836408742 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QNKW8 3266945.96000000 PA USD 3453443.10000000 0.107852358403 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.00000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DD9 2765000.00000000 PA USD 3240771.39000000 0.101210538971 Long DBT CORP US N 2 2047-09-12 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412GWD9 13562.13000000 PA USD 14960.37000000 0.000467218118 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -93573.64000000 -0.00292234082 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -25054440.25000000 BRL 4370733.01000000 USD 2022-02-04 -93573.64000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407EH48 6897.00000000 PA USD 7809.81000000 0.000243903374 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129354X4 1704.77000000 PA USD 1878.90000000 0.000058678770 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KJY1 2953.85000000 PA USD 3428.71000000 0.000107079934 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394EKV9 2623147.29470000 PA USD 513260.21000000 0.016029314084 Long ABS-MBS USGSE US N 2 2035-07-25 Floating 6.59812000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296DGJ1 2300.05000000 PA USD 2640.94000000 0.000082477573 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 5.00000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAP9 1059000.00000000 PA USD 1019041.18000000 0.031825048622 Long DBT CORP US N 2 2040-09-15 Fixed 2.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QSEF1 677907.54000000 PA USD 726397.32000000 0.022685668137 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AJ4 1795000.00000000 PA USD 1765963.06000000 0.055151706676 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AA57 689677.67000000 PA USD 763606.87000000 0.023847736718 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31368HMQ3 61968.21000000 PA USD 70693.33000000 0.002207779929 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46648RAY7 1551897.31000000 PA USD 1568101.91000000 0.048972426738 Long ABS-MBS CORP US N 2 2048-06-25 Variable 3.68936300 N N N N N N UNITED AIR 2014-1 A PTT N/A 90932PAA6 559626.85000000 PA USD 586771.10000000 0.018325087498 Long DBT CORP US N 2 2026-04-11 Fixed 4.00000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DC6 2802000.00000000 PA USD 3041338.41000000 0.094982170176 Long DBT CORP US N 2 2026-01-15 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414EQZ0 43274.35000000 PA USD 48879.51000000 0.001526525927 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413LZ93 64104.29000000 PA USD 73218.36000000 0.002286637589 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KXB5 4669.21000000 PA USD 5242.98000000 0.000163740285 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N NORTHWESTERN MUTUAL LIFE 1DU7IM20QESYGDO4HO54 668138AC4 174000.00000000 PA USD 192193.98000000 0.006002292035 Long DBT CORP US N 2 2059-09-30 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417JFE5 57504.38000000 PA USD 63614.01000000 0.001986690038 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128JRGY6 331524.96000000 PA USD 348646.84000000 0.010888375124 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 1.98000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396HWV7 2050986.44000000 PA USD 2309679.41000000 0.072132177745 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAP6 25000.00000000 PA USD 24754.39000000 0.000773089135 Long DBT UST US N 2 2023-10-15 Fixed 0.12500000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDD8 2155000.00000000 PA USD 2251975.00000000 0.070330046791 Long DBT CORP US N 2 N/A Fixed 4.65000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137B5KY8 10700000.00000000 PA USD 290966.17000000 0.009086985579 Long ABS-MBS USGSE US N 2 2041-12-25 Variable 1.78804400 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374KA37 546349.15000000 PA USD 93744.44000000 0.002927674974 Long ABS-MBS USGA US N 2 2035-02-16 Floating 6.66250000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QQ2Q4 626750.16000000 PA USD 671601.86000000 0.020974384812 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398NQJ6 1590127.86000000 PA USD 315176.54000000 0.009843084761 Long ABS-MBS USGSE US N 2 2040-10-25 Floating 6.49812000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374UNM9 988720.91000000 PA USD 1094349.92000000 0.034176969584 Long ABS-MBS USGA US N 2 2039-05-20 Fixed 4.75000000 N N N N N N Taco Bell Funding, LLC N/A 87342RAJ3 1500000.00000000 PA USD 1471309.35000000 0.045949557801 Long ABS-O CORP US N 2 2051-08-25 Fixed 2.54200000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558AZ6 557000.00000000 PA USD 589229.13000000 0.018401852722 Long DBT CORP US N 2 2025-02-01 Fixed 3.50000000 N N N N N N WISCONSIN ELECTRIC POWER AENKIFMULUAWOUU8Q584 976656CM8 861000.00000000 PA USD 844587.76000000 0.026376801110 Long DBT CORP US N 2 2028-06-15 Fixed 1.70000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B4ZD3 6820830.75000000 PA USD 1309431.03000000 0.040894035506 Long ABS-MBS USGSE US N 2 2049-06-25 Floating 5.94812000 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543CK7 1506000.00000000 PA USD 1741063.38000000 0.054374080077 Long DBT CORP US N 2 2034-10-01 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AEZH9 42974.88000000 PA USD 47316.22000000 0.001477703778 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413A6M0 11022.55000000 PA USD 12138.70000000 0.000379096277 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 1888000.00000000 PA USD 1900721.27000000 0.059360257488 Long DBT CORP US N 2 2032-11-08 Fixed 2.54500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133THQB6 135534.03000000 PA USD 149437.35000000 0.004666986009 Long ABS-MBS USGSE US N 2 2029-01-15 Fixed 6.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAN4 1017000.00000000 PA USD 1267590.98000000 0.039587354626 Long DBT CORP US N 2 2044-03-04 Fixed 5.40000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVR2 2500000.00000000 PA USD 2728927.63000000 0.085225461165 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375A3E2 3281750.35000000 PA USD 703432.36000000 0.021968463590 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCG4 16997000.00000000 PA USD 16748684.37000000 0.523067865069 Long DBT UST US N 2 2024-06-15 Fixed 0.25000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 93363NAA3 503295.69000000 PA USD 507101.86000000 0.015836986441 Long ABS-MBS CORP US N 2 2036-10-25 Variable 2.95634300 N N N N N N SMB Private Education Loan Tru 5493000RGRVHYZAIY180 78448WAD7 1500000.00000000 PA USD 1540659.00000000 0.048115374087 Long ABS-O CORP US N 2 2041-06-17 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414BS50 524.55000000 PA USD 600.80000000 0.000018763215 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ABBZ1 200468.29000000 PA USD 221737.81000000 0.006924957227 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBH4 500000.00000000 PA USD 543858.72000000 0.016984917339 Long DBT CORP US N 2 2045-02-15 Fixed 4.90000000 N N N N N N BURLINGTON RESOURCES LLC 0FJ5X7MVCTSE8OEPQE56 20825VAB8 408000.00000000 PA USD 556689.50000000 0.017385627541 Long DBT CORP US N 2 2036-10-15 Fixed 5.95000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBE8 275000.00000000 PA USD 311626.11000000 0.009732203464 Long DBT CORP US N 2 2035-03-15 Fixed 4.90000000 N N N N N N Dominos Pizza Master Issuer LL N/A 25755TAP5 1393000.00000000 PA USD 1428942.05000000 0.044626410701 Long ABS-O CORP US N 2 2051-04-25 Fixed 3.15100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QS2P2 2437927.76000000 PA USD 2646073.81000000 0.082637904448 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N CONTL AIRLINES 2012-2 A N/A 210795QB9 22845.35000000 PA USD 23712.13000000 0.000740538954 Long DBT CORP US N 2 2024-10-29 Fixed 4.00000000 N N N N N N DSLA Mortgage Loan Trust N/A 23332UBF0 131552.32000000 PA USD 130104.13000000 0.004063202100 Long ABS-MBS CORP US N 2 2044-07-19 Variable 2.48713900 N N N N N N WASTE MGMT INC 03/03/2022 N/A 000000000 6000000.00000000 PA USD 5996341.98000000 0.187268070041 Long DBT CORP US N 2 2022-03-03 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417WKM2 449872.08000000 PA USD 506557.50000000 0.015819985869 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B22X9 761283.65000000 PA USD 786270.50000000 0.024555530614 Long ABS-MBS USGSE US N 2 2048-09-25 Fixed 3.00000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -1090.62000000 -0.00003406048 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -350169973.74000000 RUB 4655543.93000000 USD 2022-01-21 -1090.62000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411LXX4 14870.59000000 PA USD 16705.72000000 0.000521726071 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N BlackRock Liquidity FedFund 549300T8K043VZEOVK74 09248U700 11155000.00000000 NS USD 11155000.00000000 0.348374947306 Long STIV RF US N 1 N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAF8 808000.00000000 PA USD 847949.52000000 0.026481790170 Long DBT CORP US N 2 2024-01-30 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A1KE4 13227387.40000000 PA USD 14566976.51000000 0.454932288129 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WWF5 28049.92000000 PA USD 31026.49000000 0.000968969235 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412SY41 51831.30000000 PA USD 58629.12000000 0.001831010003 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380YAR6 1666626.88000000 PA USD 1762126.43000000 0.055031887243 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418WGZ7 70467.54000000 PA USD 77695.04000000 0.002426446030 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBZ8 874000.00000000 PA USD 994897.92000000 0.031071045311 Long DBT CORP US N 2 2030-05-15 Fixed 4.25000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F022626 19000000.00000000 PA USD 19337786.94000000 0.603926535745 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4WW9 46349.52000000 PA USD 53087.95000000 0.001657957129 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379BSP4 6395175.99000000 PA USD 1000548.95000000 0.031247529155 Long ABS-MBS USGA US N 2 2044-04-16 Floating 5.49250000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B2BP4 3879656.78000000 PA USD 4086054.91000000 0.127609068934 Long ABS-MBS USGSE US N 2 2033-04-15 Fixed 3.00000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AY0 510000.00000000 PA USD 506465.65000000 0.015817117358 Long DBT CORP US N 2 2024-02-15 Fixed 0.90000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BK72 1371009.72000000 PA USD 1568845.98000000 0.048995664331 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAM7 800000.00000000 PA USD 817037.45000000 0.025516394315 Long DBT CORP ES N 2 2031-03-25 Fixed 2.95800000 N N N N N FHLMC-GNMA S6XOOCT0IEG5ABCC6L87 3133T4GF7 15722.15000000 PA USD 15840.62000000 0.000494708664 Long ABS-MBS USGSE US N 2 2024-03-25 Floating 1.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413CPL7 3791.65000000 PA USD 4181.47000000 0.000130588918 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N SUMITOMO MITSUI BANKING CORP (NEWYORK) 549300MS3WYYVQ4HXM15 86565C7K9 600000.00000000 PA USD 599991.35000000 0.018737960998 Long DBT CORP US N 2 2022-04-14 Floating 0.15952400 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AGZ4 4694218.62000000 PA USD 5151813.87000000 0.160893131823 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.00000000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887BV0 227000.00000000 PA USD 237778.59000000 0.007425916966 Long DBT CORP US N 2 2024-06-06 Fixed 3.36300000 N N N N N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 461070AL8 3640000.00000000 PA USD 3824177.92000000 0.119430549652 Long DBT CORP US N 2 2024-12-01 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413Y7J4 29673.98000000 PA USD 34393.84000000 0.001074132872 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418P3T0 45105.18000000 PA USD 49138.07000000 0.001534600855 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -6759737.78000000 -0.21110921496 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.33.V1 Y Default Event 2024-12-20 0.00000000 USD -6412316.90000000 USD 81704670.00000000 USD -347420.88000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBP9 932000.00000000 PA USD 955609.09000000 0.029844040015 Long DBT CORP GB N 2 2035-09-23 Fixed 3.56400000 N N N N N N Babson CLO Ltd 549300TE5WUQQTRVZ282 06760BAC6 3470000.00000000 PA USD 3470093.69000000 0.108372362743 Long ABS-CBDO CORP KY N 2 2029-07-18 Floating 1.47225000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AL5 928625.00000000 PA USD 997874.89000000 0.031164017231 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.35200000 N N N N N N SMALL BUSINESS ADMINISTRATION N/A 83162CRL9 133856.05000000 PA USD 145551.37000000 0.004545625356 Long ABS-O USGA US N 2 2027-12-01 Fixed 5.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ASLL4 13857.87000000 PA USD 15328.85000000 0.000478725890 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBP4 928000.00000000 PA USD 1129860.62000000 0.035285982425 Long DBT CORP US N 2 2047-12-01 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419DZ38 67303.89000000 PA USD 74435.81000000 0.002324659021 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Beechwood Park CLO Ltd. N/A 07355TAA0 3200000.00000000 PA USD 3200585.60000000 0.099955521268 Long ABS-CBDO CORP KY N 2 2033-01-17 Floating 1.45225000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128NHK36 44784.54000000 PA USD 46523.27000000 0.001452939644 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 1.59500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ACX4 25489.44000000 PA USD 28214.38000000 0.000881145956 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DC1 415000.00000000 PA USD 403683.94000000 0.012607204959 Long DBT CORP US N 2 2052-01-15 Fixed 3.00000000 N N N N N NATIONAL AUSTRALIA BANK LTD N/A 000000000 725000.00000000 PA USD 724889.82000000 0.022638588332 Long DBT CORP US N 2 2022-02-18 Fixed 0.12000000 N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 1035000.00000000 PA USD 1128988.84000000 0.035258756400 Long DBT CORP US N 2 2031-04-01 Fixed 3.62200000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAQ5 990000.00000000 PA USD 869659.14000000 0.027159789966 Long DBT CORP US N 2 2050-08-15 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296XJ88 541102.37000000 PA USD 620621.46000000 0.019382247281 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N NORINCHUKIN BANK (NEW YORK) N/A 000000000 300000.00000000 PA USD 300037.19000000 0.009370277028 Long DBT CORP US N 2 2022-03-14 Fixed 0.24000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6PL6 7335.82000000 PA USD 8231.95000000 0.000257086969 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QNKH1 2159045.00000000 PA USD 2319597.20000000 0.072441914148 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406RN68 7358.81000000 PA USD 8273.04000000 0.000258370226 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N BLACKSTONE HOLDINGS FINA 549300D2L6J4NC1QVZ22 09261BAF7 1658000.00000000 PA USD 1617999.09000000 0.050530734892 Long DBT CORP US N 2 2051-08-05 Fixed 2.85000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414HJX6 72038.71000000 PA USD 82657.70000000 0.002581431813 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8A87 94318.05000000 PA USD 108093.73000000 0.003375808829 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBL2 2000000.00000000 PA USD 2323019.84000000 0.072548804513 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBE4 600000.00000000 PA USD 602171.11000000 0.018806035743 Long DBT CORP US N 2 2031-12-10 Fixed 2.15000000 N N N N N N Flagstar Mortgage Trust N/A 33850TBA5 1916641.14000000 PA USD 1922908.17000000 0.060053162922 Long ABS-MBS CORP US N 2 2048-03-25 Variable 3.98438900 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 673.00000000 NC USD 278220.66000000 0.008688938392 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2022-03-22 87527248.09000000 USD 278220.66000000 N N N SCENTRE GROUP TRUST 1/2 N/A 80622GAD6 760000.00000000 PA USD 812017.97000000 0.025359634021 Long DBT CORP AU N 2 2026-01-28 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ANSU8 593970.78000000 PA USD 646371.37000000 0.020186426890 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A2JF7 194529.09000000 PA USD 215240.77000000 0.006722052165 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38377MY42 5097523.61000000 PA USD 444584.09000000 0.013884532400 Long ABS-MBS USGA US N 2 2040-05-16 Floating 5.99250000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAB8 928000.00000000 PA USD 918657.51000000 0.028690027937 Long DBT CORP US N 2 2028-11-15 Fixed 2.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A2MD2 1000000.00000000 PA USD 1137335.60000000 0.035519428930 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 4.50000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 637432NV3 1830000.00000000 PA USD 1847126.09000000 0.057686459369 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374TWL4 1131508.34000000 PA USD 1243157.55000000 0.038824289195 Long ABS-MBS USGA US N 2 2039-05-20 Fixed 4.50000000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBN5 1250000.00000000 PA USD 1475891.60000000 0.046092663234 Long DBT CORP US N 2 2047-01-15 Fixed 4.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129265E4 7687.78000000 PA USD 8817.27000000 0.000275366738 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AB4 890000.00000000 PA USD 879216.98000000 0.027458284991 Long DBT CORP GB N 2 2035-11-28 Fixed 3.03200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WT51 25290.77000000 PA USD 27965.45000000 0.000873371776 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413JJ88 2109.83000000 PA USD 2427.32000000 0.000075806138 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A2CN0 20096.08000000 PA USD 23196.92000000 0.000724448747 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 5.00000000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAG0 1200000.00000000 PA USD 1184325.46000000 0.036986940360 Long DBT CORP US N 2 2031-06-17 Fixed 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416PPC5 376.40000000 PA USD 416.17000000 0.000012997149 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XSX3 2885283.99000000 PA USD 2949818.56000000 0.092123970004 Long ABS-MBS CORP US N 2 2030-02-25 Floating 2.90275000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 998000.00000000 PA USD 1010490.18000000 0.031557997598 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N PARTNERRE FINANCE B LLC 549300O0FAGHK2F79881 70213BAC5 1870000.00000000 PA USD 1969786.29000000 0.061517184669 Long DBT CORP US N 2 2050-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M0LF5 907323.85000000 PA USD 996669.79000000 0.031126381494 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N Five Guys Funding, LLC 549300LV8X8T05G1H175 33830JAA3 3662325.00000000 PA USD 3799421.94000000 0.118657410859 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288VRT8 462.40000000 PA USD 464.14000000 0.000014495271 Long ABS-MBS USGSE US N 2 2024-06-01 Floating 2.36600000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63859UBH5 820000.00000000 PA USD 805078.06000000 0.025142897958 Long DBT CORP GB N 2 2026-10-13 Fixed 1.50000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312945D47 194624.08000000 PA USD 219235.84000000 0.006846819740 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 5.00000000 N N N N N N LANDESBANK BADEN-WURTTEMBERG (NEW YORK) N/A 000000000 725000.00000000 PA USD 724926.05000000 0.022639719809 Long DBT CORP US N 2 2022-04-12 Fixed 0.17000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QUFD0 1110252.59000000 PA USD 1192736.79000000 0.037249629436 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664CV1 608000.00000000 PA USD 600743.36000000 0.018761446560 Long DBT CORP US N 2 2050-10-15 Fixed 2.85000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38377GTD1 1348209.70000000 PA USD 215269.45000000 0.006722947853 Long ABS-MBS USGA US N 2 2040-06-20 Floating 5.74612000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABH4 751000.00000000 PA USD 819920.25000000 0.025606425270 Long DBT CORP US N 2 2025-05-01 Fixed 4.70000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAM0 525000.00000000 PA USD 525967.64000000 0.016426172018 Long DBT CORP N/A N 2 2051-11-30 Fixed 3.25000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 549300QGM7D5K3CV2643 96221TAL1 8510000.00000000 PA USD 8785705.28000000 0.274380960463 Long ABS-MBS CORP US N 2 2047-03-15 Variable 4.34400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KME1 33534.91000000 PA USD 36950.30000000 0.001153972103 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ADJQ9 74765.29000000 PA USD 80159.13000000 0.002503400510 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DC8 1165000.00000000 PA USD 1290097.49000000 0.040290241604 Long DBT CORP US N 2 2035-01-15 Fixed 3.87500000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22552G2V1 750000.00000000 PA USD 750106.09000000 0.023426102158 Long DBT CORP US N 2 2022-04-08 Floating 0.26960000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GXH53 63129.50000000 PA USD 68306.76000000 0.002133246429 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAE9 1000000.00000000 PA USD 1034420.40000000 0.032305347587 Long DBT CORP ES N 2 2025-05-28 Fixed 2.74600000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AW5 456000.00000000 PA USD 462120.09000000 0.014432188435 Long DBT CORP US N 2 2041-10-01 Fixed 2.80000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCK5 3655000.00000000 PA USD 4220502.44000000 0.131807917090 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BM1 1115000.00000000 PA USD 1107014.27000000 0.034572482113 Long DBT CORP US N 2 2032-02-01 Fixed 2.12500000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAE0 390000.00000000 PA USD 380475.03000000 0.011882381759 Long DBT CORP US N 2 2026-08-09 Fixed 1.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396EU46 265632.33000000 PA USD 347839.61000000 0.010863165020 Long ABS-MBS USGSE US N 2 2035-03-15 Floating 19.53075000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400UTM6 42788.54000000 PA USD 47205.22000000 0.001474237205 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.50000000 N N N N N N Fannie Mae - CAS N/A 20754RAF3 1500000.00000000 PA USD 1517756.40000000 0.047400117066 Long ABS-MBS CORP US N 2 2041-10-25 Floating 3.14967000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAN9 855000.00000000 PA USD 815505.47000000 0.025468549990 Long DBT CORP US N 2 2051-08-15 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406L3C0 63267.95000000 PA USD 63547.31000000 0.001984606972 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 2.30000000 N N N N N N MLCC Mortgage Investors Inc N/A 59020UL78 21490.18000000 PA USD 21431.94000000 0.000669327742 Long ABS-MBS CORP US N 2 2035-11-25 Floating 0.60188000 N N N N N N SUMITOMO MITSUI BANKING CORP (NEWYORK) 549300MS3WYYVQ4HXM15 86565C7D5 725000.00000000 PA USD 724981.69000000 0.022641457467 Long DBT CORP US N 2 2022-04-01 Floating 0.15000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411LK26 43834.31000000 PA USD 50060.02000000 0.001563393709 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGHE7 611.00000000 PA USD 615.75000000 0.000019230109 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 5.50000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BG2 2195000.00000000 PA USD 2135341.52000000 0.066687538279 Long DBT CORP US N 2 2031-09-23 Fixed 2.62500000 N N N N N STARBIRD FUNDING CORP N/A 000000000 625000.00000000 PA USD 624676.23000000 0.019508879310 Long DBT CORP US N 2 2022-03-21 Fixed 0.25000000 N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DB8 1213000.00000000 PA USD 1264975.63000000 0.039505676238 Long DBT CORP US N 2 2028-02-01 Fixed 3.25000000 N N N N N N Wind River CLO Ltd 254900CL04BC1Q11T078 88433BAQ0 9500000.00000000 PA USD 9496969.50000000 0.296594016058 Long ABS-CBDO CORP KY N 2 2031-11-01 Floating 1.32163000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X1L38 1429782.07000000 PA USD 1558480.34000000 0.048671941400 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 4030000.00000000 PA USD 3945934.76000000 0.123233062670 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395GPB2 731911.32000000 PA USD 824136.25000000 0.025738092574 Long ABS-MBS USGSE US N 2 2034-10-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419FMT0 27387.46000000 PA USD 29958.00000000 0.000935599880 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBN5 283000.00000000 PA USD 293184.88000000 0.009156276747 Long DBT CORP US N 2 2051-04-22 Fixed 3.10900000 N N N N N N LOS ANGELES CNTY CA PUBLIC WKS N/A 54473ENS9 300000.00000000 PA USD 495761.88000000 0.015482834497 Long DBT MUN US N 2 2040-08-01 Fixed 7.61800000 N N N N N N DZ BANK AG (NEW YORK) N/A 000000000 725000.00000000 PA USD 725006.53000000 0.022642233230 Long DBT CORP US N 2 2022-01-12 Fixed 0.10000000 N N N N N Social Professional Loan Progr N/A 83404RAC2 5000000.00000000 PA USD 5149786.50000000 0.160829816277 Long ABS-O CORP US N 2 2047-08-25 Fixed 3.83000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4M67 8752.05000000 PA USD 10035.34000000 0.000313407534 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QS6V5 1556310.71000000 PA USD 1701324.40000000 0.053133016423 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A1T92 83213.37000000 PA USD 91755.79000000 0.002865568669 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N OCP CLO Ltd 254900PS626FB00CVF06 67117TAA3 2350000.00000000 PA USD 2350467.65000000 0.073406010193 Long ABS-CBDO CORP KY N 2 2034-12-02 Floating 1.29589000 N N N N N N TTX CO 549300I8CNSYS1OGX775 87305QCH2 2250000.00000000 PA USD 2397826.46000000 0.074885044074 Long DBT CORP US N 2 2025-01-15 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9ME7 2534923.56000000 PA USD 2785666.59000000 0.086997440744 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N TSMC GLOBAL LTD 549300N2ZLI21P85T117 872882AF2 1060000.00000000 PA USD 1001788.70000000 0.031286247025 Long DBT CORP VG N 2 2027-09-28 Fixed 1.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413FHY1 11498.16000000 PA USD 12836.97000000 0.000400903518 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N BLACKSTONE HOLDINGS FINA 549300D2L6J4NC1QVZ22 09261BAD2 1250000.00000000 PA USD 1204755.53000000 0.037624979316 Long DBT CORP US N 2 2032-01-30 Fixed 2.00000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAD8 990000.00000000 PA USD 994448.64000000 0.031057014124 Long DBT CORP US N 2 2030-06-22 Fixed 2.70000000 N N N N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 59617.80000000 PA USD 65416.50000000 0.002042982495 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RSN0 120070.36000000 PA USD 135816.53000000 0.004241602553 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N FLORIDA POWER LIGHT CO A89MY1K3YLIGJMYWVX50 341081GE1 750000.00000000 PA USD 762562.67000000 0.023815125950 Long DBT CORP US N 2 2051-12-04 Fixed 2.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENY86 1611536.86000000 PA USD 1700234.32000000 0.053098972804 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.00000000 N N N N N N Triton Container Finance LLC N/A 89680HAE2 1310750.03000000 PA USD 1286610.34000000 0.040181336566 Long ABS-O CORP US N 2 2046-03-20 Fixed 1.86000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XBF0 1539732.57000000 PA USD 1624049.87000000 0.050719703082 Long ABS-MBS CORP US N 2 2028-04-25 Floating 5.80275000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514HN7 58753.09000000 PA USD 57433.65000000 0.001793675015 Long ABS-MBS CORP US N 2 2034-10-25 Floating 0.66188000 N N N N N N PIEDMONT OPERATING PARTN 549300WKGDPAS39FBD10 720198AD2 1130000.00000000 PA USD 1192147.55000000 0.037231227244 Long DBT CORP US N 2 2024-03-15 Fixed 4.45000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92925GAC7 877643.74000000 PA USD 840678.26000000 0.026254705919 Long ABS-MBS CORP US N 2 2036-12-25 Variable 2.38086500 N N N N N N RENESAS ELECTRONICS CORP 5299000EPC47VJQOFB81 75972BAB7 525000.00000000 PA USD 523549.34000000 0.016350647578 Long DBT CORP JP N 2 2026-11-25 Fixed 2.17000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412TWY5 14775.25000000 PA USD 16366.87000000 0.000511143655 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XJ70 2287839.68000000 PA USD 2317685.23000000 0.072382202588 Long ABS-MBS CORP US N 2 2030-10-25 Floating 2.25275000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403NCM7 6015.36000000 PA USD 6635.85000000 0.000207240151 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Rockland Park CLO Ltd N/A 773663AE9 2450000.00000000 PA USD 2422194.95000000 0.075646081404 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 2.03150000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409D6Q1 14945.33000000 PA USD 17313.69000000 0.000540713208 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419A4K0 15402.04000000 PA USD 17854.19000000 0.000557593231 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411EE45 1226.53000000 PA USD 1403.80000000 0.000043841214 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YH59 57955.85000000 PA USD 63637.53000000 0.001987424577 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411H6U9 4764.24000000 PA USD 5530.31000000 0.000172713711 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WNE4 3946175.92000000 PA USD 4047382.98000000 0.126401329662 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DA2 1106000.00000000 PA USD 1365308.89000000 0.042639122600 Long DBT CORP US N 2 2044-07-16 Fixed 4.50000000 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAU1 500000.00000000 PA USD 493981.04000000 0.015427218178 Long DBT CORP US N 2 2051-09-15 Fixed 2.87500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJJP6 6408.80000000 PA USD 7351.92000000 0.000229603293 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543CL5 500000.00000000 PA USD 605828.98000000 0.018920272432 Long DBT CORP US N 2 2044-10-01 Fixed 4.62500000 N N N N N N Mosaic Solar Loans LLC N/A 61946LAB8 971890.58000000 PA USD 1021329.68000000 0.031896519359 Long ABS-O CORP US N 2 2044-02-22 Fixed 4.74000000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BN9 1147000.00000000 PA USD 1123154.23000000 0.035076539282 Long DBT CORP US N 2 2027-10-15 Fixed 1.65000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AA3F6 23175.42000000 PA USD 25630.45000000 0.000800448827 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405T3S9 5133.69000000 PA USD 5629.06000000 0.000175797712 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403K5F6 7696.62000000 PA USD 8442.87000000 0.000263674082 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417SYQ7 9486.83000000 PA USD 10491.71000000 0.000327660145 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFW9 542000.00000000 PA USD 514259.17000000 0.016060511990 Long DBT CORP US N 2 2056-10-30 Fixed 2.98700000 N N N N N N SUMITOMO MITSUI BANKING CORP (NEWYORK) N/A 000000000 525000.00000000 PA USD 524895.54000000 0.016392689922 Long DBT CORP US N 2 2022-04-08 Fixed 0.16000000 N N N N N Countrywide Alternative Loan T N/A 12668AKU8 778950.97000000 PA USD 420636.25000000 0.013136632131 Long ABS-MBS CORP US N 2 2035-11-25 Floating 0.60188000 N N N N N N Bear Stearns Structured Produc N/A 07402FAA3 99373.02200000 PA USD 82608.81000000 0.002579904960 Long ABS-MBS CORP US N 2 2036-01-26 Variable 2.69726000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413E2C8 17428.85000000 PA USD 19183.28000000 0.000599101224 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 874000.00000000 PA USD 891139.57000000 0.027830632070 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A8VW3 49959.65000000 PA USD 53548.97000000 0.001672354962 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413DL39 26075.63000000 PA USD 29833.76000000 0.000931719817 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017DB2 118000.00000000 PA USD 122724.78000000 0.003832742157 Long DBT CORP US N 2 2023-08-16 Fixed 3.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406FT76 23511.80000000 PA USD 25822.59000000 0.000806449433 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N AMER AIRLN 15-2 AA PTT N/A 02377BAB2 40671.31000000 PA USD 42031.63000000 0.001312663996 Long DBT CORP US N 2 2027-09-22 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393KBY0 112245.73490000 PA USD 127945.01000000 0.003995771951 Long ABS-MBS USGSE US N 2 2033-02-15 Fixed 5.50000000 N N N N N N Benefit Street Partners CLO Lt N/A 08186PAJ2 2000000.00000000 PA USD 1999996.00000000 0.062460645550 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 1.32500000 N N N N N N ALASKA AIRLINES 2020 TR N/A 01166VAA7 717013.92000000 PA USD 785104.43000000 0.024519113799 Long DBT CORP US N 2 2027-08-15 Fixed 4.80000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AG0 631000.00000000 PA USD 792265.66000000 0.024742761770 Long DBT CORP US N 2 2054-04-01 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411JF50 7672.61000000 PA USD 8886.99000000 0.000277544121 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N UNITED AIR 2016-2 A PTT N/A 90932DAA3 977804.71000000 PA USD 970048.67000000 0.030294993661 Long DBT CORP US N 2 2028-10-07 Fixed 3.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AUTJ0 1496855.31000000 PA USD 1538208.63000000 0.048038848088 Long ABS-MBS USGSE US N 2 2045-01-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31375JFS4 4994.42000000 PA USD 5319.40000000 0.000166126911 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4YR8 37476.68000000 PA USD 43496.83000000 0.001358422757 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410WKM9 20169.60000000 PA USD 22347.76000000 0.000697929153 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46652TCG3 1405851.19000000 PA USD 1429452.90000000 0.044642364743 Long ABS-MBS CORP US N 2 2051-03-25 Variable 3.53782500 N N N N N N UNIV OF CALIFORNIA CA RGTS MED N/A 913366EP1 300000.00000000 PA USD 464803.29000000 0.014515985805 Long DBT MUN US N 2 2048-05-15 Fixed 6.54800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BTY2 281384.18000000 PA USD 300858.63000000 0.009395930916 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBS3 866000.00000000 PA USD 841427.49000000 0.026278104660 Long DBT CORP US N 2 2031-03-25 Fixed 2.72600000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AMHP3 2609.68000000 PA USD 2887.60000000 0.000090180860 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N DBUBS Mortgage Trust N/A 23305XAL5 4284186.35000000 PA USD 4002501.10000000 0.124999651260 Long ABS-MBS CORP US N 3 2044-07-10 Floating 3.74925000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 39269100.00000000 PA USD 40042210.41000000 1.250533656800 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419EJT7 159013.24000000 PA USD 175778.62000000 0.005489634018 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGU8 739000.00000000 PA USD 924496.85000000 0.028872392774 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 637432MT9 1507000.00000000 PA USD 1541744.08000000 0.048149261553 Long DBT CORP US N 2 2043-04-30 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411AEE1 43406.54000000 PA USD 48059.79000000 0.001500925756 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDM8 2095000.00000000 PA USD 2168325.00000000 0.067717625066 Long DBT CORP US N 2 N/A Fixed 4.35000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HJE3 24074.72000000 PA USD 25746.21000000 0.000804064056 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 4.02700000 N N N N N N LCM Ltd Partnership N/A 50200YAU2 2450000.00000000 PA USD 2450061.25000000 0.076516356689 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 2.13150000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBQ2 1000000.00000000 PA USD 1030221.10000000 0.032174201831 Long DBT CORP US N 2 2061-02-08 Fixed 3.37900000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDY5 485000.00000000 PA USD 493382.25000000 0.015408517736 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N Bank N/A 065402AJ8 2600000.00000000 PA USD 2394514.20000000 0.074781600918 Long ABS-MBS CORP US N 2 2062-05-15 Fixed 3.00000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 144141DB1 250000.00000000 PA USD 292525.81000000 0.009135693737 Long DBT CORP US N 2 2042-05-15 Fixed 4.10000000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WAE6 2630000.00000000 PA USD 2674213.59000000 0.083516720618 Long DBT CORP KY N 2 2023-01-19 Fixed 2.98500000 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 024836AH1 2008000.00000000 PA USD 1987735.14000000 0.062077734169 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N HORMEL FOODS CORP MSD54751OJP1FS2ND863 440452AJ9 1400000.00000000 PA USD 1490696.76000000 0.046555034084 Long DBT CORP US N 2 2051-06-03 Fixed 3.05000000 N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AX5 1652000.00000000 PA USD 1720337.14000000 0.053726791617 Long DBT CORP US N 2 2024-11-19 Fixed 3.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAL0 947000.00000000 PA USD 1113385.82000000 0.034771468074 Long DBT CORP US N 2 2048-11-15 Fixed 3.96400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409FLW6 53126.87000000 PA USD 59416.22000000 0.001855591439 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396LH86 4507349.25000000 PA USD 438387.49000000 0.013691010195 Long ABS-MBS USGSE US N 2 2036-10-25 Floating 4.59812000 N N N N N N NIEUW AMSTERDAM RECEIVABLES CORPORATION B.V. N/A 000000000 725000.00000000 PA USD 724981.86000000 0.022641462776 Long DBT CORP US N 2 2022-01-11 Fixed 0.10000000 N N N N N Countrywide Alternative Loan T N/A 12667GDJ9 282565.11020000 PA USD 34239.60000000 0.001069315898 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.89812000 N N N N N N Carlyle Global Market Strategi 549300N3CJKPCWZ7KX23 14312HAY2 5500000.00000000 PA USD 5475211.50000000 0.170992964392 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 2.18150000 N N N N N N Structured Asset Mortgage Inve N/A 86359LPF0 61229.07000000 PA USD 59740.30000000 0.001865712583 Long ABS-MBS CORP US N 2 2035-07-19 Floating 0.60388000 N N N N N N TORONTO-DOMINION BANK N/A 000000000 700000.00000000 PA USD 699587.71000000 0.021848393689 Long DBT CORP US N 2 2022-04-14 Fixed 0.16000000 N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822AJ3 350000.00000000 PA USD 364398.66000000 0.011380310531 Long DBT CORP JP N 2 2026-09-13 Fixed 2.75700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A1HA4 8722765.02000000 PA USD 1131008.54000000 0.035321832409 Long ABS-MBS USGSE US N 2 2040-08-15 Floating 4.39025000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H0TR9 22143723.03000000 PA USD 2498022.32000000 0.078014199381 Long ABS-MBS USGSE US N 2 2041-06-25 Fixed 3.00000000 N N N N N N Bluemountain CLO Ltd N/A 09631BAG8 5000000.00000000 PA USD 4962720.00000000 0.154987657417 Long ABS-CBDO CORP KY N 2 2034-04-19 Floating 2.12363000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374UJR3 10722080.20000000 PA USD 11419047.58000000 0.356621254950 Long ABS-MBS USGA US N 2 2039-05-20 Fixed 6.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F032625 2700000.00000000 PA USD 2838558.71000000 0.088649282027 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PLR2 41446.04000000 PA USD 40055.71000000 0.001250955254 Long ABS-MBS CORP US N 2 2035-05-19 Floating 0.54388000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AMTT6 14650828.38000000 PA USD 3175676.93000000 0.099177613908 Long ABS-MBS USGSE US N 2 2045-03-25 Fixed 5.50000000 N N N N N N MISSISSIPPI POWER CO LNZ0J6YZ5SC6ILIRU850 605417BY9 266000.00000000 PA USD 306329.65000000 0.009566792978 Long DBT CORP US N 2 2041-10-15 Fixed 4.75000000 N N N N N N CREDIT AGRICOLE CIB NY N/A 000000000 575000.00000000 PA USD 575077.03000000 0.017959877187 Long DBT CORP US N 2 2022-03-09 Fixed 0.23000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NML6 1156.07000000 PA USD 1168.82000000 0.000036502698 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 5.50000000 N N N N N N Santander Drive Auto Receivabl N/A 80286HAF6 375051.52000000 PA USD 376709.47000000 0.011764781870 Long ABS-O CORP US N 2 2025-10-15 Fixed 2.49000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2470000.00000000 PA USD 2648032.66000000 0.082699080089 Long DBT CORP CH N 2 2024-05-15 Fixed 5.12500000 N N N N N N LB-UBS Commercial Mortgage Tru N/A 50180CAU4 1533718.19000000 PA USD 4963.11000000 0.000154999837 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.44235000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A84H3 9239.94000000 PA USD 10681.57000000 0.000333589546 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GJJU4 205906.69000000 PA USD 227880.61000000 0.007116799238 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGLD4 3765269.72000000 PA USD 4100733.94000000 0.128067500696 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137B2HQ6 22000000.00000000 PA USD 423170.00000000 0.013215762120 Long ABS-MBS USGSE US N 2 2041-06-25 Variable 1.66137700 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHS86 15953378.55000000 PA USD 17180989.27000000 0.536568913635 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A2BX6 22436.15000000 PA USD 24815.05000000 0.000774983571 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GBA0 36963.61000000 PA USD 42870.95000000 0.001338876283 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N DEPOSITORY TRUST & CLEAR MLDY5N6PZ58ZE60QU102 249670AB6 813000.00000000 PA USD 821638.13000000 0.025660075324 Long DBT CORP US N 2 N/A Fixed 3.37500000 N N N N N N BMD2 Re-REMIC Trust N/A 055631EU5 3537000.00000000 PA USD 2724400.07000000 0.085084063722 Long ABS-MBS CORP US N 2 2052-05-25 None 0.00000000 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216DQ0 1443000.00000000 PA USD 1504945.32000000 0.047000022102 Long DBT CORP US N 2 2041-05-05 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M76Q4 33513.23000000 PA USD 38411.16000000 0.001199595324 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413YL41 19168.21000000 PA USD 21857.80000000 0.000682627514 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418TDX2 31270.94000000 PA USD 34470.07000000 0.001076513565 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAJ5 470000.00000000 PA USD 468469.74000000 0.014630490451 Long DBT CORP US N 2 2032-02-15 Fixed 2.50000000 N N N N N N Gam Resecuritization Trust N/A 36459TBY1 2845000.00000000 PA USD 2596677.59000000 0.081095241469 Long ABS-MBS CORP US N 2 2028-10-27 Fixed 2.43500000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92936JAN4 738835.78000000 PA USD 737799.49000000 0.023041762299 Long ABS-MBS CORP US N 2 2044-11-15 Variable 5.52002400 N N N N N N Voya Emerging Markets Corporat 5493007WQXO53JSF1B65 92913M302 10024686.97200000 NS USD 99043907.28000000 3.093179379621 Long EC RF US N 1 N N N JP Morgan Chase Commercial Mor N/A 46645UAV9 38857616.30000000 PA USD 922075.69000000 0.028796779015 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.59259300 N N N N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 89680YAA3 830000.00000000 PA USD 824293.09000000 0.025742990747 Long DBT CORP BM N 2 2026-04-15 Fixed 2.05000000 N N N N N N Washington Mutual Mortgage Pas N/A 93934FCF7 161234.59000000 PA USD 162053.42000000 0.005060990735 Long ABS-MBS CORP US N 2 2035-10-25 Fixed 5.50000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MBT6 1430000.00000000 PA USD 1471632.19000000 0.045959640219 Long DBT CORP JP N 2 2024-09-27 Fixed 2.44800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413AJH7 3014.33000000 PA USD 3440.77000000 0.000107456572 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413AH63 20318.13000000 PA USD 23153.81000000 0.000723102405 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N Morgan Stanley Mortgage Loan T 549300AT2084FJB5UN46 61748HLP4 2000000.00000000 PA USD 2009274.80000000 0.062750426048 Long ABS-MBS CORP US N 2 2035-09-25 Floating 1.90188000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BU2 1604000.00000000 PA USD 1767926.68000000 0.055213031285 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412VPZ5 15895.09000000 PA USD 17590.02000000 0.000549343100 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414F4V0 361.17000000 PA USD 397.56000000 0.000012415951 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CJ5 503000.00000000 PA USD 572463.61000000 0.017878259073 Long DBT CORP US N 2 2121-05-15 Fixed 4.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BN53 742857.16000000 PA USD 845181.69000000 0.026395349773 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.50000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92937EAN4 9020000.00000000 PA USD 7545617.86000000 0.235652552610 Long ABS-MBS CORP US N 2 2045-03-15 Variable 4.23902400 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AZ3 500000.00000000 PA USD 471779.82000000 0.014733865525 Long DBT CORP US N 2 2032-02-15 Fixed 1.75000000 N N N N N N JP Morgan Mortgage Trust N/A 46648RAZ4 1551897.31000000 PA USD 1564726.22000000 0.048867002639 Long ABS-MBS CORP US N 2 2048-06-25 Variable 3.68936300 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AA7 1046000.00000000 PA USD 1066106.54000000 0.033294917946 Long DBT CORP AU N 2 2031-04-29 Fixed 3.64900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GGR8 76548.30000000 PA USD 88767.55000000 0.002772244782 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 530.00000000 NC USD 2504618.30000000 0.078220194377 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2022-03-22 101971631.70000000 USD 2504618.30000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404ABG8 13330.28000000 PA USD 15000.54000000 0.000468472642 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409VNM1 16600.11000000 PA USD 18495.80000000 0.000577630959 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N NORTHERN NATURAL GAS CO 5493007M02M6CT9EXE41 665501AM4 679000.00000000 PA USD 699332.28000000 0.021840416512 Long DBT CORP US N 2 2051-10-16 Fixed 3.40000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 383742Y31 1537551.08000000 PA USD 237686.49000000 0.007423040648 Long ABS-MBS USGA US N 2 2038-04-20 Floating 6.29612000 N N N N N N SUMITOMO MITSUI TRUST BANK, LTD. (SINGAPORE) N/A 000000000 750000.00000000 PA USD 749979.00000000 0.023422133088 Long DBT CORP US N 2 2022-01-13 Fixed 0.14000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128L1WN6 25022.51000000 PA USD 28699.53000000 0.000896297377 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296P6M8 32896.31000000 PA USD 38025.23000000 0.001187542581 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419EC56 792955.16000000 PA USD 874362.36000000 0.027306673338 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N COMMONWEALTH BANK OF AUSTRALIA (NEW YORK) N/A 000000000 625000.00000000 PA USD 624892.52000000 0.019515634130 Long DBT CORP US N 2 2022-04-08 Fixed 0.13000000 N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 462000.00000000 PA USD 505763.50000000 0.015795188943 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CA4 2171000.00000000 PA USD 2323993.15000000 0.072579201360 Long DBT CORP US N 2 2025-08-01 Fixed 3.65000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAV3 589000.00000000 PA USD 569404.15000000 0.017782710959 Long DBT CORP US N 2 2026-07-15 Fixed 1.05000000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375QLL1 810062.53000000 PA USD 137138.81000000 0.004282897867 Long ABS-MBS USGA US N 2 2038-05-16 Floating 6.39250000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBG8 1640000.00000000 PA USD 1680210.72000000 0.052473628063 Long DBT CORP CA N 2 2041-12-02 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A83P3 5758031.11000000 PA USD 1099398.73000000 0.034334645865 Long ABS-MBS USGSE US N 2 2042-10-25 Floating 5.99812000 N N N N N N ARES CLO Ltd N/A 04016UAE7 8000000.00000000 PA USD 7966872.00000000 0.248808481684 Long ABS-CBDO CORP KY N 2 2030-01-15 Floating 1.35375000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 1615000.00000000 PA USD 1530502.63000000 0.047798186739 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418TCJ4 204332.56000000 PA USD 221794.21000000 0.006926718621 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AMM44 71429.03000000 PA USD 78368.74000000 0.002447485940 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 222000.00000000 PA USD 237319.11000000 0.007411567229 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QRSU5 575996.54000000 PA USD 614412.39000000 0.019188335633 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46651AAT9 114432.76000000 PA USD 114959.72000000 0.003590236342 Long ABS-MBS CORP US N 2 2049-12-25 Variable 4.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 2500000.00000000 PA USD 2755001.00000000 0.086039742555 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31383HWV2 13.41000000 PA USD 14.80000000 0.000000462209 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416VGS7 37851.29000000 PA USD 43297.19000000 0.001352187923 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DS59 11326.38000000 PA USD 13133.78000000 0.000410173009 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393F4B9 50438.25000000 PA USD 51129.62000000 0.001596797729 Long ABS-MBS USGSE US N 2 2022-11-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371FW65 2999.97000000 PA USD 3311.52000000 0.000103420045 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132FCAR6 659772.34000000 PA USD 745099.37000000 0.023269740364 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HFJB6 550456.22000000 PA USD 588879.34000000 0.018390928645 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Voya High Yield Bond Fund OTPD0VW0B2EUAT57PE57 92913L593 17147682.31100000 NS USD 137695888.96000000 4.300295657618 Long EC RF US N 1 N N N DNB BANK ASA N/A 000000000 250000.00000000 PA USD 249924.51000000 0.007805238727 Long DBT CORP US N 2 2022-03-16 Fixed 0.14000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4A45 6255.93000000 PA USD 7145.96000000 0.000223171083 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WET82 1309582.34000000 PA USD 1363009.95000000 0.042567325818 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCY3 522000.00000000 PA USD 628603.39000000 0.019631526030 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412WKY1 7836.90000000 PA USD 8624.30000000 0.000269340211 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411ABC8 30912.47000000 PA USD 35828.36000000 0.001118933485 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAT8 803000.00000000 PA USD 809403.82000000 0.025277993109 Long DBT CORP US N 2 2051-02-15 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371M3X3 3013.60000000 PA USD 3497.90000000 0.000109240764 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AFGS5 665261.73000000 PA USD 36105.08000000 0.001127575557 Long ABS-MBS USGSE US N 2 2040-07-15 Floating 5.94025000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416SSK8 44986.85000000 PA USD 49589.72000000 0.001548706059 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ARBU1 20110106.49000000 PA USD 3621884.48000000 0.113112847590 Long ABS-MBS USGSE US N 2 2046-02-25 Fixed 5.50000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 21684AAC0 5500000.00000000 PA USD 5962686.95000000 0.186217010489 Long DBT CORP NL N 2 2025-08-04 Fixed 4.37500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEF5 1250000.00000000 PA USD 1355041.04000000 0.042318453689 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AEB93 17250.38000000 PA USD 18481.26000000 0.000577176869 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YBD1 635000.00000000 PA USD 632404.61000000 0.019750239595 Long DBT CORP US N 2 2051-12-01 Fixed 3.65000000 N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BA3 690000.00000000 PA USD 819544.18000000 0.025594680459 Long DBT CORP US N 2 2035-08-15 Fixed 5.70000000 N N N N N N Gam Resecuritization Trust N/A 36459TAE6 2631000.00000000 PA USD 2311276.14000000 0.072182044238 Long ABS-MBS CORP US N 2 2028-10-27 None 0.00000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -151803.13000000 -0.00474087022 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -122418536.85000000 MXN 5794884.06000000 USD 2022-02-04 -151803.13000000 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCE9 1000000.00000000 PA USD 1161649.54000000 0.036278762643 Long DBT CORP US N 2 2049-11-01 Fixed 3.99900000 N N N N N N OAKTREE SPECIALTY LEND 549300J6MGCEU5928620 67401PAC2 1186000.00000000 PA USD 1177542.37000000 0.036775101846 Long DBT CORP US N 2 2027-01-15 Fixed 2.70000000 N N N N N N JP Morgan Mortgage Trust N/A 46591KBU6 1917079.41000000 PA USD 1939523.43000000 0.060572063892 Long ABS-MBS CORP US N 2 2050-03-25 Variable 3.45287200 N N N N N N WAMU Mortgage Pass-Through Cer N/A 93363CAC3 257549.17000000 PA USD 253181.34000000 0.007906950782 Long ABS-MBS CORP US N 2 2046-07-25 Floating 1.72500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ALU47 44736.40000000 PA USD 47965.34000000 0.001497976046 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Benefit Street Partners CLO Lt N/A 08186PAL7 1950000.00000000 PA USD 1949996.10000000 0.060899129411 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 1.60500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128L4R71 205312.82000000 PA USD 234754.16000000 0.007331462852 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DN4 1434000.00000000 PA USD 1640124.29000000 0.051221713411 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413KH79 28255.59000000 PA USD 32744.45000000 0.001022621787 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585AAJ1 1000000.00000000 PA USD 1192216.37000000 0.037233376519 Long DBT CORP US N 2 2054-09-15 Fixed 5.00000000 N N N N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 75886FAE7 1480000.00000000 PA USD 1401276.06000000 0.043762391175 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411AGB5 37613.90000000 PA USD 43608.96000000 0.001361924620 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N GS Mortgage-Backed Securities N/A 36257LAA5 403456.76000000 PA USD 404264.96000000 0.012625350438 Long ABS-MBS CORP US N 2 2049-11-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419DP70 15410.25000000 PA USD 16883.34000000 0.000527273212 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137B36L7 27650000.00000000 PA USD 566534.68000000 0.017693096305 Long ABS-MBS USGSE US N 2 2041-05-25 Variable 1.59118500 N N N N N N Chase Mortgage Finance Corpora N/A 16162WPB9 187945.36000000 PA USD 179837.00000000 0.005616378789 Long ABS-MBS CORP US N 2 2035-12-25 Variable 2.77648300 N N N N N N American Money Management Corp 549300I1YCI83LUUYL82 00176JAX4 650000.00000000 PA USD 644561.45000000 0.020129902391 Long ABS-CBDO CORP KY N 2 2029-04-14 Floating 2.07675000 N N N N N N Navient Student Loan Trust 549300ZUZB9UCBWEBN39 63941BAB1 1250935.63000000 PA USD 1277420.44000000 0.039894332449 Long ABS-O CORP US N 2 2043-01-15 Fixed 3.42000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159TF3 1545000.00000000 PA USD 1581655.87000000 0.049395722130 Long DBT CORP CA N 2 2025-02-03 Fixed 2.20000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2B6 475000.00000000 PA USD 477878.80000000 0.014924339020 Long DBT CORP CH N 2 2022-04-08 Fixed 2.80000000 N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCE4 1273000.00000000 PA USD 1365473.08000000 0.042644250317 Long DBT CORP US N 2 2052-04-22 Fixed 3.32800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KXK5 151044.98000000 PA USD 173084.45000000 0.005405494051 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.50000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAR5 481000.00000000 PA USD 543708.41000000 0.016980223100 Long DBT CORP US N 2 2046-03-15 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312926Z43 22417.16000000 PA USD 25026.52000000 0.000781587860 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N UNITED AIR 2013-1 A PTT N/A 909319AA3 130591.72000000 PA USD 136736.37000000 0.004270329510 Long DBT CORP US N 2 2025-08-15 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411UV81 320.80000000 PA USD 353.01000000 0.000011024638 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -64001.05000000 -0.00199877744 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -81522390850.23000000 IDR 5661316.46000000 USD 2022-01-21 -64001.05000000 N N N JP Morgan Mortgage Trust N/A 46630GAV7 62277.43000000 PA USD 63806.38000000 0.001992697827 Long ABS-MBS CORP US N 2 2035-07-25 Variable 2.41873000 N N N N N N Genworth Mortgage Insurance Co N/A 89600HAC3 6500000.00000000 PA USD 6457755.85000000 0.201678202954 Long ABS-MBS CORP BM N 2 2034-02-25 Floating 2.94967000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36212URW3 13409.30000000 PA USD 15211.06000000 0.000475047263 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398EKB9 55957.09000000 PA USD 56609.46000000 0.001767935243 Long ABS-MBS USGSE US N 2 2038-03-15 Floating 3.20975000 N N N N N N Sound Point CLO LTD N/A 83614DAC9 2060000.00000000 PA USD 2060158.62000000 0.064339547349 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 1.52375000 N N N N N N COOPERATIEVE RABOBANK UA (NEW YORK) DG3RU1DBUFHT4ZF9WN62 21684LCK6 725000.00000000 PA USD 724889.21000000 0.022638569281 Long DBT CORP US N 2 2022-06-21 Floating 0.19923100 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WT44 15281.17000000 PA USD 16902.41000000 0.000527868775 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Oak Hill Credit Partners N/A 67707GAJ8 1500000.00000000 PA USD 1483632.00000000 0.046334398908 Long ABS-CBDO CORP KY N 2 2034-01-18 Floating 2.02225000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922F2Q0 37707285.34000000 PA USD 1449226.72000000 0.045259908759 Long ABS-MBS CORP US N 2 2045-08-25 Variable 1.79966800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404VFS2 5219.86000000 PA USD 5932.62000000 0.000185278008 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N INDIANA MICHIGAN POWER JHR9V15J0ZRG02MIRD06 454889AU0 1799000.00000000 PA USD 1853876.10000000 0.057897264782 Long DBT CORP US N 2 2051-05-01 Fixed 3.25000000 N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJG5 3375000.00000000 PA USD 3336124.83000000 0.104188463635 Long DBT CORP US N 2 2025-09-25 Fixed 0.98100000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EF3 930000.00000000 PA USD 916757.09000000 0.028630677088 Long DBT CORP US N 2 2051-02-08 Fixed 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392CRC0 15692.40000000 PA USD 15870.86000000 0.000495653071 Long ABS-MBS USGSE US N 2 2032-04-25 Floating 1.00188000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A7ZJ0 49069.48000000 PA USD 54280.80000000 0.001695210294 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDQ1 17214200.00000000 PA USD 17198061.69000000 0.537102091889 Long DBT UST US N 2 2026-12-31 Fixed 1.25000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -17436.75000000 -0.00054455641 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -6364323.12000000 RON 1444601.12000000 USD 2022-01-21 -17436.75000000 N N N OCTAGON INVESTMENT PARTNERS 30 549300CDNDWWERRAUA43 675920AN2 3950000.00000000 PA USD 3931391.55000000 0.122778872619 Long ABS-CBDO CORP KY N 2 2030-03-17 Floating 2.08150000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415PM96 66397.64000000 PA USD 76037.64000000 0.002374684789 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 93362FAD5 1629391.13000000 PA USD 1629302.17000000 0.050883734434 Long ABS-MBS CORP US N 2 2046-08-25 Variable 2.84702400 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YY84 48382.52000000 PA USD 52320.54000000 0.001633990619 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJQ76 2341352.03000000 PA USD 2572952.63000000 0.080354301828 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N EMPOWER FINANCE 2020 LP N/A 29248HAA1 928000.00000000 PA USD 900996.82000000 0.028138477784 Long DBT CORP US N 2 2027-09-17 Fixed 1.35700000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B4PJ1 8140843.94000000 PA USD 1535684.73000000 0.047960025718 Long ABS-MBS USGSE US N 2 2049-05-25 Floating 5.94812000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398KAH3 4378263.42000000 PA USD 886861.04000000 0.027697011929 Long ABS-MBS USGSE US N 2 2039-10-15 Floating 6.09025000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325WHB1 9252146.83000000 PA USD 1173607.99000000 0.036652229643 Long ABS-MBS USGSE US N 2 2044-02-15 Variable 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411XMB8 758.94000000 PA USD 835.94000000 0.000026106728 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N IDAHO POWER CO TN0LL73P2C8X3W6KM391 45138LBF9 656000.00000000 PA USD 808925.80000000 0.025263064361 Long DBT CORP US N 2 2048-03-01 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AUAV3 18707531.50000000 PA USD 3680192.37000000 0.114933825457 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 5.94812000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EXEW9 348565.76000000 PA USD 366069.59000000 0.011432494318 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393EAA7 574355.48000000 PA USD 118435.49000000 0.003698785978 Long ABS-MBS USGSE US N 2 2033-08-25 Fixed 6.00000000 N N N N N N COLLAT CP V CO LLC N/A 000000000 600000.00000000 PA USD 599098.80000000 0.018710086318 Long DBT CORP US N 2 2022-06-08 Fixed 0.36000000 N N N N N Octagon Investment Partners XV 549300VYCI9AZ4NZBX86 67590EAS3 4000000.00000000 PA USD 3996896.00000000 0.124824601827 Long ABS-CBDO CORP KY N 2 2030-07-19 Floating 1.47363000 N N N N N N JP Morgan Mortgage Trust N/A 466247LZ4 5135.90000000 PA USD 5166.25000000 0.000161343977 Long ABS-MBS CORP US N 2 2035-02-25 Variable 2.57681800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417WUE9 148508.92000000 PA USD 163726.64000000 0.005113246040 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LDQ2 3897.99000000 PA USD 4292.96000000 0.000134070794 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJA8 323000.00000000 PA USD 389506.44000000 0.012164436173 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBF0 400000.00000000 PA USD 408281.54000000 0.012750789778 Long DBT CORP CA N 2 2031-12-02 Fixed 2.45000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YWB9 12579.73000000 PA USD 13476.76000000 0.000420884406 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J86J7 7423969.63000000 PA USD 7984965.16000000 0.249373538041 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410UHR6 21013.31000000 PA USD 24062.48000000 0.000751480520 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N NEWCREST FINANCE PTY LTD 549300I0XDZ4K7PDSS04 65120FAD6 702000.00000000 PA USD 736038.20000000 0.022986756534 Long DBT CORP AU N 2 2030-05-13 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411FKX1 1421.91000000 PA USD 1616.56000000 0.000050485791 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296QDB2 7765.39000000 PA USD 8744.21000000 0.000273085046 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AHX27 997119.28000000 PA USD 1126730.19000000 0.035188217890 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A74E5 22528.36000000 PA USD 24910.51000000 0.000777964823 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407F7B0 4721.85000000 PA USD 5200.44000000 0.000162411744 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BV7 1000000.00000000 PA USD 1066770.46000000 0.033315652424 Long DBT CORP US N 2 2024-09-01 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411JCP9 483856.98000000 PA USD 595874.18000000 0.018609380193 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416NHN5 12995.78000000 PA USD 13916.43000000 0.000434615470 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419FXQ4 102512.68000000 PA USD 110056.22000000 0.003437098148 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411AY33 26375.76000000 PA USD 30566.01000000 0.000954588267 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAH6 537000.00000000 PA USD 526155.95000000 0.016432053012 Long DBT CORP GB N 2 2025-09-02 Fixed 1.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410CED0 5319.33000000 PA USD 5854.75000000 0.000182846097 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.00000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 929227LE4 4803.59000000 PA USD 4922.85000000 0.000153742501 Long ABS-MBS CORP US N 2 2034-02-27 Floating 1.47500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GAQ6 1215216.53000000 PA USD 1373480.13000000 0.042894313573 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAM5 1626000.00000000 PA USD 1576265.36000000 0.049227374426 Long DBT CORP US N 2 2025-09-15 Fixed 0.90000000 N N N N N N VITERRA FINANCE BV 213800HBZGEIZLKJBI17 92852LAA7 1065000.00000000 PA USD 1059236.59000000 0.033080366761 Long DBT CORP NL N 2 2026-04-21 Fixed 2.00000000 N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAM1 1160000.00000000 PA USD 1224211.50000000 0.038232596755 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407CDB0 36165.99000000 PA USD 36398.89000000 0.001136751356 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 1.63700000 N N N N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC USD 1263.40000000 0.000039456468 N/A DFE CORP US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 -4202365.45000000 PHP 83230.81000000 USD 2022-01-21 1263.40000000 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAP4 1625000.00000000 PA USD 1864840.35000000 0.058239682533 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHM4 1000000.00000000 PA USD 1115658.31000000 0.034842438812 Long DBT CORP US N 2 2029-07-23 Fixed 4.27100000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 768000.00000000 PA USD 840898.85000000 0.026261595029 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5GQ7 28403.63000000 PA USD 32974.48000000 0.001029805713 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N FREMF Mortgage Trust N/A 302947AJ5 8285000.00000000 PA USD 6169901.64000000 0.192688405084 Long ABS-MBS CORP US N 2 2049-12-25 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A2JJ9 2662.96000000 PA USD 2944.16000000 0.000091947250 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBM3 1380000.00000000 PA USD 1431082.18000000 0.044693247785 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAX3 851000.00000000 PA USD 974435.07000000 0.030431982623 Long DBT CORP US N 2 2040-04-15 Fixed 4.37500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -197.00000000 NC USD -396452.69000000 -0.01238137023 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2022-03-22 -28451734.81000000 USD -396452.69000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A2MZ9 36331.74000000 PA USD 40159.04000000 0.001254182289 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F3B9 12529.23000000 PA USD 14534.64000000 0.000453922406 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Symphony CLO Ltd 5493006CLZCEH6WYKR81 87167WAG0 8200000.00000000 PA USD 8199950.80000000 0.256087622399 Long ABS-CBDO CORP KY N 2 2034-04-19 Floating 2.17363000 N N N N N N OVERSEA-CHINESE BANKING CORP LTD. (NEW YORK) N/A 000000000 425000.00000000 PA USD 425058.24000000 0.013274732582 Long DBT CORP US N 2 2022-03-17 Fixed 0.25000000 N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 1166000.00000000 PA USD 1284270.12000000 0.040108250594 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241KYP7 56510.49000000 PA USD 65312.90000000 0.002039747027 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.00000000 N N N N N N BBCCRE Trust N/A 05490TAN2 22800000.00000000 PA USD 481380.96000000 0.015033712826 Long ABS-MBS CORP US N 2 2033-08-10 Variable 0.59660000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DP79 38134.21000000 PA USD 43283.03000000 0.001351745701 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388W5H5 5208.72000000 PA USD 5753.40000000 0.000179680898 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EG6F6 64130.58000000 PA USD 68683.15000000 0.002145001233 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 4.50000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DZ4 1875000.00000000 PA USD 1911357.99000000 0.059692446351 Long DBT CORP US N 2 2025-03-10 Fixed 2.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H022614 16000000.00000000 PA USD 16386232.32000000 0.511748347918 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 2.50000000 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261XAF9 940000.00000000 PA USD 917127.87000000 0.028642256690 Long DBT CORP US N 2 2028-09-30 Fixed 2.85000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBM1 450000.00000000 PA USD 433226.17000000 0.013529820183 Long DBT CORP US N 2 2030-08-10 Fixed 1.74900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411JCE4 198182.26000000 PA USD 233153.56000000 0.007281475497 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HGR74 240930.08000000 PA USD 256980.53000000 0.008025600950 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAF3 536000.00000000 PA USD 572144.23000000 0.017868284713 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCC7 1576000.00000000 PA USD 1682104.20000000 0.052532762172 Long DBT CORP US N 2 2030-07-15 Fixed 3.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M44X8 8614.56000000 PA USD 9806.48000000 0.000306260148 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 0010EPAN8 1198000.00000000 PA USD 1279828.79000000 0.039969546147 Long DBT CORP US N 2 2025-10-01 Fixed 3.85000000 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196BY7 480000.00000000 PA USD 472290.28000000 0.014749807387 Long DBT CORP US N 2 2051-12-13 Fixed 2.60700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ALY45 518053.57000000 PA USD 566892.97000000 0.017704285840 Long ABS-MBS USGSE US N 2 2042-01-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7ZR0 54144.16000000 PA USD 62032.47000000 0.001937297935 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5.50000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAH3 2462000.00000000 PA USD 2975878.27000000 0.092937824787 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N AGL CLO 1 Ltd. 54930005OE1IFBESDA27 00120BAG5 2000000.00000000 PA USD 1969726.00000000 0.061515301789 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 1.98010000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 906548CJ9 998000.00000000 PA USD 1131123.05000000 0.035325408600 Long DBT CORP US N 2 2042-09-15 Fixed 3.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292LDE2 380218.43000000 PA USD 420798.80000000 0.013141708630 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Sequoia Mortgage Trust N/A 81746LCD2 774636.04000000 PA USD 786773.58000000 0.024571241996 Long ABS-MBS CORP US N 2 2045-07-25 Variable 3.72325700 N N N N N N UNITED AIRLINES 2012-1 A N/A 210795PZ7 917829.34000000 PA USD 952567.16000000 0.029749039369 Long DBT CORP US N 2 2024-04-11 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410PZ30 57890.61910000 PA USD 63723.11000000 0.001990097273 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AF3C2 11577.65000000 PA USD 12408.60000000 0.000387525358 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QSYY8 114501.73000000 PA USD 124711.89000000 0.003894800368 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N UNITED AIR 2019-2 A PTT N/A 90932MAA3 376683.78000000 PA USD 374447.03000000 0.011694124997 Long DBT CORP US N 2 2028-05-01 Fixed 2.90000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36193BMR4 937982.65000000 PA USD 1010244.75000000 0.031550332725 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408DRS5 93268.03000000 PA USD 105454.67000000 0.003293389969 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A8HP6 883181.01000000 PA USD 938582.07000000 0.029312279621 Long ABS-MBS USGSE US N 2 2041-03-15 Fixed 4.00000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 939336X40 21734.45000000 PA USD 21743.71000000 0.000679064439 Long ABS-MBS CORP US N 2 2045-01-25 Floating 0.74188000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335HXD0 2036.41000000 PA USD 2229.27000000 0.000069620960 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 5.50000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFP4 550000.00000000 PA USD 596897.50000000 0.018641338871 Long DBT CORP US N 2 2027-07-01 Fixed 3.50000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404FWY5 9671.59000000 PA USD 10966.20000000 0.000342478650 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36295PZ70 102297.90000000 PA USD 118162.40000000 0.003690257272 Long ABS-MBS USGA US N 2 2038-03-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AULV7 233472.90000000 PA USD 258837.82000000 0.008083604832 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AC2 750000.00000000 PA USD 733416.97000000 0.022904894511 Long DBT CORP CH N 2 2027-01-30 Fixed 1.36400000 N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DB0 245000.00000000 PA USD 301375.68000000 0.009412078587 Long DBT CORP US N 2 2055-01-15 Fixed 4.37500000 N N N N N N Washington Mutual Mortgage Pas N/A 93935YAA8 1346134.41000000 PA USD 851380.07000000 0.026588927568 Long ABS-MBS CORP US N 2 2036-12-25 Floating 0.30188000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAQ2 31000.00000000 PA USD 35613.17000000 0.001112213018 Long DBT CORP US N 2 2051-03-24 Fixed 4.40000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AE8 1000000.00000000 PA USD 968774.58000000 0.030255203340 Long DBT CORP CH N 2 2032-02-11 Fixed 2.09500000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65559CAD3 1470000.00000000 PA USD 1397235.00000000 0.043636187315 Long DBT CORP FI N 2 N/A Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403C6L0 139294.92000000 PA USD 157614.61000000 0.004922364989 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -53634.65000000 -0.00167503078 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -13034344.01000000 MYR 3076023.98000000 USD 2022-01-21 -53634.65000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398WQQ0 4557292.59000000 PA USD 5172371.23000000 0.161535146095 Long ABS-MBS USGSE US N 2 2034-12-15 Fixed 5.50000000 N N N N N N MOSAIC CO 2YD5STGSJNMUB7H76907 61945CAD5 2445000.00000000 PA USD 3036364.33000000 0.094826827742 Long DBT CORP US N 2 2033-11-15 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QSMA3 579379.69000000 PA USD 617636.83000000 0.019289036136 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GCH4 45820.07000000 PA USD 53180.35000000 0.001660842817 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410QR94 11574.25000000 PA USD 13411.37000000 0.000418842251 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AHVA3 8531373.45000000 PA USD 1702889.44000000 0.053181893225 Long ABS-MBS USGSE US N 2 2041-11-15 Floating 6.44025000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAR3 400000.00000000 PA USD 389315.32000000 0.012158467421 Long DBT CORP US N 2 2033-11-15 Fixed 2.65000000 N N N N N N Oaktown Re Ltd N/A 67389JAC2 2900000.00000000 PA USD 2858942.96000000 0.089285890008 Long ABS-MBS CORP BM N 2 2034-04-25 Floating 3.39967000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCB4 1275000.00000000 PA USD 1297889.79000000 0.040533598135 Long DBT CORP US N 2 2082-03-15 Fixed 3.80000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407RY99 4036.10000000 PA USD 4448.66000000 0.000138933365 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415MY33 1032.55000000 PA USD 1136.91000000 0.000035506137 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BX7 1612000.00000000 PA USD 1655724.23000000 0.051708905547 Long DBT CORP US N 2 2061-08-12 Fixed 3.20000000 N N N N N US AIRWAYS 2012-1A PTT N/A 90345WAA2 772023.18000000 PA USD 810117.43000000 0.025300279425 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395PBA9 619575.82250000 PA USD 692487.13000000 0.021626639840 Long ABS-MBS USGSE US N 2 2035-02-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138APZN1 166912.77000000 PA USD 183285.35000000 0.005724072088 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VBG8 2000000.00000000 PA USD 2239324.90000000 0.069934979295 Long DBT CORP US N 2 2042-11-01 Fixed 3.85000000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752AL7 1416000.00000000 PA USD 1483438.56000000 0.046328357702 Long DBT CORP US N 2 2029-09-15 Fixed 2.87500000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBF1 450000.00000000 PA USD 446130.46000000 0.013932826131 Long DBT CORP US N 2 2051-12-10 Fixed 2.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810ST6 920000.00000000 PA USD 838709.37000000 0.026193216726 Long DBT UST US N 2 2040-11-15 Fixed 1.37500000 N N N N N N JP Morgan Mortgage Trust N/A 46649TAY2 1376465.96000000 PA USD 1408803.27000000 0.043997468843 Long ABS-MBS CORP US N 2 2048-09-25 Variable 3.73913700 N N N N N N Bear Stearns Alt-A Trust N/A 073868BE0 984235.69000000 PA USD 640451.51000000 0.020001547382 Long ABS-MBS CORP US N 2 2036-11-25 Variable 2.88944300 N N N N N N GS Mortgage Securities Trust N/A 36257UAN7 105351680.21000000 PA USD 5439317.78000000 0.169871989689 Long ABS-MBS CORP US N 2 2052-09-01 Variable 0.80832900 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GK2F2 1101134.24000000 PA USD 1206308.03000000 0.037673464490 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.00000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325WRU8 9222753.79000000 PA USD 1036442.93000000 0.032368511978 Long ABS-MBS USGSE US N 2 2031-02-15 Fixed 4.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163ABP7 3160000.00000000 PA USD 3168632.49000000 0.098957613333 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 3.75900000 N N N N N N JP Morgan Mortgage Trust N/A 46649HBA9 1006918.48000000 PA USD 1026406.18000000 0.032055060409 Long ABS-MBS CORP US N 2 2048-12-25 Variable 3.79522900 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410EZ76 14837.56000000 PA USD 16375.22000000 0.000511404428 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 523.00000000 NC USD 70358.73000000 0.002197330242 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2022-03-22 83838453.77000000 USD 70358.73000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KHA5 35680.17000000 PA USD 40353.93000000 0.001260268779 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.00000000 N N N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK) N/A 000000000 400000.00000000 PA USD 399896.79000000 0.012488930806 Long DBT CORP US N 2 2022-04-18 Fixed 0.18000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BN61 37139.29000000 PA USD 42178.66000000 0.001317255800 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DC6 611000.00000000 PA USD 652313.95000000 0.020372015953 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411WZQ3 1576.16000000 PA USD 1748.49000000 0.000054606016 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BS2 1020000.00000000 PA USD 1006544.48000000 0.031434771867 Long DBT CORP US N 2 2031-11-10 Fixed 2.12500000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAE0 1379000.00000000 PA USD 1388414.41000000 0.043360716891 Long DBT CORP US N 2 2031-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QRUP3 429767.87000000 PA USD 455405.63000000 0.014222493263 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 127097AE3 4243000.00000000 PA USD 4562717.01000000 0.142495409944 Long DBT CORP US N 2 2027-05-15 Fixed 3.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QSWF1 693030.15000000 PA USD 742670.61000000 0.023193889253 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAR7 908000.00000000 PA USD 923680.69000000 0.028846903783 Long DBT CORP US N 2 2051-06-15 Fixed 4.12500000 N N N N N N Octagon Investment Partners XV 54930007Y57X4ONHQV20 67590GBG3 4250000.00000000 PA USD 4251024.25000000 0.132761124974 Long ABS-CBDO CORP KY N 2 2031-01-25 Floating 1.12388000 N N N N N N Dryden Senior Loan Fund 549300K4FV16ICO2FF98 26251BAL0 7460000.00000000 PA USD 7461402.48000000 0.233022473850 Long ABS-CBDO CORP KY N 2 2030-08-15 Floating 1.35600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A4KC2 1222473.47000000 PA USD 42350.52000000 0.001322623054 Long ABS-MBS USGSE US N 2 2040-06-25 Floating 6.51812000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813CM9 1150000.00000000 PA USD 1159256.49000000 0.036204026769 Long DBT CORP US N 2 2028-12-01 Fixed 2.27200000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CFD1 4916732.67000000 PA USD 5159891.01000000 0.161145384017 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 31395QJ76 278201.13000000 PA USD 38294.00000000 0.001195936372 Long ABS-MBS USGSE US N 2 2043-08-25 Fixed 3.50000000 N N N N N N LLOYDS BANK CORPORATE MARKETS PLC N 0.24% CP 22/02/2022 N/A 000000000 750000.00000000 PA USD 750131.26000000 0.023426888227 Long DBT CORP US N 2 2022-02-22 Fixed 0.24000000 N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 632525AS0 1575000.00000000 PA USD 1671338.66000000 0.052196550211 Long DBT CORP AU N 2 2034-08-02 Fixed 3.93300000 N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AW9 1250000.00000000 PA USD 1371062.23000000 0.042818801625 Long DBT CORP GB N 2 2026-03-08 Fixed 4.30000000 N N N N N N MAIN STREET CAPITAL CORP 5493001FS9QJLJNF3E20 56035LAE4 3310000.00000000 PA USD 3323176.41000000 0.103784079491 Long DBT CORP US N 2 2026-07-14 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296DP28 717250.76000000 PA USD 828494.69000000 0.025874208334 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.00000000 N N N N N N BRITISH AIR 20-1 A PTT N/A 11044MAA4 511602.07000000 PA USD 546167.75000000 0.017057029235 Long DBT CORP US N 2 2032-11-15 Fixed 4.25000000 N N N N N N JP Morgan Mortgage Trust N/A 46650QAC2 55770.91000000 PA USD 56195.98000000 0.001755022104 Long ABS-MBS CORP US N 2 2049-09-25 Variable 4.00000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017CW7 1423000.00000000 PA USD 1718504.75000000 0.053669565372 Long DBT CORP US N 2 2038-11-16 Fixed 4.45000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412P4D0 67039.99000000 PA USD 71823.52000000 0.002243076198 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411G6F4 13444.11000000 PA USD 15375.10000000 0.000480170296 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJQN3 141244.27000000 PA USD 156407.49000000 0.004884666166 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396WDQ6 2162155.00000000 PA USD 448785.54000000 0.014015745302 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 5.99812000 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BN9 580000.00000000 PA USD 570861.97000000 0.017828239239 Long DBT CORP US N 2 2051-12-15 Fixed 2.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397NUJ2 1466269.54000000 PA USD 1611568.64000000 0.050329909461 Long ABS-MBS USGSE US N 2 2036-10-25 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W93Z1 84923.35000000 PA USD 92967.43000000 0.002903408653 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BMS4 10575.35620000 PA USD 12275.63000000 0.000383372653 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJE0 1000000.00000000 PA USD 964245.87000000 0.030113769982 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176SAL4 47445.98000000 PA USD 53418.40000000 0.001668277210 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 5.00000000 N N N N N N Cedar Funding Ltd 549300PTCF9P2JDL1E69 15032EAN9 3000000.00000000 PA USD 2995728.00000000 0.093557739501 Long ABS-CBDO CORP KY N 2 2034-10-17 Floating 1.57225000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A6JS4 1182715.61000000 PA USD 160015.04000000 0.004997331342 Long ABS-MBS USGSE US N 2 2042-04-25 Fixed 5.00000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172AU3 1500000.00000000 PA USD 1616884.28000000 0.050495918946 Long DBT CORP US N 2 2042-08-21 Fixed 3.87500000 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BJ5 1627000.00000000 PA USD 2018990.26000000 0.063053843607 Long DBT CORP US N 2 2048-04-15 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403VRB7 358.31000000 PA USD 398.02000000 0.000012430317 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398RKF1 2418581.99000000 PA USD 468948.29000000 0.014645435752 Long ABS-MBS USGSE US N 2 2040-06-25 Floating 6.31812000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDR9 39983700.00000000 PA USD 39994633.14000000 1.249047800330 Long DBT UST US N 2 2023-12-31 Fixed 0.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411REN4 28836.84000000 PA USD 31769.42000000 0.000992171225 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407VTH8 2497.46000000 PA USD 2753.51000000 0.000085993178 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414PU64 19380.69000000 PA USD 22460.22000000 0.000701441323 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.00000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAG1 396000.00000000 PA USD 395752.25000000 0.012359495225 Long DBT CORP US N 2 2028-12-15 Fixed 2.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398SWY5 11969185.37000000 PA USD 2307783.42000000 0.072072965247 Long ABS-MBS USGSE US N 2 2040-12-25 Floating 5.92812000 N N N N N N Sound Point CLO LTD N/A 83614VAG0 2600000.00000000 PA USD 2602355.60000000 0.081272567908 Long ABS-CBDO CORP KY N 2 2034-04-25 Floating 2.42388000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825CAZ7 1334000.00000000 PA USD 1339650.00000000 0.041837785581 Long DBT CORP US N 2 2031-02-15 Fixed 2.40000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QPHT4 363139.65000000 PA USD 384054.75000000 0.011994177794 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.50000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBD1 500000.00000000 PA USD 587552.95000000 0.018349504974 Long DBT CORP GB N 2 2043-02-19 Fixed 4.37500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412N3V6 28528.26000000 PA USD 31553.08000000 0.000985414843 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307M2M7 461504.44000000 PA USD 481045.32000000 0.015023230659 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AHX8 56593.04000000 PA USD 65667.77000000 0.002050829754 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397QPY8 654653.86000000 PA USD 730342.12000000 0.022808865761 Long ABS-MBS USGSE US N 2 2041-02-25 Fixed 5.00000000 N N N N N N FREMF Mortgage Trust N/A 30263SAA5 102687002.00000000 PA USD 102.69000000 0.000003207048 Long ABS-MBS USGSE US N 2 2044-12-25 Fixed 0.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402V4E7 222175.44000000 PA USD 246459.53000000 0.007697026066 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F2G9 10999.47000000 PA USD 12485.98000000 0.000389941965 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415LCG0 54768.67000000 PA USD 60355.56000000 0.001884927389 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.00000000 N N N N N N Cedar Funding Ltd 549300PPJP6KEORGHQ85 150323BE2 3250000.00000000 PA USD 3229807.75000000 0.100868140270 Long ABS-CBDO CORP KY N 2 2034-07-23 Floating 2.12388000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FL5 539000.00000000 PA USD 536696.43000000 0.016761236263 Long DBT CORP US N 2 2029-09-01 Fixed 2.00000000 N N N N N N Securitized Asset Backed Recei N/A 81377XAB8 52981.78000000 PA USD 19783.85000000 0.000617857256 Long ABS-MBS CORP US N 2 2036-11-25 Floating 0.26188000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AT6 705000.00000000 PA USD 698029.81000000 0.021799739872 Long DBT CORP US N 2 2030-06-15 Fixed 2.50000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 000000000 10245308.00000000 PA USD 10245308.00000000 0.319964915700 Long RA CORP US N 2 Repurchase Y 0.05000000 2022-01-03 10467860.78095228 USD 10450214.08674603 USD AMBS 5.12265400 USD 5.12470306 USD UST N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBF8 755000.00000000 PA USD 892941.70000000 0.027886913284 Long DBT CORP US N 2 2040-03-19 Fixed 4.22700000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAH4 863000.00000000 PA USD 944848.36000000 0.029507978272 Long DBT CORP US N 2 2024-12-15 Fixed 5.50000000 N N N N N N First Horizon Mortgage Pass-Th N/A 32051GQL2 24149.29000000 PA USD 19159.46000000 0.000598357316 Long ABS-MBS CORP US N 2 2035-08-25 Variable 2.77305500 N N N N N N PERKINELMER INC 549300IKL1SDPFI7N655 714046AM1 237000.00000000 PA USD 231689.95000000 0.007235766393 Long DBT CORP US N 2 2028-09-15 Fixed 1.90000000 N N N N N N SCHLUMBERGER INVESTMENT 529900EZ29I5KXPV2J32 806854AD7 1500000.00000000 PA USD 1509596.90000000 0.047145292737 Long DBT CORP LU N 2 2022-08-01 Fixed 2.40000000 N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAE0 505000.00000000 PA USD 490382.56000000 0.015314836261 Long DBT CORP US N 2 2031-10-15 Fixed 3.15000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NTU9 12312.75000000 PA USD 13411.96000000 0.000418860677 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBR6 381000.00000000 PA USD 384387.17000000 0.012004559398 Long DBT CORP US N 2 2028-06-01 Fixed 2.18200000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BB1 560000.00000000 PA USD 681899.75000000 0.021295991884 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F5Y7 13447.21000000 PA USD 15593.88000000 0.000487002879 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 266233AH8 868000.00000000 PA USD 850474.08000000 0.026560633151 Long DBT CORP US N 2 2030-10-01 Fixed 2.53200000 N N N N N N Voya Emerging Markets Local Cu 549300ZQOPFIB5V6CL41 92913M500 8761396.63900000 NS USD 53882589.33000000 1.682774022282 Long EC RF US N 1 N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DJ3 2295000.00000000 PA USD 2300737.50000000 0.071852918451 Long DBT CORP US N 2 2051-09-15 Fixed 3.75000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K97D0 1655.04000000 PA USD 1827.15000000 0.000057062598 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111EH2 491000.00000000 PA USD 612679.85000000 0.019134227741 Long DBT CORP US N 2 2035-03-01 Fixed 5.30000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAA0 1000000.00000000 PA USD 1028416.13000000 0.032117831922 Long DBT CORP US N 2 2025-02-15 Fixed 2.65000000 N N N N N N Citicorp Mortgage Securities, N/A 173105AA5 522660.85000000 PA USD 526375.35000000 0.016438904959 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XM87 35542.46000000 PA USD 39167.65000000 0.001223220798 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 50540RAT9 969000.00000000 PA USD 1015126.15000000 0.031702780727 Long DBT CORP US N 2 2024-09-01 Fixed 3.25000000 N N N N N N COMMONBOND STUDENT LOAN TRUST 549300KDXV3I7WKXA522 20268KAC4 585170.72000000 PA USD 595337.59000000 0.018592622281 Long ABS-O CORP US N 2 2042-09-25 Fixed 3.26000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419LC92 35160.59000000 PA USD 38885.94000000 0.001214422886 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414NDD3 1146.12000000 PA USD 1263.47000000 0.000039458654 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MTJ6 43687.79000000 PA USD 47535.92000000 0.001484565094 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGS70 28020.51000000 PA USD 30746.74000000 0.000960232534 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CR7 1085000.00000000 PA USD 1344154.89000000 0.041978475031 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416PF36 95114.49000000 PA USD 105164.04000000 0.003284313482 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AJ9 3900000.00000000 PA USD 4805636.12000000 0.150081867331 Long DBT CORP US N 2 2038-08-15 Fixed 4.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NJK2 32491.60000000 PA USD 35351.17000000 0.001104030657 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 5.00000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CB0 813000.00000000 PA USD 870139.05000000 0.027174777740 Long DBT CORP US N 2 2051-05-12 Fixed 3.10000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KK6 1505000.00000000 PA USD 1541068.53000000 0.048128163866 Long DBT CORP US N 2 2024-09-15 Fixed 2.20000000 N N N N N N MIZUHO FIN GRP CAYMAN 2 5493005X5HKEZQSVVC05 000000000 5870000.00000000 PA USD 5977168.59000000 0.186669277685 Long DBT CORP KY N 2 2022-07-18 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391DRP0 8646.51000000 PA USD 9550.41000000 0.000298262983 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AABP9 847924.25000000 PA USD 866308.52000000 0.027055148812 Long ABS-MBS USGSE US N 2 2042-12-25 Floating 5.28090000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAR3 1394000.00000000 PA USD 1421762.61000000 0.044402194024 Long DBT CORP US N 2 2023-03-01 Fixed 2.72600000 N N N N N XLIT LTD 635400XCGXK8NVDIVE95 98420EAD7 1668000.00000000 PA USD 2290359.59000000 0.071528812324 Long DBT CORP KY N 2 2045-03-31 Fixed 5.50000000 N N N N N N HERO Funding Trust N/A 42770UAA1 1236307.28710000 PA USD 1284338.07000000 0.040110372699 Long ABS-O CORP US N 2 2040-09-20 Fixed 3.99000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XBH6 3789232.67000000 PA USD 3951929.82000000 0.123420290703 Long ABS-MBS CORP US N 2 2028-04-25 Floating 5.65275000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BS0 1499000.00000000 PA USD 1488174.01000000 0.046476247630 Long DBT CORP US N 2 2026-03-15 Fixed 1.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396CBT6 4060638.16000000 PA USD 778382.51000000 0.024309185648 Long ABS-MBS USGSE US N 2 2035-10-15 Floating 6.62025000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 1790000.00000000 PA USD 1818445.93000000 0.056790766924 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJ4B1 154766.66000000 PA USD 179405.24000000 0.005602894758 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCP9 1435000.00000000 PA USD 1407262.05000000 0.043949335949 Long DBT CORP US N 2 2027-09-22 Fixed 1.47000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAY6 392000.00000000 PA USD 406366.37000000 0.012690978282 Long DBT CORP US N 2 2025-04-15 Fixed 2.85000000 N N N N N N BETHESDA SECURITIES, LLC 254900O3C3TARG6WQ048 000000000 3036800.00000000 PA USD 3036800.00000000 0.094840433884 Long RA CORP US N 2 Repurchase Y 0.09000000 2022-01-03 11842250.21674240 USD 3097536.00157913 USD AMBS N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AQ9 842000.00000000 PA USD 903194.01000000 0.028207096875 Long DBT CORP US N 2 2050-08-01 Fixed 3.75000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAC1 826000.00000000 PA USD 810969.86000000 0.025326901142 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396PCB5 1875527.98000000 PA USD 394587.27000000 0.012323112451 Long ABS-MBS USGSE US N 2 2037-01-25 Floating 6.63812000 N N N N N N Countrywide Home Loans N/A 12669F6Z1 1427600.09000000 PA USD 1440141.84000000 0.044976184457 Long ABS-MBS CORP US N 2 2034-11-25 Variable 2.67306300 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EQ2 1553000.00000000 PA USD 1526583.77000000 0.047675799231 Long DBT CORP AU N 2 2040-11-16 Fixed 2.96300000 N N N N N BARCLAYS BANK PLC (NEW YORK) G5GSEF7VJP5I7OUK5573 06742TA48 725000.00000000 PA USD 724981.91000000 0.022641464338 Long DBT CORP US N 2 2022-03-22 Floating 0.15883500 N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -30636.11000000 -0.00095677751 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -6295765.68000000 PEN 1544404.68000000 USD 2022-02-04 -30636.11000000 N N N OVERSEA-CHINESE BANKING CORP LTD. (NEW YORK) N/A 000000000 700000.00000000 PA USD 700069.32000000 0.021863434555 Long DBT CORP US N 2 2022-03-24 Fixed 0.26000000 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCY5 8250800.00000000 PA USD 8156689.31000000 0.254736549400 Long DBT UST US N 2 2028-09-30 Fixed 1.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396ERS7 804350.44000000 PA USD 32280.67000000 0.001008137759 Long ABS-MBS USGSE US N 2 2035-03-15 Floating 6.49025000 N N N N N N UNITED AIR 2016-2 AA PTT N/A 90932EAA1 3704618.13000000 PA USD 3782847.07000000 0.118139771284 Long DBT CORP US N 2 2028-10-07 Fixed 2.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411AGT6 13242.61000000 PA USD 14673.93000000 0.000458272486 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LAP87 48857.31000000 PA USD 54666.85000000 0.001707266785 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411YGG2 21396.98000000 PA USD 24274.44000000 0.000758100112 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MG48 23351.41000000 PA USD 26828.51000000 0.000837864702 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N TRANSCONT GAS PIPE LINE N/A 893574AP8 257000.00000000 PA USD 271184.05000000 0.008469182351 Long DBT CORP US N 2 2030-05-15 Fixed 3.25000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKE1 990000.00000000 PA USD 972296.73000000 0.030365201441 Long DBT CORP US N 2 2052-02-01 Fixed 3.30000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 1608000.00000000 PA USD 1576324.65000000 0.049229226076 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N SKANDIN ENS BANKEN AG N/A 83050UDC9 300000.00000000 PA USD 299819.71000000 0.009363485044 Long DBT CORP SE N 2 2022-04-12 None 0.00000000 N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAM1 1964000.00000000 PA USD 2348805.01000000 0.073354085306 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBX3 1349000.00000000 PA USD 1300674.22000000 0.040620556956 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KML2 6426.74000000 PA USD 7355.72000000 0.000229721969 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Driven Brands Funding, LLC N/A 26208LAD0 1361500.00000000 PA USD 1441931.97000000 0.045032090907 Long ABS-O CORP US N 2 2049-04-20 Fixed 4.64100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BXNY4 8896764.84000000 PA USD 1645186.20000000 0.051379798810 Long ABS-MBS USGSE US N 2 2047-04-15 Floating 5.89025000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NWX9 31560.63000000 PA USD 36188.03000000 0.001130166117 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AP2V9 128597.08000000 PA USD 137828.36000000 0.004304432779 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AM7 349000.00000000 PA USD 359385.68000000 0.011223753234 Long DBT CORP US N 2 2050-06-01 Fixed 3.35000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AD4 1400000.00000000 PA USD 1489908.08000000 0.046530403304 Long DBT CORP CA N 2 2025-06-15 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410G2H5 253342.64000000 PA USD 290294.51000000 0.009066009379 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.50000000 N N N N N N DXC TECHNOLOGY CO 549300DOVZ3EDJB7O259 23355LAL0 775000.00000000 PA USD 766643.27000000 0.023942564660 Long DBT CORP US N 2 2026-09-15 Fixed 1.80000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 732000.00000000 PA USD 841494.33000000 0.026280192099 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N SOCIETE GENERALE N/A 000000000 750000.00000000 PA USD 749737.47000000 0.023414590013 Long DBT CORP US N 2 2022-03-31 Fixed 0.16500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KXL3 12470.84000000 PA USD 14294.91000000 0.000446435546 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AG2 2558000.00000000 PA USD 2569127.30000000 0.080234835299 Long DBT CORP US N 2 2022-07-15 Variable 3.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412M4W5 366.62000000 PA USD 416.36000000 0.000013003083 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BQ2 54785.77990000 PA USD 64943.50000000 0.002028210523 Long DBT CORP US N 2 2030-01-10 Fixed 6.94300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396LFD7 171620.64000000 PA USD 197317.91000000 0.006162314343 Long ABS-MBS USGSE US N 2 2036-10-25 Fixed 6.25000000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAD9 2306000.00000000 PA USD 2852599.16000000 0.089087770690 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BL1 1067000.00000000 PA USD 1162377.64000000 0.036301501486 Long DBT CORP US N 2 2027-04-01 Fixed 3.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD -25433.51000000 -0.00079429831 N/A DFE CORP US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -36684320.28000000 CNY 5730050.06000000 USD 2022-01-21 -25433.51000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407N6V0 2707.49000000 PA USD 3035.08000000 0.000094786717 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Bojangles Issuer, LLC N/A 09748RAA6 2350000.00000000 PA USD 2412940.52000000 0.075357061990 Long ABS-O CORP US N 2 2050-10-20 Fixed 3.83200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GU4Z7 331594.22000000 PA USD 357983.22000000 0.011179953868 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N BX Trust N/A 05608JAJ2 4000000.00000000 PA USD 4016606.80000000 0.125440177705 Long ABS-MBS CORP US N 2 2038-02-15 Floating 2.46000000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AY2 747000.00000000 PA USD 737390.75000000 0.023028997191 Long DBT CORP US N 2 2030-10-01 Fixed 2.25000000 N N N N N DZ BANK AG (NEW YORK) N/A 000000000 375000.00000000 PA USD 375006.75000000 0.011711605268 Long DBT CORP US N 2 2022-01-19 Fixed 0.11000000 N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546BA1 523000.00000000 PA USD 523402.42000000 0.016346059209 Long DBT CORP US N 2 2052-03-15 Fixed 3.30000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NZ32 2827.50000000 PA USD 2894.01000000 0.000090381047 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31375KZT7 6439.15000000 PA USD 6508.14000000 0.000203251719 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 7.00000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAJ2 796000.00000000 PA USD 782593.28000000 0.024440689617 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400TYM3 17063.23000000 PA USD 18733.76000000 0.000585062541 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A6JS0 125246.42000000 PA USD 137220.03000000 0.004285434398 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417UFL4 70483.25000000 PA USD 77942.32000000 0.002434168679 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FELR9 15284146.13000000 PA USD 16280756.52000000 0.508454298051 Long ABS-MBS USGSE US N 2 2048-03-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415RL36 3362.11000000 PA USD 3720.40000000 0.000116189525 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KVTV7 16093.93000000 PA USD 17672.75000000 0.000551926790 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAY1 2321000.00000000 PA USD 2365938.51000000 0.073889171111 Long DBT CORP IE N 2 2033-10-29 Fixed 3.40000000 N N N N N Gam Resecuritization Trust N/A 36459TCA2 1817000.00000000 PA USD 1316517.53000000 0.041115349631 Long ABS-MBS CORP US N 2 2028-10-27 None 0.00000000 N N N N N N SOUTH JERSEY INDUSTRIES 549300DJYWYT5VXLFA46 838518AA6 3107000.00000000 PA USD 3372085.33000000 0.105311523904 Long DBT CORP US N 2 2031-04-15 Variable 5.02000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBL5 1180000.00000000 PA USD 1296288.79000000 0.040483598288 Long DBT CORP US N 2 2026-12-15 Fixed 4.50000000 N N N N N Madison Park Funding Ltd N/A 55820JBE9 1650000.00000000 PA USD 1649990.10000000 0.051529826458 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 1.51765000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BJ8 3201000.00000000 PA USD 3387311.74000000 0.105787050554 Long DBT CORP US N 2 2049-11-15 Fixed 3.25000000 N N N N N N CITADEL SECURITIES LLC 12UUJYTN7D3SW8KCSG25 000000000 6952842.00000000 PA USD 6952842.00000000 0.217139934144 Long RA CORP US N 2 Repurchase Y 0.07000000 2022-01-03 6261702.80628672 USD 7097525.01639211 USD UST N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AJG97 81138.83000000 PA USD 89747.65000000 0.002802853683 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411S6E1 1627.22000000 PA USD 1884.83000000 0.000058863967 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HU59 2505.15000000 PA USD 2607.43000000 0.000081431043 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 3.18400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ADT39 278647.19000000 PA USD 305254.43000000 0.009533213443 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAA8 564000.00000000 PA USD 549475.78000000 0.017160340287 Long DBT CORP US N 2 2026-10-15 Fixed 2.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411CTY7 9339.80000000 PA USD 10474.68000000 0.000327128291 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833AL4 2000000.00000000 PA USD 2360519.00000000 0.073719917726 Long DBT CORP US N 2 2043-05-04 Fixed 3.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128E2RS7 7603.21000000 PA USD 8323.27000000 0.000259938928 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411JJY3 42412.49000000 PA USD 46719.06000000 0.001459054241 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N MAIN STREET CAPITAL CORP 5493001FS9QJLJNF3E20 56035LAD6 684000.00000000 PA USD 729591.94000000 0.022785437351 Long DBT CORP US N 2 2024-05-01 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJKN9 3331.65000000 PA USD 3821.15000000 0.000119335986 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGC7 3641000.00000000 PA USD 3986443.37000000 0.124498162166 Long DBT CORP US N 2 2027-11-25 Fixed 4.18300000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDA6 1250000.00000000 PA USD 1297682.73000000 0.040527131571 Long DBT CORP US N 2 2030-02-01 Fixed 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414QAH0 9493.20000000 PA USD 10424.98000000 0.000325576141 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YWH6 111529.64000000 PA USD 123293.31000000 0.003850497568 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ANG31 56351.85000000 PA USD 61726.14000000 0.001927731131 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N LMA AMERICAS LLC N/A 000000000 500000.00000000 PA USD 499528.01000000 0.015600452188 Long DBT CORP US N 2 2022-05-04 Fixed 0.15924994 N N N N N NORINCHUKIN BANK (NEW YORK) N/A 000000000 725000.00000000 PA USD 725003.65000000 0.022642143286 Long DBT CORP US N 2 2022-02-04 Fixed 0.12000000 N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XEP5 3216748.43000000 PA USD 3297024.96000000 0.102967359633 Long ABS-MBS CORP US N 2 2029-07-25 Floating 3.65275000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 1755000.00000000 PA USD 2046425.24000000 0.063910648601 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339D4L9 64497.92000000 PA USD 64602.38000000 0.002017557214 Long ABS-MBS USGSE US N 2 2029-12-15 Floating 0.45975000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAC2 1750000.00000000 PA USD 2039978.17000000 0.063709304121 Long DBT CORP US N 2 2047-05-30 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407UEQ6 507.12000000 PA USD 568.44000000 0.000017752600 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBM4 2400000.00000000 PA USD 2250062.23000000 0.070270310247 Long DBT CORP US N 2 2077-08-16 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392PPQ2 83383.59000000 PA USD 92695.80000000 0.002894925543 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 6.00000000 N N N N N N BMD2 Re-REMIC Trust N/A 055631HH1 1348000.00000000 PA USD 1233439.01000000 0.038520775447 Long ABS-MBS CORP US N 2 2052-05-25 Variable 2.52229100 N N N N N N OCP CLO Ltd 2549000M7NBNQ7XU2038 671000AG2 5050000.00000000 PA USD 4991460.40000000 0.155885231181 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 2.03150000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LC75 81018.34000000 PA USD 92653.69000000 0.002893610432 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N AMERICAN TRANSMISSION SY N/A 030288AC8 900000.00000000 PA USD 909365.57000000 0.028399837071 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BU3 1801000.00000000 PA USD 1779183.75000000 0.055564593917 Long DBT CORP GB N 2 2036-02-18 Fixed 3.26500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RRN1 2460.79000000 PA USD 2782.89000000 0.000086910726 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBV7 949000.00000000 PA USD 904328.20000000 0.028242518065 Long DBT CORP US N 2 2041-11-19 Fixed 2.52500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412WXR2 8198.82000000 PA USD 9314.25000000 0.000290887615 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36194U2W2 2560059.27000000 PA USD 2691422.18000000 0.084054151513 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N PACIFIC LIFE GF II 6354003EUPCHXTWUU869 6944PL2E8 1665000.00000000 PA USD 1657925.70000000 0.051777658303 Long DBT CORP US N 2 2026-04-14 Fixed 1.37500000 N N N N N Nomura Asset Acceptance Corpor N/A 65535VAA6 14852.63000000 PA USD 15122.87000000 0.000472293055 Long ABS-MBS CORP US N 2 2030-02-19 Variable 7.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDJ7 22502600.00000000 PA USD 22224833.53000000 0.694090112945 Long DBT UST US N 2 2031-11-15 Fixed 1.37500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EX2M4 3831087.18000000 PA USD 4126018.91000000 0.128857160049 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GUJL2 68958.05000000 PA USD 73918.72000000 0.002308510101 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KFH2 2357.90000000 PA USD 2703.33000000 0.000084426037 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACN3 865000.00000000 PA USD 859163.21000000 0.026831998028 Long DBT CORP US N 2 2060-11-15 Fixed 3.60000000 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAD6 955000.00000000 PA USD 939761.15000000 0.029349102744 Long DBT CORP US N 2 2031-10-15 Fixed 2.40000000 N N N N N N VERISIGN INC LMPL4N8ZOJRMF0KOF759 92343EAM4 806000.00000000 PA USD 811186.61000000 0.025333670328 Long DBT CORP US N 2 2031-06-15 Fixed 2.70000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAN9 582000.00000000 PA USD 611333.10000000 0.019092168220 Long DBT CORP US N 2 2024-04-01 Fixed 4.25000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BN3 750000.00000000 PA USD 765422.52000000 0.023904440167 Long DBT CORP JP N 2 2025-02-25 Fixed 2.19300000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325WRJ3 10595549.64000000 PA USD 912951.76000000 0.028511835166 Long ABS-MBS USGSE US N 2 2031-02-15 Fixed 3.00000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAN4 1265000.00000000 PA USD 1455233.52000000 0.045447503437 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXAT7 77246.29000000 PA USD 85945.90000000 0.002684123566 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EX7 1040000.00000000 PA USD 1029205.61000000 0.032142487687 Long DBT CORP AU N 2 2036-11-18 Fixed 3.02000000 N N N N N N GS Mortgage Securities Trust N/A 36253BAW3 38984951.80000000 PA USD 640546.15000000 0.020004503025 Long ABS-MBS CORP US N 2 2047-06-10 Variable 0.94602300 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31295MNX4 111791.02000000 PA USD 112388.01000000 0.003509920848 Long ABS-MBS USGSE US N 2 2029-01-01 Floating 2.53600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398JUG6 2735377.24000000 PA USD 531342.11000000 0.016594018787 Long ABS-MBS USGSE US N 2 2039-04-15 Floating 6.49025000 N N N N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 74460DAH2 365000.00000000 PA USD 364021.72000000 0.011368538549 Long DBT CORP US N 2 2028-11-09 Fixed 1.95000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJS9 1971000.00000000 PA USD 1957731.48000000 0.061140708308 Long DBT CORP US N 2 2027-07-22 Fixed 1.73400000 N N N N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 74460DAJ8 365000.00000000 PA USD 367255.08000000 0.011469517628 Long DBT CORP US N 2 2031-11-09 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6SU3 74491.22000000 PA USD 85369.06000000 0.002666108631 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Freddie Mac - STACR N/A 35564KPN3 5000000.00000000 PA USD 5039280.00000000 0.157378655711 Long ABS-MBS CORP US N 2 2041-12-25 Floating 3.80000000 N N N N N N SMB Private Education Loan Tru 549300XC4C7GRVLU6076 784456AF2 1550000.00000000 PA USD 1513138.06000000 0.047255884528 Long ABS-O CORP US N 2 2045-09-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213CYP9 5653.39000000 PA USD 6528.99000000 0.000203902872 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MWK4 8738.85000000 PA USD 9970.47000000 0.000311381619 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6N61 610.25000000 PA USD 707.48000000 0.000022094872 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412XZK3 6808.50000000 PA USD 7486.59000000 0.000233809089 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396H5W5 426182.66000000 PA USD 232235.07000000 0.007252790701 Long ABS-MBS USGSE US N 2 2036-01-15 Floating 24.16425000 N N N N N N LANDESBANK BADEN-WURTTEMBERG (NEW YORK) N/A 000000000 725000.00000000 PA USD 724923.17000000 0.022639629865 Long DBT CORP US N 2 2022-04-19 Fixed 0.18000000 N N N N N Voya Securitized Credit Fund 549300IRVV55AI1KRN67 92913M757 19739468.99400000 NS USD 192854612.07000000 6.022923829462 Long EC RF US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDM0 4476400.00000000 PA USD 4459613.50000000 0.139275447608 Long DBT UST US N 2 2023-11-30 Fixed 0.50000000 N N N N N AVANGRID INC 549300OX0Q38NLSKPB49 05351WAC7 323000.00000000 PA USD 339702.29000000 0.010609033382 Long DBT CORP US N 2 2025-04-15 Fixed 3.20000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AW5 532000.00000000 PA USD 518342.26000000 0.016188028463 Long DBT CORP US N 2 2052-02-15 Fixed 2.85000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WT93 180372.47000000 PA USD 199448.81000000 0.006228863171 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAZ7 1000000.00000000 PA USD 1037768.63000000 0.032409914100 Long DBT CORP US N 2 2049-08-15 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411XMC6 29873.31000000 PA USD 32954.13000000 0.001029170175 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36295GSG8 33348.30000000 PA USD 38543.58000000 0.001203730851 Long ABS-MBS USGA US N 2 2038-03-15 Fixed 5.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BY9 820000.00000000 PA USD 775598.77000000 0.024222248375 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAN8 1628000.00000000 PA USD 1598828.78000000 0.049932038725 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N Flagstar Mortgage Trust N/A 33851HBA0 1661074.33000000 PA USD 1650539.63000000 0.051546988491 Long ABS-MBS CORP US N 2 2048-04-25 Variable 4.04326500 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A8ZR4 214676.46000000 PA USD 215788.42000000 0.006739155486 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B8W86 5813922.21000000 PA USD 1024360.77000000 0.031991181467 Long ABS-MBS USGSE US N 2 2044-03-15 Floating 6.04025000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEUG2 445219.75000000 PA USD 487140.88000000 0.015213597346 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.00000000 N N N N N N Madison Park Funding Ltd N/A 55821UAE4 2090000.00000000 PA USD 2085086.41000000 0.065118051834 Long ABS-CBDO CORP KY N 2 2033-04-19 Floating 2.12363000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKW35 227394.97000000 PA USD 262740.32000000 0.008205481410 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AUTH4 29906570.97000000 PA USD 5645843.22000000 0.176321858742 Long ABS-MBS USGSE US N 2 2046-12-25 Floating 5.94812000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393PYL2 208987.81000000 PA USD 41195.15000000 0.001286540404 Long ABS-MBS USGSE US N 2 2033-04-15 Fixed 6.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAR0 1037000.00000000 PA USD 1242469.27000000 0.038802793945 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N BLACKSTONE HOLDINGS FINA 549300D2L6J4NC1QVZ22 09261BAC4 798000.00000000 PA USD 775633.99000000 0.024223348309 Long DBT CORP US N 2 2028-08-05 Fixed 1.62500000 N N N N N Broad River BSL Funding CLO Lt 5493000KEEYM16WOW109 11124TAN4 3000000.00000000 PA USD 2967651.00000000 0.092680883975 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 2.13150000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413YUB5 207.22000000 PA USD 208.43000000 0.000006509349 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419JWZ7 12847.79000000 PA USD 13988.74000000 0.000436873739 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396TUX9 622471.82000000 PA USD 96984.28000000 0.003028856426 Long ABS-MBS USGSE US N 2 2036-06-15 Floating 6.37525000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A3ZG9 403053.52000000 PA USD 68439.05000000 0.002137377896 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 6.34812000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407KHM4 19757.25000000 PA USD 21656.32000000 0.000676335216 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 4.50000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17313QAL2 806459.99000000 PA USD 802739.23000000 0.025069855396 Long ABS-MBS CORP US N 2 2037-09-25 Variable 3.15259500 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -51.69000000 -0.00000161429 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -11094.00000000 ILS 3516.96000000 USD 2022-01-21 -51.69000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RCV9 7440.04000000 PA USD 8402.50000000 0.000262413311 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08160JAG2 19525775.13000000 PA USD 1218595.82000000 0.038057216905 Long ABS-MBS CORP US N 2 2052-03-15 Variable 1.03864600 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DP2 798000.00000000 PA USD 770311.16000000 0.024057114278 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413RLS3 7225.50000000 PA USD 7966.60000000 0.000248799987 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Cedar Funding Ltd 549300PTCF9P2JDL1E69 15032EAL3 3350000.00000000 PA USD 3348046.95000000 0.104560796036 Long ABS-CBDO CORP KY N 2 2034-10-17 Floating 1.27225000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396LMM9 581129.87000000 PA USD 1112811.52000000 0.034753532464 Long ABS-MBS USGSE US N 2 2036-11-25 Floating 32.94060000 N N N N N N JP Morgan Mortgage Trust N/A 46649CBE2 1240855.76700000 PA USD 1262460.06000000 0.039427114018 Long ABS-MBS CORP US N 2 2048-10-25 Variable 3.73795400 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395ADQ5 3522473.02000000 PA USD 605435.62000000 0.018907987648 Long ABS-MBS USGSE US N 2 2034-03-15 Floating 5.89025000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCE3 1068000.00000000 PA USD 1037869.98000000 0.032413079300 Long DBT CORP US N 2 2026-01-15 Fixed 1.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ANT39 229437.85000000 PA USD 1230.20000000 0.000038419619 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAK4 1155000.00000000 PA USD 1246136.63000000 0.038917327011 Long DBT CORP US N 2 2028-07-22 Fixed 3.59100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8Y24 30882.95000000 PA USD 35302.52000000 0.001102511299 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.50000000 N N N N N N Palmer Square CLO Ltd N/A 69701XAE4 7000000.00000000 PA USD 6881693.00000000 0.214917923465 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 1.92375000 N N N N N N DXC TECHNOLOGY CO 549300DOVZ3EDJB7O259 23355LAM8 775000.00000000 PA USD 758206.69000000 0.023679087017 Long DBT CORP US N 2 2028-09-15 Fixed 2.37500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400JYB9 66376.33000000 PA USD 67136.51000000 0.002096699070 Long ABS-MBS USGSE US N 2 2033-02-01 Floating 1.59000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAB9 1919000.00000000 PA USD 1901095.50000000 0.059371944835 Long DBT CORP US N 2 2027-05-04 Fixed 1.59300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BL71 13682.42000000 PA USD 15874.71000000 0.000495773308 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BAA44 910147.09000000 PA USD 148017.95000000 0.004622657600 Long ABS-MBS USGSE US N 2 2043-12-15 Fixed 5.00000000 N N N N N N First Horizon Alternative Mort N/A 32051GGD1 144837.54000000 PA USD 110822.66000000 0.003461034364 Long ABS-MBS CORP US N 2 2035-03-25 Variable 2.91798000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBW2 283000.00000000 PA USD 318067.07000000 0.009933357126 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585AAH5 1336000.00000000 PA USD 1575922.33000000 0.049216661467 Long DBT CORP US N 2 2044-09-15 Fixed 4.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36297DAD9 1718.04000000 PA USD 1986.08000000 0.000062026043 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.00000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DH7 1248000.00000000 PA USD 1353919.22000000 0.042283418818 Long DBT CORP US N 2 2026-04-01 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407JZK1 12305.21000000 PA USD 12402.42000000 0.000387332354 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 1.71000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AFR69 18721.94000000 PA USD 20702.49000000 0.000646546738 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHU6 1355000.00000000 PA USD 1559539.49000000 0.048705019063 Long DBT CORP US N 2 2040-04-23 Fixed 4.07800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TCX1 394033.20000000 PA USD 414018.25000000 0.012929949442 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BDZ6 538000.00000000 PA USD 582312.46000000 0.018185842453 Long DBT CORP US N 2 2026-01-27 Fixed 3.87500000 N N N N N N DOMINION ENERGY SOUTH 3QRVFYR22IUIEOORTK28 25731VAA2 600000.00000000 PA USD 605627.65000000 0.018913984819 Long DBT CORP US N 2 2031-12-01 Fixed 2.30000000 N N N N N N Prime Mortgage Trust N/A 74162FAD7 421286.31000000 PA USD 400934.94000000 0.012521352630 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 5.50000000 N N N N N N First Horizon Mortgage Pass-Th N/A 32051GJ89 123476.38000000 PA USD 115981.43000000 0.003622144739 Long ABS-MBS CORP US N 2 2036-02-25 Variable 2.37211200 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QRZE3 553172.32000000 PA USD 591897.26000000 0.018485179449 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AQ2 487000.00000000 PA USD 555516.93000000 0.017349007728 Long DBT CORP US N 2 2033-05-01 Fixed 4.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QST99 268040.00000000 PA USD 282627.67000000 0.008826571012 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NF4 461000.00000000 PA USD 457324.52000000 0.014282420937 Long DBT CORP US N 2 2042-11-03 Fixed 2.90400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409AVN6 430.76000000 PA USD 472.55000000 0.000014757918 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.50000000 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78574MAA1 802000.00000000 PA USD 784620.63000000 0.024504004538 Long DBT CORP US N 2 2031-12-01 Fixed 3.20000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31375DCW1 346.03000000 PA USD 346.98000000 0.000010836319 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 7.00000000 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196BX9 1200000.00000000 PA USD 1197475.01000000 0.037397605872 Long DBT CORP US N 2 2031-12-13 Fixed 2.07600000 N N N N N N Banc of America Funding Corpor N/A 05953LAJ8 92132.19000000 PA USD 88836.56000000 0.002774399991 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6.00000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644FAF8 2028900.21000000 PA USD 47808.80000000 0.001493087241 Long ABS-MBS CORP US N 2 2048-10-15 Variable 0.96425200 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BW2 557000.00000000 PA USD 554878.47000000 0.017329068377 Long DBT CORP US N 2 2023-09-29 Fixed 0.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LM58 281053.03000000 PA USD 320356.33000000 0.010004851598 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAQ2 845000.00000000 PA USD 973676.49000000 0.030408291877 Long DBT CORP US N 2 2045-05-15 Fixed 5.35000000 N N N N N N Chase Funding Mortgage Loan As N/A 161546GR1 106707.98000000 PA USD 103028.45000000 0.003217618183 Long ABS-MBS CORP US N 2 2033-07-25 Floating 0.70188000 N N N N N N Countrywide Alternative Loan T N/A 02151EAC6 1640671.98000000 PA USD 787074.48000000 0.024580639219 Long ABS-MBS CORP US N 2 2037-09-25 Floating 0.60188000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359HA87 3252.63000000 PA USD 3286.17000000 0.000102628355 Long ABS-MBS USGSE US N 2 2024-04-25 Floating 1.60188000 N N N N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -53362.20000000 -0.00166652206 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -158691496.61000000 THB 4696584.85000000 USD 2022-01-21 -53362.20000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31372K5S5 55.03000000 PA USD 60.45000000 0.000001887876 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QS6F0 1229697.61000000 PA USD 1314724.62000000 0.041059356361 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416SQL8 4641.63000000 PA USD 5135.53000000 0.000160384580 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E64L3 2130921.20000000 PA USD 2295092.97000000 0.071676637605 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418XMM7 24389.17000000 PA USD 26964.56000000 0.000842113596 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7AX4 26745.47000000 PA USD 30641.17000000 0.000956935543 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HN2J0 3691721.77000000 PA USD 3984322.14000000 0.124431915336 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YCJ4 3083.02000000 PA USD 3278.91000000 0.000102401622 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 4.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HL4 629000.00000000 PA USD 637426.61000000 0.019907078589 Long DBT CORP US N 2 2045-03-15 Fixed 4.30000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EYH4 976000.00000000 PA USD 981645.31000000 0.030657161196 Long DBT CORP CA N 2 2031-11-03 Fixed 2.30000000 N N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 878742AZ8 362000.00000000 PA USD 442368.59000000 0.013815341481 Long DBT CORP CA N 2 2043-02-01 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AUQS3 1487617.17000000 PA USD 1521586.02000000 0.047519717574 Long ABS-MBS USGSE US N 2 2044-12-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128CUME3 313619.07000000 PA USD 345290.39000000 0.010783551897 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 6.00000000 N N N N N N TELEDYNE TECHNOLOGIES IN 549300VSMO9KYQWDND94 879360AC9 2105000.00000000 PA USD 2086481.01000000 0.065161605729 Long DBT CORP US N 2 2026-04-01 Fixed 1.60000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QNKY4 2336739.26000000 PA USD 2465259.38000000 0.076991000143 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.00000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 94982PAA7 72891.18000000 PA USD 72137.38000000 0.002252878167 Long ABS-MBS CORP US N 2 2035-05-25 Variable 2.86158900 N N N N N N SOCIETE GENERALE SA (NEW YORK) N/A 000000000 250000.00000000 PA USD 249983.50000000 0.007807081007 Long DBT CORP US N 2 2022-04-18 Fixed 0.17000000 N N N N N SUMITOMO MITSUI TRUST BANK, LTD. (NEW YORK) 5493006GGLR4BTEL8O61 86564GV99 675000.00000000 PA USD 674998.51000000 0.021080463500 Long DBT CORP US N 2 2022-03-22 Floating 0.15000000 N N N N N LOS ANGELES CNTY CA PUBLIC WKS N/A 54473ENT7 200000.00000000 PA USD 275541.00000000 0.008605251578 Long DBT MUN US N 2 2033-08-01 Fixed 7.48800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31295NJR0 2914.48000000 PA USD 2933.82000000 0.000091624328 Long ABS-MBS USGSE US N 2 2032-04-01 Floating 2.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411WBS5 30145.79000000 PA USD 33827.72000000 0.001056452727 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0TH2 4759161.01000000 PA USD 4789249.85000000 0.149570117806 Long ABS-MBS CORP US N 2 2030-07-25 Floating 1.90275000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MNT0 29520.98000000 PA USD 34223.80000000 0.001068822458 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust N/A 36257HBC9 6930000.00000000 PA USD 6923708.95000000 0.216230097769 Long ABS-MBS CORP US N 2 2052-07-10 Variable 3.54969000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292K4A2 13848.73000000 PA USD 15327.61000000 0.000478687165 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A3FN6 2248339.10310000 PA USD 199975.82000000 0.006245321896 Long ABS-MBS USGSE US N 2 2041-07-25 Floating 5.89812000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CE2 4000000.00000000 PA USD 4257869.24000000 0.132974896649 Long DBT CORP US N 2 2052-03-17 Fixed 2.92100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416KGR3 2022.92000000 PA USD 2168.47000000 0.000067722153 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFL8 4336000.00000000 PA USD 4787510.46000000 0.149515795986 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N BAKER HUGHES LLC/CO-OBL N/A 05724BAD1 277000.00000000 PA USD 279651.32000000 0.008733618455 Long DBT CORP US N 2 2026-12-15 Fixed 2.06100000 N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAN8 925000.00000000 PA USD 907561.58000000 0.028343497768 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N Sound Point CLO LTD N/A 83614XAU5 2800000.00000000 PA USD 2795688.00000000 0.087310413239 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 2.33150000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCE3 452000.00000000 PA USD 487258.34000000 0.015217265667 Long DBT CORP US N 2 2027-05-11 Fixed 3.65000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAS0 600000.00000000 PA USD 600534.37000000 0.018754919722 Long DBT CORP DK N 2 2022-01-12 Fixed 5.00000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412LGP9 95615.43000000 PA USD 110771.14000000 0.003459425375 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QSYA0 1175168.34000000 PA USD 1273528.59000000 0.039772788474 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEWE5 2643757.45000000 PA USD 2746688.87000000 0.085780151533 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.50000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAK0 1195000.00000000 PA USD 1167212.74000000 0.036452503522 Long DBT CORP US N 2 2026-08-05 Fixed 1.40000000 N N N N N N UBS-Barclays Commercial Mortga N/A 90270RAN4 3520000.00000000 PA USD 2466931.46000000 0.077043219846 Long ABS-MBS CORP US N 2 2045-12-10 Variable 4.46083800 N N N N N N JP Morgan Mortgage Trust N/A 46648UAZ7 1553840.88000000 PA USD 1583004.45000000 0.049437838803 Long ABS-MBS CORP US N 2 2048-11-25 Variable 3.90611100 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BL7 1295000.00000000 PA USD 1262941.46000000 0.039442148326 Long DBT CORP US N 2 2025-11-15 Fixed 1.20000000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 94973VBJ5 1000000.00000000 PA USD 1056581.18000000 0.032997437284 Long DBT CORP US N 2 2024-08-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403U7A3 34383.99000000 PA USD 39071.66000000 0.001220222993 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KJJ4 11542.20000000 PA USD 13153.26000000 0.000410781376 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N FREMF Mortgage Trust N/A 30298CAN1 66341540.05000000 PA USD 283158.96000000 0.008843163403 Long ABS-MBS CORP US N 2 2029-04-25 Fixed 0.10000000 N N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EN6 1120000.00000000 PA USD 1122108.20000000 0.035043871362 Long DBT CORP US N 2 2031-06-15 Fixed 2.25000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAV2 935000.00000000 PA USD 1074978.94000000 0.033572006416 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N LUNDIN ENERGY FI 549300JSNI1KL271GM17 55037AAA6 647000.00000000 PA USD 643126.57000000 0.020085090536 Long DBT CORP NL N 2 2026-07-15 Fixed 2.00000000 N N N N N N Voya Investment Grade Credit F 5493007IKJE2N4RJF070 92913M708 16085718.05400000 NS USD 178712327.58000000 5.581254836724 Long EC RF US N 1 N N N Voya Floating Rate Fund 54930033N6GOK9FB2919 92913L619 93266.04800000 NS USD 842192.41000000 0.026301993407 Long EC RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GZC0 220832.72000000 PA USD 247600.24000000 0.007732650879 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378YYW3 5927061.61000000 PA USD 6144774.44000000 0.191903672948 Long ABS-MBS USGA US N 2 2043-02-16 Fixed 2.75000000 N N N N N N Freddie Mac - SCRT N/A 35563PCS6 1939276.42000000 PA USD 2096312.43000000 0.065468644763 Long ABS-MBS USGSE US N 2 2057-06-25 Fixed 4.50000000 N N N N N N Sequoia Mortgage Trust N/A 81746CBC5 563250.65000000 PA USD 567005.79000000 0.017707809252 Long ABS-MBS CORP US N 2 2044-10-25 Variable 4.00274200 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414QWC7 17951.37000000 PA USD 20488.41000000 0.000639860937 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.00000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAN9 2000000.00000000 PA USD 2122997.76000000 0.066302037899 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCH6 1100000.00000000 PA USD 1095027.12000000 0.034198118801 Long DBT CORP US N 2 2027-11-02 Fixed 1.87800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NBF1 15310.17000000 PA USD 17746.03000000 0.000554215353 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BJ9 1766000.00000000 PA USD 1848086.21000000 0.057716444287 Long DBT CORP GB N 2 2024-06-25 Fixed 4.51900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384LXE9 63822.36000000 PA USD 70216.76000000 0.002192896464 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412YFP2 60670.23000000 PA USD 68832.33000000 0.002149660182 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBB9 498000.00000000 PA USD 511736.46000000 0.015981726785 Long DBT CORP US N 2 2031-04-15 Fixed 2.55000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFD1 240000.00000000 PA USD 276314.33000000 0.008629402972 Long DBT CORP US N 2 2050-03-22 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622AAE59 3392294.36000000 PA USD 3631427.60000000 0.113410882904 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.50000000 N N N N N N Sequoia Mortgage Trust N/A 81743PBW5 45848.35000000 PA USD 46057.69000000 0.001438399401 Long ABS-MBS CORP US N 2 2033-07-20 Floating 0.80388000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBJ3 140000.00000000 PA USD 145850.22000000 0.004554958557 Long DBT CORP US N 2 2026-09-06 Fixed 3.21500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371K5Z0 18737.58000000 PA USD 20504.93000000 0.000640376863 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414HTG2 57763.79000000 PA USD 67007.60000000 0.002092673161 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAR0 266000.00000000 PA USD 274430.07000000 0.008570556806 Long DBT CORP US N 2 2031-03-24 Fixed 3.12500000 N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AU2 2000000.00000000 PA USD 2152993.04000000 0.067238802049 Long DBT CORP US N 2 2029-07-01 Fixed 3.50000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAT1 1940000.00000000 PA USD 2162644.72000000 0.067540227733 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N SHEFFIELD RECEIVABLES COMPANY LLC N/A 000000000 375000.00000000 PA USD 374828.25000000 0.011706030644 Long DBT CORP US N 2 2022-03-15 Fixed 0.24000000 N N N N N OCP CLO Ltd 254900ZMV4RGFPV8TK42 670881AM3 8400000.00000000 PA USD 8390222.40000000 0.262029877766 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 1.28150000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6VK1 29839.39000000 PA USD 34201.51000000 0.001068126332 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.50000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17307GTJ7 27147.52000000 PA USD 28190.17000000 0.000880389868 Long ABS-MBS CORP US N 2 2035-08-25 Variable 2.76770000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419DJQ5 5892.25000000 PA USD 6338.12000000 0.000197941929 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AFGT3 3019274.90000000 PA USD 131418.77000000 0.004104258814 Long ABS-MBS USGSE US N 2 2041-01-15 Floating 5.94025000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAF9 826000.00000000 PA USD 888293.20000000 0.027741738838 Long DBT CORP NO N 2 2030-04-06 Fixed 3.12500000 N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAF8 1472000.00000000 PA USD 1440315.20000000 0.044981598557 Long DBT CORP US N 2 2027-01-15 Fixed 1.65000000 N N N N N N CIFC Funding Ltd N/A 12555XAA9 4000000.00000000 PA USD 4000200.00000000 0.124927787020 Long ABS-CBDO CORP KY N 2 2033-01-16 Floating 1.45225000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 985000.00000000 PA USD 964953.72000000 0.030135876410 Long DBT CORP GB N 2 2028-09-22 Fixed 2.01300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6NC8 30196.68000000 PA USD 34596.02000000 0.001080447032 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Social Professional Loan Progr N/A 83401AAC2 1000000.00000000 PA USD 1031192.60000000 0.032204542150 Long ABS-O CORP US N 2 2048-02-25 Fixed 4.14000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409WGR6 354471.29000000 PA USD 411044.43000000 0.012837075897 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Santander Drive Auto Receivabl N/A 80287AAE3 2650000.00000000 PA USD 2668088.37000000 0.083325427638 Long ABS-O CORP US N 2 2024-11-15 Fixed 3.03000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAD8 1683000.00000000 PA USD 1624255.42000000 0.050726122488 Long DBT CORP US N 2 2027-10-15 Fixed 1.37500000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAM0 1679000.00000000 PA USD 1783881.94000000 0.055711320201 Long DBT CORP US N 2 2030-02-22 Fixed 3.70000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 93364FAD3 1556488.68000000 PA USD 1570157.45000000 0.049036622044 Long ABS-MBS CORP US N 2 2037-07-25 Variable 2.92989400 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411XDX0 686.46000000 PA USD 795.52000000 0.000024844396 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413A6W8 49113.48000000 PA USD 55755.67000000 0.001741271053 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46652TCK4 1866053.80000000 PA USD 1892570.42000000 0.059105703302 Long ABS-MBS CORP US N 2 2051-03-25 Variable 3.53782500 N N N N N N PPG INDUSTRIES INC 549300BKPEP01R3V6C59 693506BU0 1333000.00000000 PA USD 1305050.64000000 0.040757234239 Long DBT CORP US N 2 2026-03-15 Fixed 1.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417VRU9 3523.33000000 PA USD 3796.73000000 0.000118573340 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AK7 488750.00000000 PA USD 508293.26000000 0.015874194322 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.02100000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HAC1 1181000.00000000 PA USD 1152050.42000000 0.035978978427 Long DBT CORP US N 2 2026-12-15 Fixed 2.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405ULC1 8450.86000000 PA USD 9557.57000000 0.000298486593 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.00000000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 22535WAG2 1235000.00000000 PA USD 1238391.43000000 0.038675441431 Long DBT CORP FR N 2 2026-06-16 Fixed 1.90700000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BJ2 2000000.00000000 PA USD 2412851.06000000 0.075354268120 Long DBT CORP US N 2 2049-05-23 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407CK22 5860.73000000 PA USD 6480.24000000 0.000202380391 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A1Z30 782702.71000000 PA USD 879356.16000000 0.027462631636 Long ABS-MBS USGSE US N 2 2037-06-15 Fixed 5.50000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EW9 472000.00000000 PA USD 470499.55000000 0.014693882199 Long DBT CORP AU N 2 2028-11-20 Fixed 1.95300000 N N N N N N EMERSON ELECTRIC CO FGLT0EWZSUIRRITFOA30 291011BR4 1100000.00000000 PA USD 1096037.84000000 0.034229683976 Long DBT CORP US N 2 2031-12-21 Fixed 2.20000000 N N N N N FREMF Mortgage Trust N/A 30311TAE7 1500000.00000000 PA USD 1513621.95000000 0.047270996599 Long ABS-MBS USGSE US N 2 2029-01-25 Floating 4.84400000 N N N N N N BELLEMEADE RE LT N/A 078777AD1 3300000.00000000 PA USD 3278466.51000000 0.102387772090 Long ABS-MBS CORP US N 2 2031-09-25 Floating 1.59967000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407H5Y8 2765.72000000 PA USD 3156.58000000 0.000098581209 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31378C2T8 538.32000000 PA USD 544.72000000 0.000017011815 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CLH5 775485.79000000 PA USD 830273.99000000 0.025929776559 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAA3 1128000.00000000 PA USD 1129022.95000000 0.035259821668 Long DBT CORP US N 2 2022-03-15 Fixed 3.60000000 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 806851AJ0 500000.00000000 PA USD 524830.83000000 0.016390669004 Long DBT CORP US N 2 2024-05-01 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MDTS1 403531.48000000 PA USD 435944.34000000 0.013614709679 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBC8 979000.00000000 PA USD 1089137.50000000 0.034014183699 Long DBT CORP CA N 2 2080-07-15 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F57L7 1088723.78000000 PA USD 1145035.62000000 0.035759903521 Long ABS-MBS USGSE US N 2 2048-05-15 Fixed 4.00000000 N N N N N N Bank N/A 06540WBH5 50800371.03000000 PA USD 3160047.24000000 0.098689492668 Long ABS-MBS CORP US N 2 2061-08-15 Variable 0.95601200 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412PMN8 11901.15000000 PA USD 13162.87000000 0.000411081500 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YTV9 23137.59000000 PA USD 24785.92000000 0.000774073830 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AXDT9 1486198.19000000 PA USD 1541699.67000000 0.048147874612 Long ABS-MBS USGSE US N 2 2047-07-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419EZG7 149532.41000000 PA USD 165363.69000000 0.005164371742 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Bear Stearns Mortgage Funding N/A 07401NAP4 2027912.90000000 PA USD 1910391.49000000 0.059662262184 Long ABS-MBS CORP US N 2 2037-01-25 Floating 0.29188000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDK4 1757900.00000000 PA USD 1757075.98000000 0.054874159744 Long DBT UST US N 2 2026-11-30 Fixed 1.25000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312933MW1 5431.51000000 PA USD 6011.53000000 0.000187742397 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N SUMITOMO MITSUI TR BK LT 5493006GGLR4BTEL8O61 86563VAT6 1234000.00000000 PA USD 1205938.14000000 0.037661912682 Long DBT CORP JP N 2 2025-09-12 Fixed 1.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ADXM4 1229551.06000000 PA USD 1351893.85000000 0.042220165733 Long ABS-MBS USGSE US N 2 2041-07-15 Fixed 4.50000000 N N N N N N ANHEUSER-BUSCH INBEV FIN 5493000EYEKDT0FBSQ91 035242AB2 1909000.00000000 PA USD 2128975.81000000 0.066488734704 Long DBT CORP US N 2 2043-01-17 Fixed 4.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CE7 1331000.00000000 PA USD 1366070.29000000 0.042662901415 Long DBT CORP GB N 2 2025-11-07 Fixed 2.63300000 N N N N N N Citigroup Commercial Mortgage N/A 17291DAU7 51600119.14000000 PA USD 1845075.78000000 0.057622427398 Long ABS-MBS CORP US N 2 2051-06-10 Variable 0.53553900 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BSA7 57682.15000000 PA USD 66433.40000000 0.002074740674 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659BD2 1413000.00000000 PA USD 1343731.08000000 0.041965239281 Long DBT CORP US N 2 2031-05-15 Fixed 1.65000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7HN9 7620.22000000 PA USD 8740.62000000 0.000272972929 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYK4 802000.00000000 PA USD 798870.32000000 0.024949027847 Long DBT CORP US N 2 2042-07-21 Fixed 2.90800000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD -94552.07000000 -0.00295289757 N/A DFE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 -53820783.06000000 CZK 2364764.34000000 USD 2022-01-21 -94552.07000000 N N N Social Professional Loan Progr N/A 83401BAC0 2100000.00000000 PA USD 2167765.32000000 0.067700146044 Long ABS-O CORP US N 2 2041-01-25 Fixed 3.62000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414EBJ2 20101.83000000 PA USD 22870.17000000 0.000714244219 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAV2 730000.00000000 PA USD 730175.57000000 0.022803664340 Long DBT CORP NL N 2 2037-03-13 Fixed 3.32400000 N N N N N N OVERSEA-CHINESE BANKING CORP LTD. (NEW YORK) N/A 000000000 725000.00000000 PA USD 724794.84000000 0.022635622070 Long DBT CORP US N 2 2022-04-07 Fixed 0.15000000 N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KDB2 2000000.00000000 PA USD 2038556.20000000 0.063664895450 Long ABS-MBS CORP US N 2 2033-08-25 Floating 2.34967000 N N N N N N WASHINGTON GAS LIGHT CO DL22T1SB4DUBS063O841 93884PDY3 790000.00000000 PA USD 888598.38000000 0.027751269727 Long DBT CORP US N 2 2049-09-15 Fixed 3.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A2VA8 64606.48000000 PA USD 66854.80000000 0.002087901158 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 3.50000000 N N N N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC USD -163663.48000000 -0.00511127352 N/A DFE CORP US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 -19482975.10000000 PLN 4666132.69000000 USD 2022-01-21 -163663.48000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GTWR7 2668435.17000000 PA USD 2821527.30000000 0.088117384532 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394VKD1 292834.11000000 PA USD 332784.47000000 0.010392987198 Long ABS-MBS USGSE US N 2 2036-01-25 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FV94 728888.61000000 PA USD 807584.80000000 0.025221184414 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 4.50000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325WRV6 6428484.74000000 PA USD 551193.07000000 0.017213971915 Long ABS-MBS USGSE US N 2 2031-02-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417WKY6 1136268.84000000 PA USD 1260246.86000000 0.039357994930 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AK1 780000.00000000 PA USD 759668.97000000 0.023724754584 Long DBT CORP US N 2 2028-08-15 Fixed 1.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419EDT3 36037.86000000 PA USD 39551.73000000 0.001235215764 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WXP2 267075.91000000 PA USD 288719.22000000 0.009016812465 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 4.50000000 N N N N N N NEWCREST FINANCE PTY LTD 549300I0XDZ4K7PDSS04 65120FAE4 561000.00000000 PA USD 638252.46000000 0.019932870203 Long DBT CORP AU N 2 2050-05-13 Fixed 4.20000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AQ7G2 1331.91000000 PA USD 1535.51000000 0.000047954568 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Bear Stearns Asset Backed Secu N/A 07389NAA3 686673.48000000 PA USD 690756.58000000 0.021572594097 Long ABS-MBS CORP US N 2 2036-10-25 Variable 3.01054600 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QLP96 11140.07000000 PA USD 11670.13000000 0.000364462655 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 2.37500000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CY1 200000.00000000 PA USD 215823.95000000 0.006740265101 Long DBT CORP US N 2 2050-05-01 Fixed 3.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJSM4 4529777.42000000 PA USD 4848575.86000000 0.151422891953 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBY5 1750000.00000000 PA USD 1761446.73000000 0.055010659950 Long DBT CORP US N 2 2027-01-15 Fixed 1.87500000 N N N N N N Santander Drive Auto Receivabl N/A 80287EAF2 1200000.00000000 PA USD 1185492.48000000 0.037023386844 Long ABS-O CORP US N 2 2027-09-15 Fixed 1.33000000 N N N N N N PERKINELMER INC 549300IKL1SDPFI7N655 714046AG4 2449000.00000000 PA USD 2594692.09000000 0.081033233539 Long DBT CORP US N 2 2029-09-15 Fixed 3.30000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FVY8 79671.82000000 PA USD 91022.76000000 0.002842675860 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DDX4 9310.89000000 PA USD 10504.93000000 0.000328073010 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8AV6 14377.42000000 PA USD 16478.83000000 0.000514640209 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.50000000 N N N N N N Taco Bell Funding, LLC N/A 87342RAE4 1746000.00000000 PA USD 1901450.92000000 0.059383044738 Long ABS-O CORP US N 2 2048-11-25 Fixed 4.94000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415R3A0 12015.01000000 PA USD 13233.60000000 0.000413290426 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N MF1 Multifamily Housing Mortga N/A 55282XAJ9 3151000.00000000 PA USD 3133547.56000000 0.097861897453 Long ABS-MBS CORP KY N 2 2036-07-15 Floating 2.66448000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GHP1 81066.85000000 PA USD 92710.74000000 0.002895392125 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBL4 773500.00000000 PA USD 750869.08000000 0.023449930630 Long DBT UST US N 2 2031-02-15 Fixed 1.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133THLK1 134515.99000000 PA USD 149280.63000000 0.004662091583 Long ABS-MBS USGSE US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398WRX4 630531.60000000 PA USD 83461.95000000 0.002606548851 Long ABS-MBS USGSE US N 2 2040-02-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412NMF0 118464.79000000 PA USD 132656.77000000 0.004142922031 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 2000000.00000000 PA USD 2163414.78000000 0.067564277004 Long DBT CORP GB N 2 2028-03-13 Fixed 4.04100000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 1396000.00000000 PA USD 1338150.39000000 0.041790952183 Long DBT CORP US N 2 2031-10-24 Fixed 1.92200000 N N N N N N HARLEY-DAVIDSON FINL SER RLUFFFFW4GRYU77BTS24 41283LAY1 873000.00000000 PA USD 915325.69000000 0.028585973915 Long DBT CORP US N 2 2025-06-08 Fixed 3.35000000 N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582BE1 1550000.00000000 PA USD 1811652.90000000 0.056578617980 Long DBT CORP NL N 2 2035-05-11 Fixed 4.12500000 N N N N N N Gam Resecuritization Trust N/A 364614AQ0 8097000.00000000 PA USD 6213509.06000000 0.194050281610 Long ABS-MBS CORP US N 2 2027-12-29 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RH77 17262.63000000 PA USD 17649.14000000 0.000551189441 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 1.28400000 N N N N N N DBS BANK LTD N/A 000000000 250000.00000000 PA USD 249986.97000000 0.007807189377 Long DBT CORP US N 2 2022-03-16 Floating 0.14000000 N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200JZ5 4132000.00000000 PA USD 4421729.48000000 0.138092315069 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CA0 829000.00000000 PA USD 832903.53000000 0.026011898106 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N MONONGAHELA POWER CO N/A 610202BR3 830000.00000000 PA USD 888360.54000000 0.027743841892 Long DBT CORP US N 2 2027-05-15 Fixed 3.55000000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 26443TAB2 1485000.00000000 PA USD 1542248.34000000 0.048165009787 Long DBT CORP US N 2 2049-10-01 Fixed 3.25000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAJ1 500000.00000000 PA USD 482272.79000000 0.015061565020 Long DBT CORP FR N 2 2032-01-20 Fixed 2.27700000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582CK6 330000.00000000 PA USD 330927.89000000 0.010335005489 Long DBT CORP NL N 2 2041-11-26 Fixed 2.87500000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CZ8 947000.00000000 PA USD 971713.04000000 0.030346972577 Long DBT CORP US N 2 2031-04-01 Fixed 2.70000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405R5C6 24160.21000000 PA USD 27235.30000000 0.000850568911 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MK76 276843.94000000 PA USD 312109.97000000 0.009747314599 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AR2F0 49202.65000000 PA USD 53065.02000000 0.001657241017 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359WKH3 204357.25000000 PA USD 222777.07000000 0.006957413717 Long ABS-MBS USGSE US N 2 2029-07-25 Fixed 6.00000000 N N N N N N Bank N/A 065405AJ1 12400106.38000000 PA USD 685449.36000000 0.021406847572 Long ABS-MBS CORP US N 2 2052-02-15 Variable 0.94560700 N N N N N N Dryden Senior Loan Fund N/A 26245MAC5 1200000.00000000 PA USD 1200189.60000000 0.037482383564 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 1.14375000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325WC75 419647.44000000 PA USD 73709.31000000 0.002301970146 Long ABS-MBS USGSE US N 2 2044-02-15 Variable 4.50000000 N N N N N N COMM Mortgage Trust N/A 126192AH6 8016802.60000000 PA USD 424.89000000 0.000013269478 Long ABS-MBS CORP US N 2 2044-12-10 Variable 1.75874600 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBL6 848000.00000000 PA USD 806011.47000000 0.025172048712 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403YXV0 73691.44000000 PA USD 82371.92000000 0.002572506794 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325WHC9 3542813.88000000 PA USD 580775.61000000 0.018137846035 Long ABS-MBS USGSE US N 2 2044-02-15 Variable 4.00000000 N N N N N N Trinitas CLO Ltd 549300F3XEPDOX3FOP69 89641CAK7 7000000.00000000 PA USD 6999986.00000000 0.218612259425 Long ABS-CBDO CORP KY N 2 2035-01-25 Floating 1.20000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDL2 1600500.00000000 PA USD 1607252.11000000 0.050195102566 Long DBT UST US N 2 2028-11-30 Fixed 1.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379B3W6 8437990.56000000 PA USD 1784813.05000000 0.055740399125 Long ABS-MBS USGA US N 2 2044-05-16 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AFZ7 129356.98000000 PA USD 138607.88000000 0.004328777489 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 4.50000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BM3 278000.00000000 PA USD 289788.08000000 0.009050193375 Long DBT CORP US N 2 2025-01-15 Fixed 2.93000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CP8 800000.00000000 PA USD 807437.86000000 0.025216595421 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A2GJ2 23708.91000000 PA USD 25976.99000000 0.000811271404 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AXET4 188790.81000000 PA USD 208699.42000000 0.006517763285 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.50000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AD0 3000000.00000000 PA USD 3049068.12000000 0.095223571998 Long DBT CORP CH N 2 2023-12-14 Fixed 2.99700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410ET73 74887.01000000 PA USD 82395.68000000 0.002573248828 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NXG5 4005.66000000 PA USD 4085.59000000 0.000127594549 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 990000.00000000 PA USD 995476.13000000 0.031089103033 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2H5 2100000.00000000 PA USD 2153821.38000000 0.067264671426 Long DBT CORP US N 2 2025-10-30 Fixed 2.40600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQB84 2725125.95000000 PA USD 2871474.72000000 0.089677261700 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N Apidos CLO 549300CXPXW83QGWOL98 03768RAC0 9500000.00000000 PA USD 9500817.00000000 0.296714174965 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 1.45150000 N N N N N N MIZUHO BANK LTD (SINGAPORE) N/A 000000000 750000.00000000 PA USD 749951.99000000 0.023421289556 Long DBT CORP US N 2 2022-01-21 Fixed 0.13500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415THV5 19968.88000000 PA USD 22836.18000000 0.000713182698 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N American Homes 4 Rent N/A 02666AAG3 2431123.82510000 PA USD 0.00000000 0.000000 Long ABS-O CORP US N 3 2052-04-17 Variable 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405E6P5 4146.15000000 PA USD 4798.65000000 0.000149863688 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N RIO TINTO FIN USA LTD 213800RX94ZKEZXPKH58 767201AT3 1168000.00000000 PA USD 1160142.85000000 0.036231708134 Long DBT CORP AU N 2 2051-11-02 Fixed 2.75000000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378DZV0 104931.78000000 PA USD 5499.02000000 0.000171736513 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 4.50000000 N N N N N N BELLEMEADE RE LT N/A 07876UAA7 122640.13000000 PA USD 122650.48000000 0.003830421739 Long ABS-MBS CORP BM N 2 2030-06-25 Floating 2.70188000 N N N N N N COLLAT CP V CO LLC N/A 000000000 325000.00000000 PA USD 324765.68000000 0.010142557297 Long DBT CORP US N 2 2022-04-11 Fixed 0.17000000 N N N N N BARCLAYS BANK PLC (NEW YORK) G5GSEF7VJP5I7OUK5573 06742TA89 725000.00000000 PA USD 724978.15000000 0.022641346912 Long DBT CORP US N 2 2022-03-24 Floating 0.15881200 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296QZG7 38971.42000000 PA USD 45053.04000000 0.001407023795 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 5.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 3000000.00000000 PA USD 3658197.84000000 0.114246927812 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391PEW2 529.48000000 PA USD 583.47000000 0.000018221992 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296QK32 110102.74000000 PA USD 126977.30000000 0.003965549995 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419CQN6 21230.46000000 PA USD 23478.33000000 0.000733237290 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HJY7 3320000.00000000 PA USD 3523572.74000000 0.110042534076 Long DBT CORP US N 2 2024-09-10 Fixed 3.87500000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBZ5 589000.00000000 PA USD 637899.55000000 0.019921848688 Long DBT CORP US N 2 2060-01-31 Fixed 3.95000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468C6 4000000.00000000 PA USD 4338620.04000000 0.135496775241 Long DBT CORP US N 2 2025-07-23 Fixed 4.00000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BK7 1815000.00000000 PA USD 1903581.84000000 0.059449594191 Long DBT CORP US N 2 2029-08-15 Fixed 3.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398VSY3 1551945.22970000 PA USD 1773471.44000000 0.055386196276 Long ABS-MBS USGSE US N 2 2036-08-15 Fixed 5.50000000 N N N N N N AUST & NZ BANKING GROUP N/A 000000000 975000.00000000 PA USD 974930.15000000 0.030447444162 Long DBT CORP US N 2 2022-03-30 Floating 0.13000000 N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060BD7 600000.00000000 PA USD 623323.20000000 0.019466623662 Long DBT CORP JP N 2 2060-07-09 Fixed 3.37500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ALZF1 135866.94000000 PA USD 23.15000000 0.000000722983 Long ABS-MBS USGSE US N 2 2041-09-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RHT9 28812.76000000 PA USD 29389.41000000 0.000917842596 Long ABS-MBS USGSE US N 2 2042-08-01 Floating 1.28400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411CDR9 92513.34000000 PA USD 105632.00000000 0.003298928053 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138APTB4 6699.23000000 PA USD 7205.76000000 0.000225038660 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NP25 296835.39000000 PA USD 339984.21000000 0.010617837852 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416H5W1 19544.25000000 PA USD 21417.62000000 0.000668880523 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4.50000000 N N N N N N Home Equity Asset Trust N/A 437084JU1 270987.37000000 PA USD 271406.86000000 0.008476140793 Long ABS-MBS CORP US N 2 2035-07-25 Floating 1.19688000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L75E5 4574393.96000000 PA USD 4813348.27000000 0.150322720746 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6NU8 87935.51000000 PA USD 100826.23000000 0.003148842004 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.50000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BA0 566000.00000000 PA USD 691562.54000000 0.021597764538 Long DBT CORP US N 2 2045-02-01 Fixed 4.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162FAK9 27663488.02000000 PA USD 1575015.16000000 0.049188330199 Long ABS-MBS CORP US N 2 2052-08-15 Variable 1.06215700 N N N N N N LIBERTY STREET FDG LLC N/A 000000000 600000.00000000 PA USD 599712.62000000 0.018729256153 Long DBT CORP US N 2 2022-03-17 Fixed 0.22000000 N N N N N Countrywide Alternative Loan T N/A 12668AZ40 1174823.43000000 PA USD 1060795.30000000 0.033129045875 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.50000000 N N N N N N COMM Mortgage Trust N/A 12594MBF4 910000.00000000 PA USD 957164.39000000 0.029892612633 Long ABS-MBS CORP US N 2 2049-10-10 Variable 4.33274300 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KV3T0 209163.10000000 PA USD 242835.01000000 0.007583830911 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAC8 533000.00000000 PA USD 596651.87000000 0.018633667751 Long DBT CORP US N 2 2046-10-15 Fixed 3.70000000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAF9 1320000.00000000 PA USD 1664623.37000000 0.051986829117 Long DBT CORP US N 2 2045-12-14 Fixed 4.30000000 N N N N N N AMER AIRLINE 17-1 A PTT N/A 02378AAA5 386718.75000000 PA USD 387018.23000000 0.012086728416 Long DBT CORP US N 2 2029-02-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MLB1 611.13000000 PA USD 697.62000000 0.000021786941 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N SWEDBANK AB N/A 000000000 725000.00000000 PA USD 724754.24000000 0.022634354116 Long DBT CORP US N 2 2022-03-23 Fixed 0.14500000 N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196BW1 1130000.00000000 PA USD 1137664.99000000 0.035529715907 Long DBT CORP US N 2 2028-12-13 Fixed 1.93000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAB0 1029000.00000000 PA USD 1227449.89000000 0.038333732922 Long DBT CORP US N 2 2045-08-15 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A0A72 1596557.19000000 PA USD 1743959.49000000 0.054464526708 Long ABS-MBS USGSE US N 2 2041-09-25 Fixed 5.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378TQB9 220774.75000000 PA USD 216819.53000000 0.006771357448 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 1.25000000 N N N N N N Beacon Container Finance II LL N/A 07359BAA5 934166.67000000 PA USD 932361.67000000 0.029118014133 Long ABS-O CORP US N 2 2046-10-22 Fixed 2.25000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBZ1 2554000.00000000 PA USD 2651668.02000000 0.082812613782 Long DBT CORP US N 2 2024-11-21 Fixed 2.60000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163ABR3 2258000.00000000 PA USD 2249544.47000000 0.070254140403 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 4.13900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BE6Q2 2682777.01000000 PA USD 445962.58000000 0.013927583174 Long ABS-MBS USGSE US N 2 2044-09-15 Floating 5.99025000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KW67 916.43000000 PA USD 1045.41000000 0.000032648557 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDN8 24423700.00000000 PA USD 24453275.64000000 0.763685218516 Long DBT UST US N 2 2024-12-15 Fixed 1.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A9LB8 42037.61000000 PA USD 46474.21000000 0.001451407481 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415Y4Y2 21829.34000000 PA USD 25310.77000000 0.000790465097 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M1ZP6 4199.10000000 PA USD 4500.15000000 0.000140541418 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.50000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAE6 1500000.00000000 PA USD 1591312.82000000 0.049697312399 Long DBT CORP US N 2 2040-06-22 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGSJ4 13477.88000000 PA USD 15433.78000000 0.000482002895 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ALLZ8 105575.92000000 PA USD 116837.17000000 0.003648869828 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBG9 450000.00000000 PA USD 448662.97000000 0.014011917394 Long DBT CORP US N 2 2061-12-10 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411E2C0 53005.82000000 PA USD 60486.03000000 0.001889002018 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.50000000 N N N N N N CRED SUIS GP FUN LTD 549300PXR5FKNXF0OH19 225433AH4 750000.00000000 PA USD 766323.01000000 0.023932562817 Long DBT CORP GG N 2 2022-09-15 Fixed 3.80000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAG8 786000.00000000 PA USD 804482.13000000 0.025124286835 Long DBT CORP FR N 2 2042-10-19 Fixed 3.58200000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEE8 245000.00000000 PA USD 256776.43000000 0.008019226828 Long DBT CORP US N 2 2041-05-15 Fixed 3.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416LHE9 12696.86000000 PA USD 14039.70000000 0.000438465239 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FMA1 469249.90000000 PA USD 508539.05000000 0.015881870438 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 4.00000000 N N N N N N Mello Warehouse Securitization N/A 58550LAC9 700000.00000000 PA USD 697855.34000000 0.021794291107 Long ABS-MBS CORP US N 2 2055-02-25 Floating 1.18925000 N N N N N N FLEX INTERMEDIATE HOLDCO 549300290TQIGM30A243 33939HAA7 1472000.00000000 PA USD 1479915.16000000 0.046218320563 Long DBT CORP US N 2 2031-06-30 Fixed 3.36300000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BD2 3858000.00000000 PA USD 4024587.09000000 0.125689405236 Long DBT CORP GB N 2 2023-09-12 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BAPA4 7958412.08000000 PA USD 8713015.18000000 0.272110820637 Long ABS-MBS USGSE US N 2 2044-05-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411E2K2 815.94000000 PA USD 915.60000000 0.000028594540 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N CREDIT SUISSE AG ANGGYXNX0JLX3X63JN86 22546DAA4 6000000.00000000 PA USD 6471930.00000000 0.202120867119 Long DBT CORP CH N 2 2023-08-08 Fixed 6.50000000 N N N N N N TCW Gem Ltd N/A 87190CBC3 6000000.00000000 PA USD 5995446.00000000 0.187240088240 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 2.22374000 N N N N N N Washington Mutual Mortgage Pas N/A 93934FHV7 1821334.93000000 PA USD 1745341.73000000 0.054507694596 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 5.75000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAL7 747000.00000000 PA USD 761063.40000000 0.023768303170 Long DBT CORP US N 2 2030-06-15 Fixed 2.80000000 N N N N N N DZ BANK AG (NEW YORK) N/A 000000000 725000.00000000 PA USD 725004.37000000 0.022642165772 Long DBT CORP US N 2 2022-01-07 Fixed 0.10000000 N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BJ2 2118000.00000000 PA USD 2139477.88000000 0.066816718396 Long DBT CORP US N 2 2028-06-15 Fixed 2.20000000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241LA48 48698.65000000 PA USD 56037.88000000 0.001750084580 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413BLR0 7021.24000000 PA USD 8136.86000000 0.000254117272 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDR2 2750000.00000000 PA USD 3454687.94000000 0.107891235235 Long DBT CORP US N 2 2039-03-15 Fixed 4.81200000 N N N N N N Ace Securities Corp. N/A 00083BAB1 1242178.43000000 PA USD 1187783.31000000 0.037094930348 Long ABS-MBS CORP US N 2 2038-02-25 Variable 6.33600000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578AAN8 1960000.00000000 PA USD 2003412.37000000 0.062567340101 Long DBT CORP FR N 2 2029-10-01 Fixed 2.70000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 531000.00000000 PA USD 720411.24000000 0.022498720553 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825CAV6 647000.00000000 PA USD 709707.75000000 0.022164446437 Long DBT CORP US N 2 2027-10-01 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CU67 113840.96000000 PA USD 128347.92000000 0.004008354985 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132FCAG0 265047.45000000 PA USD 307761.40000000 0.009611507082 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 3079000.00000000 PA USD 3002931.12000000 0.093782695714 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N AMER AIRLINE 17-2 A PTT N/A 02377CAA2 704386.25000000 PA USD 687199.37000000 0.021461501058 Long DBT CORP US N 2 2029-10-15 Fixed 3.60000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691NAN5 1900000.00000000 PA USD 1723528.19000000 0.053826449338 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 2.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412MTG3 6135.93000000 PA USD 7019.27000000 0.000219214506 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N LSTAR Commercial Mortgage Trus 549300MAI3U5Y4VL8H37 54910JAW4 4447000.00000000 PA USD 4201054.22000000 0.131200541687 Long ABS-MBS CORP US N 2 2048-04-20 Variable 3.16565900 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 171239AJ5 288000.00000000 PA USD 294717.53000000 0.009204141997 Long DBT CORP US N 2 2061-12-15 Fixed 3.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DA41 26500.35800000 PA USD 30187.11000000 0.000942755074 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374XQG3 2122475.84000000 PA USD 405062.20000000 0.012650248550 Long ABS-MBS USGA US N 2 2039-04-20 Floating 6.09612000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622AAGA6 6086036.65000000 PA USD 6489362.19000000 0.202665281128 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.50000000 N N N N N N Flagstar Mortgage Trust N/A 33850TAY4 1369029.42000000 PA USD 1376482.69000000 0.042988084679 Long ABS-MBS CORP US N 2 2048-03-25 Variable 3.98438900 N N N N N N Lehman Mortgage Trust N/A 52521HBJ1 6690601.89370000 PA USD 1433898.35000000 0.044781197859 Long ABS-MBS CORP US N 2 2037-01-25 Floating 6.51725000 N N N N N N Fannie Mae - CAS N/A 20754AAF0 1500000.00000000 PA USD 1501411.35000000 0.046889654858 Long ABS-MBS CORP US N 2 2041-12-25 Floating 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A9XL3 268341.22000000 PA USD 296725.65000000 0.009266856358 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N AT&T INC 6/21/07 5.25% N/A 000000000 7000000.00000000 PA USD 6991392.31000000 0.218343875176 Long DBT CORP US N 2 2022-04-12 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413N6V2 1020.70000000 PA USD 1153.96000000 0.000036038615 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412T3G6 1355.85000000 PA USD 1512.39000000 0.000047232522 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 171239AH9 406000.00000000 PA USD 408051.64000000 0.012743609913 Long DBT CORP US N 2 2051-12-15 Fixed 2.85000000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 428236BX0 1840000.00000000 PA USD 1879367.22000000 0.058693362280 Long DBT CORP US N 2 2022-09-15 Fixed 4.05000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAX9 270000.00000000 PA USD 300304.19000000 0.009378615541 Long DBT CORP US N 2 2030-04-15 Fixed 4.05000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4XA6 85509.13000000 PA USD 97252.11000000 0.003037220860 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412BFT4 111124.08000000 PA USD 127113.50000000 0.003969803573 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36292HSS3 1840.31000000 PA USD 2069.85000000 0.000064642212 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N FHLMC Structured Pass Through S6XOOCT0IEG5ABCC6L87 31393LFK4 286331.94000000 PA USD 336153.93000000 0.010498216732 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 6.50000000 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 86959LAH6 1137000.00000000 PA USD 1119064.06000000 0.034948801697 Long DBT CORP SE N 2 2027-06-11 Fixed 1.41800000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AH2 1800000.00000000 PA USD 1891071.45000000 0.059058889892 Long DBT CORP US N 2 2023-11-30 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WDZP9 4744053.03000000 PA USD 5273105.32000000 0.164681110532 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412TGT4 109835.87000000 PA USD 126401.94000000 0.003947581280 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38377FZV6 1963740.00000000 PA USD 2162608.74000000 0.067539104064 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412FM26 662.22000000 PA USD 728.82000000 0.000022761329 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AP5 1035000.00000000 PA USD 1124294.98000000 0.035112165344 Long DBT CORP CA N 2 2051-06-15 Fixed 4.10000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBE2 730000.00000000 PA USD 878725.51000000 0.027442936193 Long DBT CORP US N 2 2039-02-14 Fixed 5.80000000 N N N N N N GLS Auto Receivables Trust N/A 36263DAC1 350000.00000000 PA USD 350233.80000000 0.010937936496 Long ABS-O CORP US N 2 2027-10-15 Fixed 1.94000000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 06675FAT4 1535000.00000000 PA USD 1574173.84000000 0.049162055451 Long DBT CORP FR N 2 2024-11-21 Fixed 2.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407EYE7 342206.65000000 PA USD 344749.75000000 0.010766667502 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 1.82500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417BTN7 27832.18000000 PA USD 29816.02000000 0.000931165790 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.50000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAJ4 462000.00000000 PA USD 498492.07000000 0.015568099383 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394F2W4 3069411.52000000 PA USD 597805.03000000 0.018669681382 Long ABS-MBS USGSE US N 2 2035-10-25 Floating 6.57812000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBE2 1385000.00000000 PA USD 1472722.29000000 0.045993684462 Long DBT CORP US N 2 2025-02-15 Fixed 3.75000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BAL42 2901986.78000000 PA USD 310982.42000000 0.009712100778 Long ABS-MBS USGSE US N 2 2039-07-15 Floating 6.09025000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418XE38 1778.51000000 PA USD 1951.52000000 0.000060946721 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCJ3 2071000.00000000 PA USD 2055281.09000000 0.064187220208 Long DBT CORP US N 2 2029-06-01 Fixed 2.06900000 N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 209000.00000000 PA USD 221191.18000000 0.006907885762 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAY7 410000.00000000 PA USD 516048.52000000 0.016116394080 Long DBT CORP US N 2 2050-04-15 Fixed 4.70000000 N N N N N N Extended Stay America Trust N/A 30227FAN0 2636284.97000000 PA USD 2645908.46000000 0.082632740504 Long ABS-MBS CORP US N 2 2038-07-15 Floating 3.81000000 N N N N N N Gam Resecuritization Trust N/A 36459TAQ9 2140000.00000000 PA USD 1974074.24000000 0.061651098999 Long ABS-MBS CORP US N 2 2028-10-27 Fixed 1.07930000 N N N N N N TES LLC N/A 88159DAB1 5500000.00000000 PA USD 5289523.25000000 0.165193848811 Long ABS-O CORP US N 2 2047-10-20 Fixed 7.74000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDJ0 1358000.00000000 PA USD 1322123.68000000 0.041290431855 Long DBT CORP NL N 2 2026-09-24 Fixed 1.00400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W4QC8 256609.53000000 PA USD 277131.88000000 0.008654935373 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AL70 15177.70000000 PA USD 17617.93000000 0.000550214740 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QPTX2 982331.23000000 PA USD 1054656.21000000 0.032937319729 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38377YTY6 184028.11000000 PA USD 3942.05000000 0.000123111740 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 5.00000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BR2 1229000.00000000 PA USD 1189776.71000000 0.037157184997 Long DBT CORP US N 2 2032-02-03 Fixed 2.15000000 N N N N N N L Street Securities N/A 693458AG6 2299183145.39100000 PA USD 2416211.57000000 0.075459218142 Long ABS-MBS CORP US N 2 2048-10-25 None 0.00000000 N N N N N N Babson CLO Ltd 5493000D71NBEM2WZE67 06760PAE1 4393000.00000000 PA USD 4393061.50000000 0.137197003009 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 1.43150000 N N N N N N Mosaic Solar Loans LLC N/A 61946FAA3 1648974.04000000 PA USD 1743389.02000000 0.054446710710 Long ABS-O CORP US N 2 2043-06-22 Fixed 4.01000000 N N N N N N TOTALENERGIES CAPITAL 5299005IX98ZZ9LSGK46 89153UAF8 2000000.00000000 PA USD 2055662.04000000 0.064199117423 Long DBT CORP CA N 2 2023-07-15 Fixed 2.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397JR97 945377.56000000 PA USD 1055161.33000000 0.032953094821 Long ABS-MBS USGSE US N 2 2037-07-15 Fixed 5.50000000 N N N N N N AUTODESK INC FRKKVKAIQEF3FCSTPG55 052769AH9 785000.00000000 PA USD 783602.46000000 0.024472206697 Long DBT CORP US N 2 2031-12-15 Fixed 2.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5R93 85811.37000000 PA USD 98439.67000000 0.003074308816 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BWWW0 16435.65000000 PA USD 16465.66000000 0.000514228904 Long ABS-MBS USGSE US N 2 2044-06-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HZ65 8363.02000000 PA USD 9479.18000000 0.000296038443 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241LKK1 9904.01000000 PA USD 11411.57000000 0.000356387727 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AD7 1870000.00000000 PA USD 2166745.59000000 0.067668299483 Long DBT CORP US N 2 2039-04-01 Fixed 3.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378YAT6 7241638.87000000 PA USD 1245049.18000000 0.038883365529 Long ABS-MBS USGA US N 2 2043-11-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LCD86 46786.35000000 PA USD 53538.79000000 0.001672037036 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382AWQ4 30061409.90000000 PA USD 1634679.35000000 0.051051665837 Long ABS-MBS USGA US N 2 2049-11-20 Floating 2.72612000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417WKH3 175490.14000000 PA USD 198993.03000000 0.006214628986 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AGPR3 192940.95000000 PA USD 213466.05000000 0.006666626976 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FN8 500000.00000000 PA USD 568348.28000000 0.017749735732 Long DBT CORP US N 2 2057-11-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414R4E2 36155.95000000 PA USD 41562.78000000 0.001298021630 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WDZ2 35643.07000000 PA USD 38406.84000000 0.001199460408 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ANQA4 160733.28000000 PA USD 172954.67000000 0.005401440972 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHSR4 3672507.59000000 PA USD 3880471.38000000 0.121188616094 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AK6 935000.00000000 PA USD 1211146.40000000 0.037824568649 Long DBT CORP US N 2 2048-12-15 Fixed 4.90000000 N N N N N N GSAMP Trust N/A 3622MAAB7 108404.99000000 PA USD 68991.84000000 0.002154641741 Long ABS-MBS CORP US N 2 2036-12-25 Floating 0.17188000 N N N N N N KITE REALTY GROUP LP 549300X6R2GYI8Y3OD81 49803XAA1 891000.00000000 PA USD 946263.71000000 0.029552180198 Long DBT CORP US N 2 2026-10-01 Fixed 4.00000000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAK7 975000.00000000 PA USD 987929.67000000 0.030853424180 Long DBT CORP US N 2 2031-12-15 Fixed 2.40000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 31395QJ27 293475.02000000 PA USD 41898.64000000 0.001308510668 Long ABS-MBS USGSE US N 2 2043-08-25 Fixed 4.00000000 N N N N N N NORTHWESTERN MUTUAL GLBL 635400LZXFVELZDVP257 66815L2D0 1611000.00000000 PA USD 1596050.13000000 0.049845260415 Long DBT CORP US N 2 2028-06-01 Fixed 1.70000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBN9 357000.00000000 PA USD 337232.54000000 0.010531902138 Long DBT CORP US N 2 2050-11-10 Fixed 2.77200000 N N N N N N Citigroup Commercial Mortgage N/A 17327GAA2 2101000.00000000 PA USD 2206285.73000000 0.068903153288 Long ABS-MBS CORP US N 2 2051-11-10 Variable 5.06542200 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2J2 4115000.00000000 PA USD 4237285.21000000 0.132332049462 Long DBT CORP FR N 2 2025-11-19 Fixed 2.81900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296QMF3 59753.43000000 PA USD 68898.71000000 0.002151733255 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.00000000 N N N N N N Freddie Mac - STACR N/A 35564KNS4 1700000.00000000 PA USD 1706950.62000000 0.053308725441 Long ABS-MBS CORP US N 2 2041-12-25 Floating 2.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XB5W0 175818.79000000 PA USD 192141.95000000 0.006000667118 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.00000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325WRT1 7142370.27000000 PA USD 703924.87000000 0.021983844867 Long ABS-MBS USGSE US N 2 2031-02-15 Fixed 3.50000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AA5 840000.00000000 PA USD 883370.75000000 0.027588008828 Long DBT CORP N/A N 2 2025-10-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409YBW6 18102.48000000 PA USD 20736.00000000 0.000647593268 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Gam Resecuritization Trust N/A 36459TAC0 2532000.00000000 PA USD 2436134.94000000 0.076081432662 Long ABS-MBS CORP US N 2 2028-10-27 Fixed 2.07100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378YA25 5535400.05000000 PA USD 946644.74000000 0.029564079911 Long ABS-MBS USGA US N 2 2039-07-20 Floating 5.94612000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413Y2K6 592.13000000 PA USD 677.99000000 0.000021173888 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.50000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0BK4 267382.29000000 PA USD 272430.90000000 0.008508121957 Long ABS-MBS CORP US N 2 2024-08-25 Floating 4.10275000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393T7H3 31236.34000000 PA USD 31123.18000000 0.000971988901 Long ABS-MBS USGSE US N 2 2034-03-25 Floating 0.22188000 N N N N N N Countrywide Home Loans N/A 12669GHG9 15954.87000000 PA USD 16113.91000000 0.000503243616 Long ABS-MBS CORP US N 2 2035-02-20 Variable 2.50986600 N N N N N N FED CAISSES DESJARDINS 549300B2Q47IR0CR5B54 31429KAD5 1925000.00000000 PA USD 1950356.04000000 0.060910370476 Long DBT CORP CA N 2 2025-02-10 Fixed 2.05000000 N N N N N N Palmer Square CLO Ltd N/A 69688FAC4 2000000.00000000 PA USD 1998548.00000000 0.062415423952 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 1.63249000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KXZ2 68381.79000000 PA USD 78325.66000000 0.002446140535 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A7ZK7 76863.69000000 PA USD 82594.73000000 0.002579465236 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 5.00000000 NC USD -126.53000000 -0.00000395158 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2022-03-31 1090985.91000000 USD -126.53000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376TZ47 1891042.86000000 PA USD 168675.73000000 0.005267808027 Long ABS-MBS USGA US N 2 2039-01-16 Floating 6.39250000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413Y6V8 44139.48000000 PA USD 51131.52000000 0.001596857067 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408AE30 8712.27000000 PA USD 9926.86000000 0.000310019661 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLJ9 4606000.00000000 PA USD 4630495.81000000 0.144612167979 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BK5 760000.00000000 PA USD 761930.31000000 0.023795377104 Long DBT CORP US N 2 2060-02-15 Fixed 3.10000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD -74693.83000000 -0.00233271708 N/A DFE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 -63520811.15000000 ZAR 3901574.41000000 USD 2022-01-21 -74693.83000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CJW7 5440.69000000 PA USD 6312.63000000 0.000197145866 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416PXM4 75596.49000000 PA USD 83576.18000000 0.002610116297 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAT6 3500000.00000000 PA USD 4348587.15000000 0.135808051926 Long DBT CORP US N 2 2047-09-20 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QLRW3 1885.51000000 PA USD 2009.90000000 0.000062769951 Long ABS-MBS USGSE US N 2 2036-03-01 Floating 2.37500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CB9 220000.00000000 PA USD 229689.37000000 0.007173287509 Long DBT CORP US N 2 2048-11-01 Fixed 3.85000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 2706099.00000000 NC USD 765411.63000000 0.023904100068 N/A DE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Purchased iShares iBoxx High Yield Corporate Bond ETF iShares iBoxx High Yield Corporate Bond ETF 1.00000000 80.50000000 USD 2022-03-18 XXXX -629190.02000000 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BZ1 500000.00000000 PA USD 643370.96000000 0.020092722930 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N EVERGY KANSAS CENTRAL J75GNWGEO73W89ZV3S44 95709TAQ3 1944000.00000000 PA USD 2025553.52000000 0.063258816745 Long DBT CORP US N 2 2049-09-01 Fixed 3.25000000 N N N N N N STARBIRD FUNDING CORP N/A 000000000 500000.00000000 PA USD 499482.99000000 0.015599046196 Long DBT CORP US N 2 2022-05-12 Fixed 0.30000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ASSE3 4566.27000000 PA USD 5051.18000000 0.000157750297 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412EE36 107840.63000000 PA USD 121041.54000000 0.003780173923 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396KKA9 346838.40840000 PA USD 34942.51000000 0.001091268048 Long ABS-MBS USGSE US N 2 2026-08-25 Floating 6.59812000 N N N N N N Allegany Park CLO, Ltd. N/A 017154AA3 8750000.00000000 PA USD 8751391.25000000 0.273309320087 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 1.46150000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379DCX0 3070869.80000000 PA USD 555607.25000000 0.017351828457 Long ABS-MBS USGA US N 2 2044-06-20 Floating 5.49612000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SUX3 360845.91000000 PA USD 394452.16000000 0.012318892913 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 4.50000000 N N N N N N ENRGY TRANS LP/REG FIN N/A 75886AAJ7 1067000.00000000 PA USD 1118143.41000000 0.034920049443 Long DBT CORP US N 2 2023-11-01 Fixed 4.50000000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRU N/A 83406CAD1 1000000.00000000 PA USD 1019974.40000000 0.031854193442 Long ABS-O CORP US N 2 2028-04-25 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410XHX7 13155.91000000 PA USD 15012.89000000 0.000468858338 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416A4X5 483.59000000 PA USD 556.06000000 0.000017365968 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414CFW3 4720.97000000 PA USD 5312.04000000 0.000165897055 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.50000000 N N N N N N FREMF Mortgage Trust N/A 30298CAQ4 7380000.00000000 PA USD 38821.75000000 0.001212418208 Long ABS-MBS CORP US N 2 2029-05-25 Fixed 0.10000000 N N N N N N Sequoia Mortgage Trust N/A 81733YEG0 735511.00000000 PA USD 739151.19000000 0.023083976411 Long ABS-MBS CORP US N 2 2045-05-25 Variable 3.77312700 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417Y2Y2 12154.22000000 PA USD 13385.54000000 0.000418035570 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N KNDL Mortgage Trust N/A 482598AQ2 1000000.00000000 PA USD 992677.50000000 0.031001700739 Long ABS-MBS CORP US N 2 2036-05-15 Floating 2.11000000 N N N N N N VICTORY RECEIVABLES CORPORATION N/A 000000000 725000.00000000 PA USD 724990.60000000 0.022641735730 Long DBT CORP US N 2 2022-01-06 Fixed 0.12000000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241KZ35 77725.57000000 PA USD 89782.72000000 0.002803948933 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N JP Morgan Chase Commercial Mor N/A 466330AN7 100000.00000000 PA USD 100065.66000000 0.003125089110 Long ABS-MBS CORP US N 2 2038-04-15 Floating 2.56000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HL0 1750000.00000000 PA USD 2286467.10000000 0.071407248362 Long DBT CORP US N 2 2068-03-01 Fixed 4.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EBZN8 34224.26000000 PA USD 36779.35000000 0.001148633269 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.50000000 N N N N N N Mosaic Solar Loans LLC N/A 61946GAA1 1970883.03000000 PA USD 2054048.58000000 0.064148728446 Long ABS-O CORP US N 2 2043-06-22 Fixed 3.82000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411UAU5 5532.73000000 PA USD 6268.36000000 0.000195763297 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5WX4 57858.55000000 PA USD 66300.53000000 0.002070591093 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.50000000 N N N N N N TAMPA ELECTRIC CO WS423EPRKJIIJUITXD73 875127BC5 580000.00000000 PA USD 696361.91000000 0.021747650712 Long DBT CORP US N 2 2044-05-15 Fixed 4.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8NA8 65381.43000000 PA USD 74896.89000000 0.002339058727 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411DY78 4038.08000000 PA USD 4506.62000000 0.000140743478 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BXB7 6318271.31000000 PA USD 6643473.56000000 0.207478238583 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.00000000 N N N N N N Navient Student Loan Trust N/A 63940PAD7 2000000.00000000 PA USD 2032251.20000000 0.063467987872 Long ABS-O CORP US N 2 2042-02-18 Fixed 3.68000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EE3 595000.00000000 PA USD 581528.36000000 0.018161354708 Long DBT CORP US N 2 2041-09-15 Fixed 2.80000000 N N N N N N ORIX CORP 35380016EMHNBOVYE123 686330AK7 5000000.00000000 PA USD 5271921.00000000 0.164644123763 Long DBT CORP JP N 2 2024-12-04 Fixed 3.25000000 N N N N N N LCM Ltd Partnership N/A 50200FAL3 10000000.00000000 PA USD 9984080.00000000 0.311806664625 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 1.38150000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416RFA6 16973.06000000 PA USD 18707.03000000 0.000584227753 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411X5P6 25936.64000000 PA USD 28561.03000000 0.000891971969 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EG1 2117000.00000000 PA USD 2107378.51000000 0.065814242705 Long DBT CORP US N 2 2061-02-08 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XKS8 419716.39000000 PA USD 462715.44000000 0.014450781445 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Fannie Mae - CAS N/A 20753VBE7 800000.00000000 PA USD 831996.32000000 0.025983565588 Long ABS-MBS CORP US N 2 2040-02-25 Floating 3.75275000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412QHQ5 177567.40000000 PA USD 195727.92000000 0.006112658343 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711X3H5 4754080.71000000 PA USD 4795217.77000000 0.149756498247 Long ABS-MBS CORP US N 2 2031-03-25 Floating 2.10275000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBW5 1000000.00000000 PA USD 1052796.61000000 0.032879243705 Long DBT CORP US N 2 2024-04-13 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJYS1 117.24000000 PA USD 118.25000000 0.000003692993 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419BCW3 69393.52000000 PA USD 76467.29000000 0.002388102924 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Santander Drive Auto Receivabl N/A 80286HAG4 1900000.00000000 PA USD 1925548.35000000 0.060135616760 Long ABS-O CORP US N 2 2025-10-15 Fixed 2.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410S7M3 2786.69000000 PA USD 3147.76000000 0.000098305757 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N NIEUW AMSTERDAM RECEIVABLES CORPORATION B.V. N/A 000000000 250000.00000000 PA USD 249995.99000000 0.007807471075 Long DBT CORP US N 2 2022-01-07 Fixed 0.10000000 N N N N N Bear Stearns Alt-A Trust N/A 07386HZE4 547397.67000000 PA USD 543070.49000000 0.016960300612 Long ABS-MBS CORP US N 2 2036-01-25 Variable 2.64331600 N N N N N N MIZUHO BANK LTD (NEW YORK) N/A 000000000 725000.00000000 PA USD 724834.72000000 0.022636867537 Long DBT CORP US N 2 2022-04-14 Fixed 0.16000000 N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AH6 1775000.00000000 PA USD 2420681.65000000 0.075598820462 Long DBT CORP US N 2 2041-03-15 Fixed 5.87500000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325WRP9 8824853.82000000 PA USD 756874.18000000 0.023637472216 Long ABS-MBS USGSE US N 2 2031-02-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GFYY7 398922.73000000 PA USD 441436.46000000 0.013786230702 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAG8 718000.00000000 PA USD 907780.56000000 0.028350336598 Long DBT CORP US N 2 2041-02-01 Fixed 6.12500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAB8 3000000.00000000 PA USD 3127813.47000000 0.097682819614 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N COMM Mortgage Trust N/A 12624QAA1 65166000.00000000 PA USD 311734.59000000 0.009735591337 Long ABS-MBS CORP US N 2 2045-10-15 Variable 0.61408400 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AS9 1250000.00000000 PA USD 1312964.20000000 0.041004377766 Long DBT CORP GB N 2 2024-09-11 Fixed 3.62500000 N N N N N N FRR Re-Remic Trust N/A 30307WBE5 3000000.00000000 PA USD 2759350.20000000 0.086175569746 Long ABS-MBS CORP US N 2 2050-02-27 Variable 0.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397H6V5 2681656.95000000 PA USD 506529.06000000 0.015819097676 Long ABS-MBS USGSE US N 2 2037-05-15 Floating 6.30025000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397QRC4 2169895.87000000 PA USD 236012.85000000 0.007370772226 Long ABS-MBS USGSE US N 2 2041-01-25 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418A3J5 6576.13000000 PA USD 7224.52000000 0.000225624542 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCJ8 170000.00000000 PA USD 167323.83000000 0.005225587670 Long DBT UST US N 2 2026-06-30 Fixed 0.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406RQ65 3882.78000000 PA USD 4303.02000000 0.000134384972 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325WRQ7 9248897.53000000 PA USD 962713.12000000 0.030065901609 Long ABS-MBS USGSE US N 2 2031-02-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410X3E4 515.55000000 PA USD 594.53000000 0.000018567400 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JBW7 110.13000000 PA USD 109.94000000 0.000003433468 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust N/A 36248GAF7 28633083.42000000 PA USD 424946.45000000 0.013271241338 Long ABS-MBS CORP US N 2 2046-11-10 Variable 1.00927600 N N N N N N BX Trust 2019-OC11 N/A 05606FAN3 2280000.00000000 PA USD 2268089.51000000 0.070833309146 Long ABS-MBS CORP US N 2 2041-12-09 Variable 4.07545700 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAJ7 2403000.00000000 PA USD 2851774.04000000 0.089062001874 Long DBT CORP US N 2 2042-05-15 Fixed 4.50000000 N N N N N N NESTLE HOLDINGS INC 549300EAEU8YV8MQXP30 641062AW4 1537000.00000000 PA USD 1498588.79000000 0.046801505221 Long DBT CORP US N 2 2028-09-14 Fixed 1.50000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391BHQ3 12314.51000000 PA USD 13592.22000000 0.000424490266 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A4MK2 9860230.29000000 PA USD 1788992.85000000 0.055870935889 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 5.84812000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414UZ92 104574.27000000 PA USD 120934.56000000 0.003776832897 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296QZD4 111736.61000000 PA USD 129141.42000000 0.004033136296 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 5.00000000 N N N N N N LMA AMERICAS LLC N/A 000000000 747000.00000000 PA USD 746939.47000000 0.023327207395 Long DBT CORP US N 2 2022-01-26 Fixed 0.10000000 N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 171239AG1 1090000.00000000 PA USD 1027852.40000000 0.032100226417 Long DBT CORP US N 2 2030-09-15 Fixed 1.37500000 N N N N N New Century Home Equity Loan T N/A 64352VKV2 196316.62000000 PA USD 196515.69000000 0.006137260703 Long ABS-MBS CORP US N 2 2035-06-25 Floating 0.83688000 N N N N N N Starwood Mortgage Residential N/A 85573AAD7 698000.00000000 PA USD 700768.90000000 0.021885282708 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.87800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AH6U5 17967.88000000 PA USD 19252.28000000 0.000601256121 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Marlette Funding Trust 549300Y3KZXU3NUCX480 57109HAC6 1750000.00000000 PA USD 1766379.65000000 0.055164716942 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.11000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NNZ4 13.82000000 PA USD 13.91000000 0.000000434414 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 5.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 1107000.00000000 PA USD 1151148.20000000 0.035950801749 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HN0 436000.00000000 PA USD 436333.62000000 0.013626867043 Long DBT CORP US N 2 2046-03-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398N2X1 4510687.55000000 PA USD 727670.88000000 0.022725441907 Long ABS-MBS USGSE US N 2 2040-11-25 Floating 5.96812000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415LR82 2385.60000000 PA USD 2652.44000000 0.000082836723 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.00000000 N N N N N N COMMONWEALTH BANK AUST N/A 000000000 250000.00000000 PA USD 249841.75000000 0.007802654100 Long DBT CORP US N 2 2022-04-19 Fixed 0.16000000 N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAL3 830000.00000000 PA USD 845449.18000000 0.026403703588 Long DBT CORP US N 2 2022-11-06 Fixed 2.90000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36292JRE1 5013.72000000 PA USD 5644.70000000 0.000176286155 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HLMN0 817694.70000000 PA USD 879991.12000000 0.027482461681 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 750000.00000000 PA USD 791575.64000000 0.024721212180 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5ED8 30543.61000000 PA USD 35004.22000000 0.001093195275 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.50000000 N N N N N N Countrywide Alternative Loan T N/A 12667F5E1 1467405.39000000 PA USD 1416053.69000000 0.044223902253 Long ABS-MBS CORP US N 2 2035-04-25 Fixed 5.25000000 N N N N N N NRW.BANK N/A 000000000 750000.00000000 PA USD 749821.47000000 0.023417213366 Long DBT CORP US N 2 2022-03-21 Fixed 0.13000000 N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CY3 1600000.00000000 PA USD 1615038.37000000 0.050438270465 Long DBT CORP GB N 2 2032-11-22 Fixed 2.87100000 N N N N N N Broad River BSL Funding CLO Lt 5493000KEEYM16WOW109 11124TAJ3 3490000.00000000 PA USD 3484154.25000000 0.108811479448 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 1.30150000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BAPB2 12297352.96000000 PA USD 13621540.53000000 0.425405958258 Long ABS-MBS USGSE US N 2 2044-05-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405AYL1 4149.57000000 PA USD 4570.37000000 0.000142734415 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620ARHX2 14074.50000000 PA USD 15829.99000000 0.000494376685 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 5.00000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DF1 773000.00000000 PA USD 992901.86000000 0.031008707589 Long DBT CORP US N 2 2045-07-10 Fixed 4.80000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 1204000.00000000 PA USD 1185482.02000000 0.037023060174 Long DBT CORP US N 2 2027-07-20 Fixed 1.51200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128L45F7 6376.87000000 PA USD 7181.37000000 0.000224276951 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N GXO LOGISTICS INC 5493007CNWMXN78JRN66 36262GAA9 602000.00000000 PA USD 588030.59000000 0.018364421856 Long DBT CORP US N 2 2026-07-15 Fixed 1.65000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAQ3 1400000.00000000 PA USD 1790528.85000000 0.055918905761 Long DBT CORP US N 2 2048-04-01 Fixed 5.40000000 N N N N N N Life Financial Services Trust N/A 53218CAL4 700000.00000000 PA USD 699843.76000000 0.021856390229 Long ABS-MBS CORP US N 2 2038-03-15 Floating 2.46000000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813CJ6 550000.00000000 PA USD 552352.69000000 0.017250187294 Long DBT CORP US N 2 2027-02-01 Fixed 1.91500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412MKD9 4675.62000000 PA USD 5529.09000000 0.000172675610 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.50000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XAX2 1271002.59000000 PA USD 1294673.23000000 0.040433143727 Long ABS-MBS CORP US N 2 2025-05-25 Floating 4.10275000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR64 11926774.08000000 PA USD 12839273.67000000 0.400975462863 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAE2 1000000.00000000 PA USD 971594.79000000 0.030343279584 Long DBT CORP US N 2 2026-03-01 Fixed 1.20000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414XWZ1 12378.45000000 PA USD 13558.69000000 0.000423443111 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379BGA0 6977045.09000000 PA USD 1299653.96000000 0.040588693844 Long ABS-MBS USGA US N 2 2044-04-16 Floating 6.09250000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RHU6 47122.81000000 PA USD 48151.91000000 0.001503802699 Long ABS-MBS USGSE US N 2 2042-08-01 Floating 1.28400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AB71 350493.84000000 PA USD 406783.58000000 0.012704007911 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AAW33 3428194.49000000 PA USD 588728.64000000 0.018386222226 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 6.44025000 N N N N N N BANK OF MONTREAL (CHICAGO) N/A 000000000 725000.00000000 PA USD 725027.55000000 0.022642889693 Long DBT CORP US N 2 2022-03-21 Fixed 0.22000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411EB55 15532.13000000 PA USD 17092.09000000 0.000533792555 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A4BU8 181923.13000000 PA USD 199390.83000000 0.006227052433 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410VDU1 27159.99000000 PA USD 31467.92000000 0.000982755264 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378JCS9 506116.15000000 PA USD 506966.93000000 0.015832772525 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411XER2 5176.05000000 PA USD 5695.88000000 0.000177884526 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MC7H1 6606.86000000 PA USD 7080.61000000 0.000221130178 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N DELTA AIR LINES 2020-A N/A 247361ZW1 616361.15000000 PA USD 614347.49000000 0.019186308781 Long DBT CORP US N 2 2028-06-10 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312929FV9 111030.78000000 PA USD 127295.40000000 0.003975484380 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.50000000 N N N N N N Extended Stay America Trust N/A 30227FAL4 1989649.04000000 PA USD 1995421.41000000 0.062317779342 Long ABS-MBS CORP US N 2 2038-07-15 Floating 2.96000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376JFX7 6339715.60000000 PA USD 1138058.20000000 0.035541996006 Long ABS-MBS USGA US N 2 2037-05-20 Floating 6.09612000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GA86 5089.60000000 PA USD 5907.67000000 0.000184498809 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YAY3 348120.75000000 PA USD 372950.73000000 0.011647394971 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 4.50000000 N N N N N N Gam Resecuritization Trust N/A 36459TBE5 2163000.00000000 PA USD 1885865.63000000 0.058896310128 Long ABS-MBS CORP US N 2 2028-10-27 None 0.00000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XWX8 5159457.89000000 PA USD 5226459.64000000 0.163224347976 Long ABS-MBS CORP US N 2 2030-05-25 Floating 2.60188000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416YVG0 3914.57000000 PA USD 4315.87000000 0.000134786282 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N LLOYDS BANK PLC N/A 000000000 400000.00000000 PA USD 399798.40000000 0.012485858048 Long DBT CORP US N 2 2022-03-29 Fixed 0.14000526 N N N N N Bear Stearns Adjustable Rate M N/A 07387AFZ3 4591.88000000 PA USD 4376.98000000 0.000136694771 Long ABS-MBS CORP US N 2 2036-02-25 Variable 3.24160400 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AJ6C1 5346.41000000 PA USD 5895.55000000 0.000184120297 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411WVC8 11333.52000000 PA USD 12886.73000000 0.000402457542 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H030617 4390000.00000000 PA USD 4542468.26000000 0.141863033681 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N AVNET INC XJI53DCPL7QABOWK4Z75 053807AU7 527000.00000000 PA USD 521084.18000000 0.016273659681 Long DBT CORP US N 2 2031-05-15 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38377LBJ6 4084484.96000000 PA USD 761836.09000000 0.023792434577 Long ABS-MBS USGA US N 2 2040-08-20 Floating 6.51612000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFNK8 1379774.75000000 PA USD 1454433.85000000 0.045422529435 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A62R0 22482.03000000 PA USD 24868.92000000 0.000776665952 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Park Place Securities Inc N/A 70069FGD3 109436.97000000 PA USD 109592.41000000 0.003422613183 Long ABS-MBS CORP US N 2 2035-03-25 Floating 1.18188000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404BM66 75816.00000000 PA USD 85420.25000000 0.002667707314 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEJ42 5842985.22000000 PA USD 6173706.89000000 0.192807244508 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403TTL8 217072.39000000 PA USD 246445.61000000 0.007696591339 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N GSR Mortgage Loan Trust N/A 36228FNB8 1815.36000000 PA USD 1948.77000000 0.000060860837 Long ABS-MBS CORP US N 2 2032-03-25 Fixed 6.00000000 N N N N N N TORONTO-DOMINION BANK (NEW YORK) PT3QB789TSUIDF371261 89114NZH1 525000.00000000 PA USD 525059.32000000 0.016397804835 Long DBT CORP US N 2 2022-03-03 Fixed 0.21000000 N N N N N UNITED AIR 2016-1 AA PTT N/A 90931LAA6 1773527.14000000 PA USD 1829462.06000000 0.057134804908 Long DBT CORP US N 2 2028-07-07 Fixed 3.10000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJZ3 1852000.00000000 PA USD 1840388.46000000 0.057476040589 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416RZB2 71308.79000000 PA USD 78755.24000000 0.002459556484 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 4.50000000 N N N N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 202712BN4 1013000.00000000 PA USD 997235.81000000 0.031144058517 Long DBT CORP AU N 2 2031-03-11 Fixed 2.68800000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92937FAW1 6583000.00000000 PA USD 5975761.70000000 0.186625339968 Long ABS-MBS CORP US N 2 2048-03-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E2JY2 546639.85000000 PA USD 590590.23000000 0.018444360399 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 177376AG5 844000.00000000 PA USD 822757.15000000 0.025695022750 Long DBT CORP US N 2 2026-03-01 Fixed 1.25000000 N N N N N Citigroup Commercial Mortgage N/A 17291CAG0 4120000.00000000 PA USD 3360502.31000000 0.104949781727 Long ABS-MBS CORP US N 2 2049-08-10 Variable 4.43244300 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGR4 1000000.00000000 PA USD 1077096.91000000 0.033638151435 Long DBT CORP US N 2 2028-07-21 Fixed 3.59300000 N N N N N N MIZUHO BANK LTD (SINGAPORE) N/A 000000000 350000.00000000 PA USD 349749.74000000 0.010922819116 Long DBT CORP US N 2 2022-04-04 Fixed 0.29500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJQL5 105610.21000000 PA USD 113328.46000000 0.003539291463 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N NORINCHUKIN BANK (NEW YORK) N/A 000000000 725000.00000000 PA USD 725002.88000000 0.022642119239 Long DBT CORP US N 2 2022-01-27 Fixed 0.11000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AUUY5 8410063.30000000 PA USD 1488095.10000000 0.046473783240 Long ABS-MBS USGSE US N 2 2046-12-25 Floating 6.54812000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CX5 915000.00000000 PA USD 917444.00000000 0.028652129552 Long DBT CORP GB N 2 2027-11-22 Fixed 2.25100000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDT6 1111000.00000000 PA USD 1234191.46000000 0.038544274750 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAE3 862000.00000000 PA USD 857652.23000000 0.026784809541 Long DBT CORP US N 2 2028-05-28 Fixed 1.75000000 N N N N N N BLACKROCK INC 549300LRIF3NWCU26A80 09247XAS0 450000.00000000 PA USD 446864.61000000 0.013955753918 Long DBT CORP US N 2 2032-02-25 Fixed 2.10000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCJ2 1020000.00000000 PA USD 1018367.82000000 0.031804019330 Long DBT CORP US N 2 2032-11-02 Fixed 2.61800000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419ATE7 48979.44000000 PA USD 54180.44000000 0.001692076013 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DBD0 44563.55000000 PA USD 50382.51000000 0.001573465196 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Q5 752000.00000000 PA USD 772752.67000000 0.024133363576 Long DBT CORP US N 2 2041-04-30 Fixed 3.06800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EDEJ6 4299.60000000 PA USD 4607.84000000 0.000143904618 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGH1 861000.00000000 PA USD 863267.06000000 0.026960162845 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813CQ0 800000.00000000 PA USD 809074.17000000 0.025267698013 Long DBT CORP US N 2 2032-02-01 Fixed 2.53900000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MDB5 40946.11000000 PA USD 46826.75000000 0.001462417441 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 75524RAA7 2000000.00000000 PA USD 2052482.00000000 0.064099803549 Long DBT CORP US N 2 2022-09-28 Fixed 4.15000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 93363NAH8 463262.02000000 PA USD 453460.41000000 0.014161743293 Long ABS-MBS CORP US N 2 2036-10-25 Variable 2.45287000 N N N N N N Credit Suisse Commercial Mortg N/A 12657VAL6 4520000.00000000 PA USD 4508717.63000000 0.140808988504 Long ABS-MBS CORP US N 2 2034-06-15 Floating 2.42662800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419KPA7 487418.10000000 PA USD 525799.09000000 0.016420908137 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMM1 3130000.00000000 PA USD 3064905.14000000 0.095718168233 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412MAD0 70021.28000000 PA USD 80992.67000000 0.002529432285 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TGU3 2250000.00000000 PA USD 2257141.16000000 0.070491387958 Long DBT CORP US N 2 2030-02-13 Fixed 2.15000000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAM6 2289000.00000000 PA USD 2272525.27000000 0.070971839640 Long DBT CORP US N 2 2028-06-15 Fixed 1.55000000 N N N N N Freddie Mac - STACR N/A 35564XAH4 1134762.02000000 PA USD 1138622.59000000 0.035559622123 Long ABS-MBS CORP US N 2 2049-09-25 Floating 1.95275000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371K4S7 177.53000000 PA USD 193.07000000 0.000006029650 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 5.00000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607GLZ5 910000.00000000 PA USD 930304.10000000 0.029053755429 Long DBT CORP CA N 2 2025-01-28 Fixed 2.25000000 N N N N N N AMER AIRLINE 17-2 AA PTT N/A 02376AAA7 47013.17000000 PA USD 47959.70000000 0.001497799906 Long DBT CORP US N 2 2029-10-15 Fixed 3.35000000 N N N N N N 2022-02-18 Voya Intermediate Bond Portfolio Tin Bui Tin Bui Vice President