0001752724-24-037361.txt : 20240223 0001752724-24-037361.hdr.sgml : 20240223 20240223150525 ACCESSION NUMBER: 0001752724-24-037361 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240223 DATE AS OF CHANGE: 20240223 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY GARRISON STREET TRUST CENTRAL INDEX KEY: 0000803013 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0731 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04861 FILM NUMBER: 24670655 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY ADVISOR SERIES V DATE OF NAME CHANGE: 19930706 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY INVESTMENT SERIES DATE OF NAME CHANGE: 19930706 FORMER COMPANY: FORMER CONFORMED NAME: PLYMOUTH INVESTMENT SERIES /NY/ DATE OF NAME CHANGE: 19920206 0000803013 S000013236 VIP Investment Grade Central Fund C000035576 VIP Investment Grade Central Fund NPORT-P 1 primary_doc.xml NPORT-P false 0000803013 XXXXXXXX S000013236 C000035576 Fidelity Garrison Street Trust 811-04861 0000803013 GZF76QJ38YQDHAIO0Y79 245 Summer Street Boston 02210 1-800-FIDELITY VIP Investment Grade Central Fund S000013236 OWUVAQDA1170JQA75H59 2023-12-31 2023-12-31 N 3207290907.70 318589832.48 2888701075.22 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 274439461.42000000 0.00000000 0.00000000 38822.40000000 USD N Bloomberg US Aggregate Bond Index 19808143 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H030617 19325000.00000000 PA USD 17507839.33000000 0.606079994921 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LPTT9 51022.77700000 PA USD 42190.95000000 0.001460550915 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410KCG7 45520.36690000 PA USD 47489.62000000 0.001643978340 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 0.06000000 N N N N N N KITE REALTY GROUP TRUST N/A 76131VAA1 1912000.00000000 PA USD 1863161.82000000 0.064498256187 Long DBT CORP US N 2 2025-03-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MMMW9 15054.43800000 PA USD 13842.48000000 0.000479193922 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HAYB0 12956.33780000 PA USD 12483.75000000 0.000432157903 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138NXXN2 186143.94460000 PA USD 171323.72000000 0.005930822038 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EEAV1 42320.99470000 PA USD 40972.11000000 0.001418357557 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N AASET 2021-2 TR N/A 00258BAA2 2925443.47000000 PA USD 2512751.16000000 0.086985502984 Long ABS-CBDO CORP US N 2 2047-01-15 Fixed 0.02798000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AH1 1788000.00000000 PA USD 1615535.63000000 0.055926023078 Long DBT CORP CH N 2 2027-08-10 Variable 0.01494000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 251525AP6 3669000.00000000 PA USD 3600467.26000000 0.124639662126 Long DBT CORP DE N 2 2025-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XJKZ9 55284.42320000 PA USD 55187.35000000 0.001910455549 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W0GN3 75199.91800000 PA USD 69267.28000000 0.002397869429 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176QVE1 1682.25450000 PA USD 1633.69000000 0.000056554484 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J6CW5 57443.87760000 PA USD 55045.84000000 0.001905556807 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EWAZ8 9571.36920000 PA USD 9252.16000000 0.000320287899 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209RYC1 14081.83750000 PA USD 13648.18000000 0.000472467716 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SYT8 100640.80750000 PA USD 97815.33000000 0.003386135410 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31384AGA0 62.33580000 PA USD 64.26000000 0.000002224529 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 0.07500000 N N N N N N BAMLL COML MTG SECS TR 2019 N/A 05492PAA6 1183000.00000000 PA USD 1073957.33000000 0.037177863061 Long ABS-MBS CORP US N 2 2032-11-05 Fixed 0.03112000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EU6Z7 295266.22800000 PA USD 268803.73000000 0.009305349463 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.03000000 N N N N N N BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA N/A 09228YAB8 1460128.33550000 PA USD 1376623.60000000 0.047655453581 Long ABS-CBDO CORP KY N 2 2041-12-16 Variable 0.04213000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212VT90 443.09280000 PA USD 457.85000000 0.000015849684 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QBS82 260349.19270000 PA USD 233680.32000000 0.008089460069 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HNMM8 6341.50880000 PA USD 6148.77000000 0.000212855876 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.04000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128UHAK1 7026.55670000 PA USD 7139.41000000 0.000247149490 Long ABS-MBS USGSE US N 2 2041-09-01 Variable 0.06130000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAQ6 1137000.00000000 PA USD 948209.61000000 0.032824774364 Long DBT CORP US N 2 2043-05-02 Fixed 0.04500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 1871000.00000000 PA USD 1814732.99000000 0.062821764618 Long DBT CORP US N 2 2027-04-15 Fixed 0.03750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209RUT8 117790.76140000 PA USD 114071.66000000 0.003948891111 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FMA1 391358.57420000 PA USD 382456.38000000 0.013239735439 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410KPS7 8284.18940000 PA USD 8661.93000000 0.000299855532 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378BFP4 183.93050000 PA USD 189.74000000 0.000006568350 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 0.07000000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385AG6 766000.00000000 PA USD 779893.62000000 0.026998072825 Long DBT CORP CA N 2 2035-02-01 Fixed 0.05850000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRJW5 572151.09000000 PA USD 587489.60000000 0.020337500651 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9U82 542624.62610000 PA USD 537263.06000000 0.018598776613 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04500000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAR8 1014000.00000000 PA USD 1012061.42000000 0.035035173029 Long DBT CORP US N 2 2027-06-08 Fixed 0.05170000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAE6 668000.00000000 PA USD 496847.79000000 0.017199695540 Long DBT CORP US N 2 2040-06-22 Fixed 0.03850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EE2S7 141413.50360000 PA USD 133805.33000000 0.004632024100 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335BC20 1354667.00010000 PA USD 1229634.62000000 0.042567042694 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416TVD8 1014.66540000 PA USD 984.60000000 0.000034084523 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ASEM7 4525.88060000 PA USD 4590.91000000 0.000158926447 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 0.05000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2019-XL N/A 056054AA7 221752.81000000 PA USD 221188.98000000 0.007657039418 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.06396290 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEE7 20000000.00000000 PA USD 18567968.80000000 0.642779170170 Long DBT UST US N 2 2029-03-31 Fixed 0.02375000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFX2 1541000.00000000 PA USD 1499499.22000000 0.051909116968 Long DBT CORP US N 2 2026-04-19 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417ETY7 165238.50250000 PA USD 152059.87000000 0.005263953106 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QGAJ6 833795.33400000 PA USD 685821.01000000 0.023741501531 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.02000000 N N N N N N FLATIRON CLO LT N/A 33883PAC1 1392832.00000000 PA USD 1392776.29000000 0.048214621510 Long ABS-CBDO CORP KY N 2 2034-07-19 Variable 0.06768420 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176RDC3 13284.94900000 PA USD 12872.67000000 0.000445621394 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N CSMC 2019-ICE4 N/A 12653VAE6 242396.95000000 PA USD 241689.95000000 0.008366734518 Long ABS-MBS CORP US N 2 2036-05-15 Variable 0.06839010 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNSL8 1344321.58000000 PA USD 1109104.56000000 0.038394577047 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MFUA4 15961.12040000 PA USD 15486.67000000 0.000536111892 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 0.03500000 N N N N N N PIEDMONT OPERATING PARTNERSHIP LP 549300WKGDPAS39FBD10 720198AF7 451000.00000000 PA USD 313385.11000000 0.010848651412 Long DBT CORP US N 2 2032-04-01 Fixed 0.02750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNWK5 222410.57600000 PA USD 205491.58000000 0.007113632551 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YGA1 160.70440000 PA USD 160.37000000 0.000005551630 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C04V7 50713.37600000 PA USD 50163.30000000 0.001736534819 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AYN4 60.27310000 PA USD 61.39000000 0.000002125176 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 55903VAZ6 694000.00000000 PA USD 678939.79000000 0.023503289967 Long DBT CORP US N 2 2025-03-15 Fixed 0.03638000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCC4 3713000.00000000 PA USD 2429230.25000000 0.084094206591 Long DBT CORP MX N 2 2047-09-21 Fixed 0.06750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291SZE3 3526.28000000 PA USD 3710.06000000 0.000128433503 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 0.06500000 N N N N N N MAGNE 2023-36A N/A 559922AA7 1275000.00000000 PA USD 1278480.75000000 0.044257980203 Long ABS-CBDO CORP KY N 2 2036-04-22 Variable 0.07211930 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468G7 1348000.00000000 PA USD 1312921.49000000 0.045450237176 Long DBT CORP US N 2 2030-01-23 Variable 0.04431000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLK9 2666515.36200000 PA USD 2303487.69000000 0.079741296521 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M9CJ9 592593.77300000 PA USD 573664.19000000 0.019858897651 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138NXYW1 30270.54830000 PA USD 27823.56000000 0.000963185849 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F1ZQ8 21187.43260000 PA USD 20474.20000000 0.000708768386 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.04000000 N N N N N N BETHP 2021 N/A 087598AA6 1953217.00000000 PA USD 1952246.25000000 0.067582148486 Long ABS-CBDO CORP US N 2 2035-01-15 Variable 0.06785480 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945RC4 17232.73750000 PA USD 17225.63000000 0.000596310575 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JAPS1 262337.56310000 PA USD 251058.15000000 0.008691039448 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 0.03000000 N N N N N N ARES XXXIV CLO LTD 549300VDFIIXSFET0S73 04015GAP4 665897.00000000 PA USD 664865.53000000 0.023016072369 Long ABS-CBDO CORP KY N 2 2033-04-17 Variable 0.06914440 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XAGR7 367338.76800000 PA USD 321106.58000000 0.011115950444 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.01500000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAY0 316000.00000000 PA USD 341783.84000000 0.011831748287 Long DBT CORP US N 2 2034-03-15 Fixed 0.05900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H1XB1 281092.38100000 PA USD 269006.59000000 0.009312371996 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YAZY4 25644.50020000 PA USD 25535.36000000 0.000883973776 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HLLC5 10819.15570000 PA USD 10234.57000000 0.000354296610 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 0.03500000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687FQ4 7061000.00000000 PA USD 6854489.47000000 0.237286215898 Long DBT CORP US N 2 2030-03-22 Fixed 0.03800000 N N N N N N BX COML MTG TR 2023-XL3 N/A 12434GAE5 225000.00000000 PA USD 224928.25000000 0.007786484102 Long ABS-MBS CORP US N 2 2040-12-09 Variable 0.08000160 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183XRB8 6799.80430000 PA USD 6264.29000000 0.000216854905 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 0.03000000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2018-WPT N/A 46645WBE2 386779.00000000 PA USD 277416.62000000 0.009603507347 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 0.05350300 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAS9 345000.00000000 PA USD 342537.39000000 0.011857834406 Long DBT CORP US N 2 2029-02-15 Fixed 0.04800000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFG5 3524000.00000000 PA USD 3576429.93000000 0.123807546605 Long DBT CORP US N 2 2034-07-21 Variable 0.05424000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385HX98 3587.64070000 PA USD 3773.78000000 0.000130639339 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 0.07500000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAJ4 555000.00000000 PA USD 539613.61000000 0.018680147095 Long DBT CORP US N 2 2039-01-25 Fixed 0.05476000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296QY29 4563.05830000 PA USD 4512.16000000 0.000156200308 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P8EK3 883041.46000000 PA USD 862570.09000000 0.029860136702 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JMMH9 4768.59310000 PA USD 4605.11000000 0.000159418017 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 0.04000000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109CH2 1275000.00000000 PA USD 1173284.63000000 0.040616339297 Long DBT CORP CA N 2 2032-03-15 Fixed 0.03800000 N N N N N N CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1 N/A 14855MAA6 1168483.47340000 PA USD 1018112.39000000 0.035244643301 Long ABS-CBDO CORP US N 2 2039-04-15 Fixed 0.03967000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BG6 1220000.00000000 PA USD 1213936.26000000 0.042023602594 Long DBT CORP US N 2 2029-03-15 Fixed 0.04375000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457CA6 500000.00000000 PA USD 484038.99000000 0.016756285174 Long DBT CORP US N 2 2052-08-15 Fixed 0.05300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FQJ65 85782.81200000 PA USD 80108.36000000 0.002773161982 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179KP24 14293.64870000 PA USD 13835.97000000 0.000478968561 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HHHN8 49285.39730000 PA USD 47487.68000000 0.001643911182 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AMMM4 5838.60390000 PA USD 5828.69000000 0.000201775464 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.04500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBE0 510000.00000000 PA USD 457489.10000000 0.015837190768 Long DBT CORP US N 2 2028-02-15 Fixed 0.01950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QPZG2 16606.10120000 PA USD 15182.38000000 0.000525578092 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.03000000 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BF2 141000.00000000 PA USD 148709.10000000 0.005147957373 Long DBT CORP US N 2 2040-09-15 Fixed 0.06550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W9GM6 218122.12960000 PA USD 200312.48000000 0.006934344356 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WM7H1 115538.04970000 PA USD 114564.36000000 0.003965947220 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J62X1 45468.63190000 PA USD 41952.07000000 0.001452281454 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AF5 1233000.00000000 PA USD 1162306.08000000 0.040236287858 Long DBT CORP CH N 2 2029-01-12 Variable 0.03869000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WGYG3 244455.45290000 PA USD 229125.26000000 0.007931774663 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.03500000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EF6 1139000.00000000 PA USD 1041308.82000000 0.036047648852 Long DBT CORP AU N 2 2034-07-24 Variable 0.04110000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410EM88 2020.62850000 PA USD 2053.50000000 0.000071087313 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 0.05803000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JNVR5 2365.83870000 PA USD 2290.50000000 0.000079291693 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31383R5Q1 63.95580000 PA USD 65.81000000 0.000002278186 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 0.07500000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFP4 517000.00000000 PA USD 502176.66000000 0.017384168417 Long DBT CORP US N 2 2027-07-01 Fixed 0.03500000 N N N N N N AFFILIATED MANAGERS GROUP INC 2JE75BUE3T1BLCYYGK54 008252AN8 1700000.00000000 PA USD 1648164.48000000 0.057055556704 Long DBT CORP US N 2 2025-08-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W0FW4 16337.07730000 PA USD 15092.15000000 0.000522454542 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBH3 404000.00000000 PA USD 326616.64000000 0.011306695691 Long DBT CORP US N 2 2052-03-15 Fixed 0.04100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMVN1 366229.47100000 PA USD 326826.40000000 0.011313957086 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFUU3 886042.44700000 PA USD 760014.52000000 0.026309905393 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200GDB9 2677.22670000 PA USD 2823.72000000 0.000097750508 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BPH5 872.62200000 PA USD 904.79000000 0.000031321690 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FXT4 64.80140000 PA USD 66.41000000 0.000002298957 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138LQXX7 21933.78170000 PA USD 20691.58000000 0.000716293567 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J7EX6 10234.94140000 PA USD 9915.33000000 0.000343245276 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARX63 39495.07410000 PA USD 37401.86000000 0.001294763944 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KGWD6 234787.26340000 PA USD 217788.88000000 0.007539335996 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F0JE5 721851.44640000 PA USD 677710.88000000 0.023460748009 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 0.03500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2019-XL N/A 056054AG4 1436279.87000000 PA USD 1427151.02000000 0.049404593373 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.06926290 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MQ4U4 7717.90800000 PA USD 7088.08000000 0.000245372567 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N BX TRUST N/A 05608WAA2 225602.38100000 PA USD 221993.94000000 0.007684905229 Long ABS-MBS CORP US N 2 2038-06-15 Variable 0.06146480 N N N N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 15089QAX2 1399000.00000000 PA USD 1478920.52000000 0.051196731038 Long DBT CORP US N 2 2030-11-15 Fixed 0.06550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QCVQ6 633230.95300000 PA USD 568069.14000000 0.019665210252 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YBWV1 3162.31470000 PA USD 3055.86000000 0.000105786646 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KQLN4 1003754.25100000 PA USD 1030049.30000000 0.035657870896 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AEFK7 2955697.11700000 PA USD 2875043.24000000 0.099527198042 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 0.03500000 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216BJ9 661000.00000000 PA USD 650544.01000000 0.022520295214 Long DBT CORP US N 2 2035-11-15 Fixed 0.04850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X8S81 163550.97900000 PA USD 140863.06000000 0.004876346023 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.02000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HJZ4 4319000.00000000 PA USD 4233465.31000000 0.146552557698 Long DBT CORP US N 2 2026-12-15 Fixed 0.04125000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-PAC N/A 05609PAN8 1789733.00000000 PA USD 1712124.27000000 0.059269693381 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.07423980 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAD9 4059000.00000000 PA USD 4262623.31000000 0.147561938705 Long DBT CORP US N 2 2041-02-15 Fixed 0.05600000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WG36 955311.04300000 PA USD 838084.63000000 0.029012507981 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177Q2N2 5556.33470000 PA USD 5377.61000000 0.000186160141 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 0.04000000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BB5 415000.00000000 PA USD 413846.89000000 0.014326400663 Long DBT CORP US N 2 2024-04-01 Fixed 0.04950000 N N N N N N VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC N/A 92918HAF7 1277198.00000000 PA USD 1277131.59000000 0.044211275474 Long ABS-CBDO CORP KY N 2 2034-07-19 Variable 0.06818420 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LTS5 204875.51480000 PA USD 202668.58000000 0.007015906967 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213W6Z4 1062.24750000 PA USD 1110.20000000 0.000038432498 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNCP6 1357115.65100000 PA USD 1163659.63000000 0.040283144558 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209GHU4 188.30610000 PA USD 191.91000000 0.000006643470 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BH6 489000.00000000 PA USD 464658.27000000 0.016085370479 Long DBT CORP US N 2 2028-01-15 Fixed 0.03400000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128UGMY0 15079.01380000 PA USD 15398.15000000 0.000533047539 Long ABS-MBS USGSE US N 2 2041-05-01 Variable 0.05213000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AFH42 15450.16680000 PA USD 15656.30000000 0.000541984081 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207XBJ0 246.44640000 PA USD 250.13000000 0.000008658909 Long ABS-MBS USGA US N 2 2027-02-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177PB53 3095.92370000 PA USD 2999.36000000 0.000103830750 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417GHR0 27403.75070000 PA USD 25188.48000000 0.000871965611 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138NWSW0 11677.73480000 PA USD 10727.28000000 0.000371353065 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HPYW8 28349.23610000 PA USD 27425.03000000 0.000949389683 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31373UM53 85.83540000 PA USD 88.55000000 0.000003065391 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DXR8 18831.74100000 PA USD 16189.96000000 0.000560458129 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J7LE0 7344.63890000 PA USD 6924.05000000 0.000239694236 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XCSA4 882032.94460000 PA USD 852218.03000000 0.029501772866 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 0.04000000 N N N N N N GS MTG SECS CORP TR 2021-IP N/A 36262MAC2 241085.00000000 PA USD 226193.73000000 0.007830292027 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.06626480 N N N N N N CASTLELAKE AIRCRAFT SECURITIZATION N/A 14856CAA7 665512.94690000 PA USD 606719.00000000 0.021003177005 Long ABS-CBDO CORP US N 2 2043-06-15 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378LJ94 93.90060000 PA USD 96.31000000 0.000003334024 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNGQ9 189690.19200000 PA USD 175200.99000000 0.006065043957 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31373YE70 51.63640000 PA USD 52.06000000 0.000001802194 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 0.08500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DW7 1114000.00000000 PA USD 1134440.27000000 0.039271639413 Long DBT CORP US N 2 2029-01-30 Fixed 0.05000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AX2 313000.00000000 PA USD 284379.74000000 0.009844554095 Long DBT CORP US N 2 2031-01-15 Fixed 0.03250000 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 55903VBD4 996000.00000000 PA USD 878054.38000000 0.030396166205 Long DBT CORP US N 2 2042-03-15 Fixed 0.05050000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TD0 36300000.00000000 PA USD 25163273.26000000 0.871093013945 Long DBT UST US N 2 2052-02-15 Fixed 0.02250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4V45 830093.33240000 PA USD 821631.94000000 0.028442954760 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371H2F4 201.62230000 PA USD 210.50000000 0.000007287012 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208DKH7 205.11890000 PA USD 206.97000000 0.000007164811 Long ABS-MBS USGA US N 2 2027-05-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EQB76 101422.95770000 PA USD 95898.22000000 0.003319769595 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.03500000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 720000.00000000 PA USD 701858.59000000 0.024296684624 Long DBT CORP US N 2 2032-05-15 Fixed 0.05125000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDH6 5229000.00000000 PA USD 5170069.75000000 0.178975588521 Long DBT CORP US N 2 2033-07-25 Variable 0.04912000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 521000.00000000 PA USD 450709.05000000 0.015602481470 Long DBT CORP US N 2 2041-09-01 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FTL0 17162.78400000 PA USD 17122.70000000 0.000592747382 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31307YE30 54419.31930000 PA USD 52018.70000000 0.001800764379 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 0.03000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2019-IMC N/A 05608BAG5 1007281.00000000 PA USD 998409.98000000 0.034562592459 Long ABS-MBS CORP US N 2 2034-04-15 Variable 0.06708300 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKNE4 5226671.61600000 PA USD 4472629.63000000 0.154831860879 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N TEACHERS INS and ANNUITY ASSN AMER O06XD7BJ4EPXNABVFN69 878091BD8 1640000.00000000 PA USD 1547931.11000000 0.053585714467 Long DBT CORP US N 2 2044-09-15 Fixed 0.04900000 N N N N N N VOYA CLO 2019-2 LLC N/A 92917RAC3 2009654.00000000 PA USD 2009651.99000000 0.069569399452 Long ABS-CBDO CORP KY N 2 2032-07-20 Variable 0.06947430 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176YEQ6 18564.97460000 PA USD 17984.49000000 0.000622580513 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945QT8 8233.51130000 PA USD 8230.92000000 0.000284934985 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N KITE REALTY GROUP TRUST N/A 76131VAB9 2980000.00000000 PA USD 2806077.52000000 0.097139767907 Long DBT CORP US N 2 2030-09-15 Fixed 0.04750000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761J3R8 6737000.00000000 PA USD 6451028.90000000 0.223319365071 Long DBT CORP US N 2 2026-07-27 Fixed 0.03125000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128UGVQ7 14609.21300000 PA USD 14909.93000000 0.000516146517 Long ABS-MBS USGSE US N 2 2041-06-01 Variable 0.05700000 N N N N N N HORIZON AIRCRAFT FINANCE LTD N/A 44040HAA0 2297153.39220000 PA USD 2026043.12000000 0.070136821610 Long ABS-CBDO CORP KY N 2 2039-07-15 Fixed 0.03721000 N N N N N N VORNADO REALTY L P 549300BMOJ05INE4YK86 929043AK3 578000.00000000 PA USD 521175.86000000 0.018041875792 Long DBT CORP US N 2 2026-06-01 Fixed 0.02150000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GFD1 689000.00000000 PA USD 758407.07000000 0.026254259276 Long DBT CORP US N 2 2037-10-01 Fixed 0.06750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KSP50 1656533.48600000 PA USD 1417419.83000000 0.049067722588 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02000000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAP4 1010000.00000000 PA USD 964558.57000000 0.033390736697 Long DBT CORP CA N 2 2037-06-15 Fixed 0.05250000 N N N N N N BARINGS CLO LTD 2021-1 N/A 06762EAA2 2282638.00000000 PA USD 2275004.86000000 0.078755288302 Long ABS-CBDO CORP KY N 2 2034-04-25 Variable 0.06659830 N N N N N N TOLEDO HOSPITAL/THE 5493009DCR7NWV6K4T34 889184AC1 647000.00000000 PA USD 592813.75000000 0.020521810134 Long DBT CORP US N 2 2028-11-15 Fixed 0.05325000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176RCJ9 14451.66530000 PA USD 14011.30000000 0.000485038071 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KKZR3 1520492.60100000 PA USD 1249224.10000000 0.043245184166 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617M76Y9 8758.85620000 PA USD 8147.09000000 0.000282032989 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YBHJ5 24035.92770000 PA USD 23933.64000000 0.000828526018 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 0.04500000 N N N N N N SYMPHONY CLO XXV LTD / SYMPHONY CLO XXV LLC N/A 87167WAC9 2313924.00000000 PA USD 2295468.14000000 0.079463678664 Long ABS-CBDO CORP KY N 2 2034-04-19 Variable 0.06638420 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EJ3R7 2523.72700000 PA USD 2439.62000000 0.000084453875 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3129455M6 16643.17530000 PA USD 16636.45000000 0.000575914556 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MTH34 12410.39540000 PA USD 11410.25000000 0.000394995871 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335ANJ3 5235.30800000 PA USD 4924.14000000 0.000170462082 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CNF7 26812.90540000 PA USD 25634.17000000 0.000887394345 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AY53 243.83700000 PA USD 248.19000000 0.000008591750 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBTH3 2600272.10900000 PA USD 2124985.79000000 0.073561982865 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375SCS7 340.75160000 PA USD 351.51000000 0.000012168444 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JNMC8 14028.22900000 PA USD 13548.95000000 0.000469032608 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04000000 N N N N N N LIFE 2021-BMR MTG TR N/A 53218CAJ9 405819.23000000 PA USD 387456.40000000 0.013412824307 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.07226480 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179QJT9 3269.08960000 PA USD 3185.48000000 0.000110273784 Long ABS-MBS USGA US N 2 2044-07-20 Fixed 0.04000000 N N N N N N SAPPHIRE AVIATION FINANCE N/A 80307AAA7 1248925.27460000 PA USD 1065470.64000000 0.036884073923 Long ABS-CBDO CORP US N 2 2040-03-15 Fixed 0.03228000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBD4 311000.00000000 PA USD 310006.51000000 0.010731692270 Long DBT CORP US N 2 2029-02-14 Fixed 0.04800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DVW9 697209.12200000 PA USD 610985.55000000 0.021150874877 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402XY26 8548.42020000 PA USD 8501.83000000 0.000294313249 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206TJD5 18.43130000 PA USD 18.60000000 0.000000643888 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 0.07500000 N N N N N N SYMP 2022-32A A1 N/A 87168NAC8 2727000.00000000 PA USD 2722355.92000000 0.094241524100 Long ABS-CBDO CORP KY N 2 2035-04-23 Variable 0.06731930 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EKF26 39717.51760000 PA USD 36550.99000000 0.001265308837 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374VRU0 71.76110000 PA USD 72.38000000 0.000002505624 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 0.07500000 N N N N N N BRANDYWINE OPER PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AN3 1555000.00000000 PA USD 1524319.65000000 0.052768341559 Long DBT CORP US N 2 2024-10-01 Fixed 0.04100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KLZ83 703594.19400000 PA USD 627014.16000000 0.021705747450 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374GXQ5 20.27380000 PA USD 20.20000000 0.000000699276 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177L3E2 1195.46720000 PA USD 1157.90000000 0.000040083759 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617M76X1 2611.52410000 PA USD 2405.13000000 0.000083259912 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200UQ57 7896.12180000 PA USD 8252.56000000 0.000285684111 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YWDF1 2092.79510000 PA USD 2022.35000000 0.000070008974 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.04000000 N N N N N N BPR TRUST 2022 N/A 05592DAG9 1341000.00000000 PA USD 1303343.51000000 0.045118670158 Long ABS-MBS CORP US N 2 2037-04-15 Variable 0.07808810 N N N N N N MOODYS CORP 549300GCEDD8YCF5WU84 615369AS4 1557000.00000000 PA USD 1532405.99000000 0.053048271527 Long DBT CORP US N 2 2025-03-24 Fixed 0.03750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329N6Q6 484360.56320000 PA USD 466390.50000000 0.016145336185 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AU3 1278000.00000000 PA USD 1279527.75000000 0.044294224867 Long DBT CORP US N 2 2030-12-15 Fixed 0.04900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31373T5G1 1.48800000 PA USD 1.48000000 0.000000051234 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183XQ60 3244.01300000 PA USD 2988.53000000 0.000103455841 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 0.03000000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAE0 1708000.00000000 PA USD 1445261.59000000 0.050031538479 Long DBT CORP US N 2 2031-04-01 Fixed 0.02500000 N N N N N N TANGER PROPERTIES LP PQPGJDNFN35EXH363L31 875484AL1 1346000.00000000 PA USD 1082271.19000000 0.037465669233 Long DBT CORP US N 2 2031-09-01 Fixed 0.02750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AR3C3 57750.81530000 PA USD 54596.57000000 0.001890004142 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31405WSY2 803.57740000 PA USD 813.17000000 0.000028150022 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 0.05730000 N N N N N N ROCKLAND PARK CLO LTD N/A 773663AA7 2604698.00000000 PA USD 2602955.46000000 0.090108162534 Long ABS-CBDO CORP KY N 2 2034-04-20 Variable 0.06797430 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KBF2 2600000.00000000 PA USD 2685994.14000000 0.092982765265 Long DBT CORP US N 2 2029-03-09 Variable 0.06499000 N N N N N N MORGAN STANLEY CAP I TR 2019-MEAD N/A 61771LAA0 2570651.00000000 PA USD 2369794.98000000 0.082036698096 Long ABS-MBS CORP US N 2 2036-11-10 Fixed 0.03170000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945DS4 314989.75650000 PA USD 305620.83000000 0.010579870399 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200QLN2 32.49450000 PA USD 34.01000000 0.000001177345 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DXQ0 114727.10500000 PA USD 94561.01000000 0.003273478547 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYXS3 930826.38800000 PA USD 918138.48000000 0.031783782956 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211EUN6 11.55130000 PA USD 11.53000000 0.000000399141 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.07000000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAL5 485000.00000000 PA USD 468419.86000000 0.016215587830 Long DBT CORP KY N 2 2026-04-15 Fixed 0.04250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183X2G4 6040.32090000 PA USD 5564.62000000 0.000192633985 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 0.03000000 N N N N N N ARES LVIII CLO LLC N/A 04018AAQ2 2545000.00000000 PA USD 2542462.64000000 0.088014044160 Long ABS-CBDO CORP KY N 2 2035-01-15 Variable 0.06723870 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JAUL0 197465.76350000 PA USD 189222.40000000 0.006550432013 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MFFL6 33894.88660000 PA USD 31957.55000000 0.001106294807 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.03500000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAU1 2340000.00000000 PA USD 2065601.61000000 0.071506242986 Long DBT CORP US N 2 2030-01-15 Fixed 0.03000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAR4 1030000.00000000 PA USD 1011119.26000000 0.035002557678 Long DBT CORP US N 2 2044-01-31 Fixed 0.05375000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAL9 544000.00000000 PA USD 536671.68000000 0.018578304435 Long DBT CORP CA N 2 2026-12-01 Fixed 0.04250000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAC3 1644000.00000000 PA USD 1618823.32000000 0.056039835131 Long DBT CORP US N 2 2025-02-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J85G1 487407.86320000 PA USD 460637.04000000 0.015946165006 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ER5G1 203449.98630000 PA USD 202520.57000000 0.007010783211 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176TLV8 4470.75050000 PA USD 4327.60000000 0.000149811278 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC N/A 15033TAN5 1198676.00000000 PA USD 1198602.88000000 0.041492797239 Long ABS-CBDO CORP KY N 2 2034-10-25 Variable 0.06769830 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAN1 847000.00000000 PA USD 815821.92000000 0.028241825607 Long DBT CORP US N 2 2028-08-09 Variable 0.05974000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418MXR8 27074.16950000 PA USD 27974.55000000 0.000968412766 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201GT96 4457.13380000 PA USD 4632.55000000 0.000160367925 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128JR6V3 1665.75540000 PA USD 1686.79000000 0.000058392680 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 0.04372000 N N N N N N SYMPHONY CLO XXI LTD N/A 87166RDE4 256728.00000000 PA USD 256515.17000000 0.008879948576 Long ABS-CBDO CORP KY N 2 2032-07-15 Variable 0.06715480 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180HJ33 2954.68300000 PA USD 2855.23000000 0.000098841310 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376UX66 1172.99070000 PA USD 1210.03000000 0.000041888377 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FV38 330.30670000 PA USD 346.57000000 0.000011997433 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DBH1 2883000.00000000 PA USD 2315830.73000000 0.080168583376 Long DBT CORP US N 2 2050-05-15 Fixed 0.04650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNEQ1 5288193.45600000 PA USD 4352998.65000000 0.150690519255 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374GXL6 93.48560000 PA USD 95.80000000 0.000003316369 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 0.07500000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2L6 4386000.00000000 PA USD 4237079.95000000 0.146677687987 Long DBT CORP US N 2 2031-04-04 Variable 0.04478000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMDT9 1210303.40620000 PA USD 1129864.71000000 0.039113244346 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DUJ9 119022.64200000 PA USD 106216.85000000 0.003676976164 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBXE5 946648.95500000 PA USD 919633.87000000 0.031835549821 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.03500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128UGPP6 2081.06360000 PA USD 2121.02000000 0.000073424696 Long ABS-MBS USGSE US N 2 2041-04-01 Variable 0.05255000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L6BT7 12678.71180000 PA USD 12246.18000000 0.000423933791 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 0.04000000 N N N N N N MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC N/A 55820BAJ6 1390072.00000000 PA USD 1390084.51000000 0.048121438452 Long ABS-CBDO CORP KY N 2 2034-07-15 Variable 0.06775480 N N N N N N COMM 14-CCRE18 MTG TR N/A 12632QAX1 387699.00000000 PA USD 383367.16000000 0.013271264489 Long ABS-MBS CORP US N 2 2047-07-15 Fixed 0.03828000 N N N N N N MAGNETITE XXIII LTD N/A 55954NAJ8 5340000.00000000 PA USD 5335786.74000000 0.184712318826 Long ABS-CBDO CORP KY N 2 2035-01-25 Variable 0.06769830 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAS0 2451000.00000000 PA USD 2499075.68000000 0.086512090206 Long DBT CORP KY N 2 2028-05-04 Fixed 0.06375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213T3D3 183.42550000 PA USD 191.18000000 0.000006618199 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F8DB0 155270.25840000 PA USD 145533.01000000 0.005038008648 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HJLU3 4395.22790000 PA USD 4234.91000000 0.000146602569 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 N/A 14856GAA8 357644.45410000 PA USD 328271.12000000 0.011363969876 Long ABS-CBDO CORP US N 2 2046-01-15 Fixed 0.03474000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F030611 50600000.00000000 PA USD 44788903.72000000 1.550485929617 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 0.03000000 N N N N N N BX TRUST 2022-IND N/A 05609WAL7 202537.20000000 PA USD 199996.53000000 0.006923406915 Long ABS-MBS CORP US N 2 2037-04-15 Variable 0.08200810 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CSG0 202622.77220000 PA USD 194037.48000000 0.006717118696 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176KEJ2 17499.42900000 PA USD 16957.74000000 0.000587036856 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLDB9 2334684.91800000 PA USD 2010996.96000000 0.069615959133 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133ANTU8 63782.74470000 PA USD 52742.22000000 0.001825810931 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132ADR75 1207196.27100000 PA USD 1170010.76000000 0.040503005660 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QQAZ5 3515.03710000 PA USD 3306.12000000 0.000114450056 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.03500000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAM5 2356000.00000000 PA USD 2203247.75000000 0.076271226846 Long DBT CORP US N 2 2027-12-01 Fixed 0.03950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ELW8 1785332.40600000 PA USD 1732403.73000000 0.059971720329 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.04500000 N N N N N N SWISS RE FINANCE LUXEMBOURG 549300CLQZ6TM98LW631 87089NAA8 200000.00000000 PA USD 191000.00000000 0.006611968321 Long DBT CORP LU N 2 2049-04-02 Variable 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212PUY6 4569.74030000 PA USD 4733.62000000 0.000163866730 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312946ZJ8 113934.80640000 PA USD 113884.86000000 0.003942424537 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JBHW6 13238.96260000 PA USD 12827.62000000 0.000444061869 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2X80 188591.18110000 PA USD 181469.53000000 0.006282045987 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HJL33 26839.58650000 PA USD 25702.37000000 0.000889755268 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A5B73 25906.96480000 PA USD 26261.68000000 0.000909117257 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KPGS1 466466.25900000 PA USD 466482.35000000 0.016148515815 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176YET0 11193.68520000 PA USD 10850.77000000 0.000375627997 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N MORGAN STANLEY CAP I TR 2019-MEAD N/A 61771LAG7 356413.00000000 PA USD 307832.09000000 0.010656418991 Long ABS-MBS CORP US N 2 2036-11-10 Variable 0.03177097 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RMM1 4584000.00000000 PA USD 3736056.45000000 0.129333439241 Long DBT CORP US N 2 2033-12-01 Fixed 0.02550000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WNE4 2277233.83100000 PA USD 1993524.20000000 0.069011093501 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 0.02500000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BZ2 2206000.00000000 PA USD 2150416.81000000 0.074442344638 Long DBT CORP US N 2 2032-08-15 Fixed 0.04650000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 908000.00000000 PA USD 940224.87000000 0.032548361547 Long DBT CORP US N 2 2060-05-01 Fixed 0.05930000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M86F8 21205.02820000 PA USD 20461.74000000 0.000708337050 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSLS8 785433.44400000 PA USD 797266.00000000 0.027599463538 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJM4 88200000.00000000 PA USD 90694406.25000000 3.139625869495 Long DBT UST US N 2 2030-11-30 Fixed 0.04375000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 976657AH9 437000.00000000 PA USD 390897.81000000 0.013531957783 Long DBT CORP US N 2 2067-05-15 Variable 0.07753830 N N N N N N CLECO CORPORATE HLDGS LLC 5493002H80P81B3HXL31 18551PAC3 4043000.00000000 PA USD 3899830.70000000 0.135002916482 Long DBT CORP US N 2 2026-05-01 Fixed 0.03743000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAT4 1330000.00000000 PA USD 1316181.31000000 0.045563084435 Long DBT CORP IT N 2 2024-06-26 Fixed 0.05017000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AX6L7 9734.48950000 PA USD 9866.07000000 0.000341540012 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.05000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DU1 1298000.00000000 PA USD 1361789.07000000 0.047141917233 Long DBT CORP US N 2 2063-03-02 Fixed 0.05750000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2L7 2313000.00000000 PA USD 2207862.72000000 0.076430986194 Long DBT CORP FR N 2 2026-06-09 Variable 0.02219000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M8F25 28635.81030000 PA USD 28626.27000000 0.000990973771 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31383MHN6 160.97110000 PA USD 167.34000000 0.000005792915 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 0.07500000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AK4 873000.00000000 PA USD 858155.61000000 0.029707317844 Long DBT CORP US N 2 2024-11-06 Fixed 0.03950000 N N N N N N EXTENDED STAY AMER TR 2021-ESH N/A 30227FAE0 644073.61040000 PA USD 633961.27000000 0.021946239970 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.06856480 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6T35 174044.93790000 PA USD 156135.07000000 0.005405026893 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 0.03000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F040610 3350000.00000000 PA USD 3170459.43000000 0.109753807938 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 0.04000000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523AH3 1860000.00000000 PA USD 1845016.25000000 0.063870099465 Long DBT CORP US N 2 2028-10-15 Fixed 0.04375000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAJ5 2232000.00000000 PA USD 2171251.66000000 0.075163597875 Long DBT CORP US N 2 2042-08-15 Fixed 0.05750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335ASE9 396496.84300000 PA USD 396327.46000000 0.013719919426 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HPP99 20311.41910000 PA USD 18704.13000000 0.000647492748 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292HMA9 1587.27730000 PA USD 1679.61000000 0.000058144126 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403CXV8 5062.50300000 PA USD 5271.94000000 0.000182502095 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.06500000 N N N N N N KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 49456BAH4 747000.00000000 PA USD 718509.61000000 0.024873103560 Long DBT CORP US N 2 2045-06-01 Fixed 0.05550000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJG7 22600000.00000000 PA USD 23903031.25000000 0.827466415789 Long DBT UST US N 2 2030-10-31 Fixed 0.04875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNRU9 168718.51200000 PA USD 155989.38000000 0.005399983450 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128FMF97 165.98520000 PA USD 169.91000000 0.000005881882 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410GER0 37870.88740000 PA USD 39354.32000000 0.001362353492 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FPB99 216608.80670000 PA USD 214536.23000000 0.007426736945 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.04500000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGH1 1835000.00000000 PA USD 1659949.22000000 0.057463516534 Long DBT CORP US N 2 2028-03-22 Fixed 0.02100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945NL8 12270.05640000 PA USD 12263.17000000 0.000424521945 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F032617 -4200000.00000000 PA USD -3855468.96000000 -0.13346721795 Short ABS-MBS USGA US N 2 2054-01-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XK6Q2 3503.18000000 PA USD 3507.98000000 0.000121437971 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QBRL4 1857691.97600000 PA USD 1801775.26000000 0.062373198648 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 0.03500000 N N N N N N JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC N/A 46590XAS5 4189000.00000000 PA USD 3854969.14000000 0.133449915363 Long DBT CORP US N 2 2027-01-15 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KM5A9 2899760.16900000 PA USD 2392386.81000000 0.082818773826 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312940EJ4 69640.83380000 PA USD 71123.79000000 0.002462137415 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XGZM4 1284999.92800000 PA USD 1229695.97000000 0.042569166486 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.04000000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AX5 1348000.00000000 PA USD 1315814.55000000 0.045550388071 Long DBT CORP US N 2 2024-11-19 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYVZ9 116120.95300000 PA USD 102852.03000000 0.003560494053 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.02500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GXH2 4751000.00000000 PA USD 4463910.94000000 0.154530040449 Long DBT CORP US N 2 2030-03-15 Fixed 0.03800000 N N N N N N LIFE 2021-BMR MTG TR N/A 53218CAA8 2199143.09000000 PA USD 2150763.70000000 0.074454353150 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.06176480 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CL6 1073000.00000000 PA USD 895388.58000000 0.030996235217 Long DBT CORP US N 2 2063-04-01 Fixed 0.05500000 N N N N N N SPGN 2022-TFLM MTG TR N/A 78473HAG1 642000.00000000 PA USD 609424.02000000 0.021096818401 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.07361810 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-PAC N/A 05609PAG3 396287.00000000 PA USD 383801.07000000 0.013286285427 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.06375280 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WKDD4 11357.91440000 PA USD 11538.45000000 0.000399433852 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AKWL9 5937.99580000 PA USD 6054.75000000 0.000209601126 Long ABS-MBS USGSE US N 2 2041-07-01 Variable 0.06050000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KH6N1 507984.67470000 PA USD 421165.88000000 0.014579766789 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HNCD9 3412.24140000 PA USD 3318.86000000 0.000114891084 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416WDJ8 2758.51490000 PA USD 2742.05000000 0.000094923286 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 0.04500000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCM5 1495000.00000000 PA USD 1432487.95000000 0.049589345269 Long DBT CORP US N 2 2026-03-03 Variable 0.02636000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLWK8 844627.15600000 PA USD 726733.59000000 0.025157798300 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNWS7 623189.77100000 PA USD 530459.51000000 0.018363253801 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418PS71 1124.79920000 PA USD 1122.98000000 0.000038874911 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RGA1 64386.53790000 PA USD 62739.86000000 0.002171905585 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DN4S9 93420.49900000 PA USD 93511.30000000 0.003237140069 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGC9 75000000.00000000 PA USD 74886682.50000000 2.592399855505 Long DBT UST US N 2 2027-12-31 Fixed 0.03875000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAB2 1061000.00000000 PA USD 1111153.44000000 0.038465504427 Long DBT CORP US N 2 2033-11-15 Fixed 0.06036000 N N N N N N REGIONS BANK OF ALABAMA EQTWLK1G7ODGC2MGLV11 75913MAA7 2368000.00000000 PA USD 2406670.77000000 0.083313250742 Long DBT CORP US N 2 2037-06-26 Fixed 0.06450000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36184HJ39 11205.75020000 PA USD 10323.25000000 0.000357366502 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 0.03000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 1830000.00000000 PA USD 1733709.87000000 0.060016935808 Long DBT CORP US N 2 2038-03-25 Fixed 0.04780000 N N N N N N FIVE CORNERS FND TR II N/A 33834DAA2 3419000.00000000 PA USD 3023185.31000000 0.104655526178 Long DBT CORP US N 2 2030-05-15 Fixed 0.02850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QQTW2 514790.44440000 PA USD 483228.28000000 0.016728220311 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WDBQ6 163248.17520000 PA USD 153188.30000000 0.005303016685 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QNFQ7 7105.64840000 PA USD 6683.32000000 0.000231360733 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AP3X4 5276.06400000 PA USD 5376.86000000 0.000186134177 Long ABS-MBS USGSE US N 2 2041-09-01 Variable 0.06068000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAA4 394000.00000000 PA USD 407401.76000000 0.014103285504 Long DBT CORP US N 2 2030-08-15 Fixed 0.05927000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAJ2 1554000.00000000 PA USD 1452137.79000000 0.050269576262 Long DBT CORP US N 2 2030-07-01 Fixed 0.04050000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCD5 3147000.00000000 PA USD 2867438.49000000 0.099263939581 Long DBT CORP US N 2 2028-03-25 Fixed 0.02300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133L75R4 1881281.02100000 PA USD 1648623.75000000 0.057071455545 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.01500000 N N N N N N ARES LV CLO LTD N/A 04018BAL1 1931133.00000000 PA USD 1930478.35000000 0.066828595265 Long ABS-CBDO CORP KY N 2 2034-07-15 Variable 0.06785480 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BX7 2609000.00000000 PA USD 2388715.92000000 0.082691696295 Long DBT CORP US N 2 2030-11-15 Fixed 0.03500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBU8 1797000.00000000 PA USD 1695003.30000000 0.058677005888 Long DBT CORP US N 2 2027-04-01 Fixed 0.02800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QCEA0 1255162.11840000 PA USD 1208202.61000000 0.041825117190 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176HTG9 141000.86320000 PA USD 133146.80000000 0.004609227349 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7Q44 356538.71950000 PA USD 323965.34000000 0.011214913954 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.03000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFL8 1307000.00000000 PA USD 1283232.86000000 0.044422487013 Long DBT CORP US N 2 2026-10-22 Fixed 0.04250000 N N N N N N JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC N/A 46590XAY2 2700000.00000000 PA USD 2674583.55000000 0.092587757623 Long DBT CORP US N 2 2033-04-01 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374MT95 140.97140000 PA USD 145.42000000 0.000005034096 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FYV8 14642.18300000 PA USD 14831.04000000 0.000513415532 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HFXP9 5325.77860000 PA USD 5131.52000000 0.000177641087 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAB3 1614000.00000000 PA USD 1578473.44000000 0.054643017705 Long DBT CORP CH N 2 2025-09-24 Fixed 0.04125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XYLE5 50954.88960000 PA USD 50445.86000000 0.001746316378 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JPX49 29365.09700000 PA USD 28366.21000000 0.000981971109 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DW73 334890.99700000 PA USD 297460.87000000 0.010297391881 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.02500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JC6 532000.00000000 PA USD 521355.97000000 0.018048110774 Long DBT CORP US N 2 2026-11-20 Fixed 0.04300000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFH7 6127000.00000000 PA USD 6069524.63000000 0.210112589428 Long DBT CORP US N 2 2024-08-26 Fixed 0.04200000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAC0 571000.00000000 PA USD 628676.33000000 0.021763287845 Long DBT CORP US N 2 2053-11-15 Fixed 0.06544000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BD1 821000.00000000 PA USD 807121.32000000 0.027940631411 Long DBT CORP US N 2 2025-01-15 Fixed 0.04500000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAE7 989000.00000000 PA USD 885730.81000000 0.030661906058 Long DBT CORP US N 2 2032-04-15 Fixed 0.03625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EAM2 342940.90200000 PA USD 280471.37000000 0.009709255568 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KHWS1 327015.01400000 PA USD 293363.96000000 0.010155566545 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVK79 1155537.94650000 PA USD 1038795.45000000 0.035960641926 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176HTK0 40169.55730000 PA USD 37849.54000000 0.001310261567 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QC2Z8 1199931.42600000 PA USD 1163063.41000000 0.040262504832 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213CWU0 8138.77240000 PA USD 8529.10000000 0.000295257272 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 0.06500000 N N N N N N HEALTHPEAK OP LLC N/A 40414LAQ2 176000.00000000 PA USD 169211.38000000 0.005857697823 Long DBT CORP US N 2 2026-07-15 Fixed 0.03250000 N N N N N N TOLL BROTHERS FINANCE CORP N/A 88947EAS9 1135000.00000000 PA USD 1128410.00000000 0.039062885726 Long DBT CORP US N 2 2027-03-15 Fixed 0.04875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKDW5 55706.35400000 PA USD 47891.68000000 0.001657896706 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QRQ94 10051.34120000 PA USD 9180.17000000 0.000317795776 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7LH0 24192.26180000 PA USD 22663.66000000 0.000784562313 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.03500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TB4 13856800.00000000 PA USD 8760095.75000000 0.303253798918 Long DBT UST US N 2 2051-11-15 Fixed 0.01875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DQF84 2015179.94100000 PA USD 2040500.68000000 0.070637308148 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36182QCS3 3497.13590000 PA USD 3221.72000000 0.000111528327 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 0.03000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DP2 1463000.00000000 PA USD 1497747.64000000 0.051848481410 Long DBT CORP US N 2 2028-03-02 Fixed 0.05150000 N N N N N N PINE STREET TRUST II N/A 72284LAA7 1748000.00000000 PA USD 1566060.84000000 0.054213322847 Long DBT CORP US N 2 2049-02-15 Fixed 0.05568000 N N N N N N EXTENDED STAY AMER TR 2021-ESH N/A 30227FAG5 2330799.69700000 PA USD 2292741.70000000 0.079369295759 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.07176480 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AZ5 1629000.00000000 PA USD 1565064.14000000 0.054178819450 Long DBT CORP US N 2 2030-04-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X55G4 102461.88800000 PA USD 92290.69000000 0.003194885438 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GEQJ2 6340.20710000 PA USD 6338.54000000 0.000219425265 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNNR0 101688.62700000 PA USD 93921.29000000 0.003251332953 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBT7 12972200.00000000 PA USD 12035262.62000000 0.416632330816 Long DBT UST US N 2 2026-03-31 Fixed 0.00750000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2019-IMC N/A 05608BAL4 699023.00000000 PA USD 689682.31000000 0.023875170605 Long ABS-MBS CORP US N 2 2034-04-15 Variable 0.07308300 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EVS99 234267.09250000 PA USD 226454.14000000 0.007839306806 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XYUS4 317287.74490000 PA USD 306066.86000000 0.010595310903 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407MSE6 1092.98520000 PA USD 1102.32000000 0.000038159711 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 0.07103000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CRH9 37841.27070000 PA USD 35725.94000000 0.001236747557 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.02500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 3303000.00000000 PA USD 2925971.83000000 0.101290225392 Long DBT CORP US N 2 2031-03-25 Fixed 0.02875000 N N N N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 15089QAW4 1381000.00000000 PA USD 1448276.35000000 0.050135902341 Long DBT CORP US N 2 2028-11-15 Fixed 0.06350000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAF3 729000.00000000 PA USD 757713.81000000 0.026230260254 Long DBT CORP US N 2 2027-07-15 Fixed 0.06100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQV93 2451645.61400000 PA USD 2468660.03000000 0.085459172331 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBU3 2116000.00000000 PA USD 2070483.59000000 0.071675245589 Long DBT CORP US N 2 2032-09-01 Fixed 0.04950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QM6R0 91478.87200000 PA USD 84634.33000000 0.002929840360 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AGQP3 10066.51790000 PA USD 10205.22000000 0.000353280583 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.05000000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958254AE4 266000.00000000 PA USD 259349.97000000 0.008978082648 Long DBT CORP US N 2 2025-06-01 Fixed 0.03950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31359XBH1 426.03800000 PA USD 424.90000000 0.000014709033 Long ABS-CBDO USGSE US N 2 2029-11-18 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JBRJ4 12554.62200000 PA USD 12131.18000000 0.000419952763 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 0.04000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAG5 839000.00000000 PA USD 834213.29000000 0.028878491345 Long DBT CORP US N 2 2024-12-01 Fixed 0.04875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419ATJ6 1707.28860000 PA USD 1716.59000000 0.000059424286 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GC24 14207.06210000 PA USD 14051.58000000 0.000486432470 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNEF6 1102647.36000000 PA USD 946154.80000000 0.032753641701 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312946QN9 71682.92810000 PA USD 71653.10000000 0.002480460876 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FPF7 199067.64590000 PA USD 194530.24000000 0.006734176882 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138Y4RR2 1781.24600000 PA USD 1716.83000000 0.000059432594 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPB72 903418.60900000 PA USD 905426.01000000 0.031343707307 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XGCN7 96315.44300000 PA USD 82615.83000000 0.002859964664 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 0.02500000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AY8 350000.00000000 PA USD 343679.53000000 0.011897372592 Long DBT CORP US N 2 2025-04-15 Fixed 0.03625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LLK0 16356.58570000 PA USD 15875.25000000 0.000549563613 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.04000000 N N N N N N BBCMS MORTGAGE TRUST 2023-C21 N/A 05553WAC3 1307000.00000000 PA USD 1388158.17000000 0.048054753117 Long ABS-MBS CORP US N 2 2056-09-15 Variable 0.06296230 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B96Z2 870454.52200000 PA USD 741747.46000000 0.025677542974 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213W7M2 2046.04520000 PA USD 2095.78000000 0.000072550947 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 0.07000000 N N N N N N HORIZON 2018 N/A 440405AE8 704350.91350000 PA USD 600453.52000000 0.020786280904 Long ABS-CBDO CORP US N 2 2038-12-15 Fixed 0.04458000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 5817000.00000000 PA USD 5479200.29000000 0.189676956781 Long DBT CORP US N 2 2028-12-20 Variable 0.03419000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFF3 36698000.00000000 PA USD 33607340.31000000 1.163406646616 Long DBT UST US N 2 2032-08-15 Fixed 0.02750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140E76B1 67285.31990000 PA USD 64810.02000000 0.002243569629 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417FA24 12402.58730000 PA USD 12328.13000000 0.000426770706 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31411JDN3 30366.91890000 PA USD 30318.68000000 0.001049561003 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARQ38 11585.11940000 PA USD 11732.46000000 0.000406150020 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176PQQ2 18080.37870000 PA USD 17515.05000000 0.000606329611 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EJL5 1670664.41900000 PA USD 1651024.42000000 0.057154561064 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.04500000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAS6 1092000.00000000 PA USD 1105366.80000000 0.038265184635 Long DBT CORP US N 2 2032-06-08 Fixed 0.05670000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BKV89 6699993.98100000 PA USD 6344115.76000000 0.219618284993 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.04000000 N N N N N N AASET 2018-1 TR N/A 000367AA0 676146.85670000 PA USD 446260.71000000 0.015448490459 Long ABS-CBDO CORP US N 2 2038-01-16 Fixed 0.03844000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203NCS5 182.55070000 PA USD 186.32000000 0.000006449957 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 0.07500000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE CO LLC N/A 893574AR4 1007000.00000000 PA USD 812541.06000000 0.028128249993 Long DBT CORP US N 2 2050-05-15 Fixed 0.03950000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 4340000.00000000 PA USD 3575505.40000000 0.123775541563 Long DBT CORP US N 2 2033-02-15 Fixed 0.02600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417AJS9 134365.90530000 PA USD 130125.38000000 0.004504632934 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.04000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECL7 3300000.00000000 PA USD 3527697.76000000 0.122120554122 Long DBT CORP GB N 2 2034-09-13 Variable 0.06692000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138LSLU2 189937.02620000 PA USD 179948.75000000 0.006229400180 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 0.03500000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAC1 231000.00000000 PA USD 190550.49000000 0.006596407348 Long DBT CORP US N 2 2031-07-15 Fixed 0.02375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617GM3Q3 149582.92230000 PA USD 143700.59000000 0.004974574601 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374F5Z8 51.27650000 PA USD 52.90000000 0.000001831272 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 0.07000000 N N N N N N COLUMBIA CENT CLO 32 LTD / COLUMBIA CENT CLO 32 CORP N/A 19737TAE6 2607000.00000000 PA USD 2606827.94000000 0.090242218634 Long ABS-CBDO CORP KY N 2 2034-07-24 Variable 0.07098470 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 920000.00000000 PA USD 952707.07000000 0.032980465793 Long DBT CORP US N 2 2050-05-01 Fixed 0.05805000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TBK4 24.38640000 PA USD 25.16000000 0.000000870979 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WBPY5 50604.57900000 PA USD 46306.48000000 0.001603020831 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XAHS4 1217858.51500000 PA USD 1057764.19000000 0.036617294848 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YXUM5 20083.74310000 PA USD 18321.44000000 0.000634244926 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CCJW7 149092.40500000 PA USD 156119.76000000 0.005404496897 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C0ZB7 19319.92550000 PA USD 19108.95000000 0.000661506659 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31409V5T6 1563.19150000 PA USD 1644.26000000 0.000056920392 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.06500000 N N N N N N AASET 2019-2 TR N/A 00038RAB2 315409.71450000 PA USD 141148.75000000 0.004886235935 Long ABS-CBDO CORP US N 2 2039-10-16 Fixed 0.04458000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H022614 25100000.00000000 PA USD 21986816.88000000 0.761131605779 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 0.02500000 N N N N N N BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L N/A 09229CAA7 2158348.16020000 PA USD 1860992.53000000 0.064423160498 Long ABS-CBDO CORP US N 2 2046-07-15 Fixed 0.02443000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YDME6 54082.08660000 PA USD 52109.41000000 0.001803904545 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213EZR0 32233.25930000 PA USD 31222.91000000 0.001080863308 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F12A9 93801.63160000 PA USD 87919.18000000 0.003043554099 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230SJB1 86951.40700000 PA USD 84212.61000000 0.002915241411 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31409VR88 17046.66180000 PA USD 17157.78000000 0.000593961768 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 0.05870000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7CX5 37983.84030000 PA USD 35583.80000000 0.001231827007 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133G7XF5 156259.35900000 PA USD 145180.55000000 0.005025807316 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DZU9 890454.17400000 PA USD 695255.93000000 0.024068116149 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617M76V5 11319.46250000 PA USD 10518.24000000 0.000364116595 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFY2 123000000.00000000 PA USD 122764570.62000000 4.249819120195 Long DBT UST US N 2 2029-11-30 Fixed 0.03875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ALSX3 2777.62840000 PA USD 2748.53000000 0.000095147608 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E7AT1 7804.31310000 PA USD 7543.57000000 0.000261140554 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HAQX1 28335.50940000 PA USD 27117.20000000 0.000938733337 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XYJE8 119026.36350000 PA USD 117837.30000000 0.004079248663 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X3BQ0 630062.62700000 PA USD 599034.69000000 0.020737164365 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.03000000 N N N N N N BRISTOL PARK CLO LTD 2016 549300XRS6MFERKEPO61 11014PAJ4 1627917.75000000 PA USD 1627434.26000000 0.056337925511 Long ABS-CBDO CORP KY N 2 2029-04-15 Variable 0.06645480 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAX3 404000.00000000 PA USD 364521.63000000 0.012618876806 Long DBT CORP US N 2 2040-04-15 Fixed 0.04375000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DJ1 521000.00000000 PA USD 537932.50000000 0.018621951042 Long DBT CORP US N 2 2040-03-15 Fixed 0.06200000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36186QNF5 7633.95270000 PA USD 7032.74000000 0.000243456827 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 0.03000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2019-XL N/A 056054AF6 1014181.74000000 PA USD 1008380.11000000 0.034907734782 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.06726290 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SSP3 356787.96000000 PA USD 327784.77000000 0.011347133589 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 0.03000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDK9 2500000.00000000 PA USD 2586749.15000000 0.089547138407 Long DBT CORP US N 2 2033-09-14 Variable 0.05717000 N N N N N N SUN CMNTYS OPER LTD PRTNRSHP 549300PUNBPJCGT6X741 866677AF4 512000.00000000 PA USD 447808.44000000 0.015502069211 Long DBT CORP US N 2 2028-11-01 Fixed 0.02300000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128UGXF9 5253.97950000 PA USD 5353.00000000 0.000185308201 Long ABS-MBS USGSE US N 2 2041-06-01 Variable 0.06160000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F030611 -5500000.00000000 PA USD -4868359.10000000 -0.16853107930 Short ABS-MBS USGA US N 2 2054-01-01 Fixed 0.03000000 N N N N N N TANGER PROPERTIES LP PQPGJDNFN35EXH363L31 875484AJ6 1874000.00000000 PA USD 1748406.73000000 0.060525706345 Long DBT CORP US N 2 2026-09-01 Fixed 0.03125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31339U3D0 14512.79940000 PA USD 12496.16000000 0.000432587508 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 0.02500000 N N N N N N CEDF 2016-6A N/A 15032DAR2 1887884.00000000 PA USD 1878319.98000000 0.065022995841 Long ABS-CBDO CORP KY N 2 2034-04-20 Variable 0.06727430 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GDGH9 19798.57710000 PA USD 19788.70000000 0.000685037997 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLPD4 320758.14400000 PA USD 273330.24000000 0.009462046535 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.02500000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021 N/A 95003EAA4 1349000.00000000 PA USD 1310322.82000000 0.045360277366 Long ABS-MBS CORP US N 2 2031-05-15 Variable 0.06676480 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617GSS91 160828.20490000 PA USD 154503.65000000 0.005348550991 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQVW2 1543305.53200000 PA USD 1546252.47000000 0.053527603920 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133ANNX8 559434.88400000 PA USD 476628.40000000 0.016499748073 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.02500000 N N N N N N MADISON PK FDG L LTD / MADISON PK FDG L LLC N/A 55821FAA5 2186940.00000000 PA USD 2187935.06000000 0.075741137730 Long ABS-CBDO CORP KY N 2 2034-04-19 Variable 0.06798420 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MNLF5 9301.24770000 PA USD 8531.44000000 0.000295338277 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YJLA2 16905.99510000 PA USD 16812.91000000 0.000582023184 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AS2S7 59276.16680000 PA USD 57455.48000000 0.001988972846 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128HD4K2 158.95850000 PA USD 160.25000000 0.000005547476 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 0.06158000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GJC31 51294.16950000 PA USD 51271.85000000 0.001774910198 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JBHZ9 7590.49580000 PA USD 7332.93000000 0.000253848695 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 0.04000000 N N N N N N PLANET FITNESS MASTER ISSUER LLC 18-1A N/A 72703PAC7 1426560.00000000 PA USD 1257792.25000000 0.043541793257 Long ABS-CBDO CORP US N 2 2049-12-05 Fixed 0.03858000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JPBN1 16544.72860000 PA USD 15981.86000000 0.000553254199 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TRH4 117.14940000 PA USD 119.76000000 0.000004145807 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 0.07500000 N N N N N N MADISON PARK FUNDING 2015 N/A 55819QAY3 1015445.93700000 PA USD 1015445.94000000 0.035152337107 Long ABS-CBDO CORP KY N 2 2028-01-22 Variable 0.06593540 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FA69 10.39570000 PA USD 10.72000000 0.000000371101 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 0.07000000 N N N N N N SITE CENTERS CORP W2AVA6SODOQ1LCYJQR54 23317HAE2 906000.00000000 PA USD 883088.36000000 0.030570430688 Long DBT CORP US N 2 2026-02-01 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M5QS4 45808.39240000 PA USD 45780.22000000 0.001584802954 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WPNK9 72246.82470000 PA USD 71637.97000000 0.002479937111 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKQX9 127144.74600000 PA USD 112934.02000000 0.003909508705 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B9Z98 7526751.41500000 PA USD 6908905.98000000 0.239169986789 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.03500000 N N N N N N PARK PL SECS INC N/A 70069FFL6 29000.52270000 PA USD 28493.61000000 0.000986381396 Long ABS-CBDO CORP US N 2 2036-01-25 Variable 0.06715430 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLFS0 470712.57200000 PA USD 416925.14000000 0.014432962398 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31307U5S3 76803.83650000 PA USD 73631.78000000 0.002548958098 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31383QFY5 51.87450000 PA USD 52.90000000 0.000001831272 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J5M30 249609.88400000 PA USD 240895.23000000 0.008339223191 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XWUS8 15871.87970000 PA USD 15310.57000000 0.000530015726 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9BS9 187694.80690000 PA USD 187391.44000000 0.006487048507 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDW8 24900000.00000000 PA USD 22458632.69000000 0.777464753368 Long DBT UST US N 2 2029-01-31 Fixed 0.01750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283G3D7 23.20980000 PA USD 23.87000000 0.000000826322 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MNSW1 9244.09420000 PA USD 8586.87000000 0.000297257133 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31377YTX3 2079.98200000 PA USD 2136.92000000 0.000073975116 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200Q3K8 264.05730000 PA USD 275.09000000 0.000009522965 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P75Z2 146053.07580000 PA USD 140841.99000000 0.004875616629 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210FBC9 116.41140000 PA USD 119.47000000 0.000004135768 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XJ5X1 86572.51050000 PA USD 83495.89000000 0.002890430260 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207MRU2 5299.32130000 PA USD 5380.80000000 0.000186270571 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371GMT4 230.18840000 PA USD 237.88000000 0.000008234843 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292LH99 341983.22650000 PA USD 331367.86000000 0.011471171691 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNGP1 89715.27700000 PA USD 82946.62000000 0.002871415831 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020620 24450000.00000000 PA USD 20024547.56000000 0.693202482312 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 0.02000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBG5 1645000.00000000 PA USD 1293235.93000000 0.044768769641 Long DBT CORP US N 2 2051-02-15 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DU67 17151.65200000 PA USD 14772.36000000 0.000511384169 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179R4D8 61706.31420000 PA USD 56863.78000000 0.001968489591 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 0.03000000 N N N N N N CORPOARATE OFFICE PPTYS LP H0TWO5VRNEP6CQAWPX27 22003BAL0 510000.00000000 PA USD 475495.41000000 0.016460526638 Long DBT CORP US N 2 2026-03-15 Fixed 0.02250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31307VJ80 35914.08880000 PA USD 34430.81000000 0.001191913219 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.03000000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AP5 1764000.00000000 PA USD 1672478.78000000 0.057897260271 Long DBT CORP US N 2 2058-04-15 Fixed 0.04750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C0W53 26290.44830000 PA USD 26003.35000000 0.000900174484 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140K5JZ1 66170.54330000 PA USD 61479.05000000 0.002128259324 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385JJC3 12401.54160000 PA USD 12863.57000000 0.000445306373 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410FX42 19902.65090000 PA USD 20209.46000000 0.000699603713 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 0.04405000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AA1 256000.00000000 PA USD 251580.90000000 0.008709135817 Long DBT CORP US N 2 2025-05-15 Fixed 0.04375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417F2P2 92348.54730000 PA USD 84934.51000000 0.002940231882 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.03000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 710000.00000000 PA USD 659325.28000000 0.022824282015 Long DBT CORP US N 2 2030-05-15 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQNK7 92413.23100000 PA USD 92474.18000000 0.003201237427 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209RP23 389.98600000 PA USD 410.34000000 0.000014205000 Long ABS-MBS USGA US N 2 2030-05-15 Fixed 0.08000000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958254AK0 354000.00000000 PA USD 345557.99000000 0.011962400435 Long DBT CORP US N 2 2028-08-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31413DVA2 4592.29960000 PA USD 4710.09000000 0.000163052177 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 0.05771000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QRJD3 30836.26480000 PA USD 28163.61000000 0.000974957576 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWDM2 413328.98100000 PA USD 392827.62000000 0.013598763242 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J92P2 16796.91910000 PA USD 16239.04000000 0.000562157162 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMXN8 29218.03610000 PA USD 27993.05000000 0.000969053192 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 0.03000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2V4 2893000.00000000 PA USD 2759975.52000000 0.095543825689 Long DBT CORP US N 2 2028-03-24 Variable 0.03526000 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAB2 2374000.00000000 PA USD 1925706.23000000 0.066663395756 Long DBT CORP US N 2 2029-04-01 Fixed 0.04650000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207FBX8 159780.40340000 PA USD 154809.28000000 0.005359131179 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 0.04000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HJY7 13419000.00000000 PA USD 13269471.81000000 0.459357734305 Long DBT CORP US N 2 2024-09-10 Fixed 0.03875000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDF6 2417000.00000000 PA USD 1589177.50000000 0.055013566949 Long DBT CORP MX N 2 2060-01-28 Fixed 0.06950000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARDQ1 21151.50210000 PA USD 21444.78000000 0.000742367570 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GDZS4 17841.96930000 PA USD 17832.85000000 0.000617331095 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31383LLR4 2720.61670000 PA USD 2778.78000000 0.000096194792 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YGC7 1104.74720000 PA USD 1117.76000000 0.000038694207 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CXV1 5694.91650000 PA USD 5450.06000000 0.000188668188 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 0.03000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDC7 12887000.00000000 PA USD 12450715.90000000 0.431014340902 Long DBT CORP US N 2 2033-04-26 Variable 0.04586000 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2018-H4 N/A 61691RAE6 1895246.00000000 PA USD 1826011.15000000 0.063212187846 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 0.04310000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GJMF3 26567.38800000 PA USD 25753.80000000 0.000891535653 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EHAP7 132533.06070000 PA USD 138451.52000000 0.004792864211 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206HN79 1006.79420000 PA USD 1018.25000000 0.000035249407 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213NBE5 1734.41940000 PA USD 1808.59000000 0.000062609108 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNAB9 866661.80570000 PA USD 713396.31000000 0.024696093206 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAD4 1453000.00000000 PA USD 1335175.84000000 0.046220630145 Long DBT CORP US N 2 2032-04-15 Fixed 0.04150000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371GVP2 350.08170000 PA USD 362.41000000 0.000012545777 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 0.07500000 N N N N N N BRANDYWINE OPER PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AP8 1792000.00000000 PA USD 1568573.08000000 0.054300290655 Long DBT CORP US N 2 2029-10-01 Fixed 0.04550000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JMMF3 6172.53070000 PA USD 5960.30000000 0.000206331491 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KLDQ2 63734.10600000 PA USD 52622.33000000 0.001821660622 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2019-IMC N/A 05608BAJ9 665897.00000000 PA USD 658516.06000000 0.022796268732 Long ABS-MBS CORP US N 2 2034-04-15 Variable 0.07008300 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E9LG3 77905.92700000 PA USD 73665.22000000 0.002550115712 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.03500000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAE6 317000.00000000 PA USD 339487.43000000 0.011752252003 Long DBT CORP US N 2 2043-08-15 Fixed 0.06497000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBG8 1255000.00000000 PA USD 1226475.67000000 0.042457687315 Long DBT CORP US N 2 2029-02-01 Fixed 0.04569000 N N N N N N HEALTHPEAK OP LLC N/A 40414LAR0 201000.00000000 PA USD 187498.59000000 0.006490757787 Long DBT CORP US N 2 2029-07-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183XNC0 2515.30900000 PA USD 2317.22000000 0.000080216676 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L65K3 60258.91200000 PA USD 56489.07000000 0.001955518017 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 0.03500000 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BK2 1227000.00000000 PA USD 1190537.13000000 0.041213580048 Long DBT CORP US N 2 2028-04-15 Fixed 0.04550000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-PAC N/A 05609PAJ7 530325.00000000 PA USD 510472.39000000 0.017671346972 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.06575080 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DW65 18313.69200000 PA USD 15744.59000000 0.000545040472 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.02000000 N N N N N N ANHEUSER-BUSCH INBEV FIN INC 5493000EYEKDT0FBSQ91 035242AM8 2842000.00000000 PA USD 2832727.15000000 0.098062315076 Long DBT CORP US N 2 2036-02-01 Fixed 0.04700000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 696000.00000000 PA USD 642210.45000000 0.022231807074 Long DBT CORP GB N 2 2030-04-15 Fixed 0.03400000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BK5 1958000.00000000 PA USD 1882193.84000000 0.065157099713 Long DBT CORP US N 2 2028-01-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CUH5 616070.22690000 PA USD 589966.84000000 0.020423256842 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 0.03000000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958254AF1 2778000.00000000 PA USD 2729312.22000000 0.094482334756 Long DBT CORP US N 2 2026-07-01 Fixed 0.04650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYWB1 235043.93300000 PA USD 207598.30000000 0.007186562215 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J4AD1 3396211.11520000 PA USD 3280342.92000000 0.113557714508 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 0.03500000 N N N N N N PROJECT SILVER 2019 N/A 827304AA4 1140623.49270000 PA USD 955718.62000000 0.033084718533 Long ABS-CBDO CORP KY N 2 2044-07-15 Fixed 0.03967000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FC3C0 202773.39870000 PA USD 190057.15000000 0.006579329084 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.03500000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2018-WPT N/A 46645WBC6 223602.00000000 PA USD 171594.25000000 0.005940187147 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 0.04949800 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCKF4 1030331.62900000 PA USD 883539.46000000 0.030586046703 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.02000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBJ8 1606000.00000000 PA USD 1607388.21000000 0.055643978665 Long DBT CORP US N 2 2025-05-01 Fixed 0.05800000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCV5 2770000.00000000 PA USD 2721613.83000000 0.094215834699 Long DBT CORP US N 2 2030-07-26 Variable 0.05247000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371GEH9 152.80700000 PA USD 156.98000000 0.000005434276 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DX80 402874.64500000 PA USD 352170.01000000 0.012191292931 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J6V50 10769.26810000 PA USD 9916.23000000 0.000343276432 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WDCX0 306862.54520000 PA USD 288528.06000000 0.009988159123 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GEKV1 12188.99960000 PA USD 12185.61000000 0.000421837001 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFKA8 2234916.45100000 PA USD 1839680.86000000 0.063685400880 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHC8 74100000.00000000 PA USD 71112843.75000000 2.461758482385 Long DBT UST US N 2 2033-05-15 Fixed 0.03375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ATYB7 15647.85310000 PA USD 15863.46000000 0.000549155471 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J8JX2 90761.38260000 PA USD 87450.81000000 0.003027340237 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBR0 2560000.00000000 PA USD 2660733.80000000 0.092108312030 Long DBT CORP US N 2 2027-11-15 Fixed 0.07100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132Y4BD3 130386.59410000 PA USD 126142.18000000 0.004366743969 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAD1 2280000.00000000 PA USD 2192678.30000000 0.075905337482 Long DBT CORP US N 2 2027-04-05 Fixed 0.03650000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201MEE8 1294.23600000 PA USD 1346.44000000 0.000046610568 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N DTP COML MTG TR 2023-STE2 N/A 23346GAA7 563000.00000000 PA USD 555144.69000000 0.019217796357 Long ABS-MBS CORP US N 2 2041-01-15 Variable 0.06038040 N N N N N N BEECHWOOD PARK CLO LTD N/A 07355TAU6 2560000.00000000 PA USD 2549012.48000000 0.088240784131 Long ABS-CBDO CORP KY N 2 2035-01-17 Variable 0.06702830 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSLY5 525575.44500000 PA USD 535628.39000000 0.018542188203 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M82Z1 866459.29500000 PA USD 739494.16000000 0.025599539057 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XCSD8 721181.04650000 PA USD 716004.84000000 0.024786394346 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.04500000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAM5 1696000.00000000 PA USD 1377528.85000000 0.047686791195 Long DBT CORP US N 2 2042-08-09 Fixed 0.04250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417EMR9 9216.06390000 PA USD 8485.44000000 0.000293745866 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207WCJ1 243.66550000 PA USD 248.87000000 0.000008615290 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QR6J4 16695.32590000 PA USD 15232.65000000 0.000527318320 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.03000000 N N N N N N OPEN TR 2023-AIR N/A 68373BAC5 993447.52000000 PA USD 986831.85000000 0.034161784978 Long ABS-MBS CORP US N 2 2028-10-15 Variable 0.09199807 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FGD2 59062.57900000 PA USD 58895.48000000 0.002038822241 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213EYA8 1224.35380000 PA USD 1281.34000000 0.000044356960 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QQRZ7 7604.00940000 PA USD 6966.63000000 0.000241168255 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLC7 628457.54740000 PA USD 544468.53000000 0.018848212944 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 920000.00000000 PA USD 951219.75000000 0.032928978292 Long DBT CORP US N 2 2040-05-01 Fixed 0.05705000 N N N N N N MORGAN STANLEY CAP I TR 2018-BOP N/A 61768FAG5 1059546.39560000 PA USD 717829.86000000 0.024849572223 Long ABS-MBS CORP US N 3 2033-08-15 Variable 0.06659000 N N N N N N APOLLO AVIATION SECURITIZATION EQUITY TRUST N/A 00255UAA3 397464.75010000 PA USD 350929.10000000 0.012148335561 Long ABS-CBDO CORP US N 2 2040-01-16 Fixed 0.03351000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKT73 57508.07900000 PA USD 49391.21000000 0.001709806889 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.02500000 N N N N N N DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC N/A 26246BAL8 3517039.00000000 PA USD 3516908.87000000 0.121747068264 Long ABS-CBDO CORP KY N 2 2035-10-15 Variable 0.06805480 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EAQ3 594103.93100000 PA USD 545751.36000000 0.018892621485 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138X75W9 1947.90880000 PA USD 1944.49000000 0.000067313645 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XWW20 33763.73610000 PA USD 33609.49000000 0.001163481063 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 0.04500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 5684000.00000000 PA USD 4875735.20000000 0.168786422445 Long DBT CORP MX N 2 2030-01-23 Fixed 0.06840000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417ECK5 30530.82460000 PA USD 28102.81000000 0.000972852824 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138NWSU4 27512.15910000 PA USD 25303.93000000 0.000875962217 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MBF1 4054000.00000000 PA USD 4197579.91000000 0.145310290012 Long DBT CORP IE N 2 2027-04-15 Fixed 0.06450000 N N N N N N PEACE PARK CLO LTD N/A 70470MAC9 760982.00000000 PA USD 760952.32000000 0.026342369812 Long ABS-CBDO CORP KY N 2 2034-10-20 Variable 0.06807430 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DC6 1587000.00000000 PA USD 1598474.03000000 0.055335390834 Long DBT CORP US N 2 2026-03-15 Fixed 0.05550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419AZL4 29767.54600000 PA USD 30911.11000000 0.001070069529 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GDDD9 854576.31900000 PA USD 768163.36000000 0.026591998964 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 0.02000000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAG2 478000.00000000 PA USD 465991.84000000 0.016131535519 Long DBT CORP US N 2 2026-01-15 Fixed 0.04125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JMYC7 14070.03120000 PA USD 13593.18000000 0.000470563746 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.04000000 N N N N N N MAGNETITE XXI LTD 2019-21A A N/A 55954PAN4 1823166.00000000 PA USD 1817085.74000000 0.062903211259 Long ABS-CBDO CORP KY N 2 2034-04-20 Variable 0.06697430 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713AT3 909000.00000000 PA USD 986442.70000000 0.034148313526 Long DBT CORP US N 2 2037-06-15 Fixed 0.07250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFV8 71600000.00000000 PA USD 72780281.61000000 2.519481237928 Long DBT UST US N 2 2032-11-15 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418MY63 45261.58730000 PA USD 47313.62000000 0.001637885636 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H042612 4800000.00000000 PA USD 4686087.84000000 0.162221279321 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KRNY1 1455576.30500000 PA USD 1275565.77000000 0.044157070488 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HQBX9 7112.01840000 PA USD 6874.66000000 0.000237984471 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.04000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDU2 2100000.00000000 PA USD 1381211.90000000 0.047814289676 Long DBT CORP US N 2 2056-11-01 Fixed 0.02937000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D6M9 157691.89000000 PA USD 139672.74000000 0.004835139959 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138LSLD0 12311.54470000 PA USD 11680.25000000 0.000404342633 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178WGJ2 2977.59570000 PA USD 2885.90000000 0.000099903033 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 0.04000000 N N N N N N EATON VANCE CLO 2013-1 LTD / EATON VANCE CLO 2013-1 LLC N/A 27830BBN3 444749.00000000 PA USD 444732.10000000 0.015395573595 Long ABS-CBDO CORP KY N 2 2034-01-15 Variable 0.06905480 N N N N N N BX COML MTG TR 2023-XL3 N/A 12434GAC9 416000.00000000 PA USD 415867.67000000 0.014396355288 Long ABS-MBS CORP US N 2 2040-12-09 Variable 0.07550810 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31384MG22 32.07170000 PA USD 33.55000000 0.000001161421 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 0.07500000 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311RAA4 1037000.00000000 PA USD 1139659.89000000 0.039452330314 Long DBT CORP US N 2 2037-09-15 Fixed 0.06750000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAD8 342000.00000000 PA USD 377156.80000000 0.013056276512 Long DBT CORP US N 2 2063-08-15 Fixed 0.06714000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAF3 1153000.00000000 PA USD 811039.39000000 0.028076265729 Long DBT CORP US N 2 2050-06-22 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TK4 34200000.00000000 PA USD 30495445.40000000 1.055680203867 Long DBT UST US N 2 2042-08-15 Fixed 0.03375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374PBQ9 306.17880000 PA USD 315.85000000 0.000010933980 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYU56 114507.83800000 PA USD 94380.28000000 0.003267222102 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208QRB4 33.11180000 PA USD 33.90000000 0.000001173537 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958254AH7 613000.00000000 PA USD 592919.41000000 0.020525467833 Long DBT CORP US N 2 2028-03-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RQ36 2341.87100000 PA USD 2280.51000000 0.000078945863 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 0.04000000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAK1 1070000.00000000 PA USD 811907.30000000 0.028106310720 Long DBT CORP HK N 2 2040-09-16 Fixed 0.03200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FRGL3 634703.96780000 PA USD 595694.05000000 0.020621519308 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622AAGN8 422210.10130000 PA USD 428996.75000000 0.014850852989 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFDL2 817100.94600000 PA USD 699155.86000000 0.024203122503 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GSW73 13702.13240000 PA USD 13215.18000000 0.000457478280 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X5RG0 464596.44410000 PA USD 441717.02000000 0.015291198656 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 0.03000000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAH6 1549000.00000000 PA USD 1474110.11000000 0.051030206020 Long DBT CORP US N 2 2029-05-15 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WFHL3 104820.33650000 PA USD 95327.81000000 0.003300023350 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.03000000 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAE5 2918461.32240000 PA USD 2609295.00000000 0.090327622417 Long ABS-MBS CORP US N 2 2061-03-15 Fixed 0.01530000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XB6C9 569567.26100000 PA USD 488420.56000000 0.016907964766 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9UK1 31772.50810000 PA USD 30426.28000000 0.001053285861 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HA70 49.03550000 PA USD 50.33000000 0.000001742305 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 0.08000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 629000.00000000 PA USD 633705.14000000 0.021937373355 Long DBT CORP US N 2 2029-04-15 Fixed 0.05250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SZ2 56304200.00000000 PA USD 36767082.34000000 1.272789443511 Long DBT UST US N 2 2051-08-15 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419BL45 41342.86960000 PA USD 39864.42000000 0.001380011948 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLV5 583929.03230000 PA USD 504796.08000000 0.017474846543 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N BOSTON PPTY LTD PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBG8 1655000.00000000 PA USD 1732862.21000000 0.059987591823 Long DBT CORP US N 2 2027-12-01 Fixed 0.06750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31383GPK6 5105.12300000 PA USD 5344.29000000 0.000185006681 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 0.07500000 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78574MAA1 2870000.00000000 PA USD 2347631.99000000 0.081269467794 Long DBT CORP US N 2 2031-12-01 Fixed 0.03200000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GDDT6 20645.58920000 PA USD 20633.52000000 0.000714283668 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XZHS3 23334.06620000 PA USD 23263.93000000 0.000805342241 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 0.04500000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAK1 368000.00000000 PA USD 354896.13000000 0.012285664759 Long DBT CORP US N 2 2049-01-25 Fixed 0.05576000 N N N N N N THUNDERBOLT III AIRCRAFT LEASE LTD N/A 88607AAA7 1878834.26280000 PA USD 1583049.38000000 0.054801425927 Long ABS-CBDO CORP KY N 2 2039-11-15 Fixed 0.03671000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJUV3 521659.39100000 PA USD 521188.33000000 0.018042307474 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAA0 1761000.00000000 PA USD 1758180.97000000 0.060864067420 Long DBT CORP US N 2 2024-02-01 Fixed 0.04250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617M77G7 97130.25670000 PA USD 90255.11000000 0.003124418472 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 0.03500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBP0 1324000.00000000 PA USD 1163496.29000000 0.040277490114 Long DBT CORP US N 2 2031-05-13 Variable 0.02956000 N N N N N N UTAH ACQUISITION SUB INC 254900JOFV74IJ7H9933 62854AAN4 782000.00000000 PA USD 755719.72000000 0.026161229574 Long DBT CORP US N 2 2026-06-15 Fixed 0.03950000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208PKZ0 1807.40590000 PA USD 1856.68000000 0.000064273870 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J6DM3 7522.03490000 PA USD 7267.43000000 0.000251581240 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.04000000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAF0 1136000.00000000 PA USD 1166478.36000000 0.040380722325 Long DBT CORP GB N 2 2027-07-27 Fixed 0.06125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P76T5 241873.52320000 PA USD 232790.11000000 0.008058643104 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 0.03500000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DL6 1751000.00000000 PA USD 1895877.74000000 0.065630803971 Long DBT CORP US N 2 2046-03-15 Fixed 0.06600000 N N N N N N WELLS FARGO COML MTG TR 2015-C26 N/A 94989CAX9 1026911.00000000 PA USD 996234.19000000 0.034487271754 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 0.03166000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H5XH9 29248.23170000 PA USD 28190.52000000 0.000975889137 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 0.04000000 N N N N N N LIFE 2021-BMR MTG TR N/A 53218CAC4 530640.71000000 PA USD 517299.66000000 0.017907690914 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.06356480 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHJ3 64800000.00000000 PA USD 64217812.18000000 2.223068794859 Long DBT UST US N 2 2030-06-30 Fixed 0.03750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QQD66 7324.52320000 PA USD 6891.47000000 0.000238566394 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312940TF6 21814.27430000 PA USD 22277.38000000 0.000771190213 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180KJU6 4721.87240000 PA USD 4574.96000000 0.000158374296 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 0.04000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCC7 1992000.00000000 PA USD 1858290.19000000 0.064329611877 Long DBT CORP US N 2 2026-03-25 Fixed 0.01650000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ASAG4 3957.43570000 PA USD 3837.83000000 0.000132856598 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.04000000 N N N N N N SEQUOIA MTG TR N/A 81744FCU9 419.71310000 PA USD 376.22000000 0.000013023846 Long ABS-CBDO CORP US N 2 2034-07-20 Variable 0.06559530 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AG2B3 10465.99130000 PA USD 10686.99000000 0.000369958321 Long ABS-MBS USGSE US N 2 2041-07-01 Variable 0.06050000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAJ4 2257000.00000000 PA USD 2079511.39000000 0.071987766676 Long DBT CORP HK N 2 2030-04-07 Fixed 0.03375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9EH3 135806.57800000 PA USD 116755.18000000 0.004041788227 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.02000000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 023551AJ3 411000.00000000 PA USD 473684.10000000 0.016397823369 Long DBT CORP US N 2 2031-08-15 Fixed 0.07300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ER2J8 591501.42540000 PA USD 554407.42000000 0.019192273813 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138NWZD4 51805.65070000 PA USD 47605.16000000 0.001647978062 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 1304000.00000000 PA USD 1259025.07000000 0.043584470570 Long DBT CORP US N 2 2028-04-20 Fixed 0.04350000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L65D9 28833.28800000 PA USD 27029.46000000 0.000935695985 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HPPE8 26470.78810000 PA USD 25622.56000000 0.000886992434 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.04000000 N N N N N N BOSTON PPTY LTD PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBD5 1190000.00000000 PA USD 1020998.56000000 0.035344555681 Long DBT CORP US N 2 2031-01-30 Fixed 0.03250000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 793000.00000000 PA USD 700654.78000000 0.024255011569 Long DBT CORP US N 2 2050-04-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209MU93 89.56480000 PA USD 91.57000000 0.000003169936 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JBDL4 12641.17370000 PA USD 12226.76000000 0.000423261517 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 0.04000000 N N N N N N DRYDEN SENIOR LOAN FUND 2018 N/A 26253LAA0 1318912.00000000 PA USD 1315164.97000000 0.045527901148 Long ABS-CBDO CORP US N 2 2033-04-17 Variable 0.06844440 N N N N N N BRANDYWINE OPER PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AR4 2334000.00000000 PA USD 2360255.75000000 0.081706472512 Long DBT CORP US N 2 2028-03-15 Fixed 0.07800000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GDVM1 2673.47630000 PA USD 2672.07000000 0.000092500744 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.04500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HB0 1694000.00000000 PA USD 1701714.53000000 0.058909332800 Long DBT CORP US N 2 2025-09-13 Fixed 0.05500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F022618 21475000.00000000 PA USD 18290661.23000000 0.633179437876 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209VF41 457.69790000 PA USD 464.54000000 0.000016081276 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617M77F9 82034.32490000 PA USD 76227.71000000 0.002638823056 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176W2N0 10766.51500000 PA USD 10425.76000000 0.000360915156 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMTE4 615478.27500000 PA USD 508556.90000000 0.017605037238 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418MYV8 43853.30200000 PA USD 45571.87000000 0.001577590370 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WNWV0 160892.92180000 PA USD 159537.01000000 0.005522794011 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FXA0 93.26000000 PA USD 97.29000000 0.000003367949 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMP30 31065.66280000 PA USD 30094.31000000 0.001041793844 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KSAU1 1523231.72700000 PA USD 1334854.27000000 0.046209498153 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QP2C7 9915.17780000 PA USD 9065.10000000 0.000313812324 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JBF81 23092.18140000 PA USD 22337.33000000 0.000773265541 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 0.04000000 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AM2 662000.00000000 PA USD 651501.08000000 0.022553426714 Long DBT CORP US N 2 2024-09-01 Fixed 0.03700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XD6B7 3122738.94700000 PA USD 2684425.38000000 0.092928458504 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N DUQUESNE LIGHT HLDGS INC 4CUJ1D8WDXK9X7QI6B93 266233AH8 405000.00000000 PA USD 336761.27000000 0.011657878791 Long DBT CORP US N 2 2030-10-01 Fixed 0.02532000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CK3 287000.00000000 PA USD 256628.14000000 0.008883859330 Long DBT CORP US N 2 2032-03-15 Fixed 0.03625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375MXW8 241.22190000 PA USD 248.84000000 0.000008614252 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H062610 13000000.00000000 PA USD 13305081.40000000 0.460590454101 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31384VLN0 120.08200000 PA USD 125.54000000 0.000004345897 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FSVK6 32534.29860000 PA USD 30494.02000000 0.001055630859 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312940LA5 6184.31980000 PA USD 6306.04000000 0.000218300192 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 0.05000000 N N N N N N OREILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAJ6 361000.00000000 PA USD 347775.45000000 0.012039163656 Long DBT CORP US N 2 2030-04-01 Fixed 0.04200000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292G6T8 932.06740000 PA USD 975.01000000 0.000033752540 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KPN87 854756.43900000 PA USD 860688.45000000 0.029794998775 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M4WF8 11025.25650000 PA USD 10649.13000000 0.000368647697 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 0.04000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BL7 5834000.00000000 PA USD 4957865.63000000 0.171629583709 Long DBT CORP US N 2 2047-05-01 Fixed 0.05375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D56P2 1491352.13800000 PA USD 1306917.22000000 0.045242383547 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312941ZY6 3024.41380000 PA USD 3023.48000000 0.000104665727 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 0.04500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MF5 1521000.00000000 PA USD 1509347.85000000 0.052250053248 Long DBT CORP US N 2 2025-04-24 Variable 0.03352000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213EZP4 52958.06720000 PA USD 51298.10000000 0.001775818911 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.04000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZQ9 1916000.00000000 PA USD 1913368.12000000 0.066236279565 Long DBT CORP US N 2 2024-03-18 Fixed 0.05584000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31373UQH3 1207.94900000 PA USD 1246.09000000 0.000043136689 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMAB0 1486614.08800000 PA USD 1229287.43000000 0.042555023797 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GURU0 37253.54650000 PA USD 35319.90000000 0.001222691413 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M8YQ1 290227.27980000 PA USD 290089.31000000 0.010042205906 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04500000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBF9 407000.00000000 PA USD 414534.93000000 0.014350218980 Long DBT CORP US N 2 2049-02-14 Fixed 0.05950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FLVU9 124503.28420000 PA USD 116695.48000000 0.004039721555 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCE9 63257700.00000000 PA USD 56509388.17000000 1.956221384578 Long DBT UST US N 2 2028-05-31 Fixed 0.01250000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZX4 5400000.00000000 PA USD 5305132.21000000 0.183651131489 Long DBT CORP US N 2 2024-11-01 Fixed 0.04063000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HLG23 6643.89300000 PA USD 6133.14000000 0.000212314803 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417E3T6 6299.11500000 PA USD 6246.98000000 0.000216255674 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DQZ7 707169.46020000 PA USD 652251.60000000 0.022579407942 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FU62 187.14780000 PA USD 195.68000000 0.000006773978 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FAVQ2 74193.30350000 PA USD 69540.52000000 0.002407328352 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JPBC5 24561.33330000 PA USD 23743.58000000 0.000821946590 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QFD55 209302.53590000 PA USD 174512.10000000 0.006041196214 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208HR32 302.30800000 PA USD 308.33000000 0.000010673655 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 0.07500000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCY9 2680000.00000000 PA USD 2666937.41000000 0.092323066338 Long DBT CORP US N 2 2034-02-01 Variable 0.05817000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JP6N7 12924.23260000 PA USD 12474.36000000 0.000431832843 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213EZT6 21352.04720000 PA USD 20686.07000000 0.000716102824 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.04000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAM1 724000.00000000 PA USD 606814.83000000 0.021006494413 Long DBT CORP US N 2 2052-04-05 Fixed 0.04400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMP81 2656316.26800000 PA USD 2448890.91000000 0.084774812146 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WK4G0 42629.80450000 PA USD 42283.87000000 0.001463767586 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31383K5J2 392.92200000 PA USD 411.31000000 0.000014238579 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DYJ5 308721.85200000 PA USD 274216.60000000 0.009492730222 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402DLH1 7013.43590000 PA USD 7011.05000000 0.000242705971 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 0.05438000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 1242000.00000000 PA USD 1237140.38000000 0.042826874355 Long DBT CORP US N 2 2028-06-15 Fixed 0.04950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385JJF6 2431.98880000 PA USD 2521.37000000 0.000087283866 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.06500000 N N N N N N LIFE 2021-BMR MTG TR N/A 53218CAG5 464310.86000000 PA USD 446802.07000000 0.015467231062 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.06876480 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J67F5 13627.91650000 PA USD 13173.54000000 0.000456036801 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210JHF8 3673.91740000 PA USD 3825.70000000 0.000132436686 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YXP90 23435.42970000 PA USD 21379.03000000 0.000740091461 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FM60 60686.32380000 PA USD 57888.54000000 0.002003964359 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMPP4 2510949.75940000 PA USD 2165962.59000000 0.074980502779 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J7N84 332922.21600000 PA USD 302772.78000000 0.010481277644 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31307UGP7 14361.37950000 PA USD 13858.00000000 0.000479731188 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4XH4 1575240.45100000 PA USD 1527333.29000000 0.052872666649 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BXQT1 499999.28200000 PA USD 442453.76000000 0.015316702852 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V7D6 4603914.17000000 PA USD 3898423.25000000 0.134954193891 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C3BW1 12859.94740000 PA USD 13038.26000000 0.000451353728 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.05000000 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HAT4 5035000.00000000 PA USD 4948643.51000000 0.171310335723 Long DBT CORP US N 2 2025-03-24 Fixed 0.04700000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 1338000.00000000 PA USD 1303830.76000000 0.045135537601 Long DBT CORP US N 2 2025-12-15 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HNN88 2192.61360000 PA USD 2119.26000000 0.000073363769 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.04000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128QSBU9 13231.91240000 PA USD 13295.16000000 0.000460246998 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 0.05153000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M5ME9 76203.52770000 PA USD 76156.67000000 0.002636363819 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 0.04500000 N N N N N N STORE CAPITAL CORP 5493004EA6C9IHDZ7N66 862121AC4 2676000.00000000 PA USD 2089342.79000000 0.072328106494 Long DBT CORP US N 2 2030-11-18 Fixed 0.02750000 N N N N N N FLATIRON CLO LTD N/A 33883JAN1 1993704.00000000 PA USD 1993590.36000000 0.069013383804 Long ABS-CBDO CORP KY N 2 2034-11-16 Variable 0.06731820 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CK8 816000.00000000 PA USD 683436.43000000 0.023658953010 Long DBT CORP US N 2 2053-04-01 Fixed 0.05250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GERN2 19221.42710000 PA USD 19215.65000000 0.000665200361 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04500000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBH5 1472000.00000000 PA USD 1449456.47000000 0.050176755304 Long DBT CORP US N 2 2026-02-15 Fixed 0.03700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QQPQ9 40981.34910000 PA USD 37546.26000000 0.001299762731 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.03000000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCC7 2298000.00000000 PA USD 2121734.12000000 0.073449417740 Long DBT CORP US N 2 2030-07-15 Fixed 0.03950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QXCM7 16044.67460000 PA USD 15522.38000000 0.000537348088 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.04000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NAV2 656000.00000000 PA USD 650738.05000000 0.022527012420 Long DBT CORP US N 2 2024-09-30 Fixed 0.05125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ELWC3 192216.98730000 PA USD 196086.08000000 0.006788036383 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMSJ4 860819.33800000 PA USD 739993.10000000 0.025616811180 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N CEDAR FUNDING LTD 549300ZKTUZSV15HAV29 15033XAJ5 1561530.00000000 PA USD 1561148.99000000 0.054043286215 Long ABS-CBDO CORP KY N 2 2032-10-20 Variable 0.06777430 N N N N N N TERWIN MORTGAGE TRUST N/A 881561BU7 2132.06630000 PA USD 2083.90000000 0.000072139689 Long ABS-CBDO CORP US N 2 2034-09-25 Variable 0.06330430 N N N N N N DRYDEN 76 CLO LTD N/A 26252WAU3 2447693.00000000 PA USD 2447580.41000000 0.084729445735 Long ABS-CBDO CORP KY N 2 2034-10-20 Variable 0.06827430 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 4972000.00000000 PA USD 3536335.00000000 0.122419554945 Long DBT CORP MX N 2 2050-01-23 Fixed 0.07690000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECF0 2670000.00000000 PA USD 2693876.39000000 0.093255630120 Long DBT CORP GB N 2 2027-05-09 Variable 0.05829000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138NYDQ5 74086.60840000 PA USD 68183.02000000 0.002360334912 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209AWM8 1381.35140000 PA USD 1419.51000000 0.000049140079 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BJ2 244000.00000000 PA USD 218590.76000000 0.007567095185 Long DBT CORP US N 2 2028-06-15 Fixed 0.02200000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DF9 1412000.00000000 PA USD 1493897.64000000 0.051715203515 Long DBT CORP US N 2 2036-09-15 Fixed 0.06450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WMZG2 40633.45400000 PA USD 40291.02000000 0.001394779831 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FF3W9 62236.68680000 PA USD 58333.72000000 0.002019375438 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D7L0 292483.02500000 PA USD 269643.73000000 0.009334428276 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYUZ0 273088.06000000 PA USD 234778.37000000 0.008127471963 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H8UE3 297672.64490000 PA USD 284780.95000000 0.009858443036 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CX33 25696.64520000 PA USD 24195.96000000 0.000837606916 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H032613 10500000.00000000 PA USD 9780101.10000000 0.338563972018 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 0.03500000 N N N N N N BAMLL COML MTG SECS TR 2022-DKLX N/A 05530SAJ5 191000.00000000 PA USD 184425.51000000 0.006384375025 Long ABS-MBS CORP US N 2 2039-01-15 Variable 0.07512000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138Y9YQ5 8734.64970000 PA USD 8429.70000000 0.000291816279 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 0.04000000 N N N N N N CEDAR FDG XVII CLO LTD N/A 15033PAA1 1848000.00000000 PA USD 1856866.70000000 0.064280334020 Long ABS-CBDO CORP KY N 2 2036-07-20 Variable 0.07275750 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WKHM3 11266.99020000 PA USD 11175.56000000 0.000386871459 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.04500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRJX3 611878.74000000 PA USD 627135.02000000 0.021709931338 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138NXMU8 11045.32080000 PA USD 10138.58000000 0.000350973663 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N GS MTG SECS CORP TR 2021-IP N/A 36262MAA6 1559690.00000000 PA USD 1503903.63000000 0.052061587226 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.06426480 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HLS38 4767.03020000 PA USD 4385.57000000 0.000151818062 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617M77H5 99587.46120000 PA USD 92631.76000000 0.003206692474 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 0.03500000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCE6 3527000.00000000 PA USD 3676802.20000000 0.127282197231 Long DBT CORP US N 2 2033-07-15 Fixed 0.05375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCHL5 839576.99100000 PA USD 719961.79000000 0.024923374598 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QSFV5 19305.00650000 PA USD 17649.89000000 0.000610997453 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.03000000 N N N N N N PACIFIC LIFECORP VFN8KLUEIK7XMVX1JM30 694476AD4 1611000.00000000 PA USD 1534218.61000000 0.053111020145 Long DBT CORP US N 2 2043-01-30 Fixed 0.05125000 N N N N N N CORPOARATE OFFICE PPTYS LP H0TWO5VRNEP6CQAWPX27 22003BAM8 509000.00000000 PA USD 411419.70000000 0.014242377085 Long DBT CORP US N 2 2031-04-15 Fixed 0.02750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378DUG3 11.47290000 PA USD 11.84000000 0.000000409872 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M9C85 17627.89660000 PA USD 17021.01000000 0.000589227114 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31406PCX5 1521.81380000 PA USD 1542.73000000 0.000053405664 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 0.04583000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2019-XL N/A 056054AE9 806652.55000000 PA USD 802550.80000000 0.027782410817 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.06556290 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QMNZ0 3880.40900000 PA USD 3649.77000000 0.000126346406 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 0.03500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKY4 17054000.00000000 PA USD 16870341.04000000 0.584011311683 Long DBT CORP US N 2 2033-07-22 Variable 0.05015000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DYB2 2084437.36380000 PA USD 1710602.28000000 0.059217005687 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177LQG2 7021.74730000 PA USD 6797.94000000 0.000235328606 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNEG4 1479014.99800000 PA USD 1270955.45000000 0.043997472113 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XAY55 565079.22000000 PA USD 542171.98000000 0.018768711814 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNF49 938493.75200000 PA USD 835613.72000000 0.028926970920 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417YAY3 565.18540000 PA USD 561.14000000 0.000019425339 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 0.04500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BW8 1446000.00000000 PA USD 1492634.37000000 0.051671472095 Long DBT CORP US N 2 2029-02-01 Fixed 0.05875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419LLU5 9210.83780000 PA USD 8928.21000000 0.000309073516 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206EEK7 13.26330000 PA USD 13.36000000 0.000000462491 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ERMV9 717878.23400000 PA USD 652867.18000000 0.022600717865 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 0.03000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 909000.00000000 PA USD 925371.96000000 0.032034188927 Long DBT CORP US N 2 2030-05-01 Fixed 0.05150000 N N N N N N VOYA CLO 2020-3 LTD / VOYA CLO 2020-3 LLC N/A 92918NAQ0 2613900.00000000 PA USD 2613834.65000000 0.090484774365 Long ABS-CBDO CORP KY N 2 2034-10-20 Variable 0.06827430 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A6BP4 7711.71450000 PA USD 7462.96000000 0.000258350026 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04000000 N N N N N N SREIT TR 2021-MFP N/A 78472UAE8 840855.70000000 PA USD 821857.32000000 0.028450756883 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.06805290 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209RXZ1 1346.61770000 PA USD 1307.12000000 0.000045249403 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAF8 640000.00000000 PA USD 631397.04000000 0.021857472391 Long DBT CORP KY N 2 2024-07-01 Fixed 0.03950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QNSS9 10798.22420000 PA USD 10156.42000000 0.000351591242 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207NFU3 150.34120000 PA USD 153.01000000 0.000005296844 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 0.07500000 N N N N N N EXTENDED STAY AMER TR 2021-ESH N/A 30227FAJ9 957709.44720000 PA USD 940869.47000000 0.032570676075 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.07726480 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419EL98 12623.15740000 PA USD 12221.46000000 0.000423078043 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 0.04000000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFQ2 615000.00000000 PA USD 583356.58000000 0.020194425273 Long DBT CORP US N 2 2030-07-01 Fixed 0.03600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XLM82 17587.89570000 PA USD 17518.54000000 0.000606450426 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 0.04500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SR0 12353900.00000000 PA USD 7961509.40000000 0.275608627984 Long DBT UST US N 2 2040-05-15 Fixed 0.01125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MRLJ8 85044.69280000 PA USD 80345.37000000 0.002781366708 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J66H2 28589.47260000 PA USD 27180.58000000 0.000940927402 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 2045000.00000000 PA USD 1823261.82000000 0.063117012543 Long DBT CORP US N 2 2050-05-15 Fixed 0.05000000 N N N N N N BX TR 2021-LGCY N/A 05608UAA6 1950000.00000000 PA USD 1951833.20000000 0.067567849672 Long ABS-MBS CORP US N 2 2039-08-15 Variable 0.07526810 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F9ZA6 49509.55660000 PA USD 46404.73000000 0.001606422014 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140N4R58 24700.86800000 PA USD 23968.58000000 0.000829735558 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.04500000 N N N N N N HEALTHCARE REALTY HOLDINGS LP 549300IYGAS4GE6VDL07 42225UAG9 402000.00000000 PA USD 351427.87000000 0.012165601799 Long DBT CORP US N 2 2030-02-15 Fixed 0.03100000 N N N N N N AIMCO CLO 11 LTD 549300VLRW0CEQ83RF89 00140NAN0 1280878.00000000 PA USD 1279940.40000000 0.044308509834 Long ABS-CBDO CORP KY N 2 2034-10-17 Variable 0.06794440 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H7BY2 46830.86940000 PA USD 46309.60000000 0.001603128838 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2019-IMC N/A 05608BAA8 1656308.00000000 PA USD 1645491.48000000 0.056963023765 Long ABS-MBS CORP US N 2 2034-04-15 Variable 0.06408300 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNA86 2420003.84400000 PA USD 2079571.26000000 0.071989839233 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X7KK4 201119.38360000 PA USD 166746.41000000 0.005772366390 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XFLJ2 84409.55530000 PA USD 84261.35000000 0.002916928675 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DY71 191500.88800000 PA USD 164636.51000000 0.005699326642 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.02000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 829000.00000000 PA USD 908169.56000000 0.031438682520 Long DBT CORP US N 2 2031-11-01 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416VBU7 175076.60130000 PA USD 174125.20000000 0.006027802651 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KLCL9 4089989.02700000 PA USD 3505046.57000000 0.121336423490 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02500000 N N N N N N SREIT TR 2021-MFP N/A 78472UAC2 1978713.04000000 PA USD 1938972.37000000 0.067122638151 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.06556090 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-VINO N/A 05610HAE3 877305.23000000 PA USD 851987.52000000 0.029493793155 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.06923510 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VXX3 1433611.54700000 PA USD 1213928.93000000 0.042023348847 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 0.02000000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAC9 2546000.00000000 PA USD 2488281.39000000 0.086138417413 Long DBT CORP IE N 2 2025-01-15 Fixed 0.03500000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAC7 1425000.00000000 PA USD 1379938.07000000 0.047770192694 Long DBT CORP US N 2 2026-06-15 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XHAQ4 18049.29190000 PA USD 17978.12000000 0.000622359999 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 0.04500000 N N N N N N MILOS CLO LTD 254900GFWI4EEB8IJS18 60162PAE2 1791697.05000000 PA USD 1791714.97000000 0.062024935199 Long ABS-CBDO CORP KY N 2 2030-10-20 Variable 0.06747430 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRFA7 609189.05200000 PA USD 618366.49000000 0.021406385565 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FKN5 203567.21550000 PA USD 203034.72000000 0.007028581868 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F2CV0 34385.60180000 PA USD 32229.23000000 0.001115699726 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QRQJ2 8497.06980000 PA USD 7760.61000000 0.000268653965 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 0.03000000 N N N N N N VOYA CLO 2023-1 LTD N/A 92920FAA8 2387000.00000000 PA USD 2383698.78000000 0.082518014773 Long ABS-CBDO CORP KY N 2 2037-01-20 Variable 0.07170150 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 2705000.00000000 PA USD 2565156.15000000 0.088799639810 Long DBT CORP US N 2 2030-04-15 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QS4U2 708055.31600000 PA USD 737888.66000000 0.025543960444 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J62U7 30093.24890000 PA USD 27668.19000000 0.000957807307 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H040616 3650000.00000000 PA USD 3486957.79000000 0.120710232703 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 0.04000000 N N N N N N DUQUESNE LIGHT HLDGS INC 4CUJ1D8WDXK9X7QI6B93 266233AJ4 1402000.00000000 PA USD 1119531.63000000 0.038755537552 Long DBT CORP US N 2 2032-01-07 Fixed 0.02775000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133D3WF8 76196.81700000 PA USD 65507.68000000 0.002267720968 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.02000000 N N N N N N BARINGS CLO LTD 2020-IV 549300Q89L7I93JSRH83 06762BAC4 2070385.00000000 PA USD 2070496.80000000 0.071675702888 Long ABS-CBDO CORP KY N 2 2032-01-20 Variable 0.06897430 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMXR9 10105.77230000 PA USD 9526.31000000 0.000329778324 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417GHQ2 25215.57620000 PA USD 23177.65000000 0.000802355432 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMTC8 351545.45200000 PA USD 291573.27000000 0.010093577092 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N INVESCO CLO LTD N/A 46146JAA4 1367988.00000000 PA USD 1364912.76000000 0.047250051994 Long ABS-CBDO CORP KY N 2 2034-10-22 Variable 0.06803540 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGM7 63000000.00000000 PA USD 61092773.28000000 2.114887338259 Long DBT UST US N 2 2033-02-15 Fixed 0.03500000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAW5 1295000.00000000 PA USD 1182320.11000000 0.040929126247 Long DBT CORP IE N 2 2028-10-29 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417ECS8 74677.61470000 PA USD 68809.46000000 0.002382020784 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QQGK2 3849.84840000 PA USD 3613.81000000 0.000125101556 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208FKL3 818.20100000 PA USD 833.85000000 0.000028865915 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFPM7 1698232.45600000 PA USD 1520673.08000000 0.052642105929 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31383FN95 344.35690000 PA USD 361.02000000 0.000012497658 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 0.07500000 N N N N N N BENCHMARK 2019-B10 MTG TR N/A 08162VAE8 389846.00000000 PA USD 364072.62000000 0.012603333142 Long ABS-MBS CORP US N 2 2062-03-15 Fixed 0.03717000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLED6 2185688.29100000 PA USD 2213151.46000000 0.076614069866 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.05500000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFF6 397000.00000000 PA USD 377438.54000000 0.013066029685 Long DBT CORP US N 2 2027-03-22 Fixed 0.03000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DX5 457000.00000000 PA USD 468785.80000000 0.016228255807 Long DBT CORP US N 2 2031-01-30 Fixed 0.05250000 N N N N N N AIMCO CLO SERIES 2015-A N/A 00900LAN4 2489000.00000000 PA USD 2484358.02000000 0.086002599622 Long ABS-CBDO CORP KY N 2 2034-10-17 Variable 0.06804440 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416BMW5 45052.41140000 PA USD 46928.99000000 0.001624570655 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 0.06000000 N N N N N N MAGNETITE XXIX LTD / MAGNETITE XXIX LLC N/A 55955KAA2 1904754.00000000 PA USD 1899603.55000000 0.065759782702 Long ABS-CBDO CORP KY N 2 2034-01-15 Variable 0.06645480 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ER2M1 918013.81820000 PA USD 887110.63000000 0.030709672164 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ECHT3 18340.46330000 PA USD 17731.88000000 0.000613835753 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31383SDT4 28.97820000 PA USD 30.13000000 0.000001043029 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 0.07500000 N N N N N N MAGNE 2020-27A AR N/A 55955EAL2 461006.00000000 PA USD 460651.49000000 0.015946665231 Long ABS-CBDO CORP KY N 2 2034-10-20 Variable 0.06817430 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176PQZ2 4976.19150000 PA USD 4817.95000000 0.000166786035 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D4Y5 2784971.67800000 PA USD 2376226.68000000 0.082259348341 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMUA0 774486.12400000 PA USD 665535.75000000 0.023039273800 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N BPR TRUST 2021-TY N/A 05592DAA2 5047000.00000000 PA USD 4974189.45000000 0.172194675754 Long ABS-MBS CORP US N 2 2037-04-15 Variable 0.07259810 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AUD0 353.64100000 PA USD 360.17000000 0.000012468233 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNWJ8 211962.91700000 PA USD 195639.97000000 0.006772593110 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FAY63 56867.40210000 PA USD 53301.16000000 0.001845160112 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HFYZ6 9540.66490000 PA USD 9189.68000000 0.000318124989 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQLZ6 939716.02000000 PA USD 946237.65000000 0.032756509772 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCW9 15336200.00000000 PA USD 14060180.31000000 0.486730192701 Long DBT UST US N 2 2026-08-31 Fixed 0.00750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WGLA0 109243.25250000 PA USD 102392.43000000 0.003544583788 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLFM3 759488.62300000 PA USD 651283.67000000 0.022545900494 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F0H80 246994.89440000 PA USD 238757.47000000 0.008265218995 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 0.04000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEV3 2500000.00000000 PA USD 2618847.25000000 0.090658298723 Long DBT CORP US N 2 2028-10-18 Variable 0.06296000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176XCE7 4139.66510000 PA USD 4009.91000000 0.000138813601 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378YKL7 369.61550000 PA USD 381.29000000 0.000013199358 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QFPA1 150378.90900000 PA USD 124207.97000000 0.004299786193 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02000000 N N N N N N PLAINS ALL AM PIPELN/PAA FIN C N/A 72650RBM3 405000.00000000 PA USD 372871.30000000 0.012907922636 Long DBT CORP US N 2 2029-12-15 Fixed 0.03550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QCS56 85374.79220000 PA USD 81463.92000000 0.002820088263 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295GLJ9 4298.62960000 PA USD 3960.09000000 0.000137088950 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 0.03000000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523AJ9 1158000.00000000 PA USD 1119618.45000000 0.038758543056 Long DBT CORP US N 2 2038-08-15 Fixed 0.04800000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJXR6 21040.02760000 PA USD 19710.60000000 0.000682334360 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 0.03500000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AS7 537000.00000000 PA USD 562528.75000000 0.019473415052 Long DBT CORP US N 2 2032-11-29 Fixed 0.06700000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BL7 301000.00000000 PA USD 255739.30000000 0.008853089791 Long DBT CORP US N 2 2032-12-15 Fixed 0.02850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QL7M2 1121928.38560000 PA USD 931583.92000000 0.032249232293 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N EMERA US FINANCE LP N/A 29103DAJ5 580000.00000000 PA USD 558818.95000000 0.019344990549 Long DBT CORP US N 2 2026-06-15 Fixed 0.03550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31373TZA1 13.34980000 PA USD 13.31000000 0.000000460760 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416VCC6 7991.70110000 PA USD 8085.65000000 0.000279906081 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DXK3 2130732.18890000 PA USD 1750591.88000000 0.060601351071 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W1C54 32926.33190000 PA USD 30198.62000000 0.001045404810 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DW40 112664.14500000 PA USD 92860.66000000 0.003214616451 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FVD1 95.57050000 PA USD 97.37000000 0.000003370719 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 0.07500000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DD4 2356000.00000000 PA USD 2641888.82000000 0.091455943387 Long DBT CORP US N 2 2031-05-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DYY2 1280457.42800000 PA USD 1095728.27000000 0.037931521520 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WEQ28 48525.73400000 PA USD 44131.24000000 0.001527719166 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.03000000 N N N N N N BAMLL COML MTG SECS TR 2022-DKLX N/A 05530SAA4 1415000.00000000 PA USD 1383121.75000000 0.047880404167 Long ABS-MBS CORP US N 2 2039-01-15 Variable 0.06512000 N N N N N N AIMCO CLO 14 LTD / AIMCO CLO 14 LLC N/A 00144GAC5 3132569.00000000 PA USD 3115762.77000000 0.107860338915 Long ABS-CBDO CORP KY N 2 2034-04-20 Variable 0.06667430 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374GLZ8 72.28230000 PA USD 74.56000000 0.000002581090 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178QLK6 53815.33310000 PA USD 50583.29000000 0.001751073880 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSHR5 2301508.33200000 PA USD 2363208.32000000 0.081808683503 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QRGJ6 284208.56900000 PA USD 286980.31000000 0.009934579678 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 0.05500000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAY7 3009000.00000000 PA USD 2685081.15000000 0.092951159710 Long DBT CORP US N 2 2028-07-15 Fixed 0.02450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31298YN64 55.55700000 PA USD 59.26000000 0.000002051441 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M8KF2 12188.87310000 PA USD 11761.62000000 0.000407159470 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARH79 14980.49450000 PA USD 15177.71000000 0.000525416427 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178NB40 65940.66920000 PA USD 62189.05000000 0.002152837845 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 0.03500000 N N N N N N CSMC 2018-SITE N/A 12690CAA1 1129357.00000000 PA USD 1125686.48000000 0.038968603904 Long ABS-MBS CORP US N 2 2036-04-15 Fixed 0.04284000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335BEU6 91915.00570000 PA USD 91370.19000000 0.003163019904 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSMX6 1838208.23800000 PA USD 1865900.85000000 0.064593074929 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.05500000 N N N N N N VLS COMMERCIAL MORTGAGE TRUST 2020 N/A 92858TAC0 113488.00000000 PA USD 91950.70000000 0.003183115788 Long ABS-MBS CORP US N 2 2042-10-10 Fixed 0.02453000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JNMF1 22094.09620000 PA USD 21353.84000000 0.000739219443 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 3258000.00000000 PA USD 3116099.34000000 0.107871990173 Long DBT CORP US N 2 2031-03-31 Variable 0.04412000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSHD6 2208484.97000000 PA USD 2241755.80000000 0.077604284473 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.05500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 1097000.00000000 PA USD 870469.50000000 0.030133595596 Long DBT CORP MX N 2 2031-01-28 Fixed 0.05950000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAX7 2600000.00000000 PA USD 1913504.24000000 0.066240991718 Long DBT CORP CA N 2 2052-02-15 Fixed 0.03750000 N N N N N N ELP COMMERCIAL MORTGAGE TRUST 2021-ELP N/A 26863LAA2 3654040.78000000 PA USD 3585237.38000000 0.124112439696 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.06177480 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31373UBT3 214.54570000 PA USD 221.32000000 0.000007661575 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208CHN0 2584.38770000 PA USD 2662.61000000 0.000092173261 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07500000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DQ0 1336000.00000000 PA USD 1373403.28000000 0.047543973718 Long DBT CORP US N 2 2030-03-02 Fixed 0.05250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YJTJ5 2529.54640000 PA USD 2528.27000000 0.000087522728 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 0.04500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TG3 23300000.00000000 PA USD 18550804.80000000 0.642184993079 Long DBT UST US N 2 2052-05-15 Fixed 0.02875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E3AB9 34027.29980000 PA USD 32156.87000000 0.001113194794 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J5JM2 108273.19090000 PA USD 104681.99000000 0.003623842940 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 0.04000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GVR2 696000.00000000 PA USD 683152.39000000 0.023649120217 Long DBT CORP US N 2 2025-10-21 Fixed 0.04250000 N N N N N N TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12 N/A 95001RAX7 850545.00000000 PA USD 821113.08000000 0.028424993054 Long ABS-MBS CORP US N 2 2052-01-15 Fixed 0.04302000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AVT51 17232.89510000 PA USD 17047.26000000 0.000590135827 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLW3 1043820.44320000 PA USD 867380.03000000 0.030026645451 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02000000 N N N N N N MADISON PK FDG LII LTD / MADISON PK FDG LII LLC N/A 55822BAC9 2223747.00000000 PA USD 2215774.87000000 0.076704886116 Long ABS-CBDO CORP KY N 2 2035-01-22 Variable 0.06773540 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128QGB84 1748.52850000 PA USD 1794.31000000 0.000062114769 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 0.08319000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P74W0 126694.93510000 PA USD 122372.50000000 0.004236246562 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AHAA5 206050.19600000 PA USD 175486.65000000 0.006074932830 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02500000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EH6 649000.00000000 PA USD 607378.26000000 0.021025999028 Long DBT CORP US N 2 2032-04-01 Fixed 0.03750000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCX1 1952000.00000000 PA USD 1946231.37000000 0.067373927565 Long DBT CORP US N 2 2029-02-01 Variable 0.05468000 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216BG5 18000.00000000 PA USD 17638.85000000 0.000610615274 Long DBT CORP US N 2 2025-11-15 Fixed 0.03800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DZ62 20011.24800000 PA USD 17204.00000000 0.000595561795 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.02000000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BG0 446000.00000000 PA USD 440789.22000000 0.015259080414 Long DBT CORP US N 2 2025-06-12 Fixed 0.04450000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAF6 391000.00000000 PA USD 366862.57000000 0.012699914613 Long DBT CORP US N 2 2029-07-15 Fixed 0.03850000 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AX4 2447000.00000000 PA USD 2391369.88000000 0.082783570114 Long DBT CORP US N 2 2030-05-15 Fixed 0.04500000 N N N N N N RR 7 LTD N/A 74980EAQ1 2626000.00000000 PA USD 2621819.41000000 0.090761187874 Long ABS-CBDO CORP KY N 2 2037-01-15 Variable 0.06733870 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M5FN7 6628.07520000 PA USD 6406.10000000 0.000221764032 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 0.04000000 N N N N N N AASET 2021-1 TR N/A 00038PAA8 1509251.83460000 PA USD 1352289.64000000 0.046813069431 Long ABS-CBDO CORP US N 2 2041-11-16 Fixed 0.02950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BDRH0 544682.23500000 PA USD 544701.03000000 0.018856261545 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.05000000 N N N N N N CEDAR FUNDING LTD 2022 N/A 15032QAA0 2429000.00000000 PA USD 2412907.88000000 0.083529164741 Long ABS-CBDO CORP US N 2 2035-04-20 Variable 0.06735820 N N N N N N JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC N/A 46590XAZ9 1340000.00000000 PA USD 1332564.61000000 0.046130235538 Long DBT CORP US N 2 2028-02-01 Fixed 0.05125000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAG0 389000.00000000 PA USD 388522.70000000 0.013449737092 Long DBT CORP US N 2 2024-01-25 Fixed 0.04030000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAX9 534000.00000000 PA USD 509418.14000000 0.017634851330 Long DBT CORP US N 2 2030-04-15 Fixed 0.04050000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEC1 6800000.00000000 PA USD 6374468.78000000 0.220669034767 Long DBT UST US N 2 2027-02-28 Fixed 0.01875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138X2E42 88313.92600000 PA USD 85224.58000000 0.002950273419 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.04000000 N N N N N N PLANET FITNESS MASTER ISSUER LLC 18-1A N/A 72703PAE3 1381395.00000000 PA USD 1185951.09000000 0.041054822188 Long ABS-CBDO CORP US N 2 2051-12-05 Fixed 0.04008000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAN4 1093000.00000000 PA USD 1080700.97000000 0.037411311930 Long DBT CORP US N 2 2024-09-15 Fixed 0.04250000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEF9 3374000.00000000 PA USD 3271049.91000000 0.113236012478 Long DBT CORP US N 2 2027-01-20 Fixed 0.03625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JBJJ3 7114.24440000 PA USD 6871.28000000 0.000237867464 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 0.04000000 N N N N N N BANK 2019-BNK21 N/A 06540BBD0 201824.00000000 PA USD 177481.56000000 0.006143991897 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 0.02851000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CNG5 254550.68300000 PA USD 243924.26000000 0.008444081047 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36186QNH1 3899.17680000 PA USD 3592.10000000 0.000124350007 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M5L34 75766.63150000 PA USD 75720.04000000 0.002621248721 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374GWF0 128.22450000 PA USD 132.27000000 0.000004578874 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMG7 2961414.87600000 PA USD 3031015.53000000 0.104926589878 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 0.05500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AM0 3245000.00000000 PA USD 3174530.87000000 0.109894751562 Long DBT CORP CH N 2 2025-09-11 Variable 0.02593000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAY4 460000.00000000 PA USD 416391.05000000 0.014414473466 Long DBT CORP US N 2 2040-11-15 Fixed 0.05875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183QUL7 5257.67060000 PA USD 4843.60000000 0.000167673977 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 0.03000000 N N N N N N SITE CENTERS CORP W2AVA6SODOQ1LCYJQR54 23317HAD4 694000.00000000 PA USD 674270.16000000 0.023341638419 Long DBT CORP US N 2 2025-02-01 Fixed 0.03625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JBDB6 25108.86780000 PA USD 24260.49000000 0.000839840792 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 0.04000000 N N N N N N BENCHMARK 2018-B4 MTG TR N/A 08161HAF7 420518.00000000 PA USD 402175.80000000 0.013922375127 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 0.04121000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138NXBG1 3921.42200000 PA USD 3595.01000000 0.000124450744 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213CEQ9 445.05220000 PA USD 464.51000000 0.000016080237 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAL9 959000.00000000 PA USD 941655.03000000 0.032597870305 Long DBT CORP IE N 2 2026-04-03 Fixed 0.04450000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KJ9 673000.00000000 PA USD 664337.40000000 0.022997789757 Long DBT CORP US N 2 2026-03-09 Fixed 0.04600000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QR6M7 9317.74120000 PA USD 8510.15000000 0.000294601268 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138Y8BB5 7478.77330000 PA USD 7456.29000000 0.000258119127 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 0.04500000 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AN8 1782000.00000000 PA USD 1223507.44000000 0.042354934212 Long DBT CORP US N 2 2070-10-15 Fixed 0.03729000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6AG5 2982724.26300000 PA USD 2681117.45000000 0.092813945790 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 0.02000000 N N N N N N AUTONATION INC DEL N/A 05329WAQ5 234000.00000000 PA USD 226006.88000000 0.007823823722 Long DBT CORP US N 2 2030-06-01 Fixed 0.04750000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAV3 1564000.00000000 PA USD 1403268.03000000 0.048577820738 Long DBT CORP US N 2 2030-02-15 Fixed 0.03375000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2H5 1400000.00000000 PA USD 1361870.54000000 0.047144737532 Long DBT CORP US N 2 2025-10-30 Variable 0.02406000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAG8 409000.00000000 PA USD 423801.71000000 0.014671012990 Long DBT CORP US N 2 2028-08-28 Variable 0.06650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNBQ5 831140.99800000 PA USD 739120.23000000 0.025586594484 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NLE6 23952.23700000 PA USD 23363.28000000 0.000808781503 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208UD38 176.49870000 PA USD 177.83000000 0.000006156054 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.07500000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BP5 1427000.00000000 PA USD 1325188.39000000 0.045874888245 Long DBT CORP GB N 2 2028-05-22 Variable 0.03073000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M9UQ5 38269.02200000 PA USD 36927.60000000 0.001278346185 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138LRK50 55101.06560000 PA USD 52026.11000000 0.001801020896 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBW0 41407700.00000000 PA USD 38308592.45000000 1.326152878143 Long DBT UST US N 2 2026-04-30 Fixed 0.00750000 N N N N N N EATON VANCE CLO 2020-2 LTD N/A 27829PAL0 2283000.00000000 PA USD 2282974.89000000 0.079031191893 Long ABS-CBDO CORP KY N 2 2035-01-15 Variable 0.06805480 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYU98 19199.38200000 PA USD 16506.03000000 0.000571399725 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FQ74 8838.83260000 PA USD 8817.73000000 0.000305248960 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J9WZ7 3935.10610000 PA USD 3800.97000000 0.000131580592 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290TK24 54358.55770000 PA USD 51265.89000000 0.001774703877 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36186NLA5 3654.57580000 PA USD 3366.76000000 0.000116549269 Long ABS-MBS USGA US N 2 2045-06-15 Fixed 0.03000000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 96950FAQ7 373000.00000000 PA USD 367018.99000000 0.012705329504 Long DBT CORP US N 2 2025-01-15 Fixed 0.03900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9UF2 50812.32430000 PA USD 48659.37000000 0.001684472319 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.03000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCL4 4049000.00000000 PA USD 2568240.21000000 0.088906402674 Long DBT CORP MX N 2 2048-02-12 Fixed 0.06350000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEF4 25000000.00000000 PA USD 23893554.75000000 0.827138361769 Long DBT UST US N 2 2027-03-31 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMSK1 882331.48000000 PA USD 757107.11000000 0.026209257735 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A5P55 28456.37500000 PA USD 28404.10000000 0.000983282771 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F1ZP0 112513.38700000 PA USD 105457.49000000 0.003650688917 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140E1F65 48398.16190000 PA USD 44015.22000000 0.001523702828 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.03000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BA1 842000.00000000 PA USD 827360.76000000 0.028641272961 Long DBT CORP US N 2 2045-10-23 Fixed 0.06484000 N N N N N N LUCALI CLO LTD 254900HNACXWYNIC3S88 54929JAC7 981516.00000000 PA USD 981514.04000000 0.033977694972 Long ABS-CBDO CORP KY N 2 2033-01-15 Variable 0.06865480 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LTT3 68585.84180000 PA USD 67841.90000000 0.002348526144 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.04500000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAH9 631000.00000000 PA USD 676777.50000000 0.023428436600 Long DBT CORP US N 2 2030-07-15 Fixed 0.06200000 N N N N N N MOODYS CORP 549300GCEDD8YCF5WU84 615369AM7 732000.00000000 PA USD 698517.46000000 0.024181022605 Long DBT CORP US N 2 2028-01-15 Fixed 0.03250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133D3KT1 66062.73400000 PA USD 59153.85000000 0.002047766399 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 0.02500000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XEG7 953000.00000000 PA USD 982785.02000000 0.034021693294 Long DBT CORP US N 2 2030-04-06 Fixed 0.05850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DVD1 1092361.68600000 PA USD 974833.18000000 0.033746419398 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207RTV7 202.60040000 PA USD 206.93000000 0.000007163427 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 0.07500000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAX3 1385000.00000000 PA USD 1205406.57000000 0.041728324898 Long DBT CORP IE N 2 2032-01-30 Fixed 0.03300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416CAF3 19829.12700000 PA USD 20129.29000000 0.000696828417 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 0.05337000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FKTE0 96739.60360000 PA USD 90672.91000000 0.003138881720 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 0.03500000 N N N N N N MOLSON COORS BEVERAGE CO 54930073LBBH6ZCBE225 60871RAD2 4016000.00000000 PA USD 3866546.85000000 0.133850708305 Long DBT CORP US N 2 2042-05-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLPX8 460444.03300000 PA USD 394844.20000000 0.013668572473 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.02000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAP0 1908000.00000000 PA USD 1895630.42000000 0.065622242337 Long DBT CORP GB N 2 2026-05-12 Fixed 0.05200000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M5JN3 66092.91100000 PA USD 65907.69000000 0.002281568368 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M76E1 37507.74910000 PA USD 38251.32000000 0.001324170241 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379K6S7 181.94960000 PA USD 187.70000000 0.000006497730 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJTE3 813413.94900000 PA USD 813950.40000000 0.028177038011 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403EDZ7 2528.27510000 PA USD 2554.80000000 0.000088441134 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 0.06404000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138M7YX7 9126.78700000 PA USD 8435.30000000 0.000292010138 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.03000000 N N N N N N DRYDEN SENIOR LOAN FUND N/A 262484AC2 2075083.00000000 PA USD 2074968.87000000 0.071830515375 Long ABS-CBDO CORP KY N 2 2035-02-20 Variable 0.06758710 N N N N N N SAUDI ARABIA KINGDOM OF 54930044PULMORCKB765 80413TAU3 736000.00000000 PA USD 635490.00000000 0.021999160988 Long DBT NUSS SA N 2 2060-04-22 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208DEA9 86.57490000 PA USD 88.49000000 0.000003063314 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374F2P3 887.37520000 PA USD 902.67000000 0.000031248300 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJYX5 816994.92500000 PA USD 793093.08000000 0.027455006916 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31383VLV3 16.10720000 PA USD 16.49000000 0.000000570844 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DU75 1490972.37200000 PA USD 1306584.42000000 0.045230862798 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617M76W3 28196.40330000 PA USD 26200.59000000 0.000907002466 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.03500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-PAC N/A 05609PAL2 514682.00000000 PA USD 492203.52000000 0.017038921895 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.06774780 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBH3 4340000.00000000 PA USD 3710973.51000000 0.128465127175 Long DBT CORP US N 2 2031-02-15 Fixed 0.02450000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179S2N6 20059.93920000 PA USD 18429.27000000 0.000637977745 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNSH7 2939589.79000000 PA USD 2419735.68000000 0.083765527030 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F1ZR6 14265.09730000 PA USD 13775.97000000 0.000476891503 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FPEX3 183743.56450000 PA USD 181985.45000000 0.006299905918 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.04500000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043AE1 560000.00000000 PA USD 463819.92000000 0.016056348785 Long DBT CORP US N 2 2030-09-15 Fixed 0.02700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403QMV9 1018.49370000 PA USD 1025.53000000 0.000035501423 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 0.07301000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ELX6 898889.34500000 PA USD 890212.37000000 0.030817047067 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132Y27L4 31491.52180000 PA USD 31088.35000000 0.001076205159 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378JGT8 121.59620000 PA USD 121.22000000 0.000004196349 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GQDR0 1691305.19000000 PA USD 1738783.00000000 0.060192555571 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W25W1 27168.92230000 PA USD 24946.34000000 0.000863583297 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 1036000.00000000 PA USD 1001903.91000000 0.034683544053 Long DBT CORP US N 2 2049-02-15 Fixed 0.05500000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AP3 1437000.00000000 PA USD 1418438.72000000 0.049102994150 Long DBT CORP US N 2 2026-01-30 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2VZ2 493319.51680000 PA USD 477506.85000000 0.016530157934 Long ABS-MBS USGA US N 2 2046-04-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W1XD4 2642.27120000 PA USD 2475.67000000 0.000085701840 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AKVF4 117499.37650000 PA USD 97197.45000000 0.003364745865 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4EM4 6119.15400000 PA USD 5840.59000000 0.000202187413 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 0.03500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBK0 2253000.00000000 PA USD 2181292.82000000 0.075511199089 Long DBT CORP GB N 2 2030-06-20 Variable 0.05088000 N N N N N N BABSON CLO LTD/CAYMAN ISLANDS N/A 06762LAM0 1292534.00000000 PA USD 1291119.97000000 0.044695520110 Long ABS-CBDO CORP KY N 2 2036-10-15 Variable 0.06805480 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCU7 2151000.00000000 PA USD 2126148.85000000 0.073602245252 Long DBT CORP US N 2 2026-07-24 Variable 0.04985000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133L8YY5 1093730.70100000 PA USD 1008323.90000000 0.034905788925 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D3H3 187562.69100000 PA USD 160151.70000000 0.005544073125 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLP42 774396.76100000 PA USD 685907.91000000 0.023744509803 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.02500000 N N N N N N PEACHTREE CORNERS FDG TR N/A 70466WAA7 1534000.00000000 PA USD 1508478.89000000 0.052219971908 Long DBT CORP US N 2 2025-02-15 Fixed 0.03976000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176HTF1 99555.21040000 PA USD 93979.64000000 0.003253352892 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 0.03500000 N N N N N N SBA TOWER TR N/A 78403DAN0 1902000.00000000 PA USD 1836712.33000000 0.063582637392 Long ABS-CBDO CORP US N 2 2050-01-15 Fixed 0.02836000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207VKL9 93.78510000 PA USD 94.85000000 0.000003283482 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 0.07500000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BM1 1027000.00000000 PA USD 872560.49000000 0.030205980725 Long DBT CORP US N 2 2031-02-01 Fixed 0.03375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GCZ1 1607.18240000 PA USD 1589.71000000 0.000055032000 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WMY99 82965.48810000 PA USD 82266.30000000 0.002847864761 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210BT88 1191.09980000 PA USD 1227.70000000 0.000042500070 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WDKY9 56463.38350000 PA USD 51304.89000000 0.001776053965 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138X1WE2 17197.69830000 PA USD 15640.27000000 0.000541429161 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MAEW5 214418.16750000 PA USD 207505.33000000 0.007183343814 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HPXJ8 843.82420000 PA USD 821.41000000 0.000028435271 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.04000000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385AT8 2081000.00000000 PA USD 2068820.05000000 0.071617657768 Long DBT CORP CA N 2 2024-04-15 Fixed 0.03800000 N N N N N N PRIMA CAPITAL LTD 2021 N/A 74167CAA5 139305.80700000 PA USD 139305.00000000 0.004822409670 Long ABS-MBS CORP US N 2 2037-12-15 Variable 0.06920230 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133ANVY7 482127.70100000 PA USD 410462.74000000 0.014209249393 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V4U1 2501518.28400000 PA USD 2118192.63000000 0.073326819731 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KA3R5 451574.97600000 PA USD 405912.66000000 0.014051736383 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AS2T5 26800.81760000 PA USD 25990.80000000 0.000899740032 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138Y65H3 38382.33850000 PA USD 36982.32000000 0.001280240462 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 0.04000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 432000.00000000 PA USD 446732.59000000 0.015464825828 Long DBT CORP US N 2 2049-04-15 Fixed 0.06250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M5GR5 2086.73200000 PA USD 2180.63000000 0.000075488253 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EJLJ5 3983.41230000 PA USD 4172.93000000 0.000144456968 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375AHV4 125.24300000 PA USD 129.20000000 0.000004472598 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YNPX9 11022.14760000 PA USD 10616.66000000 0.000367523662 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371GGS3 143.78220000 PA USD 148.32000000 0.000005134487 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020612 84900000.00000000 PA USD 69420335.82000000 2.403167860305 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 0.02000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBJ4 3926000.00000000 PA USD 3827844.35000000 0.132510919279 Long DBT CORP US N 2 2031-03-24 Variable 0.04493000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-SOAR N/A 05609WAA1 2101903.23000000 PA USD 2086081.57000000 0.072215210770 Long ABS-MBS CORP US N 2 2037-04-15 Variable 0.06852810 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HBA4 2656000.00000000 PA USD 2702958.05000000 0.093570015713 Long DBT CORP US N 2 2025-09-29 Fixed 0.07050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138Y5WS1 21384.44990000 PA USD 21273.39000000 0.000736434454 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 0.04500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CU7 909000.00000000 PA USD 916934.02000000 0.031742087399 Long DBT CORP US N 2 2027-05-01 Fixed 0.05040000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AH3 405000.00000000 PA USD 401921.98000000 0.013913588479 Long DBT CORP US N 2 2024-05-15 Variable 0.03900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312946BR6 18503.55440000 PA USD 18496.04000000 0.000640289165 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128QJ7B6 2687.22400000 PA USD 2730.48000000 0.000094522760 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 0.06410000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FH47 749.09700000 PA USD 772.75000000 0.000026750777 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 0.07000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECG8 2277000.00000000 PA USD 2361649.89000000 0.081754734342 Long DBT CORP GB N 2 2034-05-09 Variable 0.06224000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CPK4 44617.89040000 PA USD 42755.28000000 0.001480086685 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MFWM6 169805.60260000 PA USD 164320.34000000 0.005688381584 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XGZN2 5410085.74500000 PA USD 4608449.54000000 0.159533624975 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAH5 1977000.00000000 PA USD 1913539.57000000 0.066242214759 Long DBT CORP US N 2 2025-07-01 Fixed 0.03375000 N N N N N N ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC N/A 01749WAA1 1736000.00000000 PA USD 1736086.80000000 0.060099219503 Long ABS-CBDO CORP XX N 2 2035-07-20 Variable 0.06915820 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31359XGQ6 15084.89440000 PA USD 15263.55000000 0.000528388005 Long ABS-CBDO USGSE US N 2 2029-12-25 Fixed 0.06500000 N N N N N N BAMLL COML MTG SECS TR 2019 N/A 05492PAE8 265000.00000000 PA USD 218943.40000000 0.007579302748 Long ABS-MBS CORP US N 2 2032-11-05 Fixed 0.03465000 N N N N N N JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC N/A 46590XAU0 320000.00000000 PA USD 274327.14000000 0.009496556855 Long DBT CORP US N 2 2032-01-15 Fixed 0.03625000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RMN9 4678000.00000000 PA USD 3477356.26000000 0.120377850440 Long DBT CORP US N 2 2057-12-01 Fixed 0.03800000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209RLJ0 762.61420000 PA USD 799.69000000 0.000027683376 Long ABS-MBS USGA US N 2 2030-03-15 Fixed 0.08000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNK93 1318870.75500000 PA USD 1131278.67000000 0.039162192298 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HBW4 2165000.00000000 PA USD 2055771.74000000 0.071165956132 Long DBT CORP US N 2 2028-01-31 Fixed 0.03800000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAD8 480000.00000000 PA USD 491332.50000000 0.017008769242 Long DBT CORP US N 2 2026-06-15 Fixed 0.06020000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCZQ4 202539.77400000 PA USD 179395.94000000 0.006210263205 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.02500000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 023551AM6 308000.00000000 PA USD 355987.35000000 0.012323440215 Long DBT CORP US N 2 2033-03-15 Fixed 0.07125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MQSY0 31421.90150000 PA USD 28842.92000000 0.000998473682 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAP8 2576000.00000000 PA USD 2501257.10000000 0.086587605808 Long DBT CORP US N 2 2029-03-19 Fixed 0.05150000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XTHA9 4401.82300000 PA USD 4248.90000000 0.000147086870 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QR6D7 17851.81570000 PA USD 16321.29000000 0.000565004463 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WCBV4 34812.81450000 PA USD 34653.78000000 0.001199631914 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403DGV5 346490.55510000 PA USD 359384.23000000 0.012441032167 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 0.06000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AP3 2950000.00000000 PA USD 2746576.97000000 0.095079999573 Long DBT CORP CH N 2 2031-04-01 Variable 0.04194000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDS0 89000.00000000 PA USD 89089.65000000 0.003084073003 Long DBT CORP US N 2 2049-04-15 Fixed 0.05012000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAZ5 2986000.00000000 PA USD 2748272.18000000 0.095138683734 Long DBT CORP FR N 2 2026-12-14 Variable 0.01488000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31383QW91 168.82770000 PA USD 174.62000000 0.000006044931 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FMC53 52389.44230000 PA USD 49104.02000000 0.001699865050 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLDH8 13840590.09800000 PA USD 11920612.37000000 0.412663410286 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J8DE0 220063.20740000 PA USD 212242.58000000 0.007347336206 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMBL7 442676.12800000 PA USD 392092.37000000 0.013573310626 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.02500000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAJ7 6199000.00000000 PA USD 6107680.73000000 0.211433463378 Long DBT CORP US N 2 2037-05-01 Fixed 0.06550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMKY9 658820.37600000 PA USD 563722.42000000 0.019514737084 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AX4B4 3193.75540000 PA USD 3093.10000000 0.000107075807 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 0.04000000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAH8 563000.00000000 PA USD 559776.47000000 0.019378137627 Long DBT CORP US N 2 2029-01-25 Fixed 0.04709000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713AZ9 1227000.00000000 PA USD 1214087.30000000 0.042028831242 Long DBT CORP US N 2 2043-09-15 Fixed 0.06150000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661DU8 1170000.00000000 PA USD 1163204.68000000 0.040267395265 Long DBT CORP US N 2 2030-04-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295AJT3 977.72550000 PA USD 990.86000000 0.000034301230 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HQBB7 85213.54600000 PA USD 78989.04000000 0.002734413770 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133G8WW7 7710497.50700000 PA USD 6959742.56000000 0.240929828970 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 0.02000000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AF8 1742682.50000000 PA USD 1652707.80000000 0.057212835698 Long ABS-CBDO CORP US N 2 2047-11-20 Fixed 0.04030000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D6K3 1971076.47500000 PA USD 1617219.96000000 0.055984330600 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LKA3 38219.55860000 PA USD 37805.00000000 0.001308719698 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D2R2 3245908.98600000 PA USD 2911603.41000000 0.100792824670 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 0.02000000 N N N N N N SREIT TR 2021-MFP N/A 78472UAG3 552646.69000000 PA USD 538773.05000000 0.018651048896 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.07054490 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36184AHU6 5594.39990000 PA USD 5153.82000000 0.000178413060 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ASEA3 5057.33540000 PA USD 5120.74000000 0.000177267909 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 0.05000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBA1 328000.00000000 PA USD 379158.71000000 0.013125577902 Long DBT CORP US N 2 2054-03-15 Fixed 0.06200000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAN3 1677000.00000000 PA USD 1671003.37000000 0.057846185066 Long DBT CORP US N 2 2024-03-19 Fixed 0.04375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31384BCC8 72.00480000 PA USD 73.67000000 0.000002550281 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EPX33 78027.21530000 PA USD 77896.36000000 0.002696587773 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.04500000 N N N N N N ENTERGY CORP NEW 4XM3TW50JULSLG8BNC79 29364GAL7 876000.00000000 PA USD 770835.59000000 0.026684505247 Long DBT CORP US N 2 2030-06-15 Fixed 0.02800000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LUU8 264409.44100000 PA USD 261538.32000000 0.009053838150 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMR72 7958993.54100000 PA USD 7336134.64000000 0.253959632685 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDRX6 2111415.68800000 PA USD 1815053.37000000 0.062832855416 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230NUW3 3024.23940000 PA USD 2929.91000000 0.000101426555 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020612 -27050000.00000000 PA USD -22118022.19000000 -0.76567362333 Short ABS-MBS USGA US N 2 2054-01-01 Fixed 0.02000000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216CR9 1742000.00000000 PA USD 1701255.75000000 0.058893450921 Long DBT CORP US N 2 2027-03-25 Fixed 0.03375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSHQ7 3215107.95100000 PA USD 3315366.27000000 0.114770140061 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CTC8 32775.21740000 PA USD 30912.35000000 0.001070112455 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.02500000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523AK6 1157000.00000000 PA USD 1100004.91000000 0.038079568683 Long DBT CORP US N 2 2048-12-15 Fixed 0.04900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HRGD6 69157.44840000 PA USD 63712.72000000 0.002205583698 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E75J9 6183.62120000 PA USD 5983.39000000 0.000207130812 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNPN6 143592.72500000 PA USD 132669.48000000 0.004592703659 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCS2 2300000.00000000 PA USD 2260405.57000000 0.078249895407 Long DBT CORP US N 2 2028-05-10 Variable 0.04927000 N N N N N N CSMC 2018-SITE N/A 12690CAE3 347211.00000000 PA USD 345176.83000000 0.011949205577 Long ABS-MBS CORP US N 2 2036-04-15 Fixed 0.04534900 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417FR83 37514.29270000 PA USD 34513.92000000 0.001194790291 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFZ9 55000000.00000000 PA USD 54883984.10000000 1.899953739443 Long DBT UST US N 2 2027-11-30 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9FB5 1949907.56300000 PA USD 1676368.10000000 0.058031899332 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.02000000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KBC9 1754000.00000000 PA USD 1605747.66000000 0.055587186703 Long DBT CORP US N 2 2028-01-06 Variable 0.02490000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31383QW34 701.84310000 PA USD 733.73000000 0.000025399997 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 0.07500000 N N N N N N BAMLL COML MTG SECS TR 2019 N/A 05492PAG3 110000.00000000 PA USD 81917.44000000 0.002835788053 Long ABS-MBS CORP US N 2 2032-11-05 Variable 0.03718550 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EJLK2 63395.10190000 PA USD 66189.19000000 0.002291313233 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MCP58 5804.17720000 PA USD 5769.53000000 0.000199727484 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X8ES2 46488.17400000 PA USD 40039.30000000 0.001386065880 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WPRV1 39297.35440000 PA USD 39015.30000000 0.001350617422 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.04500000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAJ4 1602000.00000000 PA USD 1490558.66000000 0.051599615923 Long DBT CORP US N 2 2030-05-01 Fixed 0.03600000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ASDX4 5712.17380000 PA USD 5794.69000000 0.000200598464 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 0.05000000 N N N N N N CSMC 2020-NET N/A 126438AA8 579546.26000000 PA USD 536149.49000000 0.018560227453 Long ABS-MBS CORP US N 2 2037-08-15 Fixed 0.02256900 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138NX2N6 3563.68150000 PA USD 3296.33000000 0.000114111149 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A9S44 10833.22600000 PA USD 10971.01000000 0.000379790421 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QDTY0 425913.08230000 PA USD 368992.74000000 0.012773656061 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 0.02500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAD5 692000.00000000 PA USD 694084.26000000 0.024027555705 Long DBT CORP US N 2 2038-06-15 Fixed 0.05800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCZ43 554513.00000000 PA USD 474471.38000000 0.016425077141 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.02000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AB9 2029000.00000000 PA USD 1986313.61000000 0.068761479927 Long DBT CORP US N 2 2028-02-15 Fixed 0.04750000 N N N N N N JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC N/A 46590XAL0 380000.00000000 PA USD 373454.99000000 0.012928128604 Long DBT CORP US N 2 2030-01-15 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E5VC9 17673.48130000 PA USD 17107.13000000 0.000592208385 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335BSH0 114331.23850000 PA USD 107535.88000000 0.003722637863 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.03500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GYJ7 2893000.00000000 PA USD 2376964.83000000 0.082284901348 Long DBT CORP US N 2 2032-07-21 Variable 0.02383000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W1CU9 15375.21190000 PA USD 14143.52000000 0.000489615215 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LP42 14059.08030000 PA USD 13636.52000000 0.000472064074 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283GW60 169.81420000 PA USD 172.57000000 0.000005973965 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 0.07500000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 154988317.98600000 NS USD 155019315.65000000 5.366402116847 Long STIV RF US N 1 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138Y8NS5 6403.22610000 PA USD 6375.98000000 0.000220721349 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36181FDE8 79370.72340000 PA USD 74563.14000000 0.002581199579 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 0.03500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AJ4 1311000.00000000 PA USD 1342762.92000000 0.046483276913 Long DBT CORP US N 2 2028-09-01 Fixed 0.05625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FB4H0 102350.56430000 PA USD 95932.00000000 0.003320938979 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HPYR9 12012.00670000 PA USD 11615.31000000 0.000402094564 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WJR0 2250344.60900000 PA USD 1969984.98000000 0.068196221370 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 0.02500000 N N N N N N LIFE FINANCIAL SERVICES TRUST 2022 N/A 53218DAJ7 1187000.00000000 PA USD 1116277.83000000 0.038642898691 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.07903720 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-PAC N/A 05609PAA6 2648253.00000000 PA USD 2592624.06000000 0.089750513898 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.06165580 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAE7 1976000.00000000 PA USD 1930455.14000000 0.066827791790 Long DBT CORP US N 2 2025-02-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WMFL0 88143.28620000 PA USD 83406.40000000 0.002887332327 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 0.03500000 N N N N N N JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC N/A 46590XAP1 3400000.00000000 PA USD 2768148.08000000 0.095826740390 Long DBT CORP US N 2 2032-05-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AYFE1 9886.27050000 PA USD 10019.04000000 0.000346835471 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.05000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F032625 4200000.00000000 PA USD 3859078.02000000 0.133592155072 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FLN4 97612.93730000 PA USD 95403.43000000 0.003302641135 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 0.04000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAR4 1574000.00000000 PA USD 1628736.23000000 0.056382996633 Long DBT CORP US N 2 2034-05-25 Variable 0.06174000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKR91 564824.12900000 PA USD 483338.03000000 0.016732019596 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3129424K8 3909.69740000 PA USD 3908.25000000 0.000135294372 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402RAQ2 4359.61240000 PA USD 4522.08000000 0.000156543715 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.06500000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2M4 6470000.00000000 PA USD 6154179.50000000 0.213043140835 Long DBT CORP US N 2 2051-04-04 Variable 0.05013000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBE0 779000.00000000 PA USD 730730.87000000 0.025296174681 Long DBT CORP US N 2 2042-07-15 Fixed 0.04650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D56U1 688679.43800000 PA USD 603510.73000000 0.020892114285 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36184BTB3 5226.02920000 PA USD 4814.46000000 0.000166665219 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 0.03000000 N N N N N N CSMC 2018-SITE N/A 12690CAJ2 465913.00000000 PA USD 461688.33000000 0.015982558180 Long ABS-MBS CORP US N 2 2036-04-15 Variable 0.04782040 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBE0 546000.00000000 PA USD 488041.29000000 0.016894835335 Long DBT CORP US N 2 2032-03-15 Fixed 0.03350000 N N N N N N CSMC 2018-SITE N/A 12690CAG8 233110.00000000 PA USD 231366.59000000 0.008009364208 Long ABS-MBS CORP US N 2 2036-04-15 Variable 0.04782040 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAK1 1538000.00000000 PA USD 1537016.70000000 0.053207883404 Long DBT CORP IE N 2 2024-01-16 Fixed 0.04875000 N N N N N N MORGAN STANLEY CAP I TR 2019-MEAD N/A 61771LAE2 371442.00000000 PA USD 330559.31000000 0.011443181602 Long ABS-MBS CORP US N 2 2036-11-10 Variable 0.03177097 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KA8 5245000.00000000 PA USD 5124410.89000000 0.177394986762 Long DBT CORP US N 2 2027-09-29 Fixed 0.04450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HMHP9 15286.41200000 PA USD 14841.84000000 0.000513789402 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J66F6 64825.46580000 PA USD 61405.66000000 0.002125718736 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178VBM2 2835.52410000 PA USD 2745.78000000 0.000095052410 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 0.04000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DF1 499000.00000000 PA USD 444095.08000000 0.015373521469 Long DBT CORP US N 2 2029-09-13 Fixed 0.02450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417EKK6 10146.51240000 PA USD 9335.07000000 0.000323158047 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAM9 688000.00000000 PA USD 657329.79000000 0.022755202870 Long DBT CORP US N 2 2028-03-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M5PK2 14779.96490000 PA USD 14266.51000000 0.000493872838 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 0.04000000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EG8 211000.00000000 PA USD 203232.86000000 0.007035441006 Long DBT CORP US N 2 2027-04-01 Fixed 0.03350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F37H5 72651.10930000 PA USD 69910.30000000 0.002420129261 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HQKL5 9223.10360000 PA USD 8948.63000000 0.000309780408 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.04000000 N N N N N N OPG TR 2021-PORT N/A 67118AAA3 231740.30500000 PA USD 226363.77000000 0.007836178410 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.05960480 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133C5RT0 4999998.19500000 PA USD 4422979.90000000 0.153113104638 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.03000000 N N N N N N SREIT TR 2021-MFP N/A 78472UAA6 3228793.17000000 PA USD 3175144.51000000 0.109915994328 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.06207090 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523AZ3 982000.00000000 PA USD 931272.09000000 0.032238437475 Long DBT CORP US N 2 2027-10-15 Fixed 0.03050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M8HG7 368837.66500000 PA USD 315597.50000000 0.010925239122 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CD4 1100000.00000000 PA USD 954434.50000000 0.033040265335 Long DBT CORP US N 2 2029-01-15 Fixed 0.02250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDTQ9 239740.43700000 PA USD 212345.75000000 0.007350907708 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202F2M7 675995.51700000 PA USD 660106.45000000 0.022851324273 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 0.04000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAN8 1160000.00000000 PA USD 1196167.92000000 0.041408504682 Long DBT CORP US N 2 2038-07-01 Fixed 0.07300000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKA6 4656000.00000000 PA USD 3801797.20000000 0.131609228542 Long DBT CORP US N 2 2032-07-21 Variable 0.02299000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QL5J8 14466.44300000 PA USD 13217.12000000 0.000457545438 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYUN7 66996.19300000 PA USD 55534.02000000 0.001922456445 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.01500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174467X1 4489000.00000000 PA USD 4482358.52000000 0.155168652044 Long DBT CORP US N 2 2025-11-24 Fixed 0.05000000 N N N N N N COLUMBIA CENT CLO 29 LTD / COLUMBIA CENT CLO 29 CORP N/A 197363AU8 1944015.00000000 PA USD 1943900.30000000 0.067293231434 Long ABS-CBDO CORP KY N 2 2034-10-20 Variable 0.06847430 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBXV7 41170.96300000 PA USD 35395.36000000 0.001225303659 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MRK67 600664.13840000 PA USD 537967.36000000 0.018623157813 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GET67 13867.98050000 PA USD 13859.66000000 0.000479788653 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QQR20 18350.00550000 PA USD 16776.77000000 0.000580772103 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMXK4 62139.87200000 PA USD 59534.61000000 0.002060947410 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.03000000 N N N N N N SPGN 2022-TFLM MTG TR N/A 78473HAJ5 334000.00000000 PA USD 312894.44000000 0.010831665577 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.08011810 N N N N N N AASET 2019-2 TR N/A 00038RAA4 1192923.96030000 PA USD 1058730.99000000 0.036650763178 Long ABS-CBDO CORP US N 2 2039-10-16 Fixed 0.03376000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207MEH5 646.56600000 PA USD 660.85000000 0.000022877064 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X5X81 198222.00840000 PA USD 184168.05000000 0.006375462368 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.02500000 N N N N N N ARES XLI CLO LTD / ARES XLI CLO LLC 549300X38KZ67Q2FQG11 04016DAS4 2173138.00000000 PA USD 2168057.20000000 0.075053013224 Long ABS-CBDO CORP KY N 2 2034-04-15 Variable 0.06725480 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DVZ2 110234.49800000 PA USD 91374.81000000 0.003163179838 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.01500000 N N N N N N ALLEGRO CLO LTD N/A 01750WAC3 1532085.00000000 PA USD 1527715.49000000 0.052885897509 Long ABS-CBDO CORP KY N 2 2034-07-20 Variable 0.06817430 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2X98 192540.54250000 PA USD 185269.75000000 0.006413600617 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 0.04000000 N N N N N N BX TRUST 2022-IND N/A 05609WAG8 1071437.25000000 PA USD 1062700.43000000 0.036788175803 Long ABS-MBS CORP US N 2 2037-04-15 Variable 0.07301810 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407GCW6 2547.91040000 PA USD 2588.32000000 0.000089601517 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 0.05703000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178WGU7 124866.35700000 PA USD 117690.13000000 0.004074153986 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FHX7 44830.08100000 PA USD 44709.49000000 0.001547736814 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31368HKA0 626.63570000 PA USD 646.42000000 0.000022377531 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DU42 107792.15800000 PA USD 89350.32000000 0.003093096782 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QCNG7 90786.16440000 PA USD 86627.40000000 0.002998835730 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.03000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AT8 3813000.00000000 PA USD 3769785.56000000 0.130501061267 Long DBT CORP US N 2 2025-04-15 Fixed 0.04050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138Y54F0 65049.69910000 PA USD 64711.88000000 0.002240172254 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CWSY1 1019279.59700000 PA USD 945101.42000000 0.032717176176 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402EZC5 43157.46830000 PA USD 42918.14000000 0.001485724513 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31381DHY4 67.34280000 PA USD 69.47000000 0.000002404887 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ERTD2 905573.02200000 PA USD 823564.33000000 0.028509849532 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176DKR3 27412.99210000 PA USD 27125.47000000 0.000939019624 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 0.04500000 N N N N N N STRATUS STATIC CLO 2022-1 LTD N/A 86317WAA4 333203.35000000 PA USD 333215.01000000 0.011535115656 Long ABS-CBDO CORP JE N 2 2030-07-20 Variable 0.07165820 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAH2 1076000.00000000 PA USD 972667.72000000 0.033671456293 Long DBT CORP US N 2 2032-04-05 Fixed 0.03900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HKKT4 914694.02300000 PA USD 824488.82000000 0.028541853190 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36186S6R4 8383.34940000 PA USD 7723.12000000 0.000267356150 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138NXAL1 12044.37700000 PA USD 11146.95000000 0.000385881048 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176LGA7 11733.27350000 PA USD 11370.07000000 0.000393604935 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183RCX9 1527.34160000 PA USD 1407.06000000 0.000048709089 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HQBW1 14455.15340000 PA USD 13984.59000000 0.000484113434 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNGT4 1158762.31000000 PA USD 957461.19000000 0.033145042185 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMTG9 875655.44500000 PA USD 722441.31000000 0.025009209717 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WN2J0 53727.26910000 PA USD 53341.65000000 0.001846561780 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FREC5 71957.91410000 PA USD 67445.32000000 0.002334797483 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YMPQ6 5015.46950000 PA USD 4575.37000000 0.000158388489 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J8EH9 116834.06780000 PA USD 110454.87000000 0.003823686394 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.03500000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BL3 1814000.00000000 PA USD 1599168.22000000 0.055359422050 Long DBT CORP US N 2 2029-10-01 Fixed 0.03625000 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311VAF4 376000.00000000 PA USD 369583.56000000 0.012794108852 Long DBT CORP US N 2 2044-04-01 Fixed 0.05600000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CBH7 854000.00000000 PA USD 744500.73000000 0.025772854671 Long DBT CORP US N 2 2030-06-01 Fixed 0.02450000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176PQM1 14538.42620000 PA USD 14090.71000000 0.000487787058 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AJQ71 562727.29600000 PA USD 479433.47000000 0.016596852963 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.02500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBE1 4852000.00000000 PA USD 4740881.00000000 0.164118088945 Long DBT CORP FR N 2 2025-06-18 Variable 0.01038000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128QGAF9 10178.18660000 PA USD 10241.75000000 0.000354545165 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 0.07426000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379C5N7 475.48310000 PA USD 488.91000000 0.000016924908 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFU0 10000000.00000000 PA USD 10062890.60000000 0.348353475765 Long DBT UST US N 2 2027-10-31 Fixed 0.04125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMW33 13699.55020000 PA USD 12948.27000000 0.000448238487 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296QLD9 8462.44270000 PA USD 8561.56000000 0.000296380960 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A2DW6 2810.31000000 PA USD 2731.20000000 0.000094547685 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TC2 16500000.00000000 PA USD 11934785.12000000 0.413154037376 Long DBT UST US N 2 2041-11-15 Fixed 0.02000000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE CO LLC N/A 893574AP8 312000.00000000 PA USD 282807.59000000 0.009790129980 Long DBT CORP US N 2 2030-05-15 Fixed 0.03250000 N N N N N N BOSTON PPTY LTD PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBA1 1193000.00000000 PA USD 1136230.26000000 0.039333604634 Long DBT CORP US N 2 2028-12-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JNYA9 20390.06680000 PA USD 19714.12000000 0.000682456214 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410G4C4 16777.89010000 PA USD 17541.97000000 0.000607261518 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 0.06000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NU1 3492000.00000000 PA USD 3418896.45000000 0.118354110064 Long DBT CORP US N 2 2033-05-24 Variable 0.04910000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AM0 875000.00000000 PA USD 839662.85000000 0.029067142225 Long DBT CORP US N 2 2027-02-09 Fixed 0.04100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M65A4 10749.55790000 PA USD 10379.48000000 0.000359313052 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWAQ6 658363.40800000 PA USD 587529.30000000 0.020338874971 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379TKG8 1142.54380000 PA USD 1176.72000000 0.000040735263 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 0.07500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHK0 17000000.00000000 PA USD 17080351.52000000 0.591281377866 Long DBT UST US N 2 2028-06-30 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296Q6K0 48047.57700000 PA USD 47513.85000000 0.001644817125 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.04500000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DT4 712000.00000000 PA USD 749085.18000000 0.025931557488 Long DBT CORP US N 2 2053-03-02 Fixed 0.05650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GFYG6 2758.24680000 PA USD 2757.38000000 0.000095453974 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M7ME3 58993.97250000 PA USD 58952.64000000 0.002040800985 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 0.04500000 N N N N N N BRANDYWINE OPER PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AQ6 1415000.00000000 PA USD 1263873.43000000 0.043752309328 Long DBT CORP US N 2 2027-11-15 Fixed 0.03950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E6YX8 9884.30610000 PA USD 9589.15000000 0.000331953696 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31383RX98 545.46900000 PA USD 570.22000000 0.000019739667 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 0.07500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GWL4 12774000.00000000 PA USD 12204750.71000000 0.422499607685 Long DBT CORP US N 2 2028-06-05 Variable 0.03691000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMMN1 1365793.10700000 PA USD 1218845.79000000 0.042193558913 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03000000 N N N N N N AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC N/A 00900PAL9 529405.00000000 PA USD 529139.77000000 0.018317567523 Long ABS-CBDO CORP KY N 2 2032-01-15 Variable 0.06755480 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AX6 1429000.00000000 PA USD 1399915.45000000 0.048461762347 Long DBT CORP CH N 2 2025-03-26 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EUJ91 14095.34150000 PA USD 13991.31000000 0.000484346065 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XVK77 212801.39340000 PA USD 210808.53000000 0.007297692786 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376VPN6 592.52550000 PA USD 611.24000000 0.000021159683 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 0.07000000 N N N N N N MORGAN STANLEY CAP I TR 2018-BOP N/A 61768FAJ9 2551941.61110000 PA USD 1422772.01000000 0.049253002403 Long ABS-MBS CORP US N 3 2033-08-15 Variable 0.06909000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLFK7 528696.37500000 PA USD 453372.58000000 0.015694686580 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F5A45 915582.28300000 PA USD 832667.15000000 0.028824967634 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TA6 43542800.00000000 PA USD 30282656.69000000 1.048313961931 Long DBT UST US N 2 2041-08-15 Fixed 0.01750000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGJ7 1698000.00000000 PA USD 1464098.39000000 0.050683623949 Long DBT CORP US N 2 2031-03-21 Fixed 0.02550000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RLQ0 464032.43550000 PA USD 452164.85000000 0.015652877823 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M8C28 21052.57520000 PA USD 21951.13000000 0.000759896210 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 0.06000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 1810000.00000000 PA USD 1497775.00000000 0.051849428549 Long DBT CORP MX N 2 2032-02-16 Fixed 0.06700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292GUK0 60.07550000 PA USD 61.95000000 0.000002144562 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WJSS1 11424.49140000 PA USD 11331.78000000 0.000392279426 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203MSC5 906.16090000 PA USD 922.90000000 0.000031948615 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210EFB0 36106.81110000 PA USD 34986.28000000 0.001211142277 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 0.04000000 N N N N N N INTOWN 2022-STAY MORTGAGE TRUST N/A 46117NAA0 2328000.00000000 PA USD 2335295.25000000 0.080842399029 Long ABS-MBS CORP US N 2 2039-08-15 Variable 0.07850600 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M3AY3 129786.16910000 PA USD 125447.04000000 0.004342679866 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WN2K7 236035.53480000 PA USD 228204.47000000 0.007899899091 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378PWF6 414.63090000 PA USD 425.97000000 0.000014746074 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MHFU2 20038.12080000 PA USD 18402.86000000 0.000637063493 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JMZ44 14025.32190000 PA USD 13569.33000000 0.000469738115 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DFB3 22333.54900000 PA USD 20256.12000000 0.000701218972 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 0.02500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 1260000.00000000 PA USD 1142223.09000000 0.039541062237 Long DBT CORP US N 2 2030-09-01 Fixed 0.03500000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109CG4 1461000.00000000 PA USD 1394530.39000000 0.048275344304 Long DBT CORP CA N 2 2027-03-15 Fixed 0.03200000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMXM0 39325.04590000 PA USD 37070.17000000 0.001283281621 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YHML1 23386.50730000 PA USD 22526.16000000 0.000779802389 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183XRY8 2023.56340000 PA USD 1864.20000000 0.000064534195 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 0.03000000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAN6 1353000.00000000 PA USD 1284021.91000000 0.044449802058 Long DBT CORP US N 2 2029-06-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TKM0 73.43170000 PA USD 75.75000000 0.000002622285 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HP2L7 4460.90820000 PA USD 4118.94000000 0.000142587962 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J75K4 4516.17930000 PA USD 4392.67000000 0.000152063847 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.04000000 N N N N N N KKR CLO 41 LTD N/A 48255PAA3 3167000.00000000 PA USD 3149800.02000000 0.109038628019 Long ABS-CBDO CORP KY N 2 2035-04-15 Variable 0.06723870 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375AXH7 161.22160000 PA USD 166.31000000 0.000005757258 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 0.07000000 N N N N N N OPEN TR 2023-AIR N/A 68373BAA9 1649162.39000000 PA USD 1652537.07000000 0.057206925430 Long ABS-MBS CORP US N 2 2028-10-15 Variable 0.08450898 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617A0JA5 5882.50670000 PA USD 5419.23000000 0.000187600927 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 0.03000000 N N N N N N EMIRATE OF ABU DHABI 213800FER4348CINTA77 29135LAJ9 1748000.00000000 PA USD 1462464.20000000 0.050627052156 Long DBT NUSS AE N 2 2050-04-16 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9UP0 62145.77580000 PA USD 59473.77000000 0.002058841273 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.03000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DH0 551000.00000000 PA USD 533912.94000000 0.018482803381 Long DBT CORP US N 2 2027-04-01 Fixed 0.03625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375AAJ8 133.14180000 PA USD 137.35000000 0.000004754732 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EXEV1 11738.80780000 PA USD 11343.64000000 0.000392689991 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNLB7 1636340.65500000 PA USD 1406149.42000000 0.048677567646 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAB5 646000.00000000 PA USD 629759.26000000 0.021800776321 Long DBT CORP US N 2 2025-04-04 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GVDV4 61292.45770000 PA USD 58657.14000000 0.002030571473 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020618 33000000.00000000 PA USD 27948099.30000000 0.967497105870 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211CEH1 1235.88420000 PA USD 1273.86000000 0.000044098020 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EAN0 425226.45700000 PA USD 362218.78000000 0.012539157585 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KLH26 3866952.50700000 PA USD 3311491.46000000 0.114636003302 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02500000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAK5 245000.00000000 PA USD 207650.32000000 0.007188363025 Long DBT CORP US N 2 2042-04-05 Fixed 0.04350000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292HP57 42488.16720000 PA USD 43647.64000000 0.001510978078 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9DU2 84885.67610000 PA USD 81247.40000000 0.002812592853 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176K2B2 4399.23240000 PA USD 4262.71000000 0.000147564939 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213DCW6 2556.75920000 PA USD 2663.63000000 0.000092208571 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 0.07000000 N N N N N N EXTENDED STAY AMER TR 2021-ESH N/A 30227FAA8 1131329.31140000 PA USD 1120686.10000000 0.038795502574 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.06556480 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4UL8 112721.91520000 PA USD 102236.74000000 0.003539194168 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31413ECS2 3718.16730000 PA USD 3881.22000000 0.000134358658 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J6PY4 195595.49130000 PA USD 180412.88000000 0.006245467263 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCG5 1481000.00000000 PA USD 1376404.38000000 0.047647864703 Long DBT CORP MX N 2 2027-03-13 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402EWV6 19100.03380000 PA USD 18994.99000000 0.000657561634 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QWYP8 18068.82540000 PA USD 16418.06000000 0.000568354411 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCU5 377034.16400000 PA USD 321285.18000000 0.011122133153 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183XCG3 1584.90660000 PA USD 1460.09000000 0.000050544862 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385XSY4 16742.78190000 PA USD 16731.01000000 0.000579188000 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 0.04572000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ALSH1 4477.08550000 PA USD 4478.26000000 0.000155026770 Long ABS-MBS USGSE US N 2 2041-10-01 Variable 0.06080000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCKY3 104688.70600000 PA USD 89773.62000000 0.003107750427 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375JNL0 63.14600000 PA USD 63.98000000 0.000002214836 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YVEA3 20604.97990000 PA USD 18738.99000000 0.000648699519 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWAH6 78642.68300000 PA USD 70181.42000000 0.002429514794 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.03000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CF4 437000.00000000 PA USD 433291.21000000 0.014999517039 Long DBT CORP GB N 2 2030-03-31 Fixed 0.04950000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207W4S0 299.06120000 PA USD 305.45000000 0.000010573956 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DYH9 189164.32500000 PA USD 162627.73000000 0.005629787429 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.02000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRVL5 1469473.74000000 PA USD 1492988.99000000 0.051683748201 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05500000 N N N N N N AASET 2019-1 TRUST 549300TXM3PCKZJKD061 00256DAA0 347111.01490000 PA USD 262436.93000000 0.009084945903 Long ABS-CBDO CORP US N 2 2039-05-15 Fixed 0.03844000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WMW64 5786.96190000 PA USD 5457.43000000 0.000188923320 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EBDP7 21184.61580000 PA USD 20470.14000000 0.000708627838 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JM2S7 9529.14150000 PA USD 9237.54000000 0.000319781789 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3129444V0 9336.59450000 PA USD 9330.15000000 0.000322987728 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04500000 N N N N N N COLUMBIA CENT CLO 31 LTD N/A 19737LAC7 2085721.00000000 PA USD 2077434.43000000 0.071915867232 Long ABS-CBDO CORP KY N 2 2034-04-20 Variable 0.06877430 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAV7 1236000.00000000 PA USD 1144438.67000000 0.039617760377 Long DBT CORP IE N 2 2026-10-29 Fixed 0.02450000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAZ4 1403000.00000000 PA USD 1167951.33000000 0.040431713063 Long DBT CORP US N 2 2031-08-01 Fixed 0.02625000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 21684AAC0 2285000.00000000 PA USD 2243671.36000000 0.077670596630 Long DBT CORP NL N 2 2025-08-04 Fixed 0.04375000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRJV7 642458.41000000 PA USD 662492.51000000 0.022933924028 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.06000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAD8 1533000.00000000 PA USD 1297710.38000000 0.044923664519 Long DBT CORP US N 2 2030-06-22 Fixed 0.02700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D56B3 5195072.42600000 PA USD 4565587.58000000 0.158049845280 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376LFW9 6.55730000 PA USD 6.54000000 0.000000226399 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QP2A1 14368.89930000 PA USD 13083.10000000 0.000452905982 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H4A95 563265.99290000 PA USD 542720.53000000 0.018787701318 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04000000 N N N N N N MAGNETITE IX LTD / MAGNETITE IX LLC N/A 55953UAA2 2357478.00000000 PA USD 2357353.05000000 0.081605987903 Long ABS-CBDO CORP KY N 2 2034-10-25 Variable 0.06769830 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EBJS5 226099.19090000 PA USD 213716.55000000 0.007398361562 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GJWC9 103737.93230000 PA USD 103682.46000000 0.003589241576 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.04500000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAB2 302000.00000000 PA USD 285962.89000000 0.009899359004 Long DBT CORP US N 2 2025-06-22 Fixed 0.01650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WEQM7 7760.42300000 PA USD 7296.75000000 0.000252596229 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JNVT1 11522.27930000 PA USD 11137.43000000 0.000385551488 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335B7H3 30710.24950000 PA USD 30701.94000000 0.001062828558 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 0.04500000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RGQ9 859000.00000000 PA USD 841137.82000000 0.029118202198 Long DBT CORP US N 2 2030-02-15 Fixed 0.04300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7A82 8190.36040000 PA USD 7677.97000000 0.000265793164 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P7TM5 1593611.53830000 PA USD 1548206.52000000 0.053595248510 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 0.03500000 N N N N N N ELP COMMERCIAL MORTGAGE TRUST 2021-ELP N/A 26863LAE4 1013819.94000000 PA USD 993458.28000000 0.034391176315 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.06596680 N N N N N N COMMONWEALTH BANK AUSTRALIA MSFSBD3QN1GSN7Q6C537 202712BK0 802000.00000000 PA USD 715480.06000000 0.024768227704 Long DBT CORP AU N 2 2034-09-12 Variable 0.03610000 N N N N N N MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC N/A 55817AAQ7 573573.00000000 PA USD 568723.44000000 0.019687860570 Long ABS-CBDO CORP KY N 2 2031-01-22 Variable 0.06873540 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCG8 673000.00000000 PA USD 565346.95000000 0.019570974471 Long DBT CORP US N 2 2031-01-15 Fixed 0.02450000 N N N N N N CORPOARATE OFFICE PPTYS LP H0TWO5VRNEP6CQAWPX27 22003BAN6 199000.00000000 PA USD 165724.73000000 0.005736998245 Long DBT CORP US N 2 2029-01-15 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YA4N2 32108.74790000 PA USD 31972.10000000 0.001106798494 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183L4Q6 6566.85720000 PA USD 6049.69000000 0.000209425961 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 0.03000000 N N N N N N LIFE FINANCIAL SERVICES TRUST 2022 N/A 53218DAE8 2383000.00000000 PA USD 2323219.35000000 0.080424359928 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.07155720 N N N N N N LIFE FINANCIAL SERVICES TRUST 2022 N/A 53218DAA6 3430000.00000000 PA USD 3352825.00000000 0.116066872711 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.06657050 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 023551AF1 1346000.00000000 PA USD 1546448.77000000 0.053534399362 Long DBT CORP US N 2 2029-10-01 Fixed 0.07875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140E2UH2 4025.99660000 PA USD 3877.89000000 0.000134243381 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 0.04000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DF4 192000.00000000 PA USD 183467.01000000 0.006351194021 Long DBT CORP US N 2 2026-08-15 Fixed 0.03000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AV6 188000.00000000 PA USD 184958.01000000 0.006402808915 Long DBT CORP US N 2 2025-04-09 Fixed 0.03850000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RV2 25251500.00000000 PA USD 20644087.57000000 0.714649492364 Long DBT UST US N 2 2047-02-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210Q2F8 1493.40190000 PA USD 1536.66000000 0.000053195535 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A5A90 16955.44400000 PA USD 16773.22000000 0.000580649210 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4M37 357730.92980000 PA USD 341977.14000000 0.011838439876 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 0.04000000 N N N N N N THUNDERBOLT AIRCRAFT LEASE LIM N/A 886065AA9 1418670.22030000 PA USD 1228946.34000000 0.042543216068 Long ABS-CBDO CORP KY N 2 2038-09-15 Variable 0.04147000 N N N N N N ARES CLO N/A 04017WAC6 1676859.00000000 PA USD 1676895.89000000 0.058050170174 Long ABS-CBDO CORP KY N 2 2032-10-15 Variable 0.06975480 N N N N N N PINE STR TR I N/A 722844AA5 1750000.00000000 PA USD 1664081.42000000 0.057606563526 Long DBT CORP US N 2 2029-02-15 Fixed 0.04572000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMKN3 2454333.63300000 PA USD 2260727.21000000 0.078261029823 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31368HKF9 81.89390000 PA USD 84.48000000 0.000002924497 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 0.07000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F062614 9600000.00000000 PA USD 9835492.80000000 0.340481501681 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36184HLS1 6835.50340000 PA USD 6297.18000000 0.000217993479 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFJ85 5165742.43700000 PA USD 4268345.53000000 0.147760028429 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410PFW8 12110.63220000 PA USD 12372.66000000 0.000428312230 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 0.05558000 N N N N N N EATON VANCE CLO 2019-1 LTD N/A 27830XAL0 885205.00000000 PA USD 884514.54000000 0.030619801667 Long ABS-CBDO CORP KY N 2 2031-04-15 Variable 0.06755480 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WTY4 85036.49000000 PA USD 74435.55000000 0.002576782715 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QT2C9 5313.63280000 PA USD 4997.81000000 0.000173012363 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419AJK4 75480.64670000 PA USD 77885.22000000 0.002696202132 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QB3Q9 309855.66320000 PA USD 278696.58000000 0.009647816535 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FRKJ3 53550.98160000 PA USD 50192.71000000 0.001737552924 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMTF1 3019036.67100000 PA USD 2494567.21000000 0.086356017637 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KSK55 360338.74700000 PA USD 308325.36000000 0.010673494832 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.02000000 N N N N N N SUN CMNTYS OPER LTD PRTNRSHP 549300PUNBPJCGT6X741 866677AE7 1323000.00000000 PA USD 1102393.79000000 0.038162266059 Long DBT CORP US N 2 2031-07-15 Fixed 0.02700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WLCE1 124488.68490000 PA USD 120064.59000000 0.004156352176 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNXG3 1503271.10400000 PA USD 1522629.48000000 0.052709831870 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.05500000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCB9 2635000.00000000 PA USD 2537817.54000000 0.087853241782 Long DBT CORP US N 2 2025-07-15 Fixed 0.03300000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FX6 242000.00000000 PA USD 225641.49000000 0.007811174784 Long DBT CORP US N 2 2030-04-01 Fixed 0.03350000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MFY28 151331.28970000 PA USD 144460.49000000 0.005000880542 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31307UCF3 11489.41420000 PA USD 11086.70000000 0.000383795336 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QQF98 79109.74020000 PA USD 74259.47000000 0.002570687241 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J62W3 20360.08110000 PA USD 18773.91000000 0.000649908367 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAH8 2624000.00000000 PA USD 2396459.05000000 0.082959745144 Long DBT CORP US N 2 2029-09-01 Fixed 0.02950000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAH6 387000.00000000 PA USD 385550.91000000 0.013346860750 Long DBT CORP US N 2 2024-04-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DPA4 77045.55700000 PA USD 68988.09000000 0.002388204532 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 0.02500000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAV9 3072000.00000000 PA USD 2976489.83000000 0.103039039086 Long DBT CORP US N 2 2030-11-15 Fixed 0.04750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183YKH0 5845.79620000 PA USD 5385.41000000 0.000186430158 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XD5M4 289002.14300000 PA USD 246653.71000000 0.008538568151 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3129455L8 10402.60520000 PA USD 10399.48000000 0.000360005404 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133D4JZ7 659548.20000000 PA USD 564345.19000000 0.019536295909 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AN2 1875000.00000000 PA USD 1696109.63000000 0.058715304416 Long DBT CORP US N 2 2032-03-15 Fixed 0.04224000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31373UDJ3 42.30650000 PA USD 43.64000000 0.000001510713 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YDMN6 30874.05790000 PA USD 30742.66000000 0.001064238188 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AES68 42340.00320000 PA USD 41102.87000000 0.001422884158 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 0.04000000 N N N N N N MOLSON COORS BEVERAGE CO 54930073LBBH6ZCBE225 60871RAG5 2300000.00000000 PA USD 2202807.73000000 0.076255994394 Long DBT CORP US N 2 2026-07-15 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7FF1 14387.33160000 PA USD 13478.26000000 0.000466585487 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371GDB3 15.36050000 PA USD 15.74000000 0.000000544881 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C6E27 7756.10130000 PA USD 7523.90000000 0.000260459625 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WDFF6 24891.34250000 PA USD 22617.27000000 0.000782956401 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLRE8 452610.77820000 PA USD 389435.09000000 0.013481321876 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02500000 N N N N N N BAMLL COML MTG SECS TR 2022-DKLX N/A 05530SAG1 267000.00000000 PA USD 259921.54000000 0.008997869050 Long ABS-MBS CORP US N 2 2039-01-15 Variable 0.06912000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312941GX9 9953.88300000 PA USD 10153.85000000 0.000351502275 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36185B6Q4 5590.95690000 PA USD 5150.64000000 0.000178302976 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D5G3 1761492.83300000 PA USD 1507228.74000000 0.052176694671 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.02000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEU5 6522000.00000000 PA USD 6359403.02000000 0.220147493783 Long DBT CORP US N 2 2033-07-20 Variable 0.04889000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PBE0 2181000.00000000 PA USD 2012125.17000000 0.069655015095 Long DBT NUSS QA N 2 2050-04-16 Fixed 0.04400000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BN9 1945000.00000000 PA USD 1569366.68000000 0.054327763210 Long DBT CORP US N 2 2033-04-15 Fixed 0.03250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TLX5 7332.35430000 PA USD 7563.89000000 0.000261843984 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RNX3 2217.50600000 PA USD 2160.79000000 0.000074801439 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 0.04000000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAL1 273000.00000000 PA USD 229774.82000000 0.007954260895 Long DBT CORP US N 2 2031-11-23 Fixed 0.03125000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BT8 827000.00000000 PA USD 794421.63000000 0.027500998175 Long DBT CORP US N 2 2029-03-23 Fixed 0.03700000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AV2 1135000.00000000 PA USD 1079823.10000000 0.037380922147 Long DBT CORP US N 2 2030-06-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YRTS7 32883.21610000 PA USD 31673.51000000 0.001096462014 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283GSS7 23.53260000 PA USD 23.91000000 0.000000827707 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 0.07500000 N N N N N N PROVIDENCE PLACE GROUP LTD PARTNERSHIP N/A 743784AB6 823841.52010000 PA USD 839387.08000000 0.029057595720 Long ABS-MBS CORP US N 2 2028-07-20 Fixed 0.07750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180MYH4 202426.07080000 PA USD 186853.09000000 0.006468412104 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JPDD1 8094.06720000 PA USD 7814.21000000 0.000270509471 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AUX85 11012.84440000 PA USD 10995.40000000 0.000380634745 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EU4J5 444141.04860000 PA USD 417121.02000000 0.014439743301 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EVTX5 2622392.77520000 PA USD 2475979.60000000 0.085712558535 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGB1 85000000.00000000 PA USD 84850586.15000000 2.937326637147 Long DBT UST US N 2 2029-12-31 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31409JKQ2 11184.02950000 PA USD 11390.07000000 0.000394297288 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 0.05105000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H8L86 14837.07840000 PA USD 14217.69000000 0.000492182805 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FVZ2 301.46300000 PA USD 308.44000000 0.000010677463 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 0.07500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDB5 1175000.00000000 PA USD 1095922.50000000 0.037938245303 Long DBT CORP MX N 2 2027-01-23 Fixed 0.06490000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9H57 548352.13300000 PA USD 469927.85000000 0.016267790877 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J7C67 24074.55480000 PA USD 23273.38000000 0.000805669378 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A5A58 23284.36670000 PA USD 23031.23000000 0.000797286718 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417EJC6 9209.03400000 PA USD 8476.87000000 0.000293449193 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7VF3 356480.77010000 PA USD 323912.69000000 0.011213091336 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 0.03000000 N N N N N N ARES LIX CLO LTD N/A 04018EAA9 1039487.00000000 PA USD 1036671.03000000 0.035887099530 Long ABS-CBDO CORP KY N 2 2034-04-25 Variable 0.06669830 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FKM7 154361.23960000 PA USD 150863.44000000 0.005222535529 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QP5H3 398165.77140000 PA USD 373753.95000000 0.012938477892 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213C6C9 2522.30000000 PA USD 2620.32000000 0.000090709281 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132Y0T42 9514.18820000 PA USD 8832.75000000 0.000305768917 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D6C1 3480663.61600000 PA USD 2969813.23000000 0.102807910983 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 55903VBC6 1970000.00000000 PA USD 1802951.84000000 0.062413929065 Long DBT CORP US N 2 2032-03-15 Fixed 0.04279000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YF79 879.50520000 PA USD 896.33000000 0.000031028824 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F5CR2 17329.31240000 PA USD 17168.92000000 0.000594347409 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 0.04500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TT5 53171000.00000000 PA USD 53744249.84000000 1.860498834615 Long DBT UST US N 2 2053-08-15 Fixed 0.04125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TR9 26100000.00000000 PA USD 24130265.63000000 0.835332732659 Long DBT UST US N 2 2053-05-15 Fixed 0.03625000 N N N N N N PLANET FITNESS MASTER ISSUER LLC 18-1A N/A 72703PAD5 1546455.00000000 PA USD 1433266.87000000 0.049616309638 Long ABS-CBDO CORP US N 2 2051-12-05 Fixed 0.03251000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XD2K1 645640.38100000 PA USD 576175.16000000 0.019945821495 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.03000000 N N N N N N RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP LP 549300KH0PNTJK9NTE57 76132FAB3 300000.00000000 PA USD 294033.77000000 0.010178753783 Long DBT CORP US N 2 2024-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213XSM7 10435.13180000 PA USD 10949.06000000 0.000379030564 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CS6 1600000.00000000 PA USD 1675530.56000000 0.058002905678 Long DBT CORP US N 2 2029-01-18 Variable 0.06720000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPD54 2182709.07000000 PA USD 2184148.57000000 0.075610058400 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHW4 24900000.00000000 PA USD 25212222.59000000 0.872787523993 Long DBT UST US N 2 2030-08-31 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QFZT9 815574.71300000 PA USD 714712.91000000 0.024741670785 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D4D1 49085.39800000 PA USD 45267.78000000 0.001567063493 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210FNP7 206.88380000 PA USD 211.64000000 0.000007326476 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31307RE27 32360.16320000 PA USD 31067.23000000 0.001075474034 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402E4E5 16289.74550000 PA USD 16198.65000000 0.000560758956 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36198TUD2 5825.03790000 PA USD 5366.29000000 0.000185768269 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 0.03000000 N N N N N N BX TRUST 2022-IND N/A 05609WAJ2 241962.38000000 PA USD 239534.09000000 0.008292103743 Long ABS-MBS CORP US N 2 2037-04-15 Variable 0.07651810 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAT8 2738000.00000000 PA USD 2624995.62000000 0.090871140753 Long DBT CORP US N 2 2029-12-15 Fixed 0.04625000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAD3 1170000.00000000 PA USD 1163591.44000000 0.040280783982 Long DBT CORP KY N 2 2024-05-15 Fixed 0.05250000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAZ6 3822000.00000000 PA USD 3671613.40000000 0.127102573246 Long DBT CORP US N 2 2026-01-15 Fixed 0.03875000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128UGTL1 17490.62800000 PA USD 17845.33000000 0.000617763123 Long ABS-MBS USGSE US N 2 2041-05-01 Variable 0.05568000 N N N N N N CASCADE FUNDING MORTGAGE TRUST N/A 12527LAA0 667137.17740000 PA USD 636535.73000000 0.022035361687 Long ABS-CBDO CORP US N 2 2036-06-25 Fixed 0.00898300 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36184BZH3 2631.34410000 PA USD 2424.11000000 0.000083916955 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 0.03000000 N N N N N N PARK AEROSPACE HOLDINGS LTD 635400CPI3EOIFF6OC33 70014LAB6 1871000.00000000 PA USD 1867514.01000000 0.064648918713 Long DBT CORP KY N 2 2024-02-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FT93 13268.38300000 PA USD 13433.54000000 0.000465037387 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YS6V3 112266.96510000 PA USD 108136.88000000 0.003743443062 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209G7K7 2779.13200000 PA USD 2815.14000000 0.000097453489 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDNN2 1757575.77100000 PA USD 1503877.09000000 0.052060668474 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138Y2DG5 49842.58420000 PA USD 49692.77000000 0.001720246183 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 0.04500000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAG4 1166000.00000000 PA USD 985409.62000000 0.034112550739 Long DBT CORP US N 2 2031-02-01 Fixed 0.02400000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QVYJ4 32403.96380000 PA USD 31288.38000000 0.001083129724 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 0.04000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-VINO N/A 05610HAA1 2911389.58000000 PA USD 2858460.23000000 0.098953133452 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.06374710 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209G6H5 39.59970000 PA USD 40.00000000 0.000001384705 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 55903VBE2 1583000.00000000 PA USD 1358777.10000000 0.047037649954 Long DBT CORP US N 2 2052-03-15 Fixed 0.05141000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q8WF8 51399.14050000 PA USD 49524.33000000 0.001714415189 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCN3 1912000.00000000 PA USD 1707612.40000000 0.059113503112 Long DBT CORP US N 2 2030-03-01 Variable 0.03273000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMGZ9 19384.61880000 PA USD 18772.57000000 0.000649861979 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 0.04000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAD5 2051000.00000000 PA USD 2028445.95000000 0.070220001903 Long DBT CORP US N 2 2024-08-15 Fixed 0.04250000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F032617 9000000.00000000 PA USD 8261719.20000000 0.286001181322 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RL93 111.49950000 PA USD 111.27000000 0.000003851904 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AXGL9 76299.65260000 PA USD 73776.84000000 0.002553979732 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMPR7 4444.83820000 PA USD 4511.11000000 0.000156163960 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WRCB4 34134.86940000 PA USD 31365.89000000 0.001085812937 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417FDB1 89051.78930000 PA USD 88649.38000000 0.003068831896 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207ULR7 446.23370000 PA USD 455.63000000 0.000015772833 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFU8 465000.00000000 PA USD 459879.64000000 0.015919945609 Long DBT CORP US N 2 2026-03-03 Fixed 0.04450000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213TDC4 84.79380000 PA USD 88.74000000 0.000003071968 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207SDE0 73.71000000 PA USD 75.12000000 0.000002600476 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 0.07500000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBS8 5000000.00000000 PA USD 5005917.50000000 0.173293025815 Long DBT CORP US N 2 2033-02-14 Fixed 0.06700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMXJ7 88458.97810000 PA USD 83525.00000000 0.002891437979 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416BT65 1504.43760000 PA USD 1528.89000000 0.000052926556 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 0.04618000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P7RY1 341380.02830000 PA USD 332293.55000000 0.011503216890 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLQ6 612862.00140000 PA USD 531148.74000000 0.018387113313 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4PY6 574359.15970000 PA USD 565632.75000000 0.019580868192 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DT93 106457.30400000 PA USD 88243.84000000 0.003054793061 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSVD0 1720383.84200000 PA USD 1752752.86000000 0.060676159088 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05500000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAF6 904000.00000000 PA USD 851839.84000000 0.029488680822 Long DBT CORP US N 2 2029-04-05 Fixed 0.03850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQ2F1 518447.27600000 PA USD 518627.18000000 0.017953646517 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183S7K1 4121.77560000 PA USD 3797.17000000 0.000131449045 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 0.03000000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EF0 2720000.00000000 PA USD 2293149.83000000 0.079383424254 Long DBT CORP US N 2 2062-04-01 Fixed 0.04450000 N N N N N N MADISON PARK FUNDING 2015 N/A 55819QBJ5 1000000.00000000 PA USD 1000000.00000000 0.034617635191 Long ABS-CBDO CORP KY N 2 2037-01-22 Variable 0.00000000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EJ2 2647000.00000000 PA USD 2240942.31000000 0.077576123373 Long DBT CORP US N 2 2052-04-01 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J6NS9 14089.56400000 PA USD 13619.63000000 0.000471479382 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J6MW1 4165.45340000 PA USD 4025.77000000 0.000139362637 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138LSP61 13670.52760000 PA USD 13986.58000000 0.000484182324 Long ABS-MBS USGSE US N 2 2042-06-01 Variable 0.05144000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D56J6 6055705.99400000 PA USD 5306799.26000000 0.183708840818 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J8YQ7 9877.28710000 PA USD 9555.54000000 0.000330790197 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.04000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QBW1 1632000.00000000 PA USD 1520893.44000000 0.052649734271 Long DBT CORP MX N 2 2026-01-23 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371GEG1 137.12910000 PA USD 141.46000000 0.000004897010 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YNNL7 4860.40210000 PA USD 4681.60000000 0.000162065920 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416VCD4 17186.70740000 PA USD 17412.12000000 0.000602766418 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.05000000 N N N N N N CITIZENS FINANCIAL GRP INC 2138004JDDA4ZQUPFW65 174610AW5 1490000.00000000 PA USD 1150383.21000000 0.039823546294 Long DBT CORP US N 2 2032-09-30 Fixed 0.02638000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MKEZ5 9959.26160000 PA USD 9173.39000000 0.000317561068 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.03000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DS6 1433000.00000000 PA USD 1480734.06000000 0.051259511505 Long DBT CORP US N 2 2043-03-02 Fixed 0.05600000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7E70 25690.23360000 PA USD 24066.98000000 0.000833141933 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 0.03500000 N N N N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587DT1 2053000.00000000 PA USD 2158777.33000000 0.074731766070 Long DBT CORP US N 2 2034-03-15 Fixed 0.05700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31408GHN0 6500.84270000 PA USD 6604.46000000 0.000228630786 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 0.04195000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWDC4 272740.57800000 PA USD 223058.62000000 0.007721761933 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283H6W0 15731.10320000 PA USD 16098.49000000 0.000557291653 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MAVY7 1412456.37800000 PA USD 1202725.11000000 0.041635499093 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EUSW0 33276.72010000 PA USD 32052.53000000 0.001109582790 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X3BP2 181517.16600000 PA USD 173088.72000000 0.005991922164 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FP67 6500.06740000 PA USD 6351.87000000 0.000219886718 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 0.04000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175AY0 1184000.00000000 PA USD 1172744.19000000 0.040597630542 Long DBT CORP US N 2 2025-07-23 Fixed 0.04908000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C6EU5 3077.60160000 PA USD 2981.37000000 0.000103207979 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 0.04000000 N N N N N N THOMSON REUTERS CORP 549300561UZND4C7B569 884903BT1 317000.00000000 PA USD 312264.02000000 0.010809841927 Long DBT CORP CA N 2 2024-09-29 Fixed 0.03850000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCP5 1705000.00000000 PA USD 1501465.63000000 0.051977189432 Long DBT CORP MX N 2 2029-01-23 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XKU73 512351.87100000 PA USD 436594.55000000 0.015113870858 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SB97 558863.02420000 PA USD 544220.87000000 0.018839639541 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417FPP7 353917.47640000 PA USD 325446.30000000 0.011266181287 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMTD6 709354.55200000 PA USD 587454.95000000 0.020336301150 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N VOYA 2020 N/A 92918EAL1 1289773.00000000 PA USD 1289733.02000000 0.044647507181 Long ABS-CBDO CORP KY N 2 2034-07-16 Variable 0.06805480 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYVK2 19919.54900000 PA USD 17081.59000000 0.000591324251 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XQFE6 25926.48030000 PA USD 25880.96000000 0.000895937631 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 0.04500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAW7 3922000.00000000 PA USD 3902343.92000000 0.135089918215 Long DBT CORP IT N 2 2026-01-15 Fixed 0.05710000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCJ8 329000.00000000 PA USD 294109.77000000 0.010181384724 Long DBT CORP US N 2 2038-03-01 Fixed 0.03900000 N N N N N N HEALTHCARE REALTY HOLDINGS LP 549300IYGAS4GE6VDL07 42225UAD6 419000.00000000 PA USD 399860.22000000 0.013842215223 Long DBT CORP US N 2 2026-08-01 Fixed 0.03500000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCE3 4134000.00000000 PA USD 3941661.14000000 0.136450987394 Long DBT CORP US N 2 2027-05-11 Fixed 0.03650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QQQ47 7483.15700000 PA USD 7038.39000000 0.000243652417 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.03500000 N N N N N N COLUMBIA CENT CLO 30 LTD / COLUMBIA CENT CLO 30 CORP N/A 19736WAC4 2729841.00000000 PA USD 2728948.34000000 0.094469738091 Long ABS-CBDO CORP KY N 2 2034-01-20 Variable 0.06987430 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043AD3 442000.00000000 PA USD 437255.85000000 0.015136763500 Long DBT CORP US N 2 2024-06-15 Fixed 0.04400000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYUY3 113078.94500000 PA USD 93202.55000000 0.003226451874 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYX38 559764.70000000 PA USD 552134.66000000 0.019113596236 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4KG0 375627.54400000 PA USD 374733.25000000 0.012972378942 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 0.04500000 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CAV0 1659000.00000000 PA USD 1709170.37000000 0.059167436349 Long DBT CORP US N 2 2028-09-19 Fixed 0.05900000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LNL6 7297.44110000 PA USD 7076.89000000 0.000244985196 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.04000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 1797000.00000000 PA USD 1432935.74000000 0.049604846700 Long DBT CORP US N 2 2040-04-01 Fixed 0.03600000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335AFU7 12474.31040000 PA USD 12033.16000000 0.000416559543 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M8KV7 3114.76510000 PA USD 3013.37000000 0.000104315743 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 0.04000000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687FS0 2229000.00000000 PA USD 2164564.80000000 0.074932114595 Long DBT CORP US N 2 2050-03-23 Fixed 0.04700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EPHT4 592281.41650000 PA USD 572528.48000000 0.019819582057 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417GLX2 33712.15960000 PA USD 30995.79000000 0.001073000950 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WG7A6 55435.89140000 PA USD 53465.81000000 0.001850859905 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEP2 31874000.00000000 PA USD 29535743.12000000 1.022457580445 Long DBT UST US N 2 2032-05-15 Fixed 0.02875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138NXM20 26430.84370000 PA USD 24432.75000000 0.000845804026 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEY7 5000000.00000000 PA USD 5391496.95000000 0.186640874552 Long DBT CORP US N 2 2033-10-18 Variable 0.06342000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31401N2T5 8031.37400000 PA USD 7983.96000000 0.000276385814 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N STORE CAPITAL CORP 5493004EA6C9IHDZ7N66 862121AB6 550000.00000000 PA USD 507222.82000000 0.017558854543 Long DBT CORP US N 2 2029-03-15 Fixed 0.04625000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AK8 1032000.00000000 PA USD 945543.66000000 0.032732485479 Long DBT CORP US N 2 2030-06-15 Fixed 0.04100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EBDJ7 12508.03570000 PA USD 12047.89000000 0.000417069460 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133ATXF3 479171.53700000 PA USD 407945.99000000 0.014122125459 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAY7 238000.00000000 PA USD 214123.48000000 0.007412448516 Long DBT CORP US N 2 2050-04-15 Fixed 0.04700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QGYS0 1682015.80400000 PA USD 1381930.22000000 0.047839156216 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02000000 N N N N N N NAKILAT INC 2549006RMTDJWLLWF072 62983PAA3 478792.95000000 PA USD 491658.12000000 0.017020041437 Long DBT CORP MH N 2 2033-12-31 Fixed 0.06067000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417ETZ4 448367.99270000 PA USD 412402.65000000 0.014276404489 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QNGS2 38652.30510000 PA USD 36354.98000000 0.001258523435 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EXER0 268082.35160000 PA USD 259141.64000000 0.008970870756 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AMYG4 15354.43860000 PA USD 15328.88000000 0.000530649575 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EKFA8 28352.38820000 PA USD 26103.83000000 0.000903652864 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GF2Z9 38124.80270000 PA USD 38109.07000000 0.001319245882 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.04500000 N N N N N N CLECO CORPORATE HLDGS LLC 5493002H80P81B3HXL31 18551PAE9 1057000.00000000 PA USD 926199.56000000 0.032062838482 Long DBT CORP US N 2 2029-09-15 Fixed 0.03375000 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 55903VBA0 1357000.00000000 PA USD 1300251.26000000 0.045011623776 Long DBT CORP US N 2 2027-03-15 Fixed 0.03755000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GZM9 1545000.00000000 PA USD 1326250.43000000 0.045911653558 Long DBT CORP US N 2 2033-02-24 Variable 0.03102000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMGY4 212498.34400000 PA USD 188747.81000000 0.006534002829 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283G7J0 297.18220000 PA USD 305.37000000 0.000010571187 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.08500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RXE4 2636.13700000 PA USD 2567.07000000 0.000088865892 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 0.04000000 N N N N N N SAUDI ARABIA KINGDOM OF 54930044PULMORCKB765 80413TAT6 966000.00000000 PA USD 894660.90000000 0.030971044656 Long DBT NUSS SA N 2 2030-10-22 Fixed 0.03250000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-VINO N/A 05610HAG8 877305.23000000 PA USD 846484.97000000 0.029303307886 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.07322610 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312946LH7 11673.24090000 PA USD 11668.23000000 0.000403926529 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212HGQ7 3078.92720000 PA USD 3229.31000000 0.000111791075 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAF4 234000.00000000 PA USD 188539.71000000 0.006526798899 Long DBT CORP US N 2 2045-02-01 Fixed 0.04375000 N N N N N N CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1 N/A 14855MAB4 666261.37450000 PA USD 431417.57000000 0.014934656053 Long ABS-CBDO CORP US N 2 2039-04-15 Fixed 0.05095000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417G3Y0 23760.22180000 PA USD 21839.53000000 0.000756032882 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419E4N6 15907.45430000 PA USD 15415.06000000 0.000533632923 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04000000 N N N N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 15089QAY0 817000.00000000 PA USD 886116.66000000 0.030675263273 Long DBT CORP US N 2 2033-11-15 Fixed 0.06700000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BW9 4091000.00000000 PA USD 4068368.67000000 0.140837302443 Long DBT CORP US N 2 2024-06-24 Fixed 0.04550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMBF0 346916.76900000 PA USD 296840.79000000 0.010275926178 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.02000000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958667AF4 978000.00000000 PA USD 1021432.98000000 0.035359594274 Long DBT CORP US N 2 2029-01-15 Fixed 0.06350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EQPD8 140936.97230000 PA USD 135752.17000000 0.004699419097 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QSFU7 11661.40060000 PA USD 10683.93000000 0.000369852391 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335ARH3 805228.41020000 PA USD 780614.27000000 0.027023020024 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.04000000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2018-WPT N/A 46645WBG7 470207.00000000 PA USD 311571.34000000 0.010785862984 Long ABS-MBS CORP US N 2 2033-07-05 Variable 0.05363500 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416XAB6 1263931.31520000 PA USD 1224717.34000000 0.042396818089 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HNCX5 76657.51230000 PA USD 72503.48000000 0.002509899020 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMWQ2 9699.06340000 PA USD 9167.17000000 0.000317345746 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYVY2 20857.24200000 PA USD 17846.59000000 0.000617806742 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.02000000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BH4 560000.00000000 PA USD 544351.28000000 0.018844154027 Long DBT CORP US N 2 2039-03-15 Fixed 0.04750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L67D7 62901.84930000 PA USD 58966.67000000 0.002041286670 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31380DB70 916.67860000 PA USD 927.03000000 0.000032091586 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CCKM7 145515.55200000 PA USD 151373.89000000 0.005240206101 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.06500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-VINO N/A 05610HAC7 877305.23000000 PA USD 856390.01000000 0.029646196948 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.06674110 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MQW58 14958.76360000 PA USD 13805.48000000 0.000477913070 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36186NLN7 2823.53490000 PA USD 2601.17000000 0.000090046354 Long ABS-MBS USGA US N 2 2045-06-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WFVN3 110766.13170000 PA USD 106691.26000000 0.003693399116 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371HNH7 331.61920000 PA USD 346.21000000 0.000011984971 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 0.07500000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CJ1 1073000.00000000 PA USD 990253.71000000 0.034280241680 Long DBT CORP US N 2 2033-04-01 Fixed 0.04400000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBG7 11431613.54400000 PA USD 8925666.68000000 0.308985472971 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W0HV4 45806.64100000 PA USD 42115.45000000 0.001457937284 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CVE1 232912.05330000 PA USD 222897.81000000 0.007716195071 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.03000000 N N N N N N SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC N/A 87190GAC5 2177375.00000000 PA USD 2173991.36000000 0.075258439810 Long ABS-CBDO CORP KY N 2 2033-04-20 Variable 0.06757430 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CL6 220000.00000000 PA USD 198808.95000000 0.006882295703 Long DBT CORP US N 2 2030-04-15 Fixed 0.02875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RVC0 3146.56800000 PA USD 3064.13000000 0.000106072934 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31307UH50 9712.64620000 PA USD 9372.21000000 0.000324443746 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C4HT0 6876.56600000 PA USD 6659.97000000 0.000230552411 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QFA74 3080248.40410000 PA USD 2666669.30000000 0.092313785004 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M9C67 28785.75150000 PA USD 27284.78000000 0.000944534560 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7RM3 69113.12660000 PA USD 66863.32000000 0.002314650019 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XYDE4 49692.63730000 PA USD 49196.21000000 0.001703056450 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04500000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DR8 1508000.00000000 PA USD 1546050.79000000 0.053520622236 Long DBT CORP US N 2 2033-03-02 Fixed 0.05250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FSU50 66797.02650000 PA USD 62608.08000000 0.002167343673 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207WDZ4 88.05840000 PA USD 89.37000000 0.000003093778 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 0.07500000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAN5 1112000.00000000 PA USD 1126089.28000000 0.038982547888 Long DBT CORP IE N 2 2025-07-15 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138Y4KW8 2739.10100000 PA USD 2640.05000000 0.000091392287 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 0.04000000 N N N N N N BARINGS CLO LTD 2023-IV N/A 06763MAA3 3122000.00000000 PA USD 3122543.23000000 0.108095062406 Long ABS-CBDO CORP KY N 2 2037-01-20 Variable 0.01750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179S2Q9 362370.65210000 PA USD 352197.13000000 0.012192231761 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WGYF5 375808.19600000 PA USD 352945.30000000 0.012218131638 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.03500000 N N N N N N DRYDEN 98 CLO LTD N/A 26248AAA2 2990000.00000000 PA USD 2978485.51000000 0.103108124809 Long ABS-CBDO CORP KY N 2 2035-04-20 Variable 0.06715820 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TD89 399.51650000 PA USD 412.13000000 0.000014266965 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 0.07000000 N N N N N N COLUMBIA PIPELINE GROUP INC 549300SRP1TQM9JJBG80 198280AF6 410000.00000000 PA USD 404730.25000000 0.014010804145 Long DBT CORP US N 2 2025-06-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31406WK52 6341.42850000 PA USD 6478.80000000 0.000224280734 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 0.04163000 N N N N N N FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC N/A 33883MAA2 2529561.00000000 PA USD 2528736.36000000 0.087538872806 Long ABS-CBDO CORP KY N 2 2033-11-20 Variable 0.06928710 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216CT5 1064000.00000000 PA USD 1021745.75000000 0.035370421632 Long DBT CORP US N 2 2030-03-25 Fixed 0.03450000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AR3K5 6348.98930000 PA USD 6157.10000000 0.000213144241 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDSF4 1537377.62100000 PA USD 1319186.22000000 0.045667107313 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DBJ7 1066000.00000000 PA USD 966216.54000000 0.033448131697 Long DBT CORP US N 2 2030-05-15 Fixed 0.03625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QD6M1 167428.74890000 PA USD 138604.50000000 0.004798160016 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02000000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBW7 3472000.00000000 PA USD 3889764.34000000 0.134654442904 Long DBT CORP US N 2 2059-01-23 Fixed 0.05800000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BB3 790000.00000000 PA USD 779677.17000000 0.026990579838 Long DBT CORP CH N 2 2026-04-17 Fixed 0.04550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31381C5S2 353.47110000 PA USD 358.41000000 0.000012407306 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPPC6 1514823.04200000 PA USD 1348764.35000000 0.046691032227 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416VBL7 953690.50060000 PA USD 948805.32000000 0.032845396435 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YYYJ6 75475.94080000 PA USD 72793.67000000 0.002519944712 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209RXH1 776.25560000 PA USD 815.40000000 0.000028227219 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 0.08000000 N N N N N N ALABAMA POWER and LIGHT 0RL818ELFOHP5JHOFU19 010392FX1 2030000.00000000 PA USD 1800719.68000000 0.062336656964 Long DBT CORP US N 2 2032-03-15 Fixed 0.03050000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DZK0 466643.09430000 PA USD 430445.31000000 0.014900998711 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402ESL3 16143.13990000 PA USD 16050.63000000 0.000555634853 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213FZD8 1297.82200000 PA USD 1341.06000000 0.000046424325 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617M77E2 194645.89260000 PA USD 180868.33000000 0.006261233865 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 0.03500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F040610 -3350000.00000000 PA USD -3170459.43000000 -0.10975380793 Short ABS-MBS USGA US N 2 2054-01-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31373URD1 136.08500000 PA USD 140.38000000 0.000004859623 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 0.07000000 N N N N N N CSMC 2019-ICE4 N/A 12653VAC0 1286798.60000000 PA USD 1283462.32000000 0.044430430376 Long ABS-MBS CORP US N 2 2036-05-15 Variable 0.06639010 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WHNL2 69523.40060000 PA USD 65163.48000000 0.002255805578 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.03500000 N N N N N N LIFE 2021-BMR MTG TR N/A 53218CAE0 333760.63000000 PA USD 323272.00000000 0.011190912163 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.06576480 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BA3 373000.00000000 PA USD 368100.87000000 0.012742781631 Long DBT CORP US N 2 2035-08-15 Fixed 0.05700000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213VWV6 1179.43350000 PA USD 1229.30000000 0.000042555458 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419AXD4 238940.21060000 PA USD 238528.49000000 0.008257292249 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 3078000.00000000 PA USD 2835535.11000000 0.098159520011 Long DBT CORP US N 2 2031-04-01 Variable 0.03622000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XYPZ4 67416.39030000 PA USD 66721.84000000 0.002309752316 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04500000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAC0 397000.00000000 PA USD 400885.83000000 0.013877719416 Long DBT CORP US N 2 2025-07-15 Fixed 0.05850000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36186NK40 2781.98160000 PA USD 2562.89000000 0.000088721191 Long ABS-MBS USGA US N 2 2045-06-15 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945T99 12698.12740000 PA USD 12693.08000000 0.000439404412 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375DLS0 78.18230000 PA USD 78.05000000 0.000002701906 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A9PM7 6087.86100000 PA USD 6162.53000000 0.000213332215 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDV29 859442.44800000 PA USD 767779.73000000 0.026578718600 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMW74 449857.02010000 PA USD 425187.09000000 0.014718971569 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.02500000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VCK8 2282000.00000000 PA USD 2177153.85000000 0.075367917735 Long DBT CORP US N 2 2046-08-21 Fixed 0.04862000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HMSH5 3702.46150000 PA USD 3498.81000000 0.000121120528 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.03500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AP4 675000.00000000 PA USD 672439.35000000 0.023278260106 Long DBT CORP GB N 2 2024-03-14 Fixed 0.04250000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRB37 1231932.23200000 PA USD 1252801.16000000 0.043369013524 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.05500000 N N N N N N NUVEEN FINANCE LLC N/A 87246YAC0 543000.00000000 PA USD 534680.97000000 0.018509390763 Long DBT CORP US N 2 2024-11-01 Fixed 0.04125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AQE3 45.77710000 PA USD 46.16000000 0.000001597950 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMXD2 1485687.35240000 PA USD 1226664.00000000 0.042464206854 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XECK8 508899.16500000 PA USD 455100.28000000 0.015754495468 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.03000000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAG6 1433000.00000000 PA USD 1386561.40000000 0.047999476716 Long DBT CORP KY N 2 2026-05-01 Fixed 0.04375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBJE1 1451662.43700000 PA USD 1394175.73000000 0.048263066814 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.04000000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAU9 886000.00000000 PA USD 855082.55000000 0.029600935774 Long DBT CORP IE N 2 2024-10-29 Fixed 0.01650000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAE3 451000.00000000 PA USD 454349.06000000 0.015728490008 Long DBT CORP US N 2 2048-06-15 Fixed 0.06000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBD9 283000.00000000 PA USD 222080.23000000 0.007687892385 Long DBT CORP US N 2 2042-09-15 Fixed 0.04500000 N N N N N N BANK 2018-BNK10 N/A 065404BB0 118089.00000000 PA USD 111888.03000000 0.003873299004 Long ABS-MBS CORP US N 2 2061-02-15 Fixed 0.03688000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BH2 1744000.00000000 PA USD 1733843.80000000 0.060021572147 Long DBT CORP US N 2 2026-01-15 Fixed 0.05250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YGLA8 43290.92790000 PA USD 41711.87000000 0.001443966298 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209RST1 113188.19540000 PA USD 109684.48000000 0.003797017314 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N PLAINS ALL AM PIPELN/PAA FIN C N/A 72650RBF8 426000.00000000 PA USD 418088.44000000 0.014473233093 Long DBT CORP US N 2 2024-11-01 Fixed 0.03600000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYU80 115900.12500000 PA USD 95527.84000000 0.003306947915 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.01500000 N N N N N N SBA TOWER TR N/A 78403DAR1 560000.00000000 PA USD 494755.80000000 0.017127275793 Long ABS-CBDO CORP US N 2 2052-07-15 Fixed 0.02328000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QEAN2 1041900.53740000 PA USD 934359.52000000 0.032345317001 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410FSX4 7063.04290000 PA USD 7331.48000000 0.000253798500 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GDY97 17413.58930000 PA USD 17403.35000000 0.000602462821 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H052611 5200000.00000000 PA USD 5232259.24000000 0.181128441599 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31307RDB8 7282.54660000 PA USD 6986.21000000 0.000241846069 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LT97 3097.61170000 PA USD 3064.24000000 0.000106076742 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.04500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFP9 1265000.00000000 PA USD 1243554.73000000 0.043048923984 Long DBT CORP US N 2 2025-04-21 Fixed 0.03950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EDEK3 129552.94450000 PA USD 125366.36000000 0.004339886915 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QW7M5 13936.41880000 PA USD 13434.85000000 0.000465082736 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 0.04000000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BF6 4967000.00000000 PA USD 4765049.98000000 0.164954761878 Long DBT CORP US N 2 2027-04-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M5SZ6 22179.30190000 PA USD 22165.66000000 0.000767322731 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 0.04500000 N N N N N N DRYDEN 83 CLO LTD 2549001LFFVBUD1OX384 26246EAC2 1582694.00000000 PA USD 1582746.23000000 0.054790931591 Long ABS-CBDO CORP KY N 2 2032-01-18 Variable 0.06876650 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213UGM6 146.86780000 PA USD 151.46000000 0.000005243187 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419AR25 107971.49600000 PA USD 107790.44000000 0.003731450129 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2019-XL N/A 056054AH2 2018195.80000000 PA USD 2004085.99000000 0.069376717694 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.07276290 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAR2 1762000.00000000 PA USD 1697780.81000000 0.058773156716 Long DBT CORP US N 2 2027-12-15 Fixed 0.04250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297DWW3 7370.57260000 PA USD 7147.81000000 0.000247440278 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.04000000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RCQ3 4816000.00000000 PA USD 4352968.04000000 0.150689459610 Long DBT CORP US N 2 2046-05-15 Fixed 0.04750000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 414000.00000000 PA USD 385757.97000000 0.013354028677 Long DBT CORP US N 2 2047-10-01 Fixed 0.05400000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RFP4 41.41660000 PA USD 42.10000000 0.000001457402 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMAA0 1859.64440000 PA USD 1886.07000000 0.000065291283 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DUA8 2768610.89000000 PA USD 2384546.97000000 0.082547377105 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XSPT1 11341.08940000 PA USD 10947.10000000 0.000378962714 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 0.04000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3B7 5000000.00000000 PA USD 4870873.15000000 0.168618109772 Long DBT CORP US N 2 2033-07-25 Variable 0.04897000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F042616 2775000.00000000 PA USD 2692182.35000000 0.093196986461 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 0.04500000 N N N N N N VLS COMMERCIAL MORTGAGE TRUST 2020 N/A 92858TAA4 1766729.00000000 PA USD 1434153.04000000 0.049646986747 Long ABS-MBS CORP US N 2 2042-10-10 Fixed 0.02130000 N N N N N N GS MTG SECS CORP TR 2021-IP N/A 36262MAE8 2497757.00000000 PA USD 2312643.73000000 0.080058256973 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.07026480 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 2648000.00000000 PA USD 2569407.36000000 0.088946806647 Long DBT CORP US N 2 2030-02-15 Fixed 0.04950000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183S7J4 1582.82050000 PA USD 1458.17000000 0.000050478397 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416YP51 33826.96150000 PA USD 32803.14000000 0.001135567133 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04000000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAL0 1491000.00000000 PA USD 1447181.97000000 0.050098017493 Long DBT CORP US N 2 2025-11-05 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMRW7 721994.63300000 PA USD 642509.38000000 0.022242155324 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMRK2 1432404.97300000 PA USD 1229111.76000000 0.042548942517 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213E6D3 638.46120000 PA USD 669.91000000 0.000023190699 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31373USA6 372.66970000 PA USD 384.44000000 0.000013308403 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206PGN4 549.24590000 PA USD 564.22000000 0.000019531962 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.07500000 N N N N N N SBA TOWER TR N/A 78403DAP5 733000.00000000 PA USD 680215.94000000 0.023547467262 Long ABS-CBDO CORP US N 2 2050-07-15 Fixed 0.01884000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBJ9 3505000.00000000 PA USD 2778654.54000000 0.096190449189 Long DBT CORP US N 2 2041-02-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDR32 1158215.56400000 PA USD 994379.49000000 0.034423066426 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417GHZ2 70815.67690000 PA USD 64934.77000000 0.002247888179 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDRF5 384977.68200000 PA USD 344716.49000000 0.011933269695 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.02500000 N N N N N N LIFE FINANCIAL SERVICES TRUST 2022 N/A 53218DAG3 1335000.00000000 PA USD 1298161.61000000 0.044939285034 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.07454930 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBB6 449000.00000000 PA USD 422849.62000000 0.014638053886 Long DBT CORP US N 2 2027-03-15 Fixed 0.02750000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 96950FAM6 1671000.00000000 PA USD 1666809.90000000 0.057701017052 Long DBT CORP US N 2 2024-03-04 Fixed 0.04300000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208FMM9 562.51370000 PA USD 575.08000000 0.000019907909 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335ATJ7 272290.27610000 PA USD 256106.51000000 0.008865801733 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TP60 45.05170000 PA USD 46.17000000 0.000001598296 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 0.07500000 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 26439XAH6 760000.00000000 PA USD 808126.24000000 0.027975419365 Long DBT CORP US N 2 2036-11-03 Fixed 0.06450000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 453140AF2 4751000.00000000 PA USD 4665911.59000000 0.161522825259 Long DBT CORP GB N 2 2025-07-21 Fixed 0.04250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212YGA5 1161.12530000 PA USD 1190.89000000 0.000041225795 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DXG2 171967.67700000 PA USD 150324.32000000 0.005203872470 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GNTT0 34163.64570000 PA USD 33815.41000000 0.001170609527 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XTKB3 23855.56630000 PA USD 23026.82000000 0.000797134054 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M8UV4 120122.65540000 PA USD 122664.50000000 0.004246354911 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.05000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PA3 7000000.00000000 PA USD 7490076.23000000 0.259288726488 Long DBT CORP US N 2 2033-11-17 Variable 0.06270000 N N N N N N BX COML MTG TR 2023-XL3 N/A 12434GAA3 1881000.00000000 PA USD 1882164.34000000 0.065156078493 Long ABS-MBS CORP US N 2 2040-12-09 Variable 0.07121420 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31307RCG8 10546.33790000 PA USD 10125.01000000 0.000350503902 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209SZQ7 651.43770000 PA USD 666.42000000 0.000023069884 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QVXM8 89656.24880000 PA USD 86429.52000000 0.002991985593 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375SJ35 101.42130000 PA USD 104.62000000 0.000003621696 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TG94 35.13990000 PA USD 36.13000000 0.000001250735 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GKK96 5075.61050000 PA USD 5074.25000000 0.000175658535 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7KC2 29202.22250000 PA USD 27357.06000000 0.000947036722 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.03500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JL6 2914000.00000000 PA USD 2859522.65000000 0.098989911920 Long DBT CORP US N 2 2025-03-26 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283GYN1 73.89770000 PA USD 75.08000000 0.000002599092 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 0.08500000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAG2 1500000.00000000 PA USD 1484107.47000000 0.051376290981 Long DBT CORP US N 2 2027-04-01 Fixed 0.04300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DN6H1 1395738.23000000 PA USD 1336104.48000000 0.046252777466 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.04000000 N N N N N N BENCHMARK 2018-B8 MTG TR N/A 08162UAW0 2882896.00000000 PA USD 2722367.99000000 0.094241941935 Long ABS-MBS CORP US N 2 2052-01-15 Fixed 0.04231700 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHT1 5308000.00000000 PA USD 5301365.00000000 0.183520719588 Long DBT UST US N 2 2033-08-15 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402ETE8 46671.39450000 PA USD 46408.06000000 0.001606537291 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 55903VBB8 470000.00000000 PA USD 445931.60000000 0.015437097449 Long DBT CORP US N 2 2029-03-15 Fixed 0.04054000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EJLL0 16936.21700000 PA USD 17513.52000000 0.000606276646 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MHCY7 10265.65390000 PA USD 9465.03000000 0.000327656955 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DV90 613567.16700000 PA USD 547552.74000000 0.018954981001 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3129387E7 42933.02630000 PA USD 43805.26000000 0.001516434510 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J82L3 50624.02160000 PA USD 47897.94000000 0.001658113413 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.03500000 N N N N N N 2024-01-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer