| Government Of The United States Of America 4.125% 31-oct-2029 | 11.10 | 35,090,000 |
| Government Of The United States Of America 3.875% 15-oct-2027 | 5.16 | 16,450,000 |
| Government Of The United States Of America 4.125% 31-oct-2031 | 2.87 | 9,085,000 |
| US TREASURY N 4.625 11/44 | 2.47 | 7,670,000 |
| RCKT MORTGAGE TRUST 2021-5 2021-5 A1 VARIABLE 25/NOV/2051 | 1.85 | 7,133,311 |
| Government Of The United States Of America 4.5% 15-nov-2054 | 1.53 | 4,750,000 |
| BLACKROCK TREASURY TRUST | 1.02 | 3,243,290 |
| Fhlmc 30yr Pool#sd8243 3.500% 01-sep-2052 | 0.96 | 3,344,267 |
| Mswf Commercial Mortgage Trust 2023-2 6.014% 15-dec-2056 | 0.92 | 2,700,000 |
| Fnma 30yr Pool#ma5139 6.000% 01-sep-2053 | 0.91 | 2,832,086 |
| Fnma 30yr Pool#ma4919 5.500% 01-feb-2053 | 0.77 | 2,434,507 |
| Fnma 30yr Pool#ma4492 2.000% 01-dec-2051 | 0.77 | 3,044,114 |
| Fnma 30yr Pool#ma5108 6.000% 01-aug-2053 | 0.73 | 2,273,161 |
| Government Of The United States Of America 4.25% 15-nov-2034 | 0.73 | 2,295,000 |
| Fhlmc 30yr Pool#sd8220 3.000% 01-jun-2052 | 0.72 | 2,622,634 |
| Fnma 30yr Pool#fs8275 5.500% 01-jun-2054 | 0.69 | 2,176,657 |
| Fnma 30yr Pool#ma4626 4.000% 01-jun-2052 | 0.68 | 2,310,654 |
| Bank 2023-bnk46 5.745% 17-aug-2056 | 0.67 | 2,030,000 |
| Drive Auto Receivables Trust 2024-2 4.94% 17-may-2032 | 0.59 | 1,885,000 |
| Bridgecrest Lending Auto Securitization Trust 2024-1 6.03% 15-nov-2029 | 0.48 | 1,500,000 |
| FHLMC STACR REMIC TRUST 2022-HQA1 2022-HQA1 B1 FLOATING 25/MAR/2042 | 0.47 | 1,345,000 |
| FHLMC STACR REMIC TRUST 2020-HQA5 2020-HQA5 B1 FLOATING 25/NOV/2050 | 0.46 | 1,295,000 |
| FNMA CONNECTICUT AVENUE SECURITIES 2021-R02 2B2 FLOATING 25/NOV/2041 | 0.46 | 1,375,000 |
| Bank 2021-bnk35 2.457% 17-jun-2064 | 0.46 | 1,750,000 |
| Subway Funding Series 2024-1 6.505% 30-jul-2054 | 0.46 | 1,410,000 |
| Fhlmc 30yr Pool#sd8257 4.500% 01-oct-2052 | 0.45 | 1,497,196 |
| Flagship Credit Auto Trust 2024-1 6.3% 15-apr-2030 | 0.45 | 1,400,000 |
| Fnma 30yr Pool#fp0087 2.000% 01-oct-2050 | 0.44 | 1,713,039 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-5 2022-5A E 10.45% 15/APR/2030 | 0.43 | 1,265,000 |
| Coty Inc. 4.75% 15-jan-2029 | 0.43 | 1,420,000 |
| ROCK TRUST 2024-CNTR 2024-CNTR E 8.81906% 13/NOV/2041 | 0.43 | 1,300,000 |
| SLG OFFICE TRUST 2021-OVA 2021-OVA A 2.5854% 15/JUL/2041 | 0.40 | 1,459,000 |
| Fhlmc Multifamily Structured P @na @na | 0.40 | 1,260,000 |
| FHLMC STACR REMIC TRUST 2021-DNA5 2021-DNA5 B1 FLOATING 25/JAN/2034 | 0.40 | 1,190,000 |
| FHLMC STACR TRUST 2019-HQA3 2019-HQA3 B2 FLOATING 25/SEP/2049 | 0.39 | 1,090,000 |
| Morgan Stanley Capital I Trust 2014-150e 3.912% 13-sep-2032 | 0.39 | 1,400,000 |
| Kbc Group Nv 4.932% 16-oct-2030 | 0.39 | 1,240,000 |
| Bamll Commercial Mortgage Securities Trust 2016-ubs10 3.0% 16-jul-2049 | 0.38 | 1,380,000 |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R05 2022-R05 2B2 FLOATING 25/APR/2042 | 0.37 | 1,080,000 |
| Flagship Credit Auto Trust 2022-2 5.8% 17-apr-2028 | 0.37 | 1,264,000 |
| Toyota Motor Credit Corporation 4.6% 10-oct-2031 | 0.37 | 1,200,000 |
| Comm 2016-dc2 Mortgage Trust 3.888% 12-feb-2049 | 0.36 | 1,260,000 |
| ALEN 2021-ACEN MORTGAGE TRUST 2021-ACEN A FLOATING 15/APR/2034 | 0.36 | 1,240,000 |
| Bpce Societe Anonyme 2.045% 19-oct-2027 | 0.36 | 1,220,000 |
| CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1 2020-SBT1 1M2 FLOATING 25/FEB/2040 | 0.35 | 1,045,000 |
| Fnma 30yr Pool#fs7645 4.500% 01-jan-2054 | 0.35 | 1,150,973 |
| FHLMC STACR REMIC TRUST 2020-HQA1 2020-HQA1 B2 FLOATING 25/JAN/2050 | 0.34 | 975,000 |
| Nissan Motor Acceptance Co. Llc 1.85% 16-sep-2026 | 0.34 | 1,150,000 |
| Hyatt Hotels Corporation 5.25% 30-jun-2029 | 0.33 | 1,020,000 |
| Citigroup Commercial Mortgage Trust 2018-b2 3.308% 10-mar-2051 | 0.33 | 1,420,000 |
| Delta Airlines Inc. Retirement Plan 4.75% 20-oct-2028 | 0.33 | 1,055,000 |
| Fhlmc 30yr Pool#sd5184 4.000% 01-mar-2053 | 0.32 | 1,076,765 |
| Cooperatieve Rabobank U.a. 3.649% 06-apr-2028 | 0.32 | 1,045,000 |
| Bank 2020-bnk25 2.5% 18-jan-2063 | 0.32 | 1,390,000 |
| Bank 2020-bnk25 3.355% 18-jan-2063 | 0.32 | 1,210,000 |
| FHLMC MULTIFAMILY STRUCTURED CREDIT RISK 2024-MN9 M2 FLOATING 25/OCT/2044 | 0.32 | 1,025,000 |
| General Mills Inc. 5.241% 18-nov-2025 | 0.31 | 980,000 |
| GNMA 2021-97 FA FLOATING 20/JUN/2051 | 0.31 | 1,141,534 |
| FHLMC STACR REMIC TRUST 2022-HQA3 2022-HQA3 M2 FLOATING 25/AUG/2042 | 0.30 | 885,000 |
| Algonquin Power & Utilities Corp. 5.365% 15-jun-2026 | 0.30 | 950,000 |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R08 2022-R08 1B1 FLOATING 25/JUL/2042 | 0.30 | 865,000 |
| Comerica Incorporated 5.982% 30-jan-2030 | 0.30 | 915,000 |
| GSMBS 2022-PJ4 A34 FRN 9/25/2052 | 0.30 | 1,186,219 |
| Jpmcc Commercial Mortgage Securities Trust 2016-jp3 3.421% 17-aug-2049 | 0.29 | 1,080,000 |
| Nationwide Building Society 2.972% 16-feb-2028 | 0.29 | 960,000 |
| Avolon Holdings Funding Ltd. 5.75% 15-nov-2029 | 0.29 | 890,000 |
| Aviation Capital Group Llc 1.95% 30-jan-2026 | 0.29 | 965,000 |
| Aegea Finance Sarl 9.0% 20-jan-2031 | 0.28 | 829,000 |
| Brooklyn Union Gas Co. 4.866% 05-aug-2032 | 0.28 | 910,000 |
| Enel Finance International Nv 5.125% 26-jun-2029 | 0.28 | 890,000 |
| Glp Capital Lp 4.0% 15-jan-2030 | 0.28 | 930,000 |
| Macquarie Airfinance Holdings Ltd. 6.4% 26-mar-2029 | 0.28 | 850,000 |
| Marb Bondco Plc 3.95% 29-jan-2031 | 0.28 | 1,010,000 |
| Santander Holdings Usa Inc. 6.499% 09-mar-2029 | 0.28 | 855,000 |
| Morgan Stanley 2.484% 16-sep-2036 | 0.27 | 1,050,000 |
| Ing Groep N.v. 6.083% 11-sep-2027 | 0.27 | 835,000 |
| Intesa Sanpaolo S.p.a. 7.0% 21-nov-2025 | 0.27 | 830,000 |
| Westpac Banking Corporation 3.02% 18-nov-2036 | 0.27 | 975,000 |
| Gls Auto Receivables Issuer Trust 2021-3 3.2% 16-oct-2028 | 0.27 | 875,000 |
| Fhlmc Remic Series 4725 3.5% 15-nov-2047 | 0.27 | 960,668 |
| FHLMC STACR REMIC TRUST 2021-HQA1 2021-HQA1 B1 FLOATING 25/AUG/2033 | 0.27 | 765,000 |
| Edison International 5.25% 15-mar-2032 | 0.27 | 850,000 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2 2022-2A E 6.34% 15/OCT/2029 | 0.27 | 880,000 |
| Deutsche Bank Ag New York Branch 2.552% 07-jan-2028 | 0.27 | 910,000 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2021-3 2021-3A E 3.04% 15/DEC/2028 | 0.26 | 855,000 |
| CF HIPPOLYTA ISSUER LLC 2020-1 B1 2.28% 15/JUL/2060 | 0.26 | 845,485 |
| Benchmark 2019-b9 Mortgage Trust 4.971% 15-mar-2052 | 0.26 | 985,000 |
| FHLMC STACR REMIC TRUST 2021-DNA5 2021-DNA5 B2 FLOATING 25/JAN/2034 | 0.26 | 730,000 |
| First Horizon Bank 5.75% 01-may-2030 | 0.26 | 811,000 |
| Wells Fargo Commercial Mortgage Trust 2017-c40 2.7% 17-oct-2050 | 0.26 | 1,000,000 |
| Huntsman International Llc 4.5% 01-may-2029 | 0.26 | 865,000 |
| Onemain Finance Corporation 3.5% 15-jan-2027 | 0.26 | 865,000 |
| Puget Energy Inc. 4.224% 15-mar-2032 | 0.25 | 855,000 |
| Host Hotels & Resorts L.p. 5.7% 01-jul-2034 | 0.25 | 785,000 |
| We Soda Investments Holding Plc 9.375% 14-feb-2031 | 0.25 | 765,000 |
| FLAGSHIP CREDIT AUTO TRUST 2021-3 2021-3 E 3.32% 15/DEC/2028 | 0.25 | 890,000 |
| Fnma 30yr Pool#fs9453 4.500% 01-aug-2053 | 0.25 | 822,898 |
| FHLMC STACR REMIC TRUST 2021-HQA1 2021-HQA1 B2 FLOATING 25/AUG/2033 | 0.25 | 720,000 |
| ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B 2024-B G 11.395% 15/SEP/2032 | 0.25 | 800,000 |
| Cantor Fitzgerald 7.2% 12-dec-2028 | 0.25 | 755,000 |
| Capital One Financial Corporation 6.312% 08-jun-2029 | 0.25 | 775,000 |
| CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1 2020-SBT1 2B1 FLOATING 25/FEB/2040 | 0.24 | 715,000 |
| American Homes 4 Rent L.p. 2.375% 15-jul-2031 | 0.24 | 905,000 |
| British Airways Plc 2.9% 15-mar-2035 | 0.24 | 852,420 |
| FHLMC STACR REMIC TRUST 2021-HQA2 2021-HQA2 B1 FLOATING 25/DEC/2033 | 0.24 | 680,000 |
| Flagship Credit Auto Trust 2022-1 3.64% 15-mar-2028 | 0.24 | 780,000 |
| Huntington Bancshares Incorporated 6.141% 18-nov-2039 | 0.24 | 755,000 |
| Lloyds Banking Group Plc 4.582% 10-dec-2025 | 0.24 | 775,000 |
| GNMA 2023-101 KO ZEROCPN 20/JAN/2051 | 0.24 | 1,129,717 |
| Morgan Stanley 5.516% 19-nov-2055 | 0.24 | 745,000 |
| New Economy Assets - Phase 1 Llc @na @na | 0.24 | 865,000 |
| Suzano Austria Gmbh 3.75% 15-jan-2031 | 0.23 | 805,000 |
| Synchrony Bank 5.4% 22-aug-2025 | 0.23 | 715,000 |
| Fifth Third Bancorp 4.772% 28-jul-2030 | 0.23 | 745,000 |
| Flowserve Corporation 3.5% 01-oct-2030 | 0.23 | 795,000 |
| Ford Motor Credit Company Llc 4.125% 17-aug-2027 | 0.23 | 760,000 |
| Barclays Plc 4.375% Perp | 0.23 | 810,000 |
| Agco Corporation 5.8% 21-mar-2034 | 0.23 | 720,000 |
| Amgen Inc. 5.75% 02-mar-2063 | 0.23 | 725,000 |
| Arizona Public Service Company 6.35% 15-dec-2032 | 0.23 | 665,000 |
| CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1 2020-SBT1 1B1 FLOATING 25/FEB/2040 | 0.23 | 685,000 |
| Fhlmc 30yr Pool#ra6622 2.500% 01-jan-2052 | 0.23 | 876,543 |
| Fhlmc 30yr Pool#sd8407 5.000% 01-mar-2054 | 0.22 | 702,398 |
| Comm 2014-ccre15 Mortgage Trust 4.67% 12-feb-2047 | 0.22 | 752,000 |
| Bank Of America Corporation 2.572% 20-oct-2032 | 0.22 | 815,000 |
| Fnma 30yr Pool#ma4562 2.000% 01-mar-2052 | 0.22 | 883,346 |
| FHLMC STACR REMIC TRUST 2020-DNA6 2020-DNA6 B1 FLOATING 25/DEC/2050 | 0.22 | 635,000 |
| FHLMC STACR REMIC TRUST 2020-DNA2 2021-DNA2 B1 FLOATING 25/AUG/2033 | 0.22 | 615,000 |
| Transalta Corporation 7.75% 15-nov-2029 | 0.22 | 665,000 |
| Sealed Air Corporation 6.125% 01-feb-2028 | 0.22 | 685,000 |
| Smithfield Foods Inc. 4.25% 01-feb-2027 | 0.22 | 715,000 |
| GNMA 2023-59 YC VARIABLE 20/SEP/2051 | 0.22 | 634,061 |
| JPMMT 2024-INV1 A4 FRN 4/25/2055 | 0.22 | 680,000 |
| Keybank National Association 4.9% 08-aug-2032 | 0.22 | 720,000 |
| Hillenbrand Inc. 6.25% 15-feb-2029 | 0.22 | 675,000 |
| Huntington National Bank 5.65% 10-jan-2030 | 0.21 | 631,000 |
| Huntington Bancshares Incorporated 5.709% 02-feb-2035 | 0.21 | 650,000 |
| Jetblue Airways Corporation 2.75% 15-may-2032 | 0.21 | 745,286 |
| Government Of Colombia 7.5% 02-feb-2034 | 0.21 | 660,000 |
| Starwood Property Trust Inc. 4.375% 15-jan-2027 | 0.21 | 680,000 |
| Gls Auto Receivables Issuer Trust 2024-3 5.53% 18-feb-2031 | 0.21 | 660,000 |
| GNMA 2021-96 FG FLOATING 20/JUN/2051 | 0.21 | 743,888 |
| Bank 2019-bnk19 4.027% 17-aug-2061 | 0.21 | 840,000 |
| AMSR 2020-SFR3 B 1.806 9/17/2037 | 0.20 | 660,000 |
| Australia & New Zealand Banking (new York Branch) 5.731% 18-sep-2034 | 0.20 | 610,000 |
| Baltimore Gas And Electric Company 4.55% 01-jun-2052 | 0.20 | 720,000 |
| Beacon Funding Trust 6.266% 15-aug-2054 | 0.20 | 610,000 |
| Fhlmc 30yr Pool#sd5040 5.500% 01-mar-2054 | 0.20 | 622,356 |
| Fnma 30yr Pool#fs7587 5.500% 01-apr-2054 | 0.20 | 633,967 |
| Fnma 30yr Pool#fs3603 5.500% 01-aug-2053 | 0.20 | 621,347 |
| Time Warner Cable Inc. 6.75% 15-jun-2039 | 0.20 | 635,000 |
| Ubs Group Ag 4.375% Perp | 0.20 | 740,000 |
| OBX 2022-J1 A14 FRN 2/25/2052 | 0.20 | 785,471 |
| GNMA 2023-66 MP FLOATING 20/MAY/2053 | 0.19 | 644,133 |
| Lloyds Banking Group Plc 4.65% 24-mar-2026 | 0.19 | 590,000 |
| Fnma 30yr Pool#fs5758 6.000% 01-sep-2053 | 0.19 | 578,811 |
| GNMA 2021-83 FM FLOATING 20/MAY/2051 | 0.19 | 724,487 |
| BMO 2022-C1 MORTGAGE TRUST 2022-C1 111A VARIABLE 17/FEB/2055 | 0.19 | 715,000 |
| Avolon Holdings Funding Ltd. 2.125% 21-feb-2026 | 0.19 | 615,000 |
| Arizona Public Service Company 5.7% 15-aug-2034 | 0.19 | 575,000 |
| BAHA TRUST 2024-MAR 2024-MAR C VARIABLE 10/DEC/2029 | 0.18 | 565,000 |
| GNMA 2021-188 IO 2.5% 20/OCT/2051 | 0.18 | 3,460,322 |
| GNMA 2019-97 FG FLOATING 20/AUG/2049 | 0.18 | 648,338 |
| Fnma 30yr Pool#ma4918 5.000% 01-feb-2053 | 0.18 | 594,239 |
| LADAR 2024-3A D 5.18 2/17/2032 | 0.18 | 590,000 |
| GNMA 2023-66 OQ ZEROCPN 20/JUL/2052 | 0.18 | 715,399 |
| Reworld Holding Corporation 4.875% 01-dec-2029 | 0.18 | 616,000 |
| Teva Pharmaceutical Finance Netherlands Iii Bv 4.75% 09-may-2027 | 0.18 | 575,000 |
| Societe Generale Sa 5.375% Perp | 0.18 | 675,000 |
| Ubs Group Ag 6.442% 11-aug-2028 | 0.18 | 550,000 |
| Wells Fargo Commercial Mortgage Trust 2016-nxs6 3.059% 18-nov-2049 | 0.17 | 630,000 |
| GNMA 2023-60 ES FLOATING 20/APR/2053 | 0.17 | 571,156 |
| Fnma 30yr Pool#ma5353 5.500% 01-may-2054 | 0.17 | 545,985 |
| FHLMC STACR REMIC TRUST 2020-DNA2 2021-DNA2 B2 FLOATING 25/AUG/2033 | 0.17 | 445,000 |
| General Motors Financial Company Inc. 2.35% 08-jan-2031 | 0.17 | 640,000 |
| GNMA 2020-5 FA FLOATING 20/JAN/2050 | 0.17 | 601,623 |
| Aep Texas Inc. 3.45% 15-may-2051 | 0.17 | 745,000 |
| Bank Of America Corporation 2.687% 22-apr-2032 | 0.17 | 605,000 |
| Dbjpm 2016-c1 Mortgage Trust 3.317% 12-may-2049 | 0.17 | 605,000 |
| Dell International Llc 3.375% 15-dec-2041 | 0.16 | 650,000 |
| Deutsche Bank Ag New York Branch 3.729% 14-jan-2032 | 0.16 | 570,000 |
| Dow Chemical Company 5.6% 15-feb-2054 | 0.16 | 490,000 |
| Fhlmc Remic Series 4710 3.5% 15-aug-2047 | 0.16 | 541,117 |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 2021-R03 1B2 FLOATING 25/DEC/2041 | 0.16 | 485,000 |
| Barclays Plc 4.942% 10-sep-2030 | 0.16 | 515,000 |
| Abn Amro Bank N.v. 5.515% 03-dec-2035 | 0.16 | 500,000 |
| Avolon Holdings Funding Ltd. 2.875% 15-feb-2025 | 0.16 | 525,000 |
| FHLMC REMICS 5328 JY 0.25% 25/SEP/2050 | 0.16 | 729,869 |
| GNMA 2023-55 CG VARIABLE 20/JUL/2051 | 0.16 | 468,405 |
| GNMA 2023-55 LB VARIABLE 20/NOV/2051 | 0.16 | 437,454 |
| United Rentals (north America) Inc. 3.875% 15-feb-2031 | 0.16 | 555,000 |
| Truist Financial Corporation 5.153% 05-aug-2032 | 0.16 | 515,000 |
| New Economy Assets - Phase 1 Llc @na @na | 0.16 | 550,000 |
| Natwest Group Plc 3.073% 22-may-2028 | 0.16 | 520,000 |
| Morgan Stanley 2.511% 20-oct-2032 | 0.16 | 595,000 |
| Marriott International Inc. 3.125% 15-jun-2026 | 0.15 | 490,000 |
| STACR TRUST 2018-HRP1 2018-HRP1 B2 FLOATING 25/MAY/2043 | 0.15 | 399,232 |
| GNMA 2024-29 B VARIABLE 16/AUG/2064 | 0.15 | 635,000 |
| Keybank National Association 4.15% 08-aug-2025 | 0.15 | 485,000 |
| Invitation Homes Operating Partnership Lp 2.0% 15-aug-2031 | 0.15 | 585,000 |
| FHLMC STACR REMIC TRUST 2021-HQA2 2021-HQA2 B2 FLOATING 25/DEC/2033 | 0.15 | 410,000 |
| GNMA 2019-159 P 2.5% 20/SEP/2049 | 0.15 | 563,038 |
| Australia And New Zealand Banking Group Limited 5.204% 30-sep-2035 | 0.15 | 480,000 |
| Ally Financial Inc. 6.992% 13-jun-2029 | 0.15 | 465,000 |
| Benchmark 2018-b3 Mortgage Trust 4.554% 12-apr-2051 | 0.15 | 550,000 |
| Bridgecrest Lending Auto Securitization Trust 2023-1 7.84% 15-aug-2029 | 0.15 | 435,000 |
| Canadian Imperial Bank Of Commerce 3.3% 07-apr-2025 | 0.15 | 465,000 |
| CF HIPPOLYTA ISSUER LLC 2020-1 A2 1.99% 15/JUL/2060 | 0.15 | 544,586 |
| Citigroup Inc. 2.52% 03-nov-2032 | 0.15 | 560,000 |
| CF HIPPOLYTA ISSUER LLC 2020-1 B2 2.6% 15/JUL/2060 | 0.14 | 512,688 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-3 2022-3A E 9.09% 15/JAN/2030 | 0.14 | 435,000 |
| Eversource Energy 5.95% 15-jul-2034 | 0.14 | 430,000 |
| Air Lease Corporation 3.25% 01-mar-2025 | 0.14 | 460,000 |
| GLS AUTO RECEIVABLES ISSUER TRUST 2022-3 2022-3A E 8.35% 15/OCT/2029 | 0.14 | 425,000 |
| Ford Credit Auto Owner Trust 2023-rev1 6.26% 15-aug-2035 | 0.14 | 425,000 |
| Ford Motor Credit Company Llc 6.95% 06-mar-2026 | 0.14 | 435,000 |
| FHLMC STRIPS 402 PO ZEROCPN 25/SEP/2053 | 0.14 | 520,203 |
| Fifth Third Bancorp 4.895% 06-sep-2030 | 0.14 | 455,000 |
| Ing Groep N.v. 5.55% 19-mar-2035 | 0.14 | 425,000 |
| Lyb International Finance Iii Llc 3.8% 01-oct-2060 | 0.14 | 645,000 |
| Studio City Finance Limited 5.0% 15-jan-2029 | 0.14 | 490,000 |
| Nomura Holdings Inc. 5.099% 03-jul-2025 | 0.14 | 440,000 |
| Virginia Electric And Power Company 4.625% 15-may-2052 | 0.14 | 500,000 |
| Puget Sound Energy Inc. 5.685% 15-jun-2054 | 0.13 | 395,000 |
| Onemain Finance Corporation 7.5% 15-may-2031 | 0.13 | 395,000 |
| MORGAN STANLEY CAPITAL I TRUST 2015-420 2015-420 A 3.727% 12/OCT/2050 | 0.13 | 440,466 |
| Mswf Commercial Mortgage Trust 2023-2 6.491% 15-dec-2056 | 0.13 | 395,000 |
| Subway Funding Series 2024-3 0.0% 30-jul-2054 | 0.13 | 405,000 |
| Starwood Property Trust Inc. 6.0% 15-apr-2030 | 0.13 | 425,000 |
| M&t Bank Corporation 6.082% 13-mar-2032 | 0.13 | 410,000 |
| FHLMC STACR REMIC TRUST 2023-HQA1 2023-HQA1 M2 FLOATING 25/MAY/2043 | 0.13 | 385,000 |
| Fnma 30yr Pool#fs5641 6.000% 01-aug-2053 | 0.13 | 419,154 |
| Ford Motor Credit Company Llc 7.2% 10-jun-2030 | 0.13 | 390,000 |
| GNMA 2020-1 YF FLOATING 20/JAN/2050 | 0.13 | 470,845 |
| GNMA 2021-140 GF FLOATING 20/AUG/2051 | 0.13 | 503,577 |
| At&t Inc. 3.5% 15-sep-2053 | 0.13 | 585,000 |
| Bnp Paribas Sa 3.052% 13-jan-2031 | 0.13 | 440,000 |
| Cd 2017-cd4 Mortgage Trust 3.3% 12-may-2050 | 0.13 | 495,000 |
| Citizens Financial Group Inc. 3.25% 30-apr-2030 | 0.13 | 445,000 |
| Citigroup Inc. 5.411% 19-sep-2039 | 0.12 | 400,000 |
| Cfcre 2016-c3 Mortgage Trust 3.052% 10-jan-2048 | 0.12 | 420,000 |
| Citigroup Commercial Mortgage Trust 2015-gc35 4.072% 13-nov-2048 | 0.12 | 395,000 |
| Cd 2017-cd4 Mortgage Trust 4.349% 12-may-2050 | 0.12 | 430,000 |
| Credit Agricole S.a. 4.75% Perp | 0.12 | 440,000 |
| DROP MORTGAGE TRUST 2021-FILE 2021-FILE A FLOATING 15/OCT/2043 | 0.12 | 400,000 |
| Fhlmc 30yr Pool#ra8647 4.500% 01-may-2053 | 0.12 | 398,772 |
| BX COMMERCIAL MORTGAGE TRUST 2024-BRBK 2024-BRBK D FLOATING 15/OCT/2041 | 0.12 | 385,000 |
| BAHA TRUST 2024-MAR 2024-MAR B VARIABLE 10/DEC/2029 | 0.12 | 375,000 |
| Freddie Mac Gold Macs Series 272 0.0% 15-aug-2042 | 0.12 | 498,230 |
| FNMA REMICS 2023-24 OQ ZEROCPN 25/JUL/2054 | 0.12 | 469,727 |
| FHLMC STACR REMIC TRUST 2020-DNA2 2020-DNA2 B2 FLOATING 25/FEB/2050 | 0.12 | 365,000 |
| FHLMC REMICS 5351 DO ZEROCPN 25/SEP/2053 | 0.12 | 469,319 |
| Jpmdb Commercial Mortgage Securities Trust 2017-c7 4.177% 17-oct-2050 | 0.12 | 415,000 |
| Indianapolis Power & Light Company 5.65% 01-dec-2032 | 0.12 | 370,000 |
| Sg Commercial Mortgage Securities Trust 2016-c5 3.933% 13-oct-2048 | 0.12 | 400,000 |
| Onemain Direct Auto Receivables Trust 2019-1 4.68% 14-apr-2031 | 0.12 | 385,000 |
| Wells Fargo Commercial Mortgage Trust 2019-c51 4.289% 17-jun-2052 | 0.12 | 460,000 |
| Service Corporation International 3.375% 15-aug-2030 | 0.11 | 390,000 |
| Subway Funding Series 2024-3 0.0% 30-jul-2054 | 0.11 | 340,000 |
| Ubs Commercial Mortgage Trust 2018-c9 4.946% 17-mar-2051 | 0.11 | 440,000 |
| Keycorp 6.401% 06-mar-2035 | 0.11 | 320,000 |
| Lloyds Banking Group Plc 4.976% 11-aug-2033 | 0.11 | 355,000 |
| GNR 2022-113 Z 2 9/16/2061 | 0.11 | 629,687 |
| FHLMC REMICS 5363 PO ZEROCPN 25/DEC/2053 | 0.11 | 407,282 |
| General Motors Financial Company Inc. 4.3% 06-apr-2029 | 0.11 | 365,000 |
| Aadvantage Loyalty Ip Ltd. 5.75% 20-apr-2029 | 0.11 | 355,000 |
| Ally Financial Inc. 8.0% 01-nov-2031 | 0.11 | 300,000 |
| Benchmark 2019-b14 Mortgage Trust 3.772% 15-dec-2062 | 0.11 | 450,000 |
| Berry Global Inc. 4.875% 15-jul-2026 | 0.11 | 352,000 |
| Bayview Opportunity Master Fund Vii 2024-edu 1 Llc 7.08% 25-jun-2047 | 0.11 | 354,118 |
| CSMC 2021-NQM2 2021-NQM2 A1 VARIABLE 25/FEB/2066 | 0.11 | 392,719 |
| Commonwealth Edison Company 5.3% 01-feb-2053 | 0.11 | 335,000 |
| CF HIPPOLYTA ISSUER LLC 2021-1A B1 1.98% 15/MAR/2061 | 0.11 | 362,842 |
| Comm 2012 Ccre4 Mortgage Trust 3.251% 17-oct-2045 | 0.11 | 390,000 |
| Fhlmc 30yr Pool#sd3392 5.500% 01-jul-2053 | 0.10 | 308,132 |
| Bnp Paribas Sa 4.625% Perp | 0.10 | 350,000 |
| American Water Capital Corp. 3.25% 01-jun-2051 | 0.10 | 460,000 |
| Alexandria Real Estate Equities Inc. 3.375% 15-aug-2031 | 0.10 | 360,000 |
| Autonation Inc. 4.75% 01-jun-2030 | 0.10 | 313,000 |
| FNMA REMICS 2021-95 KI 2.5% 25/APR/2051 | 0.10 | 2,399,651 |
| FNMA INTEREST STRIP 429 C5 3% 25/OCT/2052 | 0.10 | 1,968,154 |
| FHLMC REMICS 5304 UB 4% 25/FEB/2052 | 0.10 | 348,637 |
| FHLMC REMICS 5092 XA 1% 15/JAN/2041 | 0.10 | 389,800 |
| FHLMC REMICS 5013 DI 3% 25/SEP/2050 | 0.10 | 1,674,852 |
| Fnma 30yr Pool#cb3155 2.000% 01-mar-2052 | 0.10 | 383,750 |
| Government Of The United States Of America 4.125% 31-oct-2026 | 0.10 | 315,000 |
| Jp Morgan Chase Commercial Mortgage Securities Trust 2021-2nu 2.076% 09-jan-2040 | 0.10 | 375,000 |
| Msci Inc. 3.25% 15-aug-2033 | 0.10 | 360,000 |
| Macquarie Group Limited 4.098% 21-jun-2028 | 0.09 | 295,000 |
| Ubs Group Ag 1.364% 30-jan-2027 | 0.09 | 285,000 |
| Southern California Edison Company 5.7% 01-mar-2053 | 0.09 | 270,000 |
| GNMA 2023-38 WT VARIABLE 20/DEC/2051 | 0.09 | 283,253 |
| Virginia Electric And Power Company 5.45% 01-apr-2053 | 0.09 | 280,000 |
| FHLMC REMICS 5315 OQ ZEROCPN 25/JAN/2055 | 0.09 | 355,956 |
| GNMA 2021-57 SD FLOATING 20/MAR/2051 | 0.09 | 2,129,669 |
| BBCMS 2018-TALL MORTGAGE TRUST 2018-TALL C FLOATING 15/MAR/2037 | 0.09 | 325,000 |
| Benchmark 2019-b11 Mortgage Trust 3.542% 17-may-2052 | 0.09 | 315,000 |
| Carrier Global Corporation 2.722% 15-feb-2030 | 0.09 | 310,000 |
| CONE 2024-DFW1 D FRN 8/15/2041 | 0.09 | 270,000 |
| Commonwealth Edison Company 5.65% 01-jun-2054 | 0.08 | 240,000 |
| Exeter Automobile Receivables Trust 2023-4 6.95% 17-dec-2029 | 0.08 | 260,000 |
| Boston Gas Co. 3.757% 16-mar-2032 | 0.08 | 275,000 |
| Bpce Societe Anonyme 6.714% 19-oct-2029 | 0.08 | 250,000 |
| Brooklyn Union Gas Co. 6.388% 15-sep-2033 | 0.08 | 225,000 |
| American Airlines Inc. 3.85% 15-feb-2028 | 0.08 | 279,655 |
| Aep Texas Inc. 5.25% 15-may-2052 | 0.08 | 260,000 |
| GNMA 2021-47 IO VARIABLE 16/MAR/2061 | 0.08 | 3,523,601 |
| GNMA 2021-57 SA FLOATING 20/MAR/2051 | 0.08 | 2,032,881 |
| FHLMC REMICS 5351 EO ZEROCPN 25/OCT/2053 | 0.08 | 313,521 |
| FHLMC REMICS 5471 SK FLOATING 25/AUG/2054 | 0.08 | 6,290,000 |
| FNMA INTEREST STRIP 426 C32 1.5% 25/FEB/2052 | 0.08 | 2,710,119 |
| Wells Fargo Commercial Mortgage Trust 2016-c36 4.115% 18-nov-2059 | 0.08 | 300,000 |
| United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-oct-2027 | 0.08 | 243,389 |
| GNMA 2023-114 MO ZEROCPN 20/AUG/2053 | 0.08 | 289,420 |
| GNR 2023-56 SK FRN 4/20/2051 | 0.08 | 2,324,407 |
| GNMA 2023-81 LA 5% 20/JUN/2052 | 0.08 | 269,741 |
| Hpefs Equipment Trust 2024-1 5.82% 20-nov-2031 | 0.08 | 260,000 |
| Lloyds Banking Group Plc 5.721% 05-jun-2030 | 0.08 | 260,000 |
| TAH 2020-SFR1 A 1.499 7/17/2038 | 0.08 | 268,169 |
| Teva Pharmaceutical Finance Netherlands Iii Bv 3.15% 01-oct-2026 | 0.08 | 250,000 |
| Mileage Plus Holdings Llc 6.5% 20-jun-2027 | 0.08 | 266,750 |
| Natwest Group Plc 5.778% 01-mar-2035 | 0.08 | 260,000 |
| OBX 2019-INV2 A5 FRN 5/27/2049 | 0.08 | 287,627 |
| Santander Holdings Usa Inc. 6.342% 31-may-2035 | 0.07 | 205,000 |
| Southern California Gas Company 6.35% 15-nov-2052 | 0.07 | 200,000 |
| GNMA 2023-159 CI VARIABLE 16/JUL/2065 | 0.07 | 2,871,649 |
| GNMA 2023-53 PO ZEROCPN 20/APR/2053 | 0.07 | 268,496 |
| GNMA 2022-69 FA FLOATING 20/APR/2052 | 0.07 | 225,380 |
| Fnma 30yr Pool#fm5299 3.500% 01-nov-2050 | 0.07 | 238,439 |
| FHLMC REMICS 5326 QO ZEROCPN 25/SEP/2050 | 0.07 | 346,303 |
| FHLMC REMICS 4993 KS FLOATING 25/JUL/2050 | 0.07 | 1,464,828 |
| GNMA 2019-106 FA FLOATING 20/AUG/2049 | 0.07 | 250,646 |
| GNMA 2019-128 KF FLOATING 20/OCT/2049 | 0.07 | 251,912 |
| GNMA 2019-128 YF FLOATING 20/OCT/2049 | 0.07 | 255,556 |
| GNMA 2019-92 GF FLOATING 20/JUL/2049 | 0.07 | 237,695 |
| American Airlines Inc. 3.95% 11-jan-2030 | 0.07 | 241,900 |
| Banco Santander S.a. 6.35% 14-mar-2034 | 0.07 | 200,000 |
| Bank 2017-bnk7 3.983% 17-sep-2060 | 0.07 | 245,000 |
| Fhlmc 30yr Pool#sd4026 6.000% 01-oct-2053 | 0.07 | 212,529 |
| Fhlmc 30yr Pool#sd4268 6.000% 01-nov-2053 | 0.07 | 207,222 |
| Fhlmc 30yr Pool#sd8215 4.000% 01-may-2052 | 0.07 | 246,060 |
| Eli Lilly And Company 4.95% 27-feb-2063 | 0.07 | 225,000 |
| Ecolab Inc. 2.75% 18-aug-2055 | 0.07 | 375,000 |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R02 2024-R02 1B1 FLOATING 25/FEB/2044 | 0.07 | 220,000 |
| Dt Auto Owner Trust 2021-4 1.99% 15-sep-2027 | 0.06 | 180,000 |
| Athene Holding Ltd. 6.625% 15-oct-2054 | 0.06 | 185,000 |
| Aercap Ireland Capital Dac 3.0% 29-oct-2028 | 0.06 | 200,000 |
| Barclays Plc 8.0% Perp | 0.06 | 195,000 |
| GNMA 2021-179 SA FLOATING 20/NOV/2050 | 0.06 | 1,340,962 |
| GNMA 2021-97 SM FLOATING 20/JUN/2051 | 0.06 | 1,211,305 |
| GNMA 2021-146 IN 3.5% 20/AUG/2051 | 0.06 | 1,084,273 |
| GNMA 2021-1 IT 3% 20/JAN/2051 | 0.06 | 1,264,483 |
| FHLMC REMICS 5149 LI 2.5% 25/OCT/2051 | 0.06 | 1,639,615 |
| Fnma 30yr Pool#fs6211 6.000% 01-nov-2053 | 0.06 | 197,016 |
| GNMA 2023-172 IO VARIABLE 16/FEB/2066 | 0.06 | 1,965,709 |
| Gnma Remic Trust 2020-146 2.5% 20-oct-2050 | 0.06 | 1,413,632 |
| Owens Corning 4.4% 30-jan-2048 | 0.06 | 230,000 |
| Nordea Bank Abp 6.3% Perp | 0.06 | 210,000 |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 2020-01 CE FLOATING 25/M | 0.06 | 200,000 |
| STIFEL SBA IO TRUST SERIES 2024-1 2024-1A A2 VARIABLE 25/JUN/2050 | 0.05 | 4,596,808 |
| Societe Generale Sa 4.75% Perp | 0.05 | 155,000 |
| Smithfield Foods Inc. 3.0% 15-oct-2030 | 0.05 | 170,000 |
| GNMA 2023-194 CI VARIABLE 16/OCT/2065 | 0.05 | 2,221,371 |
| GNMA 2022-137 S FLOATING 20/JUL/2051 | 0.05 | 1,189,777 |
| Wfrbs Commercial Mortgage Trust 2014-c21 3.891% 16-aug-2047 | 0.05 | 152,124 |
| FHLMC REMICS 5070 PI 3% 25/AUG/2050 | 0.05 | 826,310 |
| FHLMC REMICS 5191 IO 3.5% 25/SEP/2050 | 0.05 | 859,547 |
| FHLMC STACR REMIC TRUST 2022-HQA2 2022-HQA2 M2 FLOATING 25/JUL/2042 | 0.05 | 155,000 |
| GNMA 2021-122 HS FLOATING 20/JUL/2051 | 0.05 | 1,124,834 |
| GNMA 2021-164 IO VARIABLE 16/OCT/2063 | 0.05 | 2,003,151 |
| Fnma Remic Trust 2021-08 3.5% 25-mar-2051 | 0.05 | 706,555 |
| Bank Of America Corporation 3.384% 02-apr-2026 | 0.05 | 155,000 |
| Fhlmc 30yr Pool#sd3770 2.500% 01-mar-2052 | 0.05 | 196,855 |
| Fhlmc 30yr Pool#sd4471 6.500% 01-dec-2053 | 0.04 | 109,219 |
| Delta Airlines Inc. Retirement Plan 4.5% 20-oct-2025 | 0.04 | 117,501 |
| Cvs Health Corporation 5.926% 10-jan-2034 | 0.04 | 114,915 |
| ABMT 2015-5 B3 FRN 7/25/2045 | 0.04 | 155,279 |
| Bank 2019-bnk20 3.646% 15-sep-2062 | 0.04 | 180,000 |
| FNMA REMICS 2021-34 MI 2.5% 25/MAR/2051 | 0.04 | 864,440 |
| FNMA REMICS 2022-10 SA FLOATING 25/FEB/2052 | 0.04 | 793,908 |
| Freddie Mac Gold Macs Series 311 0.0% 15-aug-2043 | 0.04 | 153,262 |
| GNMA 2020-146 SA FLOATING 20/OCT/2050 | 0.04 | 854,451 |
| Ford Credit Auto Owner Trust 2021-rev2 2.6% 15-may-2034 | 0.04 | 130,000 |
| GNMA 2020-175 CS FLOATING 20/NOV/2050 | 0.04 | 953,052 |
| GNMA 2020-34 SC FLOATING 20/MAR/2050 | 0.04 | 923,779 |
| FHLMC REMICS 5040 IO 3.5% 25/NOV/2050 | 0.04 | 719,704 |
| Gnma Remic Trust 2021-067 3.0% 20-apr-2051 | 0.04 | 732,177 |
| GNMA 2023-86 SE FLOATING 20/SEP/2050 | 0.04 | 822,247 |
| Jpmcc Commercial Mortgage Securities Trust 2019-cor5 3.0% 14-jun-2052 | 0.04 | 155,000 |
| SEQUOIA MORTGAGE TRUST 2021-4 2021-4 AIO1 VARIABLE 25/JUN/2051 | 0.04 | 13,768,542 |
| Ubs Group Ag 4.875% Perp | 0.04 | 150,000 |
| Nstar Electric Company 4.95% 15-sep-2052 | 0.04 | 135,000 |
| Home Partners Of America 2021-2 Trust 2.302% 17-dec-2038 | 0.03 | 96,056 |
| GNR 2021-42 BI 2.5 3/20/2051 | 0.03 | 573,704 |
| GNR 2021-49 SB FRN 3/20/2051 | 0.03 | 776,173 |
| GNMA 2022-34 HS FLOATING 20/FEB/2052 | 0.03 | 2,235,077 |
| GNMA 2022-185 DI VARIABLE 16/OCT/2065 | 0.03 | 1,302,696 |
| GNMA 2022-107 SA FLOATING 20/JUN/2052 | 0.03 | 5,973,651 |
| FHLMC REMICS 4994 TS FLOATING 25/JUL/2050 | 0.03 | 758,340 |
| GNMA 2020-189 SU FLOATING 20/DEC/2050 | 0.03 | 599,845 |
| GNMA 2021-1 PI 2.5% 20/DEC/2050 | 0.03 | 740,338 |
| GNMA 2021-98 IN 3% 20/JUN/2051 | 0.03 | 581,443 |
| GNMA 2021-46 TS FLOATING 20/MAR/2051 | 0.03 | 676,036 |
| GNMA 2020-168 IA VARIABLE 16/DEC/2062 | 0.03 | 1,512,957 |
| FNMA REMICS 2021-40 SI FLOATING 25/SEP/2047 | 0.03 | 966,136 |
| FNMA REMICS 2019-32 SB FLOATING 25/JUN/2049 | 0.03 | 1,006,408 |
| FNMA REMICS 2020-70 SD FLOATING 25/OCT/2050 | 0.03 | 789,987 |
| FNMA REMICS 2021-12 JI 2.5% 25/MAR/2051 | 0.03 | 607,706 |
| FNMA REMICS 2016-19 SD FLOATING 25/APR/2046 | 0.03 | 1,366,513 |
| Csail 2015-c3 Commercial Mortgage Trust 3.718% 17-aug-2048 | 0.03 | 100,000 |
| CAS 2022-R07 1M2 FRN 6/25/2042 | 0.03 | 100,000 |
| FNMA REMICS 2016-57 SN FLOATING 25/JUN/2046 | 0.02 | 589,274 |
| FNR 2021-34 IS FRN 11/25/2042 | 0.02 | 2,459,794 |
| GNMA 2021-46 QS FLOATING 20/MAR/2051 | 0.02 | 528,639 |
| GNMA 2021-97 SA FLOATING 20/JUN/2051 | 0.02 | 4,392,418 |
| GNMA 2021-205 DS FLOATING 20/NOV/2051 | 0.02 | 3,082,175 |
| FHLMC REMICS 5031 IQ 2.5% 25/OCT/2050 | 0.02 | 494,378 |
| FHLMC REMICS 5038 IB 2.5% 25/OCT/2050 | 0.02 | 486,248 |
| Fnma 30yr Pool#fs6542 6.500% 01-dec-2053 | 0.02 | 61,754 |
| FHLMC STRIPS 311 S1 FLOATING 15/AUG/2043 | 0.02 | 776,727 |
| GNMA 2022-24 SC FLOATING 20/FEB/2052 | 0.02 | 13,507,813 |
| GNMA 2023-80 SA FLOATING 20/JUN/2053 | 0.02 | 2,692,332 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A | 0.02 | 61,221 |
| NAVSL 2021-A B 2.24 5/15/2069 | 0.02 | 100,000 |
| GNMA 2022-78 S FLOATING 20/APR/2052 | 0.01 | 1,159,706 |
| GNMA 2022-87 SA FLOATING 20/MAY/2052 | 0.01 | 2,365,558 |
| WAMU 2004-AR13 A2B FRN 11/25/2034 | 0.01 | 45,345 |
| FHLMC REMICS 5021 SA FLOATING 25/OCT/2050 | 0.01 | 788,047 |
| GNMA 2021-29 AS FLOATING 20/FEB/2051 | 0.01 | 2,163,365 |
| GNMA 2020-129 SB FLOATING 20/SEP/2050 | 0.01 | 1,758,226 |
| GNMA 2021-158 SB FLOATING 20/SEP/2051 | 0.01 | 958,027 |
| GNMA 2021-16 AS FLOATING 20/JAN/2051 | 0.01 | 2,260,345 |
| GNMA 2022-1 IA 2.5% 20/JUN/2050 | 0.01 | 351,363 |
| GNMA 2021-74 HI 3% 20/APR/2051 | 0.01 | 170,629 |
| FNMA REMICS 2021-54 HI 2.5% 25/JUN/2051 | 0.01 | 180,299 |
| COUNTRYWIDE HOME LOANS CWHL 2005 9 1A1 | 0.01 | 36,514 |
| BAYVIEW COMMERCIAL ASSET TRUST 2006-4 2006-4A A1 FLOATING 25/DEC/2036 | 0.01 | 43,325 |
| FNMA REMICS 2022-5 SN FLOATING 25/FEB/2052 | 0.00 | 363,118 |
| GNMA 2020-1 YS FLOATING 20/JAN/2050 | 0.00 | 1,297,734 |
| GNMA 2019-136 YS FLOATING 20/NOV/2049 | 0.00 | 280,341 |
| GNMA 2021-64 GS FLOATING 20/APR/2051 | 0.00 | 353,288 |
| GNMA 2021-64 SG FLOATING 20/APR/2051 | 0.00 | 789,702 |
| GNMA 2022-101 SB FLOATING 20/JUN/2052 | 0.00 | 1,183,318 |
| GNMA 2021-46 BS FLOATING 20/MAR/2051 | 0.00 | 2,076,823 |
| GNMA 2021-226 SA FLOATING 20/DEC/2051 | 0.00 | 1,547,883 |
| FHLMC REMICS 5092 SH FLOATING 25/FEB/2051 | 0.00 | 689,102 |
| FHLMC REMICS 5187 SA FLOATING 25/JAN/2052 | 0.00 | 602,083 |
| US ULTRA BOND CBT Mar25 | 0.00 | 50 |
| GNMA 2022-19 SG FLOATING 20/JAN/2052 | 0.00 | 1,511,362 |
| US 10YR NOTE (CBT)Mar25 | 0.00 | -32 |
| US 10yr Ultra Fut Mar25 | 0.00 | 30 |
| US 2YR NOTE (CBT) Mar25 | 0.00 | -90 |
| US 5YR NOTE (CBT) Mar25 | 0.00 | 63 |
| US LONG BOND(CBT) Mar25 | 0.00 | 62 |
