NPORT-P false 0001627853 XXXXXXXX S000048321 C000152592 C000152593 SEI CATHOLIC VALUES TRUST 811-23015 0001627853 549300HNHS8PWODW1A40 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 Catholic Values Fixed Income Fund S000048321 549300PGEESYEMTFDK65 2027-02-28 2026-05-31 N 261966535.08 36864299.93 225102235.15 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 336585.20000000 AUD EUR GBP TRY USD N Bloomberg US Aggregate Bond Index (USD) LEH_AGG PACIFIC NATIONAL FINANCE PTY LTD 213800SSTRDXLWWVF948 Q72457AB2 100000.00000000 PA 66370.47000000 0.029484589504 Long DBT NUSS AU N 2 2029-09-24 Fixed 3.70000000 N N N N N N LIGHTPATH FIBER ISSUER LLC N/A 53229YAA7 220000.00000000 PA USD 219822.42000000 0.097654481242 Long ABS-MBS US Y 2 2056-03-25 Fixed 5.59700000 N N N N N N Government National Mortgage Association 2 N/A 36179VN48 69514.99000000 PA USD 63668.17000000 0.028284112753 Long DBT USGA US N 2 2050-06-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XRX34 641848.91000000 PA USD 605604.06000000 0.269035116242 Long DBT USGA US N 2 2037-04-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4DE3 151775.99000000 PA USD 136089.97000000 0.060456960771 Long DBT USGA US N 2 2047-04-01 Fixed 3.00000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XDP8 553000.00000000 PA USD 525877.69000000 0.233617267127 Long DBT CORP US N 2 2028-10-15 Fixed 2.40000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 20000.00000000 PA USD 18462.65000000 0.008201895457 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N ATLAS WAREHOUSE LENDING COMPANY, L.P. 25490068J12A1HV7YM70 049463AF9 651000.00000000 PA USD 642954.90000000 0.285627950149 Long DBT CORP US N 2 2028-11-15 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL52 1176156.43000000 PA USD 1003997.78000000 0.446018574329 Long DBT USGA US N 2 2051-11-01 Fixed 2.50000000 N N N N N N HOMES TRUST N/A 43761CAA0 191658.51000000 PA USD 192629.66000000 0.085574299105 Long ABS-MBS US Y 2 2069-10-25 Fixed 5.71700000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKP3 100000.00000000 PA USD 99966.95000000 0.044409576801 Long DBT CORP US N 2 2028-04-27 Fixed 4.37600000 N N N N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AB3 41666.66000000 PA USD 41702.01000000 0.018525808938 Long DBT NUSS US N 2 2028-10-20 Fixed 4.75000000 N N N N N N GOLUB CAPITAL BDC, INC. 2549005WE0QLGK9APF78 38173MAD4 119000.00000000 PA USD 122412.50000000 0.054380846071 Long DBT CORP US N 2 2028-12-05 Fixed 7.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKFA1 30691.01000000 PA USD 27590.46000000 0.012256857414 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC 5493002SQ1AVQBY41K40 928668CR1 145000.00000000 PA USD 147526.73000000 0.065537656657 Long DBT CORP DE N 2 2032-03-25 Fixed 5.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNEZ3 68485.33000000 PA USD 69192.04000000 0.030738051069 Long DBT USGA US N 2 2053-08-01 Fixed 5.50000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAN8 90000.00000000 PA USD 93795.59000000 0.041667995849 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N Government National Mortgage Association 2 N/A 21H040665 1575000.00000000 PA USD 1464361.79000000 0.650531874560 Long DBT USGA US N 2 2056-06-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ED80 1863120.79700000 PA USD 1752663.98000000 0.778607986203 Long DBT USGA US N 2 2052-06-01 Fixed 4.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CF7 50000.00000000 PA USD 43321.51000000 0.019245259813 Long DBT CORP US N 2 2031-03-15 Fixed 1.37500000 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CVR1 156435.50000000 PA USD 149989.56000000 0.066631750635 Long ABS-MBS US N 2 2033-07-01 Fixed 3.15000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 402.51000000 0.000178812084 N/A DFE US N 2 U.S. DOLLARS N/A 99983.00000000 EUR 117205.54000000 USD 2026-06-26 402.51000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQVA0 147310.14000000 PA USD 149283.02000000 0.066317875475 Long DBT USGA US N 2 2052-11-01 Fixed 5.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 432.78000000 0.000192259308 N/A DFE US N 2 U.S. DOLLARS N/A 80976.00000000 AUD 58647.88000000 USD 2026-06-26 432.78000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EKKN4 76901.41000000 PA USD 72036.67000000 0.032001756869 Long DBT USGA US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9NP2 26992.42000000 PA USD 25307.12000000 0.011242500538 Long DBT USGA US N 2 2046-12-01 Fixed 3.50000000 N N N N N N CCO HOLDINGS, LLC N/A 1248EPCQ4 100000.00000000 PA USD 89149.66000000 0.039604075872 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6LX7 155908.97000000 PA USD 160062.64000000 0.071106641785 Long DBT USGA US N 2 2049-08-01 Fixed 5.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BM5 10000.00000000 PA USD 8911.66000000 0.003958938921 Long DBT CORP US N 2 2038-04-01 Fixed 5.37500000 N N N N N N ALTICE FINANCING S.A. 549300DIYGW8HVDF7Q17 02154CAJ2 50000.00000000 PA USD 38648.04000000 0.017169105395 Long DBT NUSS LU N 2 2027-07-15 Fixed 9.62500000 N N N N N N Government National Mortgage Association 2 N/A 36179XHX7 450292.28600000 PA USD 423526.56000000 0.188148536027 Long DBT USGA US N 2 2052-10-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACFU9 64437.63000000 PA USD 65424.98000000 0.029064562578 Long DBT USGA US N 2 2053-03-20 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHG7 150000.00000000 PA USD 148626.39000000 0.066026172463 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N Government National Mortgage Association 2 N/A 36179TG58 31210.29000000 PA USD 29624.45000000 0.013160442400 Long DBT USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XRA54 574378.52000000 PA USD 583744.47000000 0.259324155360 Long DBT USGA US N 2 2053-07-01 Fixed 5.50000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABD6 10000.00000000 PA USD 9960.66000000 0.004424949398 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N Government National Mortgage Association N/A 38383FHR7 67947.26000000 PA USD 59381.77000000 0.026379911314 Long DBT USGA US N 2 2051-06-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179SEH6 10946.87000000 PA USD 10055.32000000 0.004467001401 Long DBT USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N AMPHENOL CORPORATION 549300D3L3G0R4U4VT04 032095BA8 85000.00000000 PA USD 81991.19000000 0.036423978618 Long DBT CORP US N 2 2036-02-15 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNNW9 98800.72000000 PA USD 97812.44000000 0.043452451698 Long DBT USGA US N 2 2052-07-01 Fixed 5.00000000 N N N N N N AIA Group Limited ZP5ILWVSYE4LJGMMVD57 00131LAR6 237000.00000000 PA USD 235043.35000000 0.104416266610 Long DBT NUSS HK N 2 2035-03-30 Fixed 4.95000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AP8 551000.00000000 PA USD 575931.11000000 0.255853128075 Long DBT CORP US N 2 2035-01-10 Fixed 5.84300000 N N N N N N Genpact Luxembourg S.a.r.l. 549300875ZJZQ1PBR343 37190AAB5 289000.00000000 PA USD 296114.77000000 0.131546792417 Long DBT NUSS US N 2 2029-06-04 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ET4W3 42082.58000000 PA USD 41307.60000000 0.018350595218 Long DBT USGA US N 2 2046-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLY9 909439.65000000 PA USD 776595.27000000 0.344996694272 Long DBT USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N New South Wales Treasury Corporation TC7LRO17HPNPLTAV0H77 N/A 420000.00000000 PA 292602.37000000 0.129986434743 Long DBT NUSS AU N 2 2038-02-24 Fixed 5.25000000 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CQ22 378414.99000000 PA USD 357798.34000000 0.158949261326 Long ABS-MBS US N 2 2047-07-01 Fixed 3.93000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMKW5 71499.86000000 PA USD 71224.49000000 0.031640951922 Long DBT USGA US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FBDV9 125574.86000000 PA USD 115512.53000000 0.051315585526 Long DBT USGA US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Ardagh Group S.A. 6354006L1NWUUOPYX274 03969UAA4 20000.00000000 PA USD 18581.00000000 0.008254471568 Long DBT NUSS US N 2 2030-12-01 Fixed 12.00000000 N N N N N N SPECTRUM BRANDS, INC. 549300VU3EH2E73C1Q04 84762LAX3 55000.00000000 PA USD 47863.67000000 0.021263080736 Long DBT CORP US N 2 2031-03-15 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KQLB5 91280.56000000 PA USD 77955.57000000 0.034631184336 Long DBT USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N AIR CANADA 2015-1 PASS THROUGH TRUST N/A 009090AA9 154578.39000000 PA USD 153220.43000000 0.068067040692 Long DBT NUSS CA N 2 2027-03-15 Fixed 3.60000000 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBH0 170000.00000000 PA USD 150184.21000000 0.066718222455 Long DBT CORP US N 2 2031-08-01 Fixed 2.25000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAM8 390000.00000000 PA USD 384061.00000000 0.170616253429 Long DBT CORP US N 2 2029-01-23 Fixed 3.50900000 N N N N N N Government National Mortgage Association N/A 38383LDU1 76960.75000000 PA USD 64302.08000000 0.028565722573 Long DBT USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCQ68 116633.23000000 PA USD 104366.98000000 0.046364257525 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDG3 20000.00000000 PA USD 19246.28000000 0.008550017278 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXKP6 26919.09000000 PA USD 25855.25000000 0.011486003229 Long DBT USGA US N 2 2058-08-01 Fixed 4.50000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BD8 130000.00000000 PA USD 116208.03000000 0.051624556247 Long DBT CORP US N 2 2044-09-15 Fixed 4.90000000 N N N N N N DELL INTERNATIONAL L.L.C. 254900ZARLSVK41DKO78 24703TAM8 160000.00000000 PA USD 162076.80000000 0.072001417441 Long DBT CORP US N 2 2030-04-01 Fixed 5.00000000 N N N N N N TARGA RESOURCES CORP. 5493003QENHHS261UR94 87612GAA9 40000.00000000 PA USD 38055.80000000 0.016906007163 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNA94 72226.26000000 PA USD 58614.29000000 0.026038964011 Long DBT USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBA5 48000.00000000 PA USD 47928.01000000 0.021291663304 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N IRON MOUNTAIN INCORPORATED SQL3F6CKNNBM3SQGHX24 46284VAQ4 60000.00000000 PA USD 60932.46000000 0.027068793856 Long DBT CORP US N 2 2033-01-15 Fixed 6.25000000 N N N N N N COLUMBIA PIPELINES OPERATING COMPANY LLC N/A 19828TAC0 20000.00000000 PA USD 21289.47000000 0.009457689296 Long DBT CORP US N 2 2053-11-15 Fixed 6.54400000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBA0 534000.00000000 PA USD 549494.42000000 0.244108824434 Long DBT NUSS GB N 2 2030-06-05 Fixed 5.72100000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABT1 20000.00000000 PA USD 18446.37000000 0.008194663188 Long DBT CORP US N 2 2031-02-15 Fixed 2.87500000 N N N N N N CROSS MORTGAGE TRUST N/A 22790AAD7 314786.34000000 PA USD 315932.76000000 0.140350787627 Long ABS-MBS US Y 2 2070-06-25 Fixed 5.77800000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564NBA0 250000.00000000 PA USD 252422.50000000 0.112136825221 Long DBT USGA US Y 2 2044-02-25 Floating 5.56210080 N N N N N N Government National Mortgage Association 2 N/A 36179UKY7 44154.96000000 PA USD 43296.33000000 0.019234073784 Long DBT USGA US N 2 2049-01-20 Fixed 4.50000000 N N N N N N ROCKFORD TOWER CLO N/A 77341EBA2 315000.00000000 PA USD 314975.75000000 0.139925643026 Long ABS-CBDO CORP KY Y 2 2036-01-20 Floating 4.76523000 N N N N N N FWDP 2Y RTP 3.6 07/15/26 N/A N/A -4369000.00000000 NC -1183.97000000 -0.00052596989 N/A DIR GB N 1 FWDP 2Y RTP 3.6 07/15/26 N/A Call Written N/A N/A -4369000.00000000 3.60000000 GBP 2026-07-15 XXXX 2373.12000000 N N N FACTSET RESEARCH SYSTEMS INC. 549300ZSJE7NBK6K9P30 303075AB1 446000.00000000 PA USD 404425.41000000 0.179662991675 Long DBT CORP US N 2 2032-03-01 Fixed 3.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAH96 64922.30000000 PA USD 52755.17000000 0.023436093366 Long DBT USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N NEW YORK ST URBAN DEV CORP REV N/A 650035TD0 180000.00000000 PA USD 184891.82000000 0.082136821021 Long DBT MUN US N 2 2039-03-15 Fixed 5.77000000 N N N N N N SWITCH ABS ISSUER LLC N/A 871044AL7 70000.00000000 PA USD 68437.47000000 0.030402838938 Long ABS-MBS US Y 2 2055-03-25 Fixed 5.03600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKLT3 29533.68000000 PA USD 26613.14000000 0.011822690246 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQT1 2935000.00000000 PA USD 2929038.28000000 1.301203552265 Long SN UST US N 2 2033-05-31 Fixed 4.37500000 N N N N N N STAR PARENT, INC. 254900GRGCJYRMDRWT73 855170AA4 30000.00000000 PA USD 31494.39000000 0.013991149389 Long DBT CORP US N 2 2030-10-01 Fixed 9.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AUL0 78437.98000000 PA USD 75098.95000000 0.033362152068 Long DBT USGA US N 2 2046-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AYT9 307380.33000000 PA USD 276480.04000000 0.122824209104 Long DBT USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0D33 69887.54000000 PA USD 69565.52000000 0.030903966792 Long DBT USGA US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D4X7 447746.48000000 PA USD 360928.40000000 0.160339767288 Long DBT USGA US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 3622A22A9 73613.10000000 PA USD 69977.11000000 0.031086812600 Long DBT USGA US N 2 2045-08-15 Fixed 4.00000000 N N N N N N FIGRE TRUST N/A 31684DAA7 275815.97000000 PA USD 276221.94000000 0.122709550092 Long ABS-MBS US Y 2 2054-12-25 Floating 5.72400000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 891946AA3 376806.84000000 PA USD 377803.19000000 0.167836267706 Long ABS-MBS US Y 2 2065-01-25 Fixed 5.79900000 N N N N N N ENEL - SPA WOCMU6HCI0OJWNPRZS33 N/A 100000.00000000 PA 113787.01000000 0.050549036052 Long DBT NUSS IT N 2 2175-01-14 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179WNE4 664782.45000000 PA USD 569261.85000000 0.252890358738 Long DBT USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNDA8 67752.57000000 PA USD 58318.79000000 0.025907690326 Long DBT USGA US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMR3 213853.53000000 PA USD 218342.47000000 0.096997024420 Long DBT USGA US N 2 2054-02-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417GAS5 184355.57000000 PA USD 168020.91000000 0.074642044264 Long DBT USGA US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179UML3 31333.04000000 PA USD 29693.34000000 0.013191046272 Long DBT USGA US N 2 2049-02-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179UPB2 57160.35000000 PA USD 55890.85000000 0.024829095971 Long DBT USGA US N 2 2049-03-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417DRY1 81096.77000000 PA USD 76135.07000000 0.033822440700 Long DBT USGA US N 2 2042-11-01 Fixed 3.50000000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAS8 55000.00000000 PA USD 56017.23000000 0.024885239350 Long DBT CORP US N 2 2035-06-15 Fixed 5.37500000 N N N N N N RCKT MORTGAGE TRUST N/A 749426AA0 198557.58000000 PA USD 199316.82000000 0.088545020384 Long ABS-MBS US Y 2 2044-12-25 Fixed 5.58200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F9WR2 27985.58000000 PA USD 25140.69000000 0.011168565244 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N CROSS MORTGAGE TRUST N/A 22757BAA2 170894.20000000 PA USD 171794.01000000 0.076318215981 Long ABS-MBS US Y 2 2069-04-25 Fixed 6.09300000 N N N N N N THE SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587EJ2 50000.00000000 PA USD 50318.85000000 0.022353776259 Long DBT CORP US N 2 2058-04-01 Fixed 6.00000000 N N N N N N MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION 549300GS0W0TEUQS8571 61776NZU0 90000.00000000 PA USD 89736.85000000 0.039864930679 Long DBT CORP US N 2 2028-11-17 Fixed 4.20400000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -72898.47000000 -0.03238460513 N/A DFE US N 2 U.S. DOLLARS N/A 4447772.10000000 GBP 5921096.61000000 USD 2026-06-26 -72898.47000000 N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABV6 20000.00000000 PA USD 19410.14000000 0.008622810869 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BS2 10000.00000000 PA USD 7693.53000000 0.003417793694 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 891947AA1 308538.90000000 PA USD 310401.64000000 0.137893628552 Long ABS-MBS US Y 2 2064-11-25 Floating 5.72500080 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECK9 582000.00000000 PA USD 604181.73000000 0.268403256679 Long DBT NUSS GB N 2 2029-09-13 Fixed 6.49000000 N N N N N N RAVEN ACQUISITION HOLDINGS, LLC N/A 75420NAA1 10000.00000000 PA USD 9805.27000000 0.004355918542 Long DBT CORP US N 2 2031-11-15 Fixed 6.87500000 N N N N N N THE MICHAELS COMPANIES, INC. 549300H9LWMBP7HYLR98 59408QAB2 70000.00000000 PA USD 68340.55000000 0.030359782946 Long DBT CORP US N 2 2033-03-15 Fixed 8.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHBU0 275221.49000000 PA USD 268946.24000000 0.119477374278 Long DBT USGA US N 2 2050-08-01 Fixed 4.50000000 N N N N N N DOMINO'S PIZZA MASTER ISSUER LLC N/A 25755TAN0 555297.50000000 PA USD 527391.86000000 0.234289925930 Long ABS-MBS US Y 2 2051-04-25 Fixed 2.66200000 N N N N N N SEQUOIA MORTGAGE TRUST N/A 81743BAD9 91821.61000000 PA USD 91992.28000000 0.040866888744 Long ABS-MBS US Y 2 2054-05-25 Floating 6.00000120 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9Z96 62382.52000000 PA USD 60641.86000000 0.026939696960 Long DBT USGA US N 2 2037-07-01 Fixed 4.00000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XCN8 110000.00000000 PA USD 111003.68000000 0.049312562323 Long DBT CORP US N 2 2030-03-15 Fixed 4.90000000 N N N N N N COOPR RESIDENTIAL MORTGAGE TRUST N/A 12636SAD7 250000.00000000 PA USD 247899.83000000 0.110127662586 Long ABS-MBS US Y 2 2060-11-25 Fixed 5.24800000 N N N N N N TRITON CONTAINER INTERNATIONAL LIMITED 549300O4LZFLCX53XZ54 89681LAA0 422000.00000000 PA USD 375507.08000000 0.166816237852 Long DBT NUSS BM N 2 2032-03-15 Fixed 3.25000000 N N N N N N AMPHENOL CORPORATION 549300D3L3G0R4U4VT04 032095BD2 100000.00000000 PA 117449.82000000 0.052176212253 Long DBT NUSS US N 2 2029-05-12 Fixed 3.37500000 N N N N N N ARES CLO LTD N/A 04018FAL2 315000.00000000 PA USD 315019.85000000 0.139945234124 Long ABS-CBDO CORP KY Y 2 2034-07-18 Floating 4.63523040 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837BH5 300000.00000000 PA USD 318822.14000000 0.141634373282 Long DBT NUSS NL N 2 2034-09-11 Fixed 6.11400000 N N N N N N OCP CLO LTD N/A 67126BAA1 387000.00000000 PA USD 387462.47000000 0.172127331273 Long ABS-CBDO CORP KY Y 2 2038-10-15 Floating 4.90309920 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BF2 280000.00000000 PA USD 252316.13000000 0.112089571137 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV6Q3 98366.95000000 PA USD 79663.59000000 0.035389959565 Long DBT USGA US N 2 2050-07-01 Fixed 2.00000000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 362982AE0 551000.00000000 PA USD 546090.59000000 0.242596698178 Long ABS-MBS US Y 2 2056-10-25 Floating 5.00000040 N N N N N N FLATIRON CLO LTD N/A 33883JAW1 182799.78000000 PA USD 182791.92000000 0.081203956006 Long ABS-CBDO CORP KY Y 2 2034-11-16 Floating 4.82893920 N N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AR3 259000.00000000 PA USD 256394.67000000 0.113901432311 Long DBT NUSS CA N 2 2030-11-24 Fixed 4.64100000 N N N N N N NEUBERGER BERMAN LOAN ADVISERS LASALLE STREET LENDING CLO LTD N/A 640977AS3 300000.00000000 PA USD 300801.60000000 0.133628881916 Long ABS-CBDO CORP JE Y 2 2036-10-25 Floating 5.36658840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHEL7 389705.76000000 PA USD 332994.61000000 0.147930388064 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHFL0 217361.25000000 PA USD 219280.62000000 0.097413790606 Long DBT USGA US N 2 2054-11-25 Floating 4.91209920 N N N N N N FWDP 5Y RTP 4.06 10/19/26 N/A SWP121C50 2485000.00000000 NC USD 15312.46000000 0.006802446892 N/A DIR US N 1 FWDP 5Y RTP 4.06 10/19/26 N/A Put Purchased N/A N/A 2485000.00000000 4.06000000 USD 2026-10-19 XXXX 7857.46000000 N N N United States of America 254900HROIFWPRGM1V77 912810UC0 969000.00000000 PA USD 858284.18000000 0.381286387240 Long DBT UST US N 2 2054-08-15 Fixed 4.25000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJR2 192000.00000000 PA USD 198319.73000000 0.088102070540 Long DBT CORP US N 2 2035-01-23 Fixed 5.67800000 N N N N N N BALLYROCK CLO LTD N/A 05876CBJ1 300000.00000000 PA USD 300156.90000000 0.133342478718 Long ABS-CBDO CORP KY Y 2 2036-10-15 Floating 4.72309920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EPMM3 57539.16000000 PA USD 55603.09000000 0.024701260724 Long DBT USGA US N 2 2039-03-01 Fixed 4.00000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46593MAE7 342173.70000000 PA USD 341982.15000000 0.151923036113 Long ABS-MBS US Y 2 2055-06-25 Floating 5.50000080 N N N N N N ELMWOOD CLO N/A 29003YAJ0 514000.00000000 PA USD 513871.50000000 0.228283606183 Long ABS-CBDO CORP KY Y 2 2036-04-16 Floating 5.02952040 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAV7 150000.00000000 PA USD 148952.40000000 0.066170999990 Long DBT NUSS IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N MAGNETITE CLO, LIMITED N/A 55954NAS8 315000.00000000 PA USD 315117.81000000 0.139988752128 Long ABS-CBDO CORP KY Y 2 2035-01-25 Floating 4.65658920 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3W1 457000.00000000 PA USD 463790.67000000 0.206035568545 Long DBT CORP US N 2 2031-04-23 Fixed 5.15000000 N N N N N N ROLLINS, INC. 549300F2A0BXT4SGWD84 775711AC8 155000.00000000 PA USD 154842.81000000 0.068787770986 Long DBT CORP US N 2 2035-02-24 Fixed 5.25000000 N N N N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 893647BT3 20000.00000000 PA USD 20771.61000000 0.009227633828 Long DBT CORP US N 2 2031-12-01 Fixed 7.12500000 N N N N N N PG&E WILDFIRE RECOVERY FUNDING LLC N/A 693342AA5 220195.12000000 PA USD 215452.22000000 0.095713052274 Long DBT CORP US N 2 2030-06-01 Fixed 3.59400000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457BB5 10000.00000000 PA USD 11128.98000000 0.004943966901 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179RZV4 112312.10000000 PA USD 110488.68000000 0.049083777389 Long DBT USGA US N 2 2046-02-20 Fixed 4.50000000 N N N N N N FS COMMERCIAL MORTGAGE TRUST N/A 30334RAC8 160000.00000000 PA USD 161344.38000000 0.071676045283 Long ABS-MBS US Y 2 2039-11-10 Floating 7.54369920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCT65 181318.28000000 PA USD 171967.82000000 0.076395429785 Long DBT USGA US N 2 2046-11-01 Fixed 4.00000000 N N N N N N TRITON CONTAINER INTERNATIONAL LIMITED 549300O4LZFLCX53XZ54 89681LAC6 249000.00000000 PA USD 244916.52000000 0.108802349224 Long DBT NUSS BM N 2 2033-02-15 Fixed 5.15000000 N N N N N N SPRINT CAPITAL CORPORATION 549300L17W0GQBR1PO80 852060AT9 10000.00000000 PA USD 11864.83000000 0.005270862811 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGXU8 347122.15000000 PA USD 295497.11000000 0.131272401539 Long DBT USGA US N 2 2052-04-01 Fixed 2.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GF25 10000.00000000 PA USD 9979.08000000 0.004433132346 Long DBT CORP US N 2 2034-04-20 Fixed 5.09400000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFZ3 257000.00000000 PA USD 260797.84000000 0.115857507956 Long DBT CORP US N 2 2031-04-17 Fixed 5.19200000 N N N N N N BANK N/A 05494FBT4 341000.00000000 PA USD 354256.48000000 0.157375816265 Long ABS-MBS US N 2 2058-03-15 Floating 5.62299840 N N N N N N ALLIANT HOLDINGS INTERMEDIATE, LLC 5493006Q26653NF8SI73 01883LAH6 11000.00000000 PA USD 10943.79000000 0.004861697616 Long DBT CORP US N 2 2032-10-01 Fixed 7.37500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 49000.00000000 PA USD 32187.63000000 0.014299116123 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N MF1 LTD N/A 55287HAE0 200000.00000000 PA USD 200108.40000000 0.088896673934 Long ABS-CBDO CORP US Y 2 2040-02-18 Floating 5.41706040 N N N N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307BN6 115000.00000000 PA USD 72637.73000000 0.032268773320 Long DBT CORP US N 2 2029-01-31 Fixed 11.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QCQC3 79224.74000000 PA USD 72775.01000000 0.032329758943 Long DBT USGA US N 2 2050-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMN2 513181.20000000 PA USD 522625.43000000 0.232172474720 Long DBT USGA US N 2 2053-09-01 Fixed 5.50000000 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CWD1 141408.69000000 PA USD 135162.14000000 0.060044779168 Long ABS-MBS US N 2 2034-03-01 Fixed 3.21000000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAV1 214000.00000000 PA USD 229785.59000000 0.102080545689 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J8RT2 283951.42000000 PA USD 275927.39000000 0.122578698437 Long DBT USGA US N 2 2047-07-01 Fixed 4.50000000 N N N N N N HUT 8 DC LLC 2549001DBTVKADI7M690 44813DAA4 226000.00000000 PA USD 228695.84000000 0.101596432326 Long DBT CORP US N 2 2042-11-15 Fixed 6.19200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGFQ7 135693.13000000 PA USD 120691.98000000 0.053616517810 Long DBT USGA US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Ferguson Finance Plc 2138003A7ZEU931DZL61 314890AB0 230000.00000000 PA USD 216567.79000000 0.096208635980 Long DBT NUSS US N 2 2030-06-02 Fixed 3.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EB82 1673293.76000000 PA USD 1343964.92000000 0.597046457181 Long DBT USGA US N 2 2052-03-01 Fixed 2.00000000 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBS6 160000.00000000 PA USD 161038.32000000 0.071540080396 Long DBT CORP US N 2 2030-05-01 Fixed 4.80000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBL9 130000.00000000 PA USD 120021.36000000 0.053318599844 Long DBT CORP US N 2 2031-04-22 Fixed 2.52200000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQS3 3730000.00000000 PA USD 3730145.69000000 1.657089583101 Long SN UST US N 2 2028-05-31 Fixed 4.00000000 N N N N N N APPLOVIN CORPORATION 549300LLVXMUAOL3SQ07 03831WAE8 110000.00000000 PA USD 105613.55000000 0.046918037010 Long DBT CORP US N 2 2054-12-01 Fixed 5.95000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64828GBB5 150694.99000000 PA USD 146784.68000000 0.065208006443 Long ABS-MBS US N 2 2059-09-25 Floating 4.25000160 N N N N N N Government National Mortgage Association 2 N/A 3622ACY46 499120.91000000 PA USD 488841.27000000 0.217164111975 Long DBT USGA US N 2 2050-12-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPBM9 384834.92000000 PA USD 338506.07000000 0.150378813330 Long DBT USGA US N 2 2052-06-01 Fixed 3.00000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XCF5 60000.00000000 PA USD 62992.44000000 0.027983924707 Long DBT CORP US N 2 2033-11-15 Fixed 5.90000000 N N N N N N CSMC TRUST N/A 22946DAA0 396095.47000000 PA USD 333234.21000000 0.148036828589 Long ABS-MBS US Y 2 2066-05-25 Floating 0.93800160 N N N N N N HUDSON PACIFIC PROPERTIES, L.P. 5493007NTUGLGZ8T3526 44409MAA4 135000.00000000 PA USD 131166.22000000 0.058269621317 Long DBT CORP US N 2 2027-11-01 Fixed 3.95000000 N N N N N N BAIN CAPITAL CREDIT CLO N/A 05683NAJ1 260000.00000000 PA USD 259970.10000000 0.115489790595 Long ABS-CBDO CORP KY Y 2 2034-07-24 Floating 4.72709160 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CC4 10000.00000000 PA USD 8035.42000000 0.003569675794 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N Government National Mortgage Association 2 N/A 36179VFS4 12153.16000000 PA USD 11903.19000000 0.005287903957 Long DBT USGA US N 2 2050-02-20 Fixed 4.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCU7 60000.00000000 PA USD 48105.73000000 0.021370614098 Long DBT CORP US N 2 2054-09-27 Fixed 5.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQE4 3255000.00000000 PA USD 3208463.66000000 1.425336206840 Long SN UST US N 2 2029-03-15 Fixed 3.50000000 N N N N N N SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 78413MAC2 195000.00000000 PA USD 170384.60000000 0.075692096032 Long ABS-MBS US Y 2 2043-01-05 Floating 3.65900040 N N N N N N J.G. WENTWORTH LLC N/A 46590UAB8 125205.98220000 PA USD 112737.62000000 0.050082852320 Long ABS-MBS US N 2 2077-10-15 Fixed 4.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERVP2 43500.37000000 PA USD 42370.35000000 0.018822714031 Long DBT USGA US N 2 2037-01-01 Fixed 4.00000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05594LAE4 217854.68000000 PA USD 218331.24000000 0.096992035576 Long ABS-MBS US Y 2 2042-11-15 Floating 5.37708960 N N N N N N DALRYMPLE BAY FINANCE PTY LTD 984500CEFBE462C86488 N/A 30000.00000000 PA 21831.35000000 0.009698415471 Long DBT NUSS AU N 2 2031-03-24 Fixed 6.23400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AH6K1 120642.95000000 PA USD 106811.48000000 0.047450208536 Long DBT USGA US N 2 2044-02-25 Fixed 2.50000000 N N N N N N TRICON AMERICAN HOMES TRUST N/A 89613JAA8 195458.62000000 PA USD 186732.25000000 0.082954418411 Long ABS-MBS US Y 2 2039-11-17 Fixed 1.48200000 N N N N N N ALIGNED DATA CENTERS N/A 01627AAA6 180000.00000000 PA USD 179055.58000000 0.079544114646 Long ABS-MBS US Y 2 2046-08-15 Fixed 1.93700000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AR2 600000.00000000 PA USD 493123.81000000 0.219066598637 Long DBT CORP US N 2 2049-01-15 Fixed 4.45000000 N N N N N N BSPDF ISSUER LTD N/A 05594VAC6 310000.00000000 PA USD 310360.22000000 0.137875228023 Long ABS-CBDO CORP US Y 2 2043-09-18 Floating 5.32505880 N N N N N N LIBERTY MUTUAL GROUP INC. QUR0DG15Z6FFGYCHH861 53079EBG8 270000.00000000 PA USD 269436.34000000 0.119695097572 Long DBT CORP US N 2 2029-02-01 Fixed 4.56900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W9BG4 15444.80000000 PA USD 14019.35000000 0.006227992356 Long DBT USGA US N 2 2043-07-01 Fixed 3.00000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BH0 200000.00000000 PA USD 186355.59000000 0.082787089997 Long DBT CORP US N 2 2041-10-01 Fixed 4.83700000 N N N N N N Government National Mortgage Association 2 N/A 36179UGE6 11266.98000000 PA USD 11335.65000000 0.005035778517 Long DBT USGA US N 2 2048-11-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXG89 28373.63000000 PA USD 27251.89000000 0.012106450201 Long DBT USGA US N 2 2057-09-01 Fixed 4.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -10965.41000000 -0.00487130214 N/A DFE US N 2 U.S. DOLLARS N/A 949883.29000000 EUR 1098715.75000000 USD 2026-06-26 -10965.41000000 N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AT2 235000.00000000 PA USD 157375.88000000 0.069913068564 Long DBT CORP US N 2 2050-05-20 Fixed 3.25000000 N N N N N N BDS LTD N/A 05556EAG1 230000.00000000 PA USD 229568.06000000 0.101983909598 Long ABS-CBDO CORP US Y 2 2043-03-19 Floating 5.76281160 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135AQ9 127000.00000000 PA USD 119536.01000000 0.053102986703 Long DBT CORP US N 2 2044-12-05 Fixed 4.95000000 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAT8 576000.00000000 PA USD 571088.37000000 0.253701776714 Long DBT CORP US N 2 2030-10-24 Fixed 4.80000000 N N N N N N Government National Mortgage Association 2 N/A 36179XVT0 60901.32000000 PA USD 61754.81000000 0.027434116750 Long DBT USGA US N 2 2053-03-20 Fixed 5.50000000 N N N N N N BBCMS TRUST N/A 07336YAC9 495000.00000000 PA USD 507499.39000000 0.225452843532 Long ABS-MBS US N 2 2057-12-15 Fixed 5.60900000 N N N N N N OPEN TEXT INC. 391200TOWHX99FWE8G92 683720AC0 25000.00000000 PA USD 21820.52000000 0.009693604324 Long DBT CORP CA N 2 2031-12-01 Fixed 4.12500000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64828MAA5 68226.16000000 PA USD 65632.81000000 0.029156889515 Long ABS-MBS US N 2 2057-04-25 Floating 3.99999960 N N N N N N SIXTH STREET LENDING PARTNERS 549300S9P1HMDERGCR64 829932AB8 254000.00000000 PA USD 259090.69000000 0.115099119219 Long DBT CORP US N 2 2029-03-11 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNJF1 65136.78000000 PA USD 56104.29000000 0.024923915110 Long DBT USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG, LLC 549300TKP4I6OJ02BF90 922966AD8 27000.00000000 PA USD 28636.90000000 0.012721730630 Long DBT CORP US N 2 2036-01-15 Fixed 6.75000000 N N N N N N TACO BELL FUNDING, LLC N/A 87342RAH7 424440.00000000 PA USD 393835.92000000 0.174958689209 Long ABS-MBS US Y 2 2051-08-25 Fixed 2.29400000 N N N N N N DRYDEN CLO LTD N/A 26252QAS1 250000.00000000 PA USD 250018.25000000 0.111068754974 Long ABS-CBDO CORP KY Y 2 2035-07-15 Floating 4.77309960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDME3 89919.21000000 PA USD 87396.69000000 0.038825331939 Long DBT USGA US N 2 2036-01-01 Fixed 3.00000000 N N N N N N Robert Bosch Gesellschaft mit beschraenkter Haftung 529900F0LT5OP4SV6122 N/A 100000.00000000 PA 115191.11000000 0.051172797072 Long DBT NUSS DE N 2 2043-06-02 Fixed 4.37500000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36264KAW0 194198.59000000 PA USD 185701.92000000 0.082496701943 Long ABS-MBS US N 2 2053-12-12 Fixed 1.66200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNHU0 42993.62000000 PA USD 41880.45000000 0.018605079586 Long DBT USGA US N 2 2050-09-01 Fixed 4.50000000 N N N N N N BAIN CAPITAL CREDIT CLO N/A 05685ABA5 406000.00000000 PA USD 406118.96000000 0.180415338714 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 4.67523000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CJ1 270000.00000000 PA USD 249659.70000000 0.110909471793 Long DBT CORP US N 2 2033-04-01 Fixed 4.40000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650BS8 226107.95000000 PA USD 238228.75000000 0.105831356957 Long DBT CORP US N 2 2032-01-10 Fixed 7.50700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCRW7 51339.72000000 PA USD 46274.56000000 0.020557130394 Long DBT USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N AMERICAN TOWER TRUST #1 N/A 03027WAM4 351000.00000000 PA USD 354088.84000000 0.157301343438 Long DBT CORP US Y 2 2028-03-15 Fixed 5.49000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWNA8 193467.20000000 PA USD 184841.80000000 0.082114600006 Long DBT USGA US N 2 2035-07-01 Fixed 3.00000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46592AAD6 49251.80000000 PA USD 42898.33000000 0.019057265233 Long ABS-MBS US N 2 2050-08-25 Floating 2.99999880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGGA1 70722.90000000 PA USD 64855.87000000 0.028811739677 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N CHICAGO ILL MET WTR RECLAMATION DIST GTR CHICAGO N/A 167560PL9 345000.00000000 PA USD 352654.65000000 0.156664215157 Long DBT MUN US N 2 2038-12-01 Fixed 5.72000000 N N N N N N CHENIERE ENERGY, INC. MIHC87W9WTYSYZWV1J40 16411RAK5 20000.00000000 PA USD 19989.81000000 0.008880324971 Long DBT CORP US N 2 2028-10-15 Fixed 4.62500000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RJX1 60000.00000000 PA USD 58864.89000000 0.026150291204 Long DBT CORP US N 2 2027-06-01 Fixed 2.30000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFL4 20000.00000000 PA USD 20390.93000000 0.009058519559 Long DBT CORP US N 2 2035-01-18 Fixed 5.46600000 N N N N N N Government National Mortgage Association 2 N/A 21H050664 225000.00000000 PA USD 222169.18000000 0.098697011983 Long DBT USGA US N 2 2056-06-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERT67 27295.07000000 PA USD 26873.63000000 0.011938410998 Long DBT USGA US N 2 2044-04-01 Fixed 4.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -981.96000000 -0.00043622845 N/A DFE US N 2 U.S. DOLLARS N/A 96832.62000000 EUR 112140.71000000 USD 2026-06-26 -981.96000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KRLM9 160376.57000000 PA USD 136994.57000000 0.060858822618 Long DBT USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N ICAHN ENTERPRISES L.P. 549300T0G4GS0SINS786 451102CK1 171000.00000000 PA USD 171183.65000000 0.076047068073 Long DBT CORP US N 2 2029-11-15 Fixed 10.00000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DU8 20000.00000000 PA USD 19993.81000000 0.008882101942 Long DBT CORP US N 2 2030-04-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WECV9 73280.74000000 PA USD 70115.46000000 0.031148273562 Long DBT USGA US N 2 2045-03-01 Fixed 4.00000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08162DAE8 592000.00000000 PA USD 558825.50000000 0.248254087582 Long ABS-MBS US N 2 2057-08-15 Fixed 2.95200000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772DB2 386000.00000000 PA USD 380305.07000000 0.168947709358 Long DBT CORP US N 2 2036-05-15 Fixed 4.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKZ24 13456.98000000 PA USD 13175.06000000 0.005852922780 Long DBT USGA US N 2 2047-06-01 Fixed 4.50000000 N N N N N N SMALL BUSINESS INVESTMENT COMPANIES N/A 83162CS79 237633.81000000 PA USD 241377.87000000 0.107230330182 Long ABS-MBS US N 2 2033-03-10 Fixed 5.16800000 N N N N N N UNITI SERVICES LLC 549300KT9GVEBYCD2N29 97381AAA0 10000.00000000 PA USD 10550.15000000 0.004686825962 Long DBT CORP US N 2 2031-10-01 Fixed 8.25000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MP3 50000.00000000 PA USD 49446.48000000 0.021966232350 Long DBT CORP US N 2 2031-03-31 Fixed 4.41200000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLH0 256000.00000000 PA USD 260098.51000000 0.115546835786 Long DBT CORP US N 2 2034-04-25 Fixed 5.28800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EVTP2 101025.32000000 PA USD 91545.57000000 0.040668441136 Long DBT USGA US N 2 2046-07-01 Fixed 3.00000000 N N N N N N CIM TRUST N/A 12598HAB1 299072.43000000 PA USD 282162.99000000 0.125348817532 Long ABS-MBS US Y 2 2061-05-01 Floating 2.00000160 N N N N N N N/A N/A N/A -11.00000000 PA -862901.46000000 -0.38333757966 N/A AU N 1 N N N PRPM LLC N/A 693581AA8 349082.94000000 PA USD 344727.47000000 0.153142624181 Long ABS-MBS US Y 2 2054-01-25 Fixed 4.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MP3 183000.00000000 PA USD 180974.11000000 0.080396407383 Long DBT CORP US N 2 2031-03-31 Fixed 4.41200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSGS5 137957.65000000 PA USD 139996.23000000 0.062192287831 Long DBT USGA US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179TNS0 10662.36000000 PA USD 10117.28000000 0.004494526672 Long DBT USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUNX1 222500.45750000 PA USD 214127.04000000 0.095124350878 Long DBT USGA US N 2 2054-01-01 Fixed 4.50000000 N N N N N N SMRT COMMERCIAL MORTGAGE TRUST N/A 78457JAL6 210000.00000000 PA USD 209737.50000000 0.093174330259 Long ABS-MBS US Y 2 2039-01-15 Floating 5.57799840 N N N N N N BX TRUST N/A 05612AAG1 220000.00000000 PA USD 219587.50000000 0.097550119772 Long ABS-MBS US Y 2 2041-02-15 Floating 5.56809120 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBG0 78000.00000000 PA USD 75789.31000000 0.033668839382 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N PRKCM TRUST N/A 69377CAA1 60902.13000000 PA USD 60414.33000000 0.026838618443 Long ABS-MBS US Y 2 2057-04-25 Floating 5.10000120 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AT0 100000.00000000 PA USD 96266.31000000 0.042765594902 Long DBT CORP US N 2 2032-05-15 Fixed 4.10000000 N N N N N N Government National Mortgage Association 2 N/A 36179W5E4 71672.65000000 PA USD 67419.70000000 0.029950702157 Long DBT USGA US N 2 2052-05-20 Fixed 4.00000000 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST N/A 36272XAE2 366573.09000000 PA USD 365741.41000000 0.162477911317 Long ABS-MBS US Y 2 2056-02-25 Floating 5.50000080 N N N N N N SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED 549300MJAANHLHOVTO40 N/A 40000.00000000 PA 28635.03000000 0.012720899897 Long DBT NUSS AU N 2 2034-04-19 Fixed 5.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPRZ2 68246.27000000 PA USD 68473.09000000 0.030418662859 Long DBT USGA US N 2 2052-07-01 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 140000.00000000 PA USD 134408.15000000 0.059709824698 Long DBT CORP US N 2 2031-04-01 Fixed 3.62200000 N N N N N N KEDRION S.P.A. 81560047FA58E1BEDF67 49272YAB9 55000.00000000 PA USD 54086.33000000 0.024027451332 Long DBT NUSS IT N 2 2029-09-01 Fixed 6.50000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CK0 374000.00000000 PA USD 280022.54000000 0.124397938480 Long DBT CORP US N 2 2062-04-13 Fixed 4.10000000 N N N N N N SUBWAY FUNDING LLC N/A 864300AC2 174345.00000000 PA USD 175231.09000000 0.077845113302 Long ABS-MBS US Y 2 2054-07-30 Fixed 6.26800000 N N N N N N TIME WARNER CABLE ENTERPRISES LLC N/A 88731EAJ9 50000.00000000 PA USD 56186.20000000 0.024960303020 Long DBT CORP US N 2 2033-07-15 Fixed 8.37500000 N N N N N N PRPM LLC N/A 69383VAA1 280222.80000000 PA USD 277983.90000000 0.123492287766 Long ABS-MBS US Y 2 2056-01-25 Fixed 4.84500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QV3T9 342253.38000000 PA USD 356017.02000000 0.158157923115 Long DBT USGA US N 2 2055-01-01 Fixed 6.00000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAP6 80000.00000000 PA USD 79976.07000000 0.035528776489 Long DBT CORP US N 2 2028-03-01 Fixed 4.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNB36 93792.08000000 PA USD 86436.14000000 0.038398614719 Long DBT USGA US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DN5J8 76270.14000000 PA USD 64973.27000000 0.028863893757 Long DBT USGA US N 2 2052-04-01 Fixed 2.50000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661EM5 245000.00000000 PA USD 235516.01000000 0.104626242312 Long DBT CORP US N 2 2053-04-15 Fixed 5.62500000 N N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAP2 230000.00000000 PA USD 224929.10000000 0.099923085992 Long DBT CORP US N 2 2030-04-01 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPZU4 563027.48000000 PA USD 562276.24000000 0.249787053258 Long DBT USGA US N 2 2052-08-01 Fixed 5.00000000 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST N/A 36272DAE6 169539.62000000 PA USD 169174.40000000 0.075154473649 Long ABS-MBS US Y 2 2055-10-25 Floating 5.50000080 N N N N N N CBRE SERVICES, INC. 549300CTE3HOMEUMM603 12505BAJ9 66000.00000000 PA USD 66174.62000000 0.029397584593 Long DBT CORP US N 2 2030-06-15 Fixed 4.80000000 N N N N N N OBX TRUST N/A 67117DAA8 118067.76000000 PA USD 117783.97000000 0.052324655915 Long ABS-MBS US Y 2 2062-08-25 Fixed 5.11000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKH4 50000.00000000 PA USD 43688.89000000 0.019408465656 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XBC2 322000.00000000 PA USD 332107.78000000 0.147536420408 Long DBT CORP US N 2 2035-04-01 Fixed 5.55000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UG1 592000.00000000 PA USD 558237.50000000 0.247992872939 Long DBT UST US N 2 2055-02-15 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KLW57 264119.82000000 PA USD 235337.91000000 0.104547122707 Long DBT USGA US N 2 2050-09-01 Fixed 3.00000000 N N N N N N PAYCHEX, INC. 529900K900DW6SUBM174 704326AB3 105000.00000000 PA USD 106370.71000000 0.047254399730 Long DBT CORP US N 2 2032-04-15 Fixed 5.35000000 N N N N N N SIXTH STREET CLO LTD N/A 83012VAA1 250000.00000000 PA USD 250070.25000000 0.111091855588 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 4.82523120 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303MAK8 94000.00000000 PA USD 94847.01000000 0.042135081393 Long DBT CORP US N 2 2056-05-15 Fixed 6.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDR1 366838.26530000 PA USD 308659.36000000 0.137119633571 Long DBT USGA US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179UCC4 29317.86000000 PA USD 28701.62000000 0.012750482011 Long DBT USGA US N 2 2048-09-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0YF6 607495.40000000 PA USD 605951.50000000 0.269189463887 Long DBT USGA US N 2 2054-11-01 Fixed 5.00000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 75000.00000000 PA USD 67178.26000000 0.029843444226 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N Government National Mortgage Association 2 N/A 36179SLR6 77369.50000000 PA USD 69712.42000000 0.030969226029 Long DBT USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F052664 350000.00000000 PA USD 351544.72000000 0.156171136979 Long DBT USGA US N 2 2056-06-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7Y45 132634.03000000 PA USD 113622.69000000 0.050476038109 Long DBT USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 2417000.00000000 PA 3267263.74000000 1.451457706682 Long DBT NUSS GB N 2 2028-03-07 Fixed 4.37500000 N N N N N N Government National Mortgage Association 2 N/A 36179T7L3 22867.11000000 PA USD 22372.93000000 0.009939008373 Long DBT USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N GOLUB CAPITAL BDC, INC. 2549005WE0QLGK9APF78 38173MAE2 241000.00000000 PA USD 241711.04000000 0.107378338486 Long DBT CORP US N 2 2029-07-15 Fixed 6.00000000 N N N N N N COMPASS DATACENTER ISSUER III LLC N/A 20469BAF4 363000.00000000 PA USD 359124.43000000 0.159538366982 Long ABS-MBS US Y 2 2056-02-25 Fixed 4.89700000 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAK8 145000.00000000 PA USD 148862.52000000 0.066131071466 Long DBT NUSS IE N 2 2033-07-25 Fixed 5.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QF70 116276.19000000 PA USD 120343.77000000 0.053461828097 Long DBT USGA US N 2 2046-10-01 Floating 6.10300080 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RLV2 109000.00000000 PA USD 71145.03000000 0.031605652406 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7FP9 14924.55000000 PA USD 13861.41000000 0.006157828682 Long DBT USGA US N 2 2048-11-01 Fixed 3.50000000 N N N N N N SINCLAIR TELEVISION GROUP, INC. 549300CQGEN0CH65UD62 829259BH2 5000.00000000 PA USD 5137.50000000 0.002282296307 Long DBT CORP US N 2 2033-02-15 Fixed 8.12500000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAS0 328000.00000000 PA USD 300630.33000000 0.133552796488 Long DBT CORP US N 2 2045-06-15 Fixed 5.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QELR1 373102.85000000 PA USD 319626.10000000 0.141991526555 Long DBT USGA US N 2 2050-08-01 Fixed 2.50000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CA8 30000.00000000 PA USD 29638.57000000 0.013166715106 Long DBT CORP US N 2 2027-04-15 Fixed 2.50000000 N N N N N N ICAHN ENTERPRISES L.P. 549300T0G4GS0SINS786 451102CF2 5000.00000000 PA USD 4962.28000000 0.002204456120 Long DBT CORP US N 2 2029-01-15 Fixed 9.75000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748CF7 130000.00000000 PA USD 128016.07000000 0.056870190522 Long DBT CORP US N 2 2036-03-15 Fixed 4.95000000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AB9 30000.00000000 PA USD 29701.77000000 0.013194791237 Long DBT CORP US N 2 2027-12-01 Fixed 3.65000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837BU6 336000.00000000 PA USD 334481.19000000 0.148590790214 Long DBT NUSS NL N 2 2032-03-23 Fixed 4.80300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXDJ8 29789.51000000 PA USD 27962.00000000 0.012421911306 Long DBT USGA US N 2 2056-02-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CPZ8 1111000.00000000 PA USD 1083745.78000000 0.481446032411 Long SN UST US N 2 2036-02-15 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV4W2 81182.82000000 PA USD 68888.71000000 0.030603298965 Long DBT USGA US N 2 2050-01-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8HC4 55196.94000000 PA USD 53759.86000000 0.023882419454 Long DBT USGA US N 2 2034-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385XHY6 43178.18000000 PA USD 42520.70000000 0.018889505904 Long DBT USGA US N 2 2033-07-01 Fixed 4.50000000 N N N N N N BEIGNET INVESTOR LLC N/A 076912AA2 394000.00000000 PA USD 406182.94000000 0.180443761355 Long DBT CORP US N 2 2049-05-30 Fixed 6.58100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QET51 92064.41000000 PA USD 87037.59000000 0.038665804425 Long DBT USGA US N 2 2035-08-01 Fixed 2.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGR4 90000.00000000 PA USD 89221.11000000 0.039635817005 Long DBT CORP US N 2 2028-07-21 Fixed 3.59300000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 266000.00000000 PA USD 174732.85000000 0.077623773874 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE66 247695.06470000 PA USD 238827.67000000 0.106097422729 Long DBT USGA US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKK24 168837.87000000 PA USD 144470.42000000 0.064179913586 Long DBT USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179TLT0 10597.30000000 PA USD 10056.64000000 0.004467587802 Long DBT USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AT5 305000.00000000 PA USD 295110.35000000 0.131100586275 Long DBT CORP US N 2 2052-12-01 Fixed 5.67200000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBL3 20000.00000000 PA USD 19428.56000000 0.008630993818 Long DBT CORP US N 2 2030-04-06 Fixed 3.63300000 N N N N N N STORE MASTER FUNDING LLC N/A 86212FAH2 591000.00000000 PA USD 591223.99000000 0.262646876698 Long ABS-MBS US Y 2 2056-06-20 Fixed 5.22000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST N/A 10570CAC6 296661.66000000 PA USD 294186.02000000 0.130689959521 Long ABS-MBS US Y 2 2065-12-25 Floating 4.83000120 N N N N N N AMMC CLO LIMITED N/A 00177LAJ9 325000.00000000 PA USD 325043.23000000 0.144398046418 Long ABS-CBDO CORP KY Y 2 2035-01-20 Floating 4.87523160 N N N N N N Cellnex Telecom S.A. 5493008T4YG3AQUI7P67 E2R41MDX9 100000.00000000 PA 105458.32000000 0.046849077233 Long DBT CORP ES N 2 2031-11-20 Fixed 0.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -892.73000000 -0.00039658868 N/A DFE US N 2 U.S. DOLLARS N/A 99212.50000000 EUR 115010.18000000 USD 2026-06-26 -892.73000000 N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AF0 20000.00000000 PA USD 20491.62000000 0.009103250345 Long DBT CORP US N 2 2031-01-25 Fixed 5.50000000 N N N N N N CIFC FUNDING LTD N/A 12598YAN8 638000.00000000 PA USD 638426.82000000 0.283616384161 Long ABS-CBDO CORP KY Y 2 2039-01-20 Floating 4.86312120 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CTB9 14259.73000000 PA USD 14130.52000000 0.006277378805 Long ABS-MBS US N 2 2030-02-01 Fixed 4.14000000 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CXB4 46052.68000000 PA USD 43318.04000000 0.019243718291 Long ABS-MBS US N 2 2035-06-01 Fixed 2.98000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QS3T6 74399.88000000 PA USD 75487.17000000 0.033534615926 Long DBT USGA US N 2 2053-09-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UB2 390000.00000000 PA USD 375039.84000000 0.166608669945 Long DBT UST US N 2 2044-05-15 Fixed 4.62500000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UEA3 70000.00000000 PA USD 70432.74000000 0.031289222851 Long DBT CORP US N 2 2056-02-15 Fixed 6.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XV7H0 314485.64000000 PA USD 289708.11000000 0.128700681184 Long DBT USGA US N 2 2048-01-01 Fixed 3.50000000 N N N N N N OBX TRUST N/A 67114VAB9 120000.00000000 PA USD 94785.54000000 0.042107773801 Long ABS-MBS US Y 2 2061-11-25 Floating 3.00099960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FGSM8 42644.60000000 PA USD 37220.07000000 0.016534740303 Long DBT USGA US N 2 2048-08-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F040669 3150000.00000000 PA USD 2948915.21000000 1.310033731133 Long DBT USGA US N 2 2056-06-15 Fixed 4.00000000 N N N N N N ALTICE FRANCE SAS 5493001ZMCICV4N02J21 02090DAD0 2770.00000000 PA USD 2695.70000000 0.001197544750 Long DBT NUSS FR N 2 2032-03-15 Fixed 8.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPUU0 74787.74000000 PA USD 73996.07000000 0.032872205800 Long DBT USGA US N 2 2053-01-01 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFL8 50000.00000000 PA USD 50024.92000000 0.022223200034 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N Government National Mortgage Association 2 N/A 36179WXL7 68839.34000000 PA USD 62639.23000000 0.027827013782 Long DBT USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05619PAA4 671000.00000000 PA USD 671419.38000000 0.298273084473 Long ABS-MBS US Y 2 2044-12-15 Floating 5.32708920 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NS6 20000.00000000 PA USD 20053.34000000 0.008908547703 Long DBT CORP US N 2 2028-05-24 Fixed 4.65800000 N N N N N N TRINITAS CLO LTD N/A 89640YBS2 250000.00000000 PA USD 250180.50000000 0.111140833334 Long ABS-CBDO CORP KY Y 2 2034-01-25 Floating 5.31659160 N N N N N N COLUMBIA PIPELINES OPERATING COMPANY LLC N/A 19828TAG1 246000.00000000 PA USD 249640.69000000 0.110901026741 Long DBT CORP US N 2 2035-02-15 Fixed 5.43900000 N N N N N N SMALL BUSINESS INVESTMENT COMPANIES N/A 831641FZ3 331257.46000000 PA USD 332689.82000000 0.147794987365 Long ABS-MBS US N 2 2035-03-10 Fixed 4.96300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AC3B4 117423.54000000 PA USD 114920.93000000 0.051052771609 Long DBT USGA US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F9YZ8 2951418.99000000 PA USD 80417.61000000 0.035724927363 Long DBT USGA US N 2 2030-12-25 Floating 0.71083440 N N N N N N Government National Mortgage Association 2 N/A 36179UQ62 8480.43000000 PA USD 8345.34000000 0.003707355457 Long DBT USGA US N 2 2049-04-20 Fixed 4.50000000 N N N N N N PLANET FITNESS MASTER ISSUER LLC N/A 72703PAF0 487575.00000000 PA USD 490373.39000000 0.217844744932 Long ABS-MBS US Y 2 2054-06-05 Fixed 5.76500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3F8 360000.00000000 PA USD 370342.62000000 0.164521964765 Long DBT CORP US N 2 2034-07-25 Fixed 5.55700000 N N N N N N VMED O2 UK FINANCING I PLC 213800MRR46ECNGZ7L69 92858RAE0 10000.00000000 PA USD 8798.68000000 0.003908748393 Long DBT NUSS GB N 2 2033-01-15 Fixed 6.75000000 N N N N N N Government National Mortgage Association 2 N/A 36179UKZ4 10980.38000000 PA USD 11040.88000000 0.004904829129 Long DBT USGA US N 2 2049-01-20 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PDF0 180000.00000000 PA USD 179752.03000000 0.079853507398 Long DBT CORP US N 2 2030-06-14 Fixed 4.56500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UF3 1022000.00000000 PA USD 980161.88000000 0.435429652374 Long DBT UST US N 2 2044-11-15 Fixed 4.62500000 N N N N N N ARES COMMERCIAL MORTGAGE TRUST N/A 039955AA7 328000.00000000 PA USD 328205.00000000 0.145802639312 Long ABS-MBS US Y 2 2042-04-15 Floating 5.12709120 N N N N N N Amprion GmbH 529900ZIV0ETYHYZM863 N/A 100000.00000000 PA 116268.77000000 0.051651539542 Long DBT NUSS DE N 2 2046-01-15 Fixed 4.58000000 N N N N N N Government National Mortgage Association 2 N/A 36179XLJ3 62609.93000000 PA USD 63579.16000000 0.028244570720 Long DBT USGA US N 2 2052-11-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7BY9 111213.60000000 PA USD 105979.10000000 0.047080429889 Long DBT USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N OBX TRUST N/A 67116VAA9 117418.72000000 PA USD 117073.64000000 0.052009097076 Long ABS-MBS US Y 2 2062-07-25 Fixed 4.70000000 N N N N N N AMRIZE FINANCE US LLC 529900FB2F1WKLFNGY62 43475RAR7 460000.00000000 PA USD 463911.08000000 0.206089059795 Long DBT CORP US N 2 2030-04-07 Fixed 4.95000000 N N N N N N MONTGOMERY/BANK OF AMERICA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC -661.64000000 -0.00029392866 N/A DFE XX N 2 MONTGOMERY/BANK OF AMERICA B4TYDEB6GKMZO031MB27 114820.10000000 USD 97719.25000000 EUR 2026-06-26 -661.64000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QF62 49006.29000000 PA USD 50622.49000000 0.022488666079 Long DBT USGA US N 2 2047-06-01 Floating 6.13100160 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NES6 188000.00000000 PA USD 183548.68000000 0.081540141028 Long DBT CORP US N 2 2037-01-15 Fixed 5.16800000 N N N N N N United States of America N/A N/A 5.00000000 NC USD 536054.69000000 0.238138323967 N/A DIR US N 1 US 5YR NOTE (CBT) SEP26 N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Sep 2026 2026-10-03 533954.53000000 USD 2100.16000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHDT6 75671.95000000 PA USD 70416.60000000 0.031282052776 Long DBT USGA US N 2 2046-06-01 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PEH5 213000.00000000 PA USD 221763.08000000 0.098516605067 Long DBT CORP US N 2 2035-04-22 Fixed 5.76600000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UU0 9208000.00000000 PA USD 9235336.25000000 4.102729696951 Long DBT UST US N 2 2056-05-15 Fixed 5.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175AZ7 413000.00000000 PA USD 415708.97000000 0.184675629596 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAU8 98000.00000000 PA USD 76251.74000000 0.033874270483 Long DBT CORP US N 2 2048-03-15 Fixed 3.95000000 N N N N N N CLOUD CAPITAL DATA CENTERS N/A 102104AA4 160000.00000000 PA USD 160254.54000000 0.071191891938 Long ABS-MBS US Y 2 2049-11-22 Fixed 5.78100000 N N N N N N SBA TOWER TRUST N/A 78403DAX8 376000.00000000 PA USD 334638.87000000 0.148660838386 Long DBT CORP US Y 2 2031-10-15 Fixed 2.59300000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650EH9 65000.00000000 PA USD 67724.43000000 0.030086076202 Long DBT CORP US N 2 2055-03-10 Fixed 7.00000000 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46648KAW6 1124533.45000000 PA USD 8599.08000000 0.003820077572 Long DBT USGA US N 2 2050-10-15 Floating 0.81638640 N N N N N N WELLS FARGO HOME EQUITY TRUST N/A 94981PAM2 122326.52000000 PA USD 122333.21000000 0.054345622076 Long ABS-MBS US N 2 2034-12-25 Floating 6.09879960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLGL5 212140.97000000 PA USD 173071.96000000 0.076885935799 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N FIGRE TRUST N/A 31684LAA9 321734.86000000 PA USD 322912.47000000 0.143451472076 Long ABS-MBS US Y 2 2055-05-25 Floating 5.55999840 N N N N N N COLUMBIA PIPELINES OPERATING COMPANY LLC N/A 19828TAB2 100000.00000000 PA USD 105634.50000000 0.046927343893 Long DBT CORP US N 2 2033-11-15 Fixed 6.03600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LWC2 29856.63000000 PA USD 26819.83000000 0.011914510747 Long DBT USGA US N 2 2047-09-01 Fixed 3.00000000 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CUD3 68620.69000000 PA USD 67202.03000000 0.029854003873 Long ABS-MBS US N 2 2031-07-01 Fixed 3.74000000 N N N N N N Ecopetrol S.A. 254900IDGKCJICKBPA66 279158AP4 120000.00000000 PA USD 107931.80000000 0.047947902395 Long DBT NUSS CO N 2 2031-11-02 Fixed 4.62500000 N N N N N N CLOVER CLO LLC N/A 18915FAA0 300000.00000000 PA USD 300226.20000000 0.133373264730 Long ABS-CBDO CORP US Y 2 2035-01-25 Floating 4.73658840 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABF1 675000.00000000 PA USD 656837.89000000 0.291795365586 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FR75 408180.51000000 PA USD 395689.17000000 0.175781981789 Long ABS-MBS US N 2 2045-07-25 Floating 4.27880160 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQD6 3350000.00000000 PA USD 3259707.05000000 1.448100703143 Long SN UST US N 2 2031-02-28 Fixed 3.50000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95004TAC6 486000.00000000 PA USD 492259.44000000 0.218682608669 Long ABS-MBS US N 2 2058-10-15 Fixed 5.18600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A86D4 181933.96000000 PA USD 155456.43000000 0.069060367124 Long DBT USGA US N 2 2050-08-01 Fixed 2.50000000 N N N N N N MASSACHUSETTS EDL FING AUTH ED LN REV N/A 57563RSP5 285000.00000000 PA USD 284783.83000000 0.126513106282 Long DBT MUN US N 2 2027-07-01 Fixed 4.14100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAGF3 173155.47000000 PA USD 141981.89000000 0.063074402573 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K9SH3 41573.16000000 PA USD 36981.49000000 0.016428752906 Long DBT USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617MKK99 21972.64000000 PA USD 20535.54000000 0.009122761480 Long DBT USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6ZJ3 69488.85000000 PA USD 63876.69000000 0.028376746218 Long DBT USGA US N 2 2050-04-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F050668 1150000.00000000 PA USD 1131301.85000000 0.502572464127 Long DBT USGA US N 2 2056-06-15 Fixed 5.00000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBM7 124000.00000000 PA USD 119352.36000000 0.053021401551 Long DBT CORP US N 2 2055-01-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5S20 55284.03000000 PA USD 52492.20000000 0.023319270892 Long DBT USGA US N 2 2050-01-01 Fixed 4.00000000 N N N N N N DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST N/A 247361ZV3 114092.72000000 PA USD 110479.48000000 0.049079690357 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N AMSR TRUST N/A 00179CAA6 487000.00000000 PA USD 478102.12000000 0.212393324162 Long ABS-MBS US Y 2 2041-07-17 Fixed 4.29000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8Q8 20000.00000000 PA USD 18520.92000000 0.008227781473 Long DBT CORP US N 2 2053-05-15 Fixed 5.60000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FY4 20000.00000000 PA USD 15601.10000000 0.006930673073 Long DBT CORP US N 2 2050-04-01 Fixed 3.95000000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAM1 10000.00000000 PA USD 9961.87000000 0.004425486931 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89178YBX1 310000.00000000 PA USD 293719.30000000 0.130482622620 Long ABS-MBS US N 2 2060-02-25 Floating 2.75000040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKZ94 291954.89000000 PA USD 283454.58000000 0.125922596819 Long DBT USGA US N 2 2037-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGGW3 142085.39000000 PA USD 116539.80000000 0.051771942611 Long DBT USGA US N 2 2052-03-01 Fixed 2.00000000 N N N N N N NYC TRUST N/A 62957YAA6 348000.00000000 PA USD 346883.76000000 0.154100540036 Long ABS-MBS US Y 2 2040-06-06 Floating 5.05287000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XPCH0 479448.15000000 PA USD 455636.24000000 0.202413023440 Long DBT USGA US N 2 2050-11-01 Fixed 4.00000000 N N N N N N Amcor Flexibles North America, Inc PTVU09TE3QPJPL7K4E13 02344AAH1 215000.00000000 PA USD 218381.81000000 0.097014500924 Long DBT CORP US N 2 2035-03-17 Fixed 5.50000000 N N N N N N BBCMS TRUST N/A 05550MAS3 569000.00000000 PA USD 551995.21000000 0.245219781861 Long ABS-MBS US N 2 2052-05-15 Fixed 3.31900000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CR3 110000.00000000 PA USD 112860.25000000 0.050137329789 Long DBT CORP US N 2 2034-06-01 Fixed 6.55000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650EG1 40000.00000000 PA USD 41705.20000000 0.018527226072 Long DBT CORP US N 2 2054-12-10 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWMX8 359721.29000000 PA USD 355027.39000000 0.157718287321 Long DBT USGA US N 2 2054-11-01 Fixed 5.00000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2L8 521000.00000000 PA USD 526697.67000000 0.233981537166 Long DBT CORP US N 2 2029-01-08 Fixed 5.50000000 N N N N N N United Kingdom of Great Britain and Northern Ireland N/A N/A -2.00000000 NC -239233.29000000 -0.10627761640 N/A DIR GB N 1 LONG GILT FUTURE SEP26 N/A Short U.K. Gilt Futures U.K. Long Gilt Future Sep 2026 2026-10-01 -233420.62000000 GBP -5812.67000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV5E1 255802.13000000 PA USD 235035.75000000 0.104412890366 Long DBT USGA US N 2 2050-02-01 Fixed 3.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BA1 20000.00000000 PA USD 18486.92000000 0.008212677225 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N FARMERS EXCHANGE CAPITAL II N/A 30958PAA1 165000.00000000 PA USD 160316.49000000 0.071219412767 Long DBT CORP US N 2 2053-11-01 Fixed 6.15100000 N N N N N N RENTOKIL TERMINIX FUNDING, LLC 984500D5BAA7560EKJ44 760130AA2 450000.00000000 PA USD 452306.76000000 0.200933926621 Long DBT CORP US N 2 2030-04-28 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EJ68 723031.62380000 PA USD 697669.20000000 0.309934372501 Long DBT USGA US N 2 2052-10-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQB0 1063000.00000000 PA USD 1052037.81000000 0.467360001689 Long SN UST US N 2 2028-02-29 Fixed 3.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EPAB0 34719.36000000 PA USD 34378.65000000 0.015272460523 Long DBT USGA US N 2 2042-06-01 Fixed 4.50000000 N N N N N N BAIN CAPITAL CREDIT CLO N/A 05684PAL0 275000.00000000 PA USD 275026.95000000 0.122178684639 Long ABS-CBDO CORP KY Y 2 2034-10-21 Floating 4.76214120 N N N N N N CSMC TRUST N/A 12663DAC8 140526.38000000 PA USD 140162.98000000 0.062266365283 Long ABS-MBS US Y 2 2067-05-25 Floating 5.16899880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138M5VQ9 43166.43000000 PA USD 40498.42000000 0.017991122999 Long DBT USGA US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335A3M8 112414.22000000 PA USD 111522.99000000 0.049543261943 Long DBT USGA US N 2 2042-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKAG4 144232.77000000 PA USD 128391.40000000 0.057036928093 Long DBT USGA US N 2 2050-09-01 Fixed 3.00000000 N N N N N N DIAMOND ISSUER LLC N/A 25267TAN1 25000.00000000 PA USD 24330.74000000 0.010808750958 Long ABS-MBS US Y 2 2051-11-20 Fixed 2.30500000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KRN1 110000.00000000 PA USD 112028.40000000 0.049767786590 Long DBT USGA US Y 2 2042-02-25 Floating 7.36210080 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 180000.00000000 PA USD 159542.60000000 0.070875617869 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7XD0 100000.00000000 PA USD 82254.16000000 0.036540801092 Long DBT USGA US N 2 2051-12-25 Fixed 2.00000000 N N N N N N STRUCTURED ASSET SECURITIES CORPORATION N/A 86358BAA0 69078.36000000 PA USD 67936.91000000 0.030180468867 Long ABS-MBS US N 2 2037-02-25 Floating 4.11879960 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135DH6 125000.00000000 PA USD 125119.28000000 0.055583313029 Long DBT CORP US N 2 2056-03-13 Fixed 5.80000000 N N N N N N N/A N/A N/A -3.00000000 PA -224965.62000000 -0.09993930973 N/A AU N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE58 856062.32000000 PA USD 803477.25000000 0.356938814696 Long DBT USGA US N 2 2052-10-01 Fixed 4.00000000 N N N N N N KKR & CO. INC. 54930013V5I303TF9571 48251WAB0 511000.00000000 PA USD 497712.65000000 0.221105156805 Long DBT CORP US N 2 2035-08-07 Fixed 5.10000000 N N N N N N PRET LLC N/A 740934AA2 97057.94000000 PA USD 97178.78000000 0.043170952938 Long ABS-MBS US Y 2 2055-07-25 Fixed 5.65710000 N N N N N N Government National Mortgage Association 2 N/A 3617WGYW1 100840.69000000 PA USD 86165.30000000 0.038278296056 Long DBT USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACWS5 70470.75000000 PA USD 74286.68000000 0.033001307139 Long DBT USGA US N 2 2040-07-01 Fixed 6.00000000 N N N N N N WENDYS FUNDING LLC N/A 95058XAR9 238402.50000000 PA USD 234622.68000000 0.104229387079 Long ABS-MBS US Y 2 2055-12-15 Fixed 5.42200000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BR2 10000.00000000 PA USD 8670.88000000 0.003851974190 Long DBT CORP US N 2 2032-02-03 Fixed 2.15000000 N N N N N N Government National Mortgage Association 2 N/A 36179XX68 125530.00000000 PA USD 127326.07000000 0.056563663135 Long DBT USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 105756CB4 200000.00000000 PA USD 148300.00000000 0.065881176124 Long DBT NUSS BR N 2 2050-01-14 Fixed 4.75000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RBH9 100000.00000000 PA USD 97015.70000000 0.043098505856 Long DBT CORP US N 2 2033-06-13 Fixed 4.28900000 N N N N N N DIAMOND INFRASTRUCTURE FUNDING N/A 25265LAA8 285000.00000000 PA USD 280066.65000000 0.124417534021 Long ABS-MBS US Y 2 2049-04-15 Fixed 1.76000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CW7 50000.00000000 PA USD 49760.14000000 0.022105573481 Long DBT CORP US N 2 2029-05-03 Fixed 4.05000000 N N N N N N Government National Mortgage Association 2 N/A 21H022663 1500000.00000000 PA USD 1283028.35000000 0.569975837487 Long DBT USGA US N 2 2056-06-15 Fixed 2.50000000 N N N N N N PENSKE TRUCK LEASING CO., L.P. 549300ZX07JYMI8GHQ39 709599BT0 542000.00000000 PA USD 550453.97000000 0.244535097411 Long DBT CORP US N 2 2028-05-01 Fixed 5.55000000 N N N N N N DELL INTERNATIONAL L.L.C. 254900ZARLSVK41DKO78 24703DBS9 195000.00000000 PA USD 193300.73000000 0.085872416980 Long DBT CORP US N 2 2031-02-15 Fixed 4.50000000 N N N N N N PEACHTREE CORNERS FUNDING TRUST II N/A 70470BAA7 255000.00000000 PA USD 265186.34000000 0.117807066563 Long DBT CORP US N 2 2035-05-15 Fixed 6.01200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCRW7 105759.76000000 PA USD 95325.54000000 0.042347664800 Long DBT USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWF32 407354.41500000 PA USD 382170.78000000 0.169776537201 Long DBT USGA US N 2 2053-01-01 Fixed 4.00000000 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST N/A 36272MAE6 183591.64000000 PA USD 183182.49000000 0.081377463834 Long ABS-MBS US Y 2 2055-12-25 Floating 5.50000080 N N N N N N Government National Mortgage Association 2 N/A 36179UGB2 61567.51000000 PA USD 56660.07000000 0.025170816256 Long DBT USGA US N 2 2048-11-20 Fixed 3.50000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMM1 50000.00000000 PA USD 42366.25000000 0.018820892636 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7BP8 14543.68000000 PA USD 13616.83000000 0.006049175829 Long DBT USGA US N 2 2043-03-01 Fixed 3.50000000 N N N N N N FS RIALTO ISSUER, LTD. N/A 30343TAC3 305000.00000000 PA USD 305155.55000000 0.135563091942 Long ABS-CBDO CORP KY Y 2 2044-01-19 Floating 5.26281120 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03465KAA5 431776.56000000 PA USD 430711.89000000 0.191340565638 Long ABS-MBS US Y 2 2067-05-25 Fixed 4.65000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACT0 30000.00000000 PA USD 19968.10000000 0.008870680465 Long DBT CORP US N 2 2052-10-15 Fixed 3.40000000 N N N N N N Government National Mortgage Association N/A 3622AAAE4 83853.89000000 PA USD 82892.28000000 0.036824281173 Long DBT USGA US N 2 2042-01-15 Fixed 4.50000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08163BBD2 438578.45000000 PA USD 415149.63000000 0.184427146946 Long ABS-MBS US N 2 2054-01-15 Fixed 1.73100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMHG4 397504.87000000 PA USD 386408.71000000 0.171659206201 Long DBT USGA US N 2 2053-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FXP77 249606.67000000 PA USD 180282.16000000 0.080089013722 Long DBT USGA US N 2 2050-10-25 Fixed 0.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F030660 275000.00000000 PA USD 240138.41000000 0.106679709261 Long DBT USGA US N 2 2056-06-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBUU2 288033.13000000 PA USD 273168.48000000 0.121353073112 Long DBT USGA US N 2 2050-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WF4C0 135002.54000000 PA USD 121157.85000000 0.053823477105 Long DBT USGA US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACSD3 148968.19000000 PA USD 152279.71000000 0.067649132803 Long DBT USGA US N 2 2053-08-20 Fixed 5.50000000 N N N N N N PRPM LLC N/A 69381UAA5 291068.02000000 PA USD 292154.49000000 0.129787467372 Long ABS-MBS US Y 2 2069-12-26 Fixed 5.67400000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XDK8 560000.00000000 PA USD 538110.00000000 0.239051380205 Long DBT CORP US N 2 2032-09-26 Fixed 4.80000000 N N N N N N CHASE HOME LENDING MORTGAGE TRUST N/A 16162QAE2 477308.29000000 PA USD 472796.92000000 0.210036528373 Long ABS-MBS US Y 2 2056-02-25 Floating 5.00000040 N N N N N N FIRSTCASH, INC. 549300V2X3UU7K0DG350 33767DAF2 10000.00000000 PA USD 10007.55000000 0.004445779933 Long DBT CORP US N 2 2034-05-01 Fixed 6.12500000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 26443TAG1 125000.00000000 PA USD 123366.30000000 0.054804564653 Long DBT CORP US N 2 2036-03-15 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMZ56 207723.40000000 PA USD 180770.22000000 0.080305830761 Long DBT USGA US N 2 2042-01-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDQP4 314030.45000000 PA USD 287606.15000000 0.127766901029 Long DBT USGA US N 2 2051-11-01 Fixed 3.50000000 N N N N N N EURO-BOBL FUTURE JUN26 N/A N/A -7.00000000 NC -948467.18000000 -0.42134951675 N/A DIR DE N 1 EURO-BOBL FUTURE JUN26 N/A Short N/A N/A 2026-06-11 -949757.80000000 EUR 1290.62000000 N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CB6 20000.00000000 PA USD 18823.28000000 0.008362102663 Long DBT CORP US N 2 2030-04-15 Fixed 2.70000000 N N N N N N Romania 315700IASY927EDWBK92 X73648AA9 152000.00000000 PA USD 155272.53000000 0.068978670912 Long DBT NUSS RO N 2 2036-05-16 Fixed 6.62500000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ADF9 40000.00000000 PA USD 40340.92000000 0.017921154791 Long DBT CORP US N 2 2034-04-15 Fixed 5.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQX50 77364.50000000 PA USD 74818.22000000 0.033237439846 Long DBT USGA US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ABL40 127668.27000000 PA USD 107109.46000000 0.047582583943 Long DBT USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N OBX TRUST N/A 67118KAC7 50222.76000000 PA USD 50478.68000000 0.022424779552 Long ABS-MBS US Y 2 2063-12-25 Fixed 6.43300000 N N N N N N CANADIAN PACIFIC RAILWAY COMPANY 54930036474DURYNB481 13645RAX2 167000.00000000 PA USD 172906.62000000 0.076812484729 Long DBT NUSS CA N 2 2115-09-15 Fixed 6.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWF40 1312107.82300000 PA USD 1264728.96000000 0.561846469075 Long DBT USGA US N 2 2053-01-01 Fixed 4.50000000 N N N N N N SOLRR AIRCRAFT LIMITED N/A 83438LAA9 156779.19000000 PA USD 148922.50000000 0.066157717137 Long ABS-MBS IE Y 2 2046-10-15 Fixed 2.63600000 N N N N N N Government National Mortgage Association 2 N/A 36179TV44 132997.49000000 PA USD 118647.70000000 0.052708361567 Long DBT USGA US N 2 2048-04-20 Fixed 3.00000000 N N N N N N CHENIERE ENERGY PARTNERS, L.P. 5493005UEC8AZ34LDV29 16411QAK7 10000.00000000 PA USD 9646.66000000 0.004285457225 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCT6 40000.00000000 PA USD 39886.06000000 0.017719086606 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N CIFC FUNDING LTD N/A 12563EAN3 250000.00000000 PA USD 250089.00000000 0.111100185137 Long ABS-CBDO CORP KY Y 2 2037-07-25 Floating 5.08659120 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427RK82 637580.46000000 PA USD 636041.98000000 0.282556936663 Long DBT USGA US N 2 2054-05-01 Fixed 5.00000000 N N N N N N SNAP INC. 549300JNC0L6VP8A2Q35 83304AAL0 30000.00000000 PA USD 29736.19000000 0.013210082067 Long DBT CORP US N 2 2033-03-01 Fixed 6.87500000 N N N N N N OCP CLO LTD N/A 67092DBD0 560000.00000000 PA USD 561100.40000000 0.249264695051 Long ABS-CBDO CORP KY Y 2 2038-01-26 Floating 4.97658960 N N N N N N Government National Mortgage Association 2 N/A 21H052660 150000.00000000 PA USD 150925.09000000 0.067047352905 Long DBT USGA US N 2 2056-06-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9SH5 286908.25000000 PA USD 271791.13000000 0.120741195581 Long DBT USGA US N 2 2047-12-01 Fixed 4.00000000 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CZF3 175761.98000000 PA USD 163519.44000000 0.072642299571 Long ABS-MBS US N 2 2038-02-01 Fixed 3.22000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KTYK0 68701.16000000 PA USD 59812.18000000 0.026571117767 Long DBT USGA US N 2 2041-12-01 Fixed 2.00000000 N N N N N N VIRGINIA POWER FUEL SECURITIZATION, LLC N/A 92808VAB8 389000.00000000 PA USD 391821.37000000 0.174063740299 Long DBT CORP US N 2 2031-05-01 Fixed 4.87700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNE73 228086.22000000 PA USD 194983.88000000 0.086620143895 Long DBT USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N OBX TRUST N/A 67117XAA4 103751.77000000 PA USD 104031.02000000 0.046215009784 Long ABS-MBS US Y 2 2063-04-25 Fixed 6.84400000 N N N N N N VEOLIA ENVIRONNEMENT SA 969500LENY69X51OOT31 N/A 100000.00000000 PA 112293.43000000 0.049885524204 Long DBT NUSS FR N 2 2175-04-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7BP3 85831.14000000 PA USD 81738.34000000 0.036311651879 Long DBT USGA US N 2 2049-01-01 Fixed 4.00000000 N N N N N N PRPM LLC N/A 69392PAB1 385000.00000000 PA USD 382783.09000000 0.170048551381 Long ABS-MBS US Y 2 2055-07-25 Fixed 5.25000000 N N N N N N GULFSTREAM NATURAL GAS SYSTEM, L.L.C. N/A 402740AG9 592000.00000000 PA USD 604246.40000000 0.268431985847 Long DBT CORP US N 2 2035-07-23 Fixed 5.60000000 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CZC0 119541.39000000 PA USD 110625.74000000 0.049144665278 Long ABS-MBS US N 2 2038-01-01 Fixed 2.92000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGL64 64377.68000000 PA USD 58695.76000000 0.026075156455 Long DBT USGA US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNGH0 547515.62000000 PA USD 468546.35000000 0.208148244146 Long DBT USGA US N 2 2052-05-01 Fixed 2.50000000 N N N N N N ALTICE FRANCE SAS 5493001ZMCICV4N02J21 02090DAA6 2066.00000000 PA USD 2100.37000000 0.000933073809 Long DBT NUSS FR N 2 2029-11-01 Fixed 9.50000000 N N N N N N FIRSTKEY HOMES TRUST N/A 33768JAA9 250342.72000000 PA USD 246922.19000000 0.109693353260 Long ABS-MBS US Y 2 2038-12-17 Fixed 2.13500000 N N N N N N US 10YR ULTRA FUT SEP26 N/A N/A -1.00000000 NC USD -112078.13000000 -0.04978987877 N/A DIR US N 1 US 10YR ULTRA FUT SEP26 N/A Short N/A N/A 2026-09-24 -110635.45000000 USD -1442.68000000 N N N LBTY COMMERCIAL MORTGAGE TRUST N/A 50178LAA2 256000.00000000 PA USD 251872.05000000 0.111892291887 Long ABS-MBS US Y 2 2043-02-10 Floating 4.59326160 N N N N N N EURO-SCHATZ FUT JUN26 N/A N/A -9.00000000 NC -1113434.01000000 -0.49463480860 N/A DIR DE N 1 EURO-SCHATZ FUT JUN26 N/A Short N/A N/A 2026-06-11 -1116322.51000000 EUR 2888.50000000 N N N VIRGIN MEDIA O2 VENDOR FINANCING NOTES VI DESIGNATED ACTIVITY COMPANY 9845001E591J5060A412 92769UAA9 36000.00000000 PA USD 31063.17000000 0.013799583100 Long DBT NUSS IE N 2 2033-03-15 Fixed 8.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XM3Y0 429465.29000000 PA USD 438480.57000000 0.194791744163 Long DBT USGA US N 2 2053-11-01 Fixed 5.50000000 N N N N N N SEQUOIA MORTGAGE TRUST N/A 81749MAE7 186150.93000000 PA USD 186213.72000000 0.082724065301 Long ABS-MBS US Y 2 2055-04-25 Floating 5.50000080 N N N N N N SEQUOIA MORTGAGE TRUST N/A 816935AE0 158951.50000000 PA USD 158665.67000000 0.070486048214 Long ABS-MBS US Y 2 2055-03-25 Floating 5.50000080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMHZ2 74619.64000000 PA USD 75502.69000000 0.033541510571 Long DBT USGA US N 2 2053-07-01 Fixed 5.50000000 N N N N N N SLAM LIMITED N/A 83100AAA0 205052.62000000 PA USD 203352.67000000 0.090337916842 Long ABS-MBS US Y 2 2049-09-15 Fixed 5.33500000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBA7 105000.00000000 PA USD 98848.82000000 0.043912855833 Long DBT CORP US N 2 2030-01-15 Fixed 2.90000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17328CAJ1 953636.60000000 PA USD 24266.33000000 0.010780137293 Long DBT USGA US N 2 2072-12-15 Floating 0.81353880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRU1 495770.86000000 PA USD 442763.42000000 0.196694368541 Long DBT USGA US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LBF2 10000.00000000 PA USD 9791.90000000 0.004349979018 Long DBT CORP US N 2 2031-03-01 Fixed 4.25000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CR4 30000.00000000 PA USD 29893.10000000 0.013279788172 Long DBT CORP US N 2 2026-08-15 Fixed 3.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J4HV4 84308.01000000 PA USD 79302.24000000 0.035229432505 Long DBT USGA US N 2 2036-09-01 Fixed 3.00000000 N N N N N N JH NORTH AMERICA HOLDINGS INC. 254900A6FXA0D81TL967 46593WAB1 60000.00000000 PA USD 60141.42000000 0.026717380198 Long DBT CORP US N 2 2032-07-31 Fixed 6.12500000 N N N N N N SECHE ENVIRONNEMENT SA 969500R9ENNIN33POO20 N/A 100000.00000000 PA 117586.16000000 0.052236780288 Long DBT NUSS FR N 2 2030-03-25 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F042665 1600000.00000000 PA USD 1535842.51000000 0.682286654762 Long DBT USGA US N 2 2056-06-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4UW4 83732.16000000 PA USD 76945.88000000 0.034182637035 Long DBT USGA US N 2 2049-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 21H042661 75000.00000000 PA USD 72139.10000000 0.032047260637 Long DBT USGA US N 2 2056-06-15 Fixed 4.50000000 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBK3 20000.00000000 PA USD 20024.85000000 0.008895891232 Long DBT CORP US N 2 2027-05-09 Fixed 4.35000000 N N N N N N Government National Mortgage Association N/A 38380RFZ8 1056481.33000000 PA USD 100370.48000000 0.044588842013 Long DBT USGA US N 2 2060-10-16 Floating 1.42230960 N N N N N N QUEENSLAND TREASURY CORPORATION 98INKCEEHOU5YJS0HQ88 N/A 420000.00000000 PA 290218.08000000 0.128927231578 Long DBT NUSS AU N 2 2038-08-13 Fixed 5.25000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 42000.00000000 PA USD 41345.58000000 0.018367467551 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UN6 4765000.00000000 PA USD 4705251.38000000 2.090273060533 Long DBT UST US N 2 2045-08-15 Fixed 4.87500000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBH3 30000.00000000 PA USD 18690.88000000 0.008303284944 Long DBT CORP US N 2 2052-06-15 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDH3 1016512.62000000 PA USD 816144.56000000 0.362566173301 Long DBT USGA US N 2 2052-04-01 Fixed 2.00000000 N N N N N N VENTURE GLOBAL CALCASIEU PASS, LLC 549300GKHS6RS20NLH85 92328MAC7 60000.00000000 PA USD 53485.10000000 0.023760359360 Long DBT CORP US N 2 2033-11-01 Fixed 3.87500000 N N N N N N EURO-BUND FUTURE JUN26 N/A N/A -3.00000000 NC -442824.97000000 -0.19672171167 N/A DIR DE N 1 EURO-BUND FUTURE JUN26 N/A Short N/A N/A 2026-06-11 -450875.76000000 EUR 8050.79000000 N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160KAP0 40000.00000000 PA USD 36253.06000000 0.016105153276 Long DBT CORP US N 2 2030-04-20 Fixed 1.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKVR8 323729.54000000 PA USD 319964.95000000 0.142142058157 Long DBT USGA US N 2 2047-05-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9HZ9 16667.30000000 PA USD 16293.78000000 0.007238391031 Long DBT USGA US N 2 2048-07-01 Fixed 4.50000000 N N N N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932AH0 90000.00000000 PA USD 89430.62000000 0.039728890270 Long DBT CORP US N 2 2027-07-15 Fixed 3.90000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABS3 40000.00000000 PA USD 38118.24000000 0.016933745670 Long DBT CORP US N 2 2029-02-15 Fixed 2.62500000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAE9 70000.00000000 PA USD 73107.06000000 0.032477269695 Long DBT CORP US N 2 2175-03-18 Fixed 7.87500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XEA9 60000.00000000 PA USD 57851.52000000 0.025700109091 Long DBT CORP US N 2 2046-02-04 Fixed 6.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9NR0 34626.96000000 PA USD 33869.28000000 0.015046176674 Long DBT USGA US N 2 2048-08-01 Fixed 4.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 35000.00000000 PA USD 33333.61000000 0.014808209246 Long DBT CORP US N 2 2035-09-26 Fixed 5.20000000 N N N N N N Government National Mortgage Association 2 N/A 36179S5L7 11715.15000000 PA USD 10827.39000000 0.004809987778 Long DBT USGA US N 2 2047-05-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XA3J9 89882.15000000 PA USD 83131.04000000 0.036930348534 Long DBT USGA US N 2 2050-06-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HMRW6 18211.49000000 PA USD 17839.36000000 0.007925003493 Long DBT USGA US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAG4 60000.00000000 PA USD 57192.30000000 0.025407255490 Long DBT CORP US N 2 2033-09-15 Fixed 6.00000000 N N N N N N VALLEY STREAM PARK CLO LTD N/A 92013AAT6 300000.00000000 PA USD 299996.40000000 0.133271177782 Long ABS-CBDO CORP JE Y 2 2037-01-20 Floating 4.86523080 N N N N N N NEW YORK N Y N/A 64966SNK8 110000.00000000 PA USD 112637.37000000 0.050038317000 Long DBT MUN US N 2 2055-02-01 Fixed 5.93500000 N N N N N N Government National Mortgage Association 2 N/A 36179TUB9 71638.19000000 PA USD 67969.27000000 0.030194844557 Long DBT USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9XA6 22870.28000000 PA USD 21637.36000000 0.009612236851 Long DBT USGA US N 2 2048-10-01 Fixed 4.00000000 N N N N N N BANK5 N/A 066043AS9 100000.00000000 PA USD 102223.88000000 0.045412201230 Long ABS-MBS US N 2 2057-05-15 Floating 6.96683880 N N N N N N United States of America N/A N/A -1.00000000 NC USD -114406.25000000 -0.05082412883 N/A DIR US N 1 US ULTRA BOND CBT SEP26 N/A Short U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Sep 2026 2026-09-24 -111085.09000000 USD -3321.16000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K43V0 121645.98000000 PA USD 112758.62000000 0.050092181414 Long DBT USGA US N 2 2050-01-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFC8 20000.00000000 PA USD 18794.22000000 0.008349192973 Long DBT CORP US N 2 2044-01-21 Fixed 5.00000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 N/A 100000.00000000 PA 117271.40000000 0.052096950490 Long DBT NUSS FR N 2 2044-06-17 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A3PB8 109442.11000000 PA USD 97331.66000000 0.043238868745 Long DBT USGA US N 2 2050-04-01 Fixed 3.00000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05612GAA1 316672.29000000 PA USD 317167.09000000 0.140899129583 Long ABS-MBS US Y 2 2041-03-15 Floating 5.01873840 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95000PAD6 117626.61000000 PA USD 117266.70000000 0.052094862550 Long ABS-MBS US N 2 2049-12-15 Fixed 3.52500000 N N N N N N Government National Mortgage Association 2 N/A 36188MF46 47328.89000000 PA USD 44284.94000000 0.019673256451 Long DBT USGA US N 2 2045-11-20 Fixed 4.00000000 N N N N N N FWDP 2Y RTR 3.75 N/A SWP121K69 -2985000.00000000 NC USD -6202.83000000 -0.00275556126 N/A DIR US N 1 FWDP 2Y RTR 3.75 N/A Call Written N/A N/A -2985000.00000000 3.75000000 USD 2026-08-18 XXXX 278.77000000 N N N MACQUARIE GROUP LIMITED ACMHD8HWFMFUIQQ8Y590 55608JAP3 280000.00000000 PA USD 282249.39000000 0.125387200092 Long DBT NUSS AU N 2 2030-01-15 Fixed 5.03300000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KAT7 292000.00000000 PA USD 290246.74000000 0.128939963571 Long DBT CORP US N 2 2027-05-01 Fixed 3.55000000 N N N N N N NNN REIT, INC. 5493008JKH5SOTI0JS97 637417AU0 320000.00000000 PA USD 317493.04000000 0.141043930456 Long DBT CORP US N 2 2031-02-15 Fixed 4.60000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BG4 45000.00000000 PA USD 32626.46000000 0.014494063099 Long DBT CORP US N 2 2047-12-08 Fixed 3.73400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHJF5 59226.84000000 PA USD 55732.66000000 0.024758821236 Long DBT USGA US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWM35 127921.03000000 PA USD 124788.79000000 0.055436495295 Long DBT USGA US N 2 2034-04-01 Fixed 3.50000000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KH36 11458.14000000 PA USD 11479.68000000 0.005099762777 Long DBT USGA US N 2 2042-09-25 Floating 5.76209880 N N N N N N SEQUOIA MORTGAGE TRUST N/A 81748EAL0 622.29000000 PA USD 620.05000000 0.000275452618 Long ABS-MBS US Y 2 2054-08-25 Floating 6.00000120 N N N N N N BX TRUST N/A 12433KAA5 329000.00000000 PA USD 328485.94000000 0.145927444825 Long ABS-MBS US Y 2 2042-03-15 Floating 5.07029040 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 1939000.00000000 PA 2467017.40000000 1.095954199813 Long DBT NUSS GB N 2 2028-10-22 Fixed 1.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCDW5 261609.16000000 PA USD 247937.72000000 0.110144494937 Long DBT USGA US N 2 2048-11-01 Fixed 4.00000000 N N N N N N THE SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587DJ3 120000.00000000 PA USD 119774.36000000 0.053208871924 Long DBT CORP US N 2 2051-09-15 Fixed 3.75000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JDC5 160000.00000000 PA USD 163661.47000000 0.072705395346 Long DBT CORP US N 2 2035-04-01 Fixed 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A94U6 123919.78000000 PA USD 100070.44000000 0.044455551466 Long DBT USGA US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8D46 174822.72000000 PA USD 156348.90000000 0.069456840308 Long DBT USGA US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179TSG1 10075.63000000 PA USD 9281.95000000 0.004123437509 Long DBT USGA US N 2 2048-02-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMHB5 406160.44000000 PA USD 405482.49000000 0.180132591633 Long DBT USGA US N 2 2053-08-01 Fixed 5.00000000 N N N N N N ALLIANT ENERGY CORPORATION 5493009ML300G373MZ12 018802AF5 95000.00000000 PA USD 93925.01000000 0.041725489725 Long DBT CORP US N 2 2056-04-01 Fixed 5.75000000 N N N N N N NYC TRUST N/A 62956HAA4 100000.00000000 PA USD 100000.00000000 0.044424259018 Long ABS-MBS US Y 2 2029-08-15 Floating 5.61803040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XPZN2 538001.17000000 PA USD 460577.61000000 0.204608190448 Long DBT USGA US N 2 2052-04-01 Fixed 2.50000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DN4 96000.00000000 PA USD 71912.20000000 0.031946461994 Long DBT CORP US N 2 2046-04-15 Fixed 3.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CFJ8 144738.41000000 PA USD 138830.72000000 0.061674518650 Long DBT USGA US N 2 2032-01-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179VDS6 13283.60000000 PA USD 13374.33000000 0.005941447001 Long DBT USGA US N 2 2050-01-20 Fixed 5.00000000 N N N N N N OCTAGON INVESTMENT PARTNERS, LTD. N/A 67592BBC1 290000.00000000 PA USD 290088.45000000 0.128869644411 Long ABS-CBDO CORP KY Y 2 2035-01-20 Floating 5.22523080 N N N N N N VMED O2 UK FINANCING I PLC 213800MRR46ECNGZ7L69 92858RAD2 8000.00000000 PA USD 7469.09000000 0.003318087887 Long DBT NUSS GB N 2 2032-04-15 Fixed 7.75000000 N N N N N N DOMINO'S PIZZA MASTER ISSUER LLC N/A 25755TAR1 380000.00000000 PA USD 375675.68000000 0.166891137153 Long ABS-MBS US Y 2 2055-07-25 Fixed 5.21700000 N N N N N N Government National Mortgage Association 2 N/A 36179WXH6 567469.12000000 PA USD 465677.09000000 0.206873596652 Long DBT USGA US N 2 2052-02-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179U6Y3 12405.57000000 PA USD 12490.43000000 0.005548780975 Long DBT USGA US N 2 2049-11-20 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TT5 404000.00000000 PA USD 350327.97000000 0.155630604807 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N VISTA POINT SECURITIZATION TRUST N/A 92790EAA8 298335.33000000 PA USD 295796.79000000 0.131405532158 Long ABS-MBS US Y 2 2056-02-25 Fixed 5.03500000 N N N N N N AON NORTH AMERICA, INC. N/A 03740MAD2 110000.00000000 PA USD 112398.38000000 0.049932147464 Long DBT CORP US N 2 2034-03-01 Fixed 5.45000000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAC5 60000.00000000 PA USD 61794.74000000 0.027451855357 Long DBT CORP US N 2 2035-06-15 Fixed 5.62500000 N N N N N N Government National Mortgage Association 2 N/A 36196FGY4 80742.58000000 PA USD 73810.95000000 0.032789967612 Long DBT USGA US N 2 2047-01-20 Fixed 3.50000000 N N N N N N VT TOPCO, INC. 5493007T812R37X02Y38 91838PAA9 27000.00000000 PA USD 27728.08000000 0.012317994080 Long DBT CORP US N 2 2030-08-15 Fixed 8.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179VX21 64067.28000000 PA USD 58563.62000000 0.026016454239 Long DBT USGA US N 2 2050-11-20 Fixed 3.50000000 N N N N N N KODIAK GAS SERVICES, LLC 549300ZQBRWEUOVOM131 50012LAD6 55000.00000000 PA USD 55972.90000000 0.024865546076 Long DBT CORP US N 2 2033-10-01 Fixed 6.50000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64828EAA3 94228.38000000 PA USD 90741.90000000 0.040311416694 Long ABS-MBS US N 2 2059-09-25 Floating 2.49188040 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAJ7 10000.00000000 PA USD 9988.76000000 0.004437432615 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QMDN8 24779.05000000 PA USD 23744.86000000 0.010548478110 Long DBT USGA US N 2 2045-01-01 Fixed 4.00000000 N N N N N N VERISK ANALYTICS, INC. 549300I1YSWNIRKBWP67 92345YAG1 142000.00000000 PA USD 100618.25000000 0.044698912000 Long DBT CORP US N 2 2050-05-15 Fixed 3.62500000 N N N N N N Government National Mortgage Association 2 N/A 36179UPA4 24236.81000000 PA USD 22961.26000000 0.010200369616 Long DBT USGA US N 2 2049-03-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L4FG9 66466.56000000 PA USD 53891.13000000 0.023940735179 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932AJ6 120000.00000000 PA USD 104068.80000000 0.046231793269 Long DBT CORP US N 2 2047-07-15 Fixed 4.85000000 N N N N N N BALL CORPORATION 0BGI85ALH27ZJP15DY16 058498AX4 30000.00000000 PA USD 27136.79000000 0.012055317878 Long DBT CORP US N 2 2031-09-15 Fixed 3.12500000 N N N N N N OPAL BIDCO SAS 969500R96XT7XY2UJ564 68348BAA1 25000.00000000 PA USD 25413.45000000 0.011289736853 Long DBT NUSS FR N 2 2032-03-31 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHCC9 77748.30000000 PA USD 71126.24000000 0.031597305087 Long DBT USGA US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JHYV9 19179.74000000 PA USD 18760.07000000 0.008334022088 Long DBT USGA US N 2 2048-11-01 Fixed 4.50000000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BW4 247000.00000000 PA USD 255062.73000000 0.113309727835 Long DBT CORP US N 2 2035-01-22 Fixed 5.67600000 N N N N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 02073LAC5 25000.00000000 PA USD 24783.76000000 0.011010001736 Long DBT CORP US N 2 2034-01-15 Fixed 6.25000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KU4 90000.00000000 PA USD 89194.77000000 0.039624115655 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N GLOBAL CONTAINER INTERNATIONAL N/A 36166VAE5 251515.09210000 PA USD 231841.05000000 0.102993668563 Long ABS-MBS US Y 2 2046-06-18 Fixed 2.38000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EMDB4 34862.69000000 PA USD 33610.68000000 0.014931295541 Long DBT USGA US N 2 2044-01-01 Fixed 4.00000000 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST N/A 61691GAQ3 10692.10000000 PA USD 10669.45000000 0.004739824103 Long ABS-MBS US N 2 2049-12-15 Fixed 3.51400000 N N N N N N AMSR TRUST N/A 66981XAA9 410000.00000000 PA USD 404239.09000000 0.179580220396 Long ABS-MBS US Y 2 2040-04-17 Fixed 4.00000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61691UBD0 642647.93000000 PA USD 609947.82000000 0.270964799435 Long ABS-MBS US N 2 2052-11-15 Fixed 2.87400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSUZ2 413884.62000000 PA USD 413961.77000000 0.183899448943 Long DBT USGA US N 2 2053-08-01 Fixed 5.00000000 N N N N N N FWDP 2Y RTP 4.210000 N/A SWP121JJ3 5970000.00000000 NC USD 6771.41000000 0.003008148717 N/A DIR US N 1 FWDP 2Y RTP 4.210000 N/A Put Purchased N/A N/A 5970000.00000000 4.21000000 USD 2026-08-18 XXXX -3062.74000000 N N N GRAND CANYON UNIVERSITY N/A 38528UAE6 15000.00000000 PA USD 14860.35000000 0.006601600375 Long DBT CORP US N 2 2028-10-01 Fixed 5.12500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KA8 70000.00000000 PA USD 69999.03000000 0.031096550397 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N N/A N/A 783965593 729825.55000000 NS USD 729825.55000000 0.324219592716 Long STIV RF US N 1 N N N SWITCH ABS ISSUER LLC N/A 871044AA1 300000.00000000 PA USD 301978.59000000 0.134151751002 Long ABS-MBS US Y 2 2054-03-25 Fixed 6.28000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHG92 75447.20000000 PA USD 71276.42000000 0.031664021440 Long DBT USGA US N 2 2052-05-01 Fixed 4.00000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FX6 20000.00000000 PA USD 19177.46000000 0.008519444503 Long DBT CORP US N 2 2030-04-01 Fixed 3.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L5G91 150572.65000000 PA USD 129292.78000000 0.057437359479 Long DBT USGA US N 2 2051-03-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQR5 2130000.00000000 PA USD 2119849.23000000 0.941727312741 Long SN UST US N 2 2029-05-15 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BS82 22525.04000000 PA USD 22318.21000000 0.009914699418 Long DBT USGA US N 2 2038-08-01 Fixed 4.50000000 N N N N N N PCY TRUST N/A 704929AA6 380000.00000000 PA USD 382220.76000000 0.169798740445 Long ABS-MBS US Y 2 2041-04-05 Floating 5.15325960 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RJZ6 151000.00000000 PA USD 117431.78000000 0.052168198117 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 420000.00000000 PA USD 424206.80000000 0.188450727607 Long DBT CORP US N 2 2035-07-19 Fixed 5.32000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFHS3 64793.60000000 PA USD 57897.96000000 0.025720739716 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 8426EPAH1 515000.00000000 PA USD 509541.35000000 0.226359969131 Long DBT CORP US N 2 2034-09-15 Fixed 4.95000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303MAD4 105000.00000000 PA USD 102591.49000000 0.045575509248 Long DBT CORP US N 2 2035-11-15 Fixed 4.87500000 N N N N N N ASHTEAD CAPITAL, INC. 213800J1134IW58IC398 045054AP8 529000.00000000 PA USD 467245.06000000 0.207570155706 Long DBT CORP GB N 2 2031-08-12 Fixed 2.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7D68 107923.14000000 PA USD 101042.34000000 0.044887310840 Long DBT USGA US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DN6L2 79204.63000000 PA USD 76455.67000000 0.033964864875 Long DBT USGA US N 2 2052-11-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFLM1 68941.03000000 PA USD 60817.21000000 0.027017594898 Long DBT USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833CD0 156000.00000000 PA USD 125183.69000000 0.055611926694 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAY7 69000.00000000 PA USD 58217.97000000 0.025862901788 Long DBT CORP US N 2 2050-04-15 Fixed 4.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F032666 4400000.00000000 PA USD 3998964.16000000 1.776510196504 Long DBT USGA US N 2 2056-06-15 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3N1 35000.00000000 PA USD 35037.50000000 0.015565149753 Long DBT CORP US N 2 2035-12-03 Fixed 5.21100000 N N N N N N ECHOSTAR CORPORATION 549300EE20907QZ9GT38 278768AC0 17000.00000000 PA USD 18474.58000000 0.008207195271 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 78413MAE8 250000.00000000 PA USD 218221.63000000 0.096943342146 Long ABS-MBS US N 2 2043-01-05 Floating 4.14399960 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AU8 100000.00000000 PA USD 101588.90000000 0.045130116070 Long DBT CORP US N 2 2032-02-15 Fixed 6.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QERV6 100078.43000000 PA USD 81424.75000000 0.036172341845 Long DBT USGA US N 2 2050-08-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHX28 15153.03000000 PA USD 14651.86000000 0.006508980237 Long DBT USGA US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFL74 74127.51000000 PA USD 60421.09000000 0.026841621523 Long DBT USGA US N 2 2052-01-01 Fixed 2.00000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807DL8 501000.00000000 PA USD 480579.67000000 0.213493957392 Long DBT CORP US N 2 2028-02-01 Fixed 1.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQQY5 75185.98000000 PA USD 76284.78000000 0.033888948259 Long DBT USGA US N 2 2053-06-01 Fixed 5.50000000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AU7 20000.00000000 PA USD 16476.29000000 0.007319469746 Long DBT CORP US N 2 2052-05-15 Fixed 4.55000000 N N N N N N State of California 9845007J7054602FF597 13063A5E0 280000.00000000 PA USD 319846.69000000 0.142089522028 Long DBT MUN US N 2 2034-04-01 Fixed 7.50000000 N N N N N N BLACKSTONE HOLDINGS FINANCE CO. L.L.C. 549300D2L6J4NC1QVZ22 09256BAE7 118000.00000000 PA USD 120442.58000000 0.053505723708 Long DBT CORP US N 2 2042-08-15 Fixed 6.25000000 N N N N N N Government National Mortgage Association N/A 38378D2U8 46967.20000000 PA USD 3986.33000000 0.001770897564 Long DBT USGA US N 2 2042-03-20 Floating 2.33287920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CS47 458871.80000000 PA USD 423117.41000000 0.187966774171 Long DBT USGA US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 21H032662 850000.00000000 PA USD 765616.99000000 0.340119674729 Long DBT USGA US N 2 2056-06-15 Fixed 3.50000000 N N N N N N J.G. WENTWORTH LLC N/A 46620VAB0 170077.70000000 PA USD 152349.24000000 0.067680020990 Long ABS-MBS US N 2 2074-09-17 Fixed 5.09000000 N N N N N N Transocean International Limited DOL4HJ22ADYSIWES4H94 893830BX6 7000.00000000 PA USD 7334.17000000 0.003258150677 Long DBT NUSS US N 2 2030-02-15 Fixed 8.75000000 N N N N N N ATLASSIAN CORPORATION 549300V7ZY5P02D2MY38 049468AB7 60000.00000000 PA USD 59975.26000000 0.026643564849 Long DBT CORP US N 2 2034-05-15 Fixed 5.50000000 N N N N N N CSMC TRUST N/A 12663TAA7 155150.49000000 PA USD 147920.96000000 0.065712790413 Long ABS-MBS US Y 2 2062-04-25 Floating 3.90435120 N N N N N N Ferguson Finance Plc 2138003A7ZEU931DZL61 314890AA2 394000.00000000 PA USD 392735.19000000 0.174469698063 Long DBT NUSS US N 2 2028-10-24 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGWS4 71042.26000000 PA USD 65649.52000000 0.029164312809 Long DBT USGA US N 2 2052-05-01 Fixed 3.50000000 N N N N N N FIRST EAGLE HOLDINGS, INC. 549300ZKYR56QRODD510 32010YAA4 49000.00000000 PA USD 49673.20000000 0.022066951030 Long DBT CORP US N 2 2032-08-15 Fixed 7.25000000 N N N N N N YORKSHIRE WATER FINANCE PLC 213800O8BDOGHJMTCP32 G98590AT2 100000.00000000 PA 137645.95000000 0.061148193356 Long DBT NUSS GB N 2 2034-11-18 Fixed 6.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F020661 1100000.00000000 PA USD 879655.45000000 0.390780415580 Long DBT USGA US N 2 2056-06-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXLU4 33994.46000000 PA USD 32556.30000000 0.014462895038 Long DBT USGA US N 2 2059-01-01 Fixed 4.50000000 N N N N N N MODIVCARE INC. 549300EFZIFW7F7I0Q28 60783XAC8 126000.00000000 PA USD 1260.00000000 0.000559745663 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N Y N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -2707.43000000 -0.00120275571 N/A DFE US N 2 U.S. DOLLARS N/A 105514.99000000 GBP 139488.78000000 USD 2026-06-26 -2707.43000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132FCD69 97685.51000000 PA USD 100308.07000000 0.044561116833 Long DBT USGA US N 2 2035-03-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 38383M3M8 100000.00000000 PA USD 91483.91000000 0.040641049138 Long DBT USGA US N 2 2051-07-20 Fixed 4.00000000 N N N N N N DISH NETWORK CORPORATION 529900U350CWHH15G169 25470MAG4 33000.00000000 PA USD 34002.54000000 0.015105376442 Long DBT CORP US N 2 2027-11-15 Fixed 11.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F022667 1875000.00000000 PA USD 1568629.18000000 0.696851889966 Long DBT USGA US N 2 2056-06-15 Fixed 2.50000000 N N N N N N AA BOND CO LIMITED 2138002EPF6QVRZBMC58 N/A 100000.00000000 PA 140713.14000000 0.062510769786 Long DBT NUSS GB N 2 2029-07-31 Fixed 7.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EMT4 65730.94000000 PA USD 66302.07000000 0.029454203311 Long DBT USGA US N 2 2053-01-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLYM4 316712.91000000 PA USD 307872.52000000 0.136770085732 Long DBT USGA US N 2 2052-12-01 Fixed 4.50000000 N N N N N N GLOBAL PARTNERS LP 549300PCHWTW9P4DU444 37954FAK0 5000.00000000 PA USD 5247.30000000 0.002331074143 Long DBT CORP US N 2 2032-01-15 Fixed 8.25000000 N N N N N N Government National Mortgage Association 2 N/A 36179YHR8 601322.08000000 PA USD 596277.02000000 0.264891647833 Long DBT USGA US N 2 2053-10-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFD0 427634.34980000 PA USD 388998.51000000 0.172809705661 Long DBT USGA US N 2 2052-11-01 Fixed 3.50000000 N N N N N N CRH AMERICA FINANCE, INC. 549300WEVUODRJ4CWK56 12636YAH5 506000.00000000 PA USD 499427.55000000 0.221866988422 Long DBT CORP US N 2 2031-02-09 Fixed 4.40000000 N N N N N N MAPLE PARENT HOLDINGS CORP. 254900J6FBJ1E892Q074 56530KAH9 100000.00000000 PA 118578.71000000 0.052677713271 Long DBT CORP US N 2 2035-03-26 Fixed 4.72800000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816EH8 55000.00000000 PA USD 57041.66000000 0.025340334786 Long DBT CORP US N 2 2036-04-25 Fixed 5.66700000 N N N N N N AURIZON NETWORK PTY LTD 549300FNL9A7DVZKZ444 N/A 80000.00000000 PA 58013.74000000 0.025772174124 Long DBT NUSS AU N 2 2031-09-12 Fixed 6.10000000 N N N N N N DWR CYMRU (FINANCING) UK PLC 213800GDOFO2ED5PNC85 N/A 105000.00000000 PA 107666.49000000 0.047830040393 Long DBT NUSS GB N 2 2034-03-31 Fixed 2.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMH5 72929.11000000 PA USD 68933.62000000 0.030623249899 Long DBT USGA US N 2 2053-02-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKW95 364916.53000000 PA USD 313346.97000000 0.139202069580 Long DBT USGA US N 2 2051-06-01 Fixed 2.50000000 N N N N N N AMSR TRUST N/A 66981YAA7 236000.00000000 PA USD 233529.60000000 0.103743794389 Long ABS-MBS US Y 2 2039-10-17 Fixed 4.00000000 N N N N N N VZ Secured Financing B.V. 549300MG611MYCOWY949 91845AAA3 60000.00000000 PA USD 52092.51000000 0.023141711571 Long DBT NUSS NL N 2 2032-01-15 Fixed 5.00000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46657WAE8 74236.80000000 PA USD 74416.82000000 0.033059120870 Long ABS-MBS US Y 2 2054-10-25 Floating 6.00000120 N N N N N N UKG INC. 529900FKHWSTQ1GXK240 90279XAA0 20000.00000000 PA USD 19654.44000000 0.008731339334 Long DBT CORP US N 2 2031-02-01 Fixed 6.87500000 N N N N N N MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION 549300GS0W0TEUQS8571 61776NVG5 170000.00000000 PA USD 169551.52000000 0.075322006415 Long DBT CORP US N 2 2031-07-18 Fixed 4.73400000 N N N N N N AUSGRID FINANCE PTY LTD 549300DN8D7YR73BKB57 N/A 50000.00000000 PA 35451.67000000 0.015749141707 Long DBT NUSS AU N 2 2035-12-10 Fixed 5.94600000 N N N N N N Government National Mortgage Association 2 N/A 3622ABV33 56144.35000000 PA USD 49742.22000000 0.022097612654 Long DBT USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAF1 20000.00000000 PA USD 18984.63000000 0.008433781204 Long DBT CORP US N 2 2030-04-01 Fixed 2.85000000 N N N N N N RCKT MORTGAGE TRUST N/A 749410AA4 145874.58000000 PA USD 146003.84000000 0.064861124058 Long ABS-MBS US Y 2 2044-09-25 Fixed 5.34400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHWZ6 296798.37000000 PA USD 261526.64000000 0.116181271956 Long DBT USGA US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DPR7 17185.51000000 PA USD 16680.25000000 0.007410077464 Long DBT USGA US N 2 2050-05-01 Fixed 4.50000000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG, LLC 549300TKP4I6OJ02BF90 922966AE6 30000.00000000 PA USD 30814.75000000 0.013689224355 Long DBT CORP US N 2 2030-12-15 Fixed 6.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBEM0 36653.51000000 PA USD 32150.44000000 0.014282594741 Long DBT USGA US N 2 2050-04-25 Fixed 2.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3E1 40000.00000000 PA USD 40787.15000000 0.018119389162 Long DBT CORP US N 2 2029-07-25 Fixed 5.57400000 N N N N N N COPT DEFENSE PROPERTIES, L.P. H0TWO5VRNEP6CQAWPX27 12713UAA4 381000.00000000 PA USD 374293.35000000 0.166277047293 Long DBT CORP US N 2 2030-10-15 Fixed 4.50000000 N N N N N N TRANSMONTAIGNE PARTNERS LLC N/A 89377AAA3 7000.00000000 PA USD 7222.04000000 0.003208337756 Long DBT CORP US N 2 2030-06-15 Fixed 8.50000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DR8 30000.00000000 PA USD 26211.72000000 0.011644362386 Long DBT CORP US N 2 2031-09-15 Fixed 2.12500000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RNG3 196000.00000000 PA USD 193608.36000000 0.086009079328 Long DBT CORP US N 2 2033-04-30 Fixed 4.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 28.81000000 0.000012798629 N/A DFE US N 2 U.S. DOLLARS N/A 30586.80000000 AUD 22018.21000000 USD 2026-06-26 28.81000000 N N N CLOUD SOFTWARE GROUP, INC. 04EEB871XLHVNY4RZJ65 18912UAC6 43000.00000000 PA USD 42215.62000000 0.018753976375 Long DBT CORP US N 2 2032-06-30 Fixed 8.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9XL2 16983.50000000 PA USD 16640.77000000 0.007392538767 Long DBT USGA US N 2 2048-10-01 Fixed 4.50000000 N N N N N N EDGECONNEX DATA CENTERS ISSUER LLC N/A 28000XAB4 192902.90000000 PA USD 191762.09000000 0.085188887561 Long ABS-MBS US Y 2 2054-07-27 Fixed 6.00000000 N N N N N N ACRA TRUST N/A 00112EAA2 325668.17000000 PA USD 326474.49000000 0.145033873067 Long ABS-MBS US Y 2 2064-10-25 Fixed 5.60800000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJS9 125000.00000000 PA USD 124534.66000000 0.055323599926 Long DBT CORP US N 2 2027-07-22 Fixed 1.73400000 N N N N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160KAN5 70000.00000000 PA USD 68175.36000000 0.030286398513 Long DBT CORP US N 2 2027-06-20 Fixed 1.37500000 N N N N N N PALMER SQUARE CLO N/A 69700XAN5 284000.00000000 PA USD 284572.83000000 0.126419371096 Long ABS-CBDO CORP KY Y 2 2037-10-20 Floating 5.02522920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9M92 76099.80000000 PA USD 66390.06000000 0.029493292217 Long DBT USGA US N 2 2042-04-01 Fixed 2.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGY4 272000.00000000 PA USD 264684.13000000 0.117583963492 Long DBT CORP US N 2 2035-02-15 Fixed 4.78000000 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CYU1 112290.43000000 PA USD 103068.07000000 0.045787226382 Long ABS-MBS US N 2 2037-08-01 Fixed 2.75000000 N N N N N N MEDLINE BORROWER, LP 254900QT3R363TVK6F09 62482BAA0 310000.00000000 PA USD 301692.63000000 0.134024715391 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KQLW9 66383.82000000 PA USD 59025.00000000 0.026221418885 Long DBT USGA US N 2 2050-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMLL7 70229.89000000 PA USD 56700.01000000 0.025188559306 Long DBT USGA US N 2 2051-08-01 Fixed 2.00000000 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CUE1 37444.80000000 PA USD 36384.64000000 0.016163606716 Long ABS-MBS US N 2 2031-08-01 Fixed 3.29000000 N N N N N N SMALL BUSINESS INVESTMENT COMPANIES N/A 831641GA7 634346.95000000 PA USD 630376.19000000 0.280039951438 Long ABS-MBS US N 2 2035-09-10 Fixed 4.53200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDQS8 61903.61000000 PA USD 55198.85000000 0.024521680099 Long DBT USGA US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7D84 77852.73000000 PA USD 71042.50000000 0.031560104213 Long DBT USGA US N 2 2043-11-01 Fixed 3.00000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBV2 20000.00000000 PA USD 19433.44000000 0.008633161721 Long DBT CORP US N 2 2037-05-15 Fixed 4.92600000 N N N N N N AIRCASTLE LIMITED 549300PNK8AKY3OIKP58 00929JAD8 390000.00000000 PA USD 386338.35000000 0.171627949292 Long DBT NUSS US N 2 2031-05-15 Fixed 5.00000000 N N N N N N DRYDEN CLO LTD N/A 26248AAL8 325000.00000000 PA USD 325059.25000000 0.144405163184 Long ABS-CBDO CORP KY Y 2 2035-04-20 Floating 4.69523160 N N N N N N MOLINA HEALTHCARE, INC. 549300NQQCEQ46YHZ591 60855RAM2 50000.00000000 PA USD 49995.60000000 0.022210174841 Long DBT CORP US N 2 2033-01-15 Fixed 6.25000000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109CT9 45000.00000000 PA USD 45053.18000000 0.020014541379 Long DBT CORP US N 2 2035-04-15 Fixed 5.12500000 N N N N N N DTE ELECTRIC SECURITIZATION FUNDING I LLC N/A 23345GAA8 67374.40000000 PA USD 66468.92000000 0.029528325187 Long DBT CORP US N 2 2026-12-01 Fixed 2.64000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 N/A 100000.00000000 PA 70378.37000000 0.031265069381 Long DBT NUSS FR N 2 2049-12-09 Fixed 2.00000000 N N N N N N ZAYO GROUP HOLDINGS, INC. 529900Z6OTS7RT0V0I47 98919VAC9 24666.00000000 PA USD 24696.83000000 0.010971383728 Long DBT CORP US N 2 2030-03-09 Floating 6.24999960 N N Y N N N AMERICAN TRANSMISSION SYSTEMS, INCORPORATED N/A 030288AC8 30000.00000000 PA USD 26814.53000000 0.011912156261 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DH0 30000.00000000 PA USD 29853.83000000 0.013262342766 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9GP3 63816.41000000 PA USD 55341.11000000 0.024584878050 Long DBT USGA US N 2 2041-11-01 Fixed 2.00000000 N N N N N N TARGA RESOURCES PARTNERS LP 6OQWTZ1SPC04IFT4T704 87612BBS0 50000.00000000 PA USD 49959.65000000 0.022194204320 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N HORSESHOE FUNDING TRUST I N/A 440929AA5 110000.00000000 PA USD 111470.06000000 0.049519748182 Long DBT CORP US N 2 2036-02-15 Fixed 6.06200000 N N N N N N ARES CAPITAL CORPORATION. WEQ82666OJYSI5GUAB47 04010LBN2 289000.00000000 PA USD 287804.25000000 0.127854905486 Long DBT CORP US N 2 2030-01-15 Fixed 5.55000000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST N/A 361886DF8 537000.00000000 PA USD 546392.77000000 0.242730939404 Long ABS-MBS US Y 2 2031-03-15 Fixed 5.06000000 N N N N N N SUMISHO AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAU6 40000.00000000 PA USD 40384.67000000 0.017940590404 Long DBT CORP US N 2 2028-02-01 Fixed 5.30000000 N N N N N N Government National Mortgage Association 2 N/A 36179UEA6 14692.84000000 PA USD 14404.48000000 0.006399083505 Long DBT USGA US N 2 2048-10-20 Fixed 4.50000000 N N N N N N SMALL BUSINESS INVESTMENT COMPANIES N/A 831641FX8 484664.55000000 PA USD 490574.45000000 0.217934064347 Long ABS-MBS US N 2 2034-03-10 Fixed 5.03500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 50000.00000000 PA USD 31252.53000000 0.013883704877 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N CONSOLIDATED COMMUNICATIONS LLC N/A 209031AA1 110000.00000000 PA USD 111624.69000000 0.049588441414 Long ABS-MBS US Y 2 2055-05-20 Fixed 6.00000000 N N N N N N US 2YR NOTE (CBT) SEP26 N/A N/A 83.00000000 NC USD 17144687.50000000 7.616400382952 N/A DIR US N 1 US 2YR NOTE (CBT) SEP26 N/A Long N/A N/A 2026-10-03 17118306.71000000 USD 26380.79000000 N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAN5 50000.00000000 PA USD 53809.93000000 0.023904662681 Long DBT CORP US N 2 2033-10-13 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179TZ65 22523.46000000 PA USD 22080.89000000 0.009809271767 Long DBT USGA US N 2 2048-06-20 Fixed 4.50000000 N N N N N N J. B. HUNT TRANSPORT SERVICES, INC. 549300XCD1MPI1C5GK90 445658CG0 170000.00000000 PA USD 171327.95000000 0.076111172279 Long DBT CORP US N 2 2030-03-15 Fixed 4.90000000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738BQ0 135000.00000000 PA USD 132181.75000000 0.058720762995 Long DBT CORP US N 2 2035-08-11 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKLX6 71949.74000000 PA USD 71229.12000000 0.031643008765 Long DBT USGA US N 2 2053-02-01 Fixed 5.00000000 N N N N N N UPBOUND GROUP, INC. 529900QUHE15UQNCCJ63 76009NAL4 25000.00000000 PA USD 24742.19000000 0.010991534572 Long DBT CORP US N 2 2029-02-15 Fixed 6.37500000 N N N N N N HOME PARTNERS OF AMERICA TRUST N/A 43732VAT3 199129.27000000 PA USD 196142.85000000 0.087135007730 Long ABS-MBS US Y 2 2026-12-17 Fixed 1.90100000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAS9 80000.00000000 PA USD 80472.95000000 0.035749511748 Long DBT CORP US N 2 2029-02-15 Fixed 4.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L5HA7 156571.09000000 PA USD 134162.86000000 0.059600856433 Long DBT USGA US N 2 2051-04-01 Fixed 2.50000000 N N N N N N GUARDIAN LIFE GLOBAL FUNDING 635400NHILJ5JEKILC36 40139LBK8 310000.00000000 PA USD 311953.74000000 0.138583137476 Long DBT CORP US N 2 2030-04-28 Fixed 4.79800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQG42 147515.77000000 PA USD 149237.27000000 0.066297551377 Long DBT USGA US N 2 2053-04-01 Fixed 5.50000000 N N N N N N GOLUB CAPITAL PARTNERS CLO LTD N/A 38177YAL6 335000.00000000 PA USD 335013.40000000 0.148827220563 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 4.65522840 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST N/A 36271RAA4 189878.95000000 PA USD 190656.43000000 0.084697706299 Long ABS-MBS US Y 2 2055-05-25 Floating 5.56800120 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505GR9 638000.00000000 PA USD 628936.48000000 0.279400370938 Long DBT CORP US N 2 2037-02-06 Fixed 5.04500000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464TAC3 83239.17000000 PA USD 77011.27000000 0.034211686058 Long ABS-MBS US Y 2 2067-01-25 Floating 4.06407960 N N N N N N CIFC FUNDING LTD N/A 12552FBC6 260000.00000000 PA USD 260146.90000000 0.115568332685 Long ABS-CBDO CORP KY Y 2 2035-01-17 Floating 4.67038080 N N N N N N VOYAGER PARENT, LLC 2549002DYVI4ACSV4V71 92921EAA0 31000.00000000 PA USD 32874.27000000 0.014604150855 Long DBT CORP US N 2 2032-07-01 Fixed 9.25000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XCR9 90000.00000000 PA USD 88822.14000000 0.039458577539 Long DBT CORP US N 2 2032-12-15 Fixed 4.70000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CE2 10000.00000000 PA USD 6889.39000000 0.003060560458 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680BN2 40000.00000000 PA USD 41910.71000000 0.018618522366 Long DBT CORP US N 2 2053-09-01 Fixed 6.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6L74 62124.88000000 PA USD 59850.75000000 0.026588252204 Long DBT USGA US N 2 2044-04-01 Fixed 4.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMM1 289000.00000000 PA USD 244876.91000000 0.108784752775 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9P41 247991.33000000 PA USD 242707.93000000 0.107821199482 Long DBT USGA US N 2 2048-07-01 Fixed 4.50000000 N N N N N N FIRST FRANKLIN MORTGAGE LOAN TRUST N/A 30247DAE1 443584.37370000 PA USD 286483.47000000 0.127268158758 Long ABS-MBS US N 2 2036-10-25 Floating 4.17880080 N N N N N N Government National Mortgage Association N/A 38383REY9 100000.00000000 PA USD 84726.69000000 0.037639204223 Long DBT USGA US N 2 2050-10-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DYX4 140628.96000000 PA USD 113538.01000000 0.050438419647 Long DBT USGA US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179X2L9 132260.47000000 PA USD 134114.06000000 0.059579177394 Long DBT USGA US N 2 2053-05-20 Fixed 5.50000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAW5 150000.00000000 PA USD 144524.43000000 0.064203907128 Long DBT NUSS IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JXJX7 64725.83000000 PA USD 59500.13000000 0.026432491867 Long DBT USGA US N 2 2049-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179W5F1 70599.05000000 PA USD 68532.20000000 0.030444922039 Long DBT USGA US N 2 2052-05-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WE3Y3 20336.67000000 PA USD 19462.57000000 0.008646102508 Long DBT USGA US N 2 2045-07-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179XNF9 214650.49000000 PA USD 213263.58000000 0.094740765171 Long DBT USGA US N 2 2052-12-20 Fixed 5.00000000 N N N N N N KKR GROUP FINANCE CO. VIII LLC N/A 48252MAA3 137000.00000000 PA USD 92388.27000000 0.041042804367 Long DBT CORP US N 2 2050-08-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERVZ0 28011.20000000 PA USD 25215.81000000 0.011201936748 Long DBT USGA US N 2 2046-12-01 Fixed 3.00000000 N N N N N N APPLOVIN CORPORATION 549300LLVXMUAOL3SQ07 03831WAB4 240000.00000000 PA USD 242795.34000000 0.107860030727 Long DBT CORP US N 2 2029-12-01 Fixed 5.12500000 N N N N N N Government National Mortgage Association 2 N/A 36179XX68 487683.79000000 PA USD 494661.51000000 0.219749710468 Long DBT USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N BLACKSTONE HOLDINGS FINANCE CO. L.L.C. 549300D2L6J4NC1QVZ22 09256BAG2 200000.00000000 PA USD 181111.39000000 0.080457393006 Long DBT CORP US N 2 2044-06-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QEY22 357129.08000000 PA USD 305939.31000000 0.135911271514 Long DBT USGA US N 2 2050-09-01 Fixed 2.50000000 N N N N N N HOMES TRUST N/A 437922AD9 279069.10000000 PA USD 276406.19000000 0.122791401789 Long ABS-MBS US Y 2 2070-09-25 Fixed 5.05300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W1LM3 649214.41000000 PA USD 628645.15000000 0.279270949744 Long DBT USGA US N 2 2053-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLP8 57083.78000000 PA USD 48981.33000000 0.021759592910 Long DBT USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N OBX TRUST N/A 67117VAA8 126807.23000000 PA USD 127018.93000000 0.056427218466 Long ABS-MBS US Y 2 2063-07-25 Fixed 6.52000000 N N N N N N BLUE RACER MIDSTREAM, LLC N/A 095796AK4 20000.00000000 PA USD 20790.84000000 0.009236176613 Long DBT CORP US N 2 2032-07-15 Fixed 7.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X6PV1 19107.25000000 PA USD 17337.81000000 0.007702193622 Long DBT USGA US N 2 2043-10-01 Fixed 3.00000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QAZ3 10000.00000000 PA USD 9962.23000000 0.004425646859 Long DBT CORP US N 2 2027-04-14 Fixed 3.58800000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJW0 467000.00000000 PA USD 361533.71000000 0.160608671770 Long DBT CORP US N 2 2042-04-22 Fixed 3.31100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ECR9 568980.46440000 PA USD 498115.47000000 0.221284106605 Long DBT USGA US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179R7J2 10583.91000000 PA USD 9792.76000000 0.004350361067 Long DBT USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N BROADRIDGE FINANCIAL SOLUTIONS, INC. 549300KZDJZQ2YIHRC28 11133TAF0 465000.00000000 PA USD 466462.38000000 0.207222455916 Long DBT CORP US N 2 2036-05-15 Fixed 5.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLTR9 76265.97000000 PA USD 70944.09000000 0.031516386300 Long DBT USGA US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AD3L0 643762.28000000 PA USD 611858.17000000 0.271813458268 Long DBT USGA US N 2 2049-01-01 Fixed 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAT9 335000.00000000 PA USD 328042.98000000 0.145730663127 Long DBT CORP US N 2 2037-01-30 Fixed 5.07300000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TJ7 1411000.00000000 PA USD 991723.55000000 0.440565838601 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N BANK N/A 06650AAF4 1309275.97000000 PA USD 8420.22000000 0.003740620342 Long DBT USGA US N 2 2050-11-15 Floating 0.70261200 N N N N N N TRICON RESIDENTIAL TRUST N/A 895975AA8 397516.01000000 PA USD 389168.61000000 0.172885271326 Long ABS-MBS US Y 2 2041-11-17 Fixed 4.30000000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAU8 125000.00000000 PA USD 125894.40000000 0.055927654346 Long DBT CORP US N 2 2036-03-15 Fixed 5.55000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABF1 210000.00000000 PA USD 204349.57000000 0.090780782280 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859CD2 45000.00000000 PA USD 45052.62000000 0.020014292603 Long DBT CORP US N 2 2035-05-01 Fixed 5.55000000 N N N N N N INTERSTATE POWER AND LIGHT COMPANY EF9UQIIO4KY2BWOK3P26 461070AS3 295000.00000000 PA USD 270091.83000000 0.119986294147 Long DBT CORP US N 2 2030-06-01 Fixed 2.30000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303MAE2 355000.00000000 PA USD 327342.16000000 0.145419329035 Long DBT CORP US N 2 2055-11-15 Fixed 5.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M93E0 41982.38000000 PA USD 41634.53000000 0.018495831448 Long DBT USGA US N 2 2038-06-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UM8 1203000.00000000 PA USD 1158310.43000000 0.514570825664 Long DBT UST US N 2 2055-08-15 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNFH2 231977.60000000 PA USD 232850.07000000 0.103441918222 Long DBT USGA US N 2 2049-11-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBME9 193417.60000000 PA USD 154523.99000000 0.068646137563 Long DBT USGA US N 2 2050-08-25 Fixed 2.00000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08162MAV0 114523.31000000 PA USD 108630.20000000 0.048258161420 Long ABS-MBS US N 2 2053-03-15 Fixed 2.21080000 N N N N N N CHASE HOME LENDING MORTGAGE TRUST N/A 16159YAE0 164440.37000000 PA USD 164584.04000000 0.073115240233 Long ABS-MBS US Y 2 2055-10-25 Floating 5.50000080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XRR64 840661.77640000 PA USD 809611.13000000 0.359663745435 Long DBT USGA US N 2 2054-03-01 Fixed 4.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XEB7 60000.00000000 PA USD 57786.68000000 0.025671304401 Long DBT CORP US N 2 2056-02-04 Fixed 6.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKPD4 33754.37000000 PA USD 30423.60000000 0.013515458866 Long DBT USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N LCM LTD. N/A 50204JAL1 195274.36000000 PA USD 195241.36000000 0.086734527478 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 4.73310000 N N N N N N KKR GROUP FINANCE CO. III LLC N/A 48250AAA1 215000.00000000 PA USD 193551.61000000 0.085983868561 Long DBT CORP US N 2 2044-06-01 Fixed 5.12500000 N N N N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 02557TAE9 50000.00000000 PA USD 49845.66000000 0.022143565107 Long DBT CORP US N 2 2056-03-15 Fixed 5.80000000 N N N N N N VMED O2 UK FINANCING I PLC 213800MRR46ECNGZ7L69 92858RAB6 27000.00000000 PA USD 22797.92000000 0.010127807031 Long DBT NUSS GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TR9 3227000.00000000 PA USD 2556893.28000000 1.135880893539 Long DBT UST US N 2 2053-05-15 Fixed 3.62500000 N N N N N N CIT MORTGAGE LOAN TRUST N/A 12559QAF9 69122.77000000 PA USD 69994.20000000 0.031094404706 Long ABS-MBS US N 2 2037-10-25 Floating 5.19879960 N N N N N N Treasury Corporation Of Victoria 549300ZJM7BQW1P9UV75 N/A 175000.00000000 PA 87061.19000000 0.038676288550 Long DBT NUSS AU N 2 2037-11-20 Fixed 2.00000000 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477BN2 80000.00000000 PA USD 76171.44000000 0.033838597803 Long DBT CORP US N 2 2031-03-30 Fixed 3.15200000 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO LTD N/A 38090AAQ1 445000.00000000 PA USD 445476.15000000 0.197899478742 Long ABS-CBDO CORP JE Y 2 2038-01-20 Floating 4.79522880 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GB78 125000.00000000 PA USD 123151.91000000 0.054709323484 Long DBT CORP US N 2 2035-10-23 Fixed 5.01600000 N N N N N N ALIGNED DATA CENTERS N/A 01627AAC2 245000.00000000 PA USD 245441.86000000 0.109035727626 Long ABS-MBS US Y 2 2047-10-15 Fixed 6.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLVJ3 126023.02000000 PA USD 102803.31000000 0.045669608714 Long DBT USGA US N 2 2051-05-01 Fixed 2.00000000 N N N N N N TACO BELL FUNDING, LLC N/A 87342RAK0 451000.00000000 PA USD 444778.68000000 0.197589632863 Long ABS-MBS US Y 2 2055-08-25 Fixed 4.82100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NEPD1 132544.99000000 PA USD 131680.48000000 0.058498077512 Long DBT USGA US N 2 2053-03-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FGV3 306733.62000000 PA USD 287340.81000000 0.127649025700 Long DBT USGA US N 2 2055-02-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCZD3 455694.98000000 PA USD 373100.60000000 0.165747176944 Long DBT USGA US N 2 2051-09-01 Fixed 2.00000000 N N N N N N CENTERPOINT ENERGY, INC. 21TPXMRRHFKOBHDC8J74 15189TBS5 100000.00000000 PA USD 99973.72000000 0.044412584323 Long DBT CORP US N 2 2056-04-01 Fixed 5.95000000 N N N N N N DISCOVERY GLOBAL HOLDINGS, INC. 549300DXR29GD4N0A520 55903VBY8 20000.00000000 PA USD 19891.00000000 0.008836429361 Long DBT CORP US N 2 2029-03-15 Fixed 4.05400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A92R8 99127.45000000 PA USD 90559.33000000 0.040230311324 Long DBT USGA US N 2 2042-11-25 Fixed 3.00000000 N N N N N N CHENIERE ENERGY PARTNERS, L.P. 5493005UEC8AZ34LDV29 16411QAN1 40000.00000000 PA USD 36724.56000000 0.016314613657 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QET69 215719.63000000 PA USD 204004.79000000 0.090627616320 Long DBT USGA US N 2 2035-08-01 Fixed 2.50000000 N N N N N N CVS LEASE BACKED PASS THROUGH SERIES TRUST N/A 126650BP4 72169.79000000 PA USD 72469.86000000 0.032194198316 Long DBT CORP US N 2 2028-12-10 Fixed 6.03600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KNPW2 137733.91000000 PA USD 116749.85000000 0.051865255767 Long DBT USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38383CRU6 215373.55000000 PA USD 178050.89000000 0.079097788558 Long DBT USGA US N 2 2051-10-20 Fixed 2.00000000 N N N N N N SUEZ SA 5493007LKZ37MXEN5D79 N/A 100000.00000000 PA 108692.96000000 0.048286042085 Long DBT NUSS FR N 2 2034-05-24 Fixed 2.87500000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BU3 65000.00000000 PA USD 56747.60000000 0.025209700810 Long DBT CORP US N 2 2031-08-12 Fixed 2.00000000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738BH0 120000.00000000 PA USD 121684.64000000 0.054057499659 Long DBT CORP US N 2 2033-08-21 Fixed 5.62500000 N N N N N N BCPE FLAVOR DEBT MERGER SUB, LLC N/A 072933AA2 15000.00000000 PA USD 13650.13000000 0.006063969107 Long DBT CORP US N 2 2032-07-01 Fixed 9.50000000 N N N N N N ALTICE FRANCE SAS 5493001ZMCICV4N02J21 02090DAE8 15000.00000000 PA USD 14645.12000000 0.006505986042 Long DBT NUSS FR N 2 2032-07-15 Fixed 6.87500000 N N N N N N MADISON PARK FUNDING, LTD. N/A 55819PBG3 250000.00000000 PA USD 250076.50000000 0.111094632104 Long ABS-CBDO CORP KY Y 2 2035-04-15 Floating 5.22309960 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UR7 372000.00000000 PA USD 358515.00000000 0.159267632221 Long DBT UST US N 2 2056-02-15 Fixed 4.75000000 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HCS2 42000.00000000 PA USD 42174.23000000 0.018735589174 Long DBT CORP US N 2 2028-05-10 Fixed 4.92700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QDT38 265810.73000000 PA USD 227183.53000000 0.100924599815 Long DBT USGA US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0KJ0 387766.45000000 PA USD 396103.71000000 0.175966138113 Long DBT USGA US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J4GA1 12520.93000000 PA USD 12596.62000000 0.005595955096 Long DBT USGA US N 2 2030-04-01 Fixed 5.50000000 N N N N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307BH9 200000.00000000 PA USD 113500.00000000 0.050421533986 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TX6 969000.00000000 PA USD 858057.07000000 0.381185495305 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -39526.20000000 -0.01755922146 N/A DFE US N 2 U.S. DOLLARS N/A 1268167.00000000 AUD 872181.85000000 USD 2026-06-26 -39526.20000000 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBJ4 298000.00000000 PA USD 296560.32000000 0.131744724703 Long DBT CORP US N 2 2031-03-24 Fixed 4.49300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9QD6 14595.39000000 PA USD 14283.55000000 0.006345361249 Long DBT USGA US N 2 2048-09-01 Fixed 4.50000000 N N N N N N FERRELLGAS, L.P. 549300EW667UKOZLEW85 315292AU6 89000.00000000 PA USD 93901.32000000 0.041714965618 Long DBT CORP US N 2 2031-01-15 Fixed 9.25000000 N N N N N N SABEY DATA CENTER ISSUER, LLC N/A 78520EAB2 466000.00000000 PA USD 465185.29000000 0.206655118146 Long ABS-MBS US Y 2 2046-06-20 Fixed 1.88100000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQQ7 4223000.00000000 PA USD 4201225.16000000 1.866363147038 Long SN UST US N 2 2036-05-15 Fixed 4.37500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AP3 250000.00000000 PA USD 244153.60000000 0.108463427667 Long DBT NUSS CH N 2 2031-04-01 Fixed 4.19400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBCK0 62947.24000000 PA USD 65178.07000000 0.028954874640 Long DBT USGA US N 2 2047-04-01 Floating 5.86900080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QDHA5 271096.41000000 PA USD 255337.34000000 0.113431721293 Long DBT USGA US N 2 2035-04-01 Fixed 2.50000000 N N N N N N GETTY IMAGES, INC. 5493005NV20IG4VEKZ40 374276AR4 25000.00000000 PA USD 22093.82000000 0.009815015823 Long DBT CORP US N 2 2030-11-15 Fixed 10.50000000 N N N N N N TARGA RESOURCES PARTNERS LP 6OQWTZ1SPC04IFT4T704 87612BBQ4 20000.00000000 PA USD 20246.87000000 0.008994521971 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622AANA8 91529.99000000 PA USD 84348.04000000 0.037470991766 Long DBT USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9E91 61958.00000000 PA USD 53939.34000000 0.023962152114 Long DBT USGA US N 2 2041-07-01 Fixed 2.00000000 N N N N N N N/A N/A 783965593 22050574.08000000 NS USD 22050574.08000000 9.795804144417 Long STIV RF US N 1 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKK4 15000.00000000 PA USD 13563.22000000 0.006025359984 Long DBT CORP US N 2 2033-02-04 Fixed 2.97200000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAD2 200000.00000000 PA USD 150710.00000000 0.066951800767 Long DBT NUSS MX N 2 2048-02-10 Fixed 4.60000000 N N N N N N Government National Mortgage Association 2 N/A 36179XDF0 276866.49000000 PA USD 275497.12000000 0.122387554177 Long DBT USGA US N 2 2052-08-20 Fixed 5.00000000 N N N N N N SPRINT SPECTRUM CO LLC N/A 85208NAE0 133600.00000000 PA USD 134145.53000000 0.059593157709 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N GCAT TRUST N/A 36173QAA5 328127.25000000 PA USD 332382.73000000 0.147658564908 Long ABS-MBS US Y 2 2055-05-25 Floating 6.00000120 N N N N N N Vonovia SE 5299005A2ZEP6AP7KM81 N/A 90000.00000000 PA 61328.34000000 0.027244660613 Long DBT NUSS DE N 2 2035-09-03 Fixed 5.71700000 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CBF4 566000.00000000 PA USD 566566.03000000 0.251692760679 Long DBT CORP US N 2 2030-06-06 Fixed 4.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHJL2 212524.15000000 PA USD 200471.86000000 0.089058138346 Long DBT USGA US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXTT9 71962.93000000 PA USD 61649.54000000 0.027387351333 Long DBT USGA US N 2 2061-09-01 Fixed 3.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DQ0 10000.00000000 PA USD 8785.91000000 0.003903075415 Long DBT CORP US N 2 2031-02-28 Fixed 1.87500000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAQ4 10000.00000000 PA USD 9158.06000000 0.004068400295 Long DBT CORP US N 2 2048-03-01 Fixed 5.20000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DK3 5000.00000000 PA USD 4251.51000000 0.001888701814 Long DBT CORP US N 2 2040-04-01 Fixed 4.12500000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738BL1 30000.00000000 PA USD 29915.80000000 0.013289872479 Long DBT CORP US N 2 2034-03-15 Fixed 5.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J6FN2 42038.71000000 PA USD 40138.46000000 0.017831213436 Long DBT USGA US N 2 2037-10-01 Fixed 3.50000000 N N N N N N TRINITAS CLO LTD N/A 89641CAU5 315000.00000000 PA USD 315177.98000000 0.140015482205 Long ABS-CBDO CORP KY Y 2 2035-01-25 Floating 4.72659120 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UT3 844000.00000000 PA USD 806020.00000000 0.358068412542 Long DBT UST US N 2 2046-02-15 Fixed 4.62500000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 N/A 11133700.00000000 PA 241028.40000000 0.107075080724 Long DBT NUSS TR N 2 2026-08-12 Fixed 36.00000000 N N N N N N FIRSTKEY HOMES TRUST N/A 33767WAQ6 280000.00000000 PA USD 278387.14000000 0.123671424148 Long ABS-MBS US Y 2 2038-08-17 Fixed 3.45200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMZY5 73719.54000000 PA USD 69375.54000000 0.030819569585 Long DBT USGA US N 2 2052-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CW4S0 255698.84000000 PA USD 246781.94000000 0.109631048237 Long DBT USGA US N 2 2034-06-01 Fixed 3.00000000 N N N N N N Canadian National Railway Company 3SU7BEP7TH9YEQOZCS77 136375CP5 151000.00000000 PA USD 114014.31000000 0.050650012392 Long DBT NUSS CA N 2 2048-02-03 Fixed 3.65000000 N N N N N N Constellation Software Inc. 549300B6PYHMCTDWQV29 21037XAD2 182000.00000000 PA USD 179638.54000000 0.079803090307 Long DBT NUSS CA N 2 2034-02-16 Fixed 5.46100000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325BR5 200000.00000000 PA USD 162800.00000000 0.072322693682 Long DBT NUSS CO N 2 2044-02-26 Fixed 5.62500000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAN9 15000.00000000 PA USD 14773.85000000 0.006563173391 Long DBT CORP US N 2 2034-07-15 Fixed 5.62500000 N N N N N N Government National Mortgage Association 2 N/A 36179XFH4 72695.44000000 PA USD 70481.13000000 0.031310719750 Long DBT USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N TRICON RESIDENTIAL TRUST N/A 89614YAG1 360000.00000000 PA USD 358559.53000000 0.159287414343 Long ABS-MBS US Y 2 2038-07-17 Fixed 3.69200000 N N N N N N SUBWAY FUNDING LLC N/A 864300AA6 318155.00000000 PA USD 320104.05000000 0.142203852301 Long ABS-MBS US Y 2 2054-07-30 Fixed 6.02800000 N N N N N N DUKE ENERGY OHIO, INC. L6KC0HABGHNFU1Z6QY21 26442EAF7 50000.00000000 PA USD 49124.33000000 0.021823119600 Long DBT CORP US N 2 2029-02-01 Fixed 3.65000000 N N N N N N Government National Mortgage Association 2 N/A 36179XDD5 73878.56000000 PA USD 69312.22000000 0.030791440144 Long DBT USGA US N 2 2052-08-20 Fixed 4.00000000 N N N N N N FWDP 2Y RTP 4.6 7/15/26 N/A N/A -4369000.00000000 NC -3129.87000000 -0.00139042155 N/A DIR GB N 1 FWDP 2Y RTP 4.6 7/15/26 N/A Put Written N/A N/A -4369000.00000000 4.60000000 GBP 2026-07-15 XXXX 5170.01000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EGK0 520098.02000000 PA USD 501797.87000000 0.222919985519 Long DBT USGA US N 2 2052-08-01 Fixed 4.50000000 N N N N N N BANK N/A 06540BBE8 3785396.47000000 PA USD 84016.87000000 0.037323871948 Long DBT USGA US N 2 2052-10-17 Floating 0.81216360 N N N N N N TENNESSEE GAS PIPELINE COMPANY, L.L.C. N/A 880451AZ2 60000.00000000 PA USD 56300.09000000 0.025010897809 Long DBT CORP US N 2 2030-03-01 Fixed 2.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQU8 12510000.00000000 PA USD 12502181.25000000 5.554001381491 Long SN UST US N 2 2031-05-31 Fixed 4.25000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650BY5 352770.27000000 PA USD 357932.56000000 0.159008887566 Long DBT CORP US N 2 2034-01-10 Fixed 5.92600000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816EK1 702000.00000000 PA USD 702844.81000000 0.312233598894 Long DBT CORP US N 2 2033-07-20 Fixed 4.91800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K06W3 173270.62000000 PA USD 159408.56000000 0.070816071592 Long DBT USGA US N 2 2049-12-01 Fixed 3.50000000 N N N N N N GCAT TRUST N/A 36831BAB0 138689.22000000 PA USD 138335.56000000 0.061454547489 Long ABS-MBS US Y 2 2054-01-25 Floating 5.50000080 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BV3 55000.00000000 PA USD 54321.11000000 0.024131750608 Long DBT CORP US N 2 2036-04-01 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCP6 142394.10000000 PA USD 120012.16000000 0.053314512812 Long DBT USGA US N 2 2051-11-01 Fixed 2.50000000 N N N N N N ARES CLO LTD N/A 00192WAQ0 300000.00000000 PA USD 300088.20000000 0.133311959252 Long ABS-CBDO CORP KY Y 2 2034-01-25 Floating 5.16659040 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KKY4 185062.91000000 PA USD 185371.45000000 0.082349893094 Long DBT USGA US N 2 2041-10-25 Floating 5.11210080 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MBR5 245000.00000000 PA USD 240647.93000000 0.106906059746 Long DBT NUSS IE N 2 2030-11-15 Fixed 4.37500000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216CR9 20000.00000000 PA USD 19909.43000000 0.008844616752 Long DBT CORP US N 2 2027-03-25 Fixed 3.37500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAY6 101000.00000000 PA USD 103239.48000000 0.045863374004 Long DBT CORP US N 2 2034-05-15 Fixed 5.55000000 N N N N N N Government National Mortgage Association 2 N/A 36179UH54 19311.11000000 PA USD 18920.44000000 0.008405265273 Long DBT USGA US N 2 2048-12-20 Fixed 4.50000000 N N N N N N WEC ENERGY GROUP INC. 549300IGLYTZUK3PVP70 92939UAU0 180000.00000000 PA USD 179009.80000000 0.079523777220 Long DBT CORP US N 2 2056-05-15 Fixed 5.62500000 N N N N N N NJ TRUST N/A 65486XAA1 100000.00000000 PA USD 102894.37000000 0.045710061444 Long ABS-MBS US Y 2 2029-01-06 Floating 6.48075960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGLT4 195200.53000000 PA USD 179382.35000000 0.079689279797 Long DBT USGA US N 2 2051-12-01 Fixed 3.50000000 N N N N N N PROGRESS RESIDENTIAL MASTER TRUST N/A 74331GAA7 526657.11000000 PA USD 519532.12000000 0.230798294674 Long ABS-MBS US Y 2 2040-10-17 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179RGB9 178393.55000000 PA USD 175495.34000000 0.077962504407 Long DBT USGA US N 2 2045-06-20 Fixed 4.50000000 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AQ1 144000.00000000 PA USD 98029.75000000 0.043548990055 Long DBT CORP US N 2 2050-04-15 Fixed 3.37500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAQ3 169000.00000000 PA USD 175948.81000000 0.078163955094 Long DBT CORP US N 2 2033-02-15 Fixed 5.75000000 N N N N N N SMALL BUSINESS ADMINISTRATION GTD N/A 83162CX40 377980.13000000 PA USD 379387.12000000 0.168539916872 Long ABS-MBS US N 2 2049-06-01 Fixed 5.04000000 N N N N N N VENTURE GLOBAL LNG, INC. 54930011XLBUWMQUC829 92332YAA9 4000.00000000 PA USD 4088.92000000 0.001816472411 Long DBT CORP US N 2 2028-06-01 Fixed 8.12500000 N N N N N N Government National Mortgage Association 2 N/A 21H030666 75000.00000000 PA USD 66664.17000000 0.029615063553 Long DBT USGA US N 2 2056-06-15 Fixed 3.00000000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90353KAW9 253817.88000000 PA USD 253140.29000000 0.112455698110 Long ABS-MBS US N 2 2051-10-15 Fixed 4.24100000 N N N N N N MSCI INC. 549300HTIN2PD78UB763 55354GAR1 265000.00000000 PA USD 261087.71000000 0.115986280556 Long DBT CORP US N 2 2035-09-01 Fixed 5.25000000 N N N N N N GLOBAL ATLANTIC (FIN) COMPANY 98450051B2E65CAA7E94 37959GAB3 289000.00000000 PA USD 259186.57000000 0.115141713198 Long DBT CORP US N 2 2031-06-15 Fixed 3.12500000 N N N N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 893647BV8 40000.00000000 PA USD 41141.32000000 0.018276726560 Long DBT CORP US N 2 2032-03-01 Fixed 6.62500000 N N N N N N PG&E WILDFIRE RECOVERY FUNDING LLC N/A 693342AG2 456000.00000000 PA USD 447439.16000000 0.198771531389 Long DBT CORP US N 2 2037-06-01 Fixed 4.72200000 N N N N N N TARGA RESOURCES PARTNERS LP 6OQWTZ1SPC04IFT4T704 87612BBG6 10000.00000000 PA USD 10001.07000000 0.004442901241 Long DBT CORP US N 2 2028-01-15 Fixed 5.00000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 48000.00000000 PA USD 46460.17000000 0.020639586261 Long DBT NUSS RO N 2 2035-03-24 Fixed 5.75000000 N N N N N N NORTEGAS ENERGIA GRUPO SOCIEDAD ANONIMA 959800BV22XY8K22ZD24 N/A 100000.00000000 PA 115780.15000000 0.051434473728 Long DBT NUSS ES N 2 2033-01-21 Fixed 4.12500000 N N N N N N SLG OFFICE TRUST N/A 78449RAG0 400000.00000000 PA USD 354344.92000000 0.157415105080 Long ABS-MBS US Y 2 2041-07-15 Fixed 2.85061000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WTQN9 130904.38000000 PA USD 122460.46000000 0.054402151945 Long DBT USGA US N 2 2043-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7G72 200000.00000000 PA USD 184362.64000000 0.081901736727 Long DBT USGA US N 2 2052-04-25 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADME5 32977.43000000 PA USD 30210.30000000 0.013420701922 Long DBT USGA US N 2 2046-01-01 Fixed 3.00000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAW5 267000.00000000 PA USD 257253.48000000 0.114282952289 Long DBT NUSS IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N ALLIANT HOLDINGS INTERMEDIATE, LLC 5493006Q26653NF8SI73 01883LAF0 7000.00000000 PA USD 7105.60000000 0.003156610148 Long DBT CORP US N 2 2031-01-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9CM5 15491.60000000 PA USD 15123.99000000 0.006718720491 Long DBT USGA US N 2 2050-03-01 Fixed 4.50000000 N N N N N N CIFC FUNDING LTD N/A 12567WAL3 300000.00000000 PA USD 300215.10000000 0.133368333637 Long ABS-CBDO CORP KY Y 2 2035-07-16 Floating 4.76952120 N N N N N N Piedmont Natural Gas Company, Inc. VXB4M3BDPKF3I2AZ3G89 720186AK1 170000.00000000 PA USD 124828.42000000 0.055454100629 Long DBT CORP US N 2 2046-11-01 Fixed 3.64000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXF98 27621.57000000 PA USD 25926.71000000 0.011517748805 Long DBT USGA US N 2 2057-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFB32 58862.93000000 PA USD 50349.00000000 0.022367170173 Long DBT USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X92S3 58856.33000000 PA USD 48184.85000000 0.021405762571 Long DBT USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CP5 50000.00000000 PA USD 46627.38000000 0.020713868064 Long DBT CORP US N 2 2032-04-15 Fixed 3.25000000 N N N N N N XEROX CORPORATION 4KF48RN45X1OO8UBLY20 984121CS0 40000.00000000 PA USD 35016.07000000 0.015555629634 Long DBT CORP US N 2 2030-10-15 Fixed 10.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QTSD9 59203.52000000 PA USD 56494.71000000 0.025097356302 Long DBT USGA US N 2 2045-10-01 Fixed 4.00000000 N N N N N N AIRBNB, INC. 549300HMUDNO0RY56D37 009066AE1 150000.00000000 PA USD 150119.97000000 0.066689684311 Long DBT CORP US N 2 2036-03-16 Fixed 5.25000000 N N N N N N BARINGS CLO LTD N/A 06761KAW1 300000.00000000 PA USD 300083.40000000 0.133309826888 Long ABS-CBDO CORP KY Y 2 2036-01-20 Floating 4.81523040 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DV6 53000.00000000 PA USD 50415.39000000 0.022396663438 Long DBT CORP US N 2 2040-04-15 Fixed 5.00000000 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST N/A 36273RAD6 536690.19000000 PA USD 535366.18000000 0.237832458501 Long ABS-MBS US Y 2 2056-05-25 Floating 5.50000080 N N N N N N SONOCO PRODUCTS COMPANY GKOMIK4RDJGHEF0VNP11 835495AS1 343000.00000000 PA USD 337617.05000000 0.149983872783 Long DBT CORP US N 2 2034-09-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8RR7 37268.32000000 PA USD 37473.75000000 0.016647435764 Long DBT USGA US N 2 2041-06-01 Fixed 5.00000000 N N N N N N COLUMBIA PIPELINES OPERATING COMPANY LLC N/A 19828TAB2 335000.00000000 PA USD 353875.56000000 0.157206595378 Long DBT CORP US N 2 2033-11-15 Fixed 6.03600000 N N N N N N Citibank National Association E57ODZWZ7FF32TWEFA76 17325FBP2 90000.00000000 PA USD 91231.23000000 0.040528797921 Long DBT CORP US N 2 2030-05-29 Fixed 4.91400000 N N N N N N Government National Mortgage Association 2 N/A 3622AAKF0 81461.94000000 PA USD 74366.48000000 0.033036757698 Long DBT USGA US N 2 2048-02-20 Fixed 3.50000000 N N N N N N Midcontinent Communications 549300ZI9GDQBS28C408 59565XAD2 49000.00000000 PA USD 46275.93000000 0.020557739006 Long DBT CORP US N 2 2032-08-15 Fixed 8.00000000 N N N N N N PIONEER OPCO, LLC N/A 72382NAA4 10000.00000000 PA USD 10216.01000000 0.004538386743 Long DBT CORP US N 2 2033-05-15 Fixed 7.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNS6 945000.00000000 PA USD 964494.43000000 0.428469503804 Long DBT USGA US N 2 2035-07-15 Fixed 1.87500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKD0 90000.00000000 PA USD 80228.64000000 0.035640978840 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N SVC ABS LLC N/A 78488JAC9 199916.66000000 PA USD 194252.62000000 0.086295287059 Long ABS-MBS US Y 2 2056-03-20 Fixed 5.79500000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCU3 200000.00000000 PA USD 197590.91000000 0.087778297655 Long DBT CORP US N 2 2030-10-15 Fixed 4.25000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDS7 224000.00000000 PA USD 130742.56000000 0.058081413502 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N FWDP 2Y RTR 3.46 N/A SWP121KD4 -2985000.00000000 NC USD -2305.90000000 -0.00102437898 N/A DIR US N 1 FWDP 2Y RTR 3.46 N/A Call Written N/A N/A -2985000.00000000 3.46000000 USD 2026-08-18 XXXX 40.89000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKW89 158826.51000000 PA USD 129193.13000000 0.057393090705 Long DBT USGA US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPAQ0 71022.20000000 PA USD 66951.27000000 0.029742605601 Long DBT USGA US N 2 2052-05-01 Fixed 4.00000000 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST N/A 36272KAH3 120288.77000000 PA USD 120214.03000000 0.053404192064 Long ABS-MBS US Y 2 2055-11-25 Floating 5.50000080 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 244000.00000000 PA USD 234254.20000000 0.104065692570 Long DBT CORP US N 2 2031-04-01 Fixed 3.62200000 N N N N N N ACRISURE, LLC 549300R0Z1Q47XRTGO22 00489LAL7 120000.00000000 PA USD 119852.03000000 0.053243376246 Long DBT CORP US N 2 2030-11-06 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9S63 69159.73000000 PA USD 56198.65000000 0.024965833841 Long DBT USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BR5 80000.00000000 PA USD 81846.51000000 0.036359705600 Long DBT CORP US N 2 2029-06-12 Fixed 5.58200000 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO LTD N/A 38138KAL4 260000.00000000 PA USD 259935.00000000 0.115474197680 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 4.75522920 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NN7 160000.00000000 PA USD 150783.93000000 0.066984643621 Long DBT CORP US N 2 2033-03-17 Fixed 3.78500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJR20 279416.05000000 PA USD 228020.44000000 0.101296390881 Long DBT USGA US N 2 2050-08-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNPL0 66857.46000000 PA USD 61642.80000000 0.027384357138 Long DBT USGA US N 2 2052-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7SE0 58970.92000000 PA USD 57437.94000000 0.025516379240 Long DBT USGA US N 2 2049-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5V8 8176.59000000 PA USD 8201.22000000 0.003643331215 Long DBT USGA US N 2 2049-01-01 Fixed 5.00000000 N N N N N N BROWN & BROWN, INC. 549300PC8KTJ71XKFY89 115236AL5 360000.00000000 PA USD 361012.44000000 0.160377101435 Long DBT CORP US N 2 2032-06-23 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBUK4 108903.73000000 PA USD 103506.55000000 0.045982017873 Long DBT USGA US N 2 2049-05-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHRS8 194837.73000000 PA USD 178470.50000000 0.079284197192 Long DBT USGA US N 2 2052-01-01 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 20000.00000000 PA USD 20160.22000000 0.008956028351 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N 2026-05-31 SEI CATHOLIC VALUES TRUST Glenn Kurdziel Glenn Kurdziel Controller and Chief Financial Officer XXXX