NPORT-P false 0001667919 XXXXXXXX S000056501 C000178745 First Trust Exchange-Traded Fund VIII 811-23147 0001667919 549300NT36PJKGP5Y765 120 East Liberty Drive Suite 400 Wheaton 60187 630-765-8000 First Trust TCW Opportunistic Fixed Income ETF S000056501 549300LRCGY6CYZU0S37 2023-08-31 2022-11-30 N 3987692865.91 909648976.26 3078043889.65 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 883617796.00000000 0.00000000 28587463.00000000 USD N BLOOMBERG BARCLAYS U.S. AGGREGATE LBUSTRUU Index Citigroup Mortgage Loan Trust N/A 17309LAF2 277212.93000000 PA USD 275413.04000000 0.008947664486 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.45114000 N N N N N N Credit Suisse Mortgage Trust N/A 12638PAB5 26895808.77000000 PA USD 6870106.71000000 0.223197165352 Long ABS-MBS CORP US N 2 2037-04-25 Variable 5.83680000 N N N N N N AMER AIRLN 14-1 A PTT N/A 02377AAA6 863596.69000000 PA USD 740778.39000000 0.024066531100 Long DBT CORP US N 2 2026-10-01 Fixed 3.70000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 1670000.00000000 PA USD 1554280.54000000 0.050495723768 Long DBT CORP US N 2 2031-03-31 Fixed 4.41200000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AS7 1200000.00000000 PA USD 1161643.80000000 0.037739676289 Long DBT CORP CH N 2 2027-08-05 Fixed 4.70300000 N N N N N N Navient Student Loan Trust N/A 63938EAC8 203654.84000000 PA USD 197259.18000000 0.006408588930 Long ABS-O CORP US N 2 2031-06-25 Floating 4.52614000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H32D4 260235.87000000 PA USD 245529.91000000 0.007976816406 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N FARMERS EXCHANGE CAP II N/A 30958PAA1 2200000.00000000 PA USD 2122505.79000000 0.068956319860 Long DBT CORP US N 2 2053-11-01 Fixed 6.15100000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBM1 5640000.00000000 PA USD 5073589.75000000 0.164831624625 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BE6 1980000.00000000 PA USD 1893326.63000000 0.061510709329 Long DBT CORP US N 2 2054-09-15 Fixed 4.37500000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BN3 500000.00000000 PA USD 377500.00000000 0.012264282561 Long DBT NUSS PA N 2 2032-09-29 Fixed 2.25200000 N N N N N N Arches Buyer Inc 2549009ADY4208OH2Y47 03952HAD6 550891.26000000 PA USD 499818.13000000 0.016238174240 Long LON CORP US N 2 2027-12-06 Floating 7.30470000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SB71 7809620.04000000 PA USD 7197559.27000000 0.233835498389 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.00000000 N N N N N N Morgan Stanley Mortgage Loan T 549300M91PFQR7JLJ570 61745M4E0 27646.54000000 PA USD 25618.54000000 0.000832299373 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.30357000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CNE0 186572.82700000 PA USD 180609.05000000 0.005867656748 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 52470000.00000000 PA USD 54585196.88000000 1.773372922444 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CS54 415060.97000000 PA USD 400358.12000000 0.013006900952 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3L3 2145000.00000000 PA USD 1927755.47000000 0.062629239189 Long DBT CORP US N 2 2027-03-08 Fixed 3.20500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 8231000.00000000 PA USD 6832957.16000000 0.221990244615 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AN9 400000.00000000 PA USD 358878.00000000 0.011659287939 Long DBT CORP CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N Virgin Media Bristol LLC N/A 000000000 725000.00000000 PA USD 705852.75000000 0.022931861120 Long LON CORP US N 2 2028-01-31 Floating 6.40360000 N N N N N N CHOBANI LLC/FINANCE CORP N/A 17027NAB8 643000.00000000 PA USD 567323.93000000 0.018431313858 Long DBT CORP US N 2 2028-11-15 Fixed 4.62500000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 000000000 2000000.00000000 PA 2005740.66000000 0.065162834966 Long DBT CORP US N 2 2034-06-15 Fixed 3.85000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AQ4 4758000.00000000 PA USD 3743863.75000000 0.121631265966 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAH8 1275000.00000000 PA USD 1195420.88000000 0.038837031662 Long DBT CORP US N 2 2026-09-01 Fixed 4.50000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 2982000.00000000 PA USD 2464026.60000000 0.080051704534 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 93934FPN6 297191.76000000 PA USD 254407.26000000 0.008265225224 Long ABS-MBS CORP US N 2 2046-05-25 Floating 2.31166000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GW75 943000.00000000 PA USD 903537.37000000 0.029354271816 Long DBT CORP US N 2 2026-05-05 Floating 4.91157000 N N N N N N SLM Student Loan Trust N/A 78447KAC6 3219095.85000000 PA USD 3083604.11000000 0.100180641360 Long ABS-O CORP US N 2 2026-05-26 Floating 4.66614000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBH8 1895000.00000000 PA USD 1761731.09000000 0.057235411617 Long DBT CORP US N 2 2026-03-13 Fixed 2.00500000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3G4 2605000.00000000 PA USD 2172965.02000000 0.070595647687 Long DBT CORP US N 2 2029-01-07 Fixed 2.71700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSB2 1635895.79100000 PA USD 1590566.00000000 0.051674571806 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 2540000.00000000 PA USD 2066054.64000000 0.067122325544 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N Navient Student Loan Trust 549300761SV59SBM0Z40 63939QAA4 3519829.76000000 PA USD 3391177.17000000 0.110173125906 Long ABS-O CORP US N 2 2065-06-25 Floating 5.26614000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9HB9 1067599.86000000 PA USD 1043827.19000000 0.033912030738 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.00000000 N N N N N N SES GLOBAL AMERICAS HLDG 5299000YGN3VJ3R60481 78413KAB8 4500000.00000000 PA USD 3531226.05000000 0.114723057129 Long DBT CORP US N 2 2044-03-25 Fixed 5.30000000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 71675CAB4 1650000.00000000 PA USD 1373872.20000000 0.044634587720 Long DBT CORP MY N 2 2032-01-28 Fixed 2.48000000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAH4 2504000.00000000 PA USD 2174376.32000000 0.070641498235 Long DBT CORP ID N 2 2030-08-27 Fixed 3.10000000 N N N N N N WAMU Asset-Backed Certificates N/A 92926SAC0 3741329.42000000 PA USD 1465534.85000000 0.047612539084 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.23357000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JQTM5 13478108.27000000 PA USD 12128440.16000000 0.394030773920 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TBC8 2113000.00000000 PA USD 1949242.50000000 0.063327313380 Long DBT CORP LU N 2 2030-03-15 Fixed 6.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJQ3 18465000.00000000 PA USD 16371516.59000000 0.531880544167 Long DBT CORP US N 2 2027-03-11 Fixed 1.65800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ACR7 349529.86900000 PA USD 328866.68000000 0.010684275201 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N Homebanc Mortgage Trust N/A 43739EAJ6 598829.38000000 PA USD 551876.49000000 0.017929454867 Long ABS-MBS CORP US N 2 2034-12-25 Floating 4.78357000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AH6 3856000.00000000 PA USD 3850866.97000000 0.125107604311 Long DBT CORP US N 2 2041-03-15 Fixed 5.87500000 N N N N N N BX Commercial Mortgage Trust 2 N/A 056054AA7 8821864.50000000 PA USD 8673674.82000000 0.281791785008 Long ABS-MBS CORP US N 2 2036-10-15 Floating 4.82873000 N N N N N N Life Financial Services Trust N/A 53218CAN0 7863761.19000000 PA USD 7357959.35000000 0.239046602770 Long ABS-MBS CORP US N 2 2038-03-15 Floating 6.82500000 N N N N N N CIM Trust N/A 12556FAA7 3352691.49000000 PA USD 3040152.92000000 0.098768991898 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.00000000 N N N N N N Residential Asset Securities C N/A 76113ACA7 77425.59000000 PA USD 75980.77000000 0.002468475847 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.60357000 N N N N N N Entegris Inc IYX6OWO7BT5DKO3BYG52 29362LAL8 770000.00000000 PA USD 762831.30000000 0.024782989695 Long LON CORP US N 2 2029-07-06 Floating 7.12940000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 8320000.00000000 PA USD 7092984.87000000 0.230438067951 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 5256000.00000000 PA USD 4254568.12000000 0.138223114176 Long DBT CORP KY N 2 2027-11-18 Fixed 2.52800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AA5D2 608884.83000000 PA USD 570353.14000000 0.018529727334 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAJ5 1135000.00000000 PA USD 874173.95000000 0.028400308161 Long DBT CORP US N 2 2032-02-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CS47 4847459.58000000 PA USD 4533709.07000000 0.147291891621 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CD9 3250000.00000000 PA USD 2957967.61000000 0.096098941926 Long DBT CORP US N 2 2027-03-15 Fixed 3.12500000 N N N N N N JP Morgan Mortgage Acquisition N/A 46628TAD3 17725964.82000000 PA USD 8001553.70000000 0.259955802674 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.31614000 N N N N N N TRANSOCEAN PROTEUS LTD 5493000CTMQ2LH21VM89 893829AA9 3600000.00000000 PA USD 3533634.00000000 0.114801287008 Long DBT CORP KY N 2 2024-12-01 Fixed 6.25000000 N N N N N N Navient Student Loan Trust N/A 63940JAC3 300000.00000000 PA USD 294879.72000000 0.009580101212 Long ABS-O CORP US N 2 2066-07-26 Floating 5.06614000 N N N N N N MED Trust N/A 58403YAR7 7000000.00000000 PA USD 6599463.50000000 0.214404463893 Long ABS-MBS CORP US N 2 2038-11-15 Floating 5.87600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NJA7 185020.81000000 PA USD 176339.37000000 0.005728942676 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 3.50000000 N N N N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 75886FAE7 3010000.00000000 PA USD 2367455.81000000 0.076914296705 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UCC4 48682.79000000 PA USD 48338.74000000 0.001570436996 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TQP3 301406.60000000 PA USD 284040.03000000 0.009227939567 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.50000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92925CDA7 191009.94000000 PA USD 167201.32000000 0.005432064193 Long ABS-MBS CORP US N 2 2046-02-25 Floating 2.68872000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAM9 1360000.00000000 PA USD 1134695.60000000 0.036864178701 Long DBT CORP US N 2 2040-04-15 Fixed 6.87500000 N N N N N N Setanta Aircraft Leasing DAC N/A 000000000 1450000.00000000 PA USD 1430367.00000000 0.046470000145 Long LON CORP IE N 2 2028-11-05 Floating 6.55030000 N N N N N N Carrington Mortgage Loan Trust N/A 14453MAD6 18000000.00000000 PA USD 14177140.20000000 0.460589280343 Long ABS-O CORP US N 2 2036-10-25 Floating 4.28357000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBV6 2500000.00000000 PA USD 2095383.40000000 0.068075163159 Long DBT CORP US N 2 2052-03-16 Fixed 5.65000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAT5 3630000.00000000 PA USD 2795260.19000000 0.090812876301 Long DBT CORP US N 2 2050-05-15 Fixed 3.75000000 N N N N N N SLC Student Loan Trust 5493007QNQ56NU0MGE13 78444LAD5 1233456.90000000 PA USD 1227694.07000000 0.039885528407 Long ABS-O CORP US N 2 2032-12-15 Floating 4.89257000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAC4 850000.00000000 PA USD 845856.41000000 0.027480323228 Long DBT CORP KY N 2 2023-03-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TG41 349432.53500000 PA USD 330854.89000000 0.010748868497 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.50000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -4958044.77000000 -0.16107778016 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2025-07-24 0.00000000 USD 0.00000000 USD 86880000.00000000 USD -4958044.77000000 N N N NEW YORK NY 549300ABYZD2SFD5JB29 64966MYR4 2285000.00000000 PA USD 2084918.09000000 0.067735164433 Long DBT MUN US N 2 2031-04-01 Fixed 3.62000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBS8 19017027.47000000 PA USD 16301790.93000000 0.529615285370 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2N2 4385000.00000000 PA USD 4086114.72000000 0.132750372200 Long DBT CORP US N 2 2026-04-30 Fixed 2.18800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128ME6W6 439310.19000000 PA USD 415805.73000000 0.013508765466 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAF4 4055000.00000000 PA USD 3555766.20000000 0.115520321589 Long DBT CORP GB N 2 2028-02-16 Fixed 2.97200000 N N N N N N TIF Funding II LLC N/A 872480AA6 8002500.08000000 PA USD 6861647.66000000 0.222922346334 Long ABS-O CORP US N 2 2045-08-20 Fixed 2.09000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAE6 3000000.00000000 PA USD 2186790.00000000 0.071044795928 Long DBT CORP N/A N 2 2052-02-02 Fixed 4.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380XR74 179728.34000000 PA USD 171279.01000000 0.005564540862 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 3.50000000 N N N N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 71567PAP5 2600000.00000000 PA USD 2297022.00000000 0.074626031413 Long DBT NUSS ID N 2 2030-06-23 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FE2P8 79064.30000000 PA USD 76814.41000000 0.002495559282 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Level 3 Financing Inc 254900AE5FEFIJOXWL19 52729KAP1 2265000.39000000 PA USD 2152452.52000000 0.069929234187 Long LON CORP US N 2 2027-03-01 Floating 5.87010000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BK7 1640000.00000000 PA USD 1641814.96000000 0.053339556512 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.37500000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674YL8 3215000.00000000 PA USD 3186302.01000000 0.103517107755 Long DBT CORP CH N 2 2024-08-09 Floating 4.24765000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAC9 1000000.00000000 PA USD 954345.35000000 0.031004929890 Long DBT CORP IE N 2 2025-01-15 Fixed 3.50000000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VBA7 211371.21000000 PA USD 161874.41000000 0.005259002658 Long LON CORP US N 2 2029-01-15 Floating 9.20670000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WH5N1 120386.99000000 PA USD 108769.07000000 0.003533707572 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 2440000.00000000 PA USD 2326884.04000000 0.075596194317 Long DBT NUSS SA N 2 2028-03-04 Fixed 3.62500000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CQ1 1279000.00000000 PA USD 935677.08000000 0.030398432041 Long DBT CORP US N 2 2051-03-15 Fixed 3.40000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3B7 3350000.00000000 PA USD 3230599.27000000 0.104956244479 Long DBT CORP US N 2 2033-07-25 Fixed 4.89700000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAJ4 1425000.00000000 PA USD 1382651.92000000 0.044919824718 Long DBT CORP US N 2 2027-02-01 Fixed 5.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381BQQ0 354821.62000000 PA USD 341054.75000000 0.011080243239 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N MASSACHUSETTS ST SCH BLDG AUTH N/A 576000XM0 1845000.00000000 PA USD 1524193.61000000 0.049518254600 Long DBT MUN US N 2 2032-10-15 Fixed 2.96600000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 7880000.00000000 PA USD 7645531.39000000 0.248389290864 Long DBT CORP US N 2 2025-12-15 Fixed 4.25000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDE6 1695000.00000000 PA USD 1630836.01000000 0.052982870565 Long DBT CORP US N 2 2025-03-15 Fixed 3.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDR1 19476668.69000000 PA USD 16696453.12000000 0.542437136005 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAQ5 860000.00000000 PA USD 623282.41000000 0.020249302230 Long DBT CORP US N 2 2032-11-15 Fixed 2.50000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AZ3 75000.00000000 PA USD 69282.37000000 0.002250857118 Long DBT CORP US N 2 2027-10-15 Fixed 3.05000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 1475000.00000000 PA USD 1452603.25000000 0.047192415120 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACJW1 1692276.41000000 PA USD 1585538.92000000 0.051511251198 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SUV7 92352.95000000 PA USD 87219.99000000 0.002833617489 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 9444000.00000000 PA USD 8358074.39000000 0.271538505935 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N Lehman XS Trust N/A 52525BAC6 2381936.03000000 PA USD 1941249.28000000 0.063067628324 Long ABS-MBS CORP US N 2 2047-09-25 Floating 4.84357000 N N N N N N Jazz Financing Lux Sarl 635400WUEO2NSG5OIU34 000000000 2115473.79000000 PA USD 2096963.39000000 0.068126494136 Long LON CORP LU N 2 2028-05-05 Floating 7.64200000 N N N N N N First Franklin Mtg Loan Asset N/A 32029GAA2 12180948.10000000 PA USD 6963061.14000000 0.226217084279 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.50898000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAA1 2135000.00000000 PA USD 2043267.89000000 0.066382025833 Long DBT CORP US N 2 2024-10-01 Fixed 2.76000000 N N N N N N Dryden Senior Loan Fund 549300K4FV16ICO2FF98 26251BAL0 569517.66000000 PA USD 563638.22000000 0.018311571901 Long ABS-CBDO CORP KY N 2 2030-08-15 Floating 5.80614000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 01882YAC0 2655000.00000000 PA USD 2286490.62000000 0.074283886194 Long DBT CORP US N 2 2026-03-15 Fixed 1.40000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 1990000.00000000 PA USD 1480739.14000000 0.048106498577 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC76 18839658.37000000 PA USD 16164069.12000000 0.525140956383 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Plaze Inc 54930069WJQSNERFIV02 72819QAN2 1522875.00000000 PA USD 1378201.88000000 0.044775251081 Long LON CORP US N 2 2026-08-03 Floating 7.87940000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AJ6 1525000.00000000 PA USD 1525077.30000000 0.049546964067 Long DBT CORP US N 2 2024-12-15 Floating 5.58257000 N N N N N N First Franklin Mtg Loan Asset N/A 30247DAD3 16365875.95600000 PA USD 11083010.48000000 0.360066681221 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.36357000 N N N N N N GRIFOLS WORLDWI 11/15/27 N/A 39843PAG8 2847046.40000000 PA USD 2754118.81000000 0.089476268329 Long LON CORP US N 2 2027-11-15 Floating 5.90360000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TQN8 223429.78000000 PA USD 205074.81000000 0.006662504413 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TLT0 289862.94000000 PA USD 281099.87000000 0.009132419162 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAH9 184000.00000000 PA USD 152067.78000000 0.004940403238 Long DBT CORP US N 2 2028-12-15 Fixed 2.25000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBB7 150000.00000000 PA USD 149428.76000000 0.004854666319 Long DBT CORP US N 2 2023-01-31 Fixed 2.85000000 N N N N N N Perrigo Investments LLC 549300POZGC78VHAAJ73 000000000 272727.27000000 PA USD 268295.45000000 0.008716427043 Long LON CORP IE N 2 2029-04-20 Floating 6.43150000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3WS5 86007.86000000 PA USD 81035.21000000 0.002632685332 Long ABS-MBS USGSE US N 2 2048-12-25 Fixed 3.50000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAB9 3295000.00000000 PA USD 3035899.49000000 0.098630805759 Long DBT CORP GB N 2 2026-07-26 Fixed 3.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDQ2 160000.00000000 PA USD 143997.35000000 0.004678209770 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N Wellman Park CLO Ltd N/A 949723AC4 11650000.00000000 PA USD 11115059.38000000 0.361107891195 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.67914000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYT1 29156.13100000 PA USD 26404.30000000 0.000857827274 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAD9 400000.00000000 PA USD 386434.37000000 0.012554543854 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAT4 1500000.00000000 PA USD 1278817.82000000 0.041546445269 Long DBT CORP US N 2 2030-05-15 Fixed 4.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BWR3 303640.79000000 PA USD 284274.38000000 0.009235553169 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFKH0 319009.54000000 PA USD 310421.20000000 0.010085015390 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFU0 69840000.00000000 PA USD 70737552.95000000 2.298133343317 Long DBT UST US N 2 2027-10-31 Fixed 4.12500000 N N N N N N SOUTHERN GAS CORRIDOR 213800DG58KG59XY6318 000000000 800000.00000000 PA USD 821888.00000000 0.026701633552 Long DBT CORP AZ N 2 2026-03-24 Fixed 6.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TLR4 833052.82000000 PA USD 765365.67000000 0.024865326728 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N TAL Advantage VII LLC N/A 87407RAA4 9270000.00000000 PA USD 8083519.72000000 0.262618728315 Long ABS-O CORP US N 2 2045-09-20 Fixed 2.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSE6 2248924.45300000 PA USD 2186606.44000000 0.071038832401 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Navient Student Loan Trust N/A 63940FAC1 1602530.01000000 PA USD 1564557.26000000 0.050829595551 Long ABS-O CORP US N 2 2065-06-25 Floating 5.51614000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAR8 716000.00000000 PA USD 645136.11000000 0.020959288857 Long DBT CORP US N 2 2029-07-15 Fixed 4.95000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAA5 6645000.00000000 PA USD 6592321.56000000 0.214172435362 Long DBT CORP GB N 2 2024-03-08 Fixed 3.76600000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AX8 2630000.00000000 PA USD 2258556.66000000 0.073376363072 Long DBT CORP US N 2 2026-09-01 Fixed 1.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJXW5 50804.78600000 PA USD 46067.86000000 0.001496660270 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.00000000 N N N N N N Manhattan West N/A 563136AA8 3855000.00000000 PA USD 3319980.36000000 0.107860072143 Long ABS-MBS CORP US N 2 2039-09-10 Fixed 2.13000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TJX4 872820.35000000 PA USD 822627.22000000 0.026725649454 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BVBM7 276785.75000000 PA USD 259583.57000000 0.008433394042 Long ABS-MBS USGSE US N 2 2047-02-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XU6Q5 14759819.34000000 PA USD 13401638.92000000 0.435394666237 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AHY7 232425.64000000 PA USD 225011.48000000 0.007310210252 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N CIM Trust N/A 12555VAA3 2933220.65000000 PA USD 2652829.69000000 0.086185570612 Long ABS-MBS CORP US N 2 2058-10-25 Variable 3.25000000 N N N N N N NEW YORK ST DORM AUTH ST PERSO 549300C8XO7EXTX2XU71 649902S95 2690000.00000000 PA USD 2696189.96000000 0.087594266250 Long DBT MUN US N 2 2024-03-15 Fixed 5.00000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAN5 5545000.00000000 PA USD 5146900.55000000 0.167213358045 Long DBT CORP GB N 2 2025-03-15 Fixed 1.08900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DRP9 9481834.51000000 PA USD 8183883.73000000 0.265879370905 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6FL0 4234318.46000000 PA USD 3791649.43000000 0.123183735058 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 453140AF2 1790000.00000000 PA USD 1709873.17000000 0.055550642918 Long DBT CORP GB N 2 2025-07-21 Fixed 4.25000000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 000000000 390000.00000000 PA USD 3354.00000000 0.000108965307 Long DBT CORP LU N 2 2025-07-15 Fixed 9.75000000 Y N N N N N SLM Student Loan Trust SCSW2GRYW6ZPGKE5DL61 78442GRA6 434283.70000000 PA USD 421792.53000000 0.013703265616 Long ABS-O CORP US N 2 2041-01-25 Floating 4.95843000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBA1 1890000.00000000 PA USD 1792723.74000000 0.058242305966 Long DBT CORP US N 2 2025-03-01 Fixed 3.25000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BC7 1750000.00000000 PA USD 1624110.25000000 0.052764362959 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.87500000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AE9 7945000.00000000 PA USD 7719571.19000000 0.250794708157 Long DBT CORP BM N 2 2025-05-15 Fixed 4.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BL38 114434.09000000 PA USD 111886.26000000 0.003634979357 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZM5 147947.04000000 PA USD 133711.24000000 0.004344032924 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8AH8 470698.38000000 PA USD 440053.94000000 0.014296545331 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9N25 130000.04800000 PA USD 128963.68000000 0.004189793408 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBS3 1400000.00000000 PA USD 1103716.54000000 0.035857725866 Long DBT CORP US N 2 2031-03-25 Fixed 2.72600000 N N N N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 000000000 1600000.00000000 PA USD 1639158.40000000 0.053253249750 Long DBT NUSS BH N 2 2026-01-26 Fixed 7.00000000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAF1 750000.00000000 PA USD 695758.07000000 0.022603903483 Long DBT CORP US N 2 2027-12-01 Fixed 3.45000000 N N N N N N ECMC Group Student Loan Trust N/A 26828VAA4 1503039.45000000 PA USD 1445982.72000000 0.046977326244 Long ABS-O CORP US N 2 2067-05-25 Floating 5.06614000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UCB6 183337.89000000 PA USD 176743.40000000 0.005742068870 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.00000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48126PAA0 1200000.00000000 PA USD 890208.00000000 0.028921225034 Long DBT CORP KZ N 2 2033-04-14 Fixed 3.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 2793.00000000 NC USD 1447473.50000000 0.047025758952 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-03-31 572121263.67000000 USD 1447473.50000000 N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AK6 2397000.00000000 PA USD 1918199.25000000 0.062318775130 Long DBT NUSS PY N 2 2033-01-29 Fixed 2.73900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADRY6 86425.55000000 PA USD 83582.75000000 0.002715450233 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.50000000 N N N N N N Acrisure LLC 549300R0Z1Q47XRTGO22 00488PAL9 1138295.16000000 PA USD 1063691.30000000 0.034557379236 Long LON CORP US N 2 2027-02-15 Floating 7.37310000 N N N N N N Elanco Animal Health Inc 549300SHPNDCE059M934 28414BAF3 1617143.84000000 PA USD 1562823.98000000 0.050773284463 Long LON CORP US N 2 2027-08-01 Floating 5.89200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CV68 159332.84100000 PA USD 150850.67000000 0.004900861566 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 3.50000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BJ0 360000.00000000 PA USD 359764.68000000 0.011688094546 Long DBT CORP US N 2 2022-12-15 Fixed 2.90000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 3606000.00000000 PA USD 3118318.36000000 0.101308443667 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AD3L0 1147676.91000000 PA USD 1111461.37000000 0.036109341187 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N FARMERS EXCHANGE CAPITAL N/A 309588AC5 1650000.00000000 PA USD 1712679.87000000 0.055641827452 Long DBT CORP US N 2 2028-07-15 Fixed 7.05000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179S2P1 3163189.21000000 PA USD 2973185.58000000 0.096593345858 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAB2 150000.00000000 PA USD 144087.00000000 0.004681122335 Long DBT CORP N/A N 2 2030-01-15 Fixed 5.50000000 N N N N N N Securitized Asset Backed Recei N/A 81377XAA0 23026887.17000000 PA USD 11866314.51000000 0.385514792362 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.42357000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 90055000.00000000 PA USD 70105706.61000000 2.277605814710 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SYT8 3000702.04000000 PA USD 2909138.35000000 0.094512568835 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XTB82 312233.77000000 PA USD 305280.05000000 0.009917988857 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.00000000 N N N N N N Babson CLO Ltd 549300JIWL5GWW2H2336 06761HAN8 12500000.00000000 PA USD 11916662.15000000 0.387150494834 Long ABS-CBDO CORP KY N 2 2036-04-15 Floating 5.77914000 N N N N N N Progress Residential Trust N/A 74333VAQ7 4130000.00000000 PA USD 3522704.56000000 0.114446209550 Long ABS-O CORP US N 2 2026-05-17 Fixed 4.25400000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BB3 1400000.00000000 PA USD 1250867.73000000 0.040638398114 Long DBT CORP US N 2 2027-06-01 Fixed 2.25000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAL9 2930000.00000000 PA USD 2575171.52000000 0.083662599115 Long DBT CORP US N 2 2029-02-15 Fixed 3.87500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 10000.00000000 PA USD 8374.78000000 0.000272081240 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N MSCG Trust N/A 55358PAQ9 13828705.39000000 PA USD 13008786.24000000 0.422631603264 Long ABS-MBS CORP US N 2 2037-10-15 Floating 6.92300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1Z72 662864.86000000 PA USD 593578.71000000 0.019284283502 Long ABS-MBS USGSE US N 2 2048-06-25 Fixed 3.00000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAK0 895000.00000000 PA USD 798437.91000000 0.025939783142 Long DBT CORP US N 2 2028-01-15 Fixed 3.62500000 N N N N N N American Home Mortgage Investm N/A 02660TGN7 1622325.28000000 PA USD 1389770.63000000 0.045151098549 Long ABS-MBS CORP US N 2 2045-11-25 Floating 4.59614000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6GJ0 258520.58000000 PA USD 243017.78000000 0.007895201911 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N AI AQUA MERGER SUB INC 5493005QMH1D47U26R45 00132UAM6 105154.91000000 PA USD 99721.56000000 0.003239770567 Long LON CORP US N 2 2028-07-30 Floating 8.08070000 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAC9 875000.00000000 PA USD 706251.88000000 0.022944828122 Long DBT CORP US N 2 2030-11-15 Fixed 4.00000000 N N N N N N Phoenix Newco Inc 254900PHGVI5379Z9791 71911KAC8 1995000.00000000 PA USD 1915958.10000000 0.062245964277 Long LON CORP US N 2 2028-11-15 Floating 7.40360000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 1803000.00000000 PA USD 1523426.82000000 0.049493343000 Long DBT CORP US N 2 2032-05-15 Fixed 3.87500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 9311000.00000000 PA USD 7839659.02000000 0.254696141480 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B9SJ4 22414240.69000000 PA USD 19246248.45000000 0.625275309254 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N SLM Student Loan Trust 549300MHMWVKFEDI8G73 784442AD7 130000.00000000 PA USD 100476.34000000 0.003264291985 Long ABS-O CORP US N 2 2083-01-25 Floating 5.55843000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYN8 6060000.00000000 PA USD 4871819.86000000 0.158276491000 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYA6 9860000.00000000 PA USD 8674483.98000000 0.281818073133 Long DBT CORP US N 2 2027-03-09 Fixed 1.43100000 N N N N N N JPMorgan 100% US Treasury Securities Money Market Fund 549300BS6M6EE7LNA816 4812A2835 32964134.15000000 NS USD 32964134.15000000 1.070944253291 Long STIV RF US N 1 N N N Soundview Home Equity Loan Tru N/A 83613AAA0 6180760.74000000 PA USD 4232023.12000000 0.137490668480 Long ABS-MBS CORP US N 2 2037-09-25 Floating 5.04357000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCRY3 1552083.77000000 PA USD 1455032.81000000 0.047271347068 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N ADMI Corp 5493008U1LYGMQWO7N12 00709LAH0 2117750.00000000 PA USD 1945682.81000000 0.063211665582 Long LON CORP US N 2 2027-12-23 Floating 7.39200000 N N N N N N SLM Student Loan Trust 549300OORAXMFXOHG132 78444GAD6 700000.00000000 PA USD 577708.95000000 0.018768704109 Long ABS-O CORP US N 2 2083-04-26 Floating 5.55843000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8YA5 327121.11000000 PA USD 317430.85000000 0.010312746061 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 3.00000000 N N N N N N PIEDMONT OPERATING PARTN 549300WKGDPAS39FBD10 720198AE0 670000.00000000 PA USD 520888.85000000 0.016922723283 Long DBT CORP US N 2 2030-08-15 Fixed 3.15000000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887BF5 2107000.00000000 PA USD 2057003.88000000 0.066828282953 Long DBT CORP US N 2 2024-12-15 Fixed 3.73400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZN3 103696.59000000 PA USD 97339.90000000 0.003162394802 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N Saxon Asset Securities Trust N/A 80556YAD7 553439.47000000 PA USD 390126.01000000 0.012674478467 Long ABS-MBS CORP US N 2 2047-05-25 Floating 4.28357000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFV8 2480000.00000000 PA USD 2577262.50000000 0.083730531220 Long DBT UST US N 2 2032-11-15 Fixed 4.12500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CN8 1850000.00000000 PA USD 1729650.82000000 0.056193182488 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N ASCENDAS REIT 549300ILIBAEMQZK3L20 000000000 1000000.00000000 PA 834506.44000000 0.027111583522 Long DBT CORP SG N 2 2028-06-23 Fixed 0.75000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DA7 4775000.00000000 PA USD 4093677.69000000 0.132996079223 Long DBT NUSS PE N 2 2030-06-20 Fixed 2.84400000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBU3 1375000.00000000 PA USD 1087983.20000000 0.035346578509 Long DBT CORP GB N 2 2050-09-17 Fixed 4.25000000 N N N N N N NEW YORK ST DORM AUTH ST PERSO 549300C8XO7EXTX2XU71 64990FQY3 1405000.00000000 PA USD 1167349.73000000 0.037925051488 Long DBT MUN US N 2 2032-02-15 Fixed 2.95700000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 6040000.00000000 PA USD 4956858.03000000 0.161039225160 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N Sunshine Luxembourg VII Sarl 254900CHQOBZNYV4DY60 000000000 833170.19000000 PA USD 790211.94000000 0.025672536465 Long LON CORP LU N 2 2026-10-02 Floating 7.89200000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 3800000.00000000 PA USD 3272674.00000000 0.106323175280 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AC2 3365000.00000000 PA USD 2743688.12000000 0.089137394344 Long DBT CORP CH N 2 2028-01-09 Fixed 4.28200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 4765000.00000000 PA USD 3865496.51000000 0.125582891231 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KSVF1 29031800.90000000 PA USD 23995879.68000000 0.779582115793 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SEG8 476228.15000000 PA USD 438095.54000000 0.014232920507 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3A34 101927.81000000 PA USD 94444.86000000 0.003068340263 Long ABS-MBS USGSE US N 2 2049-02-25 Fixed 3.25000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 720000.00000000 PA USD 576617.01000000 0.018733228981 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 846000.00000000 PA USD 635186.83000000 0.020636055000 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N Organon & Co 549300AMCKY57OK2CO56 68621XAE3 2492412.85000000 PA USD 2464996.31000000 0.080083208634 Long LON CORP US N 2 2028-06-02 Floating 7.14200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DUA8 3908320.85000000 PA USD 3373306.28000000 0.109592533470 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 2.00000000 N N N N N N Morgan Stanley Capital Inc N/A 61750SAD4 5520604.66000000 PA USD 2616867.64000000 0.085017229572 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.14357000 N N N N N N NEW YORK NY 549300ABYZD2SFD5JB29 64966QRQ5 3620000.00000000 PA USD 2861792.45000000 0.092974387390 Long DBT MUN US N 2 2031-08-01 Fixed 1.92300000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AL3 1210000.00000000 PA USD 1139215.00000000 0.037011005717 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N JP Morgan Mortgage Trust N/A 46628LAA6 1482039.78000000 PA USD 1081344.98000000 0.035130914917 Long ABS-MBS CORP US N 2 2036-06-25 Variable 3.47501100 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAE6 750000.00000000 PA USD 700994.47000000 0.022774024514 Long DBT CORP US N 2 2029-02-15 Fixed 4.37500000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 1370410.51000000 0.044522123762 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2053-07-24 0.00000000 USD 0.00000000 USD 4905000.00000000 USD 1370410.51000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RD63 545995.99000000 PA USD 506208.67000000 0.016445791163 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR64 1442411.24400000 PA USD 1355623.42000000 0.044041718331 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N CIM Trust N/A 12554EAA2 5242626.41000000 PA USD 5093513.01000000 0.165478894798 Long ABS-MBS CORP US N 2 2058-09-25 Floating 4.84371000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335B5H5 2072529.73000000 PA USD 1939909.92000000 0.063024114975 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2X8 5090000.00000000 PA USD 4993141.83000000 0.162218019268 Long DBT CORP US N 2 2024-05-24 Floating 4.49812900 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6DH7 980472.31000000 PA USD 917758.60000000 0.029816293493 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N DEERFIELD DAKOTA HOLDING 549300FDREJLOIGXY104 24440EAB3 169566.33000000 PA USD 159997.70000000 0.005198031793 Long LON CORP US N 2 2027-04-09 Floating 7.87940000 N N N N N N US AIRWAYS 2012-1A PTT N/A 90345WAA2 348413.23000000 PA USD 336674.35000000 0.010937932078 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BK9 4108000.00000000 PA USD 3570277.47000000 0.115991766134 Long DBT NUSS PA N 2 2030-01-23 Fixed 3.16000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAH5 940000.00000000 PA USD 887754.88000000 0.028841527665 Long DBT CORP US N 2 2025-07-01 Fixed 3.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133N3VW1 396998.87000000 PA USD 348781.01000000 0.011331255255 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N PIEDMONT OPERATING PARTN 549300WKGDPAS39FBD10 720198AC4 350000.00000000 PA USD 349547.21000000 0.011356147687 Long DBT CORP US N 2 2023-06-01 Fixed 3.40000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JBE7 1710000.00000000 PA USD 1489385.89000000 0.048387415624 Long DBT CORP AU N 2 2033-06-21 Fixed 4.44200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TNS0 48054.69000000 PA USD 46602.98000000 0.001514045337 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N WACHOVIA STUDENT LOAN TRUST N/A 92978JAF0 657815.43000000 PA USD 629865.51000000 0.020463175074 Long ABS-O CORP US N 2 2040-04-25 Floating 4.52843000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 7710000.00000000 PA USD 6096195.00000000 0.198054193460 Long DBT CORP US N 2 2032-07-21 Fixed 2.38300000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAN3 9840000.00000000 PA USD 7888784.97000000 0.256292153485 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CMF8 414353.42000000 PA USD 387923.22000000 0.012602913860 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Pretium Mortgage Credit Partne N/A 69381PAA6 10532796.73000000 PA USD 10244233.61000000 0.332816359261 Long ABS-MBS CORP US N 2 2052-08-25 Variable 5.00000000 N N N N N N AMSR Trust N/A 00180UAH8 5000000.00000000 PA USD 4190636.50000000 0.136146093110 Long ABS-O CORP US N 2 2038-10-17 Fixed 3.80400000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 000000000 4335000.00000000 PA 3348989.46000000 0.108802524592 Long DBT CORP JE N 2 2034-03-14 Fixed 1.87500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDJ8 3880000.00000000 PA USD 3244103.54000000 0.105394973441 Long DBT CORP US N 2 2048-03-09 Fixed 4.50000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 085770AA3 2125000.00000000 PA USD 2041657.50000000 0.066329707216 Long DBT CORP US N 2 2026-07-15 Fixed 4.87500000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAD1 9101000.00000000 PA USD 7952717.82000000 0.258369214511 Long DBT CORP US N 2 2028-09-15 Fixed 2.86600000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AG4 612000.00000000 PA USD 580531.98000000 0.018860419175 Long DBT CORP US N 2 2029-07-30 Fixed 4.50000000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AF6 450000.00000000 PA USD 409526.35000000 0.013304759928 Long DBT CORP US N 2 2046-07-15 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H37E0 775066.68000000 PA USD 724123.17000000 0.023525433553 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Opteum Mortgage Acceptance Cor N/A 68383NDT7 287537.14000000 PA USD 246051.71000000 0.007993768731 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.46357000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGLA0 314156.42000000 PA USD 294453.15000000 0.009566242735 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.50000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 390000.00000000 PA USD 368926.31000000 0.011985739100 Long DBT NUSS GT N 2 2030-06-01 Fixed 4.90000000 N N N N N N Diamond Sports Group LLC 5493002K6DHWNZH8YA34 25277BAB4 935695.73000000 PA USD 152050.56000000 0.004939843792 Long LON CORP US N 2 2026-08-24 Floating 7.29360000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TCX1 39796.06400000 PA USD 37405.51000000 0.001215236407 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SWW3 463379.11000000 PA USD 423691.81000000 0.013764969740 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 3601000.00000000 PA USD 2973518.48000000 0.096604161168 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 3165000.00000000 PA USD 2522625.46000000 0.081955474010 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DTJ1 7271456.67000000 PA USD 6276052.06000000 0.203897419432 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CV27 588520.04000000 PA USD 549024.84000000 0.017836809989 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N EFS Volunteer No 3 LLC N/A 26845CAC1 80612.82000000 PA USD 79682.27000000 0.002588730793 Long ABS-MBS CORP US N 2 2033-04-25 Floating 5.01614000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBS8 1477000.00000000 PA USD 1262434.95000000 0.041014195874 Long DBT CORP GB N 2 2049-06-19 Fixed 4.87500000 N N N N N N HOSTESS BRANDS 08/03/25 549300SW7FLS4O41LD19 44108HAJ0 302795.45000000 PA USD 300681.94000000 0.009768604697 Long LON CORP US N 2 2025-08-03 Floating 6.39200000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -3309105.68000000 -0.10750677373 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2025-07-24 0.00000000 USD 0.00000000 USD 58725000.00000000 USD -3309105.68000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SLS4 9693504.11000000 PA USD 9185596.97000000 0.298423196657 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5K2 118559.12500000 PA USD 119835.41000000 0.003893232659 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 5.00000000 N N N N N N Voya CLO Ltd N/A 92918EAL1 13000000.00000000 PA USD 12599382.46000000 0.409330825410 Long ABS-CBDO CORP KY N 2 2034-07-16 Floating 5.22914000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UT93 143835.24000000 PA USD 132756.75000000 0.004313023295 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 3.50000000 N N N N N N Horizon Therapeutics USA Inc 254900IS87RLPXY88S03 44055UAD7 1791079.11000000 PA USD 1770929.47000000 0.057534250111 Long LON CORP US N 2 2028-03-15 Floating 5.65360000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UXH0 207303.43000000 PA USD 186045.37000000 0.006044272813 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.00000000 N N N N N N Residential Funding Mtg Sec I N/A 762009AD0 6516775.06000000 PA USD 4798100.11000000 0.155881471545 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6.00000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DF6 560000.00000000 PA USD 470446.89000000 0.015283956527 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4X9 145326.12000000 PA USD 144145.08000000 0.004683009247 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BF3 3910000.00000000 PA USD 3298965.22000000 0.107177328792 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBN1 1350000.00000000 PA USD 1183888.09000000 0.038462352469 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 3000000.00000000 PA USD 2293813.56000000 0.074521795082 Long DBT CORP US N 2 2045-05-15 Fixed 4.12500000 N N N N N N JP Morgan Mortgage Acquisition N/A 46628SAJ2 2221670.75600000 PA USD 673620.35000000 0.021884689567 Long ABS-MBS CORP US N 2 2036-07-25 Variable 6.50000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAA3 9408778.96000000 PA USD 8340109.15000000 0.270954848241 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.69000000 N N N N N N CIM Trust N/A 12564UAA4 5989899.64000000 PA USD 5611707.56000000 0.182314085217 Long ABS-MBS CORP US N 2 2057-06-25 Variable 2.56600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TLS2 866143.15300000 PA USD 815628.58000000 0.026498276478 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAF1 3640000.00000000 PA USD 3467810.67000000 0.112662807754 Long DBT CORP US N 2 2027-08-15 Fixed 4.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UGE6 130188.48000000 PA USD 131001.21000000 0.004255989020 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 5.00000000 N N N N N N Ace Securities Corp. N/A 00442KAA9 12832388.09000000 PA USD 5746580.79000000 0.186695869065 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.25357000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCK9 7930000.00000000 PA USD 7567716.28000000 0.245861220674 Long DBT CORP US N 2 2024-12-06 Fixed 1.34300000 N N N N N N Structured Asset Mortgage Inve N/A 86364RAA7 3310457.79000000 PA USD 2886393.11000000 0.093773617709 Long ABS-MBS CORP US N 2 2047-08-25 Floating 3.18872000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAD5 1500000.00000000 PA USD 1261650.05000000 0.040988695913 Long DBT CORP US N 2 2030-05-27 Fixed 2.60000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CG2 4330000.00000000 PA USD 3497438.60000000 0.113625364854 Long DBT CORP US N 2 2052-03-15 Fixed 4.62500000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BC1 510000.00000000 PA USD 432179.01000000 0.014040703300 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 750000.00000000 PA USD 634744.12000000 0.020621672164 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N MASTR Asset Backed Securities N/A 55291KAB3 7090809.99000000 PA USD 2481565.81000000 0.080621521296 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.14357000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 2030000.00000000 PA USD 1966052.08000000 0.063873425801 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAF9 360000.00000000 PA USD 335343.41000000 0.010894692279 Long DBT CORP US N 2 2025-02-01 Fixed 2.30000000 N N N N N N Impac CMB Trust N/A 45254NPA9 524998.49000000 PA USD 481705.80000000 0.015649737861 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.58357000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BL7 6920000.00000000 PA USD 5732774.70000000 0.186247334525 Long DBT CORP US N 2 2047-05-01 Fixed 5.37500000 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAC8 1135000.00000000 PA USD 885307.22000000 0.028762007682 Long DBT CORP US N 2 2030-10-15 Fixed 2.20000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 000000000 1800000.00000000 PA USD 1644188.40000000 0.053416665224 Long DBT CORP SA N 2 2025-11-24 Fixed 1.62500000 N N N N N N Barings CLO Ltd 54930079SUKCXYW8DR07 06760EAA4 263353.14000000 PA USD 261371.11000000 0.008491467937 Long ABS-CBDO CORP KY N 2 2028-01-20 Floating 5.04257000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BB1 3735000.00000000 PA USD 3270362.04000000 0.106248063940 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3C3 5585000.00000000 PA USD 4539024.50000000 0.147464580192 Long DBT CORP US N 2 2028-08-19 Fixed 1.98500000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAQ8 5250000.00000000 PA USD 4455002.00000000 0.144734843287 Long DBT CORP GB N 2 2027-06-14 Fixed 1.67300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SWX1 118643.51000000 PA USD 111955.51000000 0.003637229162 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 9845000.00000000 PA USD 7657549.89000000 0.248779749884 Long DBT CORP GB N 2 2032-05-24 Fixed 2.80400000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAN3 815000.00000000 PA USD 707589.45000000 0.022988283317 Long DBT CORP US N 2 2038-06-25 Fixed 4.62500000 N N N N N N NATIONAL GENERAL HLDG CO 549300HUE7OCQI86BK16 636220AB1 7000000.00000000 PA USD 7013552.00000000 0.227857439706 Long DBT CORP US N 2 2024-05-15 Fixed 6.75000000 N N N N N N Opteum Mortgage Acceptance Cor N/A 68383NCY7 907113.67000000 PA USD 823654.68000000 0.026759029745 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.80357000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 1510000.00000000 PA USD 1675352.60000000 0.054429132918 Long DBT CORP US N 2 2052-11-09 Fixed 6.90000000 N N N N N N Ajax Mortgage Loan Trust N/A 00969PAA1 2557267.67000000 PA USD 2409919.70000000 0.078293870600 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.86000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LFCY2 113584.98000000 PA USD 94475.74000000 0.003069343498 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.76000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 7135000.00000000 PA USD 6212206.90000000 0.201823207293 Long DBT CORP US N 2 2027-07-20 Fixed 1.51200000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 2000000.00000000 PA USD 1589548.18000000 0.051641504701 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N SLM Student Loan Trust 549300R59P5DXM48DO55 78445GAD5 1920465.61000000 PA USD 1912395.24000000 0.062130213491 Long ABS-O CORP US N 2 2023-04-25 Floating 5.85843000 N N N N N N SLC Student Loan Trust N/A 784428AF1 103051.02000000 PA USD 96852.88000000 0.003146572416 Long ABS-O CORP US N 2 2039-09-15 Floating 3.45257000 N N N N N N GE-WMC Mortgage Securities LLC N/A 367910AE6 404579.52000000 PA USD 379681.57000000 0.012335157769 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.70357000 N N N N N N Countrywide Alternative Loan T N/A 02150MAA3 2622595.92530000 PA USD 1394692.05000000 0.045310986457 Long ABS-MBS CORP US N 2 2047-06-25 Fixed 6.00000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAG3 3570000.00000000 PA USD 2878151.85000000 0.093505874288 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TJW6 34796.86500000 PA USD 31841.91000000 0.001034485249 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.00000000 N N N N N N Morgan Stanley Capital Inc 549300LT6TIGKPKJS707 61755AAE6 6715285.13000000 PA USD 4663715.16000000 0.151515551018 Long ABS-O CORP US N 2 2037-05-25 Floating 4.30357000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -437272.36000000 -0.01420617689 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -8019000.00000000 EUR 7939018.49000000 USD 2023-01-13 -437272.36000000 N N N Residential Accredit Loans, In N/A 74923WAA6 6440077.38000000 PA USD 5120282.05000000 0.166348571806 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 6.00000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAQ6 11190000.00000000 PA USD 8683496.96000000 0.282110888320 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Carvana Auto Receivables Trust N/A 14686MAK9 70350.00000000 PA USD 13259638.35000000 0.430781328186 Long ABS-O CORP US N 2 2029-09-10 None 0.00000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAE0 21145000.00000000 PA USD 20827545.25000000 0.676648741755 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACSU5 761071.08000000 PA USD 712677.36000000 0.023153580181 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BZ2 1412000.00000000 PA USD 1222067.62000000 0.039702735367 Long DBT CORP US N 2 2045-05-01 Fixed 4.40000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAA1 2325000.00000000 PA USD 2218648.50000000 0.072079820156 Long DBT CORP GB N 2 2024-07-26 Fixed 3.12500000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAH9 100000.00000000 PA USD 92295.09000000 0.002998498179 Long DBT CORP CA N 2 2027-07-26 Fixed 3.55000000 N N N N N N GoldenTree Loan Management US 549300LOEERRNVSKVY31 38136NAQ9 5000000.00000000 PA USD 4852779.82000000 0.157657915025 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.39257000 N N N N N N SLM Student Loan Trust N/A 78447GAC5 216805.11000000 PA USD 208930.90000000 0.006787781704 Long ABS-O CORP US N 2 2026-05-26 Floating 4.76614000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBF5 260000.00000000 PA USD 222684.97000000 0.007234626210 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AJ9 1900000.00000000 PA USD 1835875.00000000 0.059644211252 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95000000 N N N N N N Navient Student Loan Trust N/A 63939FAB6 155788.56000000 PA USD 148182.56000000 0.004814179567 Long ABS-O CORP US N 2 2040-04-25 Floating 4.64357000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B53X1 49086.28000000 PA USD 43203.46000000 0.001403601168 Long ABS-MBS USGSE US N 2 2049-09-25 Fixed 3.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F020612 154900000.00000000 PA USD 127780397.66000000 4.151350735759 Long ABS-MBS USGSE US N 2 2053-01-15 Fixed 2.00000000 N N N N N N WAMU Asset-Backed Certificates N/A 92926SAD8 8017134.39000000 PA USD 3145600.44000000 0.102194788403 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.29357000 N N N N N N American Home Mortgage Assets N/A 02660BAA0 12075430.41000000 PA USD 4980889.23000000 0.161819954768 Long ABS-MBS CORP US N 2 2047-02-25 Floating 2.38872000 N N N N N N AmWINS Group Inc 549300SJE7MUB8NMRG61 03234TAW8 3462536.15000000 PA USD 3387779.99000000 0.110062757759 Long LON CORP US N 2 2028-02-19 Floating 6.20670000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CC2 3830000.00000000 PA USD 3350208.93000000 0.108842142935 Long DBT NUSS BR N 2 2030-06-12 Fixed 3.87500000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AP4 10798000.00000000 PA USD 9382112.25000000 0.304807617641 Long DBT CORP US N 2 2030-01-15 Fixed 4.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CK3 1755000.00000000 PA USD 1341401.59000000 0.043579677161 Long DBT CORP GB N 2 2031-08-18 Fixed 2.35700000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAK1 750000.00000000 PA USD 687147.61000000 0.022324165432 Long DBT CORP US N 2 2028-01-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR31 5739677.79200000 PA USD 5377200.21000000 0.174695371566 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418B6G6 474505.92000000 PA USD 429296.76000000 0.013947064284 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAA4 3930000.00000000 PA USD 3333612.05000000 0.108302940747 Long DBT CORP US N 2 2027-11-01 Fixed 3.95000000 N N N N N N Nomura Resecuritization Trust N/A 65540XAA5 659646.91000000 PA USD 654567.17000000 0.021265686698 Long ABS-MBS CORP US N 2 2037-08-26 Variable 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YES0 2350000.00000000 PA USD 2190257.36000000 0.071157444095 Long DBT CORP US N 2 2037-04-20 Fixed 5.29700000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 475000.00000000 PA USD 383636.52000000 0.012463646840 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8J48 2890381.05000000 PA USD 2701903.17000000 0.087779877963 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMXV0 29989.33000000 PA USD 28375.35000000 0.000921863073 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.00000000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAH2 1000000.00000000 PA USD 780708.79000000 0.025363796553 Long DBT CORP US N 2 2047-12-01 Fixed 3.75000000 N N N N N N Intelsat Jackson Holdings SA N/A 000000000 6252.55000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHQ5 2839000.00000000 PA USD 2613808.28000000 0.084917836577 Long DBT CORP US N 2 2030-02-07 Fixed 3.97400000 N N N N N N SLM Student Loan Trust N/A 78447AAA2 591558.00000000 PA USD 564263.28000000 0.018331878953 Long ABS-O CORP US N 2 2038-12-27 Floating 4.66614000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAM8 5885000.00000000 PA USD 5576419.55000000 0.181167642500 Long DBT CORP US N 2 2045-07-15 Fixed 5.20000000 N N N N N N SAN FRANCISCO CA CITY & CNTY P N/A 79771FAA5 3955000.00000000 PA USD 2947785.29000000 0.095768137027 Long DBT MUN US N 2 2041-11-01 Fixed 2.82500000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -2628.40000000 -0.00008539189 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -422000.00000000 EUR 438174.04000000 USD 2023-01-13 -2628.40000000 N N N FARMERS INS EXCH 549300UWG2TLX1GZVT44 309601AA0 600000.00000000 PA USD 620216.22000000 0.020149687341 Long DBT CORP US N 2 2024-05-01 Fixed 8.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETYX8 2543969.81000000 PA USD 2384153.23000000 0.077456765253 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J86J7 811228.31000000 PA USD 758496.84000000 0.024642171040 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 3000000.00000000 PA USD 2403780.00000000 0.078094403009 Long DBT NUSS RO N 2 2031-02-14 Fixed 3.00000000 N N N N N N METROPOLITAN EDISON CO N/A 591894CB4 830000.00000000 PA USD 794928.14000000 0.025825757152 Long DBT CORP US N 2 2025-04-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329NF94 650385.84000000 PA USD 609364.05000000 0.019797120244 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 9105000.00000000 PA USD 7871826.45000000 0.255741202276 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0506C5 97225000.00000000 PA USD 96769257.81000000 3.143855684949 Long ABS-MBS USGSE US N 2 2052-12-15 Fixed 5.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAE0 2000000.00000000 PA USD 1903820.16000000 0.061851624871 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMN9 1382000.00000000 PA USD 1005375.45000000 0.032662804236 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JAR9 7600000.00000000 PA USD 6574116.13000000 0.213580974335 Long DBT CORP AU N 2 2027-01-12 Fixed 1.34000000 N N N N N N Morgan Stanley Capital Inc N/A 617526AF5 5944688.72000000 PA USD 3558146.47000000 0.115597652196 Long ABS-O CORP US N 2 2036-11-25 Floating 4.27357000 N N N N N N JETBLUE AIRWAYS CORP N/A 477164AA5 7822134.40000000 PA USD 6993313.55000000 0.227199929588 Long DBT CORP US N 2 2032-11-15 Fixed 4.00000000 N N N N N N DELTA AIR LINES 2020-AA N/A 247361ZV3 4402060.64000000 PA USD 3781923.87000000 0.122867769453 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N FARMERS INS EXCH 549300UWG2TLX1GZVT44 309601AE2 3495000.00000000 PA USD 2873425.36000000 0.093352319298 Long DBT CORP US N 2 2057-11-01 Fixed 4.74700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMW82 102921.29000000 PA USD 98653.60000000 0.003205074506 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.00000000 N N N N N N JP Morgan Mortgage Acquisition N/A 46630MAX0 197439.09000000 PA USD 196070.52000000 0.006369971547 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.32357000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 5772000.00000000 PA USD 4785860.32000000 0.155483823219 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SB89 705400.48000000 PA USD 668085.34000000 0.021704867245 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N INDONESIA ASAHAN ALUMINI 2549008P48EB9SN2OI80 74445PAF9 600000.00000000 PA USD 563370.00000000 0.018302857925 Long DBT CORP ID N 2 2030-05-15 Fixed 5.45000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 3257519.28000000 0.105830826225 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2053-09-28 0.00000000 USD 0.00000000 USD 12425000.00000000 USD 3257519.28000000 N N N Navient Student Loan Trust N/A 63938JAA1 182042.65000000 PA USD 173251.59000000 0.005628626368 Long ABS-O CORP US N 2 2083-03-25 Floating 4.66357000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAL7 3000000.00000000 PA USD 2889213.45000000 0.093865245382 Long DBT CORP GB N 2 2025-07-09 Fixed 3.87000000 N N N N N N Avolon TLB Borrower 1 US LLC 635400O84AGITYFZQB55 05400KAH3 4949748.76000000 PA USD 4908764.84000000 0.159476765633 Long LON CORP US N 2 2027-12-01 Floating 6.39200000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZE7 10000000.00000000 PA USD 9642647.50000000 0.313271930020 Long DBT CORP US N 2 2023-12-06 Fixed 1.21700000 N N N N N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 461070AS3 3855000.00000000 PA USD 3178546.00000000 0.103265129216 Long DBT CORP US N 2 2030-06-01 Fixed 2.30000000 N N N N N N VONOVIA SE 5299005A2ZEP6AP7KM81 000000000 500000.00000000 PA 325983.89000000 0.010590618642 Long DBT CORP DE N 2 2041-06-14 Fixed 1.50000000 N N N N N N Naked Juice LLC 549300Y5TU1XQ1KVLJ64 62984CAE3 29770.74000000 PA USD 27984.50000000 0.000909165073 Long LON CORP US N 2 2029-01-24 Floating 7.30530000 N N N N N N Structured Asset Mortgage Inve N/A 86359LTG4 2321445.32000000 PA USD 2040084.99000000 0.066278619251 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.50357000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CK8 1960000.00000000 PA USD 1578015.38000000 0.051266825184 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N Citimortgage Alternative Loan N/A 17309VAH6 2129880.08000000 PA USD 1876703.79000000 0.060970663748 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A4GN3 1811068.20000000 PA USD 1695992.75000000 0.055099693532 Long ABS-MBS USGSE US N 2 2042-03-25 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130APYA7 52905000.00000000 PA USD 49956586.89000000 1.622997874006 Long DBT USGSE US N 2 2024-06-14 Fixed 1.04000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TEZ4 1009246.61000000 PA USD 951261.16000000 0.030904730215 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 12659AAH9 14672762.38000000 PA USD 11215241.84000000 0.364362635559 Long ABS-MBS CORP US N 2 2061-10-25 Variable 3.77367900 N N N N N N CAESARS RESORT COLLECTIO 549300V3UCT773B1KR38 12769LAD1 1354504.74000000 PA USD 1343953.15000000 0.043662572665 Long LON CORP US N 2 2025-07-20 Floating 7.47900000 N N N N N N Avantor Funding Inc 5493003VM0XB4U8YD238 05350NAG9 2504857.78000000 PA USD 2483566.49000000 0.080686519719 Long LON CORP US N 2 2027-11-06 Floating 0.01000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 1090000.00000000 PA USD 903805.23000000 0.029362974096 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A9RX7 310360.95000000 PA USD 298708.34000000 0.009704486053 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.00000000 N N N N N N CLECO POWER LLC TM1ZH54SJKLNHFCBFK92 185508AG3 750000.00000000 PA USD 717959.71000000 0.023325194043 Long DBT CORP US N 2 2040-12-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5HL2 8427059.26000000 PA USD 7776847.09000000 0.252655497088 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Countrywide Alternative Loan T N/A 12668AGN9 5785233.16000000 PA USD 5115822.10000000 0.166203676211 Long ABS-MBS CORP US N 2 2035-11-25 Floating 5.50357000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAP8 5000000.00000000 PA USD 4310628.00000000 0.140044396848 Long DBT CORP GB N 2 2027-05-11 Fixed 1.62700000 N N N N N N Structured Adjustable Rate Mor N/A 863579AP3 18576.77750000 PA USD 17745.15000000 0.000576507374 Long ABS-MBS CORP US N 2 2034-09-25 Variable 3.87731000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529537AA0 1837000.00000000 PA USD 1399711.46000000 0.045474057881 Long DBT CORP US N 2 2031-10-01 Fixed 2.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC27 14979800.57000000 PA USD 12835234.05000000 0.416993210953 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 25838.41000000 0.000839442546 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -379449.14000000 USD 388000.00000000 EUR 2023-01-13 25838.41000000 N N N CENTURYLINK INC 03/15/27 8M3THTGWLTYZVE6BBY25 15669GAH7 3438674.26000000 PA USD 3255289.76000000 0.105758393210 Long LON CORP US N 2 2027-03-15 Floating 6.39200000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAA1 525000.00000000 PA USD 481555.93000000 0.015644868860 Long DBT CORP US N 2 2026-09-23 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BJX5 427095.96000000 PA USD 412817.42000000 0.013411680755 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 3.50000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAD9 3000000.00000000 PA USD 2492100.33000000 0.080963768527 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N N Merrill Lynch First Franklin M N/A 59024VAF6 277264.90000000 PA USD 212943.24000000 0.006918135271 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.30357000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 2600000.00000000 PA USD 2469396.51000000 0.080226163061 Long DBT CORP US N 2 2045-12-15 Fixed 6.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZ86 112835.88700000 PA USD 105697.99000000 0.003433933816 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F022618 129225000.00000000 PA USD 110714529.29000000 3.596911975890 Long ABS-MBS USGSE US N 2 2053-01-15 Fixed 2.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAR0 4997000.00000000 PA USD 4738085.59000000 0.153931709873 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DP0 200000.00000000 PA USD 169326.52000000 0.005501108043 Long DBT NUSS CL N 2 2031-01-31 Fixed 2.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B9KZ6 15252020.14000000 PA USD 12598902.72000000 0.409315239537 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 000000000 1383000.00000000 PA USD 1243970.18000000 0.040414309366 Long DBT CORP KZ N 2 2030-04-24 Fixed 5.37500000 N N N N N N Ace Securities Corp. N/A 00443LAA6 14815424.66000000 PA USD 7798512.12000000 0.253359354173 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.34357000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PTN3 338818.64000000 PA USD 257977.53000000 0.008381216748 Long ABS-MBS CORP US N 2 2035-11-19 Floating 4.55857000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 8233000.00000000 PA USD 7532312.01000000 0.244711000883 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N United Airlines Inc K1OQBWM7XEOO08LDNP29 90932RAJ3 384105.41200000 PA USD 378754.82000000 0.012305049361 Long LON CORP US N 2 2028-04-21 Floating 7.72900000 N N N N N N GreenPoint Mortgage Funding Tr N/A 39538WFH6 70983.90900000 PA USD 59502.48000000 0.001933126431 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.62357000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 716743AP4 1113000.00000000 PA USD 1025239.77000000 0.033308159557 Long DBT CORP MY N 2 2030-04-21 Fixed 3.50000000 N N N N N N UBS-Barclays Commercial Mortga 549300G1IXWLFE766Q13 90349GBE4 52436.33000000 PA USD 51999.48000000 0.001689367723 Long ABS-MBS CORP US N 2 2046-04-10 Fixed 2.97070000 N N N N N N Central Parent Inc N/A 000000000 337067.64600000 PA USD 332739.70000000 0.010810102517 Long LON CORP US N 2 2029-07-06 Floating 8.62940000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZQ6 479855.37000000 PA USD 433508.90000000 0.014083908987 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 3397000.00000000 PA USD 2490433.68000000 0.080909622126 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DN7 1225000.00000000 PA USD 976918.10000000 0.031738277133 Long DBT CORP US N 2 2030-08-21 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGX46 29526942.12000000 PA USD 24393511.68000000 0.792500450108 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N SLM Student Loan Trust 54930067BGNOZYMNWK87 78445FAE5 320000.00000000 PA USD 274549.47000000 0.008919608681 Long ABS-O CORP US N 2 2083-07-26 Floating 6.20843000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -36.00000000 NC -79463.90000000 -0.00258163635 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2022-12-08 -5198148.54000000 USD -79463.90000000 N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401BB3 6195000.00000000 PA USD 6295260.31000000 0.204521460241 Long DBT CORP CH N 2 2033-11-15 Fixed 9.01600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3J7 134423.87000000 PA USD 125710.53000000 0.004084104532 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAFA2 52942.90000000 PA USD 49845.91000000 0.001619402184 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N DROP Mortgage Trust 2021-FILE N/A 26210YAG1 12284000.00000000 PA USD 11333935.79000000 0.368218784277 Long ABS-MBS CORP US N 2 2043-10-15 Floating 5.58000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBL8 5150000.00000000 PA USD 4240185.70000000 0.137755855732 Long DBT CORP US N 2 2031-06-15 Fixed 2.55000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 1610000.00000000 PA USD 1595995.11000000 0.051850953632 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJZ3 11320000.00000000 PA USD 9564462.59000000 0.310731845707 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAB8 740000.00000000 PA USD 612598.75000000 0.019902209713 Long DBT CORP US N 2 2028-11-15 Fixed 2.30000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RBH4 145000.00000000 PA USD 121592.82000000 0.003950327687 Long DBT CORP US N 2 2042-12-15 Fixed 4.30000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBT4 200000.00000000 PA USD 176173.47000000 0.005723552889 Long DBT CORP US N 2 2048-10-06 Fixed 4.43900000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CG2 1830000.00000000 PA USD 1659746.97000000 0.053922134625 Long DBT CORP GB N 2 2026-06-04 Fixed 2.09900000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AU2 5260000.00000000 PA USD 3588328.34000000 0.116578205790 Long DBT CORP CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BT9 4525000.00000000 PA USD 3278223.18000000 0.106503457959 Long DBT CORP US N 2 2029-07-15 Fixed 3.75000000 N N N N N N Elmwood CLO VI Ltd. N/A 29001VAN9 13400000.00000000 PA USD 12837151.94000000 0.417055519681 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.89257000 N N N N N N BX Trust N/A 05609KAQ2 4633575.30000000 PA USD 4263353.56000000 0.138508537007 Long ABS-MBS CORP US N 2 2038-10-15 Floating 7.76500000 N N N N N N Intelsat Jackson Holdings SA N/A 000000000 6252.55000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 2625000.00000000 PA USD 2232356.60000000 0.072525171181 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAJ0 670000.00000000 PA USD 569999.32000000 0.018518232372 Long DBT CORP KY N 2 2027-02-15 Fixed 3.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TUB9 221543.70000000 PA USD 214850.05000000 0.006980084030 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACS27 2341327.29000000 PA USD 2197978.52000000 0.071408290420 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N BECLE SA DE CV 529900JY55CZKMJLCE09 07586PAA9 7000000.00000000 PA USD 5450865.00000000 0.177088605472 Long DBT CORP MX N 2 2031-10-14 Fixed 2.50000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 2804581.73000000 0.091115716037 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2053-07-24 0.00000000 USD 0.00000000 USD 9810000.00000000 USD 2804581.73000000 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CF4 3250000.00000000 PA USD 2781062.99000000 0.090351635314 Long DBT CORP US N 2 2032-03-15 Fixed 3.62500000 N N N N N N BXSC Commercial Mortgage Trust N/A 05610BAL0 8450000.00000000 PA USD 8016444.02000000 0.260439561857 Long ABS-MBS CORP US N 2 2035-03-15 Floating 6.98300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8X57 362274.24000000 PA USD 351116.36000000 0.011407126492 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 3.00000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAD7 195000.00000000 PA USD 176163.98000000 0.005723244577 Long DBT CORP US N 2 2027-02-15 Fixed 3.75000000 N N N N N N AMER AIRLN 15-2 AA PTT N/A 02377BAB2 103814.17000000 PA USD 93885.77000000 0.003050176455 Long DBT CORP US N 2 2027-09-22 Fixed 3.60000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAQ6 2540000.00000000 PA USD 2219609.63000000 0.072111045507 Long DBT CORP US N 2 2048-06-25 Fixed 4.87500000 N N N N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 000000000 250000.00000000 PA USD 213437.50000000 0.006934192872 Long DBT CORP NL N 2 2029-05-07 Fixed 5.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZF0 211700.99600000 PA USD 191337.49000000 0.006216204084 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N HOSTESS BRANDS 08/03/25 549300SW7FLS4O41LD19 44108HAJ0 139305.76000000 PA USD 138333.41000000 0.004494198749 Long LON CORP US N 2 2025-08-03 Floating 6.39200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SQW0 133865.87200000 PA USD 126100.72000000 0.004096781089 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.50000000 N N N N N N WAMU Asset-Backed Certificates N/A 92926SAB2 1078139.98000000 PA USD 421288.37000000 0.013686886383 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.15357000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 453140AB1 1780000.00000000 PA USD 1769972.80000000 0.057503169657 Long DBT CORP GB N 2 2023-02-11 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CGE8 12814.64000000 PA USD 11992.32000000 0.000389608479 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAR3 2366000.00000000 PA USD 2167880.62000000 0.070430464857 Long DBT CORP US N 2 2052-08-15 Fixed 5.95000000 N N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 65364UAP1 10000000.00000000 PA USD 6240335.20000000 0.202737044165 Long DBT CORP US N 2 2050-06-27 Fixed 3.02500000 N N N N N N Navient Student Loan Trust N/A 63940CAA2 0.19000000 PA USD 0.18000000 0.000000005847 Long ABS-MBS CORP US N 2 2066-07-26 Floating 4.81614000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AQ8 1500000.00000000 PA USD 1275682.79000000 0.041444593895 Long DBT CORP US N 2 2030-05-14 Fixed 2.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ALZ9 712703.64000000 PA USD 697587.05000000 0.022663323688 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523BK5 2060000.00000000 PA USD 1633531.51000000 0.053070442416 Long DBT CORP US N 2 2047-10-15 Fixed 3.87500000 N N N N N N CIFC Funding Ltd 54930089HD7KU5NUS092 12567HAC6 5610000.00000000 PA USD 5446924.29000000 0.176960579032 Long ABS-CBDO CORP KY N 2 2035-01-23 Floating 5.45457000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0306C7 76775000.00000000 PA USD 67978013.78000000 2.208480977434 Long ABS-MBS USGSE US N 2 2052-12-15 Fixed 3.00000000 N N N N N N UNIV OF CALIFORNIA CA RGTS MED N/A 913366KC3 4715000.00000000 PA USD 3196406.95000000 0.103845398720 Long DBT MUN US N 2 2060-05-15 Fixed 3.25600000 N N N N N N CommScope Inc 549300Z6K4JXMFE8QY54 20337EAQ4 3939086.32000000 PA USD 3780301.75000000 0.122815069749 Long LON CORP US N 2 2026-04-04 Floating 6.99070000 N N N N N N MET TRANSPRTN AUTH NY REVENUE 5493000TKYODLXADQD60 59261AG76 1225000.00000000 PA USD 1118604.71000000 0.036341415200 Long DBT MUN US N 2 2049-11-15 Fixed 5.17500000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BZ2 600000.00000000 PA USD 575919.29000000 0.018710561338 Long DBT NUSS BR N 2 2028-01-13 Fixed 4.62500000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAM7 930000.00000000 PA USD 817189.53000000 0.026548988880 Long DBT CORP GB N 2 2026-08-21 Fixed 1.53200000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971MT44 400000.00000000 PA USD 408130.48000000 0.013259410672 Long DBT MUN US N 2 2027-05-01 Fixed 5.26700000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 4446875.00000000 PA USD 4391611.19000000 0.142675392146 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N TRANS-ALLEGHENY INTERSTA N/A 893045AE4 700000.00000000 PA USD 677246.63000000 0.022002500753 Long DBT CORP US N 2 2025-06-01 Fixed 3.85000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CD0 650000.00000000 PA USD 613937.96000000 0.019945718190 Long DBT NUSS BR N 2 2025-06-06 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4T4 57793.06000000 PA USD 58583.49000000 0.001903270131 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 5.00000000 N N N N N N FARMERS EXCHANGE CAP III N/A 30958QAA9 1770000.00000000 PA USD 1602897.89000000 0.052075212292 Long DBT CORP US N 2 2054-10-15 Fixed 5.45400000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AM7 500000.00000000 PA USD 346834.93000000 0.011268030685 Long DBT CORP US N 2 2050-06-01 Fixed 3.35000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JW71 1200000.00000000 PA USD 989360.40000000 0.032142504638 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.60030000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 10455000.00000000 PA USD 9236212.35000000 0.300067597510 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 6178000.00000000 PA USD 5802779.17000000 0.188521651348 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CN5 3570000.00000000 PA USD 2864146.95000000 0.093050880776 Long DBT CORP US N 2 2031-06-15 Fixed 2.60000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179S5N3 37523.17000000 PA USD 37480.37000000 0.001217668472 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 4.50000000 N N N N N N AAdvantage Loyalty IP Ltd N/A 02376CBJ3 298565.37000000 PA USD 296487.36000000 0.009632330487 Long LON CORP KY N 2 2028-04-20 Floating 8.79360000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWT7 5140000.00000000 PA USD 5121803.01000000 0.166397985006 Long DBT CORP US N 2 2023-02-23 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KSYC5 48154969.15000000 PA USD 39794480.62000000 1.292849681377 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Lehman XS Trust N/A 52522DAM3 240505.68000000 PA USD 201251.69000000 0.006538298257 Long ABS-MBS CORP US N 2 2046-11-25 Floating 4.42357000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DR3 3085000.00000000 PA USD 2328978.95000000 0.075664254100 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 8125000.00000000 PA USD 6240955.66000000 0.202757201773 Long DBT CORP US N 2 2032-04-28 Fixed 1.92800000 N N N N N N AMEREN ILLINOIS CO RC71E2BZ6UOMFPDJSE79 02361DAR1 200000.00000000 PA USD 160177.88000000 0.005203885511 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCP5 3175000.00000000 PA USD 2912284.94000000 0.094614795773 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DSS2 6539294.93000000 PA USD 5644141.57000000 0.183367806709 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 2.00000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AT5 12020000.00000000 PA USD 9506596.48000000 0.308851881935 Long DBT CORP CH N 2 2027-02-02 Fixed 1.30500000 N N N N N N SPIRE INC 549300NXSY15DRY2R511 84857LAA9 200000.00000000 PA USD 195245.34000000 0.006343162963 Long DBT CORP US N 2 2024-02-27 Fixed 3.54300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKZP3 75494.84000000 PA USD 73323.18000000 0.002382135623 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAD4 4164550.98000000 PA USD 4026037.18000000 0.130798563124 Long ABS-O CORP US N 2 2023-07-25 Floating 5.45843000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAW3 1045000.00000000 PA USD 1013878.08000000 0.032939039089 Long DBT CORP US N 2 2024-07-15 Fixed 3.37500000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAG9 2000000.00000000 PA USD 1680849.06000000 0.054607702822 Long DBT CORP US N 2 2030-02-15 Fixed 3.10000000 N N N N N N GSAA Home Equity Trust N/A 36242D3X9 626966.17000000 PA USD 612146.13000000 0.019887504920 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.68857000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJM33 14269775.23000000 PA USD 12799153.60000000 0.415821023314 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 7800000.00000000 PA USD 6309720.30000000 0.204991238793 Long DBT CORP GB N 2 2029-08-17 Fixed 2.20600000 N N N N N N EMPRESA DE TRANSPORTE ME 959800T4M5QUPYMSCH69 29246QAD7 326000.00000000 PA USD 291978.64000000 0.009485850444 Long DBT CORP CL N 2 2030-05-07 Fixed 3.65000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 99.00000000 NC USD 210205.34000000 0.006829185922 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-03-22 13281638.41000000 USD 210205.34000000 N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JAZ1 4775000.00000000 PA USD 3670663.59000000 0.119253127037 Long DBT CORP AU N 2 2033-01-14 Fixed 2.87100000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CA6 1200000.00000000 PA USD 1203086.40000000 0.039086070346 Long DBT NUSS TR N 2 2023-03-23 Fixed 3.25000000 N N N N N N Merrill Lynch Alternative Note N/A 59024JAA4 3180429.32000000 PA USD 2679751.51000000 0.087060211162 Long ABS-MBS CORP US N 2 2047-07-25 Floating 4.23357000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GXZ2 1304000.00000000 PA USD 1482191.61000000 0.048153686663 Long DBT CORP US N 2 2032-03-15 Fixed 6.75000000 N N N N N N NCMF Trust N/A 628870AE7 10000000.00000000 PA USD 9685537.00000000 0.314665331204 Long ABS-MBS CORP US N 2 2039-03-15 Floating 6.63125000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAB0 5035000.00000000 PA USD 2986384.38000000 0.097022150660 Long DBT CORP US N 2 2029-05-01 Fixed 7.87500000 N N N N N N SKYAF 2020-1 A N/A 000000000 12636585.95000000 PA USD 11247825.15000000 0.365421207534 Long ABS-MBS CORP US N 3 2038-05-10 Floating 3.22900000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEZ0 4500000.00000000 PA USD 4327526.14000000 0.140593386421 Long DBT UST US N 2 2032-07-15 Fixed 0.62500000 N N N N N N DELTA 2 LUX SARL 549300BBG8Z3D6QSYP53 000000000 79990.44000000 PA USD 79565.69000000 0.002584943322 Long LON CORP LU N 2 2030-01-15 Floating 7.37940000 N N N N N N DTI HOLDCO INC 04/26/29 549300QQVMUL3P8XVJ27 23358EAF6 145587.96000000 PA USD 134214.63000000 0.004360387142 Long LON CORP US N 2 2029-04-26 Floating 8.83070000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TEY7 698718.81000000 PA USD 639169.21000000 0.020765435221 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDJ9 22830658.17000000 PA USD 19570783.33000000 0.635818852219 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ABF4 1312593.30000000 PA USD 1240580.45000000 0.040304183256 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179R4E6 183777.38000000 PA USD 173928.36000000 0.005650613384 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 1722000.00000000 PA USD 1362012.99000000 0.044249303740 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N SES SA 5493008JPA4HYMH1HX51 78413HAA7 500000.00000000 PA USD 495387.65000000 0.016094236071 Long DBT CORP LU N 2 2023-04-04 Fixed 3.60000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 1135000.00000000 PA USD 1076836.73000000 0.034984450144 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UVX7 38006.28000000 PA USD 35015.55000000 0.001137590991 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 3.50000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAH7 7235000.00000000 PA USD 5501718.57000000 0.178740744682 Long DBT CORP US N 2 2031-03-15 Fixed 2.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCC4 3660000.00000000 PA USD 2329909.88000000 0.075694498308 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5E6 42892.30300000 PA USD 43452.46000000 0.001411690721 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 5.00000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 000000000 276325.81000000 PA USD 268152.09000000 0.008711769539 Long LON CORP CA N 2 2029-11-16 Floating 7.62940000 N N N N N N C&W SENIOR FINANCING DAC 5493009O8OIWZPZRY516 12674TAA4 200000.00000000 PA USD 178500.00000000 0.005799137582 Long DBT CORP IE N 2 2027-09-15 Fixed 6.87500000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BA3 4250000.00000000 PA USD 3930903.41000000 0.127707841438 Long DBT CORP US N 2 2035-08-15 Fixed 5.70000000 N N N N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 000000000 1200000.00000000 PA USD 890244.00000000 0.028922394608 Long DBT CORP CO N 2 2031-02-15 Fixed 4.37500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 10430000.00000000 PA USD 9698885.16000000 0.315098988439 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660LRX9 1291545.64000000 PA USD 1043400.46000000 0.033898167063 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.64357000 N N N N N N Proampac PG Borrower LLC 549300ZI6LTXYFEY1578 74274NAG8 2201972.60000000 PA USD 2122151.09000000 0.068944796308 Long LON CORP US N 2 2025-11-03 Floating 7.80470000 N N N N N N SLM Student Loan Trust 549300IZGFDRVV7YTH38 78444EAE9 80000.00000000 PA USD 63283.67000000 0.002055970358 Long ABS-O CORP US N 2 2070-10-27 Floating 5.10843000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A7N65 1948091.66000000 PA USD 1813033.00000000 0.058902116571 Long ABS-MBS USGSE US N 2 2042-08-25 Fixed 3.50000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 25601B2B0 7000000.00000000 PA USD 5955441.59000000 0.193481373349 Long DBT CORP NO N 2 2028-03-30 Fixed 1.60500000 N N N N N N Residential Accredit Loans, In N/A 75116FBH1 3216882.60000000 PA USD 2570311.07000000 0.083504692010 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.50000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BA1 2874000.00000000 PA USD 2613693.20000000 0.084914097839 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N Progress Residential Trust N/A 74333DAQ7 9120000.00000000 PA USD 7745773.78000000 0.251645982243 Long ABS-O CORP US N 2 2038-04-19 Fixed 4.25400000 N N N N N N DP WORLD CRESCENT LTD 21380096JRTWB8TL9236 26139PAB9 2800000.00000000 PA USD 2735115.60000000 0.088858888893 Long DBT CORP KY N 2 2028-09-26 Fixed 4.84800000 N N N N N N NY & PRESBYTERIAN HOSPIT 19EOSPKL8HML7MY3UE63 649322AC8 200000.00000000 PA USD 170271.57000000 0.005531810984 Long DBT CORP US N 2 2036-08-01 Fixed 3.56300000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2V4 10185000.00000000 PA USD 9468774.61000000 0.307623118755 Long DBT CORP US N 2 2028-03-24 Fixed 3.52600000 N N N N N N Mozart Borrower LP 254900QT3R363TVK6F09 58503UAC7 597000.00000000 PA USD 566320.17000000 0.018398703537 Long LON CORP US N 2 2028-10-21 Floating 7.22900000 N N N N N N Structured Asset Investment Lo N/A 86358ERB4 54802.92000000 PA USD 54333.40000000 0.001765192503 Long ABS-MBS CORP US N 2 2035-03-25 Floating 4.77857000 N N N N N N CROWN FINANCE US INC N/A 22834KAL5 117248.76000000 PA USD 112925.80000000 0.003668752105 Long LON CORP US N 2 2023-09-09 Floating 13.93150000 N N N N N N MSDB Trust N/A 55354JAA2 4800000.00000000 PA USD 4231797.60000000 0.137483341749 Long ABS-MBS CORP US N 2 2039-07-11 Variable 3.42653300 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 5790000.00000000 PA USD 4985915.26000000 0.161983241264 Long DBT CORP US N 2 2030-10-30 Fixed 2.87900000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 456612AC4 3169166.62000000 PA USD 2442410.48000000 0.079349436446 Long ABS-MBS CORP US N 2 2046-06-25 Floating 4.44357000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0406C6 46525000.00000000 PA USD 44007924.46000000 1.429736743130 Long ABS-MBS USGSE US N 2 2052-12-15 Fixed 4.00000000 N N N N N N COX ENTERPRISES INC TVRMNZKRGA8LPW6XPG60 224050AE4 4670000.00000000 PA USD 4970943.35000000 0.161496831371 Long DBT CORP US N 2 2027-07-15 Fixed 7.37500000 N N N N N N DIAMOND SPORTS GR/DIAMON N/A 25277LAF3 8275000.00000000 PA USD 1355312.35000000 0.044031612237 Long DBT CORP US N 2 2026-08-15 Fixed 5.37500000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAJ9 140000.00000000 PA USD 128634.10000000 0.004179085958 Long DBT CORP US N 2 2028-06-15 Fixed 4.37500000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 000000000 2000000.00000000 PA USD 17200.00000000 0.000558796450 Long DBT CORP LU N 2 2023-08-01 Fixed 5.50000000 Y N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 1300000.00000000 PA USD 1163377.80000000 0.037796010768 Long DBT NUSS EG N 2 2025-10-06 Fixed 5.25000000 N N N N N N PUBLIC SERVICE CO OF NEW OFZN1UT56PNG1CGSR346 744542AC5 825000.00000000 PA USD 792670.19000000 0.025752400499 Long DBT CORP US N 2 2025-08-01 Fixed 3.85000000 N N N N N N AGL CLO Ltd. 54930005OE1IFBESDA27 00120BAA8 13000000.00000000 PA USD 12655500.00000000 0.411153981350 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.40257000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BJ3 3030000.00000000 PA USD 3185529.02000000 0.103491994727 Long DBT CORP US N 2 2033-10-28 Fixed 6.03700000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAN6 4230000.00000000 PA USD 3039715.60000000 0.098754784173 Long DBT CORP CA N 2 2050-01-25 Fixed 3.80000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922F5T1 145111.54000000 PA USD 129209.55000000 0.004197781273 Long ABS-MBS CORP US N 2 2045-11-25 Floating 4.56357000 N N N N N N Bear Stearns Mortgage Funding N/A 07400HAA1 2310381.13000000 PA USD 1890661.58000000 0.061424126743 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.22357000 N N N N N N Pathway Vet Alliance LLC 2549001HRKTHAW7MOH74 70323KAE8 1448776.68000000 PA USD 1270272.91000000 0.041268836817 Long LON CORP US N 2 2027-03-31 Floating 7.89200000 N N N N N N Intelsat SA/Luxembourg N/A 000000000 59703.67000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Bear Stearns Mortgage Funding N/A 07401NAP4 3190788.77000000 PA USD 2691777.17000000 0.087450902797 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.23357000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAB2 1000000.00000000 PA USD 872070.16000000 0.028331959883 Long DBT CORP US N 2 2029-04-01 Fixed 4.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYG3 109866.58900000 PA USD 106240.65000000 0.003451563844 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.50000000 N N N N N N LENOVO GROUP LTD 254900VUZRGD5U73RE46 526250AE5 1790000.00000000 PA USD 1742238.84000000 0.056602144168 Long DBT CORP HK N 2 2032-07-27 Fixed 6.53600000 N N N N N N JP Morgan Mortgage Acquisition N/A 46628RAF2 8577.52000000 PA USD 8617.42000000 0.000279964169 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.44857000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -6719917.03000000 -0.21831777813 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2025-07-24 0.00000000 USD 0.00000000 USD 117450000.00000000 USD -6719917.03000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGZ6 9965000.00000000 PA USD 9533249.73000000 0.309717797139 Long DBT CORP US N 2 2026-01-23 Fixed 3.36600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYM6 1474844.64000000 PA USD 1336178.99000000 0.043410004467 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381YZE7 383108.15000000 PA USD 347611.84000000 0.011293271066 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380Y2X2 202097.70000000 PA USD 192584.15000000 0.006256705781 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N Bear Stearns Mortgage Funding N/A 07400NAB6 169615.32000000 PA USD 136400.64000000 0.004431406597 Long ABS-MBS CORP US N 2 2047-06-25 Floating 4.20357000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BD8 1790000.00000000 PA USD 1674490.21000000 0.054401115449 Long DBT CORP US N 2 2044-09-15 Fixed 4.90000000 N N N N N N Naked Juice LLC 549300Y5TU1XQ1KVLJ64 62984CAD5 516026.16000000 PA USD 485064.59000000 0.015758858787 Long LON CORP US N 2 2029-01-24 Floating 7.29550000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJD2 1500000.00000000 PA USD 1354000.20000000 0.043988982891 Long DBT CORP US N 2 2026-06-19 Fixed 1.31900000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 1460000.00000000 PA USD 1007413.58000000 0.032729019342 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJP5 1300000.00000000 PA USD 1056056.22000000 0.034309329491 Long DBT CORP US N 2 2032-03-11 Fixed 2.65100000 N N N N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 857524AE2 323000.00000000 PA USD 341326.37000000 0.011089067675 Long DBT NUSS PL N 2 2032-11-16 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9SR5 480662.67200000 PA USD 467874.03000000 0.015200369025 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660LU98 18001564.89000000 PA USD 15116398.28000000 0.491104052506 Long ABS-MBS CORP US N 2 2036-01-25 Variable 3.30880000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DN5 2000000.00000000 PA USD 1675872.84000000 0.054446034562 Long DBT NUSS CL N 2 2032-01-27 Fixed 2.55000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAB9 1985000.00000000 PA USD 1729233.07000000 0.056179610557 Long DBT CORP US N 2 2029-10-01 Fixed 3.34700000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAD8 2115000.00000000 PA USD 1661755.50000000 0.053987388080 Long DBT CORP N/A N 2 2032-05-15 Fixed 3.00000000 N N N N N N CIM Trust N/A 12559NAB5 5513536.44000000 PA USD 5156699.26000000 0.167531700159 Long ABS-MBS CORP US N 2 2060-01-26 Variable 4.00000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CQ7 957000.00000000 PA USD 861292.41000000 0.027981810554 Long DBT NUSS ID N 2 2030-02-14 Fixed 2.85000000 N N N N N N American Money Management Corp 549300MYS7FLQJZMYD18 00176PAJ1 1063393.49000000 PA USD 1060630.99000000 0.034457955377 Long ABS-CBDO CORP KY N 2 2028-10-16 Floating 5.21914000 N N N N N N New Residential Mortgage Loan N/A 64830RAC6 16615000.00000000 PA USD 14760945.44000000 0.479556041732 Long ABS-O CORP US N 2 2039-09-04 Fixed 3.75000000 N N N N N N SLG Office Trust N/A 78449RAN5 5000000.00000000 PA USD 3325480.50000000 0.108038761603 Long ABS-MBS CORP US N 2 2041-07-15 Fixed 2.85061000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 583000.00000000 PA USD 582503.86000000 0.018924481939 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N Berry Global Inc 549300AP2Q7ERHX6RI89 08579JBG6 1273385.55000000 PA USD 1256831.54000000 0.040832151361 Long LON CORP US N 2 2026-07-01 Floating 5.89200000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BM5 1471000.00000000 PA USD 1260438.12000000 0.040949322530 Long DBT CORP US N 2 2038-04-01 Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q75Q6 988075.87000000 PA USD 923746.65000000 0.030010834254 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N AMCOR FINANCE USA INC 549300ZMT7FVT8R77U18 02343UAG0 3000000.00000000 PA USD 2843891.91000000 0.092392831679 Long DBT CORP US N 2 2026-04-28 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A2V64 8698151.52000000 PA USD 8136855.63000000 0.264351514199 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.50000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 000000000 1945000.00000000 PA 2027770.48000000 0.065878543409 Long DBT CORP US N 2 2029-05-15 Fixed 4.62500000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAG0 350000.00000000 PA USD 335351.67000000 0.010894960631 Long DBT CORP US N 2 2025-06-15 Fixed 4.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SUU9 77363.10000000 PA USD 70698.38000000 0.002296860686 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DF3 2095000.00000000 PA USD 1988015.98000000 0.064586992624 Long DBT CORP GB N 2 2028-06-09 Fixed 4.75500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PED6 2485000.00000000 PA USD 2116360.81000000 0.068756680732 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAQ5 1730000.00000000 PA USD 1662059.61000000 0.053997268056 Long DBT CORP US N 2 2032-08-15 Fixed 5.40000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 15370000.00000000 PA USD 13159480.61000000 0.427527386930 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACS76 405137.50000000 PA USD 393481.10000000 0.012783479186 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8J97 483824.61000000 PA USD 453560.78000000 0.014735357787 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468V4 495000.00000000 PA USD 434341.82000000 0.014110969030 Long DBT CORP US N 2 2026-12-10 Fixed 0.98500000 N N N N N N Carrington Mortgage Loan Trust N/A 144531FN5 569872.18000000 PA USD 556973.47000000 0.018095046398 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.56857000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 3715000.00000000 PA USD 3391355.66000000 0.110178924719 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B4MS4 62322.59000000 PA USD 60554.73000000 0.001967312103 Long ABS-MBS USGSE US N 2 2048-02-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPFQ7 5976601.91000000 PA USD 5806809.64000000 0.188652593925 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWQ3 950000.00000000 PA USD 915094.79000000 0.029729751192 Long DBT CORP US N 2 2025-09-29 Fixed 3.27200000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CY1 3000000.00000000 PA USD 2217343.11000000 0.072037410429 Long DBT CORP US N 2 2050-05-01 Fixed 3.70000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAN0 1505000.00000000 PA USD 1344486.84000000 0.043679911274 Long DBT CORP US N 2 2041-09-15 Fixed 4.80000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAB6 467000.00000000 PA USD 460312.45000000 0.014954707161 Long DBT CORP KY N 2 2024-02-15 Fixed 5.50000000 N N N N N N RUBY PIPELINE LLC 549300VXRTBPBK07QT94 781172AB7 329909.11000000 PA USD 321661.38000000 0.010450188221 Long DBT CORP US Y 2 2022-04-01 Variable 8.00000000 Y N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AZ1 9640000.00000000 PA USD 8456414.59000000 0.274733398650 Long DBT CORP CH N 2 2033-08-12 Fixed 6.53700000 N N N N N N Preston Ridge Partners Mortgag N/A 69360LAA0 10466590.54000000 PA USD 9460286.47000000 0.307347354656 Long ABS-MBS CORP US N 2 2026-08-25 Variable 1.86700000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 01882YAA4 4128000.00000000 PA USD 4094937.65000000 0.133037013012 Long DBT CORP US N 2 2023-06-15 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR56 7563798.32700000 PA USD 7082162.88000000 0.230086481346 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFH35 266566.81000000 PA USD 252285.00000000 0.008196276890 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 2.50000000 N N N N N N Directv Financing LLC N/A 25460HAB8 932500.00000000 PA USD 891805.70000000 0.028973131377 Long LON CORP US N 2 2027-08-02 Floating 9.14200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381WDY1 28025.69000000 PA USD 25922.36000000 0.000842169927 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 3.00000000 N N N N N N GSAMP Trust N/A 362463AD3 13048229.07000000 PA USD 6929907.93000000 0.225139997298 Long ABS-O CORP US N 2 2036-06-25 Floating 4.34357000 N N N N N N MortgageIT Trust N/A 61915RAU0 47330.61000000 PA USD 44513.76000000 0.001446170411 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.56357000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJS9 325000.00000000 PA USD 284970.56000000 0.009258170780 Long DBT CORP US N 2 2027-07-22 Fixed 1.73400000 N N N N N N NEW YORK ST URBAN DEV CORP SAL 54930039Y2EMGXN6LM88 64985TBJ9 5140000.00000000 PA USD 4153256.21000000 0.134931676054 Long DBT MUN US N 2 2034-03-15 Fixed 2.97000000 N N N N N N Impac CMB Trust N/A 45254NMY0 162290.82000000 PA USD 147670.45000000 0.004797542052 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.56357000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR49 1410779.37000000 PA USD 1322553.57000000 0.042967339564 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCRV9 692046.40300000 PA USD 651916.02000000 0.021179555697 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAR3 1093000.00000000 PA USD 778969.57000000 0.025307292485 Long DBT CORP US N 2 2033-11-15 Fixed 2.65000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDR0 3500000.00000000 PA USD 3423416.22000000 0.111220513505 Long DBT CORP US N 2 2037-03-01 Fixed 5.25000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AM8 3130000.00000000 PA USD 2353625.41000000 0.076464972377 Long DBT NUSS HU N 2 2031-09-22 Fixed 2.12500000 N N N N N N SLC Student Loan Trust N/A 784427AF3 4886844.27000000 PA USD 4615384.47000000 0.149945375552 Long ABS-O CORP US N 2 2055-03-15 Floating 3.45257000 N N N N N N Preston Ridge Partners Mortgag N/A 69360HAA9 19336120.43000000 PA USD 17871256.55000000 0.580604344534 Long ABS-MBS CORP US N 2 2026-10-25 Variable 2.48700000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DC6 1750000.00000000 PA USD 1692778.31000000 0.054995262273 Long DBT CORP US N 2 2026-01-15 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CDL5 456344.49000000 PA USD 411957.77000000 0.013383752304 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAX8 351507.26000000 PA USD 306981.84000000 0.009973276892 Long LON CORP US N 2 2026-12-23 Floating 7.29360000 N N N N N N Magnetite CLO Ltd 549300B54XJTQC6DWJ15 55951PBA4 4175217.72000000 PA USD 4112871.82000000 0.133619661299 Long ABS-CBDO CORP KY N 2 2028-01-15 Floating 4.87914000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSF3 3472702.50200000 PA USD 3366807.65000000 0.109381404902 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Structured Asset Investment Lo N/A 86358EJS6 615228.37560000 PA USD 589635.06000000 0.019156161547 Long ABS-MBS CORP US N 2 2034-07-25 Floating 4.84357000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAX1 625000.00000000 PA USD 587014.48000000 0.019071023710 Long DBT CORP US N 2 2025-04-15 Fixed 2.85000000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971XQW1 6940000.00000000 PA USD 5191304.60000000 0.168655964180 Long DBT MUN US N 2 2032-08-01 Fixed 1.85000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEG6 13355000.00000000 PA USD 12223301.17000000 0.397112634134 Long DBT CORP US N 2 2025-10-21 Fixed 1.16400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMYK3 83760.92000000 PA USD 81092.96000000 0.002634561523 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.50000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863CF3 1394000.00000000 PA USD 1305653.84000000 0.042418298335 Long DBT NUSS CL N 2 2028-02-06 Fixed 3.24000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAC1 1300000.00000000 PA USD 1281278.49000000 0.041626387924 Long DBT CORP GB N 2 2024-08-01 Fixed 4.36300000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BA9 500000.00000000 PA USD 500000.00000000 0.016244082863 Long DBT CORP US N 2 2022-12-01 Fixed 3.15000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 6980000.00000000 PA USD 6417415.14000000 0.208490046603 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 164309000.00000000 PA USD 119759439.12000000 3.890764505428 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N SLM Student Loan Trust N/A 78446CAA9 113631.79000000 PA USD 108116.28000000 0.003512499622 Long ABS-O CORP US N 2 2043-06-25 Floating 4.46614000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVK79 6787340.62000000 PA USD 6107209.79000000 0.198412043783 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Structured Asset Securities Co N/A 86359DCR6 847020.63000000 PA USD 837852.06000000 0.027220276579 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.97357000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBF4 4300000.00000000 PA USD 3705257.37000000 0.120377015495 Long DBT CORP US N 2 2030-05-01 Fixed 2.87500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC53 4110000.00000000 PA USD 3509391.56000000 0.114013694600 Long DBT CORP US N 2 2030-11-05 Fixed 2.97600000 N N N N N N DENTSPLY SIRONA INC 9NHEHR1SOZCYXDO8HO28 24906PAA7 3015000.00000000 PA USD 2501612.61000000 0.081272805056 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4Y3 10894.72100000 PA USD 11002.99000000 0.000357466962 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N BAE SYSTEMS HOLDINGS INC MF62XBVMNYTYMC18DL76 05523UAP5 3208000.00000000 PA USD 3092586.30000000 0.100472456237 Long DBT CORP US N 2 2025-12-15 Fixed 3.85000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 939336X65 72310.08000000 PA USD 66060.92000000 0.002146198116 Long ABS-MBS CORP US N 2 2045-01-25 Floating 4.72357000 N N N N N N Mitnick Corporate Purchaser Inc 2549002PYWOTVEDJKW54 60672HAC7 170000.00000000 PA USD 161075.00000000 0.005233031294 Long LON CORP US N 2 2029-05-02 Floating 8.87940000 N N N N N N CIM Trust N/A 12563GAC2 21112000.00000000 PA USD 15815970.35000000 0.513831865854 Long ABS-MBS CORP US N 2 2061-12-27 Variable 2.25000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 081437AT2 1000000.00000000 PA USD 816276.87000000 0.026519338231 Long DBT CORP US N 2 2030-06-19 Fixed 2.63000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHC6 4565000.00000000 PA USD 4559713.96000000 0.148136742797 Long DBT CORP US N 2 2023-12-20 Fixed 3.00400000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAF8 2650000.00000000 PA USD 2237996.29000000 0.072708394364 Long DBT CORP US N 2 2027-01-15 Fixed 1.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFPH5 921435.82000000 PA USD 896575.51000000 0.029128093755 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N EagleView Technology Corp 549300HLIL8HO4PPLG50 27004GAJ2 2308035.70000000 PA USD 2055605.84000000 0.066782863198 Long LON CORP US N 2 2025-08-14 Floating 8.14390000 N N N N N N CAMB Commercial Mortgage Trust N/A 12482HAQ7 9150000.00000000 PA USD 8624281.26000000 0.280187078845 Long ABS-MBS CORP US N 2 2037-12-15 Floating 6.42300000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCK0 13465000.00000000 PA USD 12523830.30000000 0.406876274315 Long DBT CORP US N 2 2025-06-23 Fixed 0.96900000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYL2 1995000.00000000 PA USD 1903113.05000000 0.061828652164 Long DBT CORP US N 2 2024-10-21 Fixed 0.92500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MNN93 9416103.60000000 PA USD 8349130.91000000 0.271247948675 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 1700000.00000000 PA USD 1669432.30000000 0.054236793231 Long DBT NUSS OM N 2 2028-01-17 Fixed 5.62500000 N N N N N N New Century Home Equity Loan T N/A 64352VMW8 705260.62000000 PA USD 702634.16000000 0.022827295035 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.86857000 N N N N N N AI AQUA MERGER SUB INC 5493005QMH1D47U26R45 00132UAL8 604640.75000000 PA USD 573398.96000000 0.018628680439 Long LON CORP US N 2 2028-07-30 Floating 8.12940000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAF37 1733078.59000000 PA USD 1558224.72000000 0.050623862942 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFZ9 93170000.00000000 PA USD 93526665.94000000 3.038509822893 Long DBT UST US N 2 2027-11-30 Fixed 3.87500000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJJ0 3080000.00000000 PA USD 3213516.24000000 0.104401248169 Long DBT CORP US N 2 2033-10-21 Fixed 5.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKLQ6 99109.91000000 PA USD 94895.65000000 0.003082985603 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.00000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CK1 240000.00000000 PA USD 190784.45000000 0.006198236829 Long DBT NUSS PH N 2 2031-06-10 Fixed 1.64800000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 3160000.00000000 PA USD 3002555.94000000 0.097547534981 Long DBT CORP US N 2 2028-12-15 Fixed 4.37500000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -6831877.43000000 -0.22195516616 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2025-09-28 0.00000000 USD 0.00000000 USD 145575000.00000000 USD -6831877.43000000 N N N Perrigo Investments LLC 549300POZGC78VHAAJ73 000000000 475397.73000000 PA USD 467672.52000000 0.015193822335 Long LON CORP IE N 2 2029-04-20 Floating 6.43150000 N N N N N N GSR Mortgage Loan Trust N/A 362631AC7 21406942.36000000 PA USD 5712457.55000000 0.185587267589 Long ABS-MBS CORP US N 2 2046-08-25 Floating 4.56357000 N N N N N N PERKINELMER INC 549300IKL1SDPFI7N655 714046AH2 5000000.00000000 PA USD 4062037.25000000 0.131968139364 Long DBT CORP US N 2 2031-03-15 Fixed 2.55000000 N N N N N N SLM Student Loan Trust 549300GQO6PBOYVGSS10 78446JAB2 3215960.76000000 PA USD 3199690.57000000 0.103952077511 Long ABS-O CORP US N 2 2034-10-25 Floating 5.21614000 N N N N N N CIM Trust N/A 12566DAA0 18631769.61000000 PA USD 17147857.22000000 0.557102427215 Long ABS-MBS CORP US N 2 2061-10-25 Variable 2.81600000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBF1 1855000.00000000 PA USD 1348167.38000000 0.043799485268 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DHY1 595294.17000000 PA USD 527975.69000000 0.017152961716 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCQ3 6270000.00000000 PA USD 5469092.27000000 0.177680776040 Long DBT CORP US N 2 2046-05-15 Fixed 4.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TQQ1 436915.43000000 PA USD 423597.56000000 0.013761907730 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 5265000.00000000 PA USD 4083654.78000000 0.132670453261 Long DBT CORP US N 2 2031-10-24 Fixed 1.92200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBBB3 3045555.18000000 PA USD 2839628.72000000 0.092254328456 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 2058709.58000000 0.066883698017 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2053-07-24 0.00000000 USD 0.00000000 USD 7260000.00000000 USD 2058709.58000000 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 2535000.00000000 PA USD 1767700.47000000 0.057429345823 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CJ4 1570000.00000000 PA USD 1359611.90000000 0.044171296730 Long DBT NUSS PH N 2 2030-05-05 Fixed 2.45700000 N N N N N N CIM Trust N/A 12559WAB5 7493241.44000000 PA USD 6824715.42000000 0.221722485600 Long ABS-MBS CORP US N 2 2060-06-25 Variable 3.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179T7L3 462089.67800000 PA USD 458915.60000000 0.014909326067 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DE2 8500000.00000000 PA USD 8116466.15000000 0.263689097393 Long DBT CORP US N 2 2024-02-04 Fixed 1.43300000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBF0 3000000.00000000 PA USD 2805266.07000000 0.091137948988 Long DBT CORP US N 2 2028-10-01 Fixed 4.62500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 2050000.00000000 PA USD 1518495.80000000 0.049333143205 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AB6 7335000.00000000 PA USD 6961157.72000000 0.226155245654 Long DBT CORP US N 2 2024-02-10 Fixed 0.80000000 N N N N N N OCP CLO Ltd 254900ZMV4RGFPV8TK42 670881AM3 6200000.00000000 PA USD 5999638.57000000 0.194917252160 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.39257000 N N N N N N Waystar Technologies Inc 549300BIRBTAWWHCSZ09 63939WAG8 3940691.19000000 PA USD 3861877.37000000 0.125465312011 Long LON CORP US N 2 2026-10-23 Floating 8.01610000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 205000.00000000 PA USD 194064.90000000 0.006304812632 Long DBT CORP US N 2 2030-02-15 Fixed 4.95000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FQ1 500000.00000000 PA USD 420966.18000000 0.013676419021 Long DBT CORP US N 2 2058-05-15 Fixed 4.50000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AN2 4385000.00000000 PA USD 4111115.79000000 0.133562611105 Long DBT CORP US N 2 2024-10-01 Fixed 1.80000000 N N N N N N Oak Hill Credit Partners N/A 67098DAU7 12685000.00000000 PA USD 12170146.82000000 0.395385746802 Long ABS-CBDO CORP KY N 2 2036-10-22 Floating 5.97457000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DZ62 13914212.77000000 PA USD 12009195.78000000 0.390156742741 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 2.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ML2 2000000.00000000 PA USD 1662422.74000000 0.054009065484 Long DBT CORP US N 2 2031-01-29 Fixed 2.66600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYY0 334621.34000000 PA USD 303625.81000000 0.009864245634 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 4530000.00000000 PA USD 3573139.29000000 0.116084741416 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N New Residential Mortgage Loan N/A 64830RAJ1 15000000.00000000 PA USD 12261484.50000000 0.398353140487 Long ABS-O CORP US N 2 2039-09-04 Fixed 4.00000000 N N N N N N Brazos Higher Education Author N/A 10620NCL0 274404.67000000 PA USD 271304.89000000 0.008814198228 Long ABS-MBS CORP US N 2 2036-10-27 Floating 5.35843000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q83V5 221445.46700000 PA USD 219278.78000000 0.007123965344 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Lehman XS Trust N/A 52525BAA0 4600346.10000000 PA USD 4081385.66000000 0.132596733715 Long ABS-MBS CORP US N 2 2047-09-25 Floating 4.98357000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TG74 42047.86000000 PA USD 42729.07000000 0.001388189107 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 3200000.00000000 PA USD 2547462.62000000 0.082762387780 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 000000000 2874000.00000000 PA USD 2894204.22000000 0.094027386345 Long DBT NUSS QA N 2 2028-04-23 Fixed 4.50000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAR6 1735000.00000000 PA USD 1478358.85000000 0.048029167321 Long DBT CORP GB N 2 2028-01-11 Fixed 2.46900000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 4790000.00000000 PA USD 3837473.82000000 0.124672485434 Long DBT CORP US N 2 2032-11-08 Fixed 2.54500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBE8 3200000.00000000 PA USD 2888593.60000000 0.093845107592 Long DBT CORP US N 2 2035-03-15 Fixed 4.90000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AK4 3755000.00000000 PA USD 3654453.64000000 0.118726495495 Long DBT CORP US N 2 2024-11-06 Fixed 3.95000000 N N N N N N AZZ Inc 549300HD1X2NFLWPYC83 00247NAG7 144253.51000000 PA USD 143623.12000000 0.004666051724 Long LON CORP US N 2 2029-05-13 Floating 8.04430000 N N N N N N SLM Student Loan Trust N/A 78446YAA1 613219.02000000 PA USD 587164.75000000 0.019075905706 Long ABS-O CORP US N 2 2029-01-25 Floating 4.71614000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBF9 1750000.00000000 PA USD 1390112.85000000 0.045162216649 Long DBT CORP US N 2 2044-07-15 Fixed 4.40000000 N N N N N N Morgan Stanley Capital Inc N/A 61753EAD2 26211325.35000000 PA USD 12852967.15000000 0.417569326844 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.25357000 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 000000000 1400000.00000000 PA USD 1169078.40000000 0.037981212806 Long DBT CORP QA N 2 2031-07-12 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKY0 3706993.69000000 PA USD 3444068.16000000 0.111891457155 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7TS4 689089.95000000 PA USD 644152.98000000 0.020927348767 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Octagon Credit Partners 46, LT N/A 67577VAL7 14000000.00000000 PA USD 13598326.85000000 0.441784696304 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 5.23914000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MX6 2180000.00000000 PA USD 2034366.69000000 0.066092842172 Long DBT CORP US N 2 2025-05-01 Fixed 0.98100000 N N N N N N Spin Holdco Inc 549300QAS44U2GUXGK45 84850XAK8 1665337.50000000 PA USD 1485614.28000000 0.048264882934 Long LON CORP US N 2 2028-03-04 Floating 8.14200000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFX4 29845000.00000000 PA USD 29935934.13000000 0.972563589189 Long DBT UST US N 2 2024-11-30 Fixed 4.50000000 N N N N N N JP Morgan Mortgage Acquisition N/A 46628TAE1 18754753.86000000 PA USD 8526706.31000000 0.277017047699 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.54357000 N N N N N N BON SECOURS MERCY 5493006NA7JSVYYYF398 09778PAB1 2105000.00000000 PA USD 1672243.76000000 0.054328132409 Long DBT CORP US N 2 2031-06-01 Fixed 2.09500000 N N N N N N Zep Inc NU75S1Y8UH3706J5CS61 98944EAN2 2577031.32000000 PA USD 2232353.38000000 0.072525066569 Long LON CORP US N 2 2024-08-11 Floating 8.77860000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514RH9 432575.63000000 PA USD 415633.55000000 0.013503171653 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.48357000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3SX9 176979.93000000 PA USD 171643.29000000 0.005576375651 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 4.00000000 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAT4 1000000.00000000 PA USD 944767.90000000 0.030693776108 Long DBT CORP US N 2 2025-01-15 Fixed 2.65000000 N N N N N N Morgan Stanley Capital Inc N/A 61744CYB6 319950.62000000 PA USD 314153.47000000 0.010206269996 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.61357000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAJ5 4015000.00000000 PA USD 3879594.13000000 0.126040897046 Long DBT CORP N/A N 2 2052-12-01 Fixed 6.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 175.00000000 NC USD 99901.99000000 0.003245632407 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-03-31 18899902.79000000 USD 99901.99000000 N N N GSAMP Trust N/A 3622MHAA4 9404650.70000000 PA USD 5619157.47000000 0.182556119127 Long ABS-O CORP US N 2 2037-01-25 Floating 4.18357000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAG0 1296000.00000000 PA USD 1244744.92000000 0.040439479248 Long DBT CORP IE N 2 2025-10-01 Fixed 4.45000000 N N N N N N Morgan Stanley Mortgage Loan T N/A 61748HBG5 78994.55000000 PA USD 79141.27000000 0.002571154695 Long ABS-MBS CORP US N 2 2034-07-25 Floating 5.01857000 N N N N N N SFAVE Commercial Mortgage Secu 549300FIGODFFTOAAU64 78413MAC2 9265000.00000000 PA USD 6576250.68000000 0.213650321950 Long ABS-MBS CORP US N 2 2043-01-05 Variable 3.65900000 N N N N N N BARDOT CLO LTD 549300KP12IHV6MTDK86 06744NBJ5 10400000.00000000 PA USD 10045957.98000000 0.326374747734 Long ABS-CBDO CORP KY N 2 2032-10-22 Floating 5.92457000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 500000.00000000 PA USD 411250.00000000 0.013360758154 Long DBT NUSS GT N 2 2033-10-07 Fixed 3.70000000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043AE1 1605000.00000000 PA USD 1287082.07000000 0.041814935593 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AQ35 414760.58000000 PA USD 390893.51000000 0.012699413134 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N Trestles CLO LTD N/A 89532UAA1 13000000.00000000 PA USD 12557471.47000000 0.407969214221 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.41257000 N N N N N N SOUTHWESTERN PUBLIC SERV OL6FE7QD5EQ3DOYEO258 845743BW2 3480000.00000000 PA USD 3199664.95000000 0.103951245164 Long DBT CORP US N 2 2052-06-01 Fixed 5.15000000 N N N N N N TPGI Trust N/A 87267HAQ0 4500000.00000000 PA USD 4130960.40000000 0.134207326084 Long ABS-MBS CORP US N 2 2026-06-15 Floating 6.23000000 N N N N N N Countrywide Alternative Loan T N/A 12668AJ89 5609164.97000000 PA USD 4301122.28000000 0.139735573442 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 5.50000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 000000000 787000.00000000 PA USD 709147.60000000 0.023038904753 Long DBT NUSS AE N 2 2029-09-30 Fixed 2.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDF6 1705000.00000000 PA USD 1093722.31000000 0.035533031665 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X87K7 7215387.56000000 PA USD 6482811.43000000 0.210614652110 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5F59 5205230.73000000 PA USD 4691091.98000000 0.152404973683 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4A5 204742.93000000 PA USD 191282.43000000 0.006214415286 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.50000000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971XER5 970000.00000000 PA USD 879493.28000000 0.028573123435 Long DBT MUN US N 2 2032-08-01 Fixed 3.96000000 N N N N N N GMAC Mortgage Corporation Loan N/A 36185MDN9 1305248.14000000 PA USD 978193.55000000 0.031779714164 Long ABS-MBS CORP US N 2 2036-04-19 Variable 2.98438600 N N N N N N Countrywide Alternative Loan T N/A 12667GMF7 5138705.01000000 PA USD 4292372.63000000 0.139451313362 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.52357000 N N N N N N Lehman XS Trust N/A 52523DAC4 2902209.85000000 PA USD 2522118.45000000 0.081939002185 Long ABS-O CORP US N 2 2046-05-25 Floating 4.53614000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LS8 2375000.00000000 PA USD 2174599.19000000 0.070648738873 Long DBT CORP US N 2 2028-10-27 Fixed 3.52000000 N N N N N N Dryden Senior Loan Fund 549300ENU7ZZLTPT3E22 26250UAQ8 810702.42000000 PA USD 798500.65000000 0.025941821449 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 4.97914000 N N N N N N NEW JERSEY ST TURNPIKE AUTH TU 5493005YN67D71KSMI84 646140DU4 2000000.00000000 PA USD 1596212.00000000 0.051857999990 Long DBT MUN US N 2 2031-01-01 Fixed 1.86300000 N N N N N N Bear Stearns Mortgage Funding N/A 07401LAA1 95511.64000000 PA USD 83096.99000000 0.002699668782 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.46357000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCT1 8015000.00000000 PA USD 7405930.77000000 0.240605106213 Long DBT CORP US N 2 2025-12-10 Fixed 1.56100000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAH4 4157000.00000000 PA USD 3708044.08000000 0.120467550591 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXR0 1345000.00000000 PA USD 1039703.92000000 0.033778073259 Long DBT CORP US N 2 2032-01-27 Fixed 1.99200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WCPU1 1352054.81000000 PA USD 1272121.48000000 0.041328893466 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 3.50000000 N N N N N N Banc of America Funding Corpor 549300R28UJ0IF8WGK39 05969KBB8 456502.96000000 PA USD 437583.88000000 0.014216297612 Long ABS-MBS CORP US N 2 2036-07-26 Variable 3.84557000 N N N N N N GMAC Mortgage Corporation Loan N/A 36185MEE8 1280265.08000000 PA USD 1081737.83000000 0.035143677893 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 5.75000000 N N N N N N Argent Securities Inc. N/A 040104ND9 114058.35000000 PA USD 110326.25000000 0.003584297493 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.77857000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7DU5 317580.54000000 PA USD 299638.76000000 0.009734713692 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TCZ6 258777.25000000 PA USD 257812.40000000 0.008375851977 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.50000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAD2 1664388.00000000 PA USD 1410015.32000000 0.045808811392 Long DBT CORP JE N 2 2034-03-31 Fixed 2.16000000 N N N N N N Credit Suisse Mortgage Trust N/A 126384AD8 8969884.59000000 PA USD 5376103.92000000 0.174659755115 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 5.75000000 N N N N N N Morgan Stanley Capital Inc N/A 61748BAC8 10199805.02000000 PA USD 5321659.53000000 0.172890956749 Long ABS-MBS CORP US N 2 2036-06-25 Floating 4.34357000 N N N N N N AON CORP/AON GLOBAL HOLD N/A 03740LAE2 2465000.00000000 PA USD 1923223.29000000 0.062481996974 Long DBT CORP US N 2 2052-02-28 Fixed 3.90000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAC0 1505000.00000000 PA USD 1249270.01000000 0.040586491121 Long DBT CORP N/A N 2 2031-12-01 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335APZ5 227469.57000000 PA USD 213646.59000000 0.006940985822 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Rockford Tower CLO Ltd 549300V5ZF7112UGSH89 77341DAA5 10000000.00000000 PA USD 9860023.44000000 0.320334075584 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 5.43257000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAR1 3000000.00000000 PA USD 2274450.00000000 0.073892708536 Long DBT CORP N/A N 2 2027-08-15 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVK20 11575836.29000000 PA USD 10806335.81000000 0.351078028690 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.50000000 N N N N N N Structured Adjustable Rate Mor N/A 863579U97 24350530.97000000 PA USD 15359260.56000000 0.498994202507 Long ABS-MBS CORP US N 2 2036-03-25 Variable 3.72325700 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WAN6 2775000.00000000 PA USD 2547070.21000000 0.082749639099 Long DBT CORP KY N 2 2029-04-11 Fixed 3.97500000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAJ4 10775000.00000000 PA USD 10575422.54000000 0.343576080105 Long DBT CORP GB N 2 2024-11-15 Fixed 4.79600000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -302.00000000 NC USD -301808.83000000 -0.00980521528 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2023-03-22 -35834378.67000000 USD -301808.83000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 8025000.00000000 PA USD 6512884.32000000 0.211591665144 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBM3 425000.00000000 PA USD 370783.25000000 0.012046067674 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H0226C0 53275000.00000000 PA USD 46840379.44000000 1.521758009932 Long ABS-MBS USGA US N 2 2052-12-15 Fixed 2.50000000 N N N N N N Hostess Brands LLC 549300SW7FLS4O41LD19 44108HAJ0 65620.02000000 PA USD 65161.99000000 0.002116993530 Long LON CORP US N 2 2025-08-03 Floating 6.39200000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 6100000.00000000 PA USD 5066569.72000000 0.164603556727 Long DBT CORP GB N 2 2028-09-22 Fixed 2.01300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1Q80 235867.76000000 PA USD 226454.44000000 0.007357089376 Long ABS-MBS USGSE US N 2 2047-06-25 Fixed 3.50000000 N N N N N N BX Trust N/A 05608RAN5 4000000.00000000 PA USD 3519475.60000000 0.114341306562 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.46850000 N N N N N N Residential Asset Securities C N/A 76113ABL4 620551.91000000 PA USD 607466.33000000 0.019735466802 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.53857000 N N N N N N Rad CLO Ltd N/A 75009RAC7 10000000.00000000 PA USD 9550000.00000000 0.310261982686 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 5.72914000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 9800000.00000000 PA USD 9539782.56000000 0.309930036802 Long DBT CORP GB N 2 2025-03-22 Fixed 4.26900000 N N N N N N NortonLifeLock Inc YF6ZV0M6AU4FY94MK914 66877AAD0 3300000.00000000 PA USD 3240864.00000000 0.105289726728 Long LON CORP US N 2 2029-09-12 Floating 5.79430000 N N N N N N OCP CLO Ltd 2549000M7NBNQ7XU2038 671000AE7 8530000.00000000 PA USD 8180640.17000000 0.265773993590 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.94257000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAP5 1000000.00000000 PA USD 758150.00000000 0.024630902845 Long DBT CORP N/A N 2 2027-08-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCBC9 12622878.57000000 PA USD 11358618.64000000 0.369020684798 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N NEW JERSEY ST TURNPIKE AUTH TU 5493005YN67D71KSMI84 646140CK7 500000.00000000 PA USD 430823.65000000 0.013996670140 Long DBT MUN US N 2 2036-01-01 Fixed 3.72900000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WBC9 3290000.00000000 PA USD 2287719.92000000 0.074323823896 Long DBT CORP KY N 2 2051-04-22 Fixed 3.84000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q83U7 335578.27000000 PA USD 332449.76000000 0.010800682898 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR72 1119839.25600000 PA USD 1044600.21000000 0.033937144740 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACSZ4 735024.52000000 PA USD 687443.99000000 0.022333794274 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CUA0 203849.27000000 PA USD 190535.24000000 0.006190140453 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 11200000.00000000 PA USD 9470859.10000000 0.307690840011 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ2W9 299468.07500000 PA USD 280306.90000000 0.009106657021 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N CIM Trust N/A 12566LAB0 15960154.13000000 PA USD 14038830.88000000 0.456095864233 Long ABS-MBS CORP US N 2 2057-06-25 Variable 1.95100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3A6 991969.57000000 PA USD 928396.09000000 0.030161886031 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Asset Backed Funding Certifica N/A 00075WAP4 8475993.91000000 PA USD 4952266.42000000 0.160890052174 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.15357000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5FG5 3161148.43000000 PA USD 2863948.10000000 0.093044420504 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N Zayo Group Holdings Inc 529900Z6OTS7RT0V0I47 98919XAE1 1817515.16600000 PA USD 1412100.23000000 0.045876546294 Long LON CORP US N 2 2027-03-09 Floating 8.37940000 N N N N N N Structured Asset Mortgage Inve N/A 86361HAA2 6423122.08000000 PA USD 5883582.39000000 0.191146799751 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.46357000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AL5 3114000.00000000 PA USD 2690916.83000000 0.087422951928 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N N SLM Student Loan Trust N/A 78447KAD4 555000.00000000 PA USD 520791.24000000 0.016919552113 Long ABS-O CORP US N 2 2043-09-25 Floating 5.81614000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAQ6 15740000.00000000 PA USD 12949629.17000000 0.420709698570 Long DBT CORP US N 2 2033-01-25 Fixed 3.05700000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325CX1 850000.00000000 PA USD 790945.80000000 0.025696378230 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XSEH9 215570.98000000 PA USD 201867.23000000 0.006558296022 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAA2 500000.00000000 PA USD 403731.39000000 0.013116492307 Long DBT CORP US N 2 2031-02-01 Fixed 3.37500000 N N N N N N TRANSOCEAN POSEIDON LTD N/A 89383JAA6 452375.00000000 PA USD 440522.78000000 0.014311777082 Long DBT CORP KY N 2 2027-02-01 Fixed 6.87500000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 456687AD4 3759436.60000000 PA USD 3206606.18000000 0.104176752995 Long ABS-MBS CORP US N 2 2037-07-25 Floating 4.29357000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CB4 2000000.00000000 PA USD 1890520.94000000 0.061419557607 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AUF3 704924.22000000 PA USD 661427.84000000 0.021488577281 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BX1 1410000.00000000 PA USD 1058322.99000000 0.034382972691 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N SFO Commerical Mortgage Trust N/A 78432WAA1 3787000.00000000 PA USD 3495525.97000000 0.113563227014 Long ABS-MBS CORP US N 2 2038-05-15 Floating 5.02500000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAH4 1755000.00000000 PA USD 1612254.72000000 0.052379198536 Long DBT CORP KY N 2 2025-02-15 Fixed 2.87500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAU7 1245000.00000000 PA USD 1147406.22000000 0.037277123430 Long DBT CORP GB N 2 2033-08-11 Fixed 4.97600000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHG7 1345000.00000000 PA USD 1250420.34000000 0.040623863233 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 760000.00000000 PA USD 593279.20000000 0.019274552971 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMHG3 13537929.86000000 PA USD 12181406.27000000 0.395751545680 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N AIR CANADA 2017-1AA PTT N/A 00908PAA5 596400.00000000 PA USD 512867.02000000 0.016662108741 Long DBT CORP CA N 2 2030-01-15 Fixed 3.30000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0426C2 132150000.00000000 PA USD 128660414.06000000 4.179940854405 Long ABS-MBS USGSE US N 2 2052-12-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TV51 604123.25000000 PA USD 569318.07000000 0.018496099809 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBA3 2585000.00000000 PA USD 2485349.88000000 0.080744458789 Long DBT CORP US N 2 2027-01-29 Fixed 3.96000000 N N N N N N Gainwell Acquisition Corp N/A 59909TAC8 124053.02000000 PA USD 120827.64000000 0.003925468392 Long LON CORP US N 2 2027-10-01 Floating 8.14200000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAF4 615000.00000000 PA USD 485324.78000000 0.015767311883 Long DBT CORP US N 2 2031-06-01 Fixed 2.55000000 N N N N N N HarborView Mortgage Loan Trust N/A 411640AA3 1132092.12090000 PA USD 940241.90000000 0.030546734670 Long ABS-MBS CORP US N 2 2037-10-25 Floating 5.04357000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 1845000.00000000 PA USD 1734696.68000000 0.056357113224 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -9895483.87000000 -0.32148611991 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2024-06-10 0.00000000 USD 0.00000000 USD 249860000.00000000 USD -9895483.87000000 N N N METROPOLITAN EDISON CO N/A 591894CC2 2253000.00000000 PA USD 2127635.55000000 0.069122976353 Long DBT CORP US N 2 2029-01-15 Fixed 4.30000000 N N N N N N AMER AIRLINE 16-1 AA PTT N/A 02376UAA3 3571896.76000000 PA USD 3210892.66000000 0.104316012867 Long DBT CORP US N 2 2028-01-15 Fixed 3.57500000 N N N N N N WRKCO INC 549300JEB576INN13W07 92940PAG9 3670000.00000000 PA USD 2936599.90000000 0.095404744223 Long DBT CORP US N 2 2033-06-15 Fixed 3.00000000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 000000000 3860000.00000000 PA USD 28950.00000000 0.000940532397 Long DBT CORP LU N 2 2024-10-15 Fixed 8.50000000 Y N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 4789000.00000000 PA USD 4529155.95000000 0.147143969104 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AQ2 3000000.00000000 PA USD 2680058.19000000 0.087070174633 Long DBT CORP GB N 2 2028-11-07 Fixed 3.57400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CR89 434192.32100000 PA USD 405117.90000000 0.013161537473 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AWT1 670966.67000000 PA USD 635730.08000000 0.020653704196 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJY61 809992.76300000 PA USD 730825.57000000 0.023743182235 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Mid-State Trust N/A 59549WAA1 107861.58000000 PA USD 103721.52000000 0.003369721931 Long ABS-O CORP US N 2 2038-07-15 Fixed 4.86400000 N N N N N N RealPage Inc 5493001RSFZX4122A604 75605VAD4 169571.79000000 PA USD 162047.89000000 0.005264638705 Long LON CORP US N 2 2028-04-22 Floating 7.26610000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8DA0 391026.92900000 PA USD 365528.62000000 0.011875354384 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5D8 191674.12000000 PA USD 190347.31000000 0.006184034952 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8FW6 58890.70000000 PA USD 55205.13000000 0.001793513412 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZC7 106416.67000000 PA USD 99717.62000000 0.003239642564 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 3415000.00000000 PA USD 3237018.43000000 0.105164791213 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N 2023-01-19 First Trust Exchange-Traded Fund VIII Donald P. Swade Donald P. Swade Treasurer, Chief Financial Officer and Chief Accounting Officer XXXX