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 2023-02-28 N 4550251766.17 967977582.46 3582274183.71 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 29459066.65000000 884549395.52000000 0.00000000 39979703.77000000 USD N BLOOMBERG BARCLAYS U.S. AGGREGATE LBUSTRUU Index ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3L3 2145000.00000000 PA USD 1919779.74000000 0.053591088832 Long DBT CORP US N 2 2027-03-08 Fixed 3.20500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 1475000.00000000 PA USD 1443820.98000000 0.040304591607 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N JP Morgan Mortgage Acquisition N/A 46628TAE1 18645356.35000000 PA USD 8635911.90000000 0.241073448237 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.11700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6FL0 4142248.66000000 PA USD 3683816.23000000 0.102834569356 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TNS0 46936.51000000 PA USD 45032.76000000 0.001257099755 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 10000.00000000 PA USD 8294.40000000 0.000231540065 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A9RX7 295759.50000000 PA USD 279444.12000000 0.007800746276 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RBH4 145000.00000000 PA USD 120786.59000000 0.003371785179 Long DBT CORP US N 2 2042-12-15 Fixed 4.30000000 N N N N N N Babson CLO Ltd 549300JIWL5GWW2H2336 06761HAN8 12500000.00000000 PA USD 12136277.16000000 0.338786941970 Long ABS-CBDO CORP KY N 2 2036-04-15 Floating 6.49243000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CB4 2000000.00000000 PA USD 1873956.70000000 0.052311928230 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919XAE1 1808404.80600000 PA USD 1547795.59000000 0.043207066534 Long LON CORP US N 2 2027-03-09 Floating 8.91080000 N N N N N N JETBLUE AIRWAYS CORP N/A 477164AA5 7822134.40000000 PA USD 7204897.60000000 0.201126358020 Long DBT CORP US N 2 2032-11-15 Fixed 4.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 2535000.00000000 PA USD 1719756.24000000 0.048007387257 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CG2 1830000.00000000 PA USD 1684853.07000000 0.047033057314 Long DBT CORP GB N 2 2026-06-04 Fixed 2.09900000 N N N N N N OCP CLO Ltd 254900ZMV4RGFPV8TK42 670881AM3 6200000.00000000 PA USD 6091500.00000000 0.170045610347 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.95771000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335APZ5 221983.96000000 PA USD 207340.05000000 0.005787944734 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKJ7 8965000.00000000 PA USD 8018134.81000000 0.223828060020 Long DBT CORP US N 2 2028-02-04 Fixed 2.55100000 N N N N N N Diamond Sports Group LLC 5493002K6DHWNZH8YA34 25277BAB4 933338.84000000 PA USD 103250.61000000 0.002882264302 Long LON CORP US N 2 2026-08-24 Floating 7.86700000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAG0 350000.00000000 PA USD 336203.00000000 0.009385183343 Long DBT CORP US N 2 2025-06-15 Fixed 4.62500000 N N N N N N SKYAF 2020-1 A N/A 000000000 12435455.53000000 PA USD 10939470.23000000 0.305377803847 Long ABS-MBS CORP US N 3 2038-05-10 Floating 3.22900000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F020646 123300000.00000000 PA USD 100602685.70000000 2.808346891968 Long ABS-MBS USGSE US N 2 2053-04-15 Fixed 2.00000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MBZ6 688155.90000000 PA USD 687512.47000000 0.019192067238 Long LON CORP US N 2 2028-08-13 Floating 7.86760000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 081437AT2 1000000.00000000 PA USD 829731.96000000 0.023162156704 Long DBT CORP US N 2 2030-06-19 Fixed 2.63000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAR6 1735000.00000000 PA USD 1520213.37000000 0.042437102578 Long DBT CORP GB N 2 2028-01-11 Fixed 2.46900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5K2 117271.30500000 PA USD 117299.96000000 0.003274455108 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 5.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCQ6 2485000.00000000 PA USD 2278868.26000000 0.063615126680 Long DBT CORP US N 2 2053-02-06 Fixed 5.55000000 N N N N N N Naked Juice LLC 549300Y5TU1XQ1KVLJ64 62984CAE3 29770.74000000 PA USD 27147.19000000 0.000757819993 Long LON CORP US N 2 2029-01-24 Floating 7.86760000 N N N N N N Organon & Co 549300AMCKY57OK2CO56 68621XAE3 2492412.85000000 PA USD 2472747.71000000 0.069027315699 Long LON CORP US N 2 2028-06-02 Floating 7.97100000 N N N N N N CAMB Commercial Mortgage Trust N/A 12482HAQ7 9150000.00000000 PA USD 8962754.40000000 0.250197331090 Long ABS-MBS CORP US N 2 2037-12-15 Floating 7.13800000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LS8 2375000.00000000 PA USD 2175710.24000000 0.060735447049 Long DBT CORP US N 2 2028-10-27 Fixed 3.52000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CS47 4745652.00000000 PA USD 4394271.78000000 0.122667097900 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N PERKINELMER INC 549300IKL1SDPFI7N655 714046AH2 5000000.00000000 PA USD 4027444.20000000 0.112427022429 Long DBT CORP US N 2 2031-03-15 Fixed 2.55000000 N N N N N N Entegris Inc IYX6OWO7BT5DKO3BYG52 29362LAL8 770000.00000000 PA USD 772725.80000000 0.021570816759 Long LON CORP US N 2 2029-07-06 Floating 7.66080000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UCC4 47103.45000000 PA USD 45727.51000000 0.001276493859 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR64 1403846.14400000 PA USD 1310216.85000000 0.036575001878 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Arches Buyer Inc 2549009ADY4208OH2Y47 03952HAD6 353439.73000000 PA USD 334000.54000000 0.009323701170 Long LON CORP US N 2 2027-12-06 Floating 7.88490000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBF0 3000000.00000000 PA USD 2804256.51000000 0.078281459379 Long DBT CORP US N 2 2028-10-01 Fixed 4.62500000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JAZ1 4775000.00000000 PA USD 3789145.53000000 0.105774860763 Long DBT CORP AU N 2 2033-01-14 Fixed 2.87100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3J7 131058.65000000 PA USD 121326.87000000 0.003386867218 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N RealPage Inc 5493001RSFZX4122A604 75605VAD4 166786.66000000 PA USD 161856.45000000 0.004518259678 Long LON CORP US N 2 2028-04-22 Floating 7.60430000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WAN6 2775000.00000000 PA USD 2545416.23000000 0.071055873991 Long DBT CORP KY N 2 2029-04-11 Fixed 3.97500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380XR74 175593.86000000 PA USD 165221.58000000 0.004612198048 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 3.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CG2 4330000.00000000 PA USD 3409548.21000000 0.095178315091 Long DBT CORP US N 2 2052-03-15 Fixed 4.62500000 N N N N N N Caesars Resort Collection LLC 549300V3UCT773B1KR38 12769LAD1 1348463.84000000 PA USD 1348369.45000000 0.037640040400 Long LON CORP US N 2 2025-07-20 Floating 8.09200000 N N N N N N Merrill Lynch Alternative Note N/A 59024JAA4 3117559.96000000 PA USD 2752334.69000000 0.076832049945 Long ABS-MBS CORP US N 2 2047-07-25 Floating 4.80700000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAD8 2115000.00000000 PA USD 1614473.83000000 0.045068404795 Long DBT CORP N/A N 2 2032-05-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q75Q6 977453.14000000 PA USD 907899.08000000 0.025344209667 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ACR7 341097.19900000 PA USD 319090.63000000 0.008907487635 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TG74 41339.20000000 PA USD 41545.05000000 0.001159739536 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 5.00000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAL7 3000000.00000000 PA USD 2923427.22000000 0.081608136900 Long DBT CORP GB N 2 2025-07-09 Fixed 3.87000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 2982000.00000000 PA USD 2439261.09000000 0.068092529072 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401BB3 8605000.00000000 PA USD 9044105.58000000 0.252468267815 Long DBT CORP CH N 2 2033-11-15 Fixed 9.01600000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWQ3 950000.00000000 PA USD 913734.32000000 0.025507101722 Long DBT CORP US N 2 2025-09-29 Fixed 3.27200000 N N N N N N AZZ INCORPORATED 549300HD1X2NFLWPYC83 00247NAG7 137185.19000000 PA USD 137410.17000000 0.003835836202 Long LON CORP US N 2 2029-05-13 Floating 8.81250000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAF1 3640000.00000000 PA USD 3480864.70000000 0.097169131157 Long DBT CORP US N 2 2027-08-15 Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CV68 155619.19100000 PA USD 147260.49000000 0.004110810129 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5HL2 8238178.59000000 PA USD 7525899.57000000 0.210087201147 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N FARMERS EXCHANGE CAP II N/A 30958PAA1 2200000.00000000 PA USD 2162480.34000000 0.060366131376 Long DBT CORP US N 2 2053-11-01 Fixed 6.15100000 N N N N N N Dryden Senior Loan Fund 549300K4FV16ICO2FF98 26251BAL0 551841.22000000 PA USD 549164.31000000 0.015330046831 Long ABS-CBDO CORP KY N 2 2030-08-15 Floating 6.06357000 N N N N N N GE-WMC Mortgage Securities LLC N/A 367910AE6 377373.00000000 PA USD 363725.27000000 0.010153473780 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.27700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335B5H5 2022504.56000000 PA USD 1885693.35000000 0.052639559489 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCJ3 1445000.00000000 PA USD 1218988.45000000 0.034028340308 Long DBT CORP US N 2 2029-06-01 Fixed 2.06900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1Z72 646668.53000000 PA USD 573535.69000000 0.016010379456 Long ABS-MBS USGSE US N 2 2048-06-25 Fixed 3.00000000 N N N N N N INDONESIA ASAHAN ALUMINI 2549008P48EB9SN2OI80 74445PAF9 600000.00000000 PA USD 585990.00000000 0.016358044358 Long DBT CORP ID N 2 2030-05-15 Fixed 5.45000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 1670000.00000000 PA USD 1553727.22000000 0.043372649337 Long DBT CORP US N 2 2031-03-31 Fixed 4.41200000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGN5 121815000.00000000 PA USD 121429570.03000000 3.389734113100 Long DBT UST US N 2 2025-02-28 Fixed 4.62500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 11200000.00000000 PA USD 9547371.79000000 0.266517058728 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AB6 7335000.00000000 PA USD 7008177.19000000 0.195634862955 Long DBT CORP US N 2 2024-02-10 Fixed 0.80000000 N N N N N N SFAVE Commercial Mortgage Secu 549300FIGODFFTOAAU64 78413MAC2 9265000.00000000 PA USD 6771863.55000000 0.189038113855 Long ABS-MBS CORP US N 2 2043-01-05 Variable 3.65900000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AG4 612000.00000000 PA USD 583302.09000000 0.016283010738 Long DBT CORP US N 2 2029-07-30 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ABF4 1281545.39000000 PA USD 1204319.23000000 0.033618845689 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N MSDB Trust N/A 55354JAA2 4800000.00000000 PA USD 4246146.24000000 0.118532139703 Long ABS-MBS CORP US N 2 2039-07-11 Variable 3.31600000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAN3 815000.00000000 PA USD 710870.10000000 0.019844100801 Long DBT CORP US N 2 2038-06-25 Fixed 4.62500000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -4145083.30000000 -0.11571094470 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 -4145083.30000000 N N N Wellman Park CLO Ltd N/A 949723AC4 11650000.00000000 PA USD 11293558.97000000 0.315262271697 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 6.39243000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133N3VW1 386624.38000000 PA USD 333784.58000000 0.009317672597 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 7135000.00000000 PA USD 6231491.53000000 0.173953505801 Long DBT CORP US N 2 2027-07-20 Fixed 1.51200000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DS6 3510000.00000000 PA USD 3468302.22000000 0.096818446666 Long DBT CORP US N 2 2043-03-02 Fixed 5.60000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBM3 425000.00000000 PA USD 368953.25000000 0.010299414033 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 1845000.00000000 PA USD 1706532.75000000 0.047638250521 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381BQQ0 326474.06000000 PA USD 311164.74000000 0.008686234610 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBA1 1890000.00000000 PA USD 1794381.14000000 0.050090558343 Long DBT CORP US N 2 2025-03-01 Fixed 3.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 6231000.00000000 PA USD 5088388.26000000 0.142043517582 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N WAMU Asset-Backed Certificates N/A 92926SAD8 7930178.38000000 PA USD 3087821.14000000 0.086197230631 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.86700000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BD8 1790000.00000000 PA USD 1652356.27000000 0.046125901739 Long DBT CORP US N 2 2044-09-15 Fixed 4.90000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAL9 2775000.00000000 PA USD 2415472.83000000 0.067428474374 Long DBT CORP US N 2 2029-02-15 Fixed 3.87500000 N N N N N N MODIVCARE ESCROW ISSUER N/A 60783XAA2 1719000.00000000 PA USD 1456096.14000000 0.040647255495 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDQ2 160000.00000000 PA USD 142397.58000000 0.003975060888 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N Elmwood CLO VI Ltd. N/A 29001VAN9 13400000.00000000 PA USD 13003584.52000000 0.362998024526 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.45771000 N N N N N N Morgan Stanley Capital Inc N/A 61750SAD4 5447626.71000000 PA USD 2469419.54000000 0.068934409075 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.71700000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 1975000.00000000 PA USD 1537371.70000000 0.042916081270 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N Spin Holdco Inc 549300QAS44U2GUXGK45 84850XAK8 1665337.50000000 PA USD 1410790.66000000 0.039382542699 Long LON CORP US N 2 2028-03-04 Floating 8.97100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKLQ6 94622.95000000 PA USD 89282.08000000 0.002492329604 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.00000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAG9 2000000.00000000 PA USD 1706357.50000000 0.047633358377 Long DBT CORP US N 2 2030-02-15 Fixed 3.10000000 N N N N N N Morgan Stanley Capital Inc N/A 617526AF5 5877192.33000000 PA USD 3538649.86000000 0.098782217064 Long ABS-O CORP US N 2 2036-11-25 Floating 4.84700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYM6 1443166.07000000 PA USD 1301367.69000000 0.036327975561 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6GJ0 253246.24000000 PA USD 235861.21000000 0.006584119414 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 5984000.00000000 PA USD 5557640.00000000 0.155142786816 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAT4 1000000.00000000 PA USD 945343.49000000 0.026389478904 Long DBT CORP US N 2 2025-01-15 Fixed 2.65000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660LU98 17674995.55000000 PA USD 14924354.42000000 0.416616753900 Long ABS-MBS CORP US N 2 2036-01-25 Variable 3.48533000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AC2 1200000.00000000 PA USD 1059781.90000000 0.029584053192 Long DBT CORP CH N 2 2027-01-30 Fixed 1.36400000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBZ2 3500000.00000000 PA USD 3484040.00000000 0.097257770380 Long DBT CORP US N 2 2033-03-15 Fixed 5.65000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179S5N3 36364.98000000 PA USD 35952.76000000 0.001003629486 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 4.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDF6 1705000.00000000 PA USD 1097309.20000000 0.030631636321 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2V4 10185000.00000000 PA USD 9435676.11000000 0.263399048372 Long DBT CORP US N 2 2028-03-24 Fixed 3.52600000 N N N N N N FARMERS INS EXCH 549300UWG2TLX1GZVT44 309601AE2 3495000.00000000 PA USD 2744167.40000000 0.076604058184 Long DBT CORP US N 2 2057-11-01 Fixed 4.74700000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBF5 260000.00000000 PA USD 218586.56000000 0.006101893623 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N CIM Trust N/A 12555VAA3 2847959.83000000 PA USD 2491932.38000000 0.069562860133 Long ABS-MBS CORP US N 2 2058-10-25 Variable 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B4MS4 56680.93000000 PA USD 54857.57000000 0.001531361564 Long ABS-MBS USGSE US N 2 2048-02-25 Fixed 3.50000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 000000000 1383000.00000000 PA USD 1250150.11000000 0.034898225146 Long DBT CORP KZ N 2 2030-04-24 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZ86 110410.23700000 PA USD 102452.40000000 0.002859982088 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAJ5 1135000.00000000 PA USD 887785.33000000 0.024782729754 Long DBT CORP US N 2 2032-02-15 Fixed 2.50000000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 000000000 390000.00000000 PA USD 3393.00000000 0.000094716368 Long DBT CORP LU N 2 2025-07-15 Fixed 9.75000000 Y N N N N N AGL CLO Ltd. 54930005OE1IFBESDA27 00120BAA8 13000000.00000000 PA USD 12820174.39000000 0.357878088960 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.96771000 N N N N N N METROPOLITAN EDISON CO N/A 591894CC2 2253000.00000000 PA USD 2104552.92000000 0.058749074249 Long DBT CORP US N 2 2029-01-15 Fixed 4.30000000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAH4 2504000.00000000 PA USD 2153484.67000000 0.060115015198 Long DBT CORP ID N 2 2030-08-27 Fixed 3.10000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BM6 6165000.00000000 PA USD 5965569.59000000 0.166530234260 Long DBT CORP US N 2 2034-01-24 Fixed 5.06800000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AH5 250000.00000000 PA USD 243703.50000000 0.006803038726 Long DBT NUSS RS N 2 2033-09-26 Fixed 6.50000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAQ5 1730000.00000000 PA USD 1655223.81000000 0.046205949771 Long DBT CORP US N 2 2032-08-15 Fixed 5.40000000 N N N N N N Impac CMB Trust N/A 45254NMY0 156329.34000000 PA USD 146100.84000000 0.004078438235 Long ABS-MBS CORP US N 2 2035-04-25 Floating 5.13700000 N N N N N N SLC Student Loan Trust N/A 784427AF3 4473081.47000000 PA USD 4264010.09000000 0.119030813146 Long ABS-O CORP US N 2 2055-03-15 Floating 4.92900000 N N N N N N Directv Financing LLC N/A 25460HAB8 887500.00000000 PA USD 865565.44000000 0.024162456462 Long LON CORP US N 2 2027-08-02 Floating 9.66940000 N N N N N N WACHOVIA STUDENT LOAN TRUST N/A 92978JAF0 587011.03000000 PA USD 562123.93000000 0.015691817576 Long ABS-O CORP US N 2 2040-04-25 Floating 4.98771000 N N N N N N PUBLIC SERVICE CO OF NEW OFZN1UT56PNG1CGSR346 744542AC5 825000.00000000 PA USD 788404.06000000 0.022008478959 Long DBT CORP US N 2 2025-08-01 Fixed 3.85000000 N N N N N N Ace Securities Corp. N/A 00442KAA9 12728882.98000000 PA USD 5642973.49000000 0.157524890631 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.82700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZM5 144917.24000000 PA USD 130308.59000000 0.003637593978 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N METROPOLITAN EDISON CO N/A 591894CB4 830000.00000000 PA USD 791673.53000000 0.022099746959 Long DBT CORP US N 2 2025-04-15 Fixed 4.00000000 N N N N N N Jazz Financing Lux Sarl 635400WUEO2NSG5OIU34 000000000 2109536.29000000 PA USD 2108597.55000000 0.058861981017 Long LON CORP LU N 2 2028-05-05 Floating 8.16940000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PTN3 176576.10000000 PA USD 135702.76000000 0.003788173463 Long ABS-MBS CORP US N 2 2035-11-19 Floating 5.21129000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAG0 1296000.00000000 PA USD 1245835.84000000 0.034777791316 Long DBT CORP IE N 2 2025-10-01 Fixed 4.45000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC53 4110000.00000000 PA USD 3501714.45000000 0.097751156679 Long DBT CORP US N 2 2030-11-05 Fixed 2.97600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TLT0 282739.10000000 PA USD 271273.23000000 0.007572654020 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N NortonLifeLock Inc YF6ZV0M6AU4FY94MK914 66877AAD0 860298.10000000 PA USD 852538.21000000 0.023798798368 Long LON CORP US N 2 2029-09-12 Floating 6.56150000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 5772000.00000000 PA USD 4666740.38000000 0.130273120947 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SB71 7606271.30000000 PA USD 6930026.24000000 0.193453261381 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 2625000.00000000 PA USD 2215983.21000000 0.061859676182 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PED6 2485000.00000000 PA USD 2143163.75000000 0.059826904365 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N AMER AIRLN 14-1 A PTT N/A 02377AAA6 863596.69000000 PA USD 779277.53000000 0.021753709795 Long DBT CORP US N 2 2026-10-01 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DRP9 9313457.38000000 PA USD 7949091.57000000 0.221900702245 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 2.00000000 N N N N N N JP Morgan Mortgage Acquisition N/A 46628SAJ2 2199710.91600000 PA USD 668407.24000000 0.018658740390 Long ABS-MBS CORP US N 2 2036-07-25 Variable 6.50000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AC2 1865000.00000000 PA USD 1567282.70000000 0.043751053649 Long DBT CORP CH N 2 2028-01-09 Fixed 4.28200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q83U7 326280.79000000 PA USD 319546.84000000 0.008920222842 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H37E0 764567.23000000 PA USD 706965.01000000 0.019735089324 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N WAMU Asset-Backed Certificates N/A 92926SAB2 1066446.20000000 PA USD 413095.51000000 0.011531655278 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.72700000 N N N N N N NEW YORK ST DORM AUTH ST PERSO 549300C8XO7EXTX2XU71 64990FQY3 1405000.00000000 PA USD 1207021.17000000 0.033694270960 Long DBT MUN US N 2 2032-02-15 Fixed 2.95700000 N N N N N N Life Financial Services Trust N/A 53218CAN0 7863761.19000000 PA USD 7589029.68000000 0.211849492551 Long ABS-MBS CORP US N 2 2038-03-15 Floating 7.53800000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYL2 1995000.00000000 PA USD 1931347.71000000 0.053914011350 Long DBT CORP US N 2 2024-10-21 Fixed 0.92500000 N N N N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 000000000 250000.00000000 PA USD 214080.90000000 0.005976117098 Long DBT CORP NL N 2 2029-05-07 Fixed 5.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SWX1 115786.42000000 PA USD 108095.25000000 0.003017503531 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CF4 3250000.00000000 PA USD 2749710.41000000 0.076758792571 Long DBT CORP US N 2 2032-03-15 Fixed 3.62500000 N N N N N N Plaze Inc 54930069WJQSNERFIV02 72819QAN2 1519000.00000000 PA USD 1431657.50000000 0.039965045291 Long LON CORP US N 2 2026-08-03 Floating 8.41080000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBF9 1750000.00000000 PA USD 1401549.49000000 0.039124573333 Long DBT CORP US N 2 2044-07-15 Fixed 4.40000000 N N N N N N Residential Funding Mtg Sec I N/A 762009AD0 6457004.72000000 PA USD 4904269.42000000 0.136903798215 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AA5D2 586141.34000000 PA USD 544777.80000000 0.015207596405 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFH35 254216.22000000 PA USD 234991.82000000 0.006559850194 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KSYC5 47793219.66000000 PA USD 39047866.26000000 1.090030083056 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 456687AD4 3656258.68000000 PA USD 3159132.91000000 0.088187914938 Long ABS-MBS CORP US N 2 2037-07-25 Floating 4.86700000 N N N N N N SLM Student Loan Trust N/A 78447KAD4 555000.00000000 PA USD 523204.33000000 0.014605368075 Long ABS-O CORP US N 2 2043-09-25 Floating 6.41700000 N N N N N N American Home Mortgage Investm N/A 02660TGN7 1608688.56000000 PA USD 1403443.23000000 0.039177437516 Long ABS-MBS CORP US N 2 2045-11-25 Floating 5.08586000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAC6 870000.00000000 PA USD 651650.42000000 0.018190969942 Long DBT CORP US N 2 2034-01-15 Fixed 2.70000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AZ3 2630000.00000000 PA USD 2284715.61000000 0.063778356787 Long DBT CORP US N 2 2026-09-01 Fixed 1.65000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AP4 10798000.00000000 PA USD 9466542.03000000 0.264260677561 Long DBT CORP US N 2 2030-01-15 Fixed 4.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F022642 105900000.00000000 PA USD 89861940.61000000 2.508516545680 Long ABS-MBS USGSE US N 2 2053-04-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CS54 403633.89000000 PA USD 385581.82000000 0.010763604353 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBX3 3900000.00000000 PA USD 3030390.48000000 0.084594040673 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAR1 1500000.00000000 PA USD 1233982.50000000 0.034446902629 Long DBT CORP N/A N 2 2027-08-15 Fixed 5.25000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20337EAQ4 3928934.04000000 PA USD 3822852.82000000 0.106715807443 Long LON CORP US N 2 2026-04-04 Floating 7.91940000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 15166.94000000 0.000423388585 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -540000.00000000 EUR 587861.28000000 USD 2023-04-13 15166.94000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACSU5 744297.23000000 PA USD 693158.99000000 0.019349691130 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BA1 2357000.00000000 PA USD 2088396.28000000 0.058298057962 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TN8 110340000.00000000 PA USD 105081609.38000000 2.933377066943 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N Berry Global Inc 549300AP2Q7ERHX6RI89 08579JBG6 1254879.06000000 PA USD 1253379.48000000 0.034988373745 Long LON CORP US N 2 2026-07-01 Floating 6.41940000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BB3 1400000.00000000 PA USD 1243009.31000000 0.034698888087 Long DBT CORP US N 2 2027-06-01 Fixed 2.25000000 N N N N N N Elanco Animal Health Inc 549300SHPNDCE059M934 28414BAF3 1558365.55000000 PA USD 1528452.72000000 0.042667105911 Long LON CORP US N 2 2027-08-01 Floating 6.41940000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 750000.00000000 PA USD 622893.63000000 0.017388217597 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N CENTURYLINK INC 03/15/27 8M3THTGWLTYZVE6BBY25 15669GAH7 1434125.04000000 PA USD 1196103.31000000 0.033389496410 Long LON CORP US N 2 2027-03-15 Floating 6.91940000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSB2 1596107.21100000 PA USD 1541198.04000000 0.043022894423 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48126PAA0 1200000.00000000 PA USD 900436.80000000 0.025135898421 Long DBT CORP KZ N 2 2033-04-14 Fixed 3.50000000 N N N N N N EagleView Technology Corp 549300HLIL8HO4PPLG50 27004GAJ2 2302040.80000000 PA USD 1970834.68000000 0.055016299114 Long LON CORP US N 2 2025-08-14 Floating 8.37160000 N N N N N N Mozart Borrower LP 254900QT3R363TVK6F09 58503UAC7 595500.00000000 PA USD 575110.08000000 0.016054328912 Long LON CORP US N 2 2028-10-21 Floating 7.84200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AHY7 224931.53000000 PA USD 216191.95000000 0.006035047539 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4T4 54524.29000000 PA USD 54608.75000000 0.001524415697 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 5.00000000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887BF5 2107000.00000000 PA USD 2048998.40000000 0.057198257166 Long DBT CORP US N 2 2024-12-15 Fixed 3.73400000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BN3 500000.00000000 PA USD 373590.77000000 0.010428871461 Long DBT NUSS PA N 2 2032-09-29 Fixed 2.25200000 N N N N N N Naked Juice LLC 549300Y5TU1XQ1KVLJ64 62984CAD5 513297.18000000 PA USD 468062.87000000 0.013066081656 Long LON CORP US N 2 2029-01-24 Floating 7.91590000 N N N N N N Avantor Funding Inc 5493003VM0XB4U8YD238 05350NAG9 2101865.25000000 PA USD 2101865.25000000 0.058674047328 Long LON CORP US N 2 2027-11-06 Floating 0.01000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17309LAF2 222920.89000000 PA USD 221995.77000000 0.006197062497 Long ABS-MBS CORP US N 2 2036-08-25 Floating 5.05200000 N N N N N N Morgan Stanley Capital Inc 549300LT6TIGKPKJS707 61755AAE6 6646568.11000000 PA USD 4738055.26000000 0.132263892070 Long ABS-O CORP US N 2 2037-05-25 Floating 4.87700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMYK3 80490.61000000 PA USD 77484.76000000 0.002163004729 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 1090629.05000000 0.030445158412 Long LON CORP US N 2 2027-02-15 Floating 8.08790000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380Y2X2 195610.79000000 PA USD 184047.51000000 0.005137728173 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAB2 150000.00000000 PA USD 141390.00000000 0.003946934063 Long DBT CORP N/A N 2 2030-01-15 Fixed 5.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 3606000.00000000 PA USD 3105891.50000000 0.086701668848 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAE0 21145000.00000000 PA USD 20918037.61000000 0.583931785710 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAR3 1093000.00000000 PA USD 751027.89000000 0.020965114658 Long DBT CORP US N 2 2033-11-15 Fixed 2.65000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAQ6 11190000.00000000 PA USD 8779248.89000000 0.245074732970 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZC7 104427.12000000 PA USD 96981.30000000 0.002707255085 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3SX9 168294.18000000 PA USD 162049.94000000 0.004523660995 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 4.00000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DP0 1300000.00000000 PA USD 1087032.91000000 0.030344771345 Long DBT NUSS CL N 2 2031-01-31 Fixed 2.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WCPU1 1327337.06000000 PA USD 1241695.89000000 0.034662223669 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A2V64 8523467.34000000 PA USD 7906009.64000000 0.220698060353 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.50000000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AE9 7945000.00000000 PA USD 7703409.47000000 0.215042430449 Long DBT CORP BM N 2 2025-05-15 Fixed 4.45000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UVX7 37243.74000000 PA USD 33944.88000000 0.000947579058 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBE8 3200000.00000000 PA USD 2880152.48000000 0.080400112674 Long DBT CORP US N 2 2035-03-15 Fixed 4.90000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BE7 4535000.00000000 PA USD 4532042.73000000 0.126513005358 Long DBT CORP US N 2 2033-03-02 Fixed 5.60000000 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAE6 750000.00000000 PA USD 696997.43000000 0.019456842057 Long DBT CORP US N 2 2029-02-15 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYG3 105031.88900000 PA USD 100996.68000000 0.002819345332 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.50000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBS8 1477000.00000000 PA USD 1281893.87000000 0.035784359439 Long DBT CORP GB N 2 2049-06-19 Fixed 4.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TEY7 681149.15000000 PA USD 616676.13000000 0.017214654668 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.00000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AU2 5260000.00000000 PA USD 3704087.48000000 0.103400445919 Long DBT CORP CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N SLM Student Loan Trust 549300MHMWVKFEDI8G73 784442AD7 130000.00000000 PA USD 103247.90000000 0.002882188651 Long ABS-O CORP US N 2 2083-01-25 Floating 6.01771000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AUF3 683383.95000000 PA USD 636780.54000000 0.017775873853 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919XAB7 250000.00000000 PA USD 208716.25000000 0.005826361671 Long LON CORP US N 2 2027-03-09 Floating 7.66940000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5E6 40630.45300000 PA USD 40668.28000000 0.001135264301 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 5.00000000 N N N N N N Impac CMB Trust N/A 45254NPA9 509069.50000000 PA USD 467486.11000000 0.013049981269 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.88700000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAC0 1505000.00000000 PA USD 1207762.50000000 0.033714965356 Long DBT CORP N/A N 2 2031-12-01 Fixed 3.75000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAU7 1245000.00000000 PA USD 1160999.10000000 0.032409554390 Long DBT CORP GB N 2 2033-08-11 Fixed 4.97600000 N N N N N N FARMERS EXCHANGE CAP III N/A 30958QAA9 1770000.00000000 PA USD 1624128.14000000 0.045337907058 Long DBT CORP US N 2 2054-10-15 Fixed 5.45400000 N N N N N N Residential Accredit Loans, In N/A 75116FBH1 3104244.19000000 PA USD 2501325.47000000 0.069825070380 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.50000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAG2 3300000.00000000 PA USD 2530621.14000000 0.070642865683 Long DBT CORP US N 2 2032-03-15 Fixed 2.35000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDJ8 3880000.00000000 PA USD 3194977.46000000 0.089188523718 Long DBT CORP US N 2 2048-03-09 Fixed 4.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYA6 9860000.00000000 PA USD 8694681.21000000 0.242714006916 Long DBT CORP US N 2 2027-03-09 Fixed 1.43100000 N N N N N N Saxon Asset Securities Trust N/A 80556YAD7 547915.79000000 PA USD 394898.20000000 0.011023673224 Long ABS-MBS CORP US N 2 2047-05-25 Floating 4.85700000 N N N N N N WAMU Asset-Backed Certificates N/A 92926SAC0 3700749.95000000 PA USD 1438481.14000000 0.040155528757 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.80700000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BB1 3735000.00000000 PA USD 3211130.02000000 0.089639426110 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N SFO Commerical Mortgage Trust N/A 78432WAA1 3787000.00000000 PA USD 3485773.69000000 0.097306166732 Long ABS-MBS CORP US N 2 2038-05-15 Floating 5.73800000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 790000.00000000 PA USD 663267.12000000 0.018515252769 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCP5 3175000.00000000 PA USD 2858466.85000000 0.079794753371 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAD1 9101000.00000000 PA USD 7958791.37000000 0.222171474372 Long DBT CORP US N 2 2028-09-15 Fixed 2.86600000 N N N N N N Credit Suisse Mortgage Trust N/A 12659AAH9 14444356.54000000 PA USD 9741976.82000000 0.271949502478 Long ABS-MBS CORP US N 2 2061-10-25 Variable 3.77705200 N N N N N N HOSTESS BRANDS 08/03/25 549300SW7FLS4O41LD19 44108HAJ0 139305.76000000 PA USD 139291.83000000 0.003888363169 Long LON CORP US N 2 2025-08-03 Floating 6.91940000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAT4 1500000.00000000 PA USD 1298446.74000000 0.036246436576 Long DBT CORP US N 2 2030-05-15 Fixed 4.80000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBF1 1855000.00000000 PA USD 1333517.24000000 0.037225437574 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N NEW YORK NY 549300ABYZD2SFD5JB29 64966MYR4 2285000.00000000 PA USD 2087306.83000000 0.058267645717 Long DBT MUN US N 2 2031-04-01 Fixed 3.62000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCK9 7930000.00000000 PA USD 7644848.70000000 0.213407693212 Long DBT CORP US N 2 2024-12-06 Fixed 1.34300000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -8391977.17000000 -0.23426395467 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 -8391977.17000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BJX5 412792.63000000 PA USD 394727.49000000 0.011018907815 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SQW0 129997.52200000 PA USD 121127.25000000 0.003381294780 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UGE6 125355.35000000 PA USD 125887.47000000 0.003514177406 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 5.00000000 N N N N N N GoldenTree Loan Management US 549300LOEERRNVSKVY31 38136NAQ9 5000000.00000000 PA USD 4938113.72000000 0.137848569561 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.95771000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 14170000.00000000 PA USD 11989740.04000000 0.334696324879 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5F59 5097102.25000000 PA USD 4571968.96000000 0.127627555165 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AM8 3130000.00000000 PA USD 2410459.95000000 0.067288538687 Long DBT NUSS HU N 2 2031-09-22 Fixed 2.12500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXR0 1345000.00000000 PA USD 1034189.69000000 0.028869640819 Long DBT CORP US N 2 2032-01-27 Fixed 1.99200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DUA8 3834687.58000000 PA USD 3272915.44000000 0.091364180187 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 2.00000000 N N N N N N FARMERS EXCHANGE CAPITAL N/A 309588AC5 1650000.00000000 PA USD 1680324.15000000 0.046906631481 Long DBT CORP US N 2 2028-07-15 Fixed 7.05000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGG0 198304000.00000000 PA USD 195739990.75000000 5.464126437895 Long DBT UST US N 2 2025-01-31 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418B6G6 463987.99000000 PA USD 417803.99000000 0.011663093570 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381WDY1 27860.18000000 PA USD 25412.25000000 0.000709388748 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBBB3 2981460.34000000 PA USD 2774890.25000000 0.077461693541 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N GRIFOLS ESCROW ISSUER 959800HLB3PGTGSLVV62 39843UAA0 1380000.00000000 PA USD 1181142.00000000 0.032971848033 Long DBT CORP ES N 2 2028-10-15 Fixed 4.75000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAH5 940000.00000000 PA USD 886942.69000000 0.024759207266 Long DBT CORP US N 2 2025-07-01 Fixed 3.37500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CD9 3250000.00000000 PA USD 2958954.77000000 0.082599896553 Long DBT CORP US N 2 2027-03-15 Fixed 3.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGLA0 301346.92000000 PA USD 280561.81000000 0.007831946847 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SWW3 451641.43000000 PA USD 408710.03000000 0.011409233605 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.00000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAH4 4157000.00000000 PA USD 3707472.79000000 0.103494947619 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR56 7382778.19700000 PA USD 6865112.56000000 0.191641181214 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 6267000.00000000 PA USD 4506540.66000000 0.125801109264 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SYT8 2913345.41000000 PA USD 2794394.62000000 0.078006162473 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 4.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3G4 2605000.00000000 PA USD 2192152.15000000 0.061194426712 Long DBT CORP US N 2 2029-01-07 Fixed 2.71700000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 456612AC4 3059306.53000000 PA USD 2409311.27000000 0.067256473023 Long ABS-MBS CORP US N 2 2046-06-25 Floating 5.01700000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAE9 3505000.00000000 PA USD 3491493.69000000 0.097465841835 Long DBT CORP US N 2 2053-03-02 Fixed 5.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJZ3 11320000.00000000 PA USD 9522577.69000000 0.265824925777 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAK0 895000.00000000 PA USD 806246.99000000 0.022506568415 Long DBT CORP US N 2 2028-01-15 Fixed 3.62500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAC9 1000000.00000000 PA USD 953346.66000000 0.026612889218 Long DBT CORP IE N 2 2025-01-15 Fixed 3.50000000 N N N N N N Fannie Mae - CAS N/A 20754RAF3 6500000.00000000 PA USD 6206863.65000000 0.173266012920 Long ABS-MBS CORP US N 2 2041-10-25 Floating 7.58413000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 000000000 2000000.00000000 PA USD 17400.00000000 0.000485724964 Long DBT CORP LU N 2 2023-08-01 Fixed 5.50000000 Y N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAA4 3930000.00000000 PA USD 3400642.56000000 0.094929711842 Long DBT CORP US N 2 2027-11-01 Fixed 3.95000000 N N N N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 71567PAP5 2000000.00000000 PA USD 1755500.00000000 0.049005182461 Long DBT NUSS ID N 2 2030-06-23 Fixed 2.80000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJP5 1300000.00000000 PA USD 1056719.07000000 0.029498553594 Long DBT CORP US N 2 2032-03-11 Fixed 2.65100000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAK1 867000.00000000 PA USD 797842.23000000 0.022271947625 Long DBT CORP US N 2 2028-01-15 Fixed 4.50000000 N N N N N N BAE SYSTEMS HOLDINGS INC MF62XBVMNYTYMC18DL76 05523UAP5 3208000.00000000 PA USD 3080414.54000000 0.085990473705 Long DBT CORP US N 2 2025-12-15 Fixed 3.85000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 7800000.00000000 PA USD 6469914.59000000 0.180609139842 Long DBT CORP GB N 2 2029-08-17 Fixed 2.20600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJM33 13995202.05000000 PA USD 12479350.23000000 0.348363904883 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Pretium Mortgage Credit Partne N/A 69381PAA6 10289651.76000000 PA USD 9975009.88000000 0.278454673440 Long ABS-MBS CORP US N 2 2052-08-25 Variable 5.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 6980000.00000000 PA USD 6332267.52000000 0.176766690522 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMHG3 13242409.00000000 PA USD 11833307.43000000 0.330329472931 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Morgan Stanley Mortgage Loan T 549300M91PFQR7JLJ570 61745M4E0 27164.09000000 PA USD 25100.14000000 0.000700676126 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.87700000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 10455000.00000000 PA USD 9253168.37000000 0.258304303229 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 1610000.00000000 PA USD 1588043.46000000 0.044330594995 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4X9 141233.05000000 PA USD 138541.56000000 0.003867419211 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N SLM Student Loan Trust N/A 78447KAC6 3043378.73000000 PA USD 2945027.08000000 0.082211101913 Long ABS-O CORP US N 2 2026-05-26 Floating 5.26700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DTJ1 7145373.88000000 PA USD 6098611.26000000 0.170244122790 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 2.00000000 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAD6 535000.00000000 PA USD 423926.28000000 0.011833998690 Long DBT CORP US N 2 2031-10-15 Fixed 2.40000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAX1 625000.00000000 PA USD 589107.83000000 0.016445079292 Long DBT CORP US N 2 2025-04-15 Fixed 2.85000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAA1 2135000.00000000 PA USD 2049737.54000000 0.057218890427 Long DBT CORP US N 2 2024-10-01 Fixed 2.76000000 N N N N N N SLM Student Loan Trust 549300R59P5DXM48DO55 78445GAD5 1766817.54000000 PA USD 1756937.85000000 0.049045320371 Long ABS-O CORP US N 2 2023-04-25 Floating 6.31771000 N N N N N N HOSTESS BRANDS 08/03/25 549300SW7FLS4O41LD19 44108HAJ0 255924.00000000 PA USD 255898.41000000 0.007143462417 Long LON CORP US N 2 2025-08-03 Floating 6.91940000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TJW6 33940.98500000 PA USD 30724.58000000 0.000857683650 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.00000000 N N N N N N TRANSNET SOC LTD 378900B07CD6F01EA796 89378TAD5 500000.00000000 PA USD 502367.50000000 0.014023703218 Long DBT CORP ZA N 2 2028-02-06 Fixed 8.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8X57 329015.91000000 PA USD 317419.95000000 0.008860850223 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 3.00000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAJ0 670000.00000000 PA USD 592519.52000000 0.016540317396 Long DBT CORP KY N 2 2027-02-15 Fixed 3.25000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 8233000.00000000 PA USD 7500691.69000000 0.209383517434 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AD3L0 1112537.67000000 PA USD 1066731.31000000 0.029778047555 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8J97 468358.82000000 PA USD 434536.40000000 0.012130182607 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BC1 510000.00000000 PA USD 427568.28000000 0.011935665950 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N SLM Student Loan Trust 54930067BGNOZYMNWK87 78445FAE5 320000.00000000 PA USD 300386.40000000 0.008385354794 Long ABS-O CORP US N 2 2083-07-26 Floating 6.66771000 N N N N N N AmWINS Group Inc 549300SJE7MUB8NMRG61 03234TAW8 3453730.79000000 PA USD 3402581.04000000 0.094983824953 Long LON CORP US N 2 2028-02-19 Floating 6.84130000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468V4 495000.00000000 PA USD 435661.25000000 0.012161583051 Long DBT CORP US N 2 2026-12-10 Fixed 0.98500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SLS4 9437166.51000000 PA USD 8836450.75000000 0.246671535924 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AL3 1210000.00000000 PA USD 1145670.35000000 0.031981648842 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N Structured Asset Investment Lo N/A 86358ERB4 42733.36000000 PA USD 42392.38000000 0.001183392946 Long ABS-MBS CORP US N 2 2035-03-25 Floating 5.35200000 N N N N N N Structured Asset Mortgage Inve N/A 86359LTG4 1478707.58000000 PA USD 1228257.55000000 0.034287089346 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.07700000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CK8 1960000.00000000 PA USD 1534396.11000000 0.042833016997 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N Zep Inc NU75S1Y8UH3706J5CS61 98944EAN2 2577031.32000000 PA USD 2068067.63000000 0.057730579066 Long LON CORP US N 2 2024-08-11 Floating 8.97100000 N N N N N N First Franklin Mtg Loan Asset N/A 30247DAD3 16168202.26000000 PA USD 11029127.85000000 0.307880616736 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.93700000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BM5 1471000.00000000 PA USD 1232252.01000000 0.034398595607 Long DBT CORP US N 2 2038-04-01 Fixed 5.37500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGL9 62200000.00000000 PA USD 61342320.47000000 1.712384851749 Long DBT UST US N 2 2026-02-15 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 5265000.00000000 PA USD 4084646.76000000 0.114023844924 Long DBT CORP US N 2 2031-10-24 Fixed 1.92200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7TS4 674472.95000000 PA USD 624180.39000000 0.017424137795 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Merrill Lynch First Franklin M N/A 59024VAF6 273570.36000000 PA USD 213114.95000000 0.005949152383 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.87700000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAE5 600000.00000000 PA USD 518810.10000000 0.014482702143 Long DBT CORP US N 2 2030-08-15 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8YA5 294019.29000000 PA USD 284187.34000000 0.007933154343 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 3.00000000 N N N N N N Trestles CLO LTD N/A 89532UAA1 13000000.00000000 PA USD 12738947.03000000 0.355610608700 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.97771000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 4530000.00000000 PA USD 3521966.55000000 0.098316498664 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJY61 793166.75300000 PA USD 712285.06000000 0.019883599732 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAN6 4230000.00000000 PA USD 3039130.76000000 0.084838027580 Long DBT CORP CA N 2 2050-01-25 Fixed 3.80000000 N N N N N N CIM Trust N/A 12559NAB5 5235201.35000000 PA USD 4907481.93000000 0.136993476164 Long ABS-MBS CORP US N 2 2060-01-26 Variable 4.00000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAC1 1300000.00000000 PA USD 1290314.08000000 0.036019411519 Long DBT CORP GB N 2 2024-08-01 Fixed 4.36300000 N N N N N N JPMorgan 100% US Treasury Securities Money Market Fund 549300BS6M6EE7LNA816 4812A2835 74911387.75000000 NS USD 74911387.75000000 2.091168456358 Long STIV RF US N 1 N N N Residential Asset Securities C N/A 76113ABL4 588157.69000000 PA USD 578471.56000000 0.016148165392 Long ABS-MBS CORP US N 2 2036-04-25 Floating 5.11200000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 1510000.00000000 PA USD 1632331.56000000 0.045566907397 Long DBT CORP US N 2 2052-11-09 Fixed 6.90000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAF8 2650000.00000000 PA USD 2275901.17000000 0.063532299686 Long DBT CORP US N 2 2027-01-15 Fixed 1.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3A6 971007.45000000 PA USD 899614.94000000 0.025112956012 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBV6 2500000.00000000 PA USD 2111980.38000000 0.058956413487 Long DBT CORP US N 2 2052-03-16 Fixed 5.65000000 N N N N N N MortgageIT Trust N/A 61915RAU0 45779.00000000 PA USD 43275.94000000 0.001208057724 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.13700000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CN5 3570000.00000000 PA USD 2885642.75000000 0.080553374812 Long DBT CORP US N 2 2031-06-15 Fixed 2.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKY0 3612272.99000000 PA USD 3347195.04000000 0.093437712144 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 1100000.00000000 PA USD 1082958.80000000 0.030231041636 Long DBT NUSS OM N 2 2028-01-17 Fixed 5.62500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 216.00000000 NC USD -47818.08000000 -0.00133485259 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 2023-06-21 24165568.08000000 USD -47818.08000000 N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAQ6 2540000.00000000 PA USD 2207061.70000000 0.061610630197 Long DBT CORP US N 2 2048-06-25 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZQ6 470607.54000000 PA USD 422996.71000000 0.011808049532 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N Bear Stearns Mortgage Funding N/A 07401NAP4 3115851.99000000 PA USD 2718951.65000000 0.075900154777 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.80700000 N N N N N N GSAA Home Equity Trust N/A 36242D3X9 570651.87000000 PA USD 564187.64000000 0.015749426511 Long ABS-MBS CORP US N 2 2035-06-25 Floating 5.26200000 N N N N N N BARDOT CLO LTD 549300KP12IHV6MTDK86 06744NBJ5 10400000.00000000 PA USD 10160672.67000000 0.283637492523 Long ABS-CBDO CORP KY N 2 2032-10-22 Floating 6.41529000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529537AA0 1837000.00000000 PA USD 1395035.49000000 0.038942733539 Long DBT CORP US N 2 2031-10-01 Fixed 2.37500000 N N N N N N JDE PEET'S NV 724500EHG519SE5ZRT89 47216QAC7 4230000.00000000 PA USD 3228112.78000000 0.090113503725 Long DBT CORP NL N 2 2031-09-24 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128ME6W6 421357.69000000 PA USD 391554.96000000 0.010930345917 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N CIM Trust N/A 12566LAB0 15253211.19000000 PA USD 13465269.43000000 0.375886063976 Long ABS-MBS CORP US N 2 2057-06-25 Variable 1.95100000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 5000000.00000000 PA USD 4243875.00000000 0.118468737521 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N DROP Mortgage Trust 2021-FILE N/A 26210YAG1 12284000.00000000 PA USD 11272932.21000000 0.314686470992 Long ABS-MBS CORP US N 2 2043-10-15 Floating 6.29000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AQ8 1500000.00000000 PA USD 1280908.04000000 0.035756839770 Long DBT CORP US N 2 2030-05-14 Fixed 2.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UCB6 178323.07000000 PA USD 170066.47000000 0.004747444256 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.00000000 N N N N N N Sunshine Luxembourg VII Sarl 254900CHQOBZNYV4DY60 000000000 618951.61000000 PA USD 603477.82000000 0.016846220837 Long LON CORP LU N 2 2026-10-02 Floating 8.51730000 N N N N N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 461070AS3 3855000.00000000 PA USD 3158824.39000000 0.088179302532 Long DBT CORP US N 2 2030-06-01 Fixed 2.30000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DF3 2095000.00000000 PA USD 2013722.09000000 0.056213510935 Long DBT CORP GB N 2 2028-06-09 Fixed 4.75500000 N N N N N N Phoenix Newco Inc 254900PHGVI5379Z9791 71911KAC8 1985000.00000000 PA USD 1946788.75000000 0.054345051499 Long LON CORP US N 2 2028-11-15 Floating 7.85140000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 000000000 3860000.00000000 PA USD 29336.00000000 0.000818921123 Long DBT CORP LU N 2 2024-10-15 Fixed 8.50000000 Y N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDJ9 22592642.24000000 PA USD 19178328.73000000 0.535367415961 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZN3 101383.50000000 PA USD 94087.03000000 0.002626460878 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N Mid-State Trust N/A 59549WAA1 100936.71000000 PA USD 97431.69000000 0.002719827824 Long ABS-O CORP US N 2 2038-07-15 Fixed 4.86400000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DN5 1500000.00000000 PA USD 1233452.25000000 0.034432100580 Long DBT NUSS CL N 2 2032-01-27 Fixed 2.55000000 N N N N N N Gainwell Acquisition Corp N/A 59909TAC8 123737.36000000 PA USD 119499.36000000 0.003335851860 Long LON CORP US N 2 2027-10-01 Floating 8.76730000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETYX8 2487904.38000000 PA USD 2315016.94000000 0.064624225318 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523AZ3 75000.00000000 PA USD 68681.21000000 0.001917251625 Long DBT CORP US N 2 2027-10-15 Fixed 3.05000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBK9 2375000.00000000 PA USD 2344604.35000000 0.065450164609 Long DBT CORP US N 2 2053-01-15 Fixed 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR31 5594627.18200000 PA USD 5216239.61000000 0.145612517146 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAQ6 15740000.00000000 PA USD 12933358.89000000 0.361037660065 Long DBT CORP US N 2 2033-01-25 Fixed 3.05700000 N N N N N N SLC Student Loan Trust 5493007QNQ56NU0MGE13 78444LAD5 1097413.71000000 PA USD 1099313.11000000 0.030687575925 Long ABS-O CORP US N 2 2032-12-15 Floating 6.36900000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 475000.00000000 PA USD 398263.91000000 0.011117627785 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N TPGI Trust N/A 87267HAQ0 4500000.00000000 PA USD 4297569.30000000 0.119967626139 Long ABS-MBS CORP US N 2 2026-06-15 Floating 6.94000000 N N N N N N Carrington Mortgage Loan Trust N/A 14453MAD6 18000000.00000000 PA USD 14813047.80000000 0.413509604244 Long ABS-O CORP US N 2 2036-10-25 Floating 4.85700000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 000000000 276325.81000000 PA USD 276305.09000000 0.007713119538 Long LON CORP CA N 2 2030-01-31 Floating 8.16080000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329NF94 635448.61000000 PA USD 591100.06000000 0.016500692847 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEG6 13355000.00000000 PA USD 12375957.64000000 0.345477677177 Long DBT CORP US N 2 2025-10-21 Fixed 1.16400000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 112.00000000 NC USD -45673.61000000 -0.00127498922 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 2023-06-21 15172673.61000000 USD -45673.61000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JQTM5 13230241.92000000 PA USD 11827458.42000000 0.330166196484 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FQ1 500000.00000000 PA USD 416013.68000000 0.011613116659 Long DBT CORP US N 2 2058-05-15 Fixed 4.50000000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CY1 3000000.00000000 PA USD 2263672.80000000 0.063190941952 Long DBT CORP US N 2 2050-05-01 Fixed 3.70000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBF4 4300000.00000000 PA USD 3654764.15000000 0.102023573924 Long DBT CORP US N 2 2030-05-01 Fixed 2.87500000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAF9 360000.00000000 PA USD 336304.21000000 0.009388008643 Long DBT CORP US N 2 2025-02-01 Fixed 2.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q83V5 214899.42700000 PA USD 210398.32000000 0.005873317038 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SEG8 463970.38000000 PA USD 421877.10000000 0.011776795364 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.00000000 N N N N N N Structured Asset Securities Co N/A 86359DCR6 765878.94000000 PA USD 763945.56000000 0.021325714359 Long ABS-MBS CORP US N 2 2035-05-25 Floating 5.54700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACS27 2278728.27000000 PA USD 2124293.73000000 0.059300143458 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B53X1 48598.02000000 PA USD 41985.19000000 0.001172026144 Long ABS-MBS USGSE US N 2 2049-09-25 Fixed 3.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2X8 5090000.00000000 PA USD 5059604.35000000 0.141240008177 Long DBT CORP US N 2 2024-05-24 Floating 5.25077200 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 3160000.00000000 PA USD 2972761.75000000 0.082985321545 Long DBT CORP US N 2 2028-12-15 Fixed 4.37500000 N N N N N N CIM Trust N/A 12564UAA4 5564743.51000000 PA USD 5257816.74000000 0.146773152203 Long ABS-MBS CORP US N 2 2057-06-25 Variable 2.56600000 N N N N N N NEW JERSEY ST TURNPIKE AUTH TU 5493005YN67D71KSMI84 646140CK7 500000.00000000 PA USD 442611.45000000 0.012355599468 Long DBT MUN US N 2 2036-01-01 Fixed 3.72900000 N N N N N N DIAMOND SPORTS GR/DIAMON N/A 25277LAF3 8275000.00000000 PA USD 938798.75000000 0.026206780995 Long DBT CORP US N 2 2026-08-15 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XSEH9 209989.66000000 PA USD 194713.53000000 0.005435472552 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 3000000.00000000 PA USD 2260135.08000000 0.063092185692 Long DBT CORP US N 2 2045-05-15 Fixed 4.12500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHG7 1345000.00000000 PA USD 1249628.20000000 0.034883655910 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N Navient Student Loan Trust N/A 63940JAC3 290885.34000000 PA USD 289239.37000000 0.008074182911 Long ABS-O CORP US N 2 2066-07-26 Floating 5.66700000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 1511053.21000000 0.042181394625 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 1511053.21000000 N N N US AIRWAYS 2012-1A PTT N/A 90345WAA2 348413.23000000 PA USD 348229.23000000 0.009720898293 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N SPIRE INC 549300NXSY15DRY2R511 84857LAA9 200000.00000000 PA USD 195417.55000000 0.005455125430 Long DBT CORP US N 2 2024-02-27 Fixed 3.54300000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 2084062.50000000 PA USD 2060601.02000000 0.057522146947 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N Perrigo Investments LLC 549300POZGC78VHAAJ73 000000000 473522.73000000 PA USD 475002.49000000 0.013259802729 Long LON CORP IE N 2 2029-04-20 Floating 7.06350000 N N N N N N Nomura Resecuritization Trust N/A 65540XAA5 506625.68000000 PA USD 503856.11000000 0.014065258105 Long ABS-MBS CORP US N 2 2037-08-26 Variable 4.00000000 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAC8 1135000.00000000 PA USD 907164.95000000 0.025323716261 Long DBT CORP US N 2 2030-10-15 Fixed 2.20000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SUV7 89848.81000000 PA USD 83983.99000000 0.002344432215 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.50000000 N N N N N N Fannie Mae - CAS N/A 20753TAC7 7425256.87000000 PA USD 7642452.32000000 0.213340797718 Long ABS-MBS CORP US N 2 2039-06-25 Floating 9.86700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGX46 29174460.80000000 PA USD 23813882.94000000 0.664769967868 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971XER5 970000.00000000 PA USD 890946.07000000 0.024870962531 Long DBT MUN US N 2 2032-08-01 Fixed 3.96000000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAB2 1000000.00000000 PA USD 850697.13000000 0.023747404201 Long DBT CORP US N 2 2029-04-01 Fixed 4.65000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AL5 3114000.00000000 PA USD 2582777.17000000 0.072098813143 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N N AI AQUA MERGER SUB INC 5493005QMH1D47U26R45 00132UAM6 13144.36000000 PA USD 12676.16000000 0.000353857894 Long LON CORP US N 2 2028-07-30 Floating 8.61760000 N N N N N N NY & PRESBYTERIAN HOSPIT 19EOSPKL8HML7MY3UE63 649322AC8 200000.00000000 PA USD 169091.00000000 0.004720213789 Long DBT CORP US N 2 2036-08-01 Fixed 3.56300000 N N N N N N CIM Trust N/A 12569RAB4 16300000.00000000 PA USD 15791440.00000000 0.440821645417 Long ABS-MBS CORP US N 2 2062-04-25 Variable 5.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJXW5 49759.97600000 PA USD 44953.37000000 0.001254883565 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.00000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BZ2 1412000.00000000 PA USD 1182238.68000000 0.033002462105 Long DBT CORP US N 2 2045-05-01 Fixed 4.40000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 9311000.00000000 PA USD 7827199.04000000 0.218498044499 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 2600000.00000000 PA USD 2437935.27000000 0.068055518505 Long DBT CORP US N 2 2045-12-15 Fixed 6.12500000 N N N N N N DELTA 2 LUX SARL 549300BBG8Z3D6QSYP53 000000000 79990.44000000 PA USD 80310.40000000 0.002241883113 Long LON CORP LU N 2 2030-01-15 Floating 7.85480000 N N N N N N Residential Asset Securities C N/A 76113ACA7 75033.51000000 PA USD 73898.86000000 0.002062903513 Long ABS-MBS CORP US N 2 2036-04-25 Floating 5.17700000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F032633 2325000.00000000 PA USD 2117021.47000000 0.059097136663 Long ABS-MBS USGSE US N 2 2053-03-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMXV0 28589.68000000 PA USD 26866.11000000 0.000749973581 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.00000000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -35.00000000 NC 295217.82000000 0.008241072705 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2023-03-08 -5215467.44000000 USD 295217.82000000 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 3980000.00000000 PA USD 3267655.42000000 0.091217345530 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAD2 1664388.00000000 PA USD 1409188.50000000 0.039337818037 Long DBT CORP JE N 2 2034-03-31 Fixed 2.16000000 N N N N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 000000000 1200000.00000000 PA USD 850800.00000000 0.023750275840 Long DBT CORP CO N 2 2031-02-15 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC76 18626686.65000000 PA USD 15808229.98000000 0.441290341534 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N SAN FRANCISCO CA CITY & CNTY P N/A 79771FAA5 3955000.00000000 PA USD 3084848.59000000 0.086114251221 Long DBT MUN US N 2 2041-11-01 Fixed 2.82500000 N N N N N N C&W SENIOR FINANCING DAC 5493009O8OIWZPZRY516 12674TAA4 200000.00000000 PA USD 181394.00000000 0.005063654837 Long DBT CORP IE N 2 2027-09-15 Fixed 6.87500000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAD4 3826328.65000000 PA USD 3727035.42000000 0.104041042892 Long ABS-O CORP US N 2 2023-07-25 Floating 5.91771000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XTB82 294781.20000000 PA USD 282874.08000000 0.007896494391 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.00000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 8320000.00000000 PA USD 7013186.00000000 0.195774685028 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BVBM7 279562.82000000 PA USD 260413.77000000 0.007269509720 Long ABS-MBS USGSE US N 2 2047-02-15 Fixed 4.00000000 N N N N N N SLM Student Loan Trust N/A 78447AAA2 556891.94000000 PA USD 548608.62000000 0.015314534618 Long ABS-O CORP US N 2 2038-12-27 Floating 5.26700000 N N N N N N COX ENTERPRISES INC TVRMNZKRGA8LPW6XPG60 224050AE4 4670000.00000000 PA USD 4895116.37000000 0.136648288739 Long DBT CORP US N 2 2027-07-15 Fixed 7.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H042638 17325000.00000000 PA USD 16803219.68000000 0.469065705702 Long ABS-MBS USGA US N 2 2048-03-15 Fixed 4.50000000 N N N N N N AAdvantage Loyalty IP Ltd N/A 02376CBJ3 298565.37000000 PA USD 306538.56000000 0.008557093742 Long LON CORP KY N 2 2028-04-20 Floating 9.47640000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDE6 1695000.00000000 PA USD 1621451.02000000 0.045263174644 Long DBT CORP US N 2 2025-03-15 Fixed 3.30000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 25601B2B0 6155000.00000000 PA USD 5263234.49000000 0.146924389929 Long DBT CORP NO N 2 2028-03-30 Fixed 1.60500000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAA5 6645000.00000000 PA USD 6643664.75000000 0.185459415145 Long DBT CORP GB N 2 2024-03-08 Fixed 3.76600000 N N N N N N Ace Securities Corp. N/A 00443LAA6 14459524.16000000 PA USD 7880693.71000000 0.219991360399 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.76700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AQ35 406577.60000000 PA USD 379003.87000000 0.010579979380 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SB89 687308.06000000 PA USD 642420.25000000 0.017933307643 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CMF8 406162.64000000 PA USD 376614.55000000 0.010513280968 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N UNIV OF CALIFORNIA CA RGTS MED N/A 913366KC3 4715000.00000000 PA USD 3276318.18000000 0.091459168449 Long DBT MUN US N 2 2060-05-15 Fixed 3.25600000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAW3 1045000.00000000 PA USD 1015574.32000000 0.028349988524 Long DBT CORP US N 2 2024-07-15 Fixed 3.37500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGM7 19527000.00000000 PA USD 18884744.86000000 0.527171955342 Long DBT UST US N 2 2033-02-15 Fixed 3.50000000 N N N N N N JP Morgan Mortgage Acquisition N/A 46628TAD3 17622568.30000000 PA USD 8118858.20000000 0.226639776400 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.91700000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 167.00000000 NC USD -48274.30000000 -0.00134758808 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 2023-06-30 17926407.20000000 USD -48274.30000000 N N N PIEDMONT OPERATING PARTN 549300WKGDPAS39FBD10 720198AE0 670000.00000000 PA USD 514092.97000000 0.014351022385 Long DBT CORP US N 2 2030-08-15 Fixed 3.15000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UT93 142985.75000000 PA USD 130560.39000000 0.003644623032 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 3.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ML2 2000000.00000000 PA USD 1665496.64000000 0.046492718161 Long DBT CORP US N 2 2031-01-29 Fixed 2.66600000 N N N N N N Countrywide Alternative Loan T N/A 12667GMF7 5025042.06000000 PA USD 4251206.69000000 0.118673403318 Long ABS-MBS CORP US N 2 2035-06-25 Floating 5.09700000 N N N N N N First Franklin Mtg Loan Asset N/A 32029GAA2 12071445.80000000 PA USD 6683488.75000000 0.186571111178 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.75700000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DR8 3510000.00000000 PA USD 3486940.18000000 0.097338729566 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179S2P1 3080042.71000000 PA USD 2866946.32000000 0.080031459708 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N SLM Student Loan Trust N/A 78447GAC5 204524.53000000 PA USD 196763.27000000 0.005492691511 Long ABS-O CORP US N 2 2026-05-26 Floating 5.36700000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043AE1 1605000.00000000 PA USD 1286203.73000000 0.035904670163 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H32D4 254198.73000000 PA USD 237245.22000000 0.006622754368 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4A5 198698.92000000 PA USD 183933.74000000 0.005134552258 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.50000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BK9 3108000.00000000 PA USD 2676188.40000000 0.074706408911 Long DBT NUSS PA N 2 2030-01-23 Fixed 3.16000000 N N N N N N New Residential Mortgage Loan N/A 64830RAJ1 15000000.00000000 PA USD 12641161.50000000 0.352880903351 Long ABS-O CORP US N 2 2039-09-04 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9SR5 469596.57200000 PA USD 453194.63000000 0.012651031349 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAA2 500000.00000000 PA USD 396063.90000000 0.011056214005 Long DBT CORP US N 2 2031-02-01 Fixed 3.37500000 N N N N N N NORTONLIFELOCK INC YF6ZV0M6AU4FY94MK914 66877AAC2 221002.64000000 PA USD 217687.60000000 0.006076798950 Long LON CORP US N 2 2027-09-12 Floating 6.31150000 N N N N N N Countrywide Alternative Loan T N/A 12668AJ89 5513337.68000000 PA USD 4241162.58000000 0.118393019699 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 5.50000000 N N N N N N VIRGIN MEDIA BRISTOL LLC N/A 000000000 725000.00000000 PA USD 712439.38000000 0.019887907610 Long LON CORP US N 2 2028-01-31 Floating 7.10140000 N N N N N N Structured Adjustable Rate Mor N/A 863579AP3 18136.44750000 PA USD 17384.74000000 0.000485298977 Long ABS-MBS CORP US N 2 2034-09-25 Variable 4.31651600 N N N N N N PRKCM Trust N/A 69361JAA4 7936711.63700000 PA USD 6597905.05000000 0.184182022693 Long ABS-MBS CORP US N 2 2056-11-25 Variable 2.07100000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -6194886.27000000 -0.17293166162 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 -6194886.27000000 N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAR3 2366000.00000000 PA USD 2191152.36000000 0.061166517347 Long DBT CORP US N 2 2052-08-15 Fixed 5.95000000 N N N N N N Securitized Asset Backed Recei N/A 81377XAA0 22874427.91000000 PA USD 12054050.35000000 0.336491561835 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.99700000 N N N N N N Setanta Aircraft Leasing DAC N/A 000000000 1450000.00000000 PA USD 1440937.50000000 0.040224098606 Long LON CORP IE N 2 2028-11-05 Floating 6.83410000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971MT44 400000.00000000 PA USD 406564.16000000 0.011349331155 Long DBT MUN US N 2 2027-05-01 Fixed 5.26700000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F022634 36250000.00000000 PA USD 30720458.71000000 0.857568604036 Long ABS-MBS USGSE US N 2 2053-03-15 Fixed 2.50000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBN1 1350000.00000000 PA USD 1176699.84000000 0.032847844125 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TG41 340410.45500000 PA USD 318641.65000000 0.008894954256 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F030637 76775000.00000000 PA USD 67557501.75000000 1.885883053207 Long ABS-MBS USGSE US N 2 2053-03-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DSS2 6412913.24000000 PA USD 5473457.49000000 0.152792812869 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 2.00000000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AM7 500000.00000000 PA USD 341427.14000000 0.009531016401 Long DBT CORP US N 2 2050-06-01 Fixed 3.35000000 N N N N N N ADMI Corp 5493008U1LYGMQWO7N12 00709LAH0 2112375.00000000 PA USD 1961868.28000000 0.054766000015 Long LON CORP US N 2 2027-12-23 Floating 8.04440000 N N N N N N BX Commercial Mortgage Trust 2 N/A 056054AA7 8789555.34000000 PA USD 8749943.45000000 0.244256664936 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.59695000 N N N N N N Morgan Stanley Capital Inc N/A 61744CYB6 267911.22000000 PA USD 264293.56000000 0.007377814942 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.18700000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAH0 543000.00000000 PA USD 492993.76000000 0.013762033130 Long DBT CORP US N 2 2029-04-01 Fixed 3.90000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 3715000.00000000 PA USD 3385804.45000000 0.094515502621 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BT9 4525000.00000000 PA USD 2850750.00000000 0.079579335746 Long DBT CORP US N 2 2029-07-15 Fixed 3.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DE2 8500000.00000000 PA USD 8175836.52000000 0.228230339184 Long DBT CORP US N 2 2024-02-04 Fixed 1.43300000 N N N N N N ECMC Group Student Loan Trust N/A 26828VAA4 1452647.03000000 PA USD 1389741.17000000 0.038794941390 Long ABS-O CORP US N 2 2067-05-25 Floating 5.66700000 N N N N N N DENTSPLY SIRONA INC 9NHEHR1SOZCYXDO8HO28 24906PAA7 3015000.00000000 PA USD 2571016.92000000 0.071770523085 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSF3 3366376.24200000 PA USD 3231493.59000000 0.090207879807 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J86J7 795329.25000000 PA USD 740704.84000000 0.020676944365 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.50000000 N N N N N N FARMERS INS EXCH 549300UWG2TLX1GZVT44 309601AA0 600000.00000000 PA USD 610931.99000000 0.017054305691 Long DBT CORP US N 2 2024-05-01 Fixed 8.62500000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAP5 1000000.00000000 PA USD 822655.00000000 0.022964601753 Long DBT CORP N/A N 2 2027-08-15 Fixed 5.25000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 2000000.00000000 PA USD 1584185.88000000 0.044222909770 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N BX Trust N/A 05609KAQ2 4633575.30000000 PA USD 4329596.54000000 0.120861673840 Long ABS-MBS CORP US N 2 2038-10-15 Floating 8.47800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CUA0 198799.75000000 PA USD 183914.90000000 0.005134026335 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CC2 3330000.00000000 PA USD 2880938.88000000 0.080422065209 Long DBT NUSS BR N 2 2030-06-12 Fixed 3.87500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCQ3 5220000.00000000 PA USD 4494794.48000000 0.125473211973 Long DBT CORP US N 2 2046-05-15 Fixed 4.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 4790000.00000000 PA USD 3832663.13000000 0.106989664482 Long DBT CORP US N 2 2032-11-08 Fixed 2.54500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8FW6 57004.11000000 PA USD 52124.38000000 0.001455063943 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 3.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 126384AD8 8899518.76000000 PA USD 5334084.09000000 0.148902172654 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 5.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 6040000.00000000 PA USD 4957082.24000000 0.138378080118 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X87K7 7067611.89000000 PA USD 6314219.73000000 0.176262882353 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 3.00000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAJ9 140000.00000000 PA USD 127288.00000000 0.003553273520 Long DBT CORP US N 2 2028-06-15 Fixed 4.37500000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514RH9 413952.50000000 PA USD 400818.45000000 0.011188938351 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.05700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CNE0 182484.80700000 PA USD 174587.64000000 0.004873653747 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAR8 716000.00000000 PA USD 623492.80000000 0.017404943564 Long DBT CORP US N 2 2029-07-15 Fixed 4.95000000 N N N N N N Progress Residential Trust N/A 74333DAQ7 9120000.00000000 PA USD 7987575.98000000 0.222975003318 Long ABS-O CORP US N 2 2038-04-19 Fixed 4.25400000 N N N N N N GSR Mortgage Loan Trust N/A 362631AC7 21406942.36000000 PA USD 5948927.20000000 0.166065658152 Long ABS-MBS CORP US N 2 2046-08-25 Floating 4.87700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H022630 53275000.00000000 PA USD 46091198.69000000 1.286646312546 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 2.50000000 N N N N N N CIM Trust N/A 12556FAA7 3207662.60000000 PA USD 2927653.54000000 0.081726115586 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.00000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 939336X65 70147.88000000 PA USD 65169.08000000 0.001819209715 Long ABS-MBS CORP US N 2 2045-01-25 Floating 5.29700000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BC7 1750000.00000000 PA USD 1565436.25000000 0.043699509577 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.87500000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAH7 6975000.00000000 PA USD 5331404.03000000 0.148827358169 Long DBT CORP US N 2 2031-03-15 Fixed 2.00000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAB9 1520000.00000000 PA USD 1320452.85000000 0.036860742151 Long DBT CORP US N 2 2029-10-01 Fixed 3.34700000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 9800000.00000000 PA USD 9625042.66000000 0.268685258760 Long DBT CORP GB N 2 2025-03-22 Fixed 4.26900000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAT5 1665000.00000000 PA USD 1312932.29000000 0.036650804005 Long DBT CORP US N 2 2050-05-15 Fixed 3.75000000 N N N N N N Hostess Brands LLC 549300SW7FLS4O41LD19 44108HAJ0 65620.02000000 PA USD 65613.46000000 0.001831614684 Long LON CORP US N 2 2025-08-03 Floating 6.91940000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 210809000.00000000 PA USD 152461845.73000000 4.256007159454 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKZP3 73648.93000000 PA USD 70545.46000000 0.001969292588 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N MASSACHUSETTS ST SCH BLDG AUTH N/A 576000XM0 1845000.00000000 PA USD 1578782.55000000 0.044072074582 Long DBT MUN US N 2 2032-10-15 Fixed 2.96600000 N N N N N N SLC Student Loan Trust N/A 784428AF1 94688.14000000 PA USD 89431.05000000 0.002496488136 Long ABS-O CORP US N 2 2039-09-15 Floating 4.92900000 N N N N N N American Home Mortgage Assets N/A 02660BAA0 12041287.36000000 PA USD 4971593.48000000 0.138783164689 Long ABS-MBS CORP US N 2 2047-02-25 Floating 3.12833000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AT5 12020000.00000000 PA USD 9716235.98000000 0.271230941064 Long DBT CORP CH N 2 2027-02-02 Fixed 1.30500000 N N N N N N JP Morgan Mortgage Trust N/A 46628LAA6 1470312.27000000 PA USD 1078994.98000000 0.030120390697 Long ABS-MBS CORP US N 2 2036-06-25 Variable 3.68210000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 167227.73000000 0.004668200183 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -8083000.00000000 EUR 8739613.61000000 USD 2023-04-13 167227.73000000 N N N HarborView Mortgage Loan Trust N/A 411640AA3 1112263.87090000 PA USD 925955.33000000 0.025848254000 Long ABS-MBS CORP US N 2 2037-10-25 Floating 5.61700000 N N N N N N Countrywide Alternative Loan T N/A 12668AGN9 5691920.81000000 PA USD 5109233.75000000 0.142625424185 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.32029400 N N N N N N WRKCO INC 549300JEB576INN13W07 92940PAG9 3670000.00000000 PA USD 2964722.37000000 0.082760900421 Long DBT CORP US N 2 2033-06-15 Fixed 3.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F042632 133450000.00000000 PA USD 128612437.50000000 3.590245495022 Long ABS-MBS USGSE US N 2 2053-03-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CV27 575687.60000000 PA USD 531460.27000000 0.014835834521 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 000000000 4335000.00000000 PA 3440333.40000000 0.096037690683 Long DBT CORP JE N 2 2034-03-14 Fixed 1.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TQP3 292624.55000000 PA USD 273729.05000000 0.007641208795 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.50000000 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAA0 475000.00000000 PA USD 452092.37000000 0.012620261510 Long DBT CORP US N 2 2027-03-15 Fixed 4.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ2W9 292922.48500000 PA USD 271431.27000000 0.007577065743 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N AIR CANADA 2017-1AA PTT N/A 00908PAA5 577200.00000000 PA USD 496168.80000000 0.013850665095 Long DBT CORP CA N 2 2030-01-15 Fixed 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FE2P8 77048.36000000 PA USD 73126.55000000 0.002041344303 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BF3 3910000.00000000 PA USD 3354128.63000000 0.093631264889 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BA3 4250000.00000000 PA USD 3870220.60000000 0.108038089814 Long DBT CORP US N 2 2035-08-15 Fixed 5.70000000 N N N N N N CIM Trust N/A 12563GAC2 21112000.00000000 PA USD 14982487.59000000 0.418239554586 Long ABS-MBS CORP US N 2 2061-12-27 Variable 2.25000000 N N N N N N OCP CLO Ltd 2549000M7NBNQ7XU2038 671000AE7 8530000.00000000 PA USD 8282231.62000000 0.231200382641 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 6.50771000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 3415000.00000000 PA USD 3211911.45000000 0.089661239907 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 5790000.00000000 PA USD 4936263.40000000 0.137796917456 Long DBT CORP US N 2 2030-10-30 Fixed 2.87900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFPH5 884186.69000000 PA USD 851254.52000000 0.023762963870 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 3145000.00000000 PA USD 2550080.73000000 0.071186084571 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDR0 3500000.00000000 PA USD 3371423.37000000 0.094114051496 Long DBT CORP US N 2 2037-03-01 Fixed 5.25000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F020638 35450000.00000000 PA USD 28885518.60000000 0.806345832805 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 2.00000000 N N N N N N SLM Student Loan Trust N/A 78446YAA1 576482.22000000 PA USD 555773.02000000 0.015514530476 Long ABS-O CORP US N 2 2029-01-25 Floating 5.31700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1Q80 225265.56000000 PA USD 214036.91000000 0.005974889107 Long ABS-MBS USGSE US N 2 2047-06-25 Fixed 3.50000000 N N N N N N Morgan Stanley Capital Inc N/A 61748BAC8 10098456.20000000 PA USD 5305183.57000000 0.148095408054 Long ABS-MBS CORP US N 2 2036-06-25 Floating 4.91700000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JW71 1000000.00000000 PA USD 787641.00000000 0.021987177965 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.60030000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DZ62 13676059.31000000 PA USD 11672243.10000000 0.325833325463 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMW82 98826.05000000 PA USD 93353.81000000 0.002605992875 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.00000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAH9 3500000.00000000 PA USD 3273270.00000000 0.091374077810 Long DBT CORP N/A N 2 2033-04-01 Fixed 5.75000000 N N N N N N EMPRESA DE TRANSPORTE ME 959800T4M5QUPYMSCH69 29246QAD7 326000.00000000 PA USD 291444.00000000 0.008135725660 Long DBT CORP CL N 2 2030-05-07 Fixed 3.65000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TEZ4 983075.71000000 PA USD 917280.76000000 0.025606101402 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.50000000 N N N N N N Residential Accredit Loans, In N/A 74923WAA6 6372258.78000000 PA USD 5134624.66000000 0.143334217222 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 6.00000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAF4 615000.00000000 PA USD 489786.31000000 0.013672496433 Long DBT CORP US N 2 2031-06-01 Fixed 2.55000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TQQ1 425530.51000000 PA USD 408306.33000000 0.011397964227 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A7N65 1902146.50000000 PA USD 1746626.05000000 0.048757464125 Long ABS-MBS USGSE US N 2 2042-08-25 Fixed 3.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BL7 6920000.00000000 PA USD 5520459.83000000 0.154104893899 Long DBT CORP US N 2 2047-05-01 Fixed 5.37500000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAQ8 5250000.00000000 PA USD 4586311.59000000 0.128027932949 Long DBT CORP GB N 2 2027-06-14 Fixed 1.67300000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 01882YAA4 4128000.00000000 PA USD 4105732.91000000 0.114612469605 Long DBT CORP US N 2 2023-06-15 Fixed 3.75000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 8228000.00000000 PA USD 6763745.12000000 0.188811486031 Long DBT CORP US N 2 2032-05-15 Fixed 3.87500000 N N N N N N Navient Student Loan Trust 549300761SV59SBM0Z40 63939QAA4 3387676.46000000 PA USD 3381846.95000000 0.094405028106 Long ABS-O CORP US N 2 2065-06-25 Floating 5.75586000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYY0 327936.72000000 PA USD 296052.80000000 0.008264381362 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Central Parent Inc N/A 15477BAB3 337067.64600000 PA USD 336489.57000000 0.009393183010 Long LON CORP US N 2 2029-07-06 Floating 9.15550000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAM8 2885000.00000000 PA USD 2663739.60000000 0.074358897822 Long DBT CORP US N 2 2045-07-15 Fixed 5.20000000 N N N N N N GSAMP Trust N/A 3622MHAA4 9318878.44000000 PA USD 5566454.05000000 0.155388833029 Long ABS-O CORP US N 2 2037-01-25 Floating 4.75700000 N N N N N N VONOVIA SE 5299005A2ZEP6AP7KM81 000000000 500000.00000000 PA 309434.66000000 0.008637939033 Long DBT CORP DE N 2 2041-06-14 Fixed 1.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 60493000.00000000 PA USD 58659305.94000000 1.637487889864 Long DBT UST US N 2 2028-01-31 Fixed 3.50000000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WBC9 2380000.00000000 PA USD 1716485.01000000 0.047916070126 Long DBT CORP KY N 2 2051-04-22 Fixed 3.84000000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AJ6 1525000.00000000 PA USD 1525077.52000000 0.042572886434 Long DBT CORP US N 2 2024-12-15 Floating 7.05900000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAD9 4665000.00000000 PA USD 3039346.49000000 0.084844049733 Long DBT CORP US N 2 2051-07-15 Fixed 3.37500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 9845000.00000000 PA USD 7865491.25000000 0.219566980265 Long DBT CORP GB N 2 2032-05-24 Fixed 2.80400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAFA2 51871.90000000 PA USD 48557.46000000 0.001355492558 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCC4 3660000.00000000 PA USD 2383441.92000000 0.066534324224 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F040636 46525000.00000000 PA USD 43682613.28000000 1.219410102069 Long ABS-MBS USGSE US N 2 2053-03-15 Fixed 4.00000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 000000000 1945000.00000000 PA 2048202.57000000 0.057176041390 Long DBT CORP US N 2 2029-05-15 Fixed 4.62500000 N N N N N N MASTR Asset Backed Securities N/A 55291KAB3 7062852.34000000 PA USD 2503873.68000000 0.069896204243 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.71700000 N N N N N N SES GLOBAL AMERICAS HLDG 5299000YGN3VJ3R60481 78413KAB8 4500000.00000000 PA USD 3395548.58000000 0.094787512230 Long DBT CORP US N 2 2044-03-25 Fixed 5.30000000 N N N N N N Opteum Mortgage Acceptance Cor N/A 68383NCY7 874322.02000000 PA USD 801133.22000000 0.022363816361 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.37700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TUB9 215348.47000000 PA USD 206619.18000000 0.005767821484 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N SLM Student Loan Trust SCSW2GRYW6ZPGKE5DL61 78442GRA6 396831.21000000 PA USD 384331.78000000 0.010728709202 Long ABS-O CORP US N 2 2041-01-25 Floating 5.41771000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CA6 1200000.00000000 PA USD 1201041.60000000 0.033527349901 Long DBT NUSS TR N 2 2023-03-23 Fixed 3.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179T7L3 448850.08800000 PA USD 441175.05000000 0.012315502035 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N Rockford Tower CLO Ltd 549300V5ZF7112UGSH89 77341DAA5 10000000.00000000 PA USD 9946436.52000000 0.277657041586 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 5.99771000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 3084790.51000000 0.086112629904 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 3084790.51000000 N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAM9 1360000.00000000 PA USD 1115317.95000000 0.031134354680 Long DBT CORP US N 2 2040-04-15 Fixed 6.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381YZE7 368421.90000000 PA USD 329722.90000000 0.009204289875 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.00000000 N N N N N N Asset Backed Funding Certifica N/A 00075WAP4 8375410.11000000 PA USD 4866706.25000000 0.135855213767 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.61586000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZF0 207431.77600000 PA USD 186600.46000000 0.005208994354 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LFCY2 113048.81000000 PA USD 95310.07000000 0.002660602318 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.76000000 N N N N N N Structured Adjustable Rate Mor N/A 863579U97 23516822.00000000 PA USD 14879154.42000000 0.415354985602 Long ABS-MBS CORP US N 2 2036-03-25 Variable 4.06930700 N N N N N N WAMU Mortgage Pass-Through Cer N/A 93934FPN6 287213.75000000 PA USD 250492.61000000 0.006992558278 Long ABS-MBS CORP US N 2 2046-05-25 Floating 3.36833000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B6E89 21618465.02000000 PA USD 19033279.47000000 0.531318332821 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N TRANS-ALLEGHENY INTERSTA N/A 893045AE4 700000.00000000 PA USD 672007.41000000 0.018759239955 Long DBT CORP US N 2 2025-06-01 Fixed 3.85000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYN8 6060000.00000000 PA USD 4835317.21000000 0.134978981563 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAJ5 2015000.00000000 PA USD 1917232.20000000 0.053519973672 Long DBT CORP N/A N 2 2052-12-01 Fixed 6.50000000 N N N N N N United Airlines Inc K1OQBWM7XEOO08LDNP29 90932RAJ3 383132.99200000 PA USD 383470.15000000 0.010704656604 Long LON CORP US N 2 2028-04-21 Floating 8.56560000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAH1 3570000.00000000 PA USD 2762336.52000000 0.077111253308 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N New Residential Mortgage Loan N/A 64830RAC6 16615000.00000000 PA USD 14987505.92000000 0.418379642411 Long ABS-O CORP US N 2 2039-09-04 Fixed 3.75000000 N N N N N N JP Morgan Mortgage Acquisition N/A 46630MAX0 164095.35000000 PA USD 163313.70000000 0.004558939143 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.89700000 N N N N N N Rad CLO Ltd N/A 75009RAC7 10000000.00000000 PA USD 9832064.62000000 0.274464323940 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 6.44243000 N N N N N N Progress Residential Trust N/A 74333VAQ7 4130000.00000000 PA USD 3612017.47000000 0.100830290613 Long ABS-O CORP US N 2 2026-05-17 Fixed 4.25400000 N N N N N N Pathway Vet Alliance LLC 2549001HRKTHAW7MOH74 70323KAE8 1443469.36000000 PA USD 1269350.87000000 0.035434218736 Long LON CORP US N 2 2027-03-31 Floating 8.54630000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAH4 1755000.00000000 PA USD 1633295.31000000 0.045593810697 Long DBT CORP KY N 2 2025-02-15 Fixed 2.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TLS2 842983.27300000 PA USD 785642.62000000 0.021931392732 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TQN8 217411.79000000 PA USD 197328.71000000 0.005508475897 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8J48 2811145.35000000 PA USD 2611108.66000000 0.072889693141 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 450000.00000000 PA USD 441454.77000000 0.012323310482 Long DBT CORP CO N 2 2033-01-13 Fixed 8.87500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZE7 10000000.00000000 PA USD 9697929.70000000 0.270719917087 Long DBT CORP US N 2 2023-12-06 Fixed 1.21700000 N N N N N N Carrington Mortgage Loan Trust N/A 144531FN5 540082.18000000 PA USD 526044.26000000 0.014684645368 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.14200000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 17148PAD3 1251044.62000000 PA USD 1251632.61000000 0.034939609471 Long LON CORP US N 2 2024-12-27 Floating 6.72640000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 1722000.00000000 PA USD 1369399.15000000 0.038227089267 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5FG5 3094168.06000000 PA USD 2789466.61000000 0.077868595951 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAH8 1275000.00000000 PA USD 1190755.59000000 0.033240213588 Long DBT CORP US N 2 2026-09-01 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCK0 13465000.00000000 PA USD 12640812.60000000 0.352871163728 Long DBT CORP US N 2 2025-06-23 Fixed 0.96900000 N N N N N N QATAR ENERGY N/A 000000000 1400000.00000000 PA USD 1153026.00000000 0.032186983487 Long DBT CORP QA N 2 2031-07-12 Fixed 2.25000000 N N N N N N Brazos Higher Education Author N/A 10620NCL0 245233.49000000 PA USD 242697.85000000 0.006774965777 Long ABS-MBS CORP US N 2 2036-10-27 Floating 5.81771000 N N N N N N NCMF Trust N/A 628870AE7 10000000.00000000 PA USD 9830637.00000000 0.274424471602 Long ABS-MBS CORP US N 2 2039-03-15 Floating 7.39947000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDR1 19268805.31000000 PA USD 16355766.01000000 0.456574934559 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N GMAC Mortgage Corporation Loan N/A 36185MEE8 1228984.05000000 PA USD 1049625.63000000 0.029300538601 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 5.75000000 N N N N N N SOUTHERN GAS CORRIDOR 213800DG58KG59XY6318 000000000 800000.00000000 PA USD 818664.00000000 0.022853192079 Long DBT CORP AZ N 2 2026-03-24 Fixed 6.87500000 N N N N N N FREDDIE MAC 2549001DPIFGXC1TOL40 313384KW8 25000000.00000000 PA USD 24399884.00000000 0.681128320968 Long DBT USGSE US N 2 2023-08-25 None 0.00000000 N N N N N N AI Aqua Merger Sub Inc 5493005QMH1D47U26R45 00132UAM6 92010.55000000 PA USD 88733.13000000 0.002477005540 Long LON CORP US N 2 2028-07-30 Floating 8.61760000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGC9 16806000.00000000 PA USD 16561787.81000000 0.462326080044 Long DBT UST US N 2 2027-12-31 Fixed 3.87500000 N N N N N N Structured Asset Mortgage Inve N/A 86361HAA2 4465448.50000000 PA USD 3605468.76000000 0.100647481881 Long ABS-MBS CORP US N 2 2036-08-25 Floating 5.03700000 N N N N N N Citimortgage Alternative Loan N/A 17309VAH6 2740.60900000 PA USD 2440.46000000 0.000068125996 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B9SJ4 22139590.92000000 PA USD 18794901.37000000 0.524663953849 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N NEW YORK ST DORM AUTH ST PERSO 549300C8XO7EXTX2XU71 649902S95 2690000.00000000 PA USD 2684158.13000000 0.074928885739 Long DBT MUN US N 2 2024-03-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC27 14793484.39000000 PA USD 12558263.75000000 0.350566793773 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9HB9 1031451.62000000 PA USD 992827.66000000 0.027715010328 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVK79 6636782.73000000 PA USD 5929658.55000000 0.165527769397 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N AMSR Trust N/A 00180UAH8 5000000.00000000 PA USD 4306087.50000000 0.120205413633 Long ABS-O CORP US N 2 2038-10-17 Fixed 3.80400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BWR3 293436.41000000 PA USD 272866.80000000 0.007617138890 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 3.50000000 N N N N N N BX Trust N/A 05608RAN5 4000000.00000000 PA USD 3747806.80000000 0.104620880697 Long ABS-MBS CORP US N 2 2036-10-15 Floating 7.18150000 N N N N N N Dryden Senior Loan Fund 549300ENU7ZZLTPT3E22 26250UAQ8 787994.65000000 PA USD 782706.42000000 0.021849428040 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 5.69243000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 2050000.00000000 PA USD 1501282.24000000 0.041908635771 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AX9 6605000.00000000 PA USD 6608856.33000000 0.184487730170 Long DBT CORP US N 2 2033-03-01 Fixed 5.62500000 N N N N N N MED Trust N/A 58403YAR7 6979265.62000000 PA USD 6763562.34000000 0.188806383686 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.58800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ALZ9 695487.01000000 PA USD 674220.34000000 0.018821014401 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TJX4 848636.62000000 PA USD 791677.38000000 0.022099854433 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N Countrywide Alternative Loan T N/A 02150MAA3 2565765.23530000 PA USD 1398697.41000000 0.039044956870 Long ABS-MBS CORP US N 2 2047-06-25 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYT1 28558.01100000 PA USD 25731.35000000 0.000718296497 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Argent Securities Inc. N/A 040104ND9 105229.44000000 PA USD 102473.92000000 0.002860582823 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.35200000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAN0 1505000.00000000 PA USD 1351464.40000000 0.037726436634 Long DBT CORP US N 2 2041-09-15 Fixed 4.80000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAE6 3000000.00000000 PA USD 2133377.85000000 0.059553728737 Long DBT CORP N/A N 2 2052-02-02 Fixed 4.37500000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 7880000.00000000 PA USD 7624858.68000000 0.212849667249 Long DBT CORP US N 2 2025-12-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPFQ7 5895584.85000000 PA USD 5655332.87000000 0.157869905539 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TBC8 2113000.00000000 PA USD 1843577.98000000 0.051463899340 Long DBT CORP LU N 2 2030-03-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RD63 531875.95000000 PA USD 487240.87000000 0.013601439895 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CR89 424004.26100000 PA USD 393043.33000000 0.010971894105 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Preston Ridge Partners Mortgag N/A 69360LAA0 10020452.57000000 PA USD 9286093.68000000 0.259223420759 Long ABS-MBS CORP US N 2 2026-08-25 Variable 1.86700000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 3580000.00000000 PA USD 2904928.28000000 0.081091734775 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CDL5 446655.99000000 PA USD 403073.73000000 0.011251895006 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N AMER AIRLN 15-2 AA PTT N/A 02377BAB2 103814.17000000 PA USD 94691.77000000 0.002643342333 Long DBT CORP US N 2 2027-09-22 Fixed 3.60000000 N N N N N N SLG Office Trust N/A 78449RAN5 5000000.00000000 PA USD 3415469.50000000 0.095343609250 Long ABS-MBS CORP US N 2 2041-07-15 Fixed 2.85061000 N N N N N N Barings CLO Ltd 54930079SUKCXYW8DR07 06760EAA4 144779.67000000 PA USD 144779.67000000 0.004041557473 Long ABS-CBDO CORP KY N 2 2028-01-20 Floating 5.60771000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACSZ4 717433.60000000 PA USD 666355.62000000 0.018601468950 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCT1 8015000.00000000 PA USD 7453875.94000000 0.208076645107 Long DBT CORP US N 2 2025-12-10 Fixed 1.56100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAF37 1698875.21000000 PA USD 1519615.11000000 0.042420402014 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N NEW JERSEY ST TURNPIKE AUTH TU 5493005YN67D71KSMI84 646140DU4 2000000.00000000 PA USD 1610290.00000000 0.044951612227 Long DBT MUN US N 2 2031-01-01 Fixed 1.86300000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAE8 1000000.00000000 PA USD 981175.00000000 0.027389723669 Long DBT CORP US N 2 2027-09-30 Fixed 5.87500000 N N N N N N EFS Volunteer No 3 LLC N/A 26845CAC1 68647.36000000 PA USD 68028.07000000 0.001899019073 Long ABS-MBS CORP US N 2 2033-04-25 Floating 5.61700000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAB8 740000.00000000 PA USD 612582.60000000 0.017100382845 Long DBT CORP US N 2 2028-11-15 Fixed 2.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCBC9 12335516.95000000 PA USD 11027632.54000000 0.307838874817 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 9444000.00000000 PA USD 8355578.06000000 0.233247865224 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAH9 184000.00000000 PA USD 153884.92000000 0.004295732601 Long DBT CORP US N 2 2028-12-15 Fixed 2.25000000 N N N N N N Intelsat Jackson Holdings SA N/A 000000000 6251.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR49 1373108.98000000 PA USD 1284488.42000000 0.035856786893 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5D8 184146.79000000 PA USD 180871.06000000 0.005049056848 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 4615000.00000000 PA USD 3445582.35000000 0.096184216319 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8AH8 459301.74000000 PA USD 426619.58000000 0.011909182773 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TCZ6 248817.42000000 PA USD 245356.39000000 0.006849179527 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.50000000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAA0 2825000.00000000 PA USD 2121871.91000000 0.059232537800 Long DBT CORP US N 2 2031-08-15 Fixed 2.00000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABF4 2000000.00000000 PA USD 1757020.00000000 0.049047613607 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N TAL Advantage VII LLC N/A 87407RAA4 8955000.00000000 PA USD 7861420.77000000 0.219453351888 Long ABS-O CORP US N 2 2045-09-20 Fixed 2.05000000 N N N N N N Banc of America Funding Corpor 549300R28UJ0IF8WGK39 05969KBB8 421951.96000000 PA USD 409499.02000000 0.011431258440 Long ABS-MBS CORP US N 2 2036-07-26 Variable 4.64871000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CGE8 12492.69000000 PA USD 11582.56000000 0.000323329801 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DC6 1750000.00000000 PA USD 1679759.94000000 0.046890881430 Long DBT CORP US N 2 2026-01-15 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6DH7 948162.04000000 PA USD 883048.29000000 0.024650494203 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JAR9 7600000.00000000 PA USD 6683228.95000000 0.186563858802 Long DBT CORP AU N 2 2027-01-12 Fixed 1.34000000 N N N N N N Structured Asset Mortgage Inve N/A 86364RAA7 3259462.13000000 PA USD 2883970.14000000 0.080506683522 Long ABS-MBS CORP US N 2 2047-08-25 Floating 4.29257500 N N N N N N MET TRANSPRTN AUTH NY REVENUE 5493000TKYODLXADQD60 59261AG76 1225000.00000000 PA USD 1109636.97000000 0.030975768829 Long DBT MUN US N 2 2049-11-15 Fixed 5.17500000 N N N N N N ASCENDAS REIT 549300ILIBAEMQZK3L20 000000000 1000000.00000000 PA 851404.09000000 0.023767139150 Long DBT CORP SG N 2 2028-06-23 Fixed 0.75000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 6100000.00000000 PA USD 5168664.38000000 0.144284443762 Long DBT CORP GB N 2 2028-09-22 Fixed 2.01300000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 3000000.00000000 PA USD 2443491.00000000 0.068210607973 Long DBT NUSS RO N 2 2031-02-14 Fixed 3.00000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8J4 1905000.00000000 PA USD 1581006.97000000 0.044134169773 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8DA0 383708.20900000 PA USD 356404.47000000 0.009949111980 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 898813AV2 2310000.00000000 PA USD 2281210.42000000 0.063680508610 Long DBT CORP US N 2 2053-04-15 Fixed 5.50000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DT2 700000.00000000 PA USD 550622.58000000 0.015370754770 Long DBT NUSS CL N 2 2033-07-27 Fixed 2.55000000 N N N N N N Credit Suisse Mortgage Trust N/A 12638PAB5 26675336.65000000 PA USD 6754325.95000000 0.188548547755 Long ABS-MBS CORP US N 2 2037-04-25 Variable 5.83680000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAZ1 370000.00000000 PA USD 306325.70000000 0.008551151706 Long DBT CORP US N 2 2030-10-01 Fixed 5.25000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -8902273.19000000 -0.24850898433 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 -8902273.19000000 N N N DP WORLD CRESCENT LTD 21380096JRTWB8TL9236 26139PAB9 1300000.00000000 PA USD 1282944.00000000 0.035813674057 Long DBT CORP KY N 2 2028-09-26 Fixed 4.84800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B9KZ6 15078380.37000000 PA USD 12313633.12000000 0.343737874001 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N Lehman XS Trust N/A 52523DAC4 2847740.69000000 PA USD 2495482.57000000 0.069661964495 Long ABS-O CORP US N 2 2046-05-25 Floating 5.13700000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DR3 2835000.00000000 PA USD 2141680.42000000 0.059785496870 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AH6 3856000.00000000 PA USD 3894831.35000000 0.108725104507 Long DBT CORP US N 2 2041-03-15 Fixed 5.87500000 N N N N N N SES SA 5493008JPA4HYMH1HX51 78413HAA7 500000.00000000 PA USD 499597.40000000 0.013946375245 Long DBT CORP LU N 2 2023-04-04 Fixed 3.60000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JBE7 1710000.00000000 PA USD 1554402.94000000 0.043391512215 Long DBT CORP AU N 2 2033-06-21 Fixed 4.44200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BL38 111718.24000000 PA USD 107207.64000000 0.002992725696 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DF6 560000.00000000 PA USD 462229.68000000 0.012903246828 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N Proampac PG Borrower LLC 549300ZI6LTXYFEY1578 74274NAG8 2190879.54000000 PA USD 2161675.12000000 0.060343653476 Long LON CORP US N 2 2025-11-03 Floating 8.38490000 N N N N N N Carvana Auto Receivables Trust N/A 14686MAK9 70350.00000000 PA USD 14026242.30000000 0.391545749451 Long ABS-O CORP US N 2 2029-09-10 None 0.00000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 2266365.78000000 0.063266117102 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 2266365.78000000 N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAF4 4055000.00000000 PA USD 3641204.28000000 0.101645047064 Long DBT CORP GB N 2 2028-02-16 Fixed 2.97200000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAA1 525000.00000000 PA USD 481661.37000000 0.013445686882 Long DBT CORP US N 2 2026-09-23 Fixed 2.75000000 N N N N N N Lehman XS Trust N/A 52522DAM3 238530.69000000 PA USD 203450.98000000 0.005679380459 Long ABS-MBS CORP US N 2 2046-11-25 Floating 4.99700000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAB9 3295000.00000000 PA USD 3036705.61000000 0.084770328966 Long DBT CORP GB N 2 2026-07-26 Fixed 3.50000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBS3 1400000.00000000 PA USD 1093851.36000000 0.030535109930 Long DBT CORP US N 2 2031-03-25 Fixed 2.72600000 N N N N N N SLM Student Loan Trust N/A 78446CAA9 107421.91000000 PA USD 105625.07000000 0.002948547893 Long ABS-O CORP US N 2 2043-06-25 Floating 5.06700000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660LRX9 1287461.39000000 PA USD 1054116.74000000 0.029425908960 Long ABS-MBS CORP US N 2 2035-07-25 Floating 5.21700000 N N N N N N Opteum Mortgage Acceptance Cor N/A 68383NDT7 272611.13000000 PA USD 235472.20000000 0.006573260111 Long ABS-MBS CORP US N 2 2036-04-25 Floating 5.03700000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJJ0 1525000.00000000 PA USD 1573290.25000000 0.043918755776 Long DBT CORP US N 2 2033-10-21 Fixed 5.85000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CK3 1755000.00000000 PA USD 1387262.35000000 0.038725744564 Long DBT CORP GB N 2 2031-08-18 Fixed 2.35700000 N N N N N N CSMCM Trust Certificates N/A 12658QAA0 622212.98640000 PA USD 469928.97000000 0.013118174263 Long ABS-MBS CORP US N 2 2061-10-27 Fixed 3.77782000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAX8 350612.84000000 PA USD 334397.00000000 0.009334768441 Long LON CORP US N 2 2026-12-23 Floating 7.86700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AWT1 652700.75000000 PA USD 616241.95000000 0.017202534434 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 000000000 3987099.00000000 PA USD 3967163.51000000 0.110744273234 Long LON CORP US N 2 2027-08-16 Floating 6.16330000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 2540000.00000000 PA USD 2046370.53000000 0.057124899576 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 5256000.00000000 PA USD 4382660.25000000 0.122342959395 Long DBT CORP KY N 2 2027-11-18 Fixed 2.52800000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAA3 9286792.24000000 PA USD 8323966.41000000 0.232365418812 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.69000000 N N N N N N Waystar Technologies Inc 549300BIRBTAWWHCSZ09 63939WAG8 3940691.19000000 PA USD 3938228.26000000 0.109936539137 Long LON CORP US N 2 2026-10-23 Floating 8.60430000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 7710000.00000000 PA USD 6060337.64000000 0.169175705967 Long DBT CORP US N 2 2032-07-21 Fixed 2.38300000 N N N N N N Octagon Credit Partners 46, LT N/A 67577VAL7 14000000.00000000 PA USD 13790000.00000000 0.384950991822 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 5.95243000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MX6 2180000.00000000 PA USD 2059488.88000000 0.057491101305 Long DBT CORP US N 2 2025-05-01 Fixed 0.98100000 N N N N N N Lehman XS Trust N/A 52525BAC6 2313088.20000000 PA USD 1918730.26000000 0.053561792358 Long ABS-MBS CORP US N 2 2047-09-25 Floating 5.41700000 N N N N N N CIM Trust N/A 12566DAA0 17563126.09000000 PA USD 16389215.52000000 0.457508685251 Long ABS-MBS CORP US N 2 2061-10-25 Variable 2.81600000 N N N N N N Deerfield Dakota Holding LLC 549300FDREJLOIGXY104 24440EAB3 169132.66000000 PA USD 162631.20000000 0.004539887000 Long LON CORP US N 2 2027-04-09 Floating 8.41080000 N N N N N N Ajax Mortgage Loan Trust N/A 00969PAA1 2497812.65000000 PA USD 2358669.75000000 0.065842803455 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.86000000 N N N N N N AMER AIRLINE 16-1 AA PTT N/A 02376UAA3 3453174.54000000 PA USD 3144514.26000000 0.087779831993 Long DBT CORP US N 2 2028-01-15 Fixed 3.57500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACJW1 1637194.95000000 PA USD 1522933.07000000 0.042513023624 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BX1 1410000.00000000 PA USD 1038390.58000000 0.028986909620 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 9105000.00000000 PA USD 7910304.72000000 0.220817958490 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N GMAC Mortgage Corporation Loan N/A 36185MDN9 1295423.50000000 PA USD 988535.47000000 0.027595192866 Long ABS-MBS CORP US N 2 2036-04-19 Variable 3.24037600 N N N N N N GreenPoint Mortgage Funding Tr N/A 39538WFH6 69665.07900000 PA USD 59522.23000000 0.001661576611 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.19700000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 085770AA3 2125000.00000000 PA USD 2036833.75000000 0.056858678190 Long DBT CORP US N 2 2026-07-15 Fixed 4.87500000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAN3 9840000.00000000 PA USD 7978782.99000000 0.222729544999 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AN2 4385000.00000000 PA USD 4138198.65000000 0.115518758134 Long DBT CORP US N 2 2024-10-01 Fixed 1.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACS76 395283.68000000 PA USD 381248.27000000 0.010642632318 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAC9 875000.00000000 PA USD 683051.25000000 0.019067531265 Long DBT CORP US N 2 2030-11-15 Fixed 4.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F050635 123700000.00000000 PA USD 121631890.63000000 3.395381938744 Long ABS-MBS USGSE US N 2 2053-03-15 Fixed 5.00000000 N N N N N N Manhattan West N/A 563136AA8 3855000.00000000 PA USD 3320385.52000000 0.092689318285 Long ABS-MBS CORP US N 2 2039-09-10 Fixed 2.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSE6 2183857.08300000 PA USD 2108726.33000000 0.058865575940 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 75886FAE7 1510000.00000000 PA USD 1176651.66000000 0.032846499169 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BE6 1980000.00000000 PA USD 1903533.53000000 0.053137572178 Long DBT CORP US N 2 2054-09-15 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4Y3 10605.81100000 PA USD 10617.32000000 0.000296384906 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 857524AE2 323000.00000000 PA USD 339239.15000000 0.009469938162 Long DBT NUSS PL N 2 2032-11-16 Fixed 5.75000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAN5 5545000.00000000 PA USD 5254455.47000000 0.146679321585 Long DBT CORP GB N 2 2025-03-15 Fixed 1.08900000 N N N N N N Soundview Home Equity Loan Tru N/A 83613AAA0 6124022.72000000 PA USD 4355607.05000000 0.121587763153 Long ABS-MBS CORP US N 2 2037-09-25 Floating 5.61700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TLR4 811326.42000000 PA USD 737269.87000000 0.020581056395 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TV51 588449.71000000 PA USD 548700.81000000 0.015317108123 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -57.00000000 NC USD 13937.25000000 0.000389061509 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 2023-06-21 -6693624.75000000 USD 13937.25000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179R4E6 179079.12000000 PA USD 167158.90000000 0.004666278777 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CN8 1850000.00000000 PA USD 1672952.23000000 0.046700842654 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJS9 325000.00000000 PA USD 286415.17000000 0.007995344725 Long DBT CORP US N 2 2027-07-22 Fixed 1.73400000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEZ0 8580000.00000000 PA USD 8108896.30000000 0.226361687691 Long DBT UST US N 2 2032-07-15 Fixed 0.62500000 N N N N N N TRANSOCEAN POSEIDON LTD N/A 89383JAA6 420062.50000000 PA USD 408386.86000000 0.011400212241 Long DBT CORP KY N 2 2027-02-01 Fixed 6.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TCX1 38742.30400000 PA USD 36175.26000000 0.001009840624 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.50000000 N N N N N N SLM Student Loan Trust 549300IZGFDRVV7YTH38 78444EAE9 80000.00000000 PA USD 69368.78000000 0.001936445298 Long ABS-O CORP US N 2 2070-10-27 Floating 5.56771000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3WS5 82842.36000000 PA USD 76934.52000000 0.002147644654 Long ABS-MBS USGSE US N 2 2048-12-25 Fixed 3.50000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922F5T1 143027.78000000 PA USD 130238.19000000 0.003635628746 Long ABS-MBS CORP US N 2 2045-11-25 Floating 5.13700000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AK4 3755000.00000000 PA USD 3656366.96000000 0.102068316730 Long DBT CORP US N 2 2024-11-06 Fixed 3.95000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DT4 3510000.00000000 PA USD 3483600.06000000 0.097245489355 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAD5 1500000.00000000 PA USD 1261853.85000000 0.035224937715 Long DBT CORP US N 2 2030-05-27 Fixed 2.60000000 N N N N N N Voya CLO Ltd N/A 92918EAL1 13000000.00000000 PA USD 12838321.94000000 0.358384681953 Long ABS-CBDO CORP KY N 2 2034-07-16 Floating 5.94243000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KSVF1 28606424.00000000 PA USD 23375477.05000000 0.652531767565 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAM6 283000.00000000 PA USD 210150.81000000 0.005866407740 Long DBT CORP US N 2 2031-03-15 Fixed 2.05000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 453140AF2 1790000.00000000 PA USD 1721884.90000000 0.048066809286 Long DBT CORP GB N 2 2025-07-21 Fixed 4.25000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAM7 930000.00000000 PA USD 831606.17000000 0.023214475703 Long DBT CORP GB N 2 2026-08-21 Fixed 1.53200000 N N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 65364UAP1 10000000.00000000 PA USD 6566872.30000000 0.183315736407 Long DBT CORP US N 2 2050-06-27 Fixed 3.02500000 N N N N N N Oak Hill Credit Partners N/A 67098DAU7 12685000.00000000 PA USD 12396638.32000000 0.346054983071 Long ABS-CBDO CORP KY N 2 2036-10-22 Floating 6.46529000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAA1 2325000.00000000 PA USD 2231781.96000000 0.062300701887 Long DBT CORP GB N 2 2024-07-26 Fixed 3.12500000 N N N N N N Bear Stearns Mortgage Funding N/A 07400HAA1 2285783.83000000 PA USD 1908023.77000000 0.053262918251 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.79700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NJA7 180334.56000000 PA USD 170088.89000000 0.004748070116 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 3.50000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAC4 850000.00000000 PA USD 849305.78000000 0.023708564348 Long DBT CORP KY N 2 2023-03-15 Fixed 4.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZK3 845000.00000000 PA USD 755556.89000000 0.021091542725 Long DBT CORP US N 2 2028-02-24 Fixed 2.64000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBS8 18798573.34000000 PA USD 15959693.44000000 0.445518478528 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Naked Juice LLC 549300Y5TU1XQ1KVLJ64 62984CAB9 41284.66000000 PA USD 32184.90000000 0.000898448816 Long LON CORP US N 2 2030-01-24 Floating 10.66590000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DA7 2275000.00000000 PA USD 1926565.66000000 0.053780519334 Long DBT NUSS PE N 2 2030-06-20 Fixed 2.84400000 N N N N N N Preston Ridge Partners Mortgag N/A 69360HAA9 18766594.27000000 PA USD 17648636.35000000 0.492665704659 Long ABS-MBS CORP US N 2 2026-10-25 Variable 2.48700000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AQ2 3000000.00000000 PA USD 2723772.30000000 0.076034724320 Long DBT CORP GB N 2 2028-11-07 Fixed 3.57400000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2N2 4320000.00000000 PA USD 4018623.80000000 0.112180798953 Long DBT CORP US N 2 2026-04-30 Fixed 2.18800000 N N N N N N Intelsat SA/Luxembourg N/A 000000000 59702.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFKH0 303947.18000000 PA USD 292639.86000000 0.008169108365 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.50000000 N N N N N N GRIFOLS WORLDWI 11/15/27 N/A 39843PAG8 2497046.40000000 PA USD 2435406.81000000 0.067984935968 Long LON CORP US N 2 2027-11-15 Floating 6.60140000 N N N N N N BXSC Commercial Mortgage Trust N/A 05610BAL0 8450000.00000000 PA USD 8410523.29000000 0.234781673838 Long ABS-MBS CORP US N 2 2035-03-15 Floating 7.75100000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAQ5 860000.00000000 PA USD 608943.16000000 0.016998787048 Long DBT CORP US N 2 2032-11-15 Fixed 2.50000000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 01882YAC0 2655000.00000000 PA USD 2305087.38000000 0.064347039388 Long DBT CORP US N 2 2026-03-15 Fixed 1.40000000 N N N N N N NATIONAL GENERAL HLDG CO 549300HUE7OCQI86BK16 636220AB1 7000000.00000000 PA USD 6977866.00000000 0.194788719180 Long DBT CORP US N 2 2024-05-15 Fixed 6.75000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796Y29 13495000.00000000 PA USD 13232249.38000000 0.369381256191 Long DBT UST US N 2 2023-07-27 None 0.00000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92925CDA7 182130.82000000 PA USD 161122.79000000 0.004497779392 Long ABS-MBS CORP US N 2 2046-02-25 Floating 3.79257500 N N N N N N IQVIA INC 549300PLWY28YB00C717 44969CBJ8 500000.00000000 PA USD 500225.00000000 0.013963894842 Long LON CORP US N 2 2025-06-11 Floating 6.32800000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBU3 1375000.00000000 PA USD 1080966.70000000 0.030175431710 Long DBT CORP GB N 2 2050-09-17 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9N25 126942.32800000 PA USD 124533.03000000 0.003476367905 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAF1 750000.00000000 PA USD 689470.48000000 0.019246725533 Long DBT CORP US N 2 2027-12-01 Fixed 3.45000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3C3 5585000.00000000 PA USD 4567633.05000000 0.127506517250 Long DBT CORP US N 2 2028-08-19 Fixed 1.98500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 3473.00000000 NC USD -1926628.46000000 -0.05378227241 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 2023-06-30 709468978.29000000 USD -1926628.46000000 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 2080000.00000000 PA USD 1469709.63000000 0.041027279170 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 3800000.00000000 PA USD 3270392.59000000 0.091293754254 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAD7 55000.00000000 PA USD 49854.86000000 0.001391709775 Long DBT CORP US N 2 2027-02-15 Fixed 3.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGP0 228800000.00000000 PA USD 227119750.00000000 6.340099566716 Long DBT UST US N 2 2028-02-29 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3A34 99344.67000000 PA USD 90698.21000000 0.002531861196 Long ABS-MBS USGSE US N 2 2049-02-25 Fixed 3.25000000 N N N N N N Avolon TLB Borrower 1 US LLC 635400O84AGITYFZQB55 05400KAH3 4924623.14000000 PA USD 4931148.27000000 0.137654127437 Long LON CORP US N 2 2027-12-01 Floating 6.91940000 N N N N N N CLECO POWER LLC TM1ZH54SJKLNHFCBFK92 185508AG3 750000.00000000 PA USD 741270.38000000 0.020692731543 Long DBT CORP US N 2 2040-12-01 Fixed 6.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 8430000.00000000 PA USD 7572461.62000000 0.211386991382 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N CROWN FINANCE US INC N/A 22834KAL5 117157.81000000 PA USD 119793.86000000 0.003344072894 Long LON CORP US N 2 2023-09-09 Floating 14.56350000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AZ1 9640000.00000000 PA USD 8663844.06000000 0.241853180848 Long DBT CORP CH N 2 2033-08-12 Fixed 6.53700000 N N N N N N AI AQUA MERGER SUB INC 5493005QMH1D47U26R45 00132UAL8 602997.71000000 PA USD 581518.93000000 0.016233233420 Long LON CORP US N 2 2028-07-30 Floating 8.41080000 N N N N N N BON SECOURS MERCY 5493006NA7JSVYYYF398 09778PAB1 2105000.00000000 PA USD 1664969.26000000 0.046477996228 Long DBT CORP US N 2 2031-06-01 Fixed 2.09500000 N N N N N N GSAMP Trust N/A 362463AD3 12896319.55000000 PA USD 6953926.35000000 0.194120438396 Long ABS-O CORP US N 2 2036-06-25 Floating 4.91700000 N N N N N N MSCG Trust N/A 55358PAQ9 12732059.44000000 PA USD 12431081.19000000 0.347016463634 Long ABS-MBS CORP US N 2 2037-10-15 Floating 7.63800000 N N N N N N AMCOR FINANCE USA INC 549300ZMT7FVT8R77U18 02343UAG0 3000000.00000000 PA USD 2833696.71000000 0.079103289270 Long DBT CORP US N 2 2026-04-28 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MNN93 9334011.92000000 PA USD 8223322.19000000 0.229555912481 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SUU9 75407.68000000 PA USD 68402.65000000 0.001909475559 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.00000000 N N N N N N DELTA AIR LINES 2020-AA N/A 247361ZV3 4103091.01000000 PA USD 3595294.52000000 0.100363465654 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WH5N1 118275.73000000 PA USD 106317.78000000 0.002967885051 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAB0 5035000.00000000 PA USD 3794854.33000000 0.105934223216 Long DBT CORP US N 2 2029-05-01 Fixed 7.87500000 N N N N N N CHOBANI LLC/FINANCE CORP N/A 17027NAB8 643000.00000000 PA USD 561075.37000000 0.015662546785 Long DBT CORP US N 2 2028-11-15 Fixed 4.62500000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AX4 1468000.00000000 PA USD 1375914.09000000 0.038408955301 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 2000000.00000000 PA USD 1632060.00000000 0.045559326737 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 1455000.00000000 PA USD 1159117.11000000 0.032357018211 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 1300000.00000000 PA USD 1127348.30000000 0.031470184642 Long DBT NUSS EG N 2 2025-10-06 Fixed 5.25000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAP8 5000000.00000000 PA USD 4369912.20000000 0.121987094674 Long DBT CORP GB N 2 2027-05-11 Fixed 1.62700000 N N N N N N Intelsat Jackson Holdings SA N/A 000000000 6251.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Magnetite CLO Ltd 549300B54XJTQC6DWJ15 55951PBA4 3506136.29000000 PA USD 3489122.74000000 0.097399656225 Long ABS-CBDO CORP KY N 2 2028-01-15 Floating 5.59243000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7DU5 308922.90000000 PA USD 288349.69000000 0.008049347292 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 3.50000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAB6 467000.00000000 PA USD 461600.34000000 0.012885678659 Long DBT CORP KY N 2 2024-02-15 Fixed 5.50000000 N N N N N N NEW YORK ST URBAN DEV CORP SAL 54930039Y2EMGXN6LM88 64985TBJ9 5140000.00000000 PA USD 4324468.58000000 0.120718525669 Long DBT MUN US N 2 2034-03-15 Fixed 2.97000000 N N N N N N SLM Student Loan Trust 549300OORAXMFXOHG132 78444GAD6 700000.00000000 PA USD 630234.01000000 0.017593125977 Long ABS-O CORP US N 2 2083-04-26 Floating 6.01771000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 90055000.00000000 PA USD 69347626.32000000 1.935854788428 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AQ4 5498000.00000000 PA USD 4248587.91000000 0.118600299477 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 940000.00000000 PA USD 888947.66000000 0.024815176460 Long DBT NUSS SA N 2 2028-03-04 Fixed 3.62500000 N N N N N N Structured Asset Investment Lo N/A 86358EJS6 603531.69560000 PA USD 584663.36000000 0.016321010900 Long ABS-MBS CORP US N 2 2034-07-25 Floating 5.41700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADRY6 81995.59000000 PA USD 78854.02000000 0.002201227933 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJQ3 20965000.00000000 PA USD 18679565.52000000 0.521444327319 Long DBT CORP US N 2 2027-03-11 Fixed 1.65800000 N N N N N N CIFC Funding Ltd 54930089HD7KU5NUS092 12567HAC6 5610000.00000000 PA USD 5520520.50000000 0.154106587516 Long ABS-CBDO CORP KY N 2 2035-01-23 Floating 5.94529000 N N N N N N SOUTHWESTERN PUBLIC SERV OL6FE7QD5EQ3DOYEO258 845743BW2 3480000.00000000 PA USD 3294903.46000000 0.091977980774 Long DBT CORP US N 2 2052-06-01 Fixed 5.15000000 N N N N N N DTI HOLDCO INC 04/26/29 549300QQVMUL3P8XVJ27 23358EAF6 145223.99000000 PA USD 136510.55000000 0.003810723104 Long LON CORP US N 2 2029-04-26 Floating 9.36760000 N N N N N N Navient Student Loan Trust N/A 63938EAC8 186807.45000000 PA USD 183017.54000000 0.005108976326 Long ABS-O CORP US N 2 2031-06-25 Floating 5.12700000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 000000000 2000000.00000000 PA 1917884.61000000 0.053538185846 Long DBT CORP US N 2 2034-06-15 Fixed 3.85000000 N N N N N N Perrigo Investments LLC 549300POZGC78VHAAJ73 000000000 272727.27000000 PA USD 273579.54000000 0.007637035189 Long LON CORP IE N 2 2029-04-20 Floating 7.06350000 N N N N N N TIF Funding II LLC N/A 872480AA6 7808500.10000000 PA USD 6801408.17000000 0.189862858653 Long ABS-O CORP US N 2 2045-08-20 Fixed 2.09000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHQ5 2839000.00000000 PA USD 2599212.92000000 0.072557620849 Long DBT CORP US N 2 2030-02-07 Fixed 3.97400000 N N N N N N AMEREN ILLINOIS CO RC71E2BZ6UOMFPDJSE79 02361DAR1 200000.00000000 PA USD 159389.20000000 0.004449385832 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DN7 1225000.00000000 PA USD 956859.55000000 0.026710952342 Long DBT CORP US N 2 2030-08-21 Fixed 1.75000000 N N N N N N Morgan Stanley Capital Inc N/A 61753EAD2 25964754.00000000 PA USD 12989644.53000000 0.362608886529 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.82700000 N N N N N N Bear Stearns Mortgage Funding N/A 07401LAA1 92118.02000000 PA USD 81209.63000000 0.002266985323 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.03700000 N N N N N N Homebanc Mortgage Trust N/A 43739EAJ6 581679.25000000 PA USD 536074.96000000 0.014964654644 Long ABS-MBS CORP US N 2 2034-12-25 Floating 5.35700000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJL5 5635000.00000000 PA USD 5397020.48000000 0.150659056320 Long DBT CORP US N 2 2034-02-01 Fixed 4.83900000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAJ4 10775000.00000000 PA USD 10669256.52000000 0.297834726568 Long DBT CORP GB N 2 2024-11-15 Fixed 4.79600000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 3606838.68000000 0.100685723510 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 3606838.68000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBW5 1895000.00000000 PA USD 1664750.49000000 0.046471889214 Long DBT CORP US N 2 2027-02-04 Fixed 1.04000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 720000.00000000 PA USD 578618.43000000 0.016152265302 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCRV9 674841.12300000 PA USD 629204.74000000 0.017564393670 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GW75 943000.00000000 PA USD 935112.17000000 0.026103869275 Long DBT CORP US N 2 2026-05-05 Floating 5.18614000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVK20 11313996.38000000 PA USD 10508282.91000000 0.293341111570 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.50000000 N N N N N N Bear Stearns Mortgage Funding N/A 07400NAB6 167706.61000000 PA USD 137823.37000000 0.003847370774 Long ABS-MBS CORP US N 2 2047-06-25 Floating 4.77700000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971XQW1 6940000.00000000 PA USD 5288470.16000000 0.147628849406 Long DBT MUN US N 2 2032-08-01 Fixed 1.85000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UXH0 205972.25000000 PA USD 181637.67000000 0.005070456941 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A4GN3 1750791.86000000 PA USD 1618601.65000000 0.045183633831 Long ABS-MBS USGSE US N 2 2042-03-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XU6Q5 14522706.23000000 PA USD 13119331.82000000 0.366229136777 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N New Century Home Equity Loan T N/A 64352VMW8 566482.44000000 PA USD 560942.36000000 0.015658833780 Long ABS-MBS CORP US N 2 2035-09-25 Floating 5.44200000 N N N N N N CIM Trust N/A 12569VAA7 18310881.12000000 PA USD 17492384.73000000 0.488303905087 Long ABS-MBS CORP US N 2 2062-06-25 Variable 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 6860000.00000000 PA USD 5243328.15000000 0.146368699912 Long DBT CORP US N 2 2032-04-28 Fixed 1.92800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DHY1 588234.54000000 PA USD 510658.87000000 0.014255158701 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Lehman XS Trust N/A 52525BAA0 4527886.62000000 PA USD 4045848.72000000 0.112940788798 Long ABS-MBS CORP US N 2 2047-09-25 Floating 5.55700000 N N N N N N BECLE SA DE CV 529900JY55CZKMJLCE09 07586PAA9 7000000.00000000 PA USD 5443980.64000000 0.151969959886 Long DBT CORP MX N 2 2031-10-14 Fixed 2.50000000 N N N N N N 2023-04-21 First Trust Exchange-Traded Fund VIII Donald P. Swade Donald P. Swade Treasurer, Chief Financial Officer and Chief Accounting Officer