NPORT-P false 0000002646 XXXXXXXX S000008760 C000028784 C000023849 C000028785 C000074893 Voya Intermediate Bond Portfolio 811-02361 0000002646 GP0L16R6Y5YV83C5QZ60 7337 East Doubletree Ranch Road Suite 100 Scottsdale 85258 1-800-992-0180 VOYA INTERMEDIATE BOND PORTFOLIO S000008760 GP0L16R6Y5YV83C5QZ60 2026-12-31 2026-03-31 N 982991459.41 72631221.93 910360237.48 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3300000.00000000 43427376.36000000 0.00000000 5206093.50000000 USD N BBG U.S. Aggregate Index LBUSTRUU Liberty Utilities Co. (Delaware) 549300UN1FEYPC5BKW09 531542AB4 275000.00000000 PA USD 285472.69000000 0.031358211644 Long DBT CORP US N 2 2034-01-31 Fixed 5.86900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31408B2M9 234.21000000 PA USD 239.53000000 0.000026311562 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303MAE2 330000.00000000 PA USD 309559.77000000 0.034004096099 Long DBT CORP US N 2 2055-11-15 Fixed 5.62500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 190.00000000 NC USD 41810.26000000 0.004592715968 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long United States Treasury Notes T 4 01/31/33 2026-06-18 21057095.99000000 USD 41810.26000000 N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAK6 393000.00000000 PA USD 371652.83000000 0.040824809201 Long DBT CORP US N 2 2030-09-01 Fixed 3.62500000 N N N N N N Sonoco Products Company GKOMIK4RDJGHEF0VNP11 835495AR3 216000.00000000 PA USD 215458.13000000 0.023667348498 Long DBT CORP US N 2 2029-09-01 Fixed 4.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412FM26 541.66000000 PA USD 560.87000000 0.000061609676 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31386TFM2 134.09000000 PA USD 136.76000000 0.000015022624 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A9LB8 28148.68000000 PA USD 27873.02000000 0.003061757187 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 28945.75000000 0.003179592957 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2057-03-02 0.00000000 USD 0.00000000 USD 1374000.00000000 USD 28945.75000000 N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ADT9 291000.00000000 PA USD 293531.12000000 0.032243402986 Long DBT CORP US N 2 2035-05-15 Fixed 5.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419KBW4 12371.14000000 PA USD 12250.10000000 0.001345632146 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N Entergy Mississippi LLC 54930043I78H35DVVW89 29366WAD8 160000.00000000 PA USD 160695.61000000 0.017651870477 Long DBT CORP US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FCG4 93000.00000000 PA USD 95232.95000000 0.010461018185 Long DBT CORP US N 2 2032-04-15 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413ETX3 7312.14000000 PA USD 7554.89000000 0.000829879171 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31395ADQ5 1482862.64000000 PA USD 87102.54000000 0.009567920084 Long ABS-O USGSE US N 2 2034-03-15 Floating 2.21329000 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 37045XDE3 298000.00000000 PA USD 265589.59000000 0.029174120207 Long DBT CORP US N 2 2031-01-08 Fixed 2.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297AKJ1 28086.79000000 PA USD 28688.24000000 0.003151306353 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31398JUG6 1695218.20000000 PA USD 169259.74000000 0.018592611257 Long ABS-O USGSE US N 2 2039-04-15 Floating 2.81329000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650EA4 22000.00000000 PA USD 20890.35000000 0.002294734451 Long DBT CORP US N 2 2063-06-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212URW3 10095.11000000 PA USD 10205.49000000 0.001121038637 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Jersey Central Power & Light Co. 549300W9UGH9ZPLNPF79 476556DD4 39000.00000000 PA USD 35051.66000000 0.003850306566 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N N Salesforce Inc. RCGZFPDMRW58VJ54VR07 79466LAS3 432000.00000000 PA USD 431490.34000000 0.047397757748 Long DBT CORP US N 2 2031-09-15 Fixed 4.90000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132GK2F2 411842.94000000 PA USD 397151.37000000 0.043625737773 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412YEC2 1076.65000000 PA USD 1101.60000000 0.000121007042 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N Sabine Pass Liquefaction, LLC 549300KJYBG7C6WJYZ11 785592AU0 268000.00000000 PA USD 266989.11000000 0.029327852756 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 -24944000.00000000 NC USD 24028.14000000 0.002639410094 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2028-09-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.16000000 USD 2027-09-23 XXXX 24028.14000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414R4E2 16425.00000000 PA USD 16928.11000000 0.001859495758 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QNKH1 1685143.45000000 PA USD 1585223.39000000 0.174131439921 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAS0 378000.00000000 PA USD 375395.61000000 0.041235940954 Long DBT CORP US N 2 2036-07-30 Fixed 5.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416WWF5 15243.25000000 PA USD 15093.98000000 0.001658022767 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N GSAT TRUST 2025-BMF N/A 36271XAC7 1000000.00000000 PA USD 999010.00000000 0.109737877256 Long ABS-O CORP US N 2 2040-07-16 Floating 5.62251000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31408FE47 1777.03000000 PA USD 1831.71000000 0.000201207162 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Wind River 2016-1K Clo Ltd. 5493007RTV1I163M1B07 97314DAS7 1240000.00000000 PA USD 1233847.12000000 0.135533942411 Long ABS-CBDO CORP KY N 2 2034-10-16 Variable 5.27219000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACB9 17000.00000000 PA USD 15452.63000000 0.001697419259 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 12572QAL9 440000.00000000 PA USD 441514.95000000 0.048498927328 Long DBT CORP US N 2 2030-03-15 Fixed 4.40000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M55E6 3125.06000000 PA USD 3230.62000000 0.000354872705 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3129324M5 9812.26000000 PA USD 10224.12000000 0.001123085079 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 6.00000000 N N N N N N ALTERNATIVE LOAN TRUST 2005-56 N/A 12668AKU8 541417.40000000 PA USD 266466.80000000 0.029270478765 Long ABS-O CORP US N 2 2035-11-25 Floating 4.29303000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -8110.78000000 -0.00089094181 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-03-25 0.00000000 ZAR -517.60000000 ZAR 42095000.00000000 ZAR -7593.18000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411FRE6 8709.61000000 PA USD 8977.46000000 0.000986143685 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QSYA0 578475.46000000 PA USD 557066.03000000 0.061191823529 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379BCY2 2546037.26000000 PA USD 162805.72000000 0.017883658940 Long ABS-O USGA US N 2 2039-12-16 Floating 2.41301000 N N N N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 63906YAJ7 558000.00000000 PA USD 572984.72000000 0.062940437906 Long DBT CORP GB N 2 2029-05-17 Fixed 5.41000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378YYW3 2484019.18000000 PA USD 2395107.19000000 0.263094442330 Long ABS-O USGA US N 2 2043-02-16 Fixed 2.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405R5C6 11040.50000000 PA USD 11355.31000000 0.001247342484 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B1JS2 318069.45000000 PA USD 47319.24000000 0.005197858831 Long ABS-O USGSE US N 2 2043-04-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414LZT8 1000.76000000 PA USD 994.26000000 0.000109216105 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 4.50000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 181727.96000000 0.019962203149 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-02-25 0.00000000 USD 0.00000000 USD 72800000.00000000 USD 181727.96000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 -4945000.00000000 NC -114.65000000 -0.00001259391 N/A DIR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Call Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2046-05-20 0.00000000 USD 0.00000000 USD 0.00000000 EUR 0.01000000 USD 2.30000000 EUR 2026-05-20 XXXX 40609.73000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371NHV0 18786.54000000 PA USD 19430.94000000 0.002134423187 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31282YDP1 2742494.38000000 PA USD 396999.43000000 0.043609047677 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.00000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162CU2 53000.00000000 PA USD 49231.63000000 0.005407928419 Long DBT CORP US N 2 2030-02-21 Fixed 2.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407PLG1 286.32000000 PA USD 294.67000000 0.000032368505 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EX2M4 2117820.54000000 PA USD 1989127.49000000 0.218498942298 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.50000000 N N N N N N Cameron LNG LLC 549300C39FLHGVD73K22 133434AA8 63000.00000000 PA USD 57720.04000000 0.006340351612 Long DBT CORP US N 2 2031-07-15 Fixed 2.90200000 N N N N N N BALLYROCK CLO 20 LTD 254900WX8CA21F2QI356 05876CBJ1 2300000.00000000 PA USD 2296573.00000000 0.252270794071 Long ABS-CBDO CORP KY N 2 2036-10-15 Variable 4.72219000 N N N N N N B.A.T. Capital Corporation 2138005GYEXN7XRHFA84 05526DBY0 122000.00000000 PA USD 127708.89000000 0.014028390602 Long DBT CORP US N 2 2031-02-20 Fixed 5.83400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31415TFV7 590.90000000 PA USD 620.27000000 0.000068134566 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M5ED8 15303.43000000 PA USD 15820.39000000 0.001737816454 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.50000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397A86 611000.00000000 PA USD 603272.48000000 0.066267446134 Long DBT CORP US N 2 2027-08-17 Fixed 4.12500000 N N N N N N EOG Resources Inc. XWTZDRYZPBUHIQBKDB46 26875PAY7 477000.00000000 PA USD 483114.63000000 0.053068511794 Long DBT CORP US N 2 2032-07-15 Fixed 5.00000000 N N N N N N ELEVATION CLO 2023-17 LTD N/A 28624DAS7 1300000.00000000 PA USD 1291165.20000000 0.141830140074 Long ABS-CBDO CORP US N 2 2036-10-20 Variable 5.31763000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EXN4 394000.00000000 PA USD 402377.62000000 0.044199823699 Long DBT CORP US N 2 2031-03-07 Fixed 4.90000000 N N N N N N Ovintiv Inc 2549003MEX7YMKLGI239 69047QAB8 112000.00000000 PA USD 115033.29000000 0.012636018716 Long DBT CORP US N 2 2028-05-15 Fixed 5.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ENY86 1001181.64000000 PA USD 917213.08000000 0.100752761625 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418UEE0 29851.52000000 PA USD 29559.26000000 0.003246984960 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371NNX9 461.11000000 PA USD 464.29000000 0.000051000689 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 5.50000000 N N N N N N NORTHWESTERN CORP 3BPWMBHR1R9SHUN7J795 66807TAA0 559000.00000000 PA USD 568133.61000000 0.062407559843 Long DBT CORP US N 2 2030-03-21 Fixed 5.07300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411CTY7 5773.16000000 PA USD 5988.69000000 0.000657837387 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2005-AR5 N/A 86359LPE3 28920.21000000 PA USD 28134.27000000 0.003090454618 Long ABS-O CORP US N 2 2035-07-19 Floating 4.29120000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599DJ1 160000.00000000 PA USD 163529.44000000 0.017963157140 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N SIXTH STREET CLO 32 LTD N/A 83012YAG2 3300000.00000000 PA USD 3303781.80000000 0.362909281840 Long ABS-CBDO CORP KY N 2 2039-04-21 Variable 0.01000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31325WHB1 5346573.47000000 PA USD 829870.54000000 0.091158478351 Long ABS-MBS USGSE US N 2 2044-02-15 Variable 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371KBU4 2703.84000000 PA USD 2780.99000000 0.000305482366 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.50000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397B36 616000.00000000 PA USD 573526.62000000 0.062999963793 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418WGZ7 35267.28000000 PA USD 34921.97000000 0.003836060557 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N Autozone, Inc. GA3JGKJ41LJKXDN23E90 05333UD72 4000000.00000000 PA USD 3996951.20000000 0.439051601272 Long STIV CORP US N 2 2026-04-07 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376JFX7 3250072.65300000 PA USD 270274.90000000 0.029688785699 Long ABS-O USGA US N 2 2037-05-20 Floating 2.41048000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKZ1 41000.00000000 PA USD 41969.57000000 0.004610215634 Long DBT CORP US N 2 2029-03-15 Fixed 5.37500000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBC8 234000.00000000 PA USD 233697.25000000 0.025670854281 Long DBT CORP CA N 2 2080-07-15 Fixed 5.75000000 N N N N N ENBRIDGE INC. CAD XXXX N N N QUALCOMM Inc. H1J8DDZKZP6H7RWC0H53 747525BV4 190000.00000000 PA USD 191106.17000000 0.020992367870 Long DBT CORP US N 2 2032-05-20 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410VDU1 15532.65000000 PA USD 16325.04000000 0.001793250553 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Raymond James Financial Inc. RGUZHJ05YTITL6D76949 754730AK5 717000.00000000 PA USD 679360.17000000 0.074625422116 Long DBT CORP US N 2 2055-09-11 Fixed 5.65000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -1299.55000000 -0.00014275118 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2036-03-27 0.00000000 USD 0.00000000 USD 6220000.00000000 USD -1299.55000000 N N N Huntington National Bank Maryland 2WHM8VNJH63UN14OL754 44644MAK7 399000.00000000 PA USD 400426.62000000 0.043985512933 Long DBT CORP US N 2 2028-04-12 Fixed 4.87100000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FCL3 332000.00000000 PA USD 335024.46000000 0.036801306362 Long DBT CORP US N 2 2032-07-15 Fixed 4.90000000 N N N N N N BAIN CAPITAL CREDIT CLO 2025-4 LTD 254900GF7KVMBCIIVA18 05686GAG9 1600000.00000000 PA USD 1601232.00000000 0.175889931707 Long ABS-CBDO CORP KY N 2 2039-01-18 Floating 5.70939000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397NUJ2 664949.47000000 PA USD 665877.21000000 0.073144364459 Long ABS-O USGSE US N 2 2036-10-25 Fixed 4.50000000 N N N N N N Ipalco Enterprises Inc. 5493000YFVK2DZX0JV43 462613AP5 55000.00000000 PA USD 53020.08000000 0.005824076867 Long DBT CORP US N 2 2030-05-01 Fixed 4.25000000 N N N N N N LSEG US Finance Corp 2138007FV67QQ13CGJ43 50222CAA8 365000.00000000 PA USD 366768.60000000 0.040288293018 Long DBT CORP US N 2 2027-03-28 Fixed 4.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416CJM9 8740.84000000 PA USD 9009.60000000 0.000989674156 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292JRE1 2604.77000000 PA USD 2598.46000000 0.000285432062 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128KV3T0 95521.40000000 PA USD 100384.44000000 0.011026891978 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NBT7 61000.00000000 PA USD 51170.03000000 0.005620855117 Long DBT CORP US N 2 2036-07-15 Fixed 3.20000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -900000.00000000 NC USD -6549.59000000 -0.00071945035 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP GB US IHS MARKIT LTD CDX.NA.HY.45.V2 Default Event 2030-12-20 0.00000000 USD 0.00000000 USD N/A N/A 0.01000000 USD 105.00000000 USD 2026-04-15 XXXX -1314.96000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419ED55 48662.84000000 PA USD 48176.14000000 0.005291986404 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412LND8 2399.01000000 PA USD 2514.70000000 0.000276231308 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414PU64 13588.60000000 PA USD 14262.73000000 0.001566712759 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.00000000 N N N N N N Cheniere Corpus Christi Holdings, LLC 549300I7CIEWU1BBLQ53 16412XAJ4 8000.00000000 PA USD 7774.87000000 0.000854043232 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409TT73 231.29000000 PA USD 238.80000000 0.000026231374 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412QHN2 49833.07000000 PA USD 49345.31000000 0.005420415783 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95002YAE3 504000.00000000 PA USD 506030.46000000 0.055585738388 Long DBT CORP US N 2 N/A Fixed 6.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297DAD9 1283.88000000 PA USD 1311.38000000 0.000144050667 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.00000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAA8 125000.00000000 PA USD 125670.47000000 0.013804477043 Long DBT CORP US N 2 2027-03-01 Fixed 5.12500000 N N N N N N Lowes Companies, Inc. WAFCR4OKGSC504WU3E95 548661ES2 18000.00000000 PA USD 17244.84000000 0.001894287479 Long DBT CORP US N 2 2063-04-01 Fixed 5.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ETKN5 552487.03000000 PA USD 506498.06000000 0.055637102670 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371MLB1 291.72000000 PA USD 301.19000000 0.000033084705 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YEJ4 511000.00000000 PA USD 498025.64000000 0.054706435924 Long DBT CORP US N 2 2066-03-15 Fixed 5.65000000 N N N N N N Carrier Global Corporation 549300JE3W6CWY2NAN77 14448CAQ7 138000.00000000 PA USD 128928.43000000 0.014162352955 Long DBT CORP US N 2 2030-02-15 Fixed 2.72200000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3129344N9 4618.07000000 PA USD 4808.57000000 0.000528205187 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 6.00000000 N N N N N N CHARIOT BUYER LLC 25490092IFNOZBRVE539 15963CAE6 279497.48000000 PA USD 277117.28000000 0.030440398052 Long LON CORP US N 2 2032-09-08 Floating 6.42000000 N N N N N N Canadian Natural Resources Limited 549300T15RIMIKZC5Q38 136385BE0 191000.00000000 PA USD 193302.77000000 0.021233656968 Long DBT CORP CA N 2 2034-12-15 Fixed 5.40000000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 639057AN8 246000.00000000 PA USD 254380.62000000 0.027942852678 Long DBT CORP GB N 2 2035-03-01 Fixed 5.77800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413LZ93 38445.65000000 PA USD 40140.25000000 0.004409271005 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414QWC7 11849.63000000 PA USD 12255.79000000 0.001346257173 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.00000000 N N N N N N CWMBS INC MORTGAGE PASS THROUGH CERTIFICATES SERIES 2003-J11 N/A 12669GPT2 8818.18000000 PA USD 8509.00000000 0.000934684935 Long ABS-O CORP US N 2 2035-03-25 Floating 4.47303000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABW4 311000.00000000 PA USD 294239.40000000 0.032321205154 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A7ZJ0 21112.45000000 PA USD 20890.68000000 0.002294770700 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31376KPN0 7471.50000000 PA USD 7619.25000000 0.000836948900 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VHK3 445000.00000000 PA USD 431545.25000000 0.047403789426 Long DBT CORP US N 2 2065-11-30 Fixed 6.00000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XBY5 88000.00000000 PA USD 89568.94000000 0.009838845801 Long DBT CORP US N 2 2028-03-15 Fixed 5.50000000 N N N N N N ONE Gas, Inc. 549300HXDWI0LATTX840 68235PAN8 144000.00000000 PA USD 146984.37000000 0.016145737033 Long DBT CORP US N 2 2029-04-01 Fixed 5.10000000 N N N N N N BASF SE 529900PM64WH8AF1E917 05526MFV2 4000000.00000000 PA USD 3959000.00000000 0.434882790021 Long STIV CORP DE N 2 2026-06-29 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JE34 2265591.11000000 PA USD 2283216.96000000 0.250803678148 Long ABS-O USGA US N 2 2054-02-20 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AFGS5 81908.27000000 PA USD 858.08000000 0.000094257192 Long ABS-O USGSE US N 2 2040-07-15 Floating 2.26329000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31368HMQ3 29841.75000000 PA USD 30811.14000000 0.003384499754 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N INTOWN 2025-STAY MORTGAGE TRUST N/A 46117WAG7 3000000.00000000 PA USD 2999855.70000000 0.329524025379 Long ABS-O CORP US N 2 2042-03-17 Floating 6.52299840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31384LXE9 17216.50000000 PA USD 17563.26000000 0.001929264842 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.00000000 N N N N N N Voya Funds Trust 5493002OZLWDCTJEFB81 92913L262 2903340.89800000 NS USD 29526976.93000000 3.243438774493 Long EC RF US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410GHP1 44832.46000000 PA USD 46290.62000000 0.005084868395 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.50000000 N N N N N N American International Group Inc. ODVCVCQG2BP6VHV36M30 026874DR5 343000.00000000 PA USD 327424.31000000 0.035966455532 Long DBT CORP US N 2 2030-06-30 Fixed 3.40000000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200LJ8 279000.00000000 PA USD 280552.67000000 0.030817764050 Long DBT CORP US N 2 2035-02-10 Fixed 5.20000000 N N N N N N Bank 2019-Bnk16 N/A 065405AJ1 10973913.72960000 PA USD 211335.63000000 0.023214505785 Long ABS-O CORP US N 2 2052-02-16 Variable 0.92915000 N N N N N N Schlumberger Holdings Corporation 529900IKZG65COT1D505 806851AM3 214000.00000000 PA USD 216702.74000000 0.023804064707 Long DBT CORP US N 2 2029-11-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403KB77 330.05000000 PA USD 331.89000000 0.000036456996 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837BV4 867000.00000000 PA USD 864815.40000000 0.094997053297 Long DBT CORP NL N 2 2037-03-23 Fixed 5.42000000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 9952000.00000000 NC USD 22527.37000000 0.002474555573 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Call Purchased NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2046-02-14 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.60500000 USD 2036-02-12 XXXX 22527.37000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411YGG2 16465.62000000 PA USD 17232.26000000 0.001892905609 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-10 TRUST N/A 93935YAA8 1032102.79000000 PA USD 515582.20000000 0.056634964794 Long ABS-O CORP US N 2 2036-12-25 Floating 3.99303000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411AY33 16910.76000000 PA USD 17748.78000000 0.001949643588 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N Booz Allen Hamilton Inc 549300D7XCH2480XU542 09951LAA1 416000.00000000 PA USD 405418.26000000 0.044533827742 Long DBT CORP US N 2 2028-09-01 Fixed 3.87500000 N N N N N N BENEFIT STREET PARTNERS CLO VI-B LT 254900W9Z98050HPZO36 08182DAQ7 1360000.00000000 PA USD 1359630.08000000 0.149350776101 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.21763000 N N N N N N Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. 549300TPZNMN50BJ3745 161175CA0 395000.00000000 PA USD 251699.98000000 0.027648393420 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N Main Street Capital Corp. 5493001FS9QJLJNF3E20 56035LAH7 437000.00000000 PA USD 449753.52000000 0.049403906440 Long DBT CORP US N 2 2029-03-01 Fixed 6.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412LGP9 50085.63000000 PA USD 52564.37000000 0.005774018661 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Mckesson Corp. 549300WZWOM80UCFSF54 581557BY0 283000.00000000 PA USD 288499.71000000 0.031690719576 Long DBT CORP US N 2 2035-05-30 Fixed 5.25000000 N N N N N N Pro Mach 5493008SZGSVUCSNB151 74273JAL7 199500.00000000 PA USD 199288.13000000 0.021891128565 Long LON CORP US N 2 2032-10-16 Floating 6.42000000 N N N N N N RESIDENTIAL FUNDING MORTGAGE SECURITIES I INC N/A 76111JZ72 472.63000000 PA USD 477.57000000 0.000052459452 Long ABS-O CORP US N 2 2032-03-25 Fixed 6.50000000 N N N N N N Caixabank S.A. 7CUNS533WID6K7DGFI87 12803RAG9 221000.00000000 PA USD 227113.53000000 0.024947654856 Long DBT CORP ES N 2 2030-03-15 Fixed 5.67300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416SSK8 25065.48000000 PA USD 24820.13000000 0.002726407522 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405AYL1 656.39000000 PA USD 650.51000000 0.000071456328 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MGMF5 1642906.11000000 PA USD 1526186.98000000 0.167646489506 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409AVN6 328.68000000 PA USD 332.19000000 0.000036489950 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.50000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FBB9 917000.00000000 PA USD 903541.33000000 0.099250966024 Long DBT CORP US N 2 2028-09-01 Fixed 3.62500000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081GP6 147000.00000000 PA USD 148533.46000000 0.016315899342 Long DBT CORP US N 2 2030-05-15 Fixed 4.62500000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KCB4 371000.00000000 PA USD 358434.68000000 0.039372840030 Long DBT CORP US N 2 2082-03-15 Fixed 3.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ASLL4 7159.12000000 PA USD 7089.00000000 0.000778702727 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BBE9 267000.00000000 PA USD 271465.74000000 0.029819595455 Long DBT CORP US N 2 2035-04-15 Fixed 5.60000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213U2Q2 11554.57000000 PA USD 11658.28000000 0.001280622716 Long ABS-MBS USGA US N 2 2037-06-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QMF3 32748.00000000 PA USD 33171.79000000 0.003643809190 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 -1940000.00000000 NC USD 16325.24000000 0.001793272523 N/A DIR CORP CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 UBS AG BFM8T61CT2L1QCEMIK50 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CH US 2057-02-05 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.25600000 USD 2027-02-03 XXXX 16325.24000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A4UC7 46394.49000000 PA USD 45474.12000000 0.004995178625 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416CEK8 14446.76000000 PA USD 14912.46000000 0.001638083407 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296GQP9 2050.47000000 PA USD 2070.92000000 0.000227483573 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.00000000 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 37045XEZ5 943000.00000000 PA USD 947933.70000000 0.104127318063 Long DBT CORP US N 2 2029-10-06 Fixed 4.90000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBM4 407000.00000000 PA USD 406860.48000000 0.044692250743 Long DBT CORP US N 2 2077-08-16 Floating 6.90014000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -169.00000000 NC USD 258449.38000000 0.028389792233 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short United States Treasury Notes T 4 11/15/35 2026-06-18 -19442590.01000000 USD 258449.38000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ANSU8 294529.09000000 PA USD 284605.42000000 0.031262944962 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076CC1 250000.00000000 PA USD 255688.81000000 0.028086552935 Long DBT CORP US N 2 2035-08-15 Fixed 5.55000000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -11877500.00000000 NC USD 38531.98000000 0.004232607973 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Call Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2061-02-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.12000000 USD 2031-02-25 XXXX 38531.98000000 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBD7 110000.00000000 PA USD 107305.25000000 0.011787119601 Long DBT CORP US N 2 2030-05-06 Fixed 3.70200000 N N N N N N STRUCTURED ASSET SECURITIES CORP N/A 52521HBJ1 6368970.90500000 PA USD 1030142.83000000 0.113157713571 Long ABS-O CORP US N 2 2037-01-25 Floating 2.82697000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403NCM7 2919.34000000 PA USD 2935.69000000 0.000322475639 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BMS4 5808.53620000 PA USD 6096.98000000 0.000669732678 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A7FZ6 11194.11000000 PA USD 11084.48000000 0.001217592722 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412N3V6 14310.85000000 PA USD 14170.80000000 0.001556614559 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419AHX8 31453.79000000 PA USD 33011.92000000 0.003626248010 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2018-BIOA N/A 05618UAA4 2500000.00000000 PA USD 2492759.75000000 0.273821246510 Long ABS-O CORP US N 2 2045-03-15 Floating 5.37251000 N N N N N N Primo Brands (BlueTriton Brands/Nestl Waters NA) 254900J0WS4AXV2LAX55 89678QAF3 225000.00000000 PA USD 225590.63000000 0.024780369430 Long LON CORP US N 2 2031-03-19 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414PZS1 3272.76000000 PA USD 3371.23000000 0.000370318239 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371NJK2 1012.32000000 PA USD 1013.34000000 0.000111311979 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 5.00000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273RBE8 27000.00000000 PA USD 26130.43000000 0.002870339556 Long DBT CORP US N 2 2035-03-15 Fixed 4.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377LBJ6 1880459.19000000 PA USD 144053.99000000 0.015823844679 Long ABS-O USGA US N 2 2040-08-20 Floating 2.83048000 N N N N N N Honeywell Aerospace Inc. 213800ZUAQRBYL67JS90 43849RAJ4 436000.00000000 PA USD 431269.70000000 0.047373521189 Long DBT CORP US N 2 2056-03-16 Fixed 5.73200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402QSK8 362.68000000 PA USD 370.14000000 0.000040658629 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EHDC3 339872.44000000 PA USD 335913.40000000 0.036898953421 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 000000000 225000.00000000 PA USD 225773.55000000 0.024800462575 Long LON CORP CA N 2 2031-01-15 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31415TK33 12418.37000000 PA USD 13035.33000000 0.001431887011 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 37045XEP7 92000.00000000 PA USD 95604.39000000 0.010501819616 Long DBT CORP US N 2 2034-01-07 Fixed 6.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417Y2Y2 6256.11000000 PA USD 6194.83000000 0.000680481170 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M7AX4 13636.28000000 PA USD 14053.21000000 0.001543697694 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N Intuit Inc VI90HBPH7XSFMB9E4M29 46124HAG1 280000.00000000 PA USD 284963.00000000 0.031302223918 Long DBT CORP US N 2 2033-09-15 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410X3E4 289.51000000 PA USD 303.48000000 0.000033336253 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ADT39 124010.48000000 PA USD 122680.67000000 0.013476057603 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371KML2 2584.60000000 PA USD 2678.30000000 0.000294202216 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31293KQ66 1710.26000000 PA USD 1755.72000000 0.000192859917 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 6.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280FE4 285000.00000000 PA USD 281126.37000000 0.030880783059 Long DBT CORP GB N 2 2031-11-06 Fixed 4.61900000 N N N N N N CARRINGTON MORTGAGE LOAN TRUST SERIES 2005-OPT2 N/A 17307GTJ7 10671.63000000 PA USD 10245.76000000 0.001125462160 Long ABS-O CORP US N 2 2035-08-25 Variable 5.38688520 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BB1 81000.00000000 PA USD 78495.86000000 0.008622505330 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1 N/A 20753VBE7 800000.00000000 PA USD 818350.00000000 0.089892985909 Long ABS-O USGSE US N 2 2040-02-27 Floating 7.42638000 N N N N N N GLP Capital L.P. and GLP Financing II, Inc. 2549005PXW31DRW8EC44 361841AV1 695000.00000000 PA USD 681894.25000000 0.074903782253 Long DBT CORP US N 2 2033-02-15 Fixed 5.25000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACR6 301000.00000000 PA USD 314309.75000000 0.034525865372 Long DBT CORP US N 2 2029-01-16 Fixed 6.50000000 N N N N N N Mckesson Corp. 549300WZWOM80UCFSF54 581557BV6 237000.00000000 PA USD 236439.41000000 0.025972071303 Long DBT CORP US N 2 2029-09-15 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417YGJ0 404.18000000 PA USD 404.67000000 0.000044451633 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31395GPB2 322072.23000000 PA USD 325510.22000000 0.035756199205 Long ABS-O USGSE US N 2 2034-10-15 Fixed 5.00000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140CG3 5000.00000000 PA USD 5041.00000000 0.000553736838 Long DBT CORP US N 2 2033-02-10 Fixed 5.20000000 N N N N N Mid-America Apartments, L.P. 549300FXWGE3QSYCUJ38 59523UAW7 152000.00000000 PA USD 156315.82000000 0.017170765326 Long DBT CORP US N 2 2032-02-15 Fixed 5.30000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416JFN6 97.65000000 PA USD 99.99000000 0.000010983564 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N CARRINGTON MORTGAGE LOAN TRUST SERIES 2005-OPT2 N/A 17307GH35 450120.59000000 PA USD 457746.26000000 0.050281881957 Long ABS-O CORP US N 2 2035-09-25 Fixed 5.50000000 N N N N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 05523RAJ6 505000.00000000 PA USD 515452.63000000 0.056620731967 Long DBT CORP GB N 2 2029-03-26 Fixed 5.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403RXA1 389.67000000 PA USD 391.96000000 0.000043055483 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N AMERICAN AIRLINES PASS THROUGH TRUST 2017-2AA N/A 02376AAA7 395065.32000000 PA USD 382386.65000000 0.042003883106 Long ABS-O CORP US N 2 2029-10-15 Fixed 3.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FLFY7 1743876.55000000 PA USD 321260.43000000 0.035289374115 Long ABS-MBS USGSE US N 2 2042-04-25 Fixed 5.00000000 N N N N N N Entergy Corporation 4XM3TW50JULSLG8BNC79 29364GAP8 156000.00000000 PA USD 138611.52000000 0.015226007715 Long DBT CORP US N 2 2031-06-15 Fixed 2.40000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 376.00000000 NC USD -1287084.72000000 -0.14138191311 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long United States Treasury Bonds T 4.75 11/15/53 2026-06-18 45114584.72000000 USD -1287084.72000000 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FDNH1 1608011.91000000 PA USD 1417123.69000000 0.155666255143 Long ABS-O USGSE US N 2 2048-02-15 Fixed 3.00000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAR3 450000.00000000 PA USD 460667.22000000 0.050602739556 Long DBT CORP US N 2 2030-01-24 Fixed 5.43500000 N N N N N Public Service Enterprise Group Incorporated PUSS41EMO3E6XXNV3U28 744573BA3 209000.00000000 PA USD 211157.08000000 0.023194892670 Long DBT CORP US N 2 2030-03-15 Fixed 4.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403VRB7 261.46000000 PA USD 266.69000000 0.000029294996 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411JCE4 122157.33000000 PA USD 128367.88000000 0.014100778429 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 7.00000000 N N N N N N HOPPER MERGER SUB INC 9845009E9B4548A5N478 000000000 200000.00000000 PA USD 197738.60000000 0.021720917924 Long LON CORP US N 2 2033-01-14 None 0.00000000 N N N N N N BAHA TRUST 2024-MAR N/A 05493XAE0 2000000.00000000 PA USD 2064346.80000000 0.226761529668 Long ABS-O CORP US N 2 2041-12-12 Variable 6.38527900 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379BGA0 3805584.24000000 PA USD 338971.38000000 0.037234862205 Long ABS-O USGA US N 2 2044-04-16 Floating 2.41301000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402RH77 7626.17000000 PA USD 7658.47000000 0.000841257085 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 5.11400160 N N N N N N Agco Corporation LYOM0B2GCF1JWXK5ZG04 001084AR3 246000.00000000 PA USD 247726.37000000 0.027211905771 Long DBT CORP US N 2 2027-03-21 Fixed 5.45000000 N N N N N N Essential Utilities Inc 549300ILTEOF3E3QY357 29670GAH5 91000.00000000 PA USD 92293.84000000 0.010138166870 Long DBT CORP US N 2 2034-01-15 Fixed 5.37500000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XBM1 74000.00000000 PA USD 67180.72000000 0.007379575385 Long DBT CORP US N 2 2031-04-15 Fixed 2.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411JNM4 6293.85000000 PA USD 6528.32000000 0.000717113921 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410GZC0 102999.15000000 PA USD 105559.39000000 0.011595342772 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HBB0 400000.00000000 PA USD 409669.07000000 0.045000764876 Long DBT CORP ES N 2 2030-03-14 Fixed 5.53800000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BHVB0 1332196.92000000 PA USD 195347.36000000 0.021458248279 Long ABS-O USGSE US N 2 2041-03-15 Fixed 5.00000000 N N N N N N Autozone, Inc. GA3JGKJ41LJKXDN23E90 053332BG6 125000.00000000 PA USD 130543.27000000 0.014339737680 Long DBT CORP US N 2 2028-11-01 Fixed 6.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AFGT3 176979.85000000 PA USD 1061.21000000 0.000116570337 Long ABS-O USGSE US N 2 2041-01-15 Floating 2.26329000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379DCX0 1700545.33000000 PA USD 151111.48000000 0.016599086139 Long ABS-O USGA US N 2 2044-06-20 Floating 1.81048000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31415XXY2 489.25000000 PA USD 507.95000000 0.000055796593 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS INC N/A 59020UL78 6339.39000000 PA USD 6128.49000000 0.000673193945 Long ABS-O CORP US N 2 2035-11-25 Variable 4.28821000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 19473000.00000000 NC USD 262596.31000000 0.028845318500 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2057-05-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 0.00000000 USD 2027-05-25 XXXX 262596.30000000 N N N Quest Diagnostics Incorporated 8MCWUBXQ0WE04KMXBX50 74834LBB5 71000.00000000 PA USD 66561.93000000 0.007311603391 Long DBT CORP US N 2 2030-06-30 Fixed 2.95000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCJ8 65000.00000000 PA USD 55856.39000000 0.006135635949 Long DBT CORP US N 2 2038-03-01 Fixed 3.90000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31325WRJ3 3300830.44000000 PA USD 155790.61000000 0.017113072779 Long ABS-MBS USGSE US N 2 2031-02-15 Fixed 3.00000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 382094.90000000 0.041971835353 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2033-02-24 0.00000000 USD 0.00000000 USD 30300000.00000000 USD 382094.90000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418UDJ0 2910.18000000 PA USD 2904.16000000 0.000319012175 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412NMF0 38615.90000000 PA USD 39890.39000000 0.004381824728 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.00000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 201815.73000000 0.022168776896 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2036-02-25 0.00000000 USD 0.00000000 USD 10200000.00000000 USD 201815.73000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -89798400.00000000 NC USD -119128.80000000 -0.01308589666 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-09-01 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.60000000 USD 2027-08-30 XXXX -119128.80000000 N N N Voya Separate Portfolios Trust 5493002OZLWDCTJEFB81 92919X203 5328382.94600000 NS USD 55415182.64000000 6.087170809810 Long EC RF US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KSTZ0 5191553.30000000 PA USD 4245227.98000000 0.466323967724 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133B3WP8 3708940.04000000 PA USD 3184693.57000000 0.349827841648 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EJ4B1 78956.10000000 PA USD 82866.23000000 0.009102575726 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6.00000000 N N N N N N McCormick & Company, Incorporated 549300JQQA6MQ4OJP259 57978DDW6 5000000.00000000 PA USD 4983000.00000000 0.547365734447 Long STIV CORP US N 2 2026-04-30 None 0.00000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135CW4 273000.00000000 PA USD 260989.61000000 0.028668827927 Long DBT CORP US N 2 2055-11-20 Fixed 5.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BSA7 26055.21000000 PA USD 27344.88000000 0.003003742790 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBK5 393000.00000000 PA USD 390417.63000000 0.042886059158 Long DBT CORP US N 2 2036-01-15 Fixed 5.35000000 N N N N N N DnB Bank ASA 549300GKFG0RYRRQ1414 23341CAH6 350000.00000000 PA USD 349267.96000000 0.038365906771 Long DBT CORP NO N 2 2032-03-30 Fixed 4.83200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416QGX7 36260.60000000 PA USD 35644.48000000 0.003915425842 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414CFW3 3166.78000000 PA USD 3242.60000000 0.000356188667 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.50000000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAR5 431000.00000000 PA USD 441927.67000000 0.048544263227 Long DBT CORP US N 2 2029-01-12 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407EYE7 193879.41000000 PA USD 197579.92000000 0.021703487461 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 5.82000000 N N N N N N Sprint Capital Corporation 549300L17W0GQBR1PO80 852060AD4 530000.00000000 PA USD 560482.47000000 0.061567107934 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N Athene Holding Ltd 549300H316CT32FQXI76 04686JAL5 471000.00000000 PA USD 454233.70000000 0.049896039095 Long DBT CORP US N 2 2055-05-19 Fixed 6.62500000 N N N N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724PAJ8 378000.00000000 PA USD 386009.28000000 0.042401816787 Long DBT CORP US N 2 2030-01-17 Fixed 4.95000000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BT5 372000.00000000 PA USD 370961.86000000 0.040748908479 Long DBT CORP US N 2 2054-10-01 Fixed 6.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414QAH0 7127.33000000 PA USD 7283.56000000 0.000800074487 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Canadian Pacific Railway Company 54930036474DURYNB481 13648TAC1 127000.00000000 PA USD 120654.84000000 0.013253527014 Long DBT CORP CA N 2 2029-11-15 Fixed 2.87500000 N N N N N N American Express Company R4PP93JZOLY261QX3811 025816DP1 286000.00000000 PA USD 287594.36000000 0.031591269934 Long DBT CORP US N 2 2028-02-16 Fixed 5.09800000 N N N N N N SHR TRUST 2024-LXRY N/A 784234AA4 1000000.00000000 PA USD 1000331.00000000 0.109882984648 Long ABS-O CORP US N 2 2041-10-15 Floating 5.62251000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QSYY8 67690.86000000 PA USD 64976.49000000 0.007137448157 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 N/A 20754RAF3 1500000.00000000 PA USD 1514669.85000000 0.166381371641 Long ABS-O USGSE US N 2 2041-10-25 Floating 6.76190000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398N2X1 1860104.76000000 PA USD 115535.01000000 0.012691130965 Long ABS-O USGSE US N 2 2040-11-25 Floating 2.29362000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M86L3 5959.48000000 PA USD 6160.50000000 0.000676710135 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ADJQ9 63790.50000000 PA USD 62527.01000000 0.006868381045 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406J3J0 15072.27000000 PA USD 15425.72000000 0.001694463286 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.05000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31325WRT1 2277797.15000000 PA USD 128601.24000000 0.014126412238 Long ABS-MBS USGSE US N 2 2031-02-15 Fixed 3.50000000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200LH2 279000.00000000 PA USD 281889.89000000 0.030964653155 Long DBT CORP US N 2 2032-02-10 Fixed 5.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PFJ0 510000.00000000 PA USD 499231.66000000 0.054838913151 Long DBT CORP US N 2 2037-01-22 Fixed 4.89800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414EQZ0 19276.55000000 PA USD 19821.23000000 0.002177295227 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412TWY5 12290.49000000 PA USD 12724.55000000 0.001397748877 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ALLZ8 51813.52000000 PA USD 51306.00000000 0.005635790963 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411FKX1 1050.26000000 PA USD 1095.15000000 0.000120298531 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WNE4 2645719.61000000 PA USD 2280177.81000000 0.250469837776 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36193BMR4 507029.31000000 PA USD 484037.89000000 0.053169928789 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 4.00000000 N N N N N N FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES N/A 35563PFA2 532799.58000000 PA USD 469741.42000000 0.051599509805 Long ABS-O USGSE US N 2 2057-11-26 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M76Q4 18359.16000000 PA USD 18900.86000000 0.002076195688 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414F4V0 303.40000000 PA USD 312.79000000 0.000034358925 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HFJB6 224822.31000000 PA USD 215442.53000000 0.023665634891 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N CAMELOT US ACQUISITION 1 CO 549300U6VBJHQP2SFL81 000000000 275000.00000000 PA USD 239250.00000000 0.026280805130 Long LON CORP US N 2 2031-01-31 Floating 6.42000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XCR98 603580.74000000 PA USD 581798.31000000 0.063908581026 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N GS Mortgage Securities Corp CU46ESEFJB81SUVBJO28 36228FNB8 891.25000000 PA USD 916.72000000 0.000100698598 Long ABS-O CORP US N 2 2032-03-25 Fixed 6.00000000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VBF7 416000.00000000 PA USD 418437.24000000 0.045963918762 Long DBT CORP US N 2 2029-09-01 Fixed 4.90000000 N N N N N N Accenture Capital Inc. 254900FRO0P7RIINYT25 00440KAC7 751000.00000000 PA USD 742455.76000000 0.081556259756 Long DBT CORP US N 2 2031-10-04 Fixed 4.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BXNY4 4935355.27000000 PA USD 517017.70000000 0.056792649625 Long ABS-O USGSE US N 2 2047-04-15 Floating 2.21329000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LYWE3 239575.79000000 PA USD 226293.22000000 0.024857546571 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Becton, Dickinson and Company ICE2EP6D98PQUILVRZ91 075887CQ0 346000.00000000 PA USD 347803.00000000 0.038204985859 Long DBT CORP US N 2 2028-02-13 Fixed 4.69300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 383742Y31 706733.76000000 PA USD 48622.65000000 0.005341034021 Long ABS-O USGA US N 2 2038-04-20 Floating 2.61048000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417WKY6 745326.07000000 PA USD 736337.04000000 0.080884139012 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Rexford Industrial Realty L P 549300028US163ELJN70 76169XAB0 717000.00000000 PA USD 622118.62000000 0.068337631015 Long DBT CORP US N 2 2031-09-01 Fixed 2.15000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418AAE8 148799.66000000 PA USD 147342.25000000 0.016185048943 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.50000000 N N N N N N GlaxoSmithKline Capital Inc. 5493007Q8VD7Q3ZYZS59 377372AQ0 339000.00000000 PA USD 337816.76000000 0.037108031094 Long DBT CORP US N 2 2035-04-15 Fixed 4.87500000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XBB4 82000.00000000 PA USD 77658.26000000 0.008530497796 Long DBT CORP US N 2 2064-04-18 Fixed 5.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406L3C0 48818.79000000 PA USD 50208.55000000 0.005515239784 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416PF36 54550.66000000 PA USD 54016.69000000 0.005933551112 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XB5W0 126609.87000000 PA USD 122210.44000000 0.013424404424 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410WF52 1668.87000000 PA USD 1740.19000000 0.000191153999 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31408AE30 3144.68000000 PA USD 3238.39000000 0.000355726213 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414EBJ2 8752.21000000 PA USD 8979.67000000 0.000986386446 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD -17089.15000000 -0.00187718545 N/A DIR CORP CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Y 2031-03-27 0.00000000 USD 0.00000000 USD 6058000.00000000 USD -17089.15000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407JZK1 8463.70000000 PA USD 8649.43000000 0.000950110697 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.23500000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ADZ5 103000.00000000 PA USD 101485.35000000 0.011147823226 Long DBT CORP US N 2 2036-02-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EGSJ4 7211.16000000 PA USD 7414.89000000 0.000814500644 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.50000000 N N N N N N Mars Inc. 54930073HKEO6GZBSS03 571676BB0 210000.00000000 PA USD 207498.05000000 0.022792960572 Long DBT CORP US N 2 2045-05-01 Fixed 5.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418M5H1 127103.52000000 PA USD 131236.74000000 0.014415913019 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.50000000 N N N N N N Magnetite XLV Ltd. 529900IK6R4NURGLMB37 55956CAE1 1040000.00000000 PA USD 1037838.88000000 0.114003098693 Long ABS-CBDO CORP KY N 2 2038-04-15 Variable 5.22219000 N N N N N N United Airlines Pass Through Trust Series 2014-2A 549300MKG4NHSVSIVR18 90932QAA4 372129.28000000 PA USD 371304.16000000 0.040786508978 Long ABS-O CORP US N 2 2026-09-03 Fixed 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QK32 54390.81000000 PA USD 55555.54000000 0.006102588592 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MDB5 21948.74000000 PA USD 22662.57000000 0.002489406837 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CS6 61000.00000000 PA USD 51353.50000000 0.005641008678 Long DBT CORP US N 2 2042-03-15 Fixed 4.37500000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432PA7 23000.00000000 PA USD 24380.37000000 0.002678101370 Long DBT CORP US N 2 2033-01-15 Fixed 5.80000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDB8 356000.00000000 PA USD 298749.51000000 0.032816625518 Long DBT CORP US N 2 2055-08-03 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A4BU8 97656.47000000 PA USD 95946.43000000 0.010539391556 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 406776.14000000 0.044682986278 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2028-02-24 0.00000000 USD 0.00000000 USD 62000000.00000000 USD 406776.14000000 N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FCF6 194000.00000000 PA USD 197783.16000000 0.021725812690 Long DBT CORP US N 2 2030-04-15 Fixed 5.05000000 N N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14913UAU4 190000.00000000 PA USD 192686.84000000 0.021165999136 Long DBT CORP US N 2 2029-11-15 Fixed 4.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371NWX9 17492.31000000 PA USD 18005.20000000 0.001977810459 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N FIRST HORIZON MORTGAGE PASS-THROUGH TRUST N/A 32051GJ89 46205.65000000 PA USD 45019.01000000 0.004945186328 Long ABS-O CORP US N 2 2036-02-25 Variable 5.17691880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411WZQ3 443.45000000 PA USD 452.25000000 0.000049678136 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416CCM6 2079.99000000 PA USD 2059.64000000 0.000226244503 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31408DRS5 35746.05000000 PA USD 36811.00000000 0.004043564128 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Anglo American Capital PLC TINT358G1SSHR3L3PW36 034863BD1 414000.00000000 PA USD 420301.08000000 0.046168655296 Long DBT CORP GB N 2 2033-05-02 Fixed 5.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEJ1 241000.00000000 PA USD 244564.21000000 0.026864553166 Long DBT CORP US N 2 2030-07-22 Fixed 4.99500000 N N N N N N Hyatt Hotels Corporation T27JQIMTYSH41TCD5186 448579AR3 127000.00000000 PA USD 129019.14000000 0.014172317143 Long DBT CORP US N 2 2029-06-30 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A2JJ9 1321.32000000 PA USD 1308.39000000 0.000143722226 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -15883.62000000 -0.00174476205 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2057-03-12 0.00000000 USD 0.00000000 USD 597000.00000000 USD -15883.62000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136BDMF2 7507088.89790000 PA USD 852511.02000000 0.093645458676 Long ABS-O USGSE US N 2 2050-07-25 Floating 2.17362000 N N N N N N LC AHAB US BIDCO LLC 254900949U9K2Q5C5A85 50180PAB7 224430.38000000 PA USD 222606.88000000 0.024452614562 Long LON CORP US N 2 2031-05-01 Floating 6.17000000 N N N N N N AMERICAN AIRLINES INC N/A 023765AA8 460586.00000000 PA USD 449162.13000000 0.049338944245 Long ABS-O CORP US N 2 2028-06-15 Fixed 3.20000000 N N N N N N Foundry JV Holdco LLC. 21380048QROAMGM6EP30 350930AA1 214000.00000000 PA USD 216871.45000000 0.023822596931 Long DBT CORP US N 2 2034-01-25 Fixed 5.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416WXP2 106170.06000000 PA USD 106356.93000000 0.011682949850 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 4.50000000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58769JAW7 389000.00000000 PA USD 392614.53000000 0.043127381209 Long DBT CORP US N 2 2029-08-01 Fixed 4.80000000 N N N N N N Viper Energy Partners LLC 54930010ZZ02MRGRI973 92764MAB0 430000.00000000 PA USD 433614.15000000 0.047631051110 Long DBT CORP US N 2 2035-08-01 Fixed 5.70000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 -1940000.00000000 NC USD -27361.60000000 -0.00300557942 N/A DIR CORP CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 UBS AG BFM8T61CT2L1QCEMIK50 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CH US 2057-02-05 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.25600000 USD 2027-02-03 XXXX -27361.60000000 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133B4JJ5 3131518.13000000 PA USD 2682125.27000000 0.294622409852 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Neuberger Berman Clo XVII Ltd. 549300XVEYZNG956Y145 64129UCC7 2350000.00000000 PA USD 2351377.10000000 0.258290839515 Long ABS-CBDO CORP KY N 2 2038-07-22 Variable 5.06920000 N N N N N N Energy Transfer LP 5493006LL0CKP8WQW329 86765BAQ2 77000.00000000 PA USD 68905.71000000 0.007569059715 Long DBT CORP US N 2 2045-05-15 Fixed 5.35000000 N N N N N N Liberty Utilities Co. (Delaware) 549300UN1FEYPC5BKW09 531542AA6 235000.00000000 PA USD 239801.74000000 0.026341411907 Long DBT CORP US N 2 2029-01-31 Fixed 5.57700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397QRC4 398659.71000000 PA USD 39623.15000000 0.004352469315 Long ABS-O USGSE US N 2 2041-01-25 Fixed 5.00000000 N N N N N N LG Energy Solution Ltd. 988400QX6P286XA6ZS85 50205MAL3 396000.00000000 PA USD 395176.32000000 0.043408785196 Long DBT CORP KR N 2 2031-04-02 Fixed 5.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FB3X2 2973689.64000000 PA USD 590139.56000000 0.064824839190 Long ABS-O USGSE US N 2 2047-09-15 Fixed 4.00000000 N N N N N N American Honda Finance Corporation B6Q2VFHD1797Q7NZ3E43 02665WED9 267000.00000000 PA USD 267587.15000000 0.029393545432 Long DBT CORP US N 2 2028-01-12 Fixed 4.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ABBY4 201662.38000000 PA USD 199687.16000000 0.021934960664 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N DSLA MORTGAGE LOAN TRUST 2004-AR3 N/A 23332UBF0 67108.70000000 PA USD 64328.99000000 0.007066322467 Long ABS-O CORP US N 2 2044-07-19 Variable 4.90946000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M5R93 45279.18000000 PA USD 46663.71000000 0.005125851072 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N JP MORGAN MORTGAGE TRUST 2018-1 N/A 46648RBA8 1523901.45000000 PA USD 1385257.20000000 0.152165828753 Long ABS-O CORP US N 2 2048-06-25 Variable 3.57272000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M8Y24 17702.95000000 PA USD 18185.09000000 0.001997570769 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.50000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KBQ9 358000.00000000 PA USD 354816.99000000 0.038975448991 Long DBT CORP US N 2 2066-02-15 Fixed 5.75000000 N N N N N N Kite Realty Group, L.P. 549300X6R2GYI8Y3OD81 49803XAA1 21000.00000000 PA USD 20944.73000000 0.002300707910 Long DBT CORP US N 2 2026-10-01 Fixed 4.00000000 N N N N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 78081BAK9 292000.00000000 PA USD 263076.80000000 0.028898098705 Long DBT CORP GB N 2 2030-09-02 Fixed 2.20000000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200LV1 757000.00000000 PA USD 724262.82000000 0.079557826691 Long DBT CORP US N 2 2056-02-03 Fixed 5.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31391LAN5 196.01000000 PA USD 199.93000000 0.000021961635 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QH51 13696.85000000 PA USD 13874.10000000 0.001524023065 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AEU47 2497878.96000000 PA USD 148560.35000000 0.016318853118 Long ABS-O USGSE US N 2 2033-06-25 Floating 2.42362000 N N N N N N Jacobs Solutions Inc. 254900E3KHXCC2C8K272 46982LAA6 240000.00000000 PA USD 236734.46000000 0.026004481550 Long DBT CORP US N 2 2031-03-03 Fixed 4.75000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31325WHA3 6339292.64000000 PA USD 857447.97000000 0.094187765974 Long ABS-MBS USGSE US N 2 2044-01-15 Variable 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A2JF7 131012.66000000 PA USD 129729.32000000 0.014250328019 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402C7G1 11136.07000000 PA USD 11315.40000000 0.001242958505 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.04300000 N N N N N N Neuberger Berman CLO Ltd 549300JRWXK6DFJD7D06 64135DAJ4 3000000.00000000 PA USD 2997828.00000000 0.329301289377 Long ABS-CBDO CORP KY N 2 2035-04-16 Floating 4.75693000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376LTT6 1750358.74000000 PA USD 181000.83000000 0.019882330372 Long ABS-O USGA US N 2 2041-06-20 Floating 2.88048000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M4UM3 1210.52000000 PA USD 1272.12000000 0.000139738089 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHD4 1267000.00000000 PA USD 1245108.94000000 0.136771015334 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31325WRH7 3028194.13000000 PA USD 118223.73000000 0.012986477784 Long ABS-MBS USGSE US N 2 2031-02-15 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31415THV5 9833.36000000 PA USD 10111.25000000 0.001110686691 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413Y2K6 211.75000000 PA USD 217.32000000 0.000023871868 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.50000000 N N N N N N AES Corp. 2NUNNB7D43COUIRE5295 00130HCM5 309000.00000000 PA USD 310886.85000000 0.034149871358 Long DBT CORP US N 2 2032-03-15 Fixed 5.80000000 N N N N N N Roche Holdings, Inc. PVJRP0EQNV6OGDPZGY95 771196CQ3 302000.00000000 PA USD 297517.11000000 0.032681250536 Long DBT CORP US N 2 2034-09-09 Fixed 4.59200000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM 2018-D TRUST N/A 83401AAC2 1000000.00000000 PA USD 967361.70000000 0.106261418301 Long ABS-O CORP US N 2 2048-02-25 Fixed 4.14000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VGN8 156000.00000000 PA USD 136221.57000000 0.014963479773 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDT9 325000.00000000 PA USD 269680.14000000 0.029623453320 Long DBT CORP US N 2 2065-09-26 Fixed 6.10000000 N N N N N N ALTERNATIVE LOAN TRUST 2005-65CB N/A 12668AZ40 785977.29000000 PA USD 518987.88000000 0.057009067249 Long ABS-O CORP US N 2 2035-12-25 Fixed 5.50000000 N N N N N N NBN Co Ltd. 2549007CRZ2NT7S96A24 62878U2D3 213000.00000000 PA USD 208777.97000000 0.022933555465 Long DBT CORP AU N 2 2027-01-08 Fixed 1.62500000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 22023.15000000 0.002419168708 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-03-25 0.00000000 AUD 0.00000000 AUD 33100000.00000000 AUD 22023.15000000 N N N Nippon Life Insurance Co. 549300Y0HHMFW3EVWY08 654579AQ4 495000.00000000 PA USD 496421.80000000 0.054530259512 Long DBT CORP JP N 2 2031-04-02 Fixed 4.74800000 N N N N N N Toyota Motor Corp. 5493006W3QUS5LMH6R84 892331AU3 482000.00000000 PA USD 482594.49000000 0.053011376170 Long DBT CORP JP N 2 2030-06-30 Fixed 4.45000000 N N N N N N FedEx Corporation 549300E707U7WNPZN687 31428XDS2 25000.00000000 PA USD 20883.13000000 0.002293941358 Long DBT CORP US N 2 2046-04-01 Fixed 4.55000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M6E87 87522.54000000 PA USD 90105.07000000 0.009897737872 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417DKX0 387392.86000000 PA USD 365274.23000000 0.040124141516 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31398EKB9 14970.74000000 PA USD 15513.27000000 0.001704080358 Long ABS-O USGSE US N 2 2038-03-15 Floating 6.87267000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GUJL2 57944.12000000 PA USD 57250.98000000 0.006288826954 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GC51 295000.00000000 PA USD 288217.04000000 0.031659669231 Long DBT CORP US N 2 2056-01-28 Fixed 5.73400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378G2A5 93277.67000000 PA USD 83383.16000000 0.009159358742 Long ABS-O USGA US N 2 2042-11-20 Fixed 1.75000000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAS3 418000.00000000 PA USD 423143.00000000 0.046480830618 Long DBT CORP US N 2 2029-04-20 Fixed 5.10000000 N N N N N N LOS ANGELES COUNTY PUBLIC WORKS FINANCING AUTHORITY (CA) N/A 54473ENT7 170000.00000000 PA USD 184657.83000000 0.020284039482 Long DBT MUN US N 2 2033-08-01 Fixed 7.48800000 N N N N N N Viatris Inc 254900ZZTSW7NL773X71 92556VAF3 152000.00000000 PA USD 99706.05000000 0.010952373126 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QZD4 52265.71000000 PA USD 53384.81000000 0.005864141226 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 5.00000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 21038QE42 4025000.00000000 PA USD 4007916.69000000 0.440256123344 Long STIV CORP US N 2 2026-05-04 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31404FWY5 5855.99000000 PA USD 5904.22000000 0.000648558642 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Fortune Brands Innovations Inc 54930032LHW54PQUJD44 34964CAF3 295000.00000000 PA USD 277887.79000000 0.030525035975 Long DBT CORP US N 2 2032-03-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LM58 133768.96000000 PA USD 137752.79000000 0.015131679123 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.50000000 N N N N N N HOMEBANC MORTGAGE TRUST 2005-1 N/A 43739EAB3 39926.88000000 PA USD 39350.69000000 0.004322540504 Long ABS-O CORP US N 2 2029-08-25 Floating 4.65303000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4976000.00000000 NC USD -11397.20000000 -0.00125194395 N/A DIR CORP CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 UBS AG BFM8T61CT2L1QCEMIK50 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CH US 2033-03-22 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.78000000 USD 2028-03-20 XXXX -11397.20000000 N N N M&T Bank Corporation 549300WYXDDBYRASEG81 55261FAZ7 1419000.00000000 PA USD 1414856.85000000 0.155417250419 Long DBT CORP US N 2 2035-07-30 Fixed 5.40000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DP1 239000.00000000 PA USD 240177.40000000 0.026382676891 Long DBT CORP US N 2 2031-11-01 Fixed 4.75000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABJ9 270000.00000000 PA USD 269299.43000000 0.029581633611 Long DBT CORP DK N 2 2030-10-02 Fixed 4.61300000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 214000.00000000 PA USD 170059.47000000 0.018680458899 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475BJ3 258000.00000000 PA USD 273003.38000000 0.029988500020 Long DBT CORP US N 2 2033-10-28 Fixed 6.03700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418TCJ4 100653.50000000 PA USD 99596.67000000 0.010940358102 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates N/A 92922F2Q0 23184672.71550000 PA USD 27736.98000000 0.003046813652 Long ABS-O CORP US N 2 2045-08-25 Variable 0.01969560 N N N N N N Wisconsin Power and Light Company JWBYHVQVMY66CVCOSO49 976826BS5 116000.00000000 PA USD 117798.17000000 0.012939731454 Long DBT CORP US N 2 2034-03-30 Fixed 5.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406RFE0 7674.75000000 PA USD 7772.55000000 0.000853788388 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.37300000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200KV2 246000.00000000 PA USD 207654.78000000 0.022810176834 Long DBT CORP US N 2 2052-07-27 Fixed 4.90000000 N N N N N N Bluemountain CLO XXX Ltd/Bluemountain CLO XXX LLC 5493002GUQ80FGGGNP40 09630QAY7 1000000.00000000 PA USD 991886.00000000 0.108955329897 Long ABS-CBDO CORP KY N 2 2035-04-16 Floating 5.52219000 N N N N N N PMT LOAN TRUST 2025-INV12 N/A 73015KBE4 972252.55000000 PA USD 965120.11000000 0.106015187204 Long ABS-O CORP US N 2 2056-12-25 Variable 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31325WRQ7 3291952.53000000 PA USD 186567.13000000 0.020493769644 Long ABS-MBS USGSE US N 2 2031-02-15 Fixed 3.50000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599DL6 33000.00000000 PA USD 34204.96000000 0.003757299428 Long DBT CORP US N 2 2046-03-15 Fixed 6.60000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128K97D0 226.38000000 PA USD 228.24000000 0.000025071393 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N LAKESIDE PARK CLO LTD N/A 51218YAC0 970000.00000000 PA USD 969762.35000000 0.106525121602 Long ABS-CBDO CORP US N 2 2038-04-15 Floating 5.22219000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YGA7 457000.00000000 PA USD 468252.68000000 0.051435976739 Long DBT CORP US N 2 2036-04-17 Fixed 5.66400000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3K7 41000.00000000 PA USD 41749.18000000 0.004586006536 Long DBT CORP US N 2 2035-01-23 Fixed 5.49900000 N N N N N N American Express Company R4PP93JZOLY261QX3811 025816EP0 110000.00000000 PA USD 108884.44000000 0.011960588294 Long DBT CORP US N 2 2032-02-10 Fixed 4.45600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AJ6C1 3009.30000000 PA USD 2979.20000000 0.000327255066 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412WXR2 5187.57000000 PA USD 5283.05000000 0.000580325214 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N Mars Inc. 54930073HKEO6GZBSS03 571676AZ8 206000.00000000 PA USD 208499.77000000 0.022902996134 Long DBT CORP US N 2 2032-03-01 Fixed 5.00000000 N N N N N N New York State Electric & Gas Corporation 549300GEC6J0YHUXA160 649840CQ6 20000.00000000 PA USD 19857.10000000 0.002181235425 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N PALMER SQUARE CLO 2021-1 LTD 549300O6Q3S8TEDA9I81 69701WAN6 2140000.00000000 PA USD 2128548.86000000 0.233813909303 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.16763000 N N N N N N Galaxy XXII CLO Ltd/Galaxy XXII CLO LLC 54930022KENWLYJ8SJ86 36320TBM4 2500000.00000000 PA USD 2496900.00000000 0.274276039000 Long ABS-CBDO CORP KY N 2 2034-04-17 Variable 4.68316000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DA41 13623.04800000 PA USD 14295.75000000 0.001570339895 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N TRANSCONTINENTAL GAS PIPELINE COMPANY LLC N/A 893574AP8 120000.00000000 PA USD 114112.71000000 0.012534896110 Long DBT CORP US N 2 2030-05-15 Fixed 3.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KXL3 6396.55000000 PA USD 6713.59000000 0.000737465205 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -49760000.00000000 NC USD 13140.47000000 0.001443436285 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Call Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2028-02-24 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 2.50000000 USD 2027-02-22 XXXX 13140.47000000 N N N Alliant Energy Finance LLC 54930033ER6EOI5DL570 01882YAD8 14000.00000000 PA USD 12957.51000000 0.001423338747 Long DBT CORP US N 2 2032-03-01 Fixed 3.60000000 N N N N N SPECTRUM MANAGEMENT HOLDING COMPANY LLC B1WXCWLJVJXMWJX6O298 88732JAY4 116000.00000000 PA USD 105220.53000000 0.011558120144 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403TTL8 101367.34000000 PA USD 101942.01000000 0.011197985786 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -18886.83000000 -0.00207465454 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-03-13 0.00000000 USD 0.00000000 USD 10598000.00000000 USD -18886.83000000 N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 645000.00000000 PA USD 610652.30000000 0.067078094457 Long DBT CORP GB N 2 2029-08-17 Fixed 2.20600000 N N N N N N Sequoia Mortgage Trust 2015-2 N/A 81733YEG0 410550.72000000 PA USD 357832.27000000 0.039306667324 Long ABS-O CORP US N 2 2045-05-25 Variable 3.75754680 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379FFA2 4164610.25000000 PA USD 774815.33000000 0.085110849321 Long ABS-O USGA US N 2 2045-04-16 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GSZZ8 43617.70000000 PA USD 42952.73000000 0.004718212442 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.50000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAW1 1114000.00000000 PA USD 976921.52000000 0.107311532268 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411E2K2 168.09000000 PA USD 174.03000000 0.000019116608 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Blackstone Holdings Finance Co. L.L.C. 549300D2L6J4NC1QVZ22 09261BAD2 257000.00000000 PA USD 218142.64000000 0.023962232863 Long DBT CORP US N 2 2032-01-30 Fixed 2.00000000 N N N N N N AlixPartners 5493005G2MHUFTGARL57 01642PBE5 224437.50000000 PA USD 222666.46000000 0.024459159224 Long LON CORP US N 2 2032-08-12 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AA3F6 12618.73000000 PA USD 12495.15000000 0.001372550061 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -11877500.00000000 NC USD -89129.35000000 -0.00979055832 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Put Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2061-02-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.12000000 USD 2031-02-25 XXXX -89129.35000000 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M75R3 78608.27000000 PA USD 81179.90000000 0.008917338066 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31389EZQ1 4850.53000000 PA USD 4937.72000000 0.000542391879 Long ABS-MBS USGSE US N 2 2032-04-01 Variable 5.71000000 N N N N N N Chase Mortgage Finance Trust N/A 16162WPB9 8861.14000000 PA USD 8464.95000000 0.000929846191 Long ABS-O CORP US N 2 2035-12-25 Variable 4.20235920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416WDZ2 29088.19000000 PA USD 28809.31000000 0.003164605484 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TCX1 213550.73000000 PA USD 200731.38000000 0.022049664708 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132GFVW4 140178.30000000 PA USD 138680.98000000 0.015233637662 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATWH3 4222520.98000000 PA USD 455885.74000000 0.050077510114 Long ABS-O USGSE US N 2 2046-09-25 Floating 2.22362000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31404BM66 47170.13000000 PA USD 47631.14000000 0.005232119993 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 40434LAJ4 156000.00000000 PA USD 138795.11000000 0.015246174457 Long DBT CORP US N 2 2031-06-17 Fixed 2.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FAX5 1412269.68000000 PA USD 1440393.67000000 0.158222383919 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N Alabama Power Co. 0RL818ELFOHP5JHOFU19 010392GB8 90000.00000000 PA USD 95331.82000000 0.010471878721 Long DBT CORP US N 2 2033-11-15 Fixed 5.85000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MJWR7 108610.62000000 PA USD 104748.21000000 0.011506237386 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.00000000 N N N N N N SOUND POINT CLO XXIX LTD N/A 83614VAY1 2600000.00000000 PA USD 2587301.60000000 0.284206349693 Long ABS-CBDO CORP KY N 2 2034-04-25 Floating 5.51802000 N N N N N N PacifiCorp. SGY07Y7FNYBNLM6Z1M11 695114CN6 37000.00000000 PA USD 28996.71000000 0.003185190741 Long DBT CORP US N 2 2042-02-01 Fixed 4.10000000 N N N N N N The Sherwin-Williams Company Z15BMIOX8DDH0X2OBP21 82434UEB9 2300000.00000000 PA USD 2289903.00000000 0.251538117079 Long STIV CORP US N 2 2026-05-11 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W93Z1 56639.53000000 PA USD 54680.27000000 0.006006443136 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.00000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST N/A 92925GAC7 499144.48000000 PA USD 446658.79000000 0.049063960793 Long ABS-O CORP US N 2 2036-12-25 Variable 4.11841800 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417Y4F1 9366.96000000 PA USD 9275.21000000 0.001018850518 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412BFT4 53376.25000000 PA USD 55112.14000000 0.006053882598 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687VAF3 65000.00000000 PA USD 66393.88000000 0.007293143666 Long DBT CORP US N 2 2034-06-15 Fixed 5.45000000 N N N N N N Cargill Inc. QXZYQNMR4JZ5RIRN4T31 141781BM5 118000.00000000 PA USD 107649.38000000 0.011824921121 Long DBT CORP US N 2 2030-04-23 Fixed 2.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403K5F6 2410.95000000 PA USD 2500.74000000 0.000274697850 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Nuveen LLC N/A 67080LAC9 227000.00000000 PA USD 232937.90000000 0.025587442246 Long DBT CORP US N 2 2030-01-15 Fixed 5.55000000 N N N N N N INVESCO U.S CLO 2021-3 LTD 5493000BVI47XOSBML18 46151VAE1 1550000.00000000 PA USD 1543857.35000000 0.169587520021 Long ABS-CBDO CORP KY N 2 2034-10-22 Variable 5.16920000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YEB1 282000.00000000 PA USD 278051.03000000 0.030542967338 Long DBT CORP US N 2 2055-03-15 Fixed 5.60000000 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 37045XEU6 921000.00000000 PA USD 942452.01000000 0.103525172914 Long DBT CORP US N 2 2029-07-15 Fixed 5.55000000 N N N N N N 720 East CLO Ltd. N/A 81800WAG6 900000.00000000 PA USD 890813.70000000 0.097852878819 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.21763000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TMK8 250000.00000000 PA USD 251563.23000000 0.027633371894 Long DBT CORP US N 2 2029-08-09 Fixed 4.55000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017DAC2 205000.00000000 PA USD 208417.45000000 0.022893953560 Long DBT CORP CA N 2 2031-02-04 Fixed 5.15300000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FUY57 9131824.74000000 PA USD 1070203.29000000 0.117558219915 Long ABS-O USGSE US N 2 2050-07-25 Floating 2.32362000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CY4 415000.00000000 PA USD 382662.24000000 0.042034155738 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N Atlas Warehouse Lending Co. LP 25490068J12A1HV7YM70 049463AF9 460000.00000000 PA USD 453191.67000000 0.049781575616 Long DBT CORP US N 2 2028-11-15 Fixed 4.62500000 N N N N N N AMERICAN HOMES 4 RENT 549300ZJUO7A58PNUW40 02666TAA5 144000.00000000 PA USD 143281.58000000 0.015738998047 Long DBT CORP US N 2 2028-02-15 Fixed 4.25000000 N N N N N N WELLS FARGO MORTGAGE BACKED SECURITIES 2006-AR2 TRUST N/A 94983PAF5 87996.03000000 PA USD 87727.04000000 0.009636519301 Long ABS-O CORP US N 2 2036-04-25 Variable 5.71484000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128LCD86 21399.94000000 PA USD 21996.47000000 0.002416238000 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395QJ76 150493.73000000 PA USD 22310.70000000 0.002450755105 Long ABS-MBS USGSE US N 2 2043-08-25 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M44X8 3059.31000000 PA USD 3182.98000000 0.000349639611 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAP7 840000.00000000 PA USD 827435.13000000 0.090890956781 Long DBT CORP NO N 2 2035-11-14 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KGA6 4960.18000000 PA USD 5205.63000000 0.000571820888 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599EM3 91000.00000000 PA USD 88553.37000000 0.009727288863 Long DBT CORP US N 2 2054-10-01 Fixed 6.05000000 N N N N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 04273WAF8 416000.00000000 PA USD 420676.22000000 0.046209863159 Long DBT CORP US N 2 2029-08-21 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411G6F4 4816.37000000 PA USD 4926.70000000 0.000541181369 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.50000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAN3 203000.00000000 PA USD 198770.53000000 0.021834271952 Long DBT CORP NO N 2 2034-10-01 Fixed 5.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410EZ76 7383.89000000 PA USD 7660.05000000 0.000841430643 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Ozlm XV Ltd / Ozlm XV Ltd 5493008RJIODIVVGSK16 67111DBG0 614026.78000000 PA USD 614389.06000000 0.067488564933 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 4.71763000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FMKC5 10504804.85000000 PA USD 845777.03000000 0.092905752599 Long ABS-O USGSE US N 2 2049-07-25 Floating 2.32362000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAT9 1882000.00000000 PA USD 1844536.12000000 0.202616068239 Long DBT CORP US N 2 2037-01-30 Fixed 5.07300000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEG7 125000.00000000 PA USD 128851.26000000 0.014153876091 Long DBT CORP US N 2 2030-04-22 Fixed 5.58100000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KBB2 275000.00000000 PA USD 266737.53000000 0.029300217542 Long DBT CORP US N 2 2075-11-15 Fixed 5.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410GBA0 18243.54000000 PA USD 18862.06000000 0.002071933639 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N AZURIA WATER SOLUTN INC 549300AG3DVJURRIT691 000000000 198529.41000000 PA USD 197040.44000000 0.021644227404 Long LON CORP US N 2 2033-01-27 None 0.00000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BW2 475000.00000000 PA USD 469654.79000000 0.051589993791 Long DBT CORP US N 2 2031-10-15 Fixed 4.50000000 N N N N N N BDS 2025-FL15 LLC N/A 05556EAA4 2500000.00000000 PA USD 2500943.88000000 0.274720245572 Long ABS-CBDO CORP US N 2 2043-03-19 Floating 5.07672000 N N N N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -458.07000000 -0.00005031744 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -62822.26000000 USD 53895.07000000 EUR 2026-04-24 -458.07000000 N N N Quest Diagnostics Incorporated 8MCWUBXQ0WE04KMXBX50 74834LBF6 366000.00000000 PA USD 368696.14000000 0.040500026782 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QH44 30960.01000000 PA USD 31622.85000000 0.003473663358 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414RGY5 208.18000000 PA USD 212.95000000 0.000023391838 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138APTB4 2890.89000000 PA USD 2853.99000000 0.000313501170 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EG6F6 15062.25000000 PA USD 15059.39000000 0.001654223172 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413A6W8 24998.51000000 PA USD 25744.01000000 0.002827892623 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371NP25 158566.23000000 PA USD 163611.37000000 0.017972156874 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N BENCHMARK 2025-V17 MORTGAGE TRUST N/A 081934AW1 1000000.00000000 PA USD 1003596.00000000 0.110241633880 Long ABS-O CORP US N 2 2058-09-17 Variable 5.87280000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KJJ4 5748.06000000 PA USD 5931.99000000 0.000651609083 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31396EU46 99181.42000000 PA USD 105305.59000000 0.011567463698 Long ABS-O USGSE US N 2 2035-03-15 Floating 8.49987000 N N N N N N Evergy Kansas Central Inc. J75GNWGEO73W89ZV3S44 30036FAC5 64000.00000000 PA USD 67922.08000000 0.007461011279 Long DBT CORP US N 2 2033-11-15 Fixed 5.90000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31325WRP9 2669261.80000000 PA USD 124375.05000000 0.013662179528 Long ABS-MBS USGSE US N 2 2031-02-15 Fixed 3.00000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135BZ8 114000.00000000 PA USD 102203.55000000 0.011226715073 Long DBT CORP US N 2 2031-05-12 Fixed 2.10000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HBG9 600000.00000000 PA USD 617338.10000000 0.067812507025 Long DBT CORP ES N 2 2031-07-15 Fixed 5.43900000 N N N N N N Takeda Pharmaceutical Co Ltd. 549300ZLMVP4X0OGR454 874060BN5 257000.00000000 PA USD 248310.68000000 0.027276090252 Long DBT CORP JP N 2 2064-07-05 Fixed 5.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417YWB9 4155.07000000 PA USD 4123.59000000 0.000452962446 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AGP93 223885.81000000 PA USD 221692.69000000 0.024352193875 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414AQH8 705.90000000 PA USD 738.90000000 0.000081165671 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N SEQUOIA MORTGAGE TRUST 2025-4 N/A 816940AD2 1000000.00000000 PA USD 985989.20000000 0.108307586316 Long ABS-O CORP US N 2 2056-04-25 Fixed 5.12500000 N N N N N N LPL Holdings Inc. 549300Z5YF8CCRMYUL26 50212YAJ3 229000.00000000 PA USD 231168.92000000 0.025393125763 Long DBT CORP US N 2 2027-05-20 Fixed 5.70000000 N N N N N N Mitsubishi UFJ Financial Group Inc. 353800V2V8PUY9TK3E06 606822DS0 420000.00000000 PA USD 414061.30000000 0.045483236520 Long DBT CORP JP N 2 2032-01-14 Fixed 4.50500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 26000.00000000 PA USD 21554.29000000 0.002367666019 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BP0 66000.00000000 PA USD 59217.00000000 0.006504787617 Long DBT CORP US N 2 2043-03-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412WVY9 3998.66000000 PA USD 4185.53000000 0.000459766346 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ASQN5 18665.26000000 PA USD 18259.95000000 0.002005793887 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31415LQ42 35774.21000000 PA USD 37507.23000000 0.004120042644 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N SUNRUN ATHENA ISSUER 2018-1 5493001ZI15Y2FZFMI30 86772DAA4 1477151.31000000 PA USD 1429347.30000000 0.157008977452 Long ABS-O CORP US N 2 2049-04-30 Fixed 5.31000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 784456AF2 1550000.00000000 PA USD 1403664.97000000 0.154187860169 Long ABS-O CORP US N 2 2045-09-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412M4W5 163.18000000 PA USD 168.26000000 0.000018482793 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20754VAC1 1000000.00000000 PA USD 1011248.80000000 0.111082268135 Long ABS-O USGSE US N 2 2045-03-27 Floating 5.91190000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MGLH2 2683643.17000000 PA USD 2199156.43000000 0.241569912597 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PFJ6 133000.00000000 PA USD 134184.37000000 0.014739700228 Long DBT CORP US N 2 2034-07-15 Fixed 5.15000000 N N N N N N Louisville Gas and Electric Company KO3GRIB3RPH1XDX50U72 546676AZ0 64000.00000000 PA USD 66216.95000000 0.007273708502 Long DBT CORP US N 2 2033-04-15 Fixed 5.45000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-C5 N/A 17291DAU7 44861160.05000000 PA USD 528646.15000000 0.058069995616 Long ABS-O CORP US N 2 2051-06-12 Variable 0.65585900 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QS6V5 792673.63000000 PA USD 764566.87000000 0.083985090574 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FJZX0 3952424.59000000 PA USD 369285.70000000 0.040564787959 Long ABS-O USGSE US N 2 2048-12-15 Floating 2.91329000 N N N N N N NBN Co Ltd. 2549007CRZ2NT7S96A24 62878U2G6 315000.00000000 PA USD 339504.28000000 0.037293399472 Long DBT CORP AU N 2 2033-10-06 Fixed 6.00000000 N N N N N N Elevance Health Inc. 8MYN82XMYQH89CTMTH67 036752BJ1 270000.00000000 PA USD 265996.60000000 0.029218828882 Long DBT CORP US N 2 2032-09-15 Fixed 4.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATFQ2 2734912.82000000 PA USD 287278.39000000 0.031556561696 Long ABS-O USGSE US N 2 2046-08-25 Floating 2.22362000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 1002000.00000000 PA USD 843576.18000000 0.092663996654 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKJ7 434000.00000000 PA USD 427442.80000000 0.046953149138 Long DBT CORP US N 2 2028-02-04 Fixed 2.55100000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -24944000.00000000 NC USD -48078.06000000 -0.00528121264 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-11-24 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.16100000 USD 2027-11-22 XXXX -48078.06000000 N N N Cheniere Energy Partners Lp 5493005UEC8AZ34LDV29 16411QAG6 227000.00000000 PA USD 226078.04000000 0.024833909774 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Hero Funding Trust 2015-2 N/A 42770UAA1 537991.32710000 PA USD 516224.41000000 0.056705509395 Long ABS-O CORP US N 2 2040-09-20 Fixed 3.99000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128NHK36 20754.74000000 PA USD 21313.96000000 0.002341266580 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.09000000 N N N N N N APA Corp. 549300VCIWLRHYVSHC79 03743QAT5 421000.00000000 PA USD 422315.92000000 0.046389978671 Long DBT CORP US N 2 2055-02-15 Fixed 6.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MGLQ2 1916901.24000000 PA USD 1645764.17000000 0.180781640304 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FE2J8 1915845.82000000 PA USD 1548849.46000000 0.170135886458 Long ABS-O USGSE US N 2 2047-12-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WTY4 2784298.26000000 PA USD 2398717.11000000 0.263490979860 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.50000000 N N N N N N Piedmont Operating Partnership, L.P. 549300WKGDPAS39FBD10 720198AF7 39000.00000000 PA USD 32787.84000000 0.003601633578 Long DBT CORP US N 2 2032-04-01 Fixed 2.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DDX4 4460.44000000 PA USD 4605.34000000 0.000505881057 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409VAS3 103000.00000000 PA USD 89839.65000000 0.009868582381 Long DBT CORP US N 2 2030-08-15 Fixed 1.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KXZ2 34251.46000000 PA USD 35353.44000000 0.003883456080 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AF3C2 9875.88000000 PA USD 9606.70000000 0.001055263576 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416SQL8 3767.68000000 PA USD 3730.79000000 0.000409814691 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABT1 38000.00000000 PA USD 35052.60000000 0.003850409822 Long DBT CORP US N 2 2031-02-15 Fixed 2.87500000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABH3 345000.00000000 PA USD 354909.93000000 0.038985658137 Long DBT CORP DK N 2 2030-03-01 Fixed 5.70500000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EXT1 250000.00000000 PA USD 254660.56000000 0.027973603142 Long DBT CORP US N 2 2029-06-11 Fixed 4.85000000 N N N N N N American Homes 4 Rent L P 549300N4PXZ37U8QKI55 02666TAG2 334000.00000000 PA USD 337226.98000000 0.037043245752 Long DBT CORP US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDX0 435000.00000000 PA USD 425769.47000000 0.046769339484 Long DBT CORP US N 2 2031-02-04 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417BTN7 23977.72000000 PA USD 23436.76000000 0.002574448996 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.50000000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -1244000.00000000 NC USD -8355.91000000 -0.00091786851 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Put Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2061-02-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.13000000 USD 2031-02-25 XXXX -8355.91000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31391DRP0 2229.83000000 PA USD 2324.26000000 0.000255312117 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.50000000 N N N N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608AQ5 177000.00000000 PA USD 179828.38000000 0.019753540697 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396PCB5 777553.89000000 PA USD 67837.18000000 0.007451685300 Long ABS-O USGSE US N 2 2037-01-25 Floating 2.96362000 N N N N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 17275RBS0 268000.00000000 PA USD 274650.66000000 0.030169448169 Long DBT CORP US N 2 2031-02-26 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AFC24 13860.43000000 PA USD 13724.68000000 0.001507609782 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N JERSEY MIKE'S FUNDING LLC N/A 476681AD3 396000.00000000 PA USD 401074.74000000 0.044056706728 Long ABS-O CORP US N 2 2055-02-15 Fixed 5.63600000 N N N N N N Ballyrock Clo 2020-1 Ltd. 2549009NE3IA6DAH4G62 05875YAL0 1390000.00000000 PA USD 1388433.47000000 0.152514731293 Long ABS-CBDO CORP KY N 2 2038-04-15 Floating 5.32219000 N N N N N N COLUMBIA PIPELINES HOLDING CO LLC N/A 19828AAB3 373000.00000000 PA USD 385182.78000000 0.042311028551 Long DBT CORP US N 2 2028-08-15 Fixed 6.04200000 N N N N N N MONONGAHELA POWER CO N/A 610202BR3 306000.00000000 PA USD 303084.15000000 0.033292771094 Long DBT CORP US N 2 2027-05-15 Fixed 3.55000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 4963.93000000 0.000545270959 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-03-17 0.00000000 USD 0.00000000 USD 10942000.00000000 USD 4963.93000000 N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KDF4 268000.00000000 PA USD 276664.44000000 0.030390655106 Long DBT CORP US N 2 2055-08-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378TQB9 115153.19000000 PA USD 103328.94000000 0.011350335366 Long ABS-O USGA US N 2 2042-08-20 Fixed 1.25000000 N N N N N N ExamWorks N/A 28542CAG4 200000.00000000 PA USD 199890.60000000 0.021957307862 Long LON CORP US N 2 2033-02-06 Floating 6.17000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417WUE9 82097.13000000 PA USD 81293.41000000 0.008929806757 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AP5M6 308551.72000000 PA USD 305275.20000000 0.033533450543 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31415R3A0 9835.97000000 PA USD 10162.87000000 0.001116356974 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N Applovin Corp. 549300LLVXMUAOL3SQ07 03831WAB4 276000.00000000 PA USD 277664.86000000 0.030500547867 Long DBT CORP US N 2 2029-12-01 Fixed 5.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410GE90 19602.40000000 PA USD 20248.34000000 0.002224211819 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.00000000 N N N N N N Commonbond Student Loan Trust 2018-B-GS 549300EJIXF1G1X7PN20 20268MAC0 227987.91000000 PA USD 196469.40000000 0.021581500587 Long ABS-O CORP US N 2 2045-09-25 Variable 3.99000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 -49760000.00000000 NC USD -109592.83000000 -0.01203840254 N/A DIR CORP CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 UBS AG BFM8T61CT2L1QCEMIK50 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CH US 2028-02-12 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.70000000 USD 2027-02-10 XXXX -109592.83000000 N N N NBN Co Ltd. 2549007CRZ2NT7S96A24 62878U2E1 200000.00000000 PA USD 179145.25000000 0.019678501171 Long DBT CORP AU N 2 2032-01-08 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394VS50 1003508.82000000 PA USD 58609.53000000 0.006438059087 Long ABS-O USGSE US N 2 2035-10-25 Floating 2.97362000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136AV5M7 5366258.29000000 PA USD 1043928.81000000 0.114672056952 Long ABS-O USGSE US N 2 2047-04-25 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A2HT9 112210.32000000 PA USD 111111.56000000 0.012205229910 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Fortune Brands Innovations Inc 54930032LHW54PQUJD44 34964CAE6 184000.00000000 PA USD 175502.77000000 0.019278387035 Long DBT CORP US N 2 2029-09-15 Fixed 3.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HGR74 36251.65000000 PA USD 34714.95000000 0.003813320108 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Mitsubishi UFJ Financial Group Inc. 353800V2V8PUY9TK3E06 606822DL5 656000.00000000 PA USD 671596.75000000 0.073772636627 Long DBT CORP JP N 2 2036-04-24 Fixed 5.61500000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477BF9 617000.00000000 PA USD 580975.03000000 0.063818146496 Long DBT CORP US N 2 2034-11-01 Fixed 3.03100000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNQS5 3272903.73000000 PA USD 2804695.02000000 0.308086283267 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31388W5H5 3367.35000000 PA USD 3483.11000000 0.000382607879 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416WT44 8902.25000000 PA USD 8815.07000000 0.000968305692 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N BROAD RIVER BSL FUNDING CLO LTD 5493000KEEYM16WOW109 11124TAN4 3000000.00000000 PA USD 2997240.00000000 0.329236699561 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.92924000 N N N N N N Symetra Life Insurance Co. 2CKADF5K7JYB5EG0VY36 87151KAA7 233000.00000000 PA USD 233693.88000000 0.025670484098 Long DBT CORP US N 2 2055-10-01 Fixed 6.55000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31325WC75 225145.65000000 PA USD 43656.50000000 0.004795519202 Long ABS-MBS USGSE US N 2 2044-02-15 Variable 4.50000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAX6 112000.00000000 PA USD 113626.38000000 0.012481474401 Long DBT CORP US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38145GAS9 394000.00000000 PA USD 385349.62000000 0.042329355362 Long DBT CORP US N 2 2037-01-21 Fixed 5.06500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416WT93 105222.49000000 PA USD 104192.25000000 0.011445167056 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FMSN3 3992295.01500000 PA USD 419174.61000000 0.046044916368 Long ABS-O USGSE US N 2 2045-07-25 Floating 2.37362000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 78009PEH0 389000.00000000 PA USD 393411.19000000 0.043214891622 Long DBT CORP GB N 2 2030-01-27 Fixed 5.07600000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VAR2 184000.00000000 PA USD 172465.48000000 0.018944750978 Long DBT CORP US N 2 2030-07-01 Fixed 3.30000000 N N N N N N EOG Resources Inc. XWTZDRYZPBUHIQBKDB46 26875PAZ4 262000.00000000 PA USD 265982.65000000 0.029217296521 Long DBT CORP US N 2 2036-01-15 Fixed 5.35000000 N N N N N N FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES N/A 35563PGA1 710468.41000000 PA USD 618728.25000000 0.067965210311 Long ABS-O USGSE US N 2 2057-08-27 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403TT46 105.67000000 PA USD 107.43000000 0.000011800822 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N SPECTRUM MANAGEMENT HOLDING COMPANY LLC B1WXCWLJVJXMWJX6O298 88732JBB3 91000.00000000 PA USD 78504.09000000 0.008623409367 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297HMY1 144.93000000 PA USD 146.23000000 0.000016062872 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410WKM9 8570.97000000 PA USD 8854.47000000 0.000972633649 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Morgan Stanley Institutional Liquidity Funds 5493000A332Y142SOW84 61747C707 7230000.00000000 NS USD 7230000.00000000 0.794191101756 Long STIV RF US N 1 N N N Salesforce Inc. RCGZFPDMRW58VJ54VR07 79466LAT1 517000.00000000 PA USD 516266.11000000 0.056710090000 Long DBT CORP US N 2 2033-03-15 Fixed 5.20000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3V3 709000.00000000 PA USD 725795.66000000 0.079726203992 Long DBT CORP US N 2 2036-04-23 Fixed 5.60500000 N N N N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824CBW8 334000.00000000 PA USD 298390.96000000 0.032777240010 Long DBT CORP US N 2 2054-10-15 Fixed 5.60000000 N N N N N N Elevance Health Inc. 8MYN82XMYQH89CTMTH67 036752BC6 279000.00000000 PA USD 280831.37000000 0.030848378305 Long DBT CORP US N 2 2031-11-01 Fixed 4.95000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280EF2 267000.00000000 PA USD 270042.36000000 0.029663241965 Long DBT CORP GB N 2 2028-05-17 Fixed 5.59700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407JED0 63.50000000 PA USD 65.60000000 0.000007205938 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Stryker Corporation 5493002F0SC4JTBU5137 863667BL4 278000.00000000 PA USD 281851.35000000 0.030960419666 Long DBT CORP US N 2 2030-02-10 Fixed 4.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375A3E2 1749946.35000000 PA USD 345305.36000000 0.037930628534 Long ABS-O USGA US N 2 2040-01-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410WS82 2871.92000000 PA USD 3014.55000000 0.000331138144 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJZ3 470000.00000000 PA USD 447244.95000000 0.049128348491 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N N BSPRT 2025-FL12 ISSUER LLC N/A 05619BAA5 1000000.00000000 PA USD 999714.55000000 0.109815269696 Long ABS-CBDO CORP US N 2 2043-01-17 Floating 5.06412000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132GFYY7 225540.03000000 PA USD 223609.32000000 0.024562729213 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M4M67 4285.94000000 PA USD 4427.68000000 0.000486365706 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N BEAR STEARNS ALT-A TRUST 2004-9 N/A 073868AV3 647709.44000000 PA USD 354953.65000000 0.038990460631 Long ABS-O CORP US N 2 2036-11-25 Variable 4.32678000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419EJT7 59138.71000000 PA USD 58559.57000000 0.006432571150 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWML4 1983300.66000000 PA USD 2024057.91000000 0.222335931059 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAK0 340000.00000000 PA USD 309211.25000000 0.033965812353 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N Jacobs Solutions Inc. 254900E3KHXCC2C8K272 46982LAB4 255000.00000000 PA USD 248855.99000000 0.027335990716 Long DBT CORP US N 2 2036-03-03 Fixed 5.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371NBF1 7259.89000000 PA USD 7619.83000000 0.000837012611 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081GU5 166000.00000000 PA USD 170738.30000000 0.018755026084 Long DBT CORP US N 2 2034-06-15 Fixed 5.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396LMM9 275410.52000000 PA USD 350478.59000000 0.038498890392 Long ABS-O USGSE US N 2 2036-11-25 Floating 14.56810000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402DP79 17539.15000000 PA USD 17916.44000000 0.001968060473 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 913017CW7 261000.00000000 PA USD 241264.90000000 0.026502135096 Long DBT CORP US N 2 2038-11-16 Fixed 4.45000000 N N N N N N CHASE HOME LENDING MORTGAGE TRUST 2024-8 N/A 16159XAV4 987391.79000000 PA USD 980588.66000000 0.107714355222 Long ABS-O CORP US N 2 2055-08-25 Variable 5.50000000 N N N N N N WIND RIVER 2021-2 CLO LTD N/A 97315VAQ0 750000.00000000 PA USD 746412.00000000 0.081990839369 Long ABS-CBDO CORP KY N 2 2034-07-20 Variable 5.26763000 N N N N N N CDW LLC / CDW Finance Corp 549300RU2J599RPFD076 12513GBK4 181000.00000000 PA USD 180779.02000000 0.019857965292 Long DBT CORP US N 2 2030-03-01 Fixed 5.10000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAB6 280000.00000000 PA USD 286045.21000000 0.031421101034 Long DBT CORP US N 2 2029-03-01 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409YBW6 8312.45000000 PA USD 8667.09000000 0.000952050588 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABF1 46000.00000000 PA USD 44810.54000000 0.004922286602 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N BEAR STEARNS ALT-A TRUST 2004-9 N/A 073868BE0 758258.14000000 PA USD 378035.74000000 0.041525950325 Long ABS-O CORP US N 2 2036-11-25 Variable 4.42049000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EKB61 3339.35000000 PA USD 3306.65000000 0.000363224343 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128L14P2 4123.27000000 PA USD 4331.57000000 0.000475808347 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBU8 61000.00000000 PA USD 59965.28000000 0.006586983650 Long DBT CORP US N 2 2027-04-01 Fixed 2.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412P4D0 16277.77000000 PA USD 16298.87000000 0.001790375867 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 4.50000000 N N N N N N Indiana Michigan Power Company JHR9V15J0ZRG02MIRD06 454889AM8 19000.00000000 PA USD 20126.05000000 0.002210778675 Long DBT CORP US N 2 2037-03-15 Fixed 6.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419DP70 5282.68000000 PA USD 5227.14000000 0.000574183689 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176SAL4 41262.92000000 PA USD 41727.87000000 0.004583665705 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31391PEW2 354.58000000 PA USD 361.61000000 0.000039721638 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416T3T4 7634.77000000 PA USD 7560.04000000 0.000830444882 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397VGJ0 1259069.15000000 PA USD 187800.99000000 0.020629305001 Long ABS-MBS USGSE US N 2 2039-05-25 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MC7H1 5816.02000000 PA USD 5688.45000000 0.000624857036 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432NK7 121000.00000000 PA USD 121080.95000000 0.013300333759 Long DBT CORP US N 2 2046-04-20 Fixed 5.25000000 N N N N N N STWD 2025-FL4 LLC N/A 863922AE0 1000000.00000000 PA USD 1000248.20000000 0.109873889348 Long ABS-CBDO CORP US N 2 2042-11-19 Floating 5.62672000 N N N N N N PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475CE3 10000.00000000 PA USD 10048.10000000 0.001103749876 Long DBT CORP US N 2 2036-07-21 Fixed 5.37300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LVC76 9550.56000000 PA USD 9438.66000000 0.001036804949 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402RH69 12131.40000000 PA USD 12139.48000000 0.001333480912 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 5.11400160 N N N N N N Cedar Funding VIII CLO, Ltd 549300PTCF9P2JDL1E69 15032EAY5 3000000.00000000 PA USD 2999967.00000000 0.329536251309 Long ABS-CBDO CORP KY N 2 2038-01-19 Floating 4.88763000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413MA23 423.13000000 PA USD 435.71000000 0.000047861273 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A6JS4 448419.56000000 PA USD 55742.59000000 0.006123135403 Long ABS-O USGSE US N 2 2042-04-25 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AHVA3 4492884.13000000 PA USD 467840.65000000 0.051390716634 Long ABS-O USGSE US N 2 2041-11-15 Floating 2.76329000 N N N N N N American Homes 4 Rent L P 549300N4PXZ37U8QKI55 02666TAE7 41000.00000000 PA USD 37872.16000000 0.004160128973 Long DBT CORP US N 2 2032-04-15 Fixed 3.62500000 N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179MBG7 290000.00000000 PA USD 290838.11000000 0.031947584925 Long DBT CORP US N 2 2034-09-15 Fixed 5.20000000 N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31397H6V5 1281760.67000000 PA USD 110529.30000000 0.012141270614 Long ABS-O USGSE US N 2 2037-05-15 Floating 2.62329000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B4ZD3 3539779.74000000 PA USD 383059.57000000 0.042077801097 Long ABS-O USGSE US N 2 2049-06-25 Floating 2.27362000 N N N N N N MF1 2021-FL7 LTD N/A 55284AAC2 3532000.00000000 PA USD 3528176.79000000 0.387558314252 Long ABS-CBDO CORP KY N 2 2036-10-21 Floating 5.24404000 N N N N N N Black Hills Corporation 3MGELCRSTNSAMJ962671 092113AY5 1085000.00000000 PA USD 1073901.22000000 0.117964425047 Long DBT CORP US N 2 2031-01-31 Fixed 4.55000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBN4 123000.00000000 PA USD 120071.46000000 0.013189444689 Long DBT CORP US N 2 2027-11-15 Fixed 3.25000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136BF4A8 12680993.83000000 PA USD 2965312.18000000 0.325729536277 Long ABS-O USGSE US N 2 2051-04-25 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A9HT8 514823.15000000 PA USD 473191.56000000 0.051978496041 Long ABS-O USGSE US N 2 2042-10-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B22X9 385312.51000000 PA USD 345975.49000000 0.038004240053 Long ABS-O USGSE US N 2 2048-09-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410GA86 2990.88000000 PA USD 3139.03000000 0.000344811852 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Cardinal Health, Inc. CCU46N3GJMF4OK4N7U60 14149YBP2 49000.00000000 PA USD 50058.66000000 0.005498774873 Long DBT CORP US N 2 2034-02-15 Fixed 5.45000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 73407.87000000 0.008063606798 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -13967707.73000000 PEN 4082334.57000000 USD 2026-04-24 73407.87000000 N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YDY2 166000.00000000 PA USD 167566.50000000 0.018406614557 Long DBT CORP US N 2 2028-03-15 Fixed 4.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMLW2 777489.27000000 PA USD 640829.34000000 0.070392940466 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Enbridge U S Inc 5493003FRODSVHJWFS32 29251VET9 2500000.00000000 PA USD 2483778.75000000 0.272834713967 Long STIV CORP US N 2 2026-05-27 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BJBT1 6485482.12000000 PA USD 1229765.45000000 0.135085584735 Long ABS-O USGSE US N 2 2043-02-25 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AQ7G2 925.84000000 PA USD 944.64000000 0.000103765516 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381RDX4 7545256.00000000 PA USD 629929.28000000 0.069195605658 Long ABS-O USGA US N 2 2045-02-20 Floating 1.81048000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397QPY8 373462.99000000 PA USD 377361.87000000 0.041451927980 Long ABS-O USGSE US N 2 2041-02-25 Fixed 5.00000000 N N N N N N Prologis Targeted US Logistics Fund LP 5493004DTBWUQ9F2VJ87 74350LAB0 79000.00000000 PA USD 80304.80000000 0.008821211284 Long DBT CORP US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Japan Tobacco Inc 353800Z0ENYBQO0XRJ31 471105AD8 203000.00000000 PA USD 208267.43000000 0.022877474369 Long DBT CORP JP N 2 2030-06-15 Fixed 5.25000000 N N N N N N Niagara Mohawk Power Corp. 3T97Y9RR5EN5Y18QHB56 65364UAN6 249000.00000000 PA USD 224071.85000000 0.024613536573 Long DBT CORP US N 2 2030-06-27 Fixed 1.96000000 N N N N N N BENCHMARK 2019-B9 MORTGAGE TRUST N/A 08160JAG2 17457587.75380000 PA USD 378173.25000000 0.041541055335 Long ABS-O CORP US N 2 2052-03-15 Variable 0.99765600 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QNKY4 1551480.06000000 PA USD 1414112.73000000 0.155335511348 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.00000000 N N N N N N Sabra Health Care Ltd Partnership / Sabra Capital Corp 549300OVKLRFSIQG0H81 78574MAA1 105000.00000000 PA USD 94854.91000000 0.010419491767 Long DBT CORP US N 2 2031-12-01 Fixed 3.20000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FUPF5 3748597.90000000 PA USD 649540.18000000 0.071349796845 Long ABS-O USGSE US N 2 2047-12-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WY93 4418712.62000000 PA USD 3806802.58000000 0.418164417037 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.50000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NDN8 95000.00000000 PA USD 82356.40000000 0.009046572621 Long DBT CORP US N 2 2031-02-15 Fixed 1.50000000 N N N N N Public Service Enterprise Group Incorporated PUSS41EMO3E6XXNV3U28 744573AU0 187000.00000000 PA USD 165984.99000000 0.018232891021 Long DBT CORP US N 2 2031-11-15 Fixed 2.45000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31339D4L9 20672.90000000 PA USD 20627.15000000 0.002265822819 Long ABS-O USGSE US N 2 2029-12-15 Floating 4.13670960 N N N N N N BASF SE 529900PM64WH8AF1E917 05526MFA8 4000000.00000000 PA USD 3967755.60000000 0.435844563135 Long STIV CORP DE N 2 2026-06-10 None 0.00000000 N N N N N N BEAR STEARNS STRUCTURED PRODUCTS INC N/A 07402FAA3 49109.45200000 PA USD 35143.49000000 0.003860393781 Long ABS-O CORP US N 2 2036-01-26 Variable 4.78769000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411E2C0 24024.90000000 PA USD 24805.98000000 0.002724853193 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.50000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -249340.86000000 -0.02738925204 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 United States Treasury Bonds T 4.375 05/15/41 Y Performance Leg 2026-07-22 0.00000000 USD 0.00000000 USD 25000000.00000000 USD -249340.86000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410F2G9 5139.16000000 PA USD 5245.17000000 0.000576164224 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N IBM International Capital Pte. Ltd. 2549007KTXQQBYZO7485 449276AD6 332000.00000000 PA USD 332580.44000000 0.036532839013 Long DBT CORP SG N 2 2031-02-05 Fixed 4.75000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017DAM0 223000.00000000 PA USD 222587.87000000 0.024450526378 Long DBT CORP CA N 2 2031-08-06 Fixed 4.69600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403FSH8 2116.42000000 PA USD 2140.03000000 0.000235075073 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20754LAF6 3600000.00000000 PA USD 3634377.12000000 0.399224062120 Long ABS-O USGSE US N 2 2041-12-26 Floating 6.81190000 N N N N N N Wynnton Funding Trust N/A 983196AA4 505000.00000000 PA USD 496677.76000000 0.054558375855 Long DBT CORP US N 2 2035-08-15 Fixed 5.25100000 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353TAN0 238000.00000000 PA USD 236115.02000000 0.025936438157 Long DBT CORP US N 2 2030-01-15 Fixed 4.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31404VFS2 1970.70000000 PA USD 1981.89000000 0.000217703928 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAD5 67000.00000000 PA USD 67938.17000000 0.007462778711 Long DBT CORP US N 2 2038-06-15 Fixed 5.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GTF88 62946.17000000 PA USD 61996.01000000 0.006810052487 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.50000000 N N N N N N EMD Finance LLC 529900C8KS5G529A0B76 26867LAQ3 396000.00000000 PA USD 390513.56000000 0.042896596745 Long DBT CORP US N 2 2032-10-15 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140E64L3 1366857.60000000 PA USD 1282685.55000000 0.140898679137 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374UNM9 562712.69000000 PA USD 569600.35000000 0.062568676283 Long ABS-O USGA US N 2 2039-05-20 Fixed 4.75000000 N N N N N N Element Fleet Management Corp 5493000PGBS1C22ELQ16 286181AM4 510000.00000000 PA USD 514319.09000000 0.056496216423 Long DBT CORP CA N 2 2027-03-13 Fixed 5.64300000 N N N N N N Health Care Service Corp A Mutual Legal Reserve Co. 549300TMJ1FKCKECR148 42218SAK4 434000.00000000 PA USD 440309.15000000 0.048366474267 Long DBT CORP US N 2 2029-06-15 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412VPZ5 6026.79000000 PA USD 6226.60000000 0.000683970997 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N GATX Corporation 549300IHYHCQP2PIR591 361448BF9 103000.00000000 PA USD 100323.94000000 0.011020246257 Long DBT CORP US N 2 2030-06-30 Fixed 4.00000000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VBE0 96000.00000000 PA USD 98363.88000000 0.010804940280 Long DBT CORP US N 2 2034-03-01 Fixed 5.80000000 N N N N N N Lowes Companies, Inc. WAFCR4OKGSC504WU3E95 548661EF0 20000.00000000 PA USD 15150.87000000 0.001664271941 Long DBT CORP US N 2 2062-04-01 Fixed 4.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398SWY5 6364703.10000000 PA USD 500380.23000000 0.054965079690 Long ABS-O USGSE US N 2 2040-12-25 Floating 2.25362160 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VBD2 201000.00000000 PA USD 205805.49000000 0.022607038568 Long DBT CORP US N 2 2029-06-01 Fixed 5.60000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31396TA86 735919.21000000 PA USD 48064.94000000 0.005279771459 Long ABS-O USGSE US N 2 2033-09-15 Floating 2.81329000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412PMN8 6619.00000000 PA USD 6554.22000000 0.000719958949 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAX4 488000.00000000 PA USD 488672.56000000 0.053679031649 Long DBT CORP US N 2 2029-12-05 Fixed 4.45200000 N N N N N N Blackstone Holdings Finance Co. L.L.C. 549300D2L6J4NC1QVZ22 09261BAC4 172000.00000000 PA USD 161246.40000000 0.017712372900 Long DBT CORP US N 2 2028-08-05 Fixed 1.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417YAY3 79067.73000000 PA USD 79310.63000000 0.008712005065 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411LXX4 4236.07000000 PA USD 4385.77000000 0.000481762034 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31393KBY0 28911.36490000 PA USD 29778.70000000 0.003271089704 Long ABS-O USGSE US N 2 2033-02-15 Fixed 5.50000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NBM2 182000.00000000 PA USD 185525.71000000 0.020379373171 Long DBT CORP US N 2 2029-03-15 Fixed 5.15000000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -2541000.00000000 NC USD 8738.31000000 0.000959873865 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Put Written THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2036-07-23 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.94300000 USD 2026-07-21 XXXX 8738.31000000 N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BM9 909000.00000000 PA USD 858825.50000000 0.094339082996 Long DBT CORP CH N 2 2045-09-06 Fixed 5.37900000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31307M4H6 197171.40000000 PA USD 191082.20000000 0.020989734847 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAH0 196000.00000000 PA USD 191979.78000000 0.021088330981 Long DBT CORP US N 2 2029-04-01 Fixed 3.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410GGR8 34830.55000000 PA USD 36552.47000000 0.004015165480 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N BEAR STEARNS ALT-A TRUST 2004-9 N/A 07386HZE4 201503.53000000 PA USD 193106.13000000 0.021212056727 Long ABS-O CORP US N 2 2036-01-25 Variable 5.00311000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBJ8 468000.00000000 PA USD 463931.33000000 0.050961291025 Long DBT CORP US N 2 2031-01-15 Fixed 4.55000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599EK7 123000.00000000 PA USD 124916.06000000 0.013721607651 Long DBT CORP US N 2 2032-01-01 Fixed 5.37500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AJG97 52352.85000000 PA USD 51802.24000000 0.005690301252 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N EXTENDED STAY AMERICA TRUST 2025-ESH 549300IESZBC3BJUJW64 30227TAJ9 2000000.00000000 PA USD 2008708.40000000 0.220649839184 Long ABS-O CORP US N 2 2042-10-15 Floating 7.02251000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516CZ7 25000.00000000 PA USD 25065.31000000 0.002753339718 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. 549300TPZNMN50BJ3745 161175CK8 253000.00000000 PA USD 198601.16000000 0.021815667229 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405T3S9 3271.35000000 PA USD 3369.58000000 0.000370136992 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -41671.74000000 -0.00457750001 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2057-03-02 0.00000000 USD 0.00000000 USD 1460000.00000000 USD -41671.74000000 N N N WINWATER MORTGAGE LOAN TRUST 2015-5 N/A 97654DCC8 409585.66000000 PA USD 379170.73000000 0.041650625146 Long ABS-O CORP US N 2 2045-08-20 Variable 3.75675840 N N N N N N CALIFORNIA STREET CLO LTD 5493001GRJRD2VIG9H40 13079WDG0 1750000.00000000 PA USD 1753615.50000000 0.192628744952 Long ABS-CBDO CORP KY N 2 2032-07-16 Floating 6.43274000 N N N N N N Viatris Inc 254900ZZTSW7NL773X71 92556VAD8 132000.00000000 PA USD 119629.27000000 0.013140871610 Long DBT CORP US N 2 2030-06-22 Fixed 2.70000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 312929FV9 48387.81000000 PA USD 49867.25000000 0.005477749131 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410CF98 974.41000000 PA USD 1009.01000000 0.000110836343 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AHXV3 7465.44000000 PA USD 7392.32000000 0.000812021405 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABV6 107000.00000000 PA USD 103720.08000000 0.011393300775 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31396H5W5 103804.49000000 PA USD 23464.26000000 0.002577469778 Long ABS-O USGSE US N 2 2036-01-15 Floating 10.68206400 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M6PL6 4296.27000000 PA USD 4469.95000000 0.000491008923 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416Q6H3 36187.57000000 PA USD 35833.29000000 0.003936165984 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -9952000.00000000 NC USD -24513.82000000 -0.00269276040 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Put Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2046-02-14 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 5.60500000 USD 2036-02-12 XXXX -24513.82000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GRVU5 18879.44000000 PA USD 18602.95000000 0.002043471280 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418UWQ3 131026.51000000 PA USD 129743.73000000 0.014251910909 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416WJK9 1730.95000000 PA USD 1714.00000000 0.000188277115 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 315000.00000000 PA USD 283390.87000000 0.031129530743 Long DBT CORP GB N 2 2032-05-24 Fixed 2.80400000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DK3 186000.00000000 PA USD 155392.02000000 0.017069289013 Long DBT CORP US N 2 2040-04-01 Fixed 4.12500000 N N N N N N Cobank ACB P0J8I7M2E0A77CKF1705 19075QAG7 490000.00000000 PA USD 506253.30000000 0.055610216610 Long DBT USGSE US N 2 N/A Fixed 7.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406NCF9 41023.51000000 PA USD 41768.23000000 0.004588099115 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 5.98299840 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BE6Q2 1518603.60000000 PA USD 142560.43000000 0.015659782153 Long ABS-O USGSE US N 2 2044-09-15 Floating 2.31329000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJT7 316000.00000000 PA USD 286467.93000000 0.031467535400 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N Focus Financial 5493007L0E0VKRC2CP39 34416DBD9 273621.55000000 PA USD 265028.19000000 0.029112452311 Long LON CORP US N 2 2031-09-15 Floating 6.17000000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200LT6 620000.00000000 PA USD 604184.98000000 0.066367681179 Long DBT CORP US N 2 2036-02-03 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AEZH9 28438.40000000 PA USD 28043.98000000 0.003080536566 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N B.A.T. Capital Corporation 2138005GYEXN7XRHFA84 054989AC2 68000.00000000 PA USD 74801.59000000 0.008216702237 Long DBT CORP US N 2 2043-08-02 Fixed 7.07900000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133B4JG1 1834497.57000000 PA USD 1631974.21000000 0.179266859734 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YVZE2 642988.96000000 PA USD 619107.89000000 0.068006912484 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405RDJ2 56389.77000000 PA USD 58057.67000000 0.006377439129 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.56000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2A0 55000.00000000 PA USD 54490.10000000 0.005985553603 Long DBT CORP US N 2 2028-05-22 Fixed 3.58400000 N N N N N N NATIONAL BANK FINANCIAL INC. 549300D83GR71RNG0O65 000000000 183433.00000000 PA USD 183433.00000000 0.020149496039 Long RA CORP US N 2 Repurchase Y 3.71000000 2026-04-01 187100.92626800 USD 187101.66194724 USD UST N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDC6 147000.00000000 PA USD 122375.39000000 0.013442523625 Long DBT CORP US N 2 2065-08-03 Fixed 6.12500000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112CE1 277000.00000000 PA USD 295031.84000000 0.032408252014 Long DBT CORP US N 2 2035-01-15 Fixed 5.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398RFN0 109286.65000000 PA USD 110292.20000000 0.012115225979 Long ABS-O USGSE US N 2 2040-05-25 Fixed 5.50000000 N N N N N N Take-Two Interactive Software Inc. BOMSTHHJK882EWYX3334 874054AM1 216000.00000000 PA USD 220782.82000000 0.024252247726 Long DBT CORP US N 2 2029-06-12 Fixed 5.40000000 N N N N N N Wynnton Funding Trust II N/A 983197AA2 846000.00000000 PA USD 836745.58000000 0.091913678294 Long DBT CORP US N 2 2055-08-15 Fixed 5.99100000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 9890000.00000000 NC 229.26000000 0.000025183437 N/A DIR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Call Purchased MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2036-05-22 0.00000000 USD 0.00000000 USD 0.00000000 EUR 0.01000000 USD 2.50000000 EUR 2026-05-20 XXXX -54999.70000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411AGB5 19452.04000000 PA USD 20360.90000000 0.002236576155 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179M2T6 127392.00000000 PA USD 129883.74000000 0.014267290535 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M8A87 51376.60000000 PA USD 52910.85000000 0.005812078320 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416LHE9 7205.83000000 PA USD 7135.33000000 0.000783791921 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416VGS7 21717.43000000 PA USD 22463.88000000 0.002467581411 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.50000000 N N N N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919BW5 511000.00000000 PA USD 499285.77000000 0.054844856952 Long DBT CORP US N 2 2033-06-02 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417VRU9 2788.09000000 PA USD 2758.79000000 0.000303043771 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377GTD1 760650.05000000 PA USD 66181.80000000 0.007269847393 Long ABS-O USGA US N 2 2040-06-20 Floating 2.06048000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 8868.62000000 0.000974187979 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2057-02-24 0.00000000 USD 0.00000000 USD 697135.00000000 USD 8868.62000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 -6064000.00000000 NC USD -24153.16000000 -0.00265314311 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2061-02-26 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 5.60000000 USD 2031-02-24 XXXX -24153.16000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417UTT2 5743.29000000 PA USD 5687.05000000 0.000624703251 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 097023CX1 96000.00000000 PA USD 92228.52000000 0.010130991689 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413AT3 184000.00000000 PA USD 180592.68000000 0.019837496472 Long DBT CORP US N 2 2030-05-01 Fixed 4.20000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FCQ2 414000.00000000 PA USD 376084.54000000 0.041311617590 Long DBT CORP US N 2 2031-02-15 Fixed 2.45000000 N N N N N N Elevance Health Inc. 8MYN82XMYQH89CTMTH67 036752BD4 143000.00000000 PA USD 142824.45000000 0.015688783859 Long DBT CORP US N 2 2035-02-15 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412WPM2 4665.74000000 PA USD 4791.22000000 0.000526299348 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N B.A.T. Capital Corporation 2138005GYEXN7XRHFA84 05526DBB0 12000.00000000 PA USD 11872.20000000 0.001304121106 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371PCM0 1552.69000000 PA USD 1567.68000000 0.000172204357 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 5.50000000 N N N N N N Automatic Data Processing, Inc. HGBOLILQXWER4SAL2I23 053015AJ2 284000.00000000 PA USD 287025.54000000 0.031528786977 Long DBT CORP US N 2 2032-05-08 Fixed 4.75000000 N N N N N N Invitation Homes Operating Partnership Lp 549300147YMUQB3GW319 46188BAD4 46000.00000000 PA USD 43212.13000000 0.004746706657 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -1244000.00000000 NC USD 3889.74000000 0.000427274812 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2061-02-20 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.13000000 USD 2031-02-18 XXXX 3889.74000000 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MJHC7 4939.99000000 PA USD 5099.83000000 0.000560199115 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B45F1 10350513.91000000 PA USD 1094313.78000000 0.120206675879 Long ABS-O USGSE US N 2 2049-07-25 Floating 2.27362000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RFW7 229000.00000000 PA USD 220473.56000000 0.024218276559 Long DBT CORP US N 2 2037-08-15 Fixed 4.90000000 N N N N N N BXMT 2025-FL5 LTD N/A 05613YAA1 2250000.00000000 PA USD 2252959.76000000 0.247480026833 Long ABS-CBDO CORP KY N 2 2042-10-20 Floating 5.31836000 N N N N N N PSEG Power LLC N/A 69362BBE1 349000.00000000 PA USD 354661.66000000 0.038958386515 Long DBT CORP US N 2 2035-05-15 Fixed 5.75000000 N N N N N N JUPITER BORROWER INC N/A 000000000 220000.00000000 PA USD 220000.00000000 0.024166257591 Long DBT CORP US N 2 2033-03-25 Floating 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A3ZG9 246949.85000000 PA USD 27434.37000000 0.003013572964 Long ABS-O USGSE US N 2 2042-02-25 Floating 2.67362000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GC44 233000.00000000 PA USD 236942.23000000 0.026027304384 Long DBT CORP US N 2 2036-01-28 Fixed 5.53600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410F3B9 6953.06000000 PA USD 7296.76000000 0.000801524462 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XXMU0 136188.31000000 PA USD 130867.13000000 0.014375312608 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396V4Q8 205015.09000000 PA USD 201317.15000000 0.022114009565 Long ABS-O USGSE US N 2 2037-07-25 Variable 3.84168960 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 312929KW1 25129.76000000 PA USD 26336.18000000 0.002892940499 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.00000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NDM0 88000.00000000 PA USD 78094.23000000 0.008578387629 Long DBT CORP US N 2 2031-01-15 Fixed 1.95000000 N N N N N N CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-J3 N/A 12667GDJ9 163266.27400000 PA USD 8444.83000000 0.000927636077 Long ABS-O CORP US N 2 2035-05-25 Floating 1.20697000 N N N N N N LSEG US Finance Corp 2138007FV67QQ13CGJ43 50222CAB6 226000.00000000 PA USD 227650.42000000 0.025006630411 Long DBT CORP US N 2 2034-03-28 Fixed 5.29700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396LH86 1405235.25000000 PA USD 24316.75000000 0.002671112928 Long ABS-O USGSE US N 2 2036-10-25 Floating 0.92362000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3129354X4 1454.02000000 PA USD 1503.71000000 0.000165177469 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412SY41 24376.72000000 PA USD 25065.74000000 0.002753386952 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Morgan Stanley Private Bank National Association 549300GS0W0TEUQS8571 61776NVG5 265000.00000000 PA USD 264230.00000000 0.029024773833 Long DBT CORP US N 2 2031-07-18 Fixed 4.73400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AMTT6 7258632.85000000 PA USD 1347715.81000000 0.148042033748 Long ABS-O USGSE US N 2 2045-03-25 Fixed 5.50000000 N N N N N N American Honda Finance Corporation B6Q2VFHD1797Q7NZ3E43 02665WEV9 189000.00000000 PA USD 193640.18000000 0.021270720317 Long DBT CORP US N 2 2028-11-15 Fixed 5.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31393EAA7 276719.50000000 PA USD 40005.48000000 0.004394466976 Long ABS-O USGSE US N 2 2033-08-25 Fixed 6.00000000 N N N N N N PELICAN PIPELI 03/18/2033 N/A 000000000 195000.00000000 PA USD 195426.66000000 0.021466959117 Long LON CORP US N 2 2033-03-18 None 0.00000000 N N N N N N GATX Corporation 549300IHYHCQP2PIR591 361448BR3 71000.00000000 PA USD 70558.84000000 0.007750650467 Long DBT CORP US N 2 2054-06-05 Fixed 6.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417XAK5 26503.69170000 PA USD 27314.13000000 0.003000365006 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 1000000.00000000 PA USD 1000000.00000000 0.109846625415 Long RA CORP US N 2 Repurchase Y 3.66000000 2026-04-01 28583.00797142 USD 28787.59764571 USD UST 1984321.09142857 USD 991212.47593713 USD AMBS N N ELMWOOD CLO IX LTD N/A 29003UAL3 1730000.00000000 PA USD 1731228.30000000 0.190169586579 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.21763000 N N N N N N Kenvue Inc. 5493008HSF8L4M2LIJ82 49177JAF9 168000.00000000 PA USD 170602.51000000 0.018740110010 Long DBT CORP US N 2 2028-03-22 Fixed 5.05000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PFD9 52000.00000000 PA USD 47652.15000000 0.005234427871 Long DBT CORP US N 2 2064-04-15 Fixed 5.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D7E6 4093064.12000000 PA USD 3317863.23000000 0.364456079407 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Penske Truck Leasing Co LP / PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599BZ6 754000.00000000 PA USD 767082.81000000 0.084261458093 Long DBT CORP US N 2 2029-03-30 Fixed 5.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402RHT9 14464.37000000 PA USD 14476.76000000 0.001590223232 Long ABS-MBS USGSE US N 2 2042-08-01 Variable 5.11400160 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLU1 380000.00000000 PA USD 398041.11000000 0.043723472710 Long DBT CORP US N 2 2034-09-15 Fixed 5.87200000 N N N N N N Nord Anglia Education Limited 254900Y4DWBRGAFENC88 000000000 224437.50000000 PA USD 222193.13000000 0.024407165521 Long LON CORP US N 2 2032-01-09 Floating 5.92000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416YVG0 2108.96000000 PA USD 2088.30000000 0.000229392707 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418VNK4 8100.86000000 PA USD 8021.52000000 0.000881136902 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WBC1 125000.00000000 PA USD 123507.74000000 0.013566908451 Long DBT CORP US N 2 2056-08-15 Fixed 6.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411XDX0 306.26000000 PA USD 315.12000000 0.000034614868 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M5DD9 16035.78000000 PA USD 16341.16000000 0.001795021281 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N Schlumberger Holdings Corporation 529900IKZG65COT1D505 806851AR2 110000.00000000 PA USD 102157.59000000 0.011221666522 Long DBT CORP US N 2 2030-06-26 Fixed 2.65000000 N N N N N N FONTAINEBLEAU MIAMI BEACH TRUST 2024-FBLU N/A 34461WAG5 2000000.00000000 PA USD 2009088.00000000 0.220691536963 Long ABS-O CORP US N 2 2039-12-15 Floating 6.27251000 N N N N N N Norfolk Southern Corporation 54930036C8MWP850MI84 655844CU0 17000.00000000 PA USD 16846.16000000 0.001850493827 Long DBT CORP US N 2 2064-03-15 Fixed 5.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413N6V2 385.24000000 PA USD 399.27000000 0.000043858462 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122EK0 279000.00000000 PA USD 268836.89000000 0.029530825153 Long DBT CORP US N 2 2054-02-22 Fixed 5.55000000 N N N N N N PELICAN PIPELIN 03/23/33 N/A 000000000 30000.00000000 PA USD 30065.64000000 0.003302609094 Long LON CORP US N 2 2033-03-18 None 0.00000000 N N N N N N COMM 2016-CCRE28 MORTGAGE TRUST N/A 12593YBH5 4728934.05000000 PA USD 1885.43000000 0.000207108122 Long ABS-O CORP US N 2 2049-02-12 Variable 0.44040240 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFZ3 50000.00000000 PA USD 50756.77000000 0.005575459901 Long DBT CORP US N 2 2031-04-17 Fixed 5.19200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A4MK2 5714887.92000000 PA USD 509764.86000000 0.055995949626 Long ABS-O USGSE US N 2 2042-03-25 Floating 2.17362000 N N N N N N AMMC CLO 31 LTD N/A 03166GAE8 840000.00000000 PA USD 841984.08000000 0.092489109841 Long ABS-CBDO CORP KY N 2 2038-02-22 Floating 5.36763000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A6JS0 67022.29000000 PA USD 66204.69000000 0.007272361783 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MP22 614.11000000 PA USD 644.55000000 0.000070801642 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6.00000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140CJ7 257000.00000000 PA USD 236832.39000000 0.026015238830 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419EZG7 92569.30000000 PA USD 91596.40000000 0.010061555440 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KLY8 502.56000000 PA USD 524.39000000 0.000057602471 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.00000000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 00108WAS9 434000.00000000 PA USD 445179.96000000 0.048901516308 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N Narragansett Electric Co. VAI0KZ806W8MCH0BCZ61 631005BJ3 45000.00000000 PA USD 43037.06000000 0.004727475808 Long DBT CORP US N 2 2030-04-09 Fixed 3.39500000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 92866CEB5 1700000.00000000 PA USD 1691904.43000000 0.185849992161 Long STIV CORP US N 2 2026-05-11 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31391BHQ3 5032.32000000 PA USD 5215.29000000 0.000572882007 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.50000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKW8 235000.00000000 PA USD 238803.04000000 0.026231708083 Long DBT CORP US N 2 2028-06-01 Fixed 5.25000000 N N N N N N Securitized Asset Backed Receivables LLC Trust 2006-WM4 N/A 81377XAB8 47602.40000000 PA USD 12451.62000000 0.001367768437 Long ABS-O CORP US N 2 2036-11-25 Floating 3.95303000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417TNK0 179660.39000000 PA USD 177564.94000000 0.019504909451 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N ARES LXV CLO LTD N/A 04019FAL1 2000000.00000000 PA USD 1998500.00000000 0.219528480893 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 4.78802000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128L45F7 3171.63000000 PA USD 3254.43000000 0.000357488153 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406FT76 16518.30000000 PA USD 16611.55000000 0.001824722710 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Energy Transfer LP 5493006LL0CKP8WQW329 86765BAP4 148000.00000000 PA USD 132762.59000000 0.014583522492 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 501044DX6 292000.00000000 PA USD 270941.39000000 0.029761997376 Long DBT CORP US N 2 2064-09-15 Fixed 5.65000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -75000.00000000 NC USD -6477.69000000 -0.00071155238 N/A DE CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written Invesco Senior Loan ETF Invesco Senior Loan ETF 1.00000000 20.00000000 USD 2026-04-17 XXXX 4022.31000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LBD3 34143.25000000 PA USD 33808.90000000 0.003713793574 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VBC4 56000.00000000 PA USD 55237.84000000 0.006067690319 Long DBT CORP US N 2 2033-05-01 Fixed 5.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AULV7 85950.89000000 PA USD 85047.10000000 0.009342136936 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417NB34 77598.42000000 PA USD 76838.87000000 0.008440490570 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135CU8 308000.00000000 PA USD 302518.67000000 0.033230655024 Long DBT CORP US N 2 2033-03-20 Fixed 4.35000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEK7 158000.00000000 PA USD 155543.23000000 0.017085898921 Long DBT CORP US N 2 2028-01-21 Fixed 2.47500000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDV7 174000.00000000 PA USD 171889.21000000 0.018881449663 Long DBT CORP GB N 2 N/A Fixed 4.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLP1 3246705.44000000 PA USD 2796948.78000000 0.307235384944 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EJF8 503724.48000000 PA USD 499591.04000000 0.054878389832 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N DnB Bank ASA 549300GKFG0RYRRQ1414 23341CAE3 271000.00000000 PA USD 273639.93000000 0.030058422889 Long DBT CORP NO N 2 2030-11-05 Fixed 4.85300000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 77000.00000000 PA USD 45360.46000000 0.004982693458 Long DBT CORP US N 2 2060-04-01 Fixed 3.85000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XEC5 204000.00000000 PA USD 187726.31000000 0.020621101655 Long DBT CORP US N 2 2066-02-04 Fixed 6.85000000 N N N N N N Banque Federative du Credit Mutuel VBHFXSYT7OG62HNT8T76 06675DCR1 409000.00000000 PA USD 409322.49000000 0.044962694233 Long DBT CORP FR N 2 2028-10-16 Fixed 4.59100000 N N N N N N Imperial Brands Finance Plc 2138008L3B3MCG1DFS50 45262BAG8 524000.00000000 PA USD 537862.64000000 0.059082395941 Long DBT CORP GB N 2 2030-02-01 Fixed 5.50000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAR1 60000.00000000 PA USD 59125.50000000 0.006494736651 Long DBT CORP US N 2 2028-01-15 Fixed 3.60000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 312941US4 31873.99000000 PA USD 32552.87000000 0.003575822917 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.50000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579VM7 18235.00000000 PA USD 15882.67000000 0.001744657702 Long ABS-O CORP US N 2 2035-08-25 Variable 4.44262000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140BV1 43000.00000000 PA USD 29562.77000000 0.003247370522 Long DBT CORP US N 2 2041-08-12 Fixed 2.80000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PFM9 238000.00000000 PA USD 226796.23000000 0.024912800522 Long DBT CORP US N 2 2064-07-15 Fixed 5.75000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128P7JU8 3541.97000000 PA USD 3552.82000000 0.000390265287 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 5.00000000 N N N N N N FIRST HORIZON MORTGAGE PASS-THROUGH TRUST 2006-3 N/A 32051GQL2 15334.94000000 PA USD 10087.58000000 0.001108086621 Long ABS-O CORP US N 2 2035-08-25 Variable 5.99376240 N N N N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 29366MAJ7 420000.00000000 PA USD 412117.29000000 0.045269693582 Long DBT CORP US N 2 2056-01-15 Fixed 5.75000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303MAB8 425000.00000000 PA USD 420974.12000000 0.046242586469 Long DBT CORP US N 2 2030-11-15 Fixed 4.20000000 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 501044DW8 223000.00000000 PA USD 207245.14000000 0.022765179262 Long DBT CORP US N 2 2054-09-15 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AR2F2 2571680.26000000 PA USD 285111.90000000 0.031318580080 Long ABS-O USGSE US N 2 2042-06-15 Floating 2.76329000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QS6F0 639401.46000000 PA USD 601492.63000000 0.066071935618 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 06418GAN7 470000.00000000 PA USD 469346.69000000 0.051556150046 Long DBT CORP CA N 2 2032-11-10 Fixed 4.74000000 N N N N N N American Express Company R4PP93JZOLY261QX3811 025816EF2 13000.00000000 PA USD 13219.48000000 0.001452115267 Long DBT CORP US N 2 2031-04-25 Fixed 5.01600000 N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 99.00000000 NC USD -303211.86000000 -0.03330679960 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long United States Treasury Bonds T 4.75 11/15/43 2026-06-18 11576836.86000000 USD -303211.86000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416XKS8 216320.16000000 PA USD 214201.59000000 0.023529321820 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. 549300TPZNMN50BJ3745 161175CC6 96000.00000000 PA USD 61712.86000000 0.006778949415 Long DBT CORP US N 2 2061-12-01 Fixed 4.40000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KAY3 430000.00000000 PA USD 424999.72000000 0.046684785044 Long DBT CORP US N 2 2035-11-15 Fixed 4.70000000 N N N N N N AI Aqua Merger Sub Inc 5493005QMH1D47U26R45 00132UAQ7 200000.00000000 PA USD 199579.60000000 0.021923145561 Long LON CORP US N 2 2028-07-30 Floating 6.41000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B8W86 2791703.04000000 PA USD 214889.81000000 0.023604920464 Long ABS-O USGSE US N 2 2044-03-15 Floating 2.36329000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ASTY8 73065.64000000 PA USD 72297.25000000 0.007941608939 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A2X2 524000.00000000 PA USD 539909.20000000 0.059307203651 Long DBT CORP CA N 2 2028-12-18 Fixed 5.60000000 N N N N N N NSTAR Electric Company 54930080R72Y2Z31UR68 67021CAV9 72000.00000000 PA USD 73626.49000000 0.008087621467 Long DBT CORP US N 2 2034-06-01 Fixed 5.40000000 N N N N N N Creative Planning 254900A9E6SC2CI8V842 1261MAAE0 109756.10000000 PA USD 109131.15000000 0.011987688555 Long LON CORP US N 2 2031-05-17 Floating 5.66774000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410GRN5 15624.89000000 PA USD 16132.41000000 0.001772090798 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411ABC8 16767.94000000 PA USD 17550.88000000 0.001927904941 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411WBS5 11124.92000000 PA USD 11540.69000000 0.001267705851 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128LXAT7 36619.46000000 PA USD 36983.60000000 0.004062523655 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MWK4 4119.81000000 PA USD 4253.58000000 0.000467241408 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEX0 359000.00000000 PA USD 370083.96000000 0.040652474126 Long DBT CORP US N 2 2036-04-22 Fixed 5.57200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AR2F0 28995.12000000 PA USD 28675.25000000 0.003149879445 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409CE76 21857.08000000 PA USD 22941.27000000 0.002520021092 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418VWS7 53931.39000000 PA USD 53403.35000000 0.005866177783 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N CWMBS INC MORTGAGE PASS THROUGH CERTIFICATES SERIES 2003-J11 N/A 12669GHG9 2619.74000000 PA USD 2618.42000000 0.000287624600 Long ABS-O CORP US N 2 2035-02-20 Variable 5.02343300 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VDR2 144000.00000000 PA USD 134320.86000000 0.014754693193 Long DBT CORP US N 2 2039-03-15 Fixed 4.81200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LYM67 2172256.50000000 PA USD 1788062.94000000 0.196412679990 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M6NG9 27405.23000000 PA USD 28291.13000000 0.003107685159 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.50000000 N N N N N N BASF SE 529900PM64WH8AF1E917 05526MFW0 950000.00000000 PA USD 940153.54000000 0.103272693741 Long STIV CORP DE N 2 2026-06-30 None 0.00000000 N N N N N N The Campbells Co. 5493007JDSMX8Z5Z1902 134429BN8 298000.00000000 PA USD 300904.26000000 0.033053317534 Long DBT CORP US N 2 2029-03-21 Fixed 5.20000000 N N N N N N Peru (Republic Of) 254900STKLK2DBJJZ530 715638AV4 22500000.00000000 PA 6425292.39000000 0.705796686351 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.90000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BW9 410000.00000000 PA USD 402306.89000000 0.044192054248 Long DBT CORP US N 2 2056-03-15 Fixed 5.50000000 N N N N N N AEP Transmission Company, LLC 549300X123Z1I0LA3Y84 00115AAR0 123000.00000000 PA USD 124000.30000000 0.013621014505 Long DBT CORP US N 2 2034-04-01 Fixed 5.15000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31307M2M7 73359.52000000 PA USD 71146.17000000 0.007815166685 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M5GQ7 17374.85000000 PA USD 18258.11000000 0.002005591769 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAN6 221000.00000000 PA USD 228513.39000000 0.025101424753 Long DBT CORP US N 2 2028-12-15 Fixed 5.70000000 N N N N N N SEQUOIA MORTGAGE TRUST 2003-4 N/A 81743PBW5 12091.21000000 PA USD 12169.10000000 0.001336734569 Long ABS-O CORP US N 2 2033-07-20 Floating 4.48952000 N N N N N N General Motors Company 54930070NSV60J38I987 37045VAF7 57000.00000000 PA USD 56028.48000000 0.006154539455 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N NiSource Inc. 549300D8GOWWH0SJB189 65473PAU9 322000.00000000 PA USD 313241.06000000 0.034408473382 Long DBT CORP US N 2 2055-04-01 Fixed 5.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A62R0 10125.98000000 PA USD 10026.81000000 0.001101411242 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475CF0 401000.00000000 PA USD 393014.47000000 0.043171313269 Long DBT CORP US N 2 2041-01-25 Fixed 5.42300000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAV5 528000.00000000 PA USD 554690.40000000 0.060930868590 Long DBT CORP GB N 2 N/A Fixed 8.00000000 N N N N Y Lloyds Banking Group PLC USD XXXX N N N Corebridge Financial Inc. 549300XY1661QCIA7J65 21871XAH2 84000.00000000 PA USD 78836.38000000 0.008659910303 Long DBT CORP US N 2 2032-04-05 Fixed 3.90000000 N N N N N N AMERICAN AIRLINES INC N/A 023771R91 10899.90000000 PA USD 10573.00000000 0.001161408370 Long ABS-O CORP US N 2 2028-10-15 Fixed 3.00000000 N N N N N N SMRT COMMERCIAL MORTGAGE TRUST 2022-MINI N/A 78457JAL6 2370000.00000000 PA USD 2363646.03000000 0.259638540073 Long ABS-O CORP US N 2 2039-01-18 Floating 5.62300000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135DK9 373000.00000000 PA USD 371103.68000000 0.040764486927 Long DBT CORP US N 2 2076-03-13 Fixed 6.05000000 N N N N N N Santander UK Group Holdings PLC 549300F5XIFGNNW4CF72 80281LAR6 248000.00000000 PA USD 243944.41000000 0.026796470227 Long DBT CORP GB N 2 2028-01-11 Fixed 2.46900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371M3X3 1519.10000000 PA USD 1571.10000000 0.000172580033 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413Y6V8 23221.80000000 PA USD 24371.73000000 0.002677152296 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N ABN AMRO Bank N.V. BFXS5XCH7N0Y05NIXW11 00084DAV2 200000.00000000 PA USD 178597.22000000 0.019618301925 Long DBT CORP NL N 2 2037-03-13 Fixed 3.32400000 N N N N N N COMM 2024-CBM MORTGAGE TRUST N/A 12674GAC8 750000.00000000 PA USD 753278.40000000 0.082745090238 Long ABS-O CORP US N 2 2041-12-12 Variable 5.86700000 N N N N N N Public Service Enterprise Group Incorporated PUSS41EMO3E6XXNV3U28 744573BB1 80000.00000000 PA USD 81008.52000000 0.008898512551 Long DBT CORP US N 2 2035-03-15 Fixed 5.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ANG31 29724.70000000 PA USD 28935.44000000 0.003178460438 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -74734.60000000 -0.00820934361 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-03-03 0.00000000 USD 0.00000000 USD 13951000.00000000 USD -74734.60000000 N N N RGA Global Funding 549300Y22K5FOEBMSK42 76209PAE3 79000.00000000 PA USD 80953.40000000 0.008892457805 Long DBT CORP US N 2 2029-05-24 Fixed 5.44800000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2024-MDHS N/A 12433BAA5 662575.45000000 PA USD 663351.59000000 0.072866933625 Long ABS-O CORP US N 2 2041-05-15 Floating 5.31381000 N N N N N N SEQUOIA MORTGAGE TRUST 2018-CH1 549300ZUG1L9OO3W6B29 81747DAU3 65040.35000000 PA USD 60753.84000000 0.006673604305 Long ABS-O CORP US N 2 2048-03-25 Variable 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414XWZ1 1785.80000000 PA USD 1795.25000000 0.000197202154 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 5.50000000 N N N N N N ALTERNATIVE LOAN TRUST 2007-23CB N/A 02151EAC6 1408169.57000000 PA USD 470077.28000000 0.051636402892 Long ABS-O CORP US N 2 2037-09-25 Floating 4.29303000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EHW65 6148.53000000 PA USD 6088.33000000 0.000668782504 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668CX8 295000.00000000 PA USD 292421.23000000 0.032121485315 Long DBT CORP US N 2 2030-09-11 Fixed 4.85000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BY4 207000.00000000 PA USD 209847.56000000 0.023051046317 Long DBT CORP US N 2 2029-04-15 Fixed 5.00000000 N N N N N N Entergy Corporation 4XM3TW50JULSLG8BNC79 29366GEM9 7000000.00000000 PA USD 6959401.40000000 0.764466758704 Long STIV CORP US N 2 2026-05-21 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AASF3 7125750.96000000 PA USD 706223.20000000 0.077576235310 Long ABS-O USGSE US N 2 2042-12-25 Floating 2.37362000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31398CKN7 100481.91000000 PA USD 101598.76000000 0.011160280932 Long ABS-O USGSE US N 2 2033-03-15 Variable 5.52263700 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398NAS3 2469837.70000000 PA USD 231540.49000000 0.025433941473 Long ABS-O USGSE US N 2 2040-09-25 Floating 2.82362000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417KGA9 24675.64000000 PA USD 24434.24000000 0.002684018808 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N Tidal Trust IV 2549002AJTPTPGECMC44 88636N403 185000.00000000 NS USD 9259250.00000000 1.017097366382 Long EC RF US N 1 N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KAN7 115000.00000000 PA USD 106536.61000000 0.011702687091 Long DBT CORP US N 2 2065-05-15 Fixed 5.30000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AUN47 2468921.86000000 PA USD 307697.04000000 0.033799481494 Long ABS-O USGSE US N 2 2042-09-15 Floating 2.81329000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412LEU0 3721.87000000 PA USD 3906.06000000 0.000429067509 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M8W5 366000.00000000 PA USD 329246.66000000 0.036166634530 Long DBT CORP US N 2 2064-08-15 Fixed 5.55000000 N N N N N N Swch Commercial Mortgage Trust 2025-Data N/A 78489CAB5 1250000.00000000 PA USD 1234792.75000000 0.135637816675 Long ABS-O CORP US N 2 2042-02-18 Floating 5.51485000 N N N N N N Penske Truck Leasing Co LP / PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599CA0 510000.00000000 PA USD 517573.30000000 0.056853680410 Long DBT CORP US N 2 2029-07-01 Fixed 5.25000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162CR9 67000.00000000 PA USD 52156.44000000 0.005729208927 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 -24944000.00000000 NC USD -45230.54000000 -0.00496842218 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2028-09-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.16000000 USD 2027-09-23 XXXX -45230.54000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417JFE5 27099.17000000 PA USD 26688.28000000 0.002931617496 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410EA57 59564.52000000 PA USD 61637.65000000 0.006770687851 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385HU59 427.75000000 PA USD 422.88000000 0.000046451940 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.35900000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DTQ5 3213575.67000000 PA USD 2619520.31000000 0.287745466261 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418RGS4 26042.46000000 PA USD 25787.52000000 0.002832672049 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FDB62 1798953.26000000 PA USD 1687806.26000000 0.185399822016 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Boston Gas Company FN7P4E7K9JOBORDEUX61 100743AP8 175000.00000000 PA USD 183636.57000000 0.020171857517 Long DBT CORP US N 2 2035-01-10 Fixed 5.84300000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140CM0 21000.00000000 PA USD 19280.21000000 0.002117866005 Long DBT CORP US N 2 2054-02-21 Fixed 5.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416WT51 14346.60000000 PA USD 14206.11000000 0.001560493243 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N INVESCO US CLO 2023-1 LTD 54930008KXQ75MGXPQ71 46146GAY8 3500000.00000000 PA USD 3482801.00000000 0.382573936845 Long ABS-CBDO CORP JE N 2 2037-04-22 Variable 4.78084000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AMHP3 1119.92000000 PA USD 1100.71000000 0.000120909279 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409WAE1 19264.42000000 PA USD 20161.38000000 0.002214659556 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N UNITED AIRLINES PASS THROUGH TRUST SERIES 2020-1A N/A 90931GAA7 87262.47000000 PA USD 88778.45000000 0.009752013142 Long ABS-O CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371MNT0 11092.04000000 PA USD 11642.43000000 0.001278881647 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Marvell Technology Inc 254900WVU0BM7ZCJ9E93 573874AP9 210000.00000000 PA USD 216853.96000000 0.023820675714 Long DBT CORP US N 2 2029-02-15 Fixed 5.75000000 N N N N N N Corebridge Financial Inc. 549300XY1661QCIA7J65 21871XAC3 444000.00000000 PA USD 440087.84000000 0.048342164110 Long DBT CORP US N 2 2027-04-05 Fixed 3.65000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBX3 95000.00000000 PA USD 83673.15000000 0.009191213165 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N Sumitomo Mitsui Financial Group Inc. 35380028MYWPB6AUO129 86562MDT4 327000.00000000 PA USD 337401.29000000 0.037062393117 Long DBT CORP JP N 2 2032-01-15 Fixed 5.45400000 N N N N N N SDAL TRUST 2025-DAL N/A 78437RAA7 1000000.00000000 PA USD 1004311.80000000 0.110320262095 Long ABS-O CORP US N 2 2042-04-15 Floating 6.11383000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416M2B9 40497.68000000 PA USD 40101.40000000 0.004405003464 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N DEUTSCHE BANK AG NEW YORK BRANCH N/A 251526CW7 719000.00000000 PA USD 738669.06000000 0.081140303540 Long DBT CORP US N 2 2029-05-10 Fixed 5.41400000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128LAP87 40319.31000000 PA USD 41335.33000000 0.004540546510 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396LFD7 71020.02000000 PA USD 73390.64000000 0.008061714141 Long ABS-O USGSE US N 2 2036-10-25 Fixed 6.25000000 N N N N N N Gallagher Aj &Co 54930049QLLMPART6V29 04316JAP4 360000.00000000 PA USD 336298.38000000 0.036941242175 Long DBT CORP US N 2 2055-02-15 Fixed 5.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AEB93 13180.13000000 PA USD 12929.34000000 0.001420244367 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AABP9 985454.33000000 PA USD 635469.34000000 0.069804162554 Long ABS-O USGSE US N 2 2042-12-25 Floating 0.86035200 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U4F7 976000.00000000 PA USD 925508.11000000 0.101663942678 Long DBT CORP US N 2 2047-01-23 Fixed 5.43300000 N N N N N N EXTENDED STAY AMERICA TRUST 2025-ESH 549300IESZBC3BJUJW64 30227TAG5 1500000.00000000 PA USD 1505592.30000000 0.165384233407 Long ABS-O CORP US N 2 2042-10-15 Floating 6.27251000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394F2W4 1301938.01000000 PA USD 94282.84000000 0.010356651808 Long ABS-O USGSE US N 2 2035-10-25 Floating 2.90362000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368L8L3 1415000.00000000 PA USD 1418116.92000000 0.155775358107 Long DBT CORP CA N 2 2030-09-10 Fixed 4.64000000 N N N N N N American Express Company R4PP93JZOLY261QX3811 025816DY2 175000.00000000 PA USD 178001.91000000 0.019552909131 Long DBT CORP US N 2 2031-01-30 Fixed 5.08500000 N N N N N N OCTAGON 58 LTD N/A 675932AS6 570000.00000000 PA USD 570413.82000000 0.062658033217 Long ABS-CBDO CORP KY N 2 2038-04-15 Floating 5.42219000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418NET3 41652.20000000 PA USD 41244.43000000 0.004530561452 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31398KAH3 2430593.51000000 PA USD 206423.62000000 0.022674938063 Long ABS-O USGSE US N 2 2039-10-15 Floating 2.41329000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2U1 3759196.18000000 PA USD 3238614.57000000 0.355750881537 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.50000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KBA4 430000.00000000 PA USD 416626.17000000 0.045764978834 Long DBT CORP US N 2 2055-11-15 Fixed 5.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KYP7 29204.16000000 PA USD 29828.96000000 0.003276610595 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410BDV3 3978.53000000 PA USD 4058.22000000 0.000445781772 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.00000000 N N N N N N Targa Resources Partners LP/Targa Resources Finance Corp. 6OQWTZ1SPC04IFT4T704 87612BBS0 205000.00000000 PA USD 204756.76000000 0.022491839117 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413CPL7 3064.08000000 PA USD 3178.29000000 0.000349124431 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 000000000 1.00000000 NC USD 47038.72000000 0.005167044655 N/A DFE CORP US N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 -9282000.05000000 PEN 2711102.04000000 USD 2026-04-24 47038.72000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WET82 380121.01000000 PA USD 368822.31000000 0.040513886131 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CQE4 1170900.00000000 PA USD 1160608.89000000 0.127488969994 Long DBT UST US N 2 2029-03-15 Fixed 3.50000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -19400000.00000000 NC USD 4153.87000000 0.000456288601 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2029-02-25 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.20500000 USD 2028-02-23 XXXX 4153.87000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -1244000.00000000 NC USD -7720.64000000 -0.00084808625 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2061-02-20 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.13000000 USD 2031-02-18 XXXX -7720.64000000 N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBY6 188000.00000000 PA USD 192904.44000000 0.021189901761 Long DBT CORP US N 2 2031-11-15 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405E6P5 1652.93000000 PA USD 1686.05000000 0.000185206902 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ALY45 233145.60000000 PA USD 232615.75000000 0.025552055156 Long ABS-O USGSE US N 2 2042-01-15 Fixed 4.50000000 N N N N N N COMM 2017-COR2 MORTGAGE TRUST N/A 12595EAG0 1500000.00000000 PA USD 1456354.65000000 0.159975643711 Long ABS-O CORP US N 2 2050-09-12 Variable 4.20600000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M7HN9 3111.15000000 PA USD 3195.91000000 0.000351059928 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BX7 205000.00000000 PA USD 199979.49000000 0.021967072128 Long DBT CORP US N 2 2066-03-15 Fixed 5.60000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296P6K2 6702.42000000 PA USD 6785.09000000 0.000745319239 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.00000000 N N N N N N BEAR STEARNS ALT-A TRUST 2004-9 N/A 07386HSY8 100387.78000000 PA USD 97115.08000000 0.010667763814 Long ABS-O CORP US N 2 2035-05-25 Variable 5.15807000 N N N N N N Takeda Pharmaceutical Co Ltd. 549300ZLMVP4X0OGR454 874060BK1 325000.00000000 PA USD 328810.15000000 0.036118685379 Long DBT CORP JP N 2 2034-07-05 Fixed 5.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QL23 36377.65000000 PA USD 37156.68000000 0.004081535909 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.00000000 N N N N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 92939UAG1 120000.00000000 PA USD 113354.60000000 0.012451620285 Long DBT CORP US N 2 2028-12-15 Fixed 2.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410PYY3 21313.07000000 PA USD 22365.69000000 0.002456795571 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Foundry JV Holdco LLC. 21380048QROAMGM6EP30 350930AB9 488000.00000000 PA USD 505282.40000000 0.055503566522 Long DBT CORP US N 2 2030-01-25 Fixed 5.90000000 N N N N N N Kyndryl Holdings Inc 549300LQ4LWX2R8ZV130 50155QAK6 235000.00000000 PA USD 217426.05000000 0.023883517870 Long DBT CORP US N 2 2028-10-15 Fixed 2.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398NE59 2865251.97000000 PA USD 541824.88000000 0.059517634634 Long ABS-O USGSE US N 2 2040-10-25 Fixed 6.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2025-DWHP N/A 95004EAC9 1000000.00000000 PA USD 1004003.60000000 0.110286407365 Long ABS-O CORP US N 2 2038-04-15 Variable 6.51327840 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCB4 271000.00000000 PA USD 269109.82000000 0.029560805593 Long DBT CORP US N 2 2033-01-15 Fixed 5.00000000 N N N N N N Laboratory Corporation of America Holdings OZ7UA8IXAIFILY2VZH07 50540RBA9 189000.00000000 PA USD 186752.73000000 0.020514157177 Long DBT CORP US N 2 2032-04-01 Fixed 4.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411EE45 772.38000000 PA USD 796.96000000 0.000087543366 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A3S88 24366.40000000 PA USD 24785.03000000 0.002722551906 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403J7H3 1585.08000000 PA USD 1593.85000000 0.000175079043 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AUAV3 8782129.00000000 PA USD 676737.69000000 0.074337351538 Long ABS-O USGSE US N 2 2046-11-25 Floating 2.27362000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BN6 268000.00000000 PA USD 273420.88000000 0.030034360986 Long DBT CORP US N 2 2030-04-01 Fixed 5.20000000 N N N N N N Smurfit Kappa Treasury Unlimited Company 635400B3DOXSWFOWJT40 83272GAD3 572000.00000000 PA USD 583239.36000000 0.064066875505 Long DBT CORP IE N 2 2030-01-15 Fixed 5.20000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162CT5 75000.00000000 PA USD 73649.39000000 0.008090136955 Long DBT CORP US N 2 2027-02-21 Fixed 2.20000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 278363.62000000 0.030577304295 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2029-02-04 0.00000000 USD 0.00000000 USD 71800000.00000000 USD 278363.62000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 4548000.00000000 NC USD 43341.36000000 0.004760902136 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Purchased DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2038-02-25 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.82000000 USD 2028-02-23 XXXX 43341.36000000 N N N Idaho Power Company TN0LL73P2C8X3W6KM391 45138LBM4 325000.00000000 PA USD 318237.04000000 0.034957264926 Long DBT CORP US N 2 2036-03-01 Fixed 4.85000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297A3M3 33492.98000000 PA USD 33902.83000000 0.003724111467 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 07389NAA3 252062.70000000 PA USD 251959.93000000 0.027676948050 Long ABS-O CORP US N 2 2036-10-25 Variable 5.83343000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407EH48 2794.73000000 PA USD 2860.97000000 0.000314267899 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VAY7 46000.00000000 PA USD 40543.09000000 0.004453521620 Long DBT CORP US N 2 2031-07-15 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M8NA8 34408.57000000 PA USD 35448.38000000 0.003893884919 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.50000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ADQ7 257000.00000000 PA USD 259840.45000000 0.028542596579 Long DBT CORP US N 2 2030-03-27 Fixed 5.15000000 N N N N N N General Motors Company 54930070NSV60J38I987 37045VBB5 263000.00000000 PA USD 273631.59000000 0.030057506768 Long DBT CORP US N 2 2035-04-15 Fixed 6.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1GQ3 10096662.89000000 PA USD 1837422.01000000 0.201834607263 Long ABS-O USGSE US N 2 2051-07-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382DBK4 3944683.61000000 PA USD 435644.15000000 0.047854039759 Long ABS-O USGA US N 2 2049-06-20 Floating 2.26048000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST B1V7KEBTPIMZEU4LTD58 20754CAF6 210000.00000000 PA USD 212938.28000000 0.023390551479 Long ABS-O USGSE US N 2 2040-01-25 Floating 7.02638000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M8Y1 330000.00000000 PA USD 306745.92000000 0.033695004172 Long DBT CORP US N 2 2065-11-15 Fixed 5.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412TGT4 33067.82000000 PA USD 34272.49000000 0.003764717371 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KFH2 1192.33000000 PA USD 1228.57000000 0.000134954268 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1244000.00000000 NC USD -8147.58000000 -0.00089498416 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2061-02-20 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.13500000 USD 2031-02-18 XXXX -8147.58000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413AJH7 1909.18000000 PA USD 1998.24000000 0.000219499920 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BNK0 15177.57000000 PA USD 15029.37000000 0.001650925576 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 4.50000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26244JF53 5000000.00000000 PA USD 4963223.50000000 0.545193352659 Long STIV CORP US N 2 2026-06-05 None 0.00000000 N N N N N N Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. 549300TPZNMN50BJ3745 161175BT0 180000.00000000 PA USD 133174.35000000 0.014628752939 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128KVTV7 5810.87000000 PA USD 5950.08000000 0.000653596208 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38382LAV3 26817238.84000000 PA USD 3884223.62000000 0.426668857017 Long ABS-O USGSE US N 2 2050-11-20 Floating 2.51048000 N N N N N N Essential Utilities Inc 549300ILTEOF3E3QY357 29670GAD4 328000.00000000 PA USD 304563.56000000 0.033455279290 Long DBT CORP US N 2 2030-04-15 Fixed 2.70400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFD2 223000.00000000 PA USD 225604.06000000 0.024781844671 Long DBT CORP US N 2 2029-04-20 Fixed 5.16400000 N N N N N N GABX Leasing LLC 25490085PXP0WGRIRI44 36274FAB5 387000.00000000 PA USD 380041.11000000 0.041746233452 Long DBT CORP US N 2 2036-04-15 Fixed 5.30000000 N N N N N N Rehlko (formerly Kohler Energy) 254900T31FAYMRQSAA12 25472PAD2 200000.00000000 PA USD 200000.00000000 0.021969325083 Long LON CORP US N 2 2031-05-01 Floating 6.70000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31292K4A2 7802.84000000 PA USD 7736.05000000 0.000849778986 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1 N/A 85573AAD7 698000.00000000 PA USD 632204.15000000 0.069445492451 Long ABS-O CORP US N 2 2050-02-25 Variable 2.87800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382TKU7 9451302.08000000 PA USD 1398819.17000000 0.153655565391 Long ABS-O USGA US N 2 2051-05-20 Fixed 2.50000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BG7 195000.00000000 PA USD 178618.48000000 0.019620637264 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MK76 138373.73000000 PA USD 142874.90000000 0.015694325621 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MJKN9 1723.17000000 PA USD 1774.02000000 0.000194870110 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.50000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135DH6 370000.00000000 PA USD 369963.92000000 0.040639288137 Long DBT CORP US N 2 2056-03-13 Fixed 5.80000000 N N N N N N Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. 549300TPZNMN50BJ3745 161175CQ5 482000.00000000 PA USD 499380.08000000 0.054855216587 Long DBT CORP US N 2 2029-06-01 Fixed 6.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385XM87 14669.42000000 PA USD 14581.47000000 0.001601725273 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418WJT8 36167.76000000 PA USD 35466.06000000 0.003895827007 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A7ZK7 21759.33000000 PA USD 21558.62000000 0.002368141655 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Evergy Kansas Central Inc. J75GNWGEO73W89ZV3S44 30036FAD3 146000.00000000 PA USD 147232.83000000 0.016173029525 Long DBT CORP US N 2 2035-03-15 Fixed 5.25000000 N N N N N N Canadian National Railway Company 3SU7BEP7TH9YEQOZCS77 136375DV1 665000.00000000 PA USD 656108.08000000 0.072071258496 Long DBT CORP CA N 2 2031-03-12 Fixed 4.20000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419KPA7 105851.79000000 PA USD 103744.13000000 0.011395942587 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413DL39 19719.66000000 PA USD 20347.08000000 0.002235058075 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -26000.00000000 -0.00285601226 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TRS IBXXLLTR INDEX Y Performance Leg 2026-06-23 0.00000000 USD 0.00000000 USD 5000000.00000000 USD -26000.00000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374TWL4 619183.45000000 PA USD 621445.02000000 0.068263638328 Long ABS-O USGA US N 2 2039-05-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419FMT0 13294.64000000 PA USD 13164.43000000 0.001446068211 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394VKD1 132857.79000000 PA USD 136047.12000000 0.014944317029 Long ABS-O USGSE US N 2 2036-01-25 Fixed 5.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHZ5 57000.00000000 PA USD 52701.27000000 0.005789056664 Long DBT CORP US N 2 2031-02-13 Fixed 2.49600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413E2C8 14273.54000000 PA USD 14780.80000000 0.001623621000 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417KWA1 96794.89000000 PA USD 95382.32000000 0.010477425976 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XD6N1 3645676.69000000 PA USD 3141299.14000000 0.345061109950 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBR6 91000.00000000 PA USD 88724.47000000 0.009746083621 Long DBT CORP US N 2 2028-06-01 Fixed 2.18200000 N N N N N N The Cigna Group 549300VIWYMSIGT1U456 125523CW8 653000.00000000 PA USD 618816.23000000 0.067974874618 Long DBT CORP US N 2 2054-02-15 Fixed 5.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A2MZ9 22503.96000000 PA USD 22283.62000000 0.002447780459 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Public Service Electric & Gas Co. 549300RUHPVD434XUK18 74456QCQ7 112000.00000000 PA USD 113948.43000000 0.012516850506 Long DBT CORP US N 2 2034-03-01 Fixed 5.20000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CQD6 2001000.00000000 PA USD 1962308.78000000 0.215552997507 Long DBT UST US N 2 2031-02-28 Fixed 3.50000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDP7 260000.00000000 PA USD 224479.33000000 0.024658296876 Long DBT CORP US N 2 2045-09-26 Fixed 5.87500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 214.00000000 NC USD -60082.54000000 -0.00659986426 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long United States Treasury Notes T 3.875 03/15/28 2026-06-30 44453379.42000000 USD -60082.54000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417SYQ7 4962.44000000 PA USD 4913.86000000 0.000539770938 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411JF50 3921.11000000 PA USD 4103.32000000 0.000450735855 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RNC2 540000.00000000 PA USD 526997.22000000 0.057888866220 Long DBT CORP US N 2 2035-11-01 Fixed 4.90000000 N N N N N N Laboratory Corporation of America Holdings OZ7UA8IXAIFILY2VZH07 50540RBB7 167000.00000000 PA USD 162670.64000000 0.017868820858 Long DBT CORP US N 2 2034-10-01 Fixed 4.80000000 N N N N N N Quest Diagnostics Incorporated 8MCWUBXQ0WE04KMXBX50 74834LBC3 70000.00000000 PA USD 63952.42000000 0.007024957524 Long DBT CORP US N 2 2031-06-30 Fixed 2.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402RHU6 23313.03000000 PA USD 23441.87000000 0.002575010312 Long ABS-MBS USGSE US N 2 2042-08-01 Variable 5.11400160 N N N N N N JP MORGAN MORTGAGE TRUST 2026-2 N/A 46594PBS7 391079.16000000 PA USD 381384.86000000 0.041893839855 Long ABS-O CORP US N 2 2056-07-25 Variable 5.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 -12440000.00000000 NC USD -9873.95000000 -0.00108462008 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2029-02-15 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.41500000 USD 2028-02-11 XXXX -9873.95000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383MD54 13782201.16000000 PA USD 1179656.50000000 0.129581285674 Long ABS-O USGA US N 2 2050-05-20 Floating 2.12706000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJC35 3600322.79000000 PA USD 3640375.88000000 0.399883005663 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410XHX7 5218.75000000 PA USD 5400.32000000 0.000593206928 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M6VK1 15647.37000000 PA USD 16125.81000000 0.001771365810 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.50000000 N N N N N N Black Hills Corporation 3MGELCRSTNSAMJ962671 092113AX7 92000.00000000 PA USD 95549.70000000 0.010495812104 Long DBT CORP US N 2 2035-01-15 Fixed 6.00000000 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS INC 2005-NC1 N/A 589929R26 18061.86000000 PA USD 17684.83000000 0.001942618896 Long ABS-O CORP US N 2 2033-05-25 Variable 5.44865000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A2GJ2 12651.55000000 PA USD 12527.68000000 0.001376123372 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N COMM 2024-CBM MORTGAGE TRUST N/A 12674GAG9 750000.00000000 PA USD 762960.90000000 0.083808680189 Long ABS-O CORP US N 2 2041-12-12 Variable 6.51100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379BSP4 3072860.48000000 PA USD 163503.22000000 0.017960276961 Long ABS-O USGA US N 2 2044-04-16 Floating 1.81301000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DG1 341000.00000000 PA USD 346140.88000000 0.038022407586 Long DBT CORP US N 2 2029-02-13 Fixed 4.87500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFS9 171000.00000000 PA USD 173011.92000000 0.019004775568 Long DBT CORP US N 2 2030-07-19 Fixed 5.04200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374KA37 171811.18000000 PA USD 11924.41000000 0.001309856198 Long ABS-O USGA US N 2 2035-02-16 Floating 2.98301000 N N N N N N LPL Holdings Inc. 549300Z5YF8CCRMYUL26 50212YAP9 347000.00000000 PA USD 348900.09000000 0.038325497493 Long DBT CORP US N 2 2030-06-15 Fixed 5.15000000 N N N N N N Merck & Co., Inc 4YV9Y5M8S0BRK1RP0397 58933YBY0 542000.00000000 PA USD 538476.28000000 0.059149802224 Long DBT CORP US N 2 2032-12-04 Fixed 4.45000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132HLMN0 610972.18000000 PA USD 575786.52000000 0.063248206181 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LC26 28390.14000000 PA USD 28112.15000000 0.003088024810 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Salesforce Inc. RCGZFPDMRW58VJ54VR07 79466LAV6 358000.00000000 PA USD 360701.97000000 0.039621894185 Long DBT CORP US N 2 2046-03-15 Fixed 6.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31378C2T8 132.14000000 PA USD 138.78000000 0.000015244514 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371MCG0 4737.20000000 PA USD 4912.91000000 0.000539666584 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413JJ88 1050.78000000 PA USD 1102.98000000 0.000121158630 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612KAC6 43000.00000000 PA USD 42982.44000000 0.004721475986 Long DBT CORP US N 2 2052-07-01 Fixed 6.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407F7B0 3684.92000000 PA USD 3772.39000000 0.000414384311 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N BX Trust 2018-Bilt N/A 05619PAE6 3250000.00000000 PA USD 3237754.00000000 0.355656350826 Long ABS-O CORP US N 2 2044-12-15 Floating 6.02251000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MJJP6 3465.65000000 PA USD 3569.14000000 0.000392057984 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B8W94 4569946.31000000 PA USD 398241.57000000 0.043745492564 Long ABS-O USGSE US N 2 2044-03-15 Floating 2.36329000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EGS70 13072.58000000 PA USD 12956.64000000 0.001423243180 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Flynn Restaurant Group 5493008VE8TQONGO3817 34410JAG6 225000.00000000 PA USD 221343.75000000 0.024313863994 Long LON CORP US N 2 2032-01-28 None 0.00000000 N N N N N N Southwestern Public Service Company OL6FE7QD5EQ3DOYEO258 845743BY8 806000.00000000 PA USD 808806.28000000 0.088844640473 Long DBT CORP US N 2 2035-05-15 Fixed 5.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419EC56 532851.89000000 PA USD 527635.06000000 0.057958930792 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCE8 152000.00000000 PA USD 149882.95000000 0.016464136264 Long DBT CORP US N 2 2036-04-01 Fixed 5.30000000 N N N N N N Steel Dynamics, Inc. 549300HGGKEL4FYTTQ83 858119BN9 350000.00000000 PA USD 335992.98000000 0.036907695016 Long DBT CORP US N 2 2027-10-15 Fixed 1.65000000 N N N N N N U.S. Bancorp. N1GZ7BBF3NP8GI976H15 91159HJY7 775000.00000000 PA USD 763891.31000000 0.083910882588 Long DBT CORP US N 2 2037-01-26 Fixed 5.03300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378PJM1 3345696.30000000 PA USD 657107.30000000 0.072181019441 Long ABS-O USGA US N 2 2043-12-16 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296DGJ1 664.00000000 PA USD 673.01000000 0.000073927877 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 5.00000000 N N N N N N Entergy Corporation 4XM3TW50JULSLG8BNC79 29364GAL7 99000.00000000 PA USD 92097.53000000 0.010116602879 Long DBT CORP US N 2 2030-06-15 Fixed 2.80000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAS9 315000.00000000 PA USD 305266.90000000 0.033532538816 Long DBT CORP US N 2 2036-03-15 Fixed 5.15000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31397YZE4 2722193.65000000 PA USD 208085.84000000 0.022857527320 Long ABS-O USGSE US N 2 2037-08-15 Floating 2.29329000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 225000.00000000 PA USD 211162.33000000 0.023195469365 Long DBT CORP US N 2 2035-09-26 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AAV99 9907.61000000 PA USD 9574.12000000 0.001051684773 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138M1ZP6 3630.71000000 PA USD 3550.68000000 0.000390030215 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417YTV9 7518.77000000 PA USD 7466.98000000 0.000820222555 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4.00000000 N N N N N N NNN REIT Inc 5493008JKH5SOTI0JS97 637417AU0 305000.00000000 PA USD 303309.09000000 0.033317479994 Long DBT CORP US N 2 2031-02-15 Fixed 4.60000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A84H3 6341.78000000 PA USD 6405.94000000 0.000703670891 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416RZB2 29856.98000000 PA USD 29565.19000000 0.003247636351 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 4.50000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAT3 344000.00000000 PA USD 357957.34000000 0.039320405841 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 000000000 49760000.00000000 NC USD -29149.56000000 -0.00320198079 N/A DIR CORP US N 2 MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 Call Purchased MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2027-04-14 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.15000000 USD 2026-04-10 XXXX -29149.56000000 N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738BJ6 304000.00000000 PA USD 305544.30000000 0.033563010270 Long DBT CORP US N 2 2027-03-15 Fixed 5.15000000 N N N N N N Equitable Financial Life Global Funding 635400B4JJBON4TCHF02 29449WAT4 447000.00000000 PA USD 450875.53000000 0.049527155453 Long DBT CORP US N 2 2030-03-27 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AFCY4 1888.82000000 PA USD 1870.32000000 0.000205448340 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BAA44 406860.82000000 PA USD 46592.03000000 0.005117977266 Long ABS-O USGSE US N 2 2043-12-15 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31393PYL2 73032.11000000 PA USD 10028.58000000 0.001101605670 Long ABS-O USGSE US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371MVQ7 49.75000000 PA USD 50.00000000 0.000005492331 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GXH53 15038.83000000 PA USD 14807.71000000 0.001626576973 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.50000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432NX9 161000.00000000 PA USD 138800.24000000 0.015246737970 Long DBT CORP US N 2 2031-06-15 Fixed 1.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W9ME7 1627428.36000000 PA USD 1571648.27000000 0.172640258800 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TNJ0 353000.00000000 PA USD 357051.96000000 0.039220952904 Long DBT CORP US N 2 2030-05-15 Fixed 4.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KXK5 75383.35000000 PA USD 77647.52000000 0.008529318043 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407PL97 97263.89000000 PA USD 99778.15000000 0.010960293067 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.15900000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BW5 84000.00000000 PA USD 78404.89000000 0.008612512582 Long DBT CORP US N 2 2044-09-01 Fixed 5.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A2BX6 12334.14000000 PA USD 12213.35000000 0.001341595282 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738BN7 111000.00000000 PA USD 107868.10000000 0.011848946775 Long DBT CORP US N 2 2034-08-12 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417UFL4 47368.60000000 PA USD 46904.88000000 0.005152342783 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.50000000 N N N N N N Amcor Group Finance PLC 2549008XHB8M1L64J275 02344BAA4 147000.00000000 PA USD 150657.00000000 0.016549163045 Long DBT CORP GB N 2 2029-05-23 Fixed 5.45000000 N N N N N N Foundry JV Holdco LLC. 21380048QROAMGM6EP30 350930AJ2 582000.00000000 PA USD 602129.67000000 0.066141912312 Long DBT CORP US N 2 2037-01-25 Fixed 6.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FV94 423620.10000000 PA USD 420081.58000000 0.046144543962 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138M0LF5 108701.45000000 PA USD 106100.85000000 0.011654820326 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383D3T3 20618807.73730000 PA USD 3524819.20000000 0.387189494321 Long ABS-O USGA US N 2 2051-12-20 Fixed 3.00000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST N/A 93363CAC3 160761.37000000 PA USD 149297.20000000 0.016399793604 Long ABS-O CORP US N 2 2046-07-25 Floating 4.90673880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GTWR7 1613475.50000000 PA USD 1504246.11000000 0.165236358978 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Invitation Homes Operating Partnership Lp 549300147YMUQB3GW319 46188BAF9 140000.00000000 PA USD 140238.18000000 0.015404690827 Long DBT CORP US N 2 2033-08-15 Fixed 5.50000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810UT3 3638400.00000000 PA USD 3507929.23000000 0.385334188113 Long DBT UST US N 2 2046-02-15 Fixed 4.62500000 N N N N N N Thornburg Mortgage Securities Trust 2006-5 N/A 88522RAA2 79692.34000000 PA USD 76782.00000000 0.008434243592 Long ABS-O CORP US N 2 2046-10-25 Variable 5.13884000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31404ABG8 7723.99000000 PA USD 7774.28000000 0.000853978423 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -12472000.00000000 NC USD -24222.65000000 -0.00266077636 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-07-02 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.25400000 USD 2027-06-30 XXXX -24222.65000000 N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST N/A 93363NAH8 294386.14000000 PA USD 270768.33000000 0.029742987320 Long ABS-O CORP US N 2 2036-10-25 Variable 3.65985000 N N N N N N Salesforce Inc. RCGZFPDMRW58VJ54VR07 79466LAW4 501000.00000000 PA USD 503075.01000000 0.055261092179 Long DBT CORP US N 2 2056-03-15 Fixed 6.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410G2H5 150256.67000000 PA USD 154662.72000000 0.016989177869 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382PDD1 9423000.00000000 PA USD 1091633.82000000 0.119912291316 Long ABS-O USGA US N 2 2051-03-20 Fixed 2.00000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBQ5 262000.00000000 PA USD 273364.53000000 0.030028171128 Long DBT CORP US N 2 2028-11-01 Fixed 6.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412EE36 36495.89000000 PA USD 38039.63000000 0.004178524987 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Universal Health Services, Inc. 549300YGMGQDO0NMJD09 913903BB5 137000.00000000 PA USD 135439.24000000 0.014877543462 Long DBT CORP US N 2 2029-10-15 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416PPC5 162.17000000 PA USD 160.62000000 0.000017643564 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES N/A 35563PKA6 713582.48000000 PA USD 625838.38000000 0.068746234098 Long ABS-O USGSE US N 2 2058-08-26 Fixed 3.00000000 N N N N N N FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES N/A 35563PCS6 1160839.63000000 PA USD 1139014.80000000 0.125116932078 Long ABS-O USGSE US N 2 2057-06-25 Fixed 4.50000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACA1 77000.00000000 PA USD 73886.18000000 0.008116147537 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N Rio Tinto Finance (USA) plc 2138006TSNBEUA761G16 76720AAT3 261000.00000000 PA USD 266442.14000000 0.029267769947 Long DBT CORP GB N 2 2032-03-14 Fixed 5.00000000 N N N N N N AMERICAN AIRLINES PASS THROUGH TRUST 2016-1 N/A 02376UAA3 8223.00000000 PA USD 8114.31000000 0.000891329571 Long ABS-O CORP US N 2 2028-01-15 Fixed 3.57500000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2022-HQA3 5493000IRJ8RDHSNEL96 35564KE70 1400000.00000000 PA USD 1478655.50000000 0.162425316827 Long ABS-O USGSE US N 2 2042-08-25 Floating 9.01190000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -1940000.00000000 NC USD -26358.74000000 -0.00289541863 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Call Written THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2057-02-08 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.25125000 USD 2027-02-04 XXXX -26358.74000000 N N N NetApp Inc. QTX3D84DZDD5JYOCYH15 64110DAM6 186000.00000000 PA USD 190499.93000000 0.020925774452 Long DBT CORP US N 2 2032-03-17 Fixed 5.50000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAF5 17000.00000000 PA USD 17520.72000000 0.001924591966 Long DBT CORP CA N 2 2036-12-01 Fixed 5.87500000 N N N N N N Univar 254900IXUJZ9H146T437 97360BAH8 225000.00000000 PA USD 222656.18000000 0.024458030000 Long LON CORP US N 2 2030-08-01 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416XP53 20865.96000000 PA USD 20818.32000000 0.002286822198 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 4.50000000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VBB6 401000.00000000 PA USD 403205.75000000 0.044290790985 Long DBT CORP US N 2 2028-09-01 Fixed 4.80000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432NV3 357000.00000000 PA USD 331628.41000000 0.036428261730 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128LDA20 123.94000000 PA USD 128.05000000 0.000014065860 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMD8 415000.00000000 PA USD 415136.29000000 0.045601320544 Long DBT CORP US N 2 2035-10-25 Fixed 5.51800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395N2N6 752135.12000000 PA USD 56517.69000000 0.006208277522 Long ABS-O USGSE US N 2 2036-07-25 Floating 3.42362000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KBL0 765000.00000000 PA USD 755693.61000000 0.083010392906 Long DBT CORP US N 2 2033-02-15 Fixed 4.40000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31392PPQ2 16723.31000000 PA USD 16953.76000000 0.001862313324 Long ABS-O USGSE US N 2 2032-06-15 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M5GM6 3996.44000000 PA USD 4199.11000000 0.000461258063 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 06BTX5UWZD0GQ5N5Y745 960386AM2 235000.00000000 PA USD 235727.79000000 0.025893902248 Long DBT CORP US N 2 2028-09-15 Fixed 4.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NAL2 2862405.30000000 PA USD 565756.12000000 0.062146400590 Long ABS-O USGA US N 2 2050-05-20 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A2VA8 34864.84000000 PA USD 32955.95000000 0.003620099894 Long ABS-O USGSE US N 2 2041-12-25 Fixed 3.50000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XCC2 112000.00000000 PA USD 113961.91000000 0.012518331239 Long DBT CORP US N 2 2028-07-15 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396YTY8 117315.08000000 PA USD 122368.16000000 0.013441729434 Long ABS-O USGSE US N 2 2038-03-25 Floating 6.05905000 N N N N N N Nucor Corporation 549300GGJCRSI2TIEJ46 670346BA2 383000.00000000 PA USD 387162.93000000 0.042528541346 Long DBT CORP US N 2 2035-06-01 Fixed 5.10000000 N N N N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608AK8 214000.00000000 PA USD 203588.25000000 0.022363482236 Long DBT CORP US N 2 2028-03-15 Fixed 1.75000000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200LG4 587000.00000000 PA USD 593631.36000000 0.065208401637 Long DBT CORP US N 2 2030-02-10 Fixed 4.80000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112CH4 840000.00000000 PA USD 906763.36000000 0.099604895146 Long DBT CORP US N 2 2035-11-01 Fixed 6.05000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409VBJ2 275000.00000000 PA USD 264959.06000000 0.029104858614 Long DBT CORP US N 2 2029-03-01 Fixed 2.95000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -12472000.00000000 NC USD 3015.10000000 0.000331198560 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-07-02 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.25400000 USD 2027-06-30 XXXX 3015.10000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416CLU8 71001.95000000 PA USD 73260.95000000 0.008047468132 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.50000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAF7 337000.00000000 PA USD 324966.78000000 0.035696504155 Long DBT CORP US N 2 2054-03-01 Fixed 5.75000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418A3J5 3078.41000000 PA USD 3038.74000000 0.000333795334 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAU2 67000.00000000 PA USD 66811.51000000 0.007339018912 Long DBT CORP US N 2 2033-05-15 Fixed 5.12500000 N N N N N N ELMWOOD CLO XI LTD N/A 29002LAL4 840000.00000000 PA USD 840482.16000000 0.092324128998 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.21763000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QR5N6 491370.51000000 PA USD 461422.53000000 0.050685707811 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 902494BL6 199000.00000000 PA USD 204233.24000000 0.022434332211 Long DBT CORP US N 2 2029-03-15 Fixed 5.40000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CQH7 2048600.00000000 PA USD 2051720.92000000 0.225374619357 Long DBT UST US N 2 2028-03-31 Fixed 3.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375JRN7 123826.78000000 PA USD 143877.84000000 0.015804495196 Long ABS-O USGA US N 2 2037-03-20 Floating 9.76125000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416CJW7 3285.43000000 PA USD 3447.88000000 0.000378737982 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38145GAR1 100000.00000000 PA USD 98505.21000000 0.010820464904 Long DBT CORP US N 2 2032-01-21 Fixed 4.51600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31415LR82 1413.22000000 PA USD 1441.37000000 0.000158329630 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M6N61 226.84000000 PA USD 237.67000000 0.000026107247 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Cno Global Funding 6354008GTNR4833ULD48 18977W2D1 434000.00000000 PA USD 440096.06000000 0.048343067049 Long DBT CORP US N 2 2027-06-04 Fixed 5.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ELM75 11085.50000000 PA USD 10968.99000000 0.001204906535 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-8 TRUST N/A 93934FCF7 104318.92000000 PA USD 90742.02000000 0.009967704680 Long ABS-O CORP US N 2 2035-10-25 Fixed 5.50000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017FZT3 349000.00000000 PA USD 349938.55000000 0.038439568820 Long DBT CORP CA N 2 2030-10-18 Fixed 4.65000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 10303.11000000 0.001131761864 N/A DIR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 10207027.06000000 BRL 10303.11000000 N N N Invitation Homes Operating Partnership Lp 549300147YMUQB3GW319 46188BAB8 512000.00000000 PA USD 481989.76000000 0.052944948621 Long DBT CORP US N 2 2028-11-15 Fixed 2.30000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31325URK4 3819404.07000000 PA USD 380258.34000000 0.041770095435 Long ABS-MBS USGSE US N 2 2043-08-15 Floating 2.17733000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAW8 266000.00000000 PA USD 275651.40000000 0.030279376081 Long DBT CORP US N 2 2029-02-01 Fixed 5.95000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ACX4 14817.86000000 PA USD 14645.25000000 0.001608731290 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31376KR32 281434.48000000 PA USD 290309.63000000 0.031889533181 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607AD9 184000.00000000 PA USD 185658.46000000 0.020393955310 Long DBT CORP US N 2 2032-04-01 Fixed 5.00000000 N N N N N N BHP Billiton Finance (USA) Ltd. 5493003NUVITP3TMY274 055451BK3 259000.00000000 PA USD 264577.60000000 0.029062956520 Long DBT CORP AU N 2 2032-02-21 Fixed 5.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295PZ70 40178.92000000 PA USD 41039.22000000 0.004508019826 Long ABS-MBS USGA US N 2 2038-03-15 Fixed 5.00000000 N N N N N N EG Group 549300BY1CRYVPEG9R57 28228QAB5 200000.00000000 PA USD 200500.00000000 0.022024248395 Long LON CORP US N 2 2031-02-10 Floating 6.92000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C59 N/A 95003CBU3 24140854.78240000 PA USD 1279908.29000000 0.140593606498 Long ABS-O CORP US N 2 2054-04-17 Variable 1.48005000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417YCJ4 642.34000000 PA USD 639.36000000 0.000070231538 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 4.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 -5082000.00000000 NC USD -30124.79000000 -0.00330910652 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2060-01-09 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.00000000 USD 2030-01-07 XXXX -30124.79000000 N N N Chubb INA Holdings LLC CZCBJZWDMLTHWJDXU843 171239AM8 465000.00000000 PA USD 458041.93000000 0.050314360309 Long DBT CORP US N 2 2035-08-15 Fixed 4.90000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAW8 156000.00000000 PA USD 146273.81000000 0.016067684415 Long DBT CORP CA N 2 2030-05-13 Fixed 2.95000000 N N N N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824CBU2 402000.00000000 PA USD 399385.25000000 0.043871121953 Long DBT CORP US N 2 2031-10-15 Fixed 4.85000000 N N N N N N Quest Diagnostics Incorporated 8MCWUBXQ0WE04KMXBX50 74834LBD1 118000.00000000 PA USD 128511.43000000 0.014116546912 Long DBT CORP US N 2 2033-11-30 Fixed 6.40000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACH8 282000.00000000 PA USD 287599.80000000 0.031591867500 Long DBT CORP US N 2 2028-06-26 Fixed 5.68000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128L3V78 1519.13000000 PA USD 1572.56000000 0.000172740409 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EJQ76 1145507.88000000 PA USD 1106669.42000000 0.121563901237 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Heico Corp 529900O1DTDLCJ7L0I14 422806AA7 449000.00000000 PA USD 457730.17000000 0.050280114525 Long DBT CORP US N 2 2028-08-01 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A9XL3 140335.24000000 PA USD 138803.22000000 0.015247065313 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650EM8 40000.00000000 PA USD 39111.62000000 0.004296279471 Long DBT CORP US N 2 2065-09-15 Fixed 6.25000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505GQ1 300000.00000000 PA USD 296309.18000000 0.032548563502 Long DBT CORP US N 2 2032-02-06 Fixed 4.45600000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 830867AB3 127545.92000000 PA USD 127407.41000000 0.013995274041 Long DBT CORP US N 2 2028-10-20 Fixed 4.75000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132GJJU4 102254.68000000 PA USD 101379.18000000 0.011136160810 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410FYT6 6527.62000000 PA USD 6850.19000000 0.000752470254 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Atlas Warehouse Lending Co. LP 25490068J12A1HV7YM70 049463AD4 704000.00000000 PA USD 713950.83000000 0.078425089388 Long DBT CORP US N 2 2028-01-15 Fixed 6.05000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM 2018-B TRUST N/A 83404RAC2 4610573.46000000 PA USD 4473298.71000000 0.491376767770 Long ABS-O CORP US N 2 2047-08-25 Fixed 3.83000000 N N N N N N Mars Inc. 54930073HKEO6GZBSS03 571676BA2 423000.00000000 PA USD 427180.97000000 0.046924387996 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295GSG8 23993.99000000 PA USD 24236.49000000 0.002662296638 Long ABS-MBS USGA US N 2 2038-03-15 Fixed 5.00000000 N N N N N N Norfolk Southern Corporation 54930036C8MWP850MI84 655844CT3 80000.00000000 PA USD 82960.39000000 0.009112918884 Long DBT CORP US N 2 2034-03-15 Fixed 5.55000000 N N N N N N Cadence Design Systems, Inc. GCT7RXJOGLXPV0NXZY22 127387AN8 292000.00000000 PA USD 291137.67000000 0.031980490580 Long DBT CORP US N 2 2029-09-10 Fixed 4.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411S6E1 782.12000000 PA USD 820.82000000 0.000090164307 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QSMA3 349054.74000000 PA USD 328242.06000000 0.036056282610 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378JCS9 258962.14000000 PA USD 236191.13000000 0.025944798583 Long ABS-O USGA US N 2 2043-01-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418RHT1 249033.01000000 PA USD 246594.93000000 0.027087620905 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ANQA4 137944.79000000 PA USD 136328.43000000 0.014975217983 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Kenvue Inc. 5493008HSF8L4M2LIJ82 49177JAS1 207000.00000000 PA USD 209289.22000000 0.022989714552 Long DBT CORP US N 2 2032-05-22 Fixed 4.85000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132GDBW1 71435.98000000 PA USD 71562.24000000 0.007860870571 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M7ZR0 32482.59000000 PA USD 33441.36000000 0.003673420545 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5.50000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 597426.97000000 0.065625336586 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2031-02-23 0.00000000 USD 0.00000000 USD 52500000.00000000 USD 597426.97000000 N N N CVS Health Corp 549300EJG376EN5NQE29 126650EK2 360000.00000000 PA USD 361529.43000000 0.039712787874 Long DBT CORP US N 2 2035-09-15 Fixed 5.45000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1244000.00000000 NC USD 2584.05000000 0.000283849172 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Call Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2061-02-20 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.13500000 USD 2031-02-18 XXXX 2584.05000000 N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CR2 323000.00000000 PA USD 322793.37000000 0.035457762401 Long DBT CORP US N 2 2032-10-22 Fixed 4.67500000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M8V7 647000.00000000 PA USD 586483.76000000 0.064423261897 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412MKD9 2308.68000000 PA USD 2452.73000000 0.000269424113 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.50000000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081EU7 21000.00000000 PA USD 21465.58000000 0.002357921525 Long DBT CORP US N 2 2035-09-01 Fixed 5.40000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKK4 381000.00000000 PA USD 344987.63000000 0.037895726965 Long DBT CORP US N 2 2033-02-04 Fixed 2.97200000 N N N N N N Black Hills Corporation 3MGELCRSTNSAMJ962671 092113AR0 139000.00000000 PA USD 132202.46000000 0.014521994102 Long DBT CORP US N 2 2029-10-15 Fixed 3.05000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HLE7 265000.00000000 PA USD 268188.45000000 0.029459596208 Long DBT CORP US N 2 2030-03-15 Fixed 5.00000000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -2541000.00000000 NC USD -15062.39000000 -0.00165455271 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Call Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2060-01-09 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.00000000 USD 2030-01-07 XXXX -15062.39000000 N N N PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2017-1 549300ZWX1MRCB6KO574 70017KBA6 750000.00000000 PA USD 749031.00000000 0.082278527681 Long ABS-CBDO CORP KY N 2 2034-02-14 Variable 5.20253000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 -12440000.00000000 NC USD -15987.16000000 -0.00175613557 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2029-02-15 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.41500000 USD 2028-02-11 XXXX -15987.16000000 N N N RLI Corp 529900AMTJE5ECN9PS55 749607AD9 230000.00000000 PA USD 221533.31000000 0.024334686520 Long DBT CORP US N 2 2036-06-01 Fixed 5.37500000 N N N N N N Wingstop Funding LLC N/A 974153AE8 400000.00000000 PA USD 406964.40000000 0.044703666004 Long ABS-O CORP US N 2 2054-12-05 Fixed 5.85800000 N N N N N N RENAISSANCE MORTGAGE ACCEPTANCE CORP N/A 75970NBE6 183788.06000000 PA USD 183861.52000000 0.020196567515 Long ABS-O CORP US N 2 2035-11-25 Variable 5.64000000 N N N N N N Mckesson Corp. 549300WZWOM80UCFSF54 581557BX2 309000.00000000 PA USD 313975.98000000 0.034489201864 Long DBT CORP US N 2 2032-05-30 Fixed 4.95000000 N N N N N N AMERICAN AIRLINES PASS THROUGH TRUST 2015-2 N/A 02377BAB2 22627.16000000 PA USD 22370.34000000 0.002457306358 Long ABS-O CORP US N 2 2027-09-22 Fixed 3.60000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ADXM4 708086.15000000 PA USD 700720.85000000 0.076971820731 Long ABS-O USGSE US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Solventum Corp. 254900I70403OSGY4M28 83444MAR2 139000.00000000 PA USD 142145.44000000 0.015614196902 Long DBT CORP US N 2 2034-03-23 Fixed 5.60000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEF8 172000.00000000 PA USD 148051.82000000 0.016262992813 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AG2 302000.00000000 PA USD 299201.11000000 0.032866232254 Long DBT CORP US N 2 2034-11-15 Fixed 5.45000000 N N N N N N National Securities Clearing Corp. 549300RYC9NELN2ICA34 637639AQ8 250000.00000000 PA USD 252529.04000000 0.027739462863 Long DBT CORP US N 2 2030-05-20 Fixed 4.70000000 N N N N N N Avangrid Inc 549300OX0Q38NLSKPB49 05351WAB9 227000.00000000 PA USD 221621.21000000 0.024344342039 Long DBT CORP US N 2 2029-06-01 Fixed 3.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31408AEG1 5652.28000000 PA USD 5835.93000000 0.000641057216 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 25778.07000000 0.002831633999 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 16475522.18000000 BRL 25778.07000000 N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBY5 361000.00000000 PA USD 354263.83000000 0.038914686232 Long DBT CORP US N 2 2027-01-15 Fixed 1.87500000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BS1 166000.00000000 PA USD 167144.66000000 0.018360276857 Long DBT CORP US N 2 2035-03-15 Fixed 5.35000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBQ3 564000.00000000 PA USD 471590.21000000 0.051802593147 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BT9 330000.00000000 PA USD 256333.95000000 0.028157419387 Long DBT CORP US N 2 2041-11-01 Fixed 3.36600000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132L75E5 2801956.84000000 PA USD 2532174.94000000 0.278150872121 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Smurfit Kappa Treasury Unlimited Company 635400B3DOXSWFOWJT40 83272GAE1 249000.00000000 PA USD 252786.95000000 0.027767793406 Long DBT CORP IE N 2 2034-04-03 Fixed 5.43800000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QPD27 1501988.63000000 PA USD 1371569.74000000 0.150662307461 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.00000000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2024-R06 N/A 20755RAG0 2000000.00000000 PA USD 2009504.00000000 0.220737233159 Long ABS-O USGSE US N 2 2044-09-26 Variable 5.71721000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FEZ6 5694653.05000000 PA USD 5501538.77000000 0.604325468479 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 4.50000000 N N N N N N Mars Inc. 54930073HKEO6GZBSS03 571676BC8 282000.00000000 PA USD 275162.20000000 0.030225639112 Long DBT CORP US N 2 2055-05-01 Fixed 5.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411RBH0 4570.13000000 PA USD 4728.94000000 0.000519458100 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAG6 357000.00000000 PA USD 359948.58000000 0.039539136836 Long DBT CORP US N 2 2034-12-01 Fixed 5.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F020646 32179000.00000000 PA USD 25926720.70000000 2.847962776995 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 2.00000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NBJ9 391000.00000000 PA USD 395759.97000000 0.043472897179 Long DBT CORP US N 2 2028-03-15 Fixed 5.15000000 N N N N N N CubeSmart LP 549300MPHKO3I3FJRA97 22966RAH9 232000.00000000 PA USD 219049.56000000 0.024061854964 Long DBT CORP US N 2 2028-12-15 Fixed 2.25000000 N N N N N N Hershey Co. (The) 21X2CX66SU2BR6QTAD08 427866BM9 479000.00000000 PA USD 490693.45000000 0.053901019596 Long DBT CORP US N 2 2032-02-24 Fixed 4.95000000 N N N N N N Invitation Homes Operating Partnership Lp 549300147YMUQB3GW319 46188BAA0 307000.00000000 PA USD 262911.30000000 0.028879919088 Long DBT CORP US N 2 2031-08-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31415RL36 2745.27000000 PA USD 2846.15000000 0.000312639972 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419DJQ5 2657.81000000 PA USD 2631.78000000 0.000289092151 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 20904800.00000000 NC USD 338983.34000000 0.037236175971 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2057-06-02 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 0.00000000 USD 2027-05-28 XXXX 338983.33000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371NYW9 988.00000000 PA USD 997.76000000 0.000109600568 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 5.50000000 N N N N N N RENAISSANCE HOME EQUITY LOAN TRUST 2003-2 N/A 759950AW8 30575.44000000 PA USD 28326.76000000 0.003111598994 Long ABS-O CORP US N 2 2033-08-25 Floating 3.72268800 N N N N N N PALMER SQUARE LOAN FUNDING 2025-1 LTD N/A 69704CAE7 720000.00000000 PA USD 714917.52000000 0.078531277022 Long ABS-CBDO CORP KY N 2 2033-02-15 Floating 5.25253000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AXDT9 792221.53000000 PA USD 711966.72000000 0.078207141600 Long ABS-O USGSE US N 2 2047-07-25 Fixed 3.00000000 N N N N N N FIRST HORIZON MORTGAGE PASS-THROUGH TRUST 2006-3 N/A 32051GGD1 95014.94000000 PA USD 52751.86000000 0.005794613805 Long ABS-O CORP US N 2 2035-03-25 Variable 4.34080000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0TR9 11953292.10000000 PA USD 1258028.41000000 0.138190175515 Long ABS-O USGSE US N 2 2041-06-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EJQL5 54818.16000000 PA USD 51846.96000000 0.005695213594 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419LC92 17417.31000000 PA USD 17246.80000000 0.001894502779 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Applovin Corp. 549300LLVXMUAOL3SQ07 03831WAC2 427000.00000000 PA USD 431344.25000000 0.047381710255 Long DBT CORP US N 2 2031-12-01 Fixed 5.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QZG7 21979.68000000 PA USD 22450.40000000 0.002466100679 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W4QC8 177406.57000000 PA USD 167405.67000000 0.018388947924 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371NTU9 1950.81000000 PA USD 1959.25000000 0.000215217000 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413AH63 12344.80000000 PA USD 12629.67000000 0.001387326629 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ANSB0 7408.38000000 PA USD 7350.19000000 0.000807393567 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417YXX0 20588.41000000 PA USD 20386.80000000 0.002239421183 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376TZ47 244712.93000000 PA USD 3034.24000000 0.000333301024 Long ABS-O USGA US N 2 2039-01-16 Floating 2.71301000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410PZ30 45658.69910000 PA USD 47058.47000000 0.005169214126 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAL2 184000.00000000 PA USD 166095.28000000 0.018245006005 Long DBT CORP US N 2 2031-03-15 Fixed 2.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411JT30 41225.64000000 PA USD 43148.40000000 0.004739706132 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CT4 223000.00000000 PA USD 228622.69000000 0.025113430990 Long DBT CORP US N 2 2031-04-01 Fixed 5.45000000 N N N N N N TRUSTEES OF THE CALIFORNIA STATE UNIVERSITY (CA) N/A 13077CTM6 500000.00000000 PA USD 522282.45000000 0.057370964646 Long DBT MUN US N 2 2030-11-01 Fixed 6.43400000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BBF6 245000.00000000 PA USD 239237.07000000 0.026279384813 Long DBT CORP US N 2 2056-12-03 Fixed 5.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411WVC8 5483.38000000 PA USD 5584.31000000 0.000613417608 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEQ5 306000.00000000 PA USD 306709.45000000 0.033690998065 Long DBT CORP US N 2 2030-10-22 Fixed 4.60300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407H5Y8 1384.59000000 PA USD 1453.14000000 0.000159622525 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 3137HBTX2 6726675.30000000 PA USD 6758129.91000000 0.742357764735 Long ABS-O USGSE US N 2 2054-03-25 Fixed 5.50000000 N N N N N N The Cigna Group 549300VIWYMSIGT1U456 125523AJ9 356000.00000000 PA USD 334892.64000000 0.036786826380 Long DBT CORP US N 2 2038-08-15 Fixed 4.80000000 N N N N N N Northern Trust Corporation 549300GLF98S992BC502 665859AZ7 1080000.00000000 PA USD 1052024.90000000 0.115561385118 Long DBT CORP US N 2 2040-11-19 Fixed 5.11700000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 74977RDU5 906000.00000000 PA USD 941720.68000000 0.103444838782 Long DBT CORP NL N 2 2033-01-21 Fixed 5.71000000 N N N N N N Nomura Asset Acceptance Corp Alternative Loan Trust Series 2004-Ap2 N/A 65535VAA6 8064.70000000 PA USD 8047.62000000 0.000884003899 Long ABS-O CORP US N 2 2030-02-19 Fixed 7.00000000 N N N N N N Pacific Gas and Electric Company 1HNPXZSMMB7HMBMVBS46 694308HL4 74000.00000000 PA USD 57873.57000000 0.006357216365 Long DBT CORP US N 2 2045-03-15 Fixed 4.30000000 N N N N N N GXO Logistics Inc. 5493007CNWMXN78JRN66 36262GAF8 106000.00000000 PA USD 109972.15000000 0.012080069567 Long DBT CORP US N 2 2029-05-06 Fixed 6.25000000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VAZ4 136000.00000000 PA USD 134003.95000000 0.014719881699 Long DBT CORP US N 2 2027-03-15 Fixed 2.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413CNQ8 19996.67000000 PA USD 20527.73000000 0.002254901867 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2023-R04 N/A 20754QAF5 2000000.00000000 PA USD 2139629.20000000 0.235031047261 Long ABS-O USGSE US N 2 2043-05-26 Floating 9.01190000 N N N N N N United Airlines Pass Through Trust Series 2016-2 N/A 90932EAA1 505257.37000000 PA USD 487896.73000000 0.053593809341 Long ABS-O CORP US N 2 2028-10-07 Fixed 2.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410F4T9 10298.54000000 PA USD 10807.54000000 0.001187171798 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136BFEM1 13312587.39000000 PA USD 2816798.38000000 0.309415796519 Long ABS-O USGSE US N 2 2051-03-25 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31398WRX4 167218.32000000 PA USD 16817.04000000 0.001847295093 Long ABS-O USGSE US N 2 2040-02-15 Fixed 5.00000000 N N N N N N Mohawk Industries, Inc. 549300JI1115MG3Q6322 608190AM6 75000.00000000 PA USD 77213.15000000 0.008481603965 Long DBT CORP US N 2 2028-09-18 Fixed 5.85000000 N N N N N N Equifax Inc. 5493004MCF8JDC86VS77 294429AS4 184000.00000000 PA USD 172427.14000000 0.018940539459 Long DBT CORP US N 2 2030-05-15 Fixed 3.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20755DAF3 1000000.00000000 PA USD 1055868.80000000 0.115983624561 Long ABS-O USGSE US N 2 2042-07-25 Floating 9.26190000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416H5W1 9520.23000000 PA USD 9420.17000000 0.001034773885 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MG48 8322.04000000 PA USD 8564.02000000 0.000940728696 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413YL41 13228.19000000 PA USD 13793.94000000 0.001515217760 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAX3 735000.00000000 PA USD 749868.74000000 0.082370550593 Long DBT CORP FR N 2 2029-05-30 Fixed 5.28100000 N N N N N N MAGNETITE XXXI LTD 549300J3BCFSIZAJJW77 55952FAL2 4600000.00000000 PA USD 4588500.00000000 0.504031240720 Long ABS-CBDO CORP KY N 2 2034-07-17 Variable 4.67219000 N N N N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 70109MDH4 450000.00000000 PA USD 449148.15000000 0.049337408589 Long STIV CORP US N 2 2026-04-17 None 0.00000000 N N N N N N Cencora Inc AI8GXW8LG5WK7E9UD086 03073EAU9 185000.00000000 PA USD 186613.45000000 0.020498857739 Long DBT CORP US N 2 2034-02-15 Fixed 5.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412T3G6 676.28000000 PA USD 701.61000000 0.000077069490 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -13290.40000000 -0.00145990559 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2057-02-17 0.00000000 USD 0.00000000 USD 728000.00000000 USD -13290.40000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416PXM4 42189.22000000 PA USD 41776.27000000 0.004588982281 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Orange SA 969500MCOONR8990S771 35177PAL1 33000.00000000 PA USD 39016.34000000 0.004285813285 Long DBT CORP FR N 2 2031-03-01 Fixed 9.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GNLK7 38172.71000000 PA USD 37691.90000000 0.004140328020 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 4988800.00000000 NC USD -69086.51000000 -0.00758891998 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Purchased JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2057-09-01 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.65000000 USD 2027-08-30 XXXX -69086.51000000 N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CPZ8 3200200.00000000 PA USD 3150446.87000000 0.346065957221 Long DBT UST US N 2 2036-02-15 Fixed 4.12500000 N N N N N N Intuit Inc VI90HBPH7XSFMB9E4M29 46124HAH9 1020000.00000000 PA USD 938979.92000000 0.103143775545 Long DBT CORP US N 2 2053-09-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A1T92 60442.04000000 PA USD 59850.06000000 0.006574327121 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PFE1 808000.00000000 PA USD 784836.09000000 0.086211595991 Long DBT CORP US N 2 2036-10-22 Fixed 4.81000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCH6 222000.00000000 PA USD 218353.34000000 0.023985377547 Long DBT CORP US N 2 2027-11-02 Fixed 1.87800000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMQ9 313000.00000000 PA USD 318518.88000000 0.034988224099 Long DBT CORP US N 2 2036-02-12 Fixed 5.74400000 N N N N N N Public Service Enterprise Group Incorporated PUSS41EMO3E6XXNV3U28 744573AY2 382000.00000000 PA USD 389527.58000000 0.042788290169 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407VTH8 333.44000000 PA USD 339.98000000 0.000037345655 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.00000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -1548625.42000000 -0.17011127642 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.42.V1 Y Default Event 2029-06-20 0.00000000 USD -1947205.47000000 USD 27000000.00000000 USD 398580.05000000 N N N GAM RE-REMIC TRUST 2022-FRR3 N/A 36459DBW0 199596.09000000 PA USD 196032.62000000 0.021533521778 Long ABS-O CORP US N 2 2048-05-27 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LDQ2 2146.56000000 PA USD 2125.54000000 0.000233483396 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132GKHC3 408631.74000000 PA USD 394051.56000000 0.043285234105 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417VDS9 2564.07000000 PA USD 2538.97000000 0.000278897286 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QNKW8 1609514.86000000 PA USD 1471587.40000000 0.161648909894 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.00000000 N N N N N N ACE SECURITIES CORP MORTGAGE LOAN TRUST SERIES 2007-D1 N/A 00083BAB1 770409.73000000 PA USD 632711.55000000 0.069501228629 Long ABS-O CORP US N 2 2038-02-25 Variable 6.33600000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KDE7 216000.00000000 PA USD 220168.15000000 0.024184728301 Long DBT CORP US N 2 2055-08-15 Fixed 6.37500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3H4 61000.00000000 PA USD 66067.83000000 0.007257328174 Long DBT CORP US N 2 2034-10-23 Fixed 6.49100000 N N N N N N The Hartford Insurance Group Inc. IU7C3FTM7Y3BQM112U94 416515BC7 745000.00000000 PA USD 714992.29000000 0.078539490254 Long DBT CORP US N 2 2047-02-12 Floating 6.03914000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ADR5 373000.00000000 PA USD 379470.26000000 0.041683527506 Long DBT CORP US N 2 2032-03-29 Fixed 5.40000000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 891906AF6 150000.00000000 PA USD 148843.18000000 0.016349921039 Long DBT CORP US N 2 2028-06-01 Fixed 4.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409GPE0 1874.38000000 PA USD 1936.62000000 0.000212731171 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668CC4 354000.00000000 PA USD 374450.90000000 0.041132167748 Long DBT CORP US N 2 2030-11-16 Fixed 6.45000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QQ2Q4 322823.98000000 PA USD 302582.13000000 0.033237625891 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N PROSPECT CAPITAL CORP 549300FSD8T39P5Q0O47 74162FAD7 212668.01000000 PA USD 189177.47000000 0.020780506684 Long ABS-O CORP US N 2 2037-03-25 Fixed 5.50000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KDK3 222000.00000000 PA USD 227461.42000000 0.024985869399 Long DBT CORP US N 2 2032-03-15 Fixed 5.30000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PFK7 1442000.00000000 PA USD 1417543.31000000 0.155712348984 Long DBT CORP US N 2 2037-02-05 Fixed 5.19300000 N N N N N N BIRCH GROVE CLO 12 LTD N/A 09090MAE3 1860000.00000000 PA USD 1838887.14000000 0.201995546849 Long ABS-CBDO CORP JE N 2 2038-04-22 Floating 5.21920000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650BQ2 8925.83010000 PA USD 9191.81000000 0.001009689309 Long DBT CORP US N 2 2030-01-10 Fixed 6.94300000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 30564.50000000 0.003357407182 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-03-20 0.00000000 CAD 0.00000000 CAD 32100000.00000000 CAD 30564.50000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407RY99 2288.87000000 PA USD 2250.04000000 0.000247159301 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414U3H9 44523.15000000 PA USD 45553.13000000 0.005003857607 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403JLJ3 8848.59000000 PA USD 8898.29000000 0.000977447128 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137A1HA4 4397299.51220000 PA USD 131678.89000000 0.014464481705 Long ABS-O USGSE US N 2 2040-08-15 Floating 0.71329000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419A4K0 8055.59000000 PA USD 8454.65000000 0.000928714771 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A74E5 10370.26000000 PA USD 10268.71000000 0.001127983140 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 17275RBY7 371000.00000000 PA USD 378727.49000000 0.041601936728 Long DBT CORP US N 2 2032-02-24 Fixed 4.95000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M4WW9 26746.19000000 PA USD 27649.67000000 0.003037222943 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N OCTAGON INVESTMENT PARTNERS 50 LTD N/A 67592MAY0 1050000.00000000 PA USD 1046053.05000000 0.114905397548 Long ABS-CBDO CORP KY N 2 2035-01-15 Variable 5.22219000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M6SU3 38323.69000000 PA USD 39550.13000000 0.004344448315 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410S7M3 431.56000000 PA USD 443.56000000 0.000048723569 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410FSS5 16326.37000000 PA USD 17133.16000000 0.001882019808 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410FVY8 42488.42000000 PA USD 43870.01000000 0.004818972555 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417YDA2 1242.62000000 PA USD 1244.30000000 0.000136682156 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 4.50000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBE4 25000.00000000 PA USD 21180.20000000 0.002326573495 Long DBT CORP US N 2 2035-05-15 Fixed 3.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359WKH3 38187.12000000 PA USD 38764.34000000 0.004258131935 Long ABS-O USGSE US N 2 2029-07-25 Fixed 6.00000000 N N N N N N Air Lease Corporation 5493004NW4M4P8TMMK63 00914AAX0 238000.00000000 PA USD 238602.83000000 0.026209715690 Long DBT CORP US N 2 2031-07-15 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414BS50 320.15000000 PA USD 329.65000000 0.000036210940 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABN0 425000.00000000 PA USD 426258.30000000 0.046823035810 Long DBT CORP DK N 2 2032-03-27 Fixed 4.99900000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BF4 298000.00000000 PA USD 317803.66000000 0.034909659595 Long DBT CORP CH N 2 N/A Fixed 9.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128L4R71 82650.57000000 PA USD 86859.78000000 0.009541253717 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M6NU8 50524.95000000 PA USD 52213.81000000 0.005735510828 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31295NJR0 1214.41000000 PA USD 1237.94000000 0.000135983531 Long ABS-MBS USGSE US N 2 2032-04-01 Variable 6.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCJ3 270000.00000000 PA USD 256945.50000000 0.028224596090 Long DBT CORP US N 2 2029-06-01 Fixed 2.06900000 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353TAK6 494000.00000000 PA USD 490079.17000000 0.053833543011 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 1625709.49000000 0.178578701383 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.IG.46.V1 Y Default Event 2031-06-20 1541593.85000000 USD 0.00000000 USD -92400000.00000000 USD 84115.64000000 N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VGJ7 120000.00000000 PA USD 108972.09000000 0.011970216351 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 78081BAJ2 354000.00000000 PA USD 341362.31000000 0.037497497797 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N MONONGAHELA POWER CO N/A 609935AA9 169000.00000000 PA USD 177795.57000000 0.019530243378 Long DBT CORP US N 2 2034-02-15 Fixed 5.85000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132GJH77 626424.80000000 PA USD 619513.00000000 0.068051412451 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N JP Morgan Mortgage Trust N/A 466247LZ4 2458.36000000 PA USD 2408.60000000 0.000264576581 Long ABS-O CORP US N 2 2035-02-25 Variable 5.13248000 N N N N N N Cardinal Health, Inc. CCU46N3GJMF4OK4N7U60 14149YBQ0 423000.00000000 PA USD 423806.96000000 0.046553764383 Long DBT CORP US N 2 2026-11-15 Fixed 4.70000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136BFPZ0 12397889.26570000 PA USD 2163883.58000000 0.237695309055 Long ABS-O USGSE US N 2 2050-02-25 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M6NA2 32370.42000000 PA USD 33463.91000000 0.003675897586 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QRZE3 401866.41000000 PA USD 378676.58000000 0.041596344437 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417YWH6 65356.35000000 PA USD 67810.46000000 0.007448750198 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418TDX2 16348.19000000 PA USD 16188.13000000 0.001778211452 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31388JK53 550.79000000 PA USD 556.49000000 0.000061128548 Long ABS-MBS USGSE US N 2 2031-09-01 Variable 6.15900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SUX3 193193.61000000 PA USD 191033.95000000 0.020984434747 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 4.50000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135CY0 592000.00000000 PA USD 559776.91000000 0.061489604549 Long DBT CORP US N 2 2065-11-20 Fixed 5.55000000 N N N N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAN7 165000.00000000 PA USD 162481.22000000 0.017848013710 Long DBT CORP US N 2 2029-06-15 Fixed 4.00000000 N N N N N N LG Energy Solution Ltd. 988400QX6P286XA6ZS85 50205MAN9 280000.00000000 PA USD 278110.00000000 0.030549444994 Long DBT CORP KR N 2 2036-04-02 Fixed 5.87500000 N N N N N N Sumitomo Mitsui Financial Group Inc. 35380028MYWPB6AUO129 86562MEK2 495000.00000000 PA USD 480264.90000000 0.052755478570 Long DBT CORP JP N 2 2041-03-03 Fixed 5.33400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2CN0 11861.92000000 PA USD 12105.64000000 0.001329763702 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411CDR9 48573.04000000 PA USD 50151.82000000 0.005509008185 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QSEF1 422334.43000000 PA USD 395957.38000000 0.043494582001 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138APZN1 111803.59000000 PA USD 109503.71000000 0.012028613014 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407HKP0 21313.66000000 PA USD 21919.41000000 0.002407773219 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 -51134000.00000000 NC USD 38215.06000000 0.004197795381 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2027-09-29 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 2.50000000 USD 2026-09-25 XXXX 38215.06000000 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BHC96 3093013.09000000 PA USD 634320.69000000 0.069677987227 Long ABS-O USGSE US N 2 2044-10-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416VKN3 9196.08000000 PA USD 9576.31000000 0.001051925337 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2023-PJ4 N/A 36270XAD6 610382.18000000 PA USD 615036.34000000 0.067559666457 Long ABS-O CORP US N 2 2054-01-25 Variable 6.00000000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QCA6 262000.00000000 PA USD 267484.13000000 0.029382229032 Long DBT CORP US N 2 2034-11-17 Fixed 5.22700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ALU47 38281.75000000 PA USD 37564.19000000 0.004126299507 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411AGT6 4171.35000000 PA USD 4290.72000000 0.000471321112 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Sumitomo Mitsui Financial Group Inc. 35380028MYWPB6AUO129 86562MDN7 453000.00000000 PA USD 463923.45000000 0.050960425433 Long DBT CORP JP N 2 2031-07-09 Fixed 5.42400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BWX2 20190.30000000 PA USD 20846.94000000 0.002289966009 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RNB4 270000.00000000 PA USD 265493.24000000 0.029163536484 Long DBT CORP US N 2 2032-11-01 Fixed 4.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KW67 464.97000000 PA USD 480.08000000 0.000052735167 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413HHE1 5462.21000000 PA USD 5717.54000000 0.000628052474 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412MAD0 23397.85000000 PA USD 23867.63000000 0.002621778612 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Sumitomo Mitsui Financial Group Inc. 35380028MYWPB6AUO129 86562MED8 355000.00000000 PA USD 349692.98000000 0.038412593784 Long DBT CORP JP N 2 2032-01-15 Fixed 4.49400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417YWA1 40434.45000000 PA USD 40038.47000000 0.004398090816 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Sumitomo Mitsui Financial Group Inc. 35380028MYWPB6AUO129 86562MBP4 449000.00000000 PA USD 427189.54000000 0.046925329381 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375KRD6 3861614.91200000 PA USD 346851.60000000 0.038100477780 Long ABS-O USGA US N 2 2037-06-16 Floating 2.66301000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4976000.00000000 NC USD -4229.30000000 -0.00046457433 N/A DIR CORP CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 UBS AG BFM8T61CT2L1QCEMIK50 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CH US 2033-03-22 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.78000000 USD 2028-03-20 XXXX -4229.30000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413BLR0 2965.94000000 PA USD 3122.77000000 0.000343025746 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WE4G1 337917.95000000 PA USD 328204.54000000 0.036052161165 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Niagara Mohawk Power Corp. 3T97Y9RR5EN5Y18QHB56 65364UAU0 41000.00000000 PA USD 38532.08000000 0.004232618958 Long DBT CORP US N 2 2054-01-17 Fixed 5.66400000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGR4 612000.00000000 PA USD 605576.34000000 0.066520517380 Long DBT CORP US N 2 2028-07-21 Fixed 3.59300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CLH5 438540.26000000 PA USD 416987.07000000 0.045804622481 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 312933MW1 2490.93000000 PA USD 2469.62000000 0.000271279423 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD 6355.25000000 0.000698102766 N/A DIR CORP CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Y 2036-03-27 0.00000000 USD 0.00000000 USD 6058000.00000000 USD 6355.25000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABZB1 789267.71000000 PA USD 700668.16000000 0.076966032912 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N American Express Company R4PP93JZOLY261QX3811 025816EJ4 410000.00000000 PA USD 409768.56000000 0.045011693517 Long DBT CORP US N 2 2029-07-20 Fixed 4.35100000 N N N N N N AMERICAN TRANSMISSION SYSTEMS INC N/A 030288AC8 119000.00000000 PA USD 106680.70000000 0.011718514892 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556DH2 355000.00000000 PA USD 350877.52000000 0.038542711506 Long DBT CORP US N 2 2033-06-15 Fixed 4.55000000 N N N N N N WASHINGTON MUTUAL MORTGAGE SECURITIES CORP N/A 939336X40 12188.35000000 PA USD 11947.70000000 0.001312414526 Long ABS-O CORP US N 2 2045-01-25 Floating 4.43303000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XBV1 182000.00000000 PA USD 180734.97000000 0.019853126549 Long DBT CORP US N 2 2027-03-15 Fixed 3.65000000 N N N N N N AstraZeneca Finance LLC 549300C3HATU4Q460S18 04636NAM5 393000.00000000 PA USD 401543.81000000 0.044108232485 Long DBT CORP US N 2 2031-02-26 Fixed 4.90000000 N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132FCAR6 257413.41000000 PA USD 266572.68000000 0.029282109326 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.50000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135CV6 413000.00000000 PA USD 405121.74000000 0.044501256021 Long DBT CORP US N 2 2035-11-20 Fixed 4.65000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC -1260.17000000 -0.00013842542 N/A DIR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 32304304.03000000 BRL -1260.17000000 N N N Consolidated Edison Company of New York, Inc. VZFZPMWDHTQCFKYOBP05 209111EH2 67000.00000000 PA USD 68105.27000000 0.007481134082 Long DBT CORP US N 2 2035-03-01 Fixed 5.30000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QQ4G4 420534.86000000 PA USD 395548.08000000 0.043449621777 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-13T1 N/A 12668BZK2 1016971.10000000 PA USD 472750.41000000 0.051930037202 Long ABS-O CORP US N 2 2036-05-25 Fixed 6.00000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135DE3 766000.00000000 PA USD 758851.11000000 0.083357233626 Long DBT CORP US N 2 2033-03-13 Fixed 4.55000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KBM8 355000.00000000 PA USD 353616.96000000 0.038843629745 Long DBT CORP US N 2 2036-02-15 Fixed 4.80000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAK7 71000.00000000 PA USD 71659.74000000 0.007871580617 Long DBT CORP US N 2 2035-02-15 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MJJJ0 612.46000000 PA USD 643.67000000 0.000070704977 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 6.00000000 N N N N N N Vertiv Holdings Co 549300KTTIRAOGXCRV69 92537NAB4 360000.00000000 PA USD 343611.63000000 0.037744578009 Long DBT CORP US N 2 2046-03-15 Fixed 5.65000000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -2541000.00000000 NC USD -6342.08000000 -0.00069665608 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Call Written THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2036-07-23 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.94300000 USD 2026-07-21 XXXX -6342.08000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411H6U9 1992.12000000 PA USD 2101.78000000 0.000230873440 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2023-R07 N/A 20753BAB8 700000.00000000 PA USD 719968.34000000 0.079086092555 Long ABS-O USGSE US N 2 2043-09-25 Floating 6.91190000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377LJM1 452898.75000000 PA USD 31743.79000000 0.003486948209 Long ABS-O USGA US N 2 2040-09-16 Floating 2.86301000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413Y7J4 15721.59000000 PA USD 16501.43000000 0.001812626400 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CBB9 97000.00000000 PA USD 88765.62000000 0.009750603809 Long DBT CORP US N 2 2031-04-15 Fixed 2.55000000 N N N N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 636274AF9 228000.00000000 PA USD 232431.72000000 0.025531840081 Long DBT CORP GB N 2 2034-01-11 Fixed 5.41800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A9TD0 459897.08000000 PA USD 20627.30000000 0.002265839296 Long ABS-O USGSE US N 2 2032-10-25 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31395MPZ6 247295.96000000 PA USD 249957.06000000 0.027456939539 Long ABS-O USGSE US N 2 2035-02-15 Fixed 5.00000000 N N N N N N WELLS FARGO MORTGAGE BACKED SECURITIES 2006-AR2 TRUST N/A 94982PAA7 27443.38000000 PA USD 28447.27000000 0.003124836611 Long ABS-O CORP US N 2 2035-05-25 Variable 6.04024000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414HJX6 47490.71000000 PA USD 49425.52000000 0.005429226581 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1EY6 2786548.56000000 PA USD 2661565.17000000 0.292363952249 Long ABS-O USGSE US N 2 2047-12-25 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31325TPQ6 6204225.95000000 PA USD 611736.68000000 0.067197209941 Long ABS-MBS USGSE US N 2 2042-08-15 Floating 2.22733000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411DY78 1412.95000000 PA USD 1441.13000000 0.000158303267 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417YH59 17682.84000000 PA USD 17900.16000000 0.001966272170 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 5.50000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCV5 193000.00000000 PA USD 147942.88000000 0.016251026122 Long DBT CORP US N 2 2064-09-27 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AUUY5 2991449.92000000 PA USD 194215.55000000 0.021333922770 Long ABS-O USGSE US N 2 2046-12-25 Floating 2.87362000 N N N N N N Symphony Clo 47 Ltd. 25490010XZSF50QAAS37 87170XAE8 1160000.00000000 PA USD 1148303.72000000 0.126137288594 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.21763000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31400TYM3 10394.35000000 PA USD 10452.58000000 0.001148180639 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380YN27 1009303.45000000 PA USD 922379.31000000 0.101320254556 Long ABS-O USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 4548000.00000000 NC USD -24222.81000000 -0.00266079393 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2038-02-25 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.82000000 USD 2028-02-23 XXXX -24222.81000000 N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353TAQ3 563000.00000000 PA USD 518706.65000000 0.056978175083 Long DBT CORP US N 2 2054-09-15 Fixed 5.35000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDY8 650000.00000000 PA USD 632993.16000000 0.069532162537 Long DBT CORP US N 2 2033-05-04 Fixed 5.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411LCU3 8748.10000000 PA USD 8963.85000000 0.000984648673 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N DAIWA CAPITAL MARKETS AMERICA INC. M67H5PRC0NQKM73ZAS82 000000000 863000.00000000 PA USD 863000.00000000 0.094797637733 Long RA CORP US N 2 Repurchase Y 3.67000000 2026-04-01 3452.00000000 USD 3469.49636994 USD ADAS 2136321.29190133 USD 876790.50366457 USD AMBS N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 097023DT9 39000.00000000 PA USD 42957.54000000 0.004718740805 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N Mister Car Wash 549300BARUQU0U2GQE05 60646CAM9 85000.00000000 PA USD 84298.75000000 0.009259933214 Long LON CORP US N 2 2031-03-27 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419AL70 7516.17000000 PA USD 7888.72000000 0.000866549270 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BL71 6577.19000000 PA USD 6902.75000000 0.000758243793 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KDX5 421000.00000000 PA USD 411195.16000000 0.045168400713 Long DBT CORP US N 2 2056-03-01 Fixed 5.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABQK2 3207559.15000000 PA USD 319730.78000000 0.035121347224 Long ABS-O USGSE US N 2 2043-02-25 Floating 2.37362000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407UEQ6 307.97000000 PA USD 311.91000000 0.000034262260 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N CHASE FUNDING TRUST SERIES 2003-3 N/A 161546GR1 61121.05000000 PA USD 61427.68000000 0.006747623355 Long ABS-O CORP US N 2 2033-07-25 Floating 4.39303000 N N N N N N Garda World Security 549300ZF1NDXLMCHNO20 000000000 225000.00000000 PA USD 223875.00000000 0.024591913264 Long LON CORP US N 2 2029-02-01 Floating 6.42000000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514HN7 48086.57000000 PA USD 47107.51000000 0.005174601005 Long ABS-O CORP US N 2 2034-10-25 Floating 4.35303000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407CK22 4369.64000000 PA USD 4532.49000000 0.000497878731 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N Blackstone Holdings Finance Co. L.L.C. 549300D2L6J4NC1QVZ22 09256BAL1 56000.00000000 PA USD 51948.72000000 0.005706391586 Long DBT CORP US N 2 2030-01-10 Fixed 2.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMM8 189000.00000000 PA USD 192805.43000000 0.021179025847 Long DBT CORP US N 2 2036-01-24 Fixed 5.51100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A5CU4 151175.41000000 PA USD 149570.08000000 0.016429768551 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31307NG73 331359.19000000 PA USD 321010.40000000 0.035261909163 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413A6M0 8980.03000000 PA USD 9189.66000000 0.001009453139 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A2MD2 1000000.00000000 PA USD 985156.00000000 0.108216062108 Long ABS-O USGSE US N 2 2041-12-25 Fixed 4.50000000 N N N N N N GSAT TRUST 2025-BMF N/A 36271XAA1 1000000.00000000 PA USD 1000474.70000000 0.109898769608 Long ABS-O CORP US N 2 2040-07-16 Floating 5.17251000 N N N N N N OGE Energy Corporation CE5OG6JPOZMDSA0LAQ19 670837AD5 109000.00000000 PA USD 111699.98000000 0.012269865862 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -1940000.00000000 NC USD 15724.24000000 0.001727254701 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Put Written THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2057-02-08 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.25125000 USD 2027-02-04 XXXX 15724.24000000 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKA6 90000.00000000 PA USD 79476.77000000 0.008730254983 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AFR69 8893.71000000 PA USD 8800.21000000 0.000966673371 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GA87 169000.00000000 PA USD 174386.70000000 0.019155790512 Long DBT CORP US N 2 2030-04-25 Fixed 5.72700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ABBZ1 113744.00000000 PA USD 112629.99000000 0.012372024322 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Omega Healthcare Investors, Inc. 549300OJ7ENK42CZ8E73 681936BP4 269000.00000000 PA USD 270198.23000000 0.029680363758 Long DBT CORP US N 2 2030-07-01 Fixed 5.20000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505GR9 385000.00000000 PA USD 380032.80000000 0.041745320627 Long DBT CORP US N 2 2037-02-06 Fixed 5.04500000 N N N N N N Novartis Capital Corporation 5493002KF87V5RSRQS84 66989HBL1 405000.00000000 PA USD 408180.08000000 0.044837204349 Long DBT CORP US N 2 2056-03-18 Fixed 5.70000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HLC1 196000.00000000 PA USD 198611.42000000 0.021816794256 Long DBT CORP US N 2 2029-09-01 Fixed 4.95000000 N N N N N N 3M Company LUZQVYP4VS22CLWDAR65 88579YBR1 202000.00000000 PA USD 203435.99000000 0.022346756989 Long DBT CORP US N 2 2035-03-15 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1N26 149843.62000000 PA USD 134190.63000000 0.014740387867 Long ABS-O USGSE US N 2 2048-05-25 Fixed 3.00000000 N N N N N N SABAL ISSUER 2025-2 LLC N/A 78517MAA1 639277.82000000 PA USD 629097.19000000 0.069104203380 Long ABS-O CORP US N 2 2061-04-30 Fixed 5.98000000 N N N N N N BMW US Capital, LLC KK5MZM9DIXLXZL9DZL15 05565ECY9 154000.00000000 PA USD 155761.55000000 0.017109880637 Long DBT CORP US N 2 2030-03-21 Fixed 5.05000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QPHT4 215609.26000000 PA USD 202323.04000000 0.022224503187 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398RNT8 2370839.87000000 PA USD 2398508.28000000 0.263468040590 Long ABS-O USGSE US N 2 2040-06-25 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KNN0 19981.58000000 PA USD 20972.98000000 0.002303811077 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46630GAV7 19689.21000000 PA USD 19735.03000000 0.002167826447 Long ABS-O CORP US N 2 2035-07-25 Variable 5.81838000 N N N N N N Great American Outdoors (Bass Pro Shops) 549300IYLDI2E8I2AU46 07014QAP6 224431.82000000 PA USD 224311.52000000 0.024639863513 Long LON CORP US N 2 2032-01-23 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411XMB8 613.10000000 PA USD 632.93000000 0.000069525224 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374UJR3 2345244.42000000 PA USD 2407457.19000000 0.264451048154 Long ABS-O USGA US N 2 2039-05-20 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XD6D3 2861810.57000000 PA USD 2461329.14000000 0.270368700066 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413FHY1 5371.81000000 PA USD 5572.95000000 0.000612169751 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406K5J5 4837.78000000 PA USD 4952.49000000 0.000544014313 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403YXV0 42612.00000000 PA USD 42879.14000000 0.004710128829 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-8 TRUST N/A 9393357P4 5767.56000000 PA USD 5661.75000000 0.000621924131 Long ABS-O CORP US N 2 2042-08-25 Variable 5.25874000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432NY7 103000.00000000 PA USD 92398.36000000 0.010149648039 Long DBT CORP US N 2 2032-04-15 Fixed 2.75000000 N N N N N N PEER HOLDING III BV 7245002S0K5Q59JCVQ03 000000000 55000.00000000 PA USD 54596.08000000 0.005997195148 Long LON CORP US N 2 2032-09-29 Floating 6.19961000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M4YR8 18789.66000000 PA USD 19454.78000000 0.002137041931 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Southwestern Electric Power Company R64UBJHEC74EB3HGQ410 845437BU5 64000.00000000 PA USD 64933.18000000 0.007132690700 Long DBT CORP US N 2 2033-04-01 Fixed 5.30000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QSWF1 486521.69000000 PA USD 456258.55000000 0.050118462034 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375QLL1 318884.76000000 PA USD 17723.22000000 0.001946835908 Long ABS-O USGA US N 2 2038-05-16 Floating 2.71301000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409VNM1 4857.96000000 PA USD 5030.40000000 0.000552572464 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N NXP B V / NXP Funding LLC & NXP USA Inc 724500RKKW4NOJ9YQF60 62954HAV0 45000.00000000 PA USD 44617.14000000 0.004901042264 Long DBT CORP NL N 2 2029-06-18 Fixed 4.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410WKW7 367.13000000 PA USD 378.68000000 0.000041596720 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412PPU9 437830.92000000 PA USD 433545.66000000 0.047623527714 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEB8 237000.00000000 PA USD 240349.52000000 0.026401583692 Long DBT CORP US N 2 2030-01-23 Fixed 5.01200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416A4X5 343.95000000 PA USD 359.36000000 0.000039474483 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.00000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810UP1 166700.00000000 PA USD 159302.69000000 0.017498862916 Long DBT UST US N 2 2055-11-15 Fixed 4.62500000 N N N N N N Sumitomo Mitsui Financial Group Inc. 35380028MYWPB6AUO129 86562MDS6 397000.00000000 PA USD 405792.20000000 0.044574903790 Long DBT CORP JP N 2 2030-04-15 Fixed 5.24000000 N N N N N N 720 EAST CLO VII LTD N/A 81800WAL5 690000.00000000 PA USD 683465.70000000 0.075076400732 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.36763000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31325WRV6 2169726.85000000 PA USD 107022.86000000 0.011756100013 Long ABS-MBS USGSE US N 2 2031-02-15 Fixed 3.00000000 N N N N N N CITICORP MORTGAGE SECURITIES TRUST 2007-1 N/A 173105AA5 357075.07000000 PA USD 331362.42000000 0.036399043626 Long ABS-O CORP US N 2 2037-01-25 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409D6Q1 8994.45000000 PA USD 9412.62000000 0.001033944543 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -12471500.00000000 NC USD -633.78000000 -0.00006961859 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-12-20 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.34300000 USD 2027-12-16 XXXX -633.78000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410UHR6 8535.81000000 PA USD 8790.27000000 0.000965581495 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303MAC6 315000.00000000 PA USD 312016.15000000 0.034273921152 Long DBT CORP US N 2 2032-11-15 Fixed 4.60000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BAL42 502385.69000000 PA USD 8038.32000000 0.000882982326 Long ABS-O USGSE US N 2 2039-07-15 Floating 2.41329000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132FCAG0 126654.92000000 PA USD 133102.90000000 0.014620904398 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410QR94 7491.28000000 PA USD 7862.31000000 0.000863648221 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N DRYDEN 104 CLO LTD N/A 26253BAN4 6750000.00000000 PA USD 6742183.50000000 0.740606105409 Long ABS-CBDO CORP KY N 2 2034-08-21 Floating 4.94557000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GB37 156000.00000000 PA USD 156580.88000000 0.017199881272 Long DBT CORP US N 2 2035-07-23 Fixed 5.33000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406RQ65 1132.09000000 PA USD 1165.14000000 0.000127986697 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Commonwealth Edison Company D8YOXB8L2ZDC8P7Q0771 202795HK9 27000.00000000 PA USD 28686.84000000 0.003151152567 Long DBT CORP US N 2 2036-03-15 Fixed 5.90000000 N N N N N N Humana Inc. 529900YLDW34GJAO4J06 444859CA8 227000.00000000 PA USD 229503.06000000 0.025210136663 Long DBT CORP US N 2 2031-04-15 Fixed 5.37500000 N N N N N N Eli Lilly & Co. FRDRIPF3EKNDJ2CQJL29 532457CY2 229000.00000000 PA USD 224623.57000000 0.024674141153 Long DBT CORP US N 2 2055-02-12 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DS59 5216.11000000 PA USD 5473.80000000 0.000601278458 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -158.09000000 -0.00001736565 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -154219.94000000 BRL 29487.99000000 USD 2026-04-24 -158.09000000 N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CW1 164000.00000000 PA USD 166036.20000000 0.018238516266 Long DBT CORP US N 2 2030-02-28 Fixed 4.72900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413BTW1 8501.12000000 PA USD 8765.55000000 0.000962866087 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.50000000 N N N N N N WELLS FARGO ALTERNATIVE LOAN TRUST 2007-PA N/A 94985FAG3 555953.60000000 PA USD 489240.06000000 0.053741369609 Long ABS-O CORP US N 2 2037-06-25 Floating 4.22303000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FCD1 245000.00000000 PA USD 241399.30000000 0.026516898482 Long DBT CORP US N 2 2034-10-15 Fixed 4.80000000 N N N N N N EQT AB 213800U7P9GOIRKCTB34 29439EAA7 328000.00000000 PA USD 329255.22000000 0.036167574817 Long DBT CORP SE N 2 2035-05-08 Fixed 5.85000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CQG9 990000.00000000 PA USD 986867.58000000 0.108404073395 Long DBT UST US N 2 2031-03-31 Fixed 3.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QG87 680850.49000000 PA USD 117463.05000000 0.012902919653 Long ABS-O USGA US N 2 2051-05-20 Fixed 4.50000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 812624.22000000 0.089264028298 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.EM.44.V1 Y Default Event 2030-12-20 805727.34000000 USD 0.00000000 USD 41831000.00000000 USD 6896.88000000 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31325WRU8 2643901.14000000 PA USD 166287.90000000 0.018266164662 Long ABS-MBS USGSE US N 2 2031-02-15 Fixed 4.00000000 N N N N N N NXP B V / NXP Funding LLC & NXP USA Inc 724500RKKW4NOJ9YQF60 62954HBB3 233000.00000000 PA USD 231775.05000000 0.025459707098 Long DBT CORP NL N 2 2033-01-15 Fixed 5.00000000 N N N N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 70109ME83 1000000.00000000 PA USD 995731.30000000 0.109377723125 Long STIV CORP US N 2 2026-05-08 None 0.00000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -19400000.00000000 NC USD -43380.68000000 -0.00476522130 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2029-02-25 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.20500000 USD 2028-02-23 XXXX -43380.68000000 N N N Huntington Bancshares Incorporated 549300XTVCVV9I7B5T19 446150BL7 1427000.00000000 PA USD 1393286.38000000 0.153047807080 Long DBT CORP US N 2 2041-01-28 Fixed 5.60500000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EER0 503000.00000000 PA USD 492852.05000000 0.054138134521 Long DBT CORP US N 2 2037-01-28 Fixed 5.30500000 N N N N N Hess Corporation UASVRYNXNK17ULIGK870 42809HAG2 450000.00000000 PA USD 450353.08000000 0.049469766083 Long DBT CORP US N 2 2027-04-01 Fixed 4.30000000 N N N N N N FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES N/A 35563PGZ6 567402.51000000 PA USD 493423.10000000 0.054200862437 Long ABS-O USGSE US N 2 2058-03-25 Fixed 3.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CZ1 47000.00000000 PA USD 40352.66000000 0.004432603527 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016HZZ6 204000.00000000 PA USD 206627.84000000 0.022697370940 Long DBT CORP CA N 2 2030-08-02 Fixed 4.96900000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394EKV9 1138470.40470000 PA USD 86730.27000000 0.009527027480 Long ABS-O USGSE US N 2 2035-07-25 Floating 2.92362000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XEA9 204000.00000000 PA USD 190454.35000000 0.020920767643 Long DBT CORP US N 2 2046-02-04 Fixed 6.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407N6V0 1312.51000000 PA USD 1374.74000000 0.000151010549 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N CSAIL 2018-C14 COMMERCIAL MORTGAGE TRUST N/A 12596GBE8 500000.00000000 PA USD 475037.40000000 0.052181255336 Long ABS-O CORP US N 2 2051-11-17 Variable 4.87653480 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2015-A N/A 17323MAD7 212094.39000000 PA USD 210614.61000000 0.023135304171 Long ABS-O CORP US N 2 2058-06-25 Variable 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410XHV1 10161.76000000 PA USD 10567.00000000 0.001160749290 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N LOS ANGELES COUNTY PUBLIC WORKS FINANCING AUTHORITY (CA) N/A 54473ENS9 300000.00000000 PA USD 352711.71000000 0.038744191088 Long DBT MUN US N 2 2040-08-01 Fixed 7.61800000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 184000.00000000 PA USD 177925.95000000 0.019544565181 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LC75 40991.23000000 PA USD 42324.48000000 0.004649201300 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N Teledyne FLIR LLC 5493000HDPX16EHNN346 302445AE1 184000.00000000 PA USD 169404.46000000 0.018608508261 Long DBT CORP US N 2 2030-08-01 Fixed 2.50000000 N N N N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 94106BAK7 386000.00000000 PA USD 378335.41000000 0.041558868063 Long DBT CORP CA N 2 2036-07-15 Fixed 4.80000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAQ4 72000.00000000 PA USD 76472.84000000 0.008400283409 Long DBT CORP US N 2 2033-11-15 Fixed 5.87500000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EXX2 728000.00000000 PA USD 727360.00000000 0.079898041462 Long DBT CORP US N 2 2031-09-08 Fixed 4.40000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QUFD0 757433.64000000 PA USD 710009.95000000 0.077992197019 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -24944000.00000000 NC USD 19856.09000000 0.002181124480 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-11-24 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.16100000 USD 2027-11-22 XXXX 19856.09000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411REN4 22579.52000000 PA USD 23151.69000000 0.002543135019 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AFT34 2417.72000000 PA USD 2392.31000000 0.000262787180 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9N23 268.53000000 PA USD 267.87000000 0.000029424615 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31415Y4Y2 10614.59000000 PA USD 11141.90000000 0.001223900115 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Constellation Software Inc. 549300B6PYHMCTDWQV29 21037XAC4 296000.00000000 PA USD 297390.82000000 0.032667378006 Long DBT CORP CA N 2 2029-02-16 Fixed 5.15800000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PDT6 102000.00000000 PA USD 82575.24000000 0.009070611456 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WBD9 230000.00000000 PA USD 227030.21000000 0.024938502435 Long DBT CORP US N 2 2056-08-15 Fixed 6.35000000 N N N N N N MOSAIC SOLAR LOAN TRUST 2018-1 N/A 61946LAB8 240959.95000000 PA USD 218936.48000000 0.024049433508 Long ABS-O CORP US N 2 2044-02-22 Fixed 4.74000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST 2021-D N/A 63942CAC6 223741.63000000 PA USD 208812.45000000 0.022937342977 Long ABS-O CORP US N 2 2060-04-15 Fixed 3.48000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419ATE7 25771.08000000 PA USD 25518.70000000 0.002803143080 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FMA1 265282.86000000 PA USD 256778.33000000 0.028206233030 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412YFP2 27608.70000000 PA USD 28285.69000000 0.003107087594 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N SABAL ISSUER 2026-1 LLC N/A 78518CAA2 650000.00000000 PA USD 652492.17000000 0.071674062984 Long ABS-O CORP US N 2 2061-05-02 Fixed 6.00000000 N N N N N N Duquesne Light Holdings, Inc. 4CUJ1D8WDXK9X7QI6B93 266233AH8 115000.00000000 PA USD 104754.80000000 0.011506961276 Long DBT CORP US N 2 2030-10-01 Fixed 2.53200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410F5Y7 7714.44000000 PA USD 8095.61000000 0.000889275439 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABS3 212000.00000000 PA USD 201679.10000000 0.022153768551 Long DBT CORP US N 2 2029-02-15 Fixed 2.62500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKD0 209000.00000000 PA USD 186020.93000000 0.020433771417 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2021-DNA7 5493000ISOMSKCX2AW62 35564KND7 1000000.00000000 PA USD 1015949.40000000 0.111598613183 Long ABS-O USGSE US N 2 2041-11-25 Floating 7.31190000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31295MZJ2 1683.41000000 PA USD 1711.26000000 0.000187976136 Long ABS-MBS USGSE US N 2 2031-11-01 Variable 5.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LA48 27352.53000000 PA USD 27934.77000000 0.003068540216 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36194U2W2 1482004.33000000 PA USD 1359201.76000000 0.149303726595 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ARBU1 8210941.59000000 PA USD 1055039.90000000 0.115892572694 Long ABS-O USGSE US N 2 2046-02-25 Fixed 5.50000000 N N N N N N Mitsubishi UFJ Financial Group Inc. 353800V2V8PUY9TK3E06 606822DG6 421000.00000000 PA USD 428003.63000000 0.047014754421 Long DBT CORP JP N 2 2031-01-16 Fixed 5.19700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KME1 15338.45000000 PA USD 15226.37000000 0.001672565361 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 4.50000000 N N N N N N GRAHAM PACKAGING/GPC CAP 549300YS0ZFT826HIK72 000000000 200000.00000000 PA USD 198125.00000000 0.021763362660 Long LON CORP US N 2 2033-01-26 Floating 5.91774000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RMZ2 271000.00000000 PA USD 267091.78000000 0.029339130709 Long DBT CORP US N 2 2056-08-15 Fixed 6.05000000 N N N N N N Connecticut Avenue Securities Trust 2025-R03 N/A 20754TAH5 500000.00000000 PA USD 501075.70000000 0.055041474722 Long ABS-O USGSE US N 2 2045-02-27 Floating 5.61190000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 312946T30 24685.93000000 PA USD 24474.58000000 0.002688450021 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABL8 57000.00000000 PA USD 41701.73000000 0.004580794314 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AY4Y4 3345113.84000000 PA USD 510574.93000000 0.056084933082 Long ABS-O USGSE US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACN5 681000.00000000 PA USD 703417.45000000 0.077268033141 Long DBT CORP US N 2 2028-09-21 Fixed 6.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378DZV0 15877.95000000 PA USD 409.71000000 0.000045005260 Long ABS-O USGA US N 2 2040-05-20 Fixed 4.50000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BX0 483000.00000000 PA USD 480703.90000000 0.052803701239 Long DBT CORP US N 2 2035-10-15 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412PJ44 18225.04000000 PA USD 18046.70000000 0.001982369094 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N Pacific Gas and Electric Company 1HNPXZSMMB7HMBMVBS46 694308GZ4 65000.00000000 PA USD 53673.65000000 0.005895869326 Long DBT CORP US N 2 2042-04-15 Fixed 4.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411LK26 26438.26000000 PA USD 27673.86000000 0.003039880133 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396WDQ6 1017105.00000000 PA USD 78585.55000000 0.008632357473 Long ABS-O USGSE US N 2 2037-06-25 Floating 2.32362000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PDY5 35000.00000000 PA USD 25475.21000000 0.002798365850 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407KHM4 12634.65000000 PA USD 12502.10000000 0.001373313495 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 4.50000000 N N N N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236AK7 332000.00000000 PA USD 331779.88000000 0.036444900198 Long DBT CORP US N 2 2030-06-23 Fixed 4.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410M3L2 1481.46000000 PA USD 1521.81000000 0.000167165693 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QRUP3 118008.58000000 PA USD 110644.67000000 0.012153943619 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GU4Z7 202020.49000000 PA USD 199009.64000000 0.021860537379 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XH5A1 1527743.49000000 PA USD 1299377.97000000 0.142732285144 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M6SS8 17861.23000000 PA USD 18388.23000000 0.002019885012 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AQBR6 19626.08000000 PA USD 19421.71000000 0.002133409303 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAY7 71000.00000000 PA USD 66164.08000000 0.007267900911 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135DG8 511000.00000000 PA USD 509534.23000000 0.055970615699 Long DBT CORP US N 2 2046-03-13 Fixed 5.65000000 N N N N N N Prologis Targeted US Logistics Fund LP 5493004DTBWUQ9F2VJ87 74350LAA2 426000.00000000 PA USD 434278.99000000 0.047704081540 Long DBT CORP US N 2 2029-04-01 Fixed 5.25000000 N N N N N N FRETE 2021-ML08 TRUST N/A 30318LAK3 9858635.98650000 PA USD 1121772.29000000 0.123222900541 Long DBT USGSE US N 2 2037-07-25 Variable 1.86010560 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBB5 91000.00000000 PA USD 86724.83000000 0.009526429915 Long DBT CORP US N 2 2054-09-01 Fixed 6.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MDTS1 220441.01000000 PA USD 207808.64000000 0.022827077836 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AAH81 3570839.90000000 PA USD 342149.31000000 0.037583947091 Long ABS-O USGSE US N 2 2042-12-25 Floating 2.32362000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHX0 306000.00000000 PA USD 289493.91000000 0.031799929091 Long DBT CORP US N 2 2030-10-22 Fixed 2.88400000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NEJ6 105000.00000000 PA USD 106622.76000000 0.011712150378 Long DBT CORP US N 2 2034-06-01 Fixed 5.30000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 268317AV6 233000.00000000 PA USD 216098.49000000 0.023737689883 Long DBT CORP FR N 2 2038-09-21 Fixed 4.87500000 N N N N N N MED COMMERCIAL MORTGAGE TRUST 2024-MOB N/A 55287BAA1 1250000.00000000 PA USD 1241539.25000000 0.136378896933 Long ABS-O CORP US N 2 2041-05-15 Floating 5.26402000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412YCU4 26281.16000000 PA USD 27265.51000000 0.002995024263 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CA5 384000.00000000 PA USD 364780.41000000 0.040069897056 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 312945D47 117383.63000000 PA USD 118845.71000000 0.013054800188 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 5.00000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HLB3 299000.00000000 PA USD 307550.33000000 0.033783365896 Long DBT CORP US N 2 2029-06-01 Fixed 5.50000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GX6 484000.00000000 PA USD 472008.17000000 0.051848504643 Long DBT CORP US N 2 2036-03-15 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31400JYB9 7057.05000000 PA USD 7073.24000000 0.000776971544 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 5.31200160 N N N N N N First Industrial, L.P. 86MKNB3IKYZZT3E3OV11 32055RAS6 474000.00000000 PA USD 479194.12000000 0.052637857001 Long DBT CORP US N 2 2031-01-15 Fixed 5.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31393LFK4 1472479.67000000 PA USD 1548767.37000000 0.170126869148 Long ABS-O USGSE US N 2 2043-02-25 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413AJE4 4445.25000000 PA USD 4575.12000000 0.000502561492 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KZ35 45796.02000000 PA USD 46702.61000000 0.005130124106 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417YY84 15891.02000000 PA USD 15929.97000000 0.001749853447 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 4.50000000 N N N N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 054561AN5 533000.00000000 PA USD 529756.33000000 0.058191945143 Long DBT CORP US N 2 2029-02-15 Fixed 4.57200000 N N N N N N Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. 549300TPZNMN50BJ3745 161175BU7 148000.00000000 PA USD 132911.48000000 0.014599877557 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N Kentucky Utilities Company AGX0G2MXE54NFNNICD28 491674BN6 64000.00000000 PA USD 66174.57000000 0.007269053202 Long DBT CORP US N 2 2033-04-15 Fixed 5.45000000 N N N N N N TransDigm 88Q84GB3X55CF5OC7582 89364MCG7 200000.00000000 PA USD 200281.20000000 0.022000213954 Long LON CORP US N 2 2033-02-10 Floating 6.17000000 N N N N N N Hillenbrand 254900H70V4IL22BHL88 54913EAB8 225000.00000000 PA USD 222187.50000000 0.024406547084 Long LON CORP US N 2 2033-02-10 Floating 7.16774000 N N N N N N Centerpoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189TBG1 185000.00000000 PA USD 189675.33000000 0.020835194925 Long DBT CORP US N 2 2029-06-01 Fixed 5.40000000 N N N N N N Pmtt4 549300BSSOQO1ZWDUJ97 693458AG6 774751970.84230000 PA USD 4762051.73000000 0.523095312596 Long ABS-O CORP US N 2 2048-10-26 Variable 0.01000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YV4A4 1235103.99000000 PA USD 1188311.00000000 0.130531953294 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.00000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKY4 149000.00000000 PA USD 163335.47000000 0.017941850190 Long DBT CORP US N 2 2033-12-01 Fixed 6.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411XMC6 17456.11000000 PA USD 18073.46000000 0.001985308590 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N American Express Company R4PP93JZOLY261QX3811 025816DH9 166000.00000000 PA USD 168853.00000000 0.018547932241 Long DBT CORP US N 2 2029-07-27 Fixed 5.28200000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303MAD4 420000.00000000 PA USD 412204.57000000 0.045279280995 Long DBT CORP US N 2 2035-11-15 Fixed 4.87500000 N N N N N N Northwestern Mutual Life Insurance Co. 1DU7IM20QESYGDO4HO54 668138AF7 208000.00000000 PA USD 213849.94000000 0.023490694254 Long DBT CORP US N 2 2055-05-29 Fixed 6.17000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31393T7H3 7550.91000000 PA USD 7540.56000000 0.000828305069 Long ABS-O USGSE US N 2 2034-03-25 Variable 3.90169080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385HJE3 3974.13000000 PA USD 4024.97000000 0.000442129371 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 4.71399840 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAT4 275000.00000000 PA USD 271319.39000000 0.029803519401 Long DBT CORP FR N 2 2032-01-12 Fixed 4.65600000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 1036911.57000000 0.113901236819 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.46.V1 Y Default Event 2031-06-20 820855.65000000 USD 0.00000000 USD -20915000.00000000 USD 216055.92000000 N N N Norfolk Southern Corporation 54930036C8MWP850MI84 655844CR7 32000.00000000 PA USD 32700.52000000 0.003592041771 Long DBT CORP US N 2 2030-08-01 Fixed 5.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418XMM7 13619.64000000 PA USD 13486.24000000 0.001481417953 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N BROAD RIVER BSL FUNDING CLO LTD 5493000KEEYM16WOW109 11124TAJ3 3490000.00000000 PA USD 3488624.94000000 0.383213677000 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.09924000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAK8 70000.00000000 PA USD 69202.18000000 0.007601625944 Long DBT CORP US N 2 2029-10-18 Fixed 4.13300000 N N N N N N FLAGSTAR MORTGAGE TRUST 2018-1 N/A 33850TBA5 1503926.66000000 PA USD 1379651.94000000 0.151550109857 Long ABS-O CORP US N 2 2048-03-25 Variable 3.90981960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AP2V9 90432.71000000 PA USD 88687.59000000 0.009742032477 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBE5 88000.00000000 PA USD 82900.02000000 0.009106287443 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412QHQ5 98383.32000000 PA USD 97420.29000000 0.010701290103 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DT4 122000.00000000 PA USD 123746.37000000 0.013593121151 Long DBT CORP US N 2 2030-02-21 Fixed 5.12500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128L1WN6 14926.59000000 PA USD 15372.39000000 0.001688605166 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.50000000 N N N N N N OCP CLO 2019-17 LTD 2549003HLFPQ7ATPYA23 67113LAW6 1450000.00000000 PA USD 1450482.85000000 0.159330646296 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.06763000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419CQN6 14713.23000000 PA USD 14558.52000000 0.001599204293 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Novartis Capital Corporation 5493002KF87V5RSRQS84 66989HBH0 600000.00000000 PA USD 597626.53000000 0.065647257579 Long DBT CORP US N 2 2033-03-18 Fixed 4.60000000 N N N N N N Weyerhaeuser Company 08IRJODWFYBI7QWRGS31 962166CC6 8000.00000000 PA USD 8002.59000000 0.000879057506 Long DBT CORP US N 2 2026-05-15 Fixed 4.75000000 N N N N N N COLUMBIA PIPELINES HOLDING CO LLC N/A 19828AAD9 462000.00000000 PA USD 464851.75000000 0.051062396056 Long DBT CORP US N 2 2031-10-01 Fixed 5.09700000 N N N N N N Assurant Inc. H3F39CAXWQRVWURFXL38 04621XAQ1 688000.00000000 PA USD 690130.53000000 0.075808509816 Long DBT CORP US N 2 2036-02-15 Fixed 5.55000000 N N N N N N BEAR STEARNS ARM TRUST 2004-6 N/A 07387AFZ3 558.66000000 PA USD 498.82000000 0.000054793693 Long ABS-O CORP US N 2 2036-02-25 Variable 4.51226000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST N/A 93363NAA3 311276.88000000 PA USD 293470.78000000 0.032236774841 Long ABS-O CORP US N 2 2036-10-25 Variable 4.49391240 N N N N N N BorgWarner Inc. 549300DSFX2IE88NSX47 099724AQ9 109000.00000000 PA USD 110432.74000000 0.012130663824 Long DBT CORP US N 2 2034-08-15 Fixed 5.40000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFNK8 430536.17000000 PA USD 421736.81000000 0.046326365392 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N Voya Separate Portfolios Trust 5493002OZLWDCTJEFB81 92919X104 8143396.22200000 NS USD 84935622.60000000 9.329891520208 Long EC RF US N 1 N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 31396CBT6 1705903.69000000 PA USD 126012.72000000 0.013842072051 Long ABS-O USGSE US N 2 2035-10-15 Floating 2.94329000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST N/A 92922F4V7 497757.55000000 PA USD 482451.41000000 0.052995659315 Long ABS-O CORP US N 2 2045-10-25 Floating 4.77303000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668CW0 290000.00000000 PA USD 289320.38000000 0.031780867407 Long DBT CORP US N 2 2028-09-11 Fixed 4.55000000 N N N N N N The Depository Trust & Clearing Corporation MLDY5N6PZ58ZE60QU102 249670AB6 813000.00000000 PA USD 808629.23000000 0.088825192128 Long DBT CORP US N 2 N/A Fixed 3.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HN2J0 1732697.36000000 PA USD 1657632.91000000 0.182085381341 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N B.A.T. Capital Corporation 2138005GYEXN7XRHFA84 05526DBD6 267000.00000000 PA USD 242730.61000000 0.026663138393 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCU7 459000.00000000 PA USD 356169.89000000 0.039124060491 Long DBT CORP US N 2 2054-09-27 Fixed 5.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411WXZ5 30274.39000000 PA USD 31735.23000000 0.003486007922 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2024-F N/A 83207VAA6 358045.13000000 PA USD 360689.76000000 0.039620552958 Long ABS-O CORP US N 2 2054-03-16 Fixed 5.06000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TMS1 342000.00000000 PA USD 343145.33000000 0.037693356527 Long DBT CORP US N 2 2027-10-08 Fixed 4.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A94S4 2226623.79000000 PA USD 237022.10000000 0.026036077833 Long ABS-O USGSE US N 2 2042-11-25 Floating 2.37362000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGL7 60000.00000000 PA USD 59557.09000000 0.006542145356 Long DBT CORP US N 2 2028-04-24 Fixed 3.70500000 N N N N N N PCI Gaming 549300KPXAJ1LRW5LP59 70455DAG9 224428.93000000 PA USD 224629.35000000 0.024674776066 Long LON CORP US N 2 2031-07-18 None 0.00000000 N N N N N N PSEG Power LLC N/A 69362BBD3 248000.00000000 PA USD 251950.15000000 0.027675873750 Long DBT CORP US N 2 2030-05-15 Fixed 5.20000000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956PAT9 180000.00000000 PA USD 173130.04000000 0.019017750652 Long DBT CORP US N 2 2030-03-20 Fixed 3.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378YA25 2921321.72000000 PA USD 240843.70000000 0.026455867697 Long ABS-O USGA US N 2 2039-07-20 Floating 2.26048000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBV1 58000.00000000 PA USD 58324.20000000 0.006406716550 Long DBT CORP US N 2 2033-09-11 Fixed 4.89300000 N N N N N N Tucson Electric Power Company YLF139GXSRKPBBTNZL03 898813AW0 252000.00000000 PA USD 253642.36000000 0.027861757308 Long DBT CORP US N 2 2034-09-15 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419EC98 178974.59000000 PA USD 177221.62000000 0.019467196907 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378JDF6 224523.56000000 PA USD 209937.81000000 0.023060959975 Long ABS-O USGA US N 2 2042-04-20 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AUL54 154251.93000000 PA USD 152741.48000000 0.016778136139 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Citimortgage Alternative Loan Trust N/A 12566UAE4 134854.41000000 PA USD 122035.43000000 0.013405180166 Long ABS-O CORP US N 2 2037-02-25 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379B3W6 3901580.14000000 PA USD 594317.36000000 0.065283756422 Long ABS-O USGA US N 2 2044-05-16 Fixed 6.00000000 N N N N N N BX Trust 2018-Bilt N/A 05609CAN7 2940000.00000000 PA USD 2939979.13000000 0.322946786223 Long ABS-O CORP US N 2 2036-10-15 Floating 5.95848000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B4PJ1 3857940.17000000 PA USD 314623.51000000 0.034560330850 Long ABS-O USGSE US N 2 2049-05-25 Floating 2.27362000 N N N N N N Sprint Capital Corporation 549300L17W0GQBR1PO80 852060AT9 344000.00000000 PA USD 409213.45000000 0.044950716557 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KJY1 1541.32000000 PA USD 1617.67000000 0.000177695590 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -24944000.00000000 NC USD -52512.86000000 -0.00576836046 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Call Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-10-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.12250000 USD 2027-10-25 XXXX -52512.85000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413RLS3 4120.11000000 PA USD 4244.83000000 0.000466280250 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VHG2 380000.00000000 PA USD 372272.86000000 0.040892917404 Long DBT CORP US N 2 2036-01-15 Fixed 5.00000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M8X3 550000.00000000 PA USD 520826.08000000 0.057210987316 Long DBT CORP US N 2 2045-11-15 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31295MNX4 6668.84000000 PA USD 6693.06000000 0.000735210054 Long ABS-MBS USGSE US N 2 2029-01-01 Variable 6.52000000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBW9 44000.00000000 PA USD 44321.30000000 0.004868545239 Long DBT CORP US N 2 2034-04-10 Fixed 4.98900000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBD1 185000.00000000 PA USD 189185.82000000 0.020781423903 Long DBT CORP US N 2 2030-04-01 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AMM44 38104.29000000 PA USD 37699.67000000 0.004141181528 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VAW1 176000.00000000 PA USD 153389.89000000 0.016849361789 Long DBT CORP US N 2 2031-04-01 Fixed 2.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QDB2 6249.36000000 PA USD 6377.90000000 0.000700590792 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380YAR6 868091.03000000 PA USD 805343.15000000 0.088464227329 Long ABS-O USGA US N 2 2048-08-20 Fixed 3.50000000 N N N N N N COMMONBOND STUDENT LOAN TRUST 2018-A-GS 5493005PJR3MYTKJFJ48 20269DAA3 171559.01000000 PA USD 162892.59000000 0.017893201316 Long ABS-O CORP US N 2 2044-02-25 Fixed 3.21000000 N N N N N N Honeywell Aerospace Inc. 213800ZUAQRBYL67JS90 43849RAK1 375000.00000000 PA USD 372257.48000000 0.040891227963 Long DBT CORP US N 2 2066-03-16 Fixed 5.85200000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BY4 170000.00000000 PA USD 160302.60000000 0.017608699655 Long DBT CORP US N 2 2039-06-15 Fixed 5.12500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3129265E4 2974.22000000 PA USD 3055.24000000 0.000335607803 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M4XA6 45870.21000000 PA USD 47419.80000000 0.005208905007 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296P6M8 21998.26000000 PA USD 22469.26000000 0.002468172386 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.00000000 N N N N N N Coca-Cola Consolidated Inc 57VG5X0E00X0QJU7CQ58 191098AM4 304000.00000000 PA USD 310801.13000000 0.034140455305 Long DBT CORP US N 2 2029-06-01 Fixed 5.25000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CV4 113000.00000000 PA USD 116791.92000000 0.012829198287 Long DBT CORP US N 2 2031-06-01 Fixed 4.90000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QRSU5 404174.94000000 PA USD 379949.90000000 0.041736214342 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403U7A3 19342.02000000 PA USD 19539.04000000 0.002146297607 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398RKF1 1294107.29000000 PA USD 107730.42000000 0.011833823091 Long ABS-O USGSE US N 2 2040-06-25 Floating 2.64362000 N N N N N N JP MORGAN MORTGAGE TRUST 2020-8 N/A 46652TCK4 1618039.66000000 PA USD 1429650.66000000 0.157042300524 Long ABS-O CORP US N 2 2051-03-25 Variable 3.48672200 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416NHN5 10983.10000000 PA USD 10793.09000000 0.001185584514 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAM8 245000.00000000 PA USD 241131.32000000 0.026487461784 Long DBT CORP US N 2 2029-01-23 Fixed 3.50900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31400UTM6 16571.45000000 PA USD 16789.50000000 0.001844269917 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FVTU6 3229003.27000000 PA USD 729791.87000000 0.080165174175 Long ABS-O USGSE US N 2 2050-09-25 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20754AAF0 1500000.00000000 PA USD 1516626.30000000 0.166596281072 Long ABS-O USGSE US N 2 2041-12-26 Floating 6.41190000 N N N N N N Recette Clo Ltd 549300392I5L5XOJ0016 75620TBK3 1050000.00000000 PA USD 1047950.40000000 0.115113815043 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.21763000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F57L7 579197.11000000 PA USD 553243.52000000 0.060771933705 Long ABS-O USGSE US N 2 2048-05-15 Fixed 4.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280FM6 333000.00000000 PA USD 327143.54000000 0.035935613895 Long DBT CORP GB N 2 2037-03-10 Fixed 5.27900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296XUD4 35658.55000000 PA USD 36422.47000000 0.004000885418 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414UZ92 60678.94000000 PA USD 63693.06000000 0.006996467703 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QPDN1 1529718.30000000 PA USD 1396890.37000000 0.153443693220 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.00000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26244JDP1 900000.00000000 PA USD 897724.98000000 0.098612059604 Long STIV CORP US N 2 2026-04-23 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416RFA6 5415.43000000 PA USD 5370.26000000 0.000589904938 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128CUME3 31392.94000000 PA USD 32039.36000000 0.003519415576 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396KKA9 4820.85840000 PA USD 22.83000000 0.000002507798 Long ABS-O USGSE US N 2 2026-08-25 Floating 2.92362000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414NDD3 942.59000000 PA USD 974.09000000 0.000107000499 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.00000000 N N N N N N CHASE FUNDING TRUST SERIES 2002-3 N/A 161546DQ6 16402.69000000 PA USD 16458.75000000 0.001807938146 Long ABS-O CORP US N 2 2032-10-25 Floating 4.53303000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EGWU4 66899.11000000 PA USD 66243.91000000 0.007276669967 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410GCH4 24702.37000000 PA USD 25925.51000000 0.002847829785 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 25908.44000000 0.002845954703 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-03-19 0.00000000 GBP -393.38000000 GBP 18200000.00000000 GBP 26301.82000000 N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432MS1 28000.00000000 PA USD 27006.88000000 0.002966614631 Long DBT CORP US N 2 2032-11-01 Fixed 4.02300000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAP2 205000.00000000 PA USD 201836.14000000 0.022171018865 Long DBT CORP GB N 2 2030-09-30 Fixed 4.35100000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335BTY2 144876.56000000 PA USD 138683.19000000 0.015233880423 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376TUC4 16968.67000000 PA USD 58.71000000 0.000006449095 Long ABS-O USGA US N 2 2039-11-20 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31397FLC4 2929795.43000000 PA USD 223626.16000000 0.024564579030 Long ABS-O USGSE US N 2 2037-03-15 Floating 2.33329000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EXEW9 222095.06000000 PA USD 200463.02000000 0.022020186267 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413K2V2 3162.52000000 PA USD 3258.08000000 0.000357889093 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Salesforce Inc. RCGZFPDMRW58VJ54VR07 79466LAU8 385000.00000000 PA USD 383947.64000000 0.042175352590 Long DBT CORP US N 2 2036-03-15 Fixed 5.55000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 264399ED4 24000.00000000 PA USD 26124.70000000 0.002869710135 Long DBT CORP US N 2 2032-10-15 Fixed 6.45000000 N N N N N N BANC OF AMERICA FUNDING 2007-8 TRUST N/A 05953LAJ8 60511.83000000 PA USD 48786.95000000 0.005359081821 Long ABS-O CORP US N 2 2037-08-25 Fixed 6.00000000 N N N N N N Honda Motor Co Ltd. 549300P7ZYCQJ36CCS16 438127AE2 524000.00000000 PA USD 520223.94000000 0.057144844269 Long DBT CORP JP N 2 2030-07-08 Fixed 4.68800000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCD5 692000.00000000 PA USD 659434.15000000 0.072436616061 Long DBT CORP US N 2 2028-03-25 Fixed 2.30000000 N N N N N N Sealed Air Corp. Q0M0CZB4YN6JZ65WXI09 81211KAZ3 60000.00000000 PA USD 59892.44000000 0.006578982421 Long DBT CORP US N 2 2026-10-15 Fixed 1.57300000 N N N N N N Southwestern Public Service Company OL6FE7QD5EQ3DOYEO258 845743BX0 45000.00000000 PA USD 45366.17000000 0.004983320682 Long DBT CORP US N 2 2054-06-01 Fixed 6.00000000 N N N N N N The Charles Schwab Corporation 549300VSGCJ7E698NM85 808513CJ2 166000.00000000 PA USD 173541.87000000 0.019062988787 Long DBT CORP US N 2 2029-11-17 Fixed 6.19600000 N N N N N N COMMONBOND STUDENT LOAN TRUST 2017-B-GS 549300KDXV3I7WKXA522 20268KAC4 189383.27000000 PA USD 158105.54000000 0.017367360028 Long ABS-O CORP US N 2 2042-09-25 Variable 3.26000000 N N N N N N MISTER CAR WAS 03/27/2031 N/A 000000000 140000.00000000 PA USD 138845.00000000 0.015251654705 Long LON CORP US N 2 2031-03-27 None 0.00000000 N N N N N N KKR 2021-33 CLO LTD 2549006GI7K365G4ZT50 48254QAH7 1350000.00000000 PA USD 1346643.90000000 0.147924288051 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.26763000 N N N N N N The Cigna Group 549300VIWYMSIGT1U456 125523CZ1 685000.00000000 PA USD 686142.92000000 0.075370484315 Long DBT CORP US N 2 2036-01-15 Fixed 5.25000000 N N N N N N Small Business Administration N/A 83162CRL9 29965.32000000 PA USD 30065.04000000 0.003302543186 Long ABS-O USGA US N 2 2027-12-01 Fixed 5.29000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B12F0 2112614.41000000 PA USD 160712.92000000 0.017653771922 Long ABS-O USGSE US N 2 2038-09-25 Floating 2.47362000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABQD8 4620501.51000000 PA USD 198705.59000000 0.021827138512 Long ABS-O USGSE US N 2 2042-03-25 Floating 2.37362000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162CW8 16000.00000000 PA USD 14452.42000000 0.001587549566 Long DBT CORP US N 2 2031-02-25 Fixed 2.30000000 N N N N N N Lowes Companies, Inc. WAFCR4OKGSC504WU3E95 548661EW3 540000.00000000 PA USD 530897.38000000 0.058317285635 Long DBT CORP US N 2 2032-10-15 Fixed 4.50000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BU2 628000.00000000 PA USD 628068.94000000 0.068991253587 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419FXQ4 65856.05000000 PA USD 65183.84000000 0.007160224855 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N ICON Investments Six DAC 635400FQ1M7J2CHLAS59 45115AAB0 524000.00000000 PA USD 534376.68000000 0.058699474998 Long DBT CORP IE N 2 2029-05-08 Fixed 5.84900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A3FN6 591259.66310000 PA USD 16910.80000000 0.001857594313 Long ABS-O USGSE US N 2 2041-07-25 Floating 2.22362000 N N N N N N Westpac New Zealand Limited 549300MW73M5PK1PNG73 96122FAB3 427000.00000000 PA USD 430330.67000000 0.047270371912 Long DBT CORP NZ N 2 2027-02-26 Fixed 5.13200000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M6PE2 2568.29000000 PA USD 2627.55000000 0.000288627500 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.00000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -12471500.00000000 NC USD -13803.58000000 -0.00151627668 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-12-20 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.34300000 USD 2027-12-16 XXXX -13803.58000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413KH79 14654.46000000 PA USD 15381.46000000 0.001689601474 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410WXF0 514.17000000 PA USD 531.80000000 0.000058416435 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412MTG3 3818.16000000 PA USD 3933.10000000 0.000432037762 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N Athene Holding Ltd 549300H316CT32FQXI76 04686JAH4 728000.00000000 PA USD 668730.65000000 0.073457805214 Long DBT CORP US N 2 2054-04-01 Fixed 6.25000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 572.00000000 NC USD -606780.68000000 -0.06665281006 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long United States Treasury Notes T 3.625 08/31/30 2026-06-30 62485561.93000000 USD -606780.68000000 N N N Penske Truck Leasing Co LP / PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599CB8 307000.00000000 PA USD 311734.71000000 0.034243005918 Long DBT CORP US N 2 2030-02-01 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A83P3 3149994.03000000 PA USD 317387.73000000 0.034863971088 Long ABS-O USGSE US N 2 2042-10-25 Floating 2.32362000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QS2P2 1132490.29000000 PA USD 1090812.04000000 0.119822021557 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137A8HP6 489605.71000000 PA USD 474062.83000000 0.052074202110 Long ABS-O USGSE US N 2 2041-03-15 Fixed 4.00000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD -302771.82000000 -0.03325846269 N/A DIR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 United States Treasury Bonds T 4.625 11/15/45 Y Performance Leg 2026-07-22 0.00000000 USD 0.00000000 USD 25000000.00000000 USD -302771.82000000 N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -1244000.00000000 NC USD 3258.70000000 0.000357957198 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Call Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2061-02-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.13000000 USD 2031-02-25 XXXX 3258.70000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412MGA0 494.68000000 PA USD 509.18000000 0.000055931704 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419BCW3 39312.23000000 PA USD 38927.22000000 0.004276023753 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412WEW2 10930.58000000 PA USD 11266.09000000 0.001237541968 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417CJ63 146803.42000000 PA USD 141771.72000000 0.015573145021 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N GSAMP TRUST 2007-FM1 N/A 3622MAAB7 86768.98000000 PA USD 42893.71000000 0.004711729295 Long ABS-O CORP US N 2 2036-12-25 Floating 3.93302880 N N N N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 097023DU6 232000.00000000 PA USD 256720.35000000 0.028199864123 Long DBT CORP US N 2 2064-05-01 Fixed 7.00800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EHFF4 1937.15000000 PA USD 1918.18000000 0.000210705599 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419DZ38 43137.87000000 PA USD 41986.26000000 0.004612048974 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31325WHC9 2013741.23000000 PA USD 355318.30000000 0.039030516203 Long ABS-MBS USGSE US N 2 2044-02-15 Variable 4.00000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VFR0 122000.00000000 PA USD 106998.51000000 0.011753425248 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N Amentum (AECOM management business) 2549009FJIBLW40CU216 02351XAB4 214326.02000000 PA USD 214493.41000000 0.023561377262 Long LON CORP US N 2 2031-09-29 None 0.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133THQB6 37183.21000000 PA USD 37681.90000000 0.004139229554 Long ABS-O USGSE US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418XE38 1047.52000000 PA USD 1037.26000000 0.000113939510 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N CIFC FUNDING 2022-IV LTD N/A 12567WAL3 1850000.00000000 PA USD 1847435.90000000 0.202934599287 Long ABS-CBDO CORP KY N 2 2035-07-16 Floating 4.76113000 N N N N N N Penske Truck Leasing Co LP / PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599BM5 84000.00000000 PA USD 83534.54000000 0.009175987324 Long DBT CORP US N 2 2026-06-15 Fixed 1.70000000 N N N N N N Entergy Corporation 4XM3TW50JULSLG8BNC79 29366GF97 2000000.00000000 PA USD 1984042.60000000 0.217940384291 Long STIV CORP US N 2 2026-06-09 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ASSE3 2689.77000000 PA USD 2663.42000000 0.000292567699 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHG7 87000.00000000 PA USD 86239.03000000 0.009473066424 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 499000.00000000 PA USD 493241.58000000 0.054180923077 Long DBT CORP US N 2 2028-07-22 Fixed 3.59100000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M6NC8 15436.41000000 PA USD 15897.37000000 0.001746272447 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N SONIC CAPITAL LLC N/A 83546DAG3 849750.00000000 PA USD 841754.19000000 0.092463857201 Long ABS-O CORP US N 2 2050-01-20 Fixed 3.84500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAV7 371000.00000000 PA USD 380384.72000000 0.041783977851 Long DBT CORP FR N 2 2030-01-18 Fixed 5.71600000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132L8QW0 464074.37000000 PA USD 447517.20000000 0.049158254235 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378YAT6 3039731.45000000 PA USD 393750.85000000 0.043252202127 Long ABS-O USGA US N 2 2043-11-20 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128JRGY6 144033.16000000 PA USD 149262.18000000 0.016395946775 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.50400000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GA46 9000.00000000 PA USD 9416.64000000 0.001034386126 Long DBT CORP US N 2 2029-10-24 Fixed 6.48400000 N N N N N N FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES N/A 35563PLB3 149083.34000000 PA USD 131187.99000000 0.014410557996 Long ABS-O USGSE US N 2 2058-10-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31415PM96 30852.53000000 PA USD 31724.20000000 0.003484796314 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N SoftBank Corp 353800M1YCTS9JRBJ535 83405KAA0 302000.00000000 PA USD 300340.65000000 0.032991406877 Long DBT CORP JP N 2 2030-07-09 Fixed 4.69900000 N N N N N N Pfizer Investment Enterprises Pte Ltd. 5493000FQO8XF9C0RT95 716973AE2 173000.00000000 PA USD 172392.49000000 0.018936733273 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75000000 N N N N N N Oneok Partners Lp T4DHW82NMF6BXJT50795 68268NAM5 82000.00000000 PA USD 82164.00000000 0.009025438130 Long DBT CORP US N 2 2043-09-15 Fixed 6.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419JM70 22472.45000000 PA USD 22252.40000000 0.002444351047 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N Roche Holdings, Inc. PVJRP0EQNV6OGDPZGY95 771196CG5 581000.00000000 PA USD 607921.15000000 0.066778086846 Long DBT CORP US N 2 2030-11-13 Fixed 5.48900000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M8AV6 7808.10000000 PA USD 8041.27000000 0.000883306373 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31392CRC0 892.98000000 PA USD 896.03000000 0.000098425871 Long ABS-O USGSE US N 2 2032-04-25 Floating 4.67638000 N N N N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913YBG4 808000.00000000 PA USD 796809.77000000 0.087526864332 Long DBT CORP US N 2 2036-03-10 Fixed 5.15000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M74F0 11953.78000000 PA USD 12301.94000000 0.001351326595 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.50000000 N N N N N N CIFC Funding 2023-II Ltd. N/A 125488AL0 2500000.00000000 PA USD 2495235.00000000 0.274093144369 Long ABS-CBDO CORP KY N 2 2037-01-21 Floating 4.79197000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377DAL0 274498.69000000 PA USD 8522.09000000 0.000936122827 Long ABS-O USGA US N 2 2040-03-20 Fixed 5.00000000 N N N N N N Honda Motor Co Ltd. 549300P7ZYCQJ36CCS16 438127AF9 318000.00000000 PA USD 314744.61000000 0.034573633276 Long DBT CORP JP N 2 2035-07-08 Fixed 5.33700000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417AFZ7 98464.59000000 PA USD 96412.90000000 0.010590631711 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 4.50000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556CW0 340000.00000000 PA USD 347533.00000000 0.038175327270 Long DBT CORP US N 2 2030-08-10 Fixed 4.97700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411UAU5 3473.17000000 PA USD 3625.91000000 0.000398293977 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Allegany Park Clo Ltd. 549300D5KL0IVFLIND32 017154AU9 1700000.00000000 PA USD 1698466.60000000 0.186570824391 Long ABS-CBDO CORP KY N 2 2035-01-22 Variable 4.76763000 N N N N N N The Cigna Group 549300VIWYMSIGT1U456 125523CM0 359000.00000000 PA USD 322647.73000000 0.035441764338 Long DBT CORP US N 2 2031-03-15 Fixed 2.37500000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XAT6 108000.00000000 PA USD 83664.85000000 0.009190301438 Long DBT CORP US N 2 2052-03-15 Fixed 4.25000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XEB7 245000.00000000 PA USD 227562.65000000 0.024996989173 Long DBT CORP US N 2 2056-02-04 Fixed 6.70000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M5WX4 34391.39000000 PA USD 35416.26000000 0.003890356645 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.50000000 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 37045XFC5 355000.00000000 PA USD 361516.43000000 0.039711359867 Long DBT CORP US N 2 2035-01-07 Fixed 5.90000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CC1 72000.00000000 PA USD 63657.54000000 0.006992565951 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136BCBZ2 8702698.73000000 PA USD 1418571.22000000 0.155825261429 Long ABS-O USGSE US N 2 2050-10-25 Fixed 3.00000000 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2005-4 N/A 41161PLR2 26190.05000000 PA USD 25503.64000000 0.002801488789 Long ABS-O CORP US N 2 2035-05-19 Floating 4.23120000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -24944000.00000000 NC USD 24481.74000000 0.002689236523 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Put Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-10-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.12250000 USD 2027-10-25 XXXX 24481.75000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AGPR3 115640.40000000 PA USD 114317.15000000 0.012557353154 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAT4 140000.00000000 PA USD 140849.90000000 0.015471886205 Long DBT CORP US N 2 2035-01-15 Fixed 5.35000000 N N N N N N Corebridge Financial Inc. 549300XY1661QCIA7J65 21871XAR0 246000.00000000 PA USD 257626.15000000 0.028299363196 Long DBT CORP US N 2 2033-09-15 Fixed 6.05000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAE59 1961275.30000000 PA USD 1823008.16000000 0.200251294481 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.50000000 N N N N N N Southern Co. 549300FC3G3YU2FBZD92 842587DJ3 503000.00000000 PA USD 499805.40000000 0.054901936554 Long DBT CORP US N 2 2051-09-15 Fixed 3.75000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NDA6 243000.00000000 PA USD 227623.33000000 0.025003654666 Long DBT CORP US N 2 2030-02-01 Fixed 2.65000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD -24750.00000000 -0.00271870397 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TRS IBXXLLTR INDEX Y Performance Leg 2026-06-23 0.00000000 USD 0.00000000 USD 1500000.00000000 USD -24750.00000000 N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAS6 695000.00000000 PA USD 681130.35000000 0.074819870415 Long DBT CORP FR N 2 2033-09-25 Fixed 4.81800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AAWP2 45800.07000000 PA USD 45351.60000000 0.004981720217 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VHJ6 580000.00000000 PA USD 564562.17000000 0.062015249211 Long DBT CORP US N 2 2055-11-30 Fixed 5.87500000 N N N N N N BEIGNET INVESTOR LLC N/A 076912AA2 260000.00000000 PA USD 267521.92000000 0.029386380136 Long DBT CORP US N 2 2049-05-30 Fixed 6.58100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31389G4V9 139.39000000 PA USD 144.62000000 0.000015886018 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.00000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CJ6 40000.00000000 PA USD 38735.99000000 0.004255017783 Long DBT CORP US N 2 2029-03-15 Fixed 3.37500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31395HHV5 1029518.63000000 PA USD 952040.25000000 0.104578408722 Long ABS-O USGSE US N 2 2044-10-25 Variable 5.05874160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419JWZ7 8734.33000000 PA USD 8601.81000000 0.000944879800 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N BX Trust 2018-Bilt N/A 05612GAE3 1750000.04000000 PA USD 1752989.22000000 0.192559950207 Long ABS-O CORP US N 2 2041-03-15 Floating 5.61338000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668CG5 699000.00000000 PA USD 707522.42000000 0.077718950243 Long DBT CORP US N 2 2029-03-22 Fixed 5.25000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LTG1 23208.92000000 PA USD 23706.09000000 0.002604033988 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 5.00000000 N N N N N N NSTAR Electric Company 54930080R72Y2Z31UR68 67021CAR8 110000.00000000 PA USD 96275.08000000 0.010575492649 Long DBT CORP US N 2 2031-08-15 Fixed 1.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419B3S2 16468.04000000 PA USD 16294.88000000 0.001789937579 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668CF7 759000.00000000 PA USD 765482.42000000 0.084085660652 Long DBT CORP US N 2 2027-03-22 Fixed 5.30000000 N N N N N N CARRINGTON MORTGAGE LOAN TRUST SERIES 2005-OPT2 N/A 17313QAL2 479362.05000000 PA USD 455700.16000000 0.050057124777 Long ABS-O CORP US N 2 2037-09-25 Variable 4.45119000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264AEA9 256000.00000000 PA USD 248615.40000000 0.027309562716 Long DBT CORP US N 2 2056-02-15 Fixed 5.85000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCQ5 230000.00000000 PA USD 219056.28000000 0.024062593134 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 18616.53000000 0.002044962997 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-03-26 0.00000000 EUR 0.00000000 EUR 20400000.00000000 EUR 18616.53000000 N N N PEER HOLDING III BV 7245002S0K5Q59JCVQ03 000000000 163176.63000000 PA USD 163312.56000000 0.017939333604 Long LON CORP NL N 2 2031-07-01 None 0.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AAW33 1443368.39000000 PA USD 140922.12000000 0.015479819328 Long ABS-O USGSE US N 2 2041-05-15 Floating 2.76329000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LKK1 5419.27000000 PA USD 5534.39000000 0.000607934065 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052652 8666000.00000000 PA USD 8704942.75000000 0.956208585526 Long ABS-MBS USGA US N 2 2056-05-15 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133THLK1 26299.80000000 PA USD 26496.29000000 0.002910528042 Long ABS-O USGSE US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410MRV4 267.48000000 PA USD 279.21000000 0.000030670276 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AWXE0 5829761.54000000 PA USD 599444.65000000 0.065846971926 Long ABS-O USGSE US N 2 2042-12-15 Floating 2.36329000 N N N N N N CMS Energy Corporation 549300IA9XFBAGNIBW29 125896BV1 128000.00000000 PA USD 116847.12000000 0.012835261821 Long DBT CORP US N 2 2050-12-01 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418UWW0 62545.74000000 PA USD 61933.40000000 0.006803174990 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEE2 235000.00000000 PA USD 237914.69000000 0.026134125833 Long DBT CORP US N 2 2028-04-22 Fixed 5.57100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A5WV4 2426885.35000000 PA USD 259390.36000000 0.028493155711 Long ABS-O USGSE US N 2 2042-04-25 Floating 2.67362000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MJQN3 88092.30000000 PA USD 87265.49000000 0.009585819591 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414HTG2 28347.97000000 PA USD 29755.70000000 0.003268563231 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RMN9 90000.00000000 PA USD 60906.57000000 0.006690381180 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BRM61 4005834.50000000 PA USD 4041190.80000000 0.443911172041 Long ABS-O USGSE US N 2 2054-05-25 Fixed 5.50000000 N N N N N N Realty Income Corporation 549300CUWDAUZSH43859 756109BG8 123000.00000000 PA USD 122430.40000000 0.013448566288 Long DBT CORP US N 2 2027-08-15 Fixed 3.95000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CQF1 1347200.00000000 PA USD 1356567.24000000 0.149014333463 Long DBT UST US N 2 2033-03-31 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395QJ27 149385.00000000 PA USD 24594.29000000 0.002701599761 Long ABS-MBS USGSE US N 2 2043-08-25 Fixed 4.00000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBX6 626000.00000000 PA USD 603607.32000000 0.066304227178 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -2741.71000000 -0.00030116759 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2046-02-14 0.00000000 USD 0.00000000 USD 6220000.00000000 USD -2741.71000000 N N N Ohio Valley Midstream N/A 12673CAB0 224430.68000000 PA USD 224617.63000000 0.024673488664 Long LON CORP US N 2 2031-08-20 Floating 5.92194000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAK7 174000.00000000 PA USD 155592.17000000 0.017091274815 Long DBT CORP US N 2 2031-12-15 Fixed 2.40000000 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 37045XFK7 296000.00000000 PA USD 306236.66000000 0.033639063679 Long DBT CORP US N 2 2035-07-15 Fixed 6.15000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17291NAE1 1650000.00000000 PA USD 1659311.28000000 0.182269744622 Long ABS-O CORP US N 2 2040-10-12 Variable 5.85242200 N N N N N N Williams Companies Inc. (The) D71FAKCBLFS2O0RBPG08 88339WAB2 129000.00000000 PA USD 130534.69000000 0.014338795196 Long DBT CORP US N 2 2029-03-15 Fixed 4.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MGLJ8 1459456.65000000 PA USD 1195507.49000000 0.131322463435 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394FFH3 91980.30000000 PA USD 97250.17000000 0.010682602995 Long ABS-O USGSE US N 2 2035-07-25 Floating 8.89453440 N N N N N N Federation des Caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 31429KAL7 641000.00000000 PA USD 655095.94000000 0.071960078332 Long DBT CORP CA N 2 2029-04-26 Fixed 5.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31292LDE2 174090.89000000 PA USD 172600.38000000 0.018959569288 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432NZ4 47000.00000000 PA USD 45600.00000000 0.005009006118 Long DBT CORP US N 2 2032-12-15 Fixed 4.15000000 N N N N N N Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. 549300TPZNMN50BJ3745 161175CR3 219000.00000000 PA USD 227485.89000000 0.024988557346 Long DBT CORP US N 2 2034-06-01 Fixed 6.55000000 N N N N N N Cargill Inc. QXZYQNMR4JZ5RIRN4T31 141781BQ6 189000.00000000 PA USD 166265.58000000 0.018263712885 Long DBT CORP US N 2 2031-02-02 Fixed 1.70000000 N N N N N N CITADEL SECURITIES LLC 12UUJYTN7D3SW8KCSG25 000000000 1000000.00000000 PA USD 1000000.00000000 0.109846625415 Long RA CORP US N 2 Repurchase Y 3.73000000 2026-04-01 1839233.53107999 USD 1020105.70699428 USD UST N N LPL Holdings Inc. 549300Z5YF8CCRMYUL26 50212YAL8 276000.00000000 PA USD 278159.13000000 0.030554841759 Long DBT CORP US N 2 2030-03-15 Fixed 5.20000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DP2 523000.00000000 PA USD 509688.93000000 0.055987608972 Long DBT CORP US N 2 2037-01-29 Fixed 5.14100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398NQJ6 740284.39000000 PA USD 60103.84000000 0.006602203998 Long ABS-O USGSE US N 2 2040-10-25 Floating 2.82362000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJB6 354000.00000000 PA USD 327129.66000000 0.035934089224 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N American Honda Finance Corporation B6Q2VFHD1797Q7NZ3E43 02665WFU0 311000.00000000 PA USD 308393.94000000 0.033876033607 Long DBT CORP US N 2 2031-10-23 Fixed 4.85000000 N N N N N N Berry Global Inc 549300AP2Q7ERHX6RI89 08576PAF8 450000.00000000 PA USD 440686.15000000 0.048407886445 Long DBT CORP US N 2 2027-01-15 Fixed 1.65000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DQ0 43000.00000000 PA USD 44164.23000000 0.004851291629 Long DBT CORP US N 2 2030-03-02 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419DM24 28454.84000000 PA USD 28176.34000000 0.003095075865 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X1L38 1072674.49000000 PA USD 1035906.96000000 0.113790883800 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138E2JY2 317160.22000000 PA USD 300429.61000000 0.033001178833 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N Flex Ltd. 549300EAQH74YHD07T53 33938XAF2 852000.00000000 PA USD 857474.10000000 0.094190636266 Long DBT CORP SG N 2 2032-01-15 Fixed 5.25000000 N N N N N N Sequoia Mortgage Trust 2005-4 N/A 81744FJG3 3028.30000000 PA USD 3084.08000000 0.000338775780 Long ABS-O CORP US N 2 2035-04-20 Variable 6.60888000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QPTX2 739492.22000000 PA USD 694113.36000000 0.076246010252 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.50000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89115A3G5 265000.00000000 PA USD 272530.37000000 0.029936541467 Long DBT CORP CA N 2 2032-01-30 Fixed 5.29800000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 312926Z43 8510.43000000 PA USD 8816.44000000 0.000968456182 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411XER2 4065.05000000 PA USD 4184.02000000 0.000459600477 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M4A45 3047.03000000 PA USD 3149.88000000 0.000346003688 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAV4 22000.00000000 PA USD 21318.10000000 0.002341721345 Long DBT CORP US N 2 2036-10-23 Fixed 4.96400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNR71 4810321.32000000 PA USD 4849587.59000000 0.532710831420 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213CYP9 3447.37000000 PA USD 3521.01000000 0.000386771066 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412GWD9 10318.26000000 PA USD 10703.36000000 0.001175727976 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AXET4 151220.82000000 PA USD 147194.65000000 0.016168835581 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371MWJ2 8770.92000000 PA USD 9206.12000000 0.001011261215 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Solventum Corp. 254900I70403OSGY4M28 83444MAQ4 230000.00000000 PA USD 236034.21000000 0.025927561451 Long DBT CORP US N 2 2031-03-13 Fixed 5.45000000 N N N N N N STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2004-18 N/A 863579PM4 317169.38000000 PA USD 295025.12000000 0.032407513844 Long ABS-O CORP US N 2 2035-04-25 Variable 5.02422000 N N N N N N TransCanada Pipelines Limited 5BV01I6231JPDAPMGH09 89352HBG3 291000.00000000 PA USD 295639.12000000 0.032474959672 Long DBT CORP CA N 2 2065-06-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BN61 17260.78000000 PA USD 17638.13000000 0.001937489059 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406RN68 2800.30000000 PA USD 2856.15000000 0.000313738439 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135DD5 518000.00000000 PA USD 514299.14000000 0.056494024983 Long DBT CORP US N 2 2031-03-13 Fixed 4.25000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAM4 787000.00000000 PA USD 791426.17000000 0.086935494040 Long DBT CORP NO N 2 2030-09-03 Fixed 4.50000000 N N N N N N NBN Co Ltd. 2549007CRZ2NT7S96A24 62878U2A9 200000.00000000 PA USD 199464.51000000 0.021910503313 Long DBT CORP AU N 2 2026-05-05 Fixed 1.45000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U4E0 808000.00000000 PA USD 787408.12000000 0.086494124807 Long DBT CORP US N 2 2037-01-23 Fixed 4.96000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418AA57 323985.83000000 PA USD 320612.08000000 0.035218155055 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31283HZ65 3689.81000000 PA USD 3777.57000000 0.000414953316 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A8ZR4 4118.51000000 PA USD 4107.39000000 0.000451182930 Long ABS-O USGSE US N 2 2041-10-25 Fixed 3.50000000 N N N N N N TPG Operating Group II LP 2549001H9RJQNZT7MU11 87268QAA4 430000.00000000 PA USD 421945.51000000 0.046349290382 Long DBT CORP US N 2 2031-05-15 Fixed 4.87500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31396TUX9 180237.02000000 PA USD 12077.14000000 0.001326633073 Long ABS-O USGSE US N 2 2036-06-15 Floating 2.69829000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEH5 140000.00000000 PA USD 145868.81000000 0.016023196531 Long DBT CORP US N 2 2035-04-22 Fixed 5.76600000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ADC8 285000.00000000 PA USD 289528.75000000 0.031803756148 Long DBT CORP US N 2 2029-06-24 Fixed 5.30000000 N N N N N N Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. 549300TPZNMN50BJ3745 161175CT9 505000.00000000 PA USD 482970.22000000 0.053052648843 Long DBT CORP US N 2 2055-12-01 Fixed 6.70000000 N N N N N FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES N/A 35563PHZ5 567371.50000000 PA USD 496956.73000000 0.054589019768 Long ABS-O USGSE US N 2 2058-07-25 Fixed 3.00000000 N N N N N N UNIV CALIF REGTS MED CTR RRR42I7GG51DB5HDQR14 913366EP1 300000.00000000 PA USD 318612.63000000 0.034998522220 Long DBT MUN US N 2 2048-05-15 Fixed 6.54800000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AH0 327000.00000000 PA USD 324417.73000000 0.035636192865 Long DBT CORP US N 2 2027-07-15 Fixed 3.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AKGW3 101786.09000000 PA USD 100789.04000000 0.011071335922 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N CMS Energy Corporation 549300IA9XFBAGNIBW29 125896BU3 258000.00000000 PA USD 250405.46000000 0.027506194766 Long DBT CORP US N 2 2050-06-01 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EBZN8 29442.92000000 PA USD 29055.31000000 0.003191627753 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.50000000 N N N N N N South Jersey Industries Inc 549300DJYWYT5VXLFA46 838518AA6 1785000.00000000 PA USD 1561383.61000000 0.171512720538 Long DBT CORP US N 2 2031-04-15 Fixed 5.02000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBV2 664000.00000000 PA USD 644466.16000000 0.070792432870 Long DBT CORP US N 2 2037-05-15 Fixed 4.92600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WEUG2 307358.98000000 PA USD 295805.16000000 0.032493198606 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.00000000 N N N N N N AZURIA WATER SOLUTN INC 549300AG3DVJURRIT691 000000000 26470.59000000 PA USD 26244.48000000 0.002882867563 Long LON CORP US N 2 2033-01-27 None 0.00000000 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2019-PJ2 N/A 36257LAA5 118624.45000000 PA USD 111705.28000000 0.012270448049 Long ABS-O CORP US N 2 2049-11-25 Variable 4.00000000 N N N N N N Novartis Capital Corporation 5493002KF87V5RSRQS84 66989HBK3 358000.00000000 PA USD 358807.43000000 0.039413785359 Long DBT CORP US N 2 2046-03-18 Fixed 5.60000000 N N N N N N Dominos Pizza Inc. 25490005ZWM1IF9UXU57 25755TAQ3 500000.00000000 PA USD 499024.35000000 0.054816140847 Long ABS-O CORP US N 2 2055-07-25 Fixed 4.93000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419EDT3 24955.45000000 PA USD 24711.07000000 0.002714427649 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N WSP Global Inc 549300IQ87LU6X6ERQ78 92938WAG8 510000.00000000 PA USD 505956.94000000 0.055577662464 Long DBT CORP CA N 2 2031-09-18 Fixed 5.03900000 N N N N N N CRH Smw Finance DAC 54930044475SH442C864 12704PAA6 373000.00000000 PA USD 381257.76000000 0.041879878349 Long DBT CORP IE N 2 2029-05-21 Fixed 5.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374XQG3 1096021.48000000 PA USD 94675.71000000 0.010399807252 Long ABS-O USGA US N 2 2039-04-20 Floating 2.41048000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CW7 39000.00000000 PA USD 37685.74000000 0.004139651365 Long DBT CORP US N 2 2064-04-01 Fixed 6.10000000 N N N N N 2026-06-01 Voya Intermediate Bond Portfolio Dorothy Roman Dorothy Roman Vice President, Fund Administration XXXX