NPORT-P false 0000708950 XXXXXXXX S000008726 C000023784 C000135675 Calvert Variable Series, Inc. 811-03591 0000708950 549300PYSF1HUAZ9Z349 2050 M Street NW 4550 MONTGOMERY AVE Washington 20036 202-238-2200 Calvert VP SRI Balanced Portfolio S000008726 5493000EYSQ46ZQ2GS14 2025-12-31 2025-06-30 N 498427567.77 48491126.96 449936440.81 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 43226748.51000000 0.00000000 0.00000000 508242.41000000 USD UST 60% Russell 1000/ 40% Bloomberg US Agg RSLEHVUSD TK ELEVATOR MIDCO GMBH 549300C2AFWPAYWS5574 000000000 248129.68000000 PA USD 249060.17000000 0.055354522863 Long LON CORP US N 2 2030-04-30 Floating 7.23700000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 42250GAA1 382000.00000000 PA USD 385731.74000000 0.085730273214 Long DBT US N 2 2035-02-15 Fixed 5.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGQ8 3443800.00000000 PA USD 3478103.49000000 0.773021070206 Long DBT UST US N 2 2030-02-28 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TL2 140000.00000000 PA USD 122483.60000000 0.027222422744 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N Mosaic Solar Loans LLC N/A 61946PAA1 63101.65000000 PA USD 53636.68000000 0.011920945968 Long ABS-O CORP US N 2 2046-08-20 Fixed 1.44000000 N N N N N N Freddie Mac - STACR 549300KB1O80CETXGJ21 35564TBE9 85000.00000000 PA USD 98251.18000000 0.021836679825 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 12.57000000 N N N N N N VB-S1 Issuer LLC N/A 91823ABG5 37000.00000000 PA USD 38664.02000000 0.008593218173 Long ABS-O CORP US N 2 2054-05-15 Fixed 8.87100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SN9 1000.00000000 PA USD 480.78000000 0.000106855092 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAH7 200000.00000000 PA USD 209367.80000000 0.046532750186 Long DBT CORP ES N 2 2035-06-15 Fixed 6.03700000 N N N N N N SDR Commercial Mortgage Trust N/A 811304AA2 421000.00000000 PA USD 420996.76000000 0.093568051354 Long ABS-MBS CORP US N 2 2039-05-15 Floating 5.70300000 N N N N N N NextGear Floorplan Master Owner Trust N/A 65341KBZ8 260000.00000000 PA USD 263747.61000000 0.058618859482 Long ABS-O CORP US N 2 2029-03-15 Fixed 5.12000000 N N N N N N TYSN 2023-CRNR Mortgage Trust N/A 87332PAA8 277000.00000000 PA USD 293661.16000000 0.065267254075 Long ABS-MBS CORP US N 2 2033-12-10 Variable 6.79900000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAJ0 25000.00000000 PA USD 22566.16000000 0.005015410612 Long DBT CORP US N 2 2031-04-01 Fixed 3.37500000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EJ8 540000.00000000 PA USD 529968.04000000 0.117787312147 Long DBT NUSS XX N 2 2028-09-26 Fixed 3.12500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEY8 530000.00000000 PA USD 543280.87000000 0.120746136725 Long DBT CORP US N 2 2031-04-22 Fixed 5.10300000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1.00000000 NC USD 423.23000000 0.000094064397 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10 Year U.S. Treasury Notes Futures UXYU5 Comdty 2025-09-19 113842.40000000 USD 423.23000000 N N N MAREX GROUP PLC 549300DWX0SVICJAL507 566539AA0 531000.00000000 PA USD 546801.29000000 0.121528562793 Long DBT CORP GB N 2 2029-11-04 Fixed 6.40400000 N N N N N N STIFEL FINANCIAL CORP 549300E5F07FE5GHJX84 860630AG7 196000.00000000 PA USD 188502.45000000 0.041895350743 Long DBT CORP US N 2 2030-05-15 Fixed 4.00000000 N N N N N N AMETEK Inc 549300WZDEF9KKE40E98 031100100 17500.00000000 NS USD 3166800.00000000 0.703832744531 Long EC CORP US N 1 N N N BROOKFIELD PROPERTY PART 5493004J5Z0TZW83NU62 000000000 12000.00000000 NS USD 181680.00000000 0.040379036575 Long EP CORP BM N 1 N N N CHAMP ACQUISITION CORP N/A 15807XAA8 20000.00000000 PA USD 21302.54000000 0.004734566500 Long DBT CORP US N 2 2031-12-01 Fixed 8.37500000 N N N N N N KFW 549300GDPG70E3MBBU98 500769JQ8 1526000.00000000 PA USD 1473079.62000000 0.327397269122 Long DBT CORP DE N 2 2026-10-01 Fixed 1.00000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 65246QAA7 183674.83000000 PA USD 178097.36000000 0.039582781887 Long ABS-O CORP US N 2 2026-11-25 Fixed 3.47400000 N N N N N N TEXAS CAPITAL BANCSHARES 549300466Q2SXRX0YM48 88224QAA5 240000.00000000 PA USD 232988.44000000 0.051782522789 Long DBT CORP US N 2 2031-05-06 Fixed 4.00000000 N N N N N N INFORMATICA LLC 5493007SV33RZV7RPS40 45673YAL0 296930.96000000 PA USD 298509.15000000 0.066344737372 Long LON CORP US N 2 2028-10-27 Floating 6.57700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8NG4 214651.29000000 PA USD 202896.59000000 0.045094500377 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Fannie Mae - CAS N/A 20754WAC9 404935.00000000 PA USD 416258.40000000 0.092514933720 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 7.42000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJM7 100000.00000000 PA USD 101824.42000000 0.022630845329 Long ABS-O CORP US N 2 2030-12-20 Fixed 6.11000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAG3 300000.00000000 PA USD 12600.00000000 0.002800395535 Long ABS-MBS CORP US N 2 2027-06-10 Fixed 3.77100000 N N N N N N GLOBAL ATLANTIC FIN CO 98450051B2E65CAA7E94 37959GAD9 22000.00000000 PA USD 24932.13000000 0.005541255994 Long DBT CORP US N 2 2033-06-15 Fixed 7.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UJ5 1350000.00000000 PA USD 1343250.00000000 0.298542166885 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAH1 262000.00000000 PA USD 260315.21000000 0.057855996178 Long DBT CORP MX N 2 2025-09-18 Fixed 1.87500000 N N N N N N ORL TRUST N/A 67120DAG0 176000.00000000 PA USD 176139.99000000 0.039147749331 Long ABS-MBS CORP US N 2 2039-12-15 Floating 7.10200000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEY8 315000.00000000 PA USD 321406.30000000 0.071433711708 Long DBT CORP US N 2 2031-06-18 Fixed 5.60000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 5010.00000000 NS USD 1562969.70000000 0.347375664257 Long EC CORP US N 1 N N N San Diego County Water Authority 549300Y0QN5OFKA1G520 797412DT7 130000.00000000 PA USD 113515.21000000 0.025229165656 Long DBT MUN US N 2 2031-05-01 Fixed 1.70100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHC8 156000.00000000 PA USD 148754.53000000 0.033061231878 Long DBT UST US N 2 2033-05-15 Fixed 3.37500000 N N N N N N Oportun Funding LLC N/A 68377WAB7 126562.58000000 PA USD 123830.56000000 0.027521789472 Long ABS-O CORP US N 2 2031-10-08 Fixed 2.67000000 N N N N N N Mosaic Solar Loans LLC N/A 61946CAA0 123622.92000000 PA USD 116276.10000000 0.025842783436 Long ABS-O CORP US N 2 2043-12-21 Fixed 4.37000000 N N N N N N City of New York NY 549300ABYZD2SFD5JB29 64966HMV9 470000.00000000 PA USD 475731.37000000 0.105733016233 Long DBT MUN US N 2 2031-10-01 Fixed 5.20600000 N N N N N N AMERICAN NATIONAL GROUP 549300RK5RZQ740FPL83 025676AN7 187000.00000000 PA USD 191586.91000000 0.042580883125 Long DBT CORP US N 2 2029-10-01 Fixed 5.75000000 N N N N N N HEXCEL CORP S6Q7LW43WUBUHXY2QP69 428291AP3 150000.00000000 PA USD 152685.76000000 0.033934961952 Long DBT CORP US N 2 2035-02-26 Fixed 5.87500000 N N N N N N SOUTH32 TREASURY LTD 213800HFGZMXST64GP53 84055BAA1 48000.00000000 PA USD 45036.49000000 0.010009522660 Long DBT CORP AU N 2 2032-04-14 Fixed 4.35000000 N N N N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095101 33300.00000000 NS USD 3288375.00000000 0.730853227642 Long EC CORP US N 1 N N N Cologix Data Centers Issuer LLC N/A 19521UAC7 350000.00000000 PA USD 336392.00000000 0.074764337690 Long ABS-O CORP US N 2 2051-12-26 Fixed 3.79000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05492PAL2 325000.00000000 PA USD 257631.92000000 0.057259625278 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.84300000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SW9 481000.00000000 PA USD 330988.13000000 0.073563308053 Long DBT UST US N 2 2041-02-15 Fixed 1.87500000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 88104LAE3 460000.00000000 PA USD 455627.56000000 0.101264871807 Long DBT CORP US N 2 2028-01-31 Fixed 5.00000000 N N N N N N BROOKFIELD ASSET MANAGEM 549300CZ84WPNJZKY093 113004AA3 757000.00000000 PA USD 777084.60000000 0.172709860664 Long DBT CORP CA N 2 2035-04-24 Fixed 5.79500000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 57767XAB6 50000.00000000 PA USD 50943.60000000 0.011322399205 Long DBT CORP US N 2 2029-08-01 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSSX0 870731.63000000 PA USD 872494.56000000 0.193915069077 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MAU1 24000.00000000 PA USD 24791.52000000 0.005510004914 Long ABS-MBS USGA US N 2 2054-03-20 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TB4 368000.00000000 PA USD 204872.50000000 0.045533653515 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N Oportun Funding LLC N/A 68377WAA9 1064276.34000000 PA USD 1039935.70000000 0.231129467559 Long ABS-O CORP US N 2 2031-10-08 Fixed 2.18000000 N N N N N N OneMain Financial Issuance Trust N/A 68267HAA5 425344.35000000 PA USD 423872.87000000 0.094207277196 Long ABS-O CORP US N 2 2035-05-14 Fixed 4.13000000 N N N N N N LHOME Mortgage Trust N/A 50205DAA7 120000.00000000 PA USD 121228.34000000 0.026943436673 Long ABS-MBS CORP US N 2 2029-01-25 Variable 7.01700000 N N N N N N ESC GCB144A ENVIVA PAR N/A 294ESCAA6 76000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2026-01-15 None 0.00000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69546LAA7 14316.87000000 PA USD 14206.39000000 0.003157421518 Long ABS-O CORP US N 2 2029-01-25 Fixed 3.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 23300.00000000 NS USD 4324946.00000000 0.961234878467 Long EC CORP US N 1 N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AH6 731000.00000000 PA USD 757169.34000000 0.168283622157 Long DBT CORP US N 2 2036-01-25 Fixed 6.10000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAC7 264600.00000000 PA USD 252493.92000000 0.056117686210 Long ABS-O CORP US N 2 2049-12-05 Fixed 3.85800000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBV8 488000.00000000 PA USD 566695.96000000 0.125950225098 Long DBT CORP IT N 2 2033-11-21 Fixed 8.24800000 N N N N N N Great Wolf Trust N/A 362414AA2 441000.00000000 PA USD 442739.08000000 0.098400360549 Long ABS-MBS CORP US N 2 2041-05-15 Floating 6.00300000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 45905U6L3 1200000.00000000 PA USD 1194085.03000000 0.265389713233 Long DBT NUSS XX N 2 2025-11-20 Fixed 3.12500000 N N N N N N BELL CANADA 5493000G3EFX9S7TDE29 0778FPAP4 60000.00000000 PA USD 61650.81000000 0.013702115323 Long DBT CORP CA N 2 2055-09-15 Fixed 6.87500000 N N N N N N Tradeweb Markets Inc N/A 892672106 30403.00000000 NS USD 4450999.20000000 0.989250657712 Long EC CORP US N 1 N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAF0 375165.00000000 PA USD 381193.87000000 0.084721715207 Long ABS-O CORP US N 2 2054-06-05 Fixed 5.76500000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAF5 500000.00000000 PA USD 480865.35000000 0.106874061841 Long DBT CORP MX N 2 2033-01-18 Fixed 5.12500000 N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAC0 735000.00000000 PA USD 690569.69000000 0.153481609259 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.99200000 N N N N N N Mosaic Solar Loans LLC N/A 61945LAB9 275279.63000000 PA USD 248597.93000000 0.055251788353 Long ABS-O CORP US N 2 2040-09-20 Fixed 3.28000000 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 09581CAB7 25000.00000000 PA USD 25730.09000000 0.005718605488 Long DBT CORP US N 2 2029-09-15 Fixed 6.60000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CC7 135000.00000000 PA USD 139194.45000000 0.030936469548 Long DBT CORP US N 2 2036-01-29 Fixed 5.57500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HABQ8 39450.58000000 PA USD 39922.02000000 0.008872813219 Long ABS-MBS USGSE US N 2 2053-07-25 Fixed 6.00000000 N Y N N N N INTOWN Mortgage Trust N/A 46117WAG7 507000.00000000 PA USD 506837.41000000 0.112646446037 Long ABS-MBS CORP US N 2 2042-03-15 Floating 7.16200000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TQ1 327000.00000000 PA USD 292818.28000000 0.065079920949 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N Great Wolf Trust N/A 362414AG9 100000.00000000 PA USD 100549.91000000 0.022347580875 Long ABS-MBS CORP US N 2 2041-05-15 Floating 7.25100000 N N N N N N Fannie Mae - CAS N/A 20754FAL6 48225.95000000 PA USD 51681.32000000 0.011486360141 Long ABS-MBS USGSE US N 2 2031-07-25 Floating 8.77000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 07336UAB9 451000.00000000 PA USD 466477.87000000 0.103676392416 Long DBT CORP MX N 2 2039-01-08 Fixed 8.12500000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAF6 433000.00000000 PA USD 412472.15000000 0.091673425974 Long DBT US N 2 2029-08-15 Fixed 3.75000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AF8 78837.50000000 PA USD 78086.24000000 0.017354949036 Long ABS-O CORP US N 2 2047-11-20 Fixed 4.03000000 N N N N N N Oportun Funding LLC N/A 68377GAA4 131516.23000000 PA USD 128324.57000000 0.028520599435 Long ABS-O CORP US N 2 2031-05-08 Fixed 1.47000000 N N N N N N Neighborly Issuer LLC N/A 64016NAA5 374400.00000000 PA USD 350693.22000000 0.077942835518 Long ABS-O CORP US N 2 2051-04-30 Fixed 3.58400000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 14.00000000 NC USD 60868.55000000 0.013528255210 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU5 Comdty 2025-09-19 1606881.45000000 USD 60868.55000000 N N N Stack Infrastructure Issuer LLC 254900AV7V87H3A2WM57 85236KAE2 45000.00000000 PA USD 43955.36000000 0.009769237610 Long ABS-O CORP US N 2 2046-03-26 Fixed 1.87700000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -764.78000000 -0.00016997511 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 133500.00000000 CAD 97686.98000000 USD 2025-09-25 -764.78000000 N N N Mill City Solar Loan 2020-1 Ltd. N/A 59982XAC9 125438.36000000 PA USD 90199.50000000 0.020047164847 Long ABS-O CORP KY N 2 2047-06-20 Fixed 2.00000000 N N N N N N REWORLD HOLDING CORP 40XIFLS8XDQGGHGPGC04 22282GAP2 237046.63000000 PA USD 237417.61000000 0.052766921828 Long LON CORP US N 2 2028-11-30 None 0.00000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857509301 4785191.50000000 NS USD 4785191.50000000 1.063526104128 Long STIV RF US N 1 N N United States Treasury 254900HROIFWPRGM1V77 912810SC3 52000.00000000 PA USD 39469.22000000 0.008772176783 Long DBT UST US N 2 2048-05-15 Fixed 3.12500000 N N N N N N California Health Facilities Financing Authority 5493007RI8BUDOGHZ546 13032UVD7 405000.00000000 PA USD 398033.35000000 0.088464350494 Long DBT MUN US N 2 2026-06-01 Fixed 2.36100000 N N N N N N UMBS, TBA N/A 01F052672 21692000.00000000 PA USD 21686905.63000000 4.819993150801 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCS8 37000.00000000 PA USD 31659.57000000 0.007036453847 Long DBT UST US N 2 2031-08-15 Fixed 1.25000000 N N N N N N Burlington Stores Inc 5299003Z37DVGKKC1W09 122017106 12200.00000000 NS USD 2838208.00000000 0.630801985029 Long EC CORP US N 1 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EK7 85000.00000000 PA USD 84363.02000000 0.018749986075 Long DBT CORP US N 2 2032-01-01 Fixed 5.37500000 N N N N N N DataBank Issuer LLC N/A 23802WAG6 283000.00000000 PA USD 272348.64000000 0.060530469483 Long ABS-O CORP US N 2 2051-10-25 Fixed 2.40000000 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 00186XAN3 238925.27000000 PA USD 239249.01000000 0.053173957096 Long LON CORP US N 2 2029-01-03 Floating 6.07700000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AA5 49999.75000000 PA USD 49885.53000000 0.011087239324 Long DBT CORP XX N 2 2025-10-20 Fixed 4.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2670.73000000 -0.00059357939 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 105556.00000000 EUR 122366.43000000 USD 2025-09-25 -2670.73000000 N N N BX Trust N/A 12433GAJ5 90000.00000000 PA USD 90496.94000000 0.020113271962 Long ABS-MBS CORP US N 2 2042-07-15 Floating 7.95000000 N N N N N N Extended Stay America Trust N/A 30227FAG5 514636.64000000 PA USD 515396.96000000 0.114548836958 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.12600000 N N N N N N California Health Facilities Financing Authority 5493007RI8BUDOGHZ546 13032UVL9 220000.00000000 PA USD 194990.62000000 0.043337369973 Long DBT MUN US N 2 2033-06-01 Fixed 2.98400000 N N N N N N Spotify Technology SA 549300B4X0JHWV0DTD60 000000000 2600.00000000 NS USD 1995084.00000000 0.443414629054 Long EC CORP LU N 1 N N N STREAM INNOVATIONS ISSUER TRUST N/A 86324CAB7 100000.00000000 PA USD 106095.44000000 0.023580094959 Long ABS-O CORP US N 2 2044-07-15 Fixed 7.89000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XARZ7 173708.46000000 PA USD 140693.72000000 0.031269687724 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N MASTERBRAND INC 549300E0Y4BR5Z9RDZ64 57638PAA2 49000.00000000 PA USD 50106.02000000 0.011136244023 Long DBT CORP US N 2 2032-07-15 Fixed 7.00000000 N N N N N N BLUEHUB LOAN FUND N/A 095623AB0 675000.00000000 PA USD 607499.33000000 0.135018921540 Long DBT CORP US N 2 2030-01-01 Fixed 3.09900000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 58503UAF0 248126.57000000 PA USD 248691.06000000 0.055272486832 Long LON CORP US N 2 2028-10-23 Floating 6.57700000 N N N N N N Mosaic Solar Loans LLC N/A 61946TAC9 84672.88000000 PA USD 58234.91000000 0.012942919203 Long ABS-O CORP US N 2 2052-06-20 Fixed 1.77000000 N N N N N N Navigator Aviation Ltd 984500UF8C3O89B30652 63943DAA7 693130.96000000 PA USD 687016.64000000 0.152691931056 Long ABS-O CORP KY N 2 2049-08-15 Fixed 5.40000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -2.00000000 NC USD -8963.62000000 -0.00199219693 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USU5 Comdty 2025-09-19 -221973.88000000 USD -8963.62000000 N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B75M9 963000.00000000 PA USD 904430.92000000 0.201013040502 Long ABS-MBS USGSE US N 2 2029-10-25 Fixed 2.44400000 N N N N N N TX Trust 24-HOU N/A 90216DAL6 78000.00000000 PA USD 78234.13000000 0.017387818123 Long ABS-MBS CORP US N 2 2039-06-15 Floating 8.69900000 N N N N N N Credit Suisse Mortgage Trust N/A 12659XAA4 470547.16000000 PA USD 441562.77000000 0.098138921400 Long ABS-MBS CORP US N 2 2026-08-15 Floating 8.14100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SU3 79000.00000000 PA USD 44400.47000000 0.009868164916 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BSFC4 36708.00000000 PA USD 36833.41000000 0.008186358485 Long ABS-MBS USGSE US N 2 2054-01-25 Floating 5.25500000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAQ7 445000.00000000 PA USD 450393.94000000 0.100101680848 Long DBT CORP US N 2 2035-06-15 Fixed 5.75000000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903202 12300.00000000 NS USD 3360483.00000000 0.746879491234 Long EC CORP US N 1 N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAD8 224000.00000000 PA USD 215950.65000000 0.047995812388 Long ABS-O CORP US N 2 2046-10-15 Fixed 2.16500000 N N N N N N California Health Facilities Financing Authority 5493007RI8BUDOGHZ546 13032UVG0 200000.00000000 PA USD 188164.58000000 0.041820257914 Long DBT MUN US N 2 2029-06-01 Fixed 2.58400000 N N N N N N Fannie Mae - CAS N/A 20753WAE6 91975.27000000 PA USD 94631.95000000 0.021032292878 Long ABS-MBS USGSE US N 2 2039-10-25 Floating 7.82000000 N N N N N N TX Trust 24-HOU N/A 90216DAA0 430000.00000000 PA USD 427982.74000000 0.095120710656 Long ABS-MBS CORP US N 2 2039-06-15 Floating 5.90300000 N N N N N N AMERICAN NATIONAL GROUP 549300RK5RZQ740FPL83 02772AAA7 158000.00000000 PA USD 162200.50000000 0.036049647303 Long DBT CORP US N 2 2032-06-13 Fixed 6.14400000 N N N N N Fannie Mae - CAS N/A 20754HAD0 55450.45000000 PA USD 57184.27000000 0.012709410666 Long ABS-MBS USGSE US N 2 2039-07-25 Floating 8.52000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AE3 156000.00000000 PA USD 152791.40000000 0.033958440824 Long DBT CORP US N 2 2026-06-15 Fixed 3.37500000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CB4 391000.00000000 PA USD 323609.93000000 0.071923476439 Long DBT CORP US N 2 2052-08-05 Fixed 4.90000000 N N N N N N FOCUS FINANCIAL PARTNERS 5493007L0E0VKRC2CP39 34417VAA5 49000.00000000 PA USD 50050.51000000 0.011123906725 Long DBT CORP US N 2 2031-09-15 Fixed 6.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3P6 476000.00000000 PA USD 488430.60000000 0.108555465994 Long DBT CORP US N 2 2031-01-24 Fixed 5.24400000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAJ7 100000.00000000 PA USD 1575.00000000 0.000350049441 Long ABS-MBS CORP US N 2 2027-06-10 Variable 3.93100000 N N N N N N BX Trust N/A 05609VAL9 366604.56000000 PA USD 365112.85000000 0.081147650397 Long ABS-MBS CORP US N 2 2036-09-15 Floating 6.07600000 N N N N N N MCAFEE CORP 2549009UKR8UEZYVCR93 579063AB4 50000.00000000 PA USD 47268.19000000 0.010505526050 Long DBT CORP US N 2 2030-02-15 Fixed 7.37500000 N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJR3 83000.00000000 PA USD 83094.02000000 0.018467946239 Long DBT UST US N 2 2028-12-31 Fixed 3.75000000 N N N N N N REWORLD HOLDING CORP 40XIFLS8XDQGGHGPGC04 22282GAQ0 12953.36000000 PA USD 12973.63000000 0.002883436153 Long LON CORP US N 2 2028-11-30 None 0.00000000 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AT7 687000.00000000 PA USD 725199.23000000 0.161178149672 Long DBT CORP CA N 2 2029-05-30 Fixed 7.50000000 N N N N N N AS MILEAGE PLAN IP LTD N/A 00218QAB6 130000.00000000 PA USD 127975.90000000 0.028443106268 Long DBT CORP KY N 2 2031-10-20 Fixed 5.30800000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCR0 30000.00000000 PA USD 27663.28000000 0.006148263952 Long DBT UST US N 2 2028-07-31 Fixed 1.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 315000.00000000 PA USD 220497.23000000 0.049006306224 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N BX Trust N/A 05609VAG0 645343.20000000 PA USD 642984.73000000 0.142905679931 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.37600000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 15800.00000000 NS USD 2784434.00000000 0.618850519194 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 91282CMP3 9153000.00000000 PA USD 9201982.83000000 2.045173939108 Long DBT UST US N 2 2027-02-28 Fixed 4.12500000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAD5 362000.00000000 PA USD 361938.33000000 0.080442101855 Long DBT CORP US N 2 2025-08-22 Fixed 5.40000000 N N N N N N Blue Owl Capital Inc N/A 09581B103 134600.00000000 NS USD 2585666.00000000 0.574673612865 Long EC CORP US N 1 N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAD6 227000.00000000 PA USD 220571.59000000 0.049022833003 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 20300.00000000 NS USD 7207515.00000000 1.601896256063 Long EC CORP US N 1 N N N New York Mortgage Trust N/A 62956MAA3 100000.00000000 PA USD 100717.94000000 0.022384926150 Long ABS-MBS CORP US N 2 2029-02-25 Variable 7.15400000 N N N N N N Sunnova Sol Issuer,LLC N/A 86745PAA1 476566.76000000 PA USD 388012.03000000 0.086237075908 Long ABS-O CORP US N 2 2055-11-01 Fixed 2.73000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978V103 17700.00000000 NS USD 2760315.00000000 0.613489984281 Long EC CORP US N 1 N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AU3 430000.00000000 PA USD 427801.38000000 0.095080402740 Long DBT CORP IT N 2 2026-09-22 Fixed 2.56900000 N N N N N N Vivint Solar Financing LLC N/A 92855HAA3 325339.43000000 PA USD 292449.34000000 0.064997922700 Long ABS-O CORP US N 2 2051-07-31 Fixed 2.21000000 N N N N N N CCC Intelligent Solutions Inc 5493006JEEL9RIWY5T17 12511BAC6 247474.36000000 PA USD 247939.61000000 0.055105474354 Long LON CORP US N 2 2032-01-23 Floating 6.32700000 N N N N N N JW Commercial Mortgage Trust 2024-MRCO N/A 46657XAC0 294000.00000000 PA USD 294503.80000000 0.065454533860 Long ABS-MBS CORP US N 2 2039-06-15 Floating 6.25200000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AF6 200000.00000000 PA USD 201652.55000000 0.044818007991 Long DBT CORP IT N 2 2032-06-19 Fixed 5.86100000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2D2 661000.00000000 PA USD 667068.18000000 0.148258313729 Long DBT CORP FR N 2 2035-11-19 Fixed 5.90600000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807306 49110.00000000 NS USD 4780367.40000000 1.062453930469 Long EC CORP US N 1 N N N Baker Hughes Co N/A 05722G100 149400.00000000 NS USD 5727996.00000000 1.273067811464 Long EC CORP US N 1 N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAZ8 694000.00000000 PA USD 720108.87000000 0.160046798766 Long DBT CORP FR N 2 2031-01-14 Fixed 5.87600000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCH2 303000.00000000 PA USD 282145.08000000 0.062707763677 Long DBT UST US N 2 2028-06-30 Fixed 1.25000000 N N N N N N GoodLeap Sustainable Home Improvement Loan Trust N/A 38237HAA5 172319.22000000 PA USD 142413.98000000 0.031652021726 Long ABS-O CORP US N 2 2048-10-20 Fixed 2.31000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HAD86 1019000.00000000 PA USD 992256.55000000 0.220532604163 Long ABS-MBS USGSE US N 2 2033-05-25 Variable 4.13400000 N N N N N N AMERICAN NATIONAL GROUP 549300RK5RZQ740FPL83 025676AQ0 273000.00000000 PA USD 274735.69000000 0.061060999972 Long DBT CORP US N 2 2035-07-15 Fixed 6.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMM8 196000.00000000 PA USD 201604.66000000 0.044807364266 Long DBT CORP US N 2 2036-01-24 Fixed 5.51100000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AY2C6 450483.16000000 PA USD 439524.41000000 0.097685888524 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 3.03200000 N N N N N N INT DEVELOPMENT FIN CORP 254900QI8QTIK0FY6E92 6903534C8 228375.00000000 PA USD 222601.86000000 0.049474067848 Long DBT USGA US N 2 2032-09-20 Fixed 3.52000000 N N N N N N BJ's Wholesale Club Holdings Inc 549300UCIWH1C93V0J03 05550J101 29690.00000000 NS USD 3201472.70000000 0.711538877410 Long EC CORP US N 1 N N N FS Commerical Mortgage Trust 2023-4SZN N/A 30334RAA2 262000.00000000 PA USD 268500.27000000 0.059675155343 Long ABS-MBS CORP US N 2 2039-11-10 Fixed 7.06600000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 257000.00000000 PA USD 250137.43000000 0.055593947791 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJV3 297000.00000000 PA USD 303027.64000000 0.067348988104 Long DBT CORP US N 2 2031-05-15 Fixed 5.08300000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAG4 205000.00000000 PA USD 186333.60000000 0.041413315992 Long DBT US N 2 2031-11-15 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NNS97 46160.67000000 PA USD 49244.47000000 0.010944761422 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 7.00000000 N N N N N N HOUSING URBAN DEVELOPMNT N/A 911759NL8 225000.00000000 PA USD 197569.07000000 0.043910439804 Long DBT USGA US N 2 2037-08-01 Fixed 3.58500000 N N N N N N Servpro Master Issuer, LLC N/A 817743AJ6 167875.00000000 PA USD 173228.99000000 0.038500769061 Long ABS-O CORP US N 2 2054-01-25 Fixed 6.17400000 N N N N N N Extended Stay America Trust N/A 30227FAA8 374827.02000000 PA USD 375157.17000000 0.083380036816 Long ABS-MBS CORP US N 2 2038-07-15 Floating 5.50600000 N N N N N N HOUSING URBAN DEVELOPMNT N/A 911759NJ3 125000.00000000 PA USD 111680.77000000 0.024821454736 Long DBT USGA US N 2 2035-08-01 Fixed 3.48500000 N N N N N N US ACUTE CARE SOLUTIONS N/A 90367UAD3 23000.00000000 PA USD 23751.82000000 0.005278927831 Long DBT CORP US N 2 2029-05-15 Fixed 9.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UB2 112000.00000000 PA USD 109869.37000000 0.024418864540 Long DBT UST US N 2 2044-05-15 Fixed 4.62500000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 48093.00000000 NS USD 23921939.13000000 5.316737423386 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 8.00000000 NC USD 6801.42000000 0.001511640174 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUU5 Comdty 2025-09-30 1657386.08000000 USD 6801.42000000 N N N SUBWAY FUNDING LLC N/A 864300AG3 214192.66000000 PA USD 213435.96000000 0.047436913448 Long ABS-O CORP US N 2 2054-07-30 Fixed 5.24600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKU51 483522.14000000 PA USD 482717.85000000 0.107285786661 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 5.30500000 N N N N N N Lendbuzz Securitization Trust N/A 52611JAD2 55000.00000000 PA USD 55395.20000000 0.012311783393 Long ABS-O CORP US N 2 2031-04-15 Fixed 5.28000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAP7 466000.00000000 PA USD 486998.20000000 0.108237109917 Long DBT CORP US N 2 2034-06-08 Fixed 5.86700000 N N N N N N US CELLULAR CORP 549300B164AZXESI6E03 911684801 9547.00000000 NS USD 195904.44000000 0.043540469771 Long EP CORP US N 1 N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866F104 26400.00000000 NS USD 4843608.00000000 1.076509382365 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 91282CKS9 819000.00000000 PA USD 824927.91000000 0.183343209213 Long DBT UST US N 2 2026-05-31 Fixed 4.87500000 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 69120VAZ4 60000.00000000 PA USD 61740.95000000 0.013722149263 Long DBT CORP US N 2 2031-03-15 Fixed 6.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHT1 71000.00000000 PA USD 69940.55000000 0.015544539996 Long DBT UST US N 2 2033-08-15 Fixed 3.87500000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JN7 925000.00000000 PA USD 815825.49000000 0.181320163472 Long DBT NUSS XX N 2 2031-05-13 Fixed 1.62500000 N N N N N N SYNOVUS BANK GA DX0JX77PRMOELF7VG772 87164DVJ6 494000.00000000 PA USD 499468.22000000 0.111008616928 Long DBT CORP US N 2 2028-02-15 Fixed 5.62500000 N N N N N N CAJUN GLOBAL LLC N/A 12803VAA3 25122.50000000 PA USD 24609.59000000 0.005469570314 Long ABS-O CORP US N 2 2051-11-20 Fixed 3.93100000 N N N N N N Loanpal Solar Loan 2020-1 Ltd. N/A 53948LAC1 63611.63000000 PA USD 41634.10000000 0.009253329186 Long ABS-O CORP KY N 2 2047-06-20 Fixed 2.00000000 N N N N N N HOUSING URBAN DEVELOPMNT N/A 911759NH7 220000.00000000 PA USD 198468.10000000 0.044110252470 Long DBT USGA US N 2 2034-08-01 Fixed 3.43500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TN8 282000.00000000 PA USD 230292.65000000 0.051183373719 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N Mosaic Solar Loans LLC N/A 61946NAA6 34710.61000000 PA USD 30881.92000000 0.006863618324 Long ABS-O CORP US N 2 2046-04-20 Fixed 2.10000000 N N N N N N Constellation Energy Corp 549300F8Y20RYGNGV346 21037T109 9200.00000000 NS USD 2969392.00000000 0.659958103116 Long EC CORP US N 1 N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 200000.00000000 PA USD 198932.47000000 0.044213460381 Long DBT CORP IT N 2 2035-06-30 Fixed 5.45900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAE1 148000.00000000 PA USD 126253.83000000 0.028060369987 Long DBT UST US N 2 2030-08-15 Fixed 0.62500000 N N N N N N Horizon Aircraft Finance N/A 440405AE8 100312.90000000 PA USD 95850.73000000 0.021303171138 Long ABS-O CORP US N 2 2038-12-15 Fixed 4.45800000 N N N N N N Cologix Data Centers Issuer LLC N/A 19521UAA1 600000.00000000 PA USD 580968.42000000 0.129122330912 Long ABS-O CORP US N 2 2051-12-26 Fixed 3.30000000 N N N N N N VANTAGE DATA CENTERS GERMANY BORROWER LUX S.A R.L. 2549008VW14T3IH21H24 000000000 410000.00000000 PA 485974.40000000 0.108009566667 Long ABS-O CORP LU N 2 2050-06-28 Fixed 4.29200000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBM1 135000.00000000 PA USD 130766.13000000 0.029063244969 Long DBT CORP US N 2 2026-05-15 Fixed 4.70000000 N N N N N N DORIS DUKE CHARITABLE HFI2KJN5A6RHAGMWK984 258261AA4 678000.00000000 PA USD 387882.58000000 0.086208305177 Long DBT CORP US N 2 2050-07-01 Fixed 2.34500000 N N N N N N San Diego County Water Authority 549300Y0QN5OFKA1G520 797412DS9 145000.00000000 PA USD 129035.53000000 0.028678612865 Long DBT MUN US N 2 2030-05-01 Fixed 1.53100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TX6 185000.00000000 PA USD 168812.50000000 0.037519188198 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 143500.00000000 NS USD 22671565.00000000 5.038837254254 Long EC CORP US N 1 N N N CHNGE Mortgage Trust N/A 169926AC6 125713.91000000 PA USD 127047.48000000 0.028236761568 Long ABS-MBS CORP US N 2 2058-06-25 Variable 7.43600000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBU3 250000.00000000 PA USD 264050.89000000 0.058686264558 Long DBT CORP US N 2 2030-01-03 Fixed 6.84800000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G49 200000.00000000 PA USD 200660.29000000 0.044597474620 Long DBT CORP US N 2 2029-11-07 Fixed 5.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACM80 71513.75000000 PA USD 65734.31000000 0.014609687955 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AUD54 182313.32000000 PA USD 187845.85000000 0.041749419020 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 6.00000000 N N N N N N Driven Brands Funding, LLC N/A 26209XAD3 291893.57000000 PA USD 273270.18000000 0.060735285078 Long ABS-O CORP US N 2 2051-10-20 Fixed 2.79100000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 72000.00000000 NS USD 12772080.00000000 2.838640937152 Long EC CORP US N 1 N N N District of Columbia Water & Sewer Authority 549300OT2FIJQJ5PSH71 254845JZ4 130000.00000000 PA USD 111013.44000000 0.024673138232 Long DBT MUN US N 2 2114-10-01 Fixed 4.81400000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBS9 581000.00000000 PA USD 544120.12000000 0.120932663071 Long DBT UST US N 2 2028-03-31 Fixed 1.25000000 N N N N N N MetroNet Infrastructure Issuer LLC 5493000BIROCAEATAQ61 59170JAG3 222000.00000000 PA USD 227071.26000000 0.050467408150 Long ABS-O CORP US N 2 2054-04-20 Fixed 6.23000000 N N N N N N LES SCHWAB TIRE CENTERS 549300GJM1TKHPYFPF83 50220KAD6 248128.12000000 PA USD 248206.28000000 0.055164742725 Long LON CORP US N 2 2031-04-23 Floating 6.83300000 N N N N N N Smithfield Foods Inc CVTIPZRZJC0JQEZLL598 832248BB3 45000.00000000 PA USD 45317.88000000 0.010072062604 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N Narragansett Bay Commission N/A 631060CS7 140000.00000000 PA USD 124129.96000000 0.027588332204 Long DBT MUN US N 2 2031-09-01 Fixed 2.18400000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHY0 142000.00000000 PA USD 143170.39000000 0.031820136582 Long DBT UST US N 2 2026-09-15 Fixed 4.62500000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAY0 45000.00000000 PA USD 47798.33000000 0.010623351581 Long DBT CORP US N 2 2033-11-15 Fixed 7.20000000 N N N N N (Sunnova) Aurora I Issuer, LLC N/A 86745YAA2 399189.86000000 PA USD 369418.80000000 0.082104663346 Long ABS-O CORP US N 2 2050-08-22 Fixed 5.30000000 N N N N N N Linde PLC 5299003QR1WT0EF88V51 000000000 6500.00000000 NS USD 3049670.00000000 0.677800178734 Long EC CORP IE N 1 N N N Gartner Inc PP55B5R38BFB8O8HH686 366651107 6500.00000000 NS USD 2627430.00000000 0.583955812796 Long EC CORP US N 1 N N N GLOBAL ATLANTIC FIN CO 98450051B2E65CAA7E94 37959GAB3 1152000.00000000 PA USD 1023953.34000000 0.227577330290 Long DBT CORP US N 2 2031-06-15 Fixed 3.12500000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 50600.00000000 NS USD 4947668.00000000 1.099637093428 Long EC CORP US N 1 N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B3DE7 1236488.48000000 PA USD 1210959.26000000 0.269140071833 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 3.86800000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBL4 124000.00000000 PA USD 107318.13000000 0.023851842230 Long DBT UST US N 2 2031-02-15 Fixed 1.12500000 N N N N N N California Health Facilities Financing Authority 5493007RI8BUDOGHZ546 13032UVF2 360000.00000000 PA USD 343927.40000000 0.076439107572 Long DBT MUN US N 2 2028-06-01 Fixed 2.53400000 N N N N N N WFLD Mortgage Trust N/A 92939GAJ6 450000.00000000 PA USD 360392.18000000 0.080098464430 Long ABS-MBS CORP US N 2 2031-08-10 Variable 3.88000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 71490.00000000 NS USD 5057917.50000000 1.124140443235 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912828Z94 70000.00000000 PA USD 63358.20000000 0.014081588920 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N N California Health Facilities Financing Authority 5493007RI8BUDOGHZ546 13032UVE5 290000.00000000 PA USD 281197.49000000 0.062497158375 Long DBT MUN US N 2 2027-06-01 Fixed 2.48400000 N N N N N N UMBS, TBA N/A 01F060675 4842000.00000000 PA USD 4920873.03000000 1.093681814511 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N Mosaic Solar Loans LLC N/A 61946UAD4 100000.00000000 PA USD 20950.86000000 0.004656404349 Long ABS-O CORP US N 2 2053-01-21 Fixed 8.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5CD3 219624.58000000 PA USD 192774.28000000 0.042844780398 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AG7 712000.00000000 PA USD 672665.18000000 0.149502267206 Long DBT CORP SG N 2 2053-05-19 Fixed 5.30000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 62955MAB2 73235.68000000 PA USD 71524.35000000 0.015896545270 Long ABS-O CORP US N 2 2026-07-25 Fixed 3.10400000 N N N N N N Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC N/A 102104AC0 85000.00000000 PA USD 85526.79000000 0.019008638163 Long ABS-O CORP US N 2 2049-11-22 Fixed 5.92300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LEDP3 323888.66000000 PA USD 318742.96000000 0.070841774768 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 2.68000000 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAN2 393000.00000000 PA USD 377063.66000000 0.083803761109 Long DBT CORP CA N 2 2055-01-15 Fixed 6.30000000 N N N N N N TransUnion 549300ZS772LUNUMRB03 89400J107 59600.00000000 NS USD 5244800.00000000 1.165675754237 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGF0 581000.00000000 PA USD 576113.71000000 0.128043354070 Long DBT CORP US N 2 2028-01-20 Fixed 3.82400000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AS20 200000.00000000 PA USD 214786.20000000 0.047737009168 Long DBT CORP FR N 2 2027-11-17 Fixed 9.25000000 N N N N N N Narragansett Bay Commission N/A 631060CU2 135000.00000000 PA USD 115021.39000000 0.025563919604 Long DBT MUN US N 2 2033-09-01 Fixed 2.34400000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 860000.00000000 PA USD 840802.07000000 0.186871298640 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAM5 420000.00000000 PA USD 432810.34000000 0.096193662202 Long DBT CORP US N 2 2055-05-15 Fixed 6.45000000 N N N N N N GATES GLOBAL LLC 984500F43C791F4C7894 36740UAY8 297750.00000000 PA USD 298064.13000000 0.066245830069 Long LON CORP US N 2 2031-06-04 Floating 6.07700000 N N N N N N Home Re Ltd N/A 437307AD3 66046.61000000 PA USD 66568.00000000 0.014794978570 Long ABS-MBS CORP BM N 2 2033-07-25 Floating 7.27000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAR8 250000.00000000 PA USD 254749.92000000 0.056619090363 Long DBT CORP FR N 2 2031-05-27 Fixed 5.22200000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEH5 189000.00000000 PA USD 198639.48000000 0.044148342295 Long DBT CORP US N 2 2035-04-22 Fixed 5.76600000 N N N N N N MetroNet Infrastructure Issuer LLC 5493000BIROCAEATAQ61 59170JAH1 67000.00000000 PA USD 69524.91000000 0.015452162504 Long ABS-O CORP US N 2 2054-04-20 Fixed 7.59000000 N N N N N N ENACT HOLDINGS INC 9845003CA5664B741N19 29249EAA7 660000.00000000 PA USD 685200.51000000 0.152288289600 Long DBT CORP US N 2 2029-05-28 Fixed 6.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TR9 164000.00000000 PA USD 133813.75000000 0.029740589528 Long DBT UST US N 2 2053-05-15 Fixed 3.62500000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAN0 647000.00000000 PA USD 691538.14000000 0.153696850771 Long DBT CORP US N 2 2034-02-20 Fixed 6.35000000 N N N N N Shift4 Payments Inc N/A 82452J109 52100.00000000 NS USD 5163631.00000000 1.147635650649 Long EC CORP US N 1 N N CoStar Group Inc 984500Q1D53D08E2E698 22160N109 25760.00000000 NS USD 2071104.00000000 0.460310348784 Long EC CORP US N 1 N N N Theorem Funding Trust N/A 88339FAB9 70000.00000000 PA USD 70916.57000000 0.015761463968 Long ABS-O CORP US N 2 2028-12-15 Fixed 9.27000000 N N N N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 27000.00000000 NS USD 3334230.00000000 0.741044667108 Long EC CORP US N 1 N N N Extended Stay America Trust N/A 30227FAJ9 154390.99000000 PA USD 154751.22000000 0.034394017902 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.67600000 N N N N N N Freddie Mac - STACR 5493007ZK0X40BI7UF30 35564KDX4 55000.00000000 PA USD 61535.53000000 0.013676493926 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 7.70500000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AD5 58000.00000000 PA USD 53262.65000000 0.011837816448 Long DBT CORP US N 2 2030-09-15 Fixed 3.75000000 N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110L106 5000.00000000 NS USD 6695650.00000000 1.488132409979 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810TZ1 148000.00000000 PA USD 143051.25000000 0.031793657286 Long DBT UST US N 2 2044-02-15 Fixed 4.50000000 N N N N N N FORTITUDE GROUP HOLDINGS 2549006R9ZUL08JFIH12 34966XAA6 10000.00000000 PA USD 10292.44000000 0.002287531985 Long DBT CORP US N 2 2030-04-01 Fixed 6.25000000 N N N N N N MIDAS OPCO HOLDINGS LLC 984500904E015Z0C1F82 59565JAA9 51000.00000000 PA USD 48835.80000000 0.010853933038 Long DBT CORP US N 2 2029-08-15 Fixed 5.62500000 N N N N N N Loandepot GMSR Master Trust N/A 53946TAD4 528000.00000000 PA USD 528000.00000000 0.117349908144 Long ABS-O CORP US N 2 2030-05-16 Floating 7.16200000 N N N N N N Intuitive Surgical Inc 54930052SRG011710797 46120E602 4400.00000000 NS USD 2391004.00000000 0.531409279874 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GS4X3 351540.90000000 PA USD 351813.22000000 0.078191759566 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N SONIC AUTOMOTIVE INC 549300NTLRGJ2JCBZU03 83545GBD3 50000.00000000 PA USD 48549.32000000 0.010790261822 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N Oportun Funding LLC N/A 68377TAB4 172000.00000000 PA USD 171884.86000000 0.038202031311 Long ABS-O CORP US N 2 2033-02-08 Fixed 5.30000000 N N N N N N Sunrun Demeter Issuer LLC N/A 86772HAA5 216645.48000000 PA USD 192066.12000000 0.042687389279 Long ABS-O CORP US N 2 2057-01-30 Fixed 2.27000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CQB3 229198.24000000 PA USD 216861.79000000 0.048198316546 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Booz Allen Hamilton Holding Corp 529900JPV47PIUWMA015 099502106 22500.00000000 NS USD 2342925.00000000 0.520723548370 Long EC CORP US N 1 N N N Fannie Mae - CAS N/A 20754RAJ5 142470.00000000 PA USD 149357.77000000 0.033195304148 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 10.30500000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 37390.00000000 NS USD 10306553.50000000 2.290668762335 Long EC CORP US N 1 N N N FERRELLGAS LP/FERRELLGAS N/A 315289AC2 45000.00000000 PA USD 41669.98000000 0.009261303646 Long DBT CORP US N 2 2029-04-01 Fixed 5.87500000 N N N N N N HEICO Corp 529900O1DTDLCJ7L0I14 422806109 9600.00000000 NS USD 3148800.00000000 0.699832179481 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810TS7 31000.00000000 PA USD 27698.98000000 0.006156198406 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N AMERICAN INTERNATIONAL ODVCVCQG2BP6VHV36M30 026874DW4 151000.00000000 PA USD 153478.13000000 0.034111069048 Long DBT CORP US N 2 2030-05-07 Fixed 4.85000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B6XJ7 475764.91000000 PA USD 447467.48000000 0.099451264537 Long ABS-MBS USGSE US N 2 2029-08-25 Fixed 2.52200000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 18060TAD7 48000.00000000 PA USD 49948.18000000 0.011101163513 Long DBT CORP XX N 2 2030-02-15 Fixed 6.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLF6 256000.00000000 PA USD 250030.00000000 0.055570071086 Long DBT UST US N 2 2034-08-15 Fixed 3.87500000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAV1 11000.00000000 PA USD 11912.53000000 0.002647602843 Long DBT CORP US N 2 2030-08-15 Fixed 9.87500000 N N N N N N Driven Brands Funding, LLC N/A 26208LAD0 81390.24000000 PA USD 81115.45000000 0.018028201906 Long ABS-O CORP US N 2 2049-04-20 Fixed 4.64100000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 03234TBA5 247461.94000000 PA USD 247825.71000000 0.055080159667 Long LON CORP US N 2 2032-01-30 Floating 6.57700000 N N N N N N NYC Trust N/A 62956HAA4 405000.00000000 PA USD 407826.82000000 0.090640984594 Long ABS-MBS CORP US N 2 2029-08-15 Floating 6.30300000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 280000.00000000 PA USD 241262.51000000 0.053621464748 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N OAKTREE STRATEGIC CREDIT 2549006RRE0JC7G43241 67403AAE9 17000.00000000 PA USD 17417.39000000 0.003871077872 Long DBT CORP US N 2 2029-07-23 Fixed 6.50000000 N N N N N Diamond Infrastructure Funding LLC N/A 25265LAA8 415000.00000000 PA USD 394923.71000000 0.087773221766 Long ABS-O CORP US N 2 2049-04-15 Fixed 1.76000000 N N N N N N Mosaic Solar Loans LLC N/A 61946NAB4 34710.61000000 PA USD 30544.07000000 0.006788529941 Long ABS-O CORP US N 2 2046-04-20 Fixed 3.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGH8 631000.00000000 PA USD 627894.29000000 0.139551775106 Long DBT UST US N 2 2028-01-31 Fixed 3.50000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBM2 358775.00000000 PA USD 404724.75000000 0.089951538326 Long DBT CORP KY N 2 2032-12-01 Fixed 9.62500000 N N N N N N Pagaya AI Debt Selection Trust N/A 69547PAA7 3309.95000000 PA USD 3295.21000000 0.000732372331 Long ABS-O CORP US N 2 2029-01-16 Fixed 1.22000000 N N N N N N Center Street Lending Resi-Investor Abs Trust N/A 15169CAA6 100000.00000000 PA USD 101634.46000000 0.022588626032 Long ABS-MBS CORP US N 2 2029-10-25 Variable 6.89200000 N N N N N N Sonic Capital LLC N/A 83546DAG3 496770.00000000 PA USD 486561.22000000 0.108139989533 Long ABS-O CORP US N 2 2050-01-20 Fixed 3.84500000 N N N N N N Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC N/A 102104AA4 545000.00000000 PA USD 553045.29000000 0.122916314358 Long ABS-O CORP US N 2 2049-11-22 Fixed 5.78100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BDJM8 316961.04000000 PA USD 329536.99000000 0.073240786944 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 6.50000000 N N N N N N CLEAR CHANNEL OUTDOOR HO 254900XBEE6V1ENYS150 18453HAF3 44000.00000000 PA USD 45458.78000000 0.010103378138 Long DBT CORP US N 2 2030-04-01 Fixed 7.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618B54N9 68447.33000000 PA USD 70438.89000000 0.015655297862 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 6.00000000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 5493002KQF9IH3CTQZ40 62548QAD3 483535.55000000 PA USD 491921.90000000 0.109331420036 Long ABS-MBS CORP US N 2 2050-03-25 Floating 8.17000000 N N N N N N FIRST HORIZON CORP TF3RXI1ZB1TQ30H9JV10 320517AE5 185000.00000000 PA USD 187708.36000000 0.041718861371 Long DBT CORP US N 2 2031-03-07 Fixed 5.51400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHNE7 681997.57000000 PA USD 682479.00000000 0.151683424167 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.73500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SZ2 338000.00000000 PA USD 194970.55000000 0.043332909343 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N ServiceMaster Brands N/A 81761TAC9 171153.39000000 PA USD 149123.49000000 0.033143234571 Long ABS-O CORP US N 2 2051-01-30 Fixed 3.33700000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 29500.00000000 NS USD 4012295.00000000 0.891747063824 Long EC CORP US N 1 N N N ELLUCIAN HOLDINGS INC 549300RP8NIJ7FY7OS79 289178AA3 45000.00000000 PA USD 46133.73000000 0.010253388215 Long DBT CORP US N 2 2029-12-01 Fixed 6.50000000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAB2 200000.00000000 PA USD 200321.60000000 0.044522199544 Long DBT CORP LU N 2 2034-03-05 Fixed 6.45000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05492PAJ7 695000.00000000 PA USD 587249.70000000 0.130518368092 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.84300000 N N N N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 72815LAA5 50000.00000000 PA USD 45421.25000000 0.010095036960 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFH9 1146000.00000000 PA USD 1132077.89000000 0.251608402280 Long DBT UST US N 2 2027-08-31 Fixed 3.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BXQ9 25000.00000000 PA USD 25877.33000000 0.005751330110 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N AIRCASTLE / IRELAND DAC N/A 00929JAA4 184000.00000000 PA USD 189324.85000000 0.042078132115 Long DBT CORP BM N 2 2031-10-01 Fixed 5.75000000 N N N N N N BPR Trust N/A 05602HAA1 295000.00000000 PA USD 295461.23000000 0.065667326137 Long ABS-MBS CORP US N 2 2039-05-15 Floating 7.31200000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBC4 475000.00000000 PA USD 466023.67000000 0.103575444825 Long DBT UST US N 2 2025-12-31 Fixed 0.37500000 N N N N N N (Sunnova) Aurora I Issuer, LLC N/A 86746EAA5 251822.66000000 PA USD 197411.99000000 0.043875528206 Long ABS-O CORP US N 2 2048-02-20 Fixed 1.80000000 N N N N N N Retained Vantage Data Centers Issuer, LLC 254900N4NW6XZ9B4HM15 76134KAA2 469000.00000000 PA USD 465607.49000000 0.103482947316 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.00000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094104 2900.00000000 NS USD 2025563.00000000 0.450188696953 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 91282CMM0 585000.00000000 PA USD 603738.28000000 0.134183014586 Long DBT UST US N 2 2035-02-15 Fixed 4.62500000 N N N N N N ZEGONA FINANCE PLC 254900B3KC1SS7T2TE92 98927UAA5 200000.00000000 PA USD 213899.00000000 0.047539825761 Long DBT CORP GB N 2 2029-07-15 Fixed 8.62500000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FGZH1 530000.00000000 PA USD 524512.27000000 0.116574747547 Long ABS-MBS USGSE US N 2 2028-06-25 Variable 3.80000000 N N N N N N Mosaic Solar Loans LLC N/A 61947DAC3 290760.97000000 PA USD 245862.71000000 0.054643875823 Long ABS-O CORP US N 2 2046-12-20 Fixed 2.25000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBW9 642000.00000000 PA USD 651329.49000000 0.144760332998 Long DBT CORP US N 2 2031-01-17 Fixed 5.54300000 N N N N N N FannieMae Grantor Trust N/A 3136AV6R5 271510.18000000 PA USD 263245.74000000 0.058507317061 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 2.89800000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 199000.00000000 PA USD 183430.93000000 0.040768187095 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N Driven Brands Funding, LLC N/A 26208LAE8 36882.94000000 PA USD 36344.43000000 0.008077680913 Long ABS-O CORP US N 2 2049-10-20 Fixed 3.98100000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05492PAN8 485000.00000000 PA USD 340374.84000000 0.075649538274 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.84300000 N N N N N N Sunrun Issuer N/A 86773PAA6 118167.40000000 PA USD 109667.18000000 0.024373927082 Long ABS-O CORP US N 2 2054-06-30 Fixed 3.98000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 632000.00000000 PA USD 473210.00000000 0.105172632638 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N Gilead Aviation (Warehouse) LLC N/A 37556TAA4 340780.13000000 PA USD 347754.16000000 0.077289618812 Long ABS-O CORP US N 2 2050-03-15 Fixed 5.78900000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C68 518000.00000000 PA USD 547038.46000000 0.121581274682 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N (Sunnova) Aurora I Issuer, LLC N/A 86744VAA9 226916.60000000 PA USD 198210.13000000 0.044052917706 Long ABS-O CORP US N 2 2049-08-20 Fixed 5.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 35.00000000 NC USD 70732.35000000 0.015720520407 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYU5 Comdty 2025-09-19 3853642.65000000 USD 70732.35000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BS69 25000.00000000 PA USD 25875.80000000 0.005750990062 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAA2 74000.00000000 PA USD 66304.38000000 0.014736388073 Long DBT US N 2 2031-02-01 Fixed 3.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHX2 151000.00000000 PA USD 154014.10000000 0.034230190318 Long DBT UST US N 2 2028-08-31 Fixed 4.37500000 N N N N N N Focus Brands Funding LLC N/A 34417MAB3 165600.00000000 PA USD 164693.25000000 0.036603669999 Long ABS-O CORP US N 2 2047-04-30 Fixed 5.09300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MG68 630000.00000000 PA USD 651324.30000000 0.144759179502 Long ABS-MBS USGA US N 2 2054-04-20 Fixed 6.00000000 N N N N N N Diamond Infrastructure Funding LLC N/A 25265LAE0 99000.00000000 PA USD 93596.33000000 0.020802122591 Long ABS-O CORP US N 2 2049-04-15 Fixed 3.47500000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 87020PAX5 437000.00000000 PA USD 446491.37000000 0.099234320562 Long DBT CORP SE N 2 2026-09-12 Fixed 6.13600000 N N N N N N CHNGE Mortgage Trust N/A 12569QAA8 181729.49000000 PA USD 185002.78000000 0.041117536438 Long ABS-MBS CORP US N 2 2058-09-25 Variable 7.57300000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 594000.00000000 PA USD 551103.61000000 0.122484768961 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHB0 23000.00000000 PA USD 22916.60000000 0.005093297168 Long DBT UST US N 2 2026-05-15 Fixed 3.62500000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBJ3 190000.00000000 PA USD 189743.92000000 0.042171271937 Long DBT CORP US N 2 2025-10-29 Fixed 4.20000000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654105 13300.00000000 NS USD 3165666.00000000 0.703580708933 Long EC CORP US N 1 N N N ANDREW W MELLON FOUNDATI HVIJIPOQ5TXYVD3NET54 03444RAB4 335000.00000000 PA USD 314721.75000000 0.069948046313 Long DBT CORP US N 2 2027-08-01 Fixed 0.94700000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAS4 200000.00000000 PA USD 203412.49000000 0.045209161017 Long DBT CORP ES N 2 2027-08-18 Fixed 5.29400000 N N N N N N Theorem Funding Trust N/A 882925AA8 7640.33000000 PA USD 7657.63000000 0.001701935941 Long ABS-O CORP US N 2 2029-04-15 Fixed 7.60000000 N N N N N N SERVPRO MASTER ISSUER, LLC N/A 817743AA5 897750.00000000 PA USD 883588.35000000 0.196380703996 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.88200000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RX8 13000.00000000 PA USD 9741.37000000 0.002165054686 Long DBT UST US N 2 2047-05-15 Fixed 3.00000000 N N N N N N Waste Connections Inc 549300HDLRTPBQU69P29 94106B101 15700.00000000 NS USD 2931504.00000000 0.651537358192 Long EC CORP CA N 1 N N N Mosaic Solar Loans LLC N/A 61946PAB9 74933.21000000 PA USD 61503.96000000 0.013669477379 Long ABS-O CORP US N 2 2046-08-20 Fixed 2.21000000 N N N N N N SYNOVUS FINANCIAL CORP 549300EIUS8UN5JTLE54 87161CAP0 139000.00000000 PA USD 142640.48000000 0.031702362169 Long DBT CORP US N 2 2030-11-01 Fixed 6.16800000 N N N N N N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 28176E108 34300.00000000 NS USD 2682603.00000000 0.596218211436 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HMBS8 410000.00000000 PA USD 410529.35000000 0.091241631653 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 5.46200000 N N N N N N HA SUSTAINABLE INF CAP 254900ZZRL7MWL1X8E92 41068XAF7 1216000.00000000 PA USD 1216808.33000000 0.270440048778 Long DBT CORP US N 2 2034-07-01 Fixed 6.37500000 N N N N N N SEASPAN CORP 5493007Z8Q1H45KT7W98 81254UAK2 52000.00000000 PA USD 49478.33000000 0.010996737652 Long DBT CORP MH N 2 2029-08-01 Fixed 5.50000000 N N N N N N CAJUN GLOBAL LLC N/A 12803PAC2 240000.00000000 PA USD 247274.97000000 0.054957755712 Long ABS-O CORP US N 2 2055-02-20 Fixed 6.55400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BP53 117898.76000000 PA USD 117943.94000000 0.026213466903 Long ABS-MBS USGA US N 2 2054-12-20 Floating 5.35200000 N N N N N N Sedgwick Claims Management Services Inc 549300BIN4DWJG5VWF64 81527CAP2 248750.00000000 PA USD 249925.34000000 0.055546810022 Long LON CORP US N 2 2031-07-31 Floating 7.32700000 N N N N N N COPT DEFENSE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAM8 70000.00000000 PA USD 61953.16000000 0.013769313703 Long DBT US N 2 2031-04-15 Fixed 2.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRL51 59413.99000000 PA USD 60681.13000000 0.013486600438 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFL0 7000.00000000 PA USD 7033.91000000 0.001563311917 Long DBT UST US N 2 2029-09-30 Fixed 3.87500000 N N N N N N GLOBAL ATLANTIC FIN CO 98450051B2E65CAA7E94 37959GAG2 374000.00000000 PA USD 390298.17000000 0.086745178785 Long DBT CORP US N 2 2054-10-15 Fixed 7.95000000 N N N N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 61747C707 30777946.82000000 NS USD 30777946.82000000 6.840509909486 Long STIV RF US N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEV4 487000.00000000 PA USD 494182.59000000 0.109833866559 Long DBT CORP US N 2 2034-04-04 Fixed 5.95000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002101 25700.00000000 NS USD 5173667.00000000 1.149866187918 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810TD0 523000.00000000 PA USD 319622.46000000 0.071037246821 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TG3 275000.00000000 PA USD 193617.19000000 0.043032120192 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -4.00000000 NC USD -22097.23000000 -0.00491118922 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU5 Comdty 2025-09-19 -454402.77000000 USD -22097.23000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CBT5 224265.82000000 PA USD 223909.00000000 0.049764584437 Long ABS-MBS USGA US N 2 2053-07-20 Floating 5.20200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLV9 370000.00000000 PA USD 376545.42000000 0.083688580396 Long DBT CORP US N 2 2027-09-15 Fixed 5.93300000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TJ7 127000.00000000 PA USD 91712.85000000 0.020383512354 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N ServiceMaster Brands N/A 81761TAA3 151414.05000000 PA USD 140860.87000000 0.031306837416 Long ABS-O CORP US N 2 2051-01-30 Fixed 2.84100000 N N N N N N Mr Cooper Group Inc 549300KD8C6DPXYC2M26 62482R107 35382.00000000 NS USD 5279348.22000000 1.173354220986 Long EC CORP US N 1 N N N Castlelake Aircraft Securitization Trust N/A 14856VAA5 700888.13000000 PA USD 711669.68000000 0.158171158290 Long ABS-O CORP US N 2 2050-02-15 Fixed 5.78300000 N N N N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448C104 47000.00000000 NS USD 3439930.00000000 0.764536874098 Long EC CORP US N 1 N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233WEJ4 590000.00000000 PA USD 617448.81000000 0.137230229427 Long DBT CORP US N 2 2034-04-14 Fixed 6.20000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 193000.00000000 PA USD 192677.75000000 0.042823326257 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AD0 219000.00000000 PA USD 194105.61000000 0.043140673302 Long DBT CORP CH N 2 2031-02-10 Fixed 4.37500000 N N N N N N Palo Alto Networks Inc 549300QXR2YVZV231H43 697435105 18600.00000000 NS USD 3806304.00000000 0.845964819641 Long EC CORP US N 1 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FXLX4 278000.00000000 PA USD 244273.96000000 0.054290770394 Long ABS-MBS USGSE US N 2 2030-09-25 Fixed 1.50300000 N N N N N N OSCAR US Funding Trust 3538004TGTV49T7RNL88 68784GAB9 268690.50000000 PA USD 269558.64000000 0.059910381900 Long ABS-O CORP JP N 2 2027-02-10 Fixed 5.48000000 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AA1 50000.00000000 PA USD 47889.54000000 0.010643623333 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N INTOWN Mortgage Trust N/A 46117WAE2 149000.00000000 PA USD 148784.41000000 0.033067872816 Long ABS-MBS CORP US N 2 2042-03-15 Floating 6.56200000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEG7 644000.00000000 PA USD 668825.18000000 0.148648813329 Long DBT CORP US N 2 2030-04-22 Fixed 5.58100000 N N N N N N Freddie Mac - STACR 5493000ITBQFEOXM0S98 35566CBD6 25000.00000000 PA USD 26838.19000000 0.005964884718 Long ABS-MBS USGSE US N 2 2050-12-25 Floating 7.30500000 N N N N N N NUVEEN LLC N/A 67080LAD7 401000.00000000 PA USD 417571.30000000 0.092806730490 Long DBT CORP US N 2 2034-04-15 Fixed 5.85000000 N N N N N N ORL TRUST N/A 67120DAL9 100000.00000000 PA USD 99829.52000000 0.022187471594 Long ABS-MBS CORP US N 2 2039-12-15 Floating 8.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UE6 941000.00000000 PA USD 897037.66000000 0.199369861748 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TC2 795000.00000000 PA USD 546997.27000000 0.121572120056 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N Jersey Mike's Funding, LLC N/A 476681AA9 277487.50000000 PA USD 275263.79000000 0.061178372106 Long ABS-O CORP US N 2 2050-02-15 Fixed 4.43300000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 98380MAB1 65000.00000000 PA USD 69715.56000000 0.015494535155 Long DBT CORP US N 2 2033-03-15 Fixed 8.62500000 N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HM1 1026000.00000000 PA USD 999924.30000000 0.222236789311 Long DBT NUSS XX N 2 2027-05-24 Fixed 2.37500000 N N N N N N KFW 549300GDPG70E3MBBU98 500769KD5 193000.00000000 PA USD 195508.03000000 0.043452366216 Long DBT CORP DE N 2 2034-02-28 Fixed 4.37500000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAE9 479000.00000000 PA USD 478254.34000000 0.106293755433 Long DBT US N 2 2028-04-15 Fixed 4.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FT0 1000.00000000 PA USD 1026.37000000 0.000228114441 Long DBT UST US N 2 2036-02-15 Fixed 4.50000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 373000.00000000 PA USD 356022.79000000 0.079127351711 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 88104LAG8 369000.00000000 PA USD 353515.47000000 0.078570090780 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBU0 200000.00000000 PA USD 201593.03000000 0.044804779456 Long DBT CORP IT N 2 2025-11-21 Fixed 7.00000000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRE1 102541.98000000 PA USD 103080.64000000 0.022910044764 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 5.60500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHE4 75000.00000000 PA USD 74853.52000000 0.016636465333 Long DBT UST US N 2 2028-05-31 Fixed 3.62500000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAX7 50000.00000000 PA USD 51645.75000000 0.011478454580 Long DBT CORP US N 2 2032-06-01 Fixed 10.00000000 N N N N N Diamond Issuer LLC N/A 25267TAN1 782000.00000000 PA USD 738115.49000000 0.164048835135 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.30500000 N N N N N N USI Inc 2549006D7UF7072T7I27 90351NAR6 297003.76000000 PA USD 296841.89000000 0.065974182812 Long LON CORP US N 2 2029-11-21 Floating 6.54600000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -2.00000000 NC USD -1158.79000000 -0.00025754526 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYU5 Comdty 2025-09-19 -223091.21000000 USD -1158.79000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CBZ3 1022000.00000000 PA USD 955370.39000000 0.212334521800 Long DBT UST US N 2 2028-04-30 Fixed 1.25000000 N N N N N N COPT DEFENSE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAP1 546000.00000000 PA USD 449029.67000000 0.099798466910 Long DBT US N 2 2033-12-01 Fixed 2.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDF5 32000.00000000 PA USD 29678.75000000 0.006596209443 Long DBT UST US N 2 2028-10-31 Fixed 1.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AG64 163000.00000000 PA USD 168733.88000000 0.037501714619 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 6.00000000 N N N N N N Freddie Mac - STACR 5493007ZK0X40BI7UF30 35564KDY2 50000.00000000 PA USD 60659.08000000 0.013481699746 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 10.30500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MTKU0 313366.85000000 PA USD 307415.84000000 0.068324281413 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.00000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 62956YAA7 334966.31000000 PA USD 340837.13000000 0.075752283897 Long ABS-O CORP US N 2 2031-11-25 Variable 7.39800000 N N N N N N UNITED STATES CELLULAR C 549300B164AZXESI6E03 911684702 1405.00000000 NS USD 33200.15000000 0.007378853319 Long EP CORP US N 1 N N N GLOBAL ATLANTIC FIN CO 98450051B2E65CAA7E94 37959GAF4 313000.00000000 PA USD 321011.86000000 0.071346045993 Long DBT CORP US N 2 2054-03-15 Fixed 6.75000000 N N N N N N TRANS UNION LLC X8NPN6PWJOM1QCTYFV34 89334GBG8 248126.57000000 PA USD 248657.56000000 0.055265041336 Long LON CORP US N 2 2031-06-24 Floating 6.07700000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 400000.00000000 PA USD 401115.70000000 0.089149413921 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N Willowbrook Mall N/A 65486BAG6 295000.00000000 PA USD 296301.48000000 0.065854074736 Long ABS-MBS CORP US N 2 2035-03-05 Variable 6.27800000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AM34 420000.00000000 PA USD 442795.50000000 0.098412900098 Long DBT CORP FR N 2 2029-08-16 Fixed 7.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 475000.00000000 PA USD 472840.04000000 0.105090407691 Long DBT CORP US N 2 2025-12-10 Fixed 4.00000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859102 8300.00000000 NS USD 2029184.00000000 0.450993477289 Long EC CORP US N 1 N N N Tricolor Auto Securitization Trust N/A 89617AAA3 45974.33000000 PA USD 46046.29000000 0.010233954359 Long ABS-O CORP US N 2 2028-06-15 Fixed 5.22000000 N N N N N N Sunrun Issuer N/A 86772FAA9 181822.15000000 PA USD 172364.43000000 0.038308617477 Long ABS-O CORP US N 2 2055-02-01 Fixed 3.61000000 N N N N N N Narragansett Bay Commission N/A 631060CR9 170000.00000000 PA USD 153459.56000000 0.034106941799 Long DBT MUN US N 2 2030-09-01 Fixed 2.09400000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C35 356000.00000000 PA USD 369831.97000000 0.082196491872 Long DBT CORP US N 2 2027-11-04 Fixed 7.35000000 N N N N N N Apollo Aviation Securitization Equity Trust N/A 00258PAA1 560916.65000000 PA USD 572337.42000000 0.127204059971 Long ABS-O CORP US N 2 2050-02-16 Fixed 5.94300000 N N N N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607107 5500.00000000 NS USD 2819740.00000000 0.626697405287 Long EC CORP US N 1 N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AN1 323275.00000000 PA USD 311460.69000000 0.069223263943 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.04500000 N N N N N N BROADSTONE NET LEASE LLC 54930089IBT6J4WBTI50 11135EAA2 24000.00000000 PA USD 20413.66000000 0.004537009708 Long DBT US N 2 2031-09-15 Fixed 2.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HCP71 37531.23000000 PA USD 38089.54000000 0.008465537917 Long ABS-MBS USGSE US N 2 2054-05-25 Fixed 6.00000000 N Y N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 76088.00000000 NS USD 15610974.96000000 3.469595601524 Long EC CORP US N 1 N N N ENVIVA LLC N/A 000000000 2418.00000000 NS USD 47453.25000000 0.010546656304 Long STIV CORP US N 2 N N N Springcastle SPV N/A 85022WAP9 110134.07000000 PA USD 103785.85000000 0.023066780235 Long ABS-O CORP US N 2 2037-09-25 Fixed 1.97000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SP4 523000.00000000 PA USD 258026.95000000 0.057347422123 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007G4C4 186014.07000000 PA USD 187332.31000000 0.041635282899 Long ABS-O CORP US N 2 2032-09-15 Fixed 5.11700000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BQCX5 848000.00000000 PA USD 842754.70000000 0.187305277714 Long ABS-MBS USGSE US N 2 2033-04-25 Variable 4.64900000 N N N N N N SUBWAY FUNDING LLC N/A 864300AJ7 149250.00000000 PA USD 149099.65000000 0.033137936045 Long ABS-O CORP US N 2 2054-07-30 Fixed 5.56600000 N N N N N N Retained Vantage Data Centers Issuer, LLC 254900N4NW6XZ9B4HM15 000000000 150000.00000000 PA 110430.59000000 0.024543597713 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.25000000 N N N N N N FORD FOUNDATION/THE 54930013YZ3DULPNNT44 34531XAB0 435000.00000000 PA USD 254630.64000000 0.056592579952 Long DBT CORP US N 2 2050-06-01 Fixed 2.41500000 N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHQ7 60000.00000000 PA USD 60735.94000000 0.013498782159 Long DBT UST US N 2 2028-07-31 Fixed 4.12500000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAE8 73982.91000000 PA USD 72277.06000000 0.016063837787 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.88400000 N N N N N N Enterprise Fleet Financing LLC N/A 29375CAB5 220427.58000000 PA USD 221144.06000000 0.049150066529 Long ABS-O CORP US N 2 2029-01-22 Fixed 5.51000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 6.00000000 NC USD 26877.89000000 0.005973708186 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USU5 Comdty 2025-09-19 665934.61000000 USD 26877.89000000 N N N Sunrun Jupiter Issuer N/A 86772RAA3 661131.54000000 PA USD 627209.94000000 0.139399675845 Long ABS-O CORP US N 2 2057-07-30 Fixed 4.75000000 N N N N N N Automatic Data Processing Inc HGBOLILQXWER4SAL2I23 053015103 10300.00000000 NS USD 3176520.00000000 0.705993049658 Long EC CORP US N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -10373.61000000 -0.00230557231 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 410000.00000000 EUR 475294.98000000 USD 2025-09-25 -10373.61000000 N N N WASH MULTIFAM ACQ INC 549300AS7PRY5PHG6L12 93710WAA3 40000.00000000 PA USD 39884.46000000 0.008864465373 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N MGIC INVESTMENT CORP 254900S8483WM4M98R28 552848AG8 40000.00000000 PA USD 40001.51000000 0.008890480159 Long DBT CORP US N 2 2028-08-15 Fixed 5.25000000 N N N N N N ASR NEDERLAND NV 7245000G0HS48PZWUD53 000000000 100000.00000000 PA 137765.78000000 0.030618942478 Long DBT CORP NL Y 2 2043-12-07 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384KQ95 98000.00000000 PA USD 101409.09000000 0.022538536735 Long ABS-MBS USGA US N 2 2054-03-20 Fixed 6.00000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 64832EAA7 122398.71000000 PA USD 123897.03000000 0.027536562670 Long ABS-MBS CORP US N 2 2032-03-25 Variable 6.54500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAV3 1000.00000000 PA USD 858.01000000 0.000190695823 Long DBT UST US N 2 2030-11-15 Fixed 0.87500000 N N N N N N ESSENT GROUP LTD 254900QUO860OUT6ZF83 29669JAA7 280000.00000000 PA USD 290151.32000000 0.064487179450 Long DBT CORP BM N 2 2029-07-01 Fixed 6.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZQ6 47000.00000000 PA USD 40447.54000000 0.008989611938 Long DBT UST US N 2 2030-05-15 Fixed 0.62500000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAC8 641000.00000000 PA USD 704403.91000000 0.156556314650 Long DBT CORP ES N 2 2034-09-13 Fixed 6.84000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AF65 171000.00000000 PA USD 176233.37000000 0.039168503374 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 6.00000000 N N N N N N ORL TRUST N/A 67120DAA3 490000.00000000 PA USD 490576.63000000 0.109032428917 Long ABS-MBS CORP US N 2 2039-12-15 Floating 5.80400000 N N N N N N BELROSE FUNDING TRUST II N/A 08079KAA2 472000.00000000 PA USD 482885.54000000 0.107323056370 Long DBT CORP US N 2 2055-05-15 Fixed 6.79200000 N N N N N N FirstService Corp 5493000XUDIV75BCF118 33767E202 19700.00000000 NS USD 3440014.00000000 0.764555543402 Long EC CORP CA N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617UM5N2 239543.24000000 PA USD 202009.37000000 0.044897312526 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 232.00000000 NC USD 305081.38000000 0.067805439241 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU5 Comdty 2025-09-30 24982918.62000000 USD 305081.38000000 N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 550.00000000 NS USD 3184082.00000000 0.707673731487 Long EC CORP US N 1 N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAL5 470000.00000000 PA USD 484724.51000000 0.107731774098 Long DBT CORP US N 2 2055-05-19 Fixed 6.62500000 N N N N N N Narragansett Bay Commission N/A 631060CT5 125000.00000000 PA USD 108668.04000000 0.024151864606 Long DBT MUN US N 2 2032-09-01 Fixed 2.26400000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 1153000.00000000 PA USD 923172.18000000 0.205178353266 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834L100 14800.00000000 NS USD 2658524.00000000 0.590866566667 Long EC CORP US N 1 N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 7700.00000000 NS USD 4060133.00000000 0.902379232206 Long EC CORP US N 1 N N N INTACT FINANCIAL CORP 5493009LXGE7Y4U9OY43 45823TAL0 253000.00000000 PA USD 259194.88000000 0.057606998787 Long DBT CORP CA N 2 2032-09-22 Fixed 5.45900000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -26.00000000 NC USD -21036.86000000 -0.00467551816 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUU5 Comdty 2025-09-30 -5387572.53000000 USD -21036.86000000 N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 5700.00000000 NS USD 4443321.00000000 0.987544150013 Long EC CORP US N 1 N N N UMBS, TBA N/A 01F050676 17167958.00000000 PA USD 16825935.37000000 3.739624943405 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.00000000 N N N N N N Eagle Re Ltd N/A 26982AAC8 91258.53000000 PA USD 92333.99000000 0.020521562964 Long ABS-MBS CORP BM N 2 2034-04-25 Floating 7.75500000 N N N N N N City & County of San Francisco CA 549300RA28ZEFOB6M782 7976465P7 285000.00000000 PA USD 251951.29000000 0.055997084731 Long DBT MUN US N 2 2039-06-15 Fixed 3.92100000 N N N N N N Arthur J Gallagher & Co 54930049QLLMPART6V29 363576109 13000.00000000 NS USD 4161560.00000000 0.924921749504 Long EC CORP US N 1 N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 20754KAF8 12245.00000000 PA USD 12623.19000000 0.002805549596 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 7.60500000 N N N N N N Cascade MH Asset Trust N/A 14732KAA9 354879.82000000 PA USD 344510.87000000 0.076568785888 Long ABS-O CORP US N 2 2054-08-25 Variable 4.25000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 65760.00000000 NS USD 14427086.40000000 3.206472090597 Long EC CORP US N 1 N N N Horizon Aircraft Finance N/A 43990EAA9 510125.00000000 PA USD 511305.12000000 0.113639410730 Long ABS-O CORP KY N 2 2049-09-15 Fixed 5.37500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D67 159000.00000000 PA USD 165092.43000000 0.036692389196 Long DBT CORP US N 2 2033-11-07 Fixed 7.12200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HC2Y7 16165.23000000 PA USD 16382.15000000 0.003640992041 Long ABS-MBS USGSE US N 2 2054-04-25 Fixed 6.00000000 N Y N N N N BX Trust N/A 05609VAJ4 197547.93000000 PA USD 196713.94000000 0.043720384071 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.52600000 N N N N N N COMPASS MINERALS INTERNA 2549008X9G8XP7YJGC47 20451NAG6 124000.00000000 PA USD 125112.65000000 0.027806738608 Long DBT CORP US N 2 2027-12-01 Fixed 6.75000000 N N N N N APOLLO DEBT SOLUTIONS BD 549300UMUGX092P8DW87 03770DAD5 108000.00000000 PA USD 112265.37000000 0.024951384199 Long DBT CORP US N 2 2031-07-29 Fixed 6.70000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAE5 176000.00000000 PA USD 158056.13000000 0.035128546093 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N Fannie Mae - CAS N/A 20754JAC8 250142.18000000 PA USD 257922.33000000 0.057324169950 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 8.17000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBM5 314000.00000000 PA USD 305871.55000000 0.067981057379 Long DBT CORP US N 2 2051-12-15 Fixed 4.12500000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CH6 630000.00000000 PA USD 681897.52000000 0.151554188136 Long DBT CORP US N 2 2034-08-24 Fixed 6.13600000 N N N N N N Fair Isaac Corp RI6HET5SJUEY30V1PS26 303250104 1903.00000000 NS USD 3478607.88000000 0.773133172707 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -24.00000000 NC USD -67893.60000000 -0.01508959796 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYU5 Comdty 2025-09-19 -2674481.40000000 USD -67893.60000000 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FG6Q3 191667.00000000 PA USD 187604.41000000 0.041695758108 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 3.33600000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJZ5 683000.00000000 PA USD 676089.96000000 0.150263436938 Long DBT UST US N 2 2034-02-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TF5 7519000.00000000 PA USD 5472422.19000000 1.216265608570 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617UUSS8 371995.97000000 PA USD 313708.16000000 0.069722772273 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 2.50000000 N N N N N N AS MILEAGE PLAN IP LTD N/A 00218QAA8 489000.00000000 PA USD 484184.00000000 0.107611643797 Long DBT CORP KY N 2 2029-10-20 Fixed 5.02100000 N N N N N N Goddard Funding LLC N/A 380241AC3 567150.00000000 PA USD 576349.28000000 0.128095710354 Long ABS-O CORP US N 2 2054-10-30 Fixed 6.83400000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAD8 200000.00000000 PA USD 187400.00000000 0.041650327246 Long DBT CORP LU N 2 2035-01-17 Fixed 5.70000000 N N N N N N CITADEL LP 549300IPM6EKPVUPFL67 17288XAC8 588000.00000000 PA USD 614330.06000000 0.136537075968 Long DBT CORP US N 2 2032-01-23 Fixed 6.37500000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAX2 285000.00000000 PA USD 300155.24000000 0.066710586824 Long DBT CORP US N 2 2030-11-15 Fixed 7.05000000 N N N N N N EPICOR SOFTWARE CORPORATION JGNXVGGGXR4O1L5I7S73 29426NAZ7 248125.00000000 PA USD 249035.62000000 0.055349066537 Long LON CORP US N 2 2031-05-30 Floating 7.07700000 N N N N N N Coinstar Funding, LLC N/A 19260MAA4 425040.00000000 PA USD 396354.05000000 0.088091120000 Long ABS-O CORP US N 2 2047-04-25 Fixed 5.21600000 N N N N N N Multifamily Connecticut Avenue Securities 549300HG8ZEWVWVSN227 62547NAB5 412615.49000000 PA USD 419567.90000000 0.093250482055 Long ABS-MBS CORP US N 2 2049-10-25 Floating 7.67000000 N N N N N N Prodigy Finance Designated Activity Co 635400HTAZNW3LYYMQ40 742855AA7 54812.63000000 PA USD 54814.10000000 0.012182631818 Long ABS-O CORP IE N 2 2051-07-25 Floating 5.68400000 N N N N N N Eaton Corp PLC 549300VDIGTMXUNT7H71 000000000 9300.00000000 NS USD 3320007.00000000 0.737883553957 Long EC CORP IE N 1 N N N AMERICAN INTERNATIONAL ODVCVCQG2BP6VHV36M30 026874DX2 137000.00000000 PA USD 140560.44000000 0.031240065762 Long DBT CORP US N 2 2035-05-07 Fixed 5.45000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAG8 450000.00000000 PA USD 449702.75000000 0.099948061372 Long DBT CORP US N 2 2025-07-23 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AUEB0 38518.08000000 PA USD 39686.96000000 0.008820570285 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 6.00000000 N N N N N N PATTERN ENERGY OP LP/PAT N/A 70339PAA7 343000.00000000 PA USD 332533.80000000 0.073906838797 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N Small Business Administration Participation Certs N/A 83162CYQ0 298369.30000000 PA USD 279627.17000000 0.062148149080 Long ABS-O USGA US N 2 2037-05-01 Fixed 2.88000000 N N N N N N Willis Engine Securitization Trust N/A 97064FAB1 182077.38000000 PA USD 170015.96000000 0.037786661532 Long ABS-O CORP US N 2 2045-03-15 Fixed 4.21200000 N N N N N N Commonwealth of Massachusetts 5493001N1YCXNI1O7K10 57582RJN7 435000.00000000 PA USD 340725.84000000 0.075727549292 Long DBT MUN US N 2 2046-06-01 Fixed 3.27700000 N N N N N N OAKTREE STRATEGIC CREDIT 2549006RRE0JC7G43241 67403AAB5 85000.00000000 PA USD 91679.80000000 0.020376166872 Long DBT CORP US N 2 2028-11-14 Fixed 8.40000000 N N N N N N BROOKFIELD PROPERTY PART 5493004J5Z0TZW83NU62 000000000 13079.00000000 NS USD 170027.00000000 0.037789115212 Long EP CORP BM N 1 N N CONSERVATION FUND N/A 20848FAA8 285000.00000000 PA USD 269239.53000000 0.059839458550 Long DBT CORP US N 2 2029-12-15 Fixed 3.47400000 N N N N N N HLTN Commercial Mortgage Trust 2024-DPLO N/A 40424UAA5 275000.00000000 PA USD 275569.25000000 0.061246261695 Long ABS-MBS CORP US N 2 2041-06-15 Floating 5.95300000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89117F8Z5 887000.00000000 PA USD 928606.51000000 0.206386152748 Long DBT CORP CA N 2 2082-10-31 Fixed 8.12500000 N N N N N N 2025-07-25 Calvert Variable Series, Inc. James Kirchner James Kirchner Treasurer