NPORT-P false 0000710826 XXXXXXXX S000006522 C000017831 C000017832 C000017830 Brighthouse Funds Trust II 811-03618 0000710826 549300NPPA08K2CWOV06 Brighthouse Investment Advisers, LLC 125 High Street, Suite 732 Boston 02110 980-949-4301 Brighthouse/Wellington Balanced Portfolio S000006522 NXBVDGYPUHFPZAEIGB14 2022-12-31 2022-06-30 N 1385525076.91 251719065.74 1133806011.17 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1096580.10000000 0.00000000 0.00000000 0.00000000 EUR USD UST WESCO International Inc 529900TXOGREY3WNJ434 95082P105 11223.00000000 NS USD 1201983.30000000 0.106013135241 Long EC CORP US N 1 N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 19299.00000000 NS USD 3354359.19000000 0.295849480153 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKP3 890000.00000000 PA USD 876178.91000000 0.077277673726 Long DBT CORP US N 2 2028-04-27 Fixed 4.37600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379JKC4 44879.80000000 PA USD 6908.21000000 0.000609293823 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.50000000 N N N N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491303 32411.00000000 NS USD 3468301.11000000 0.305898987642 Long EC CORP US N 1 N N N BENCHMARK Mortgage Trust N/A 08163BBF7 2361811.81000000 PA USD 226752.59000000 0.019999240413 Long ABS-MBS CORP US N 2 2054-01-15 Variable 1.63200000 N N N N N N BENCHMARK Mortgage Trust N/A 08162FAK9 2011553.68000000 PA USD 95672.31000000 0.008438155121 Long ABS-MBS CORP US N 2 2052-08-15 Variable 1.17900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410K3K8 11413.06000000 PA USD 12510.06000000 0.001103368643 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HM8 415000.00000000 PA USD 350544.93000000 0.030917540262 Long DBT CORP US N 2 2032-02-01 Fixed 2.75000000 N N N N N N EVERGY INC 549300PGTHDQY6PSUI61 30034WAB2 345000.00000000 PA USD 304478.70000000 0.026854567448 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WTZ1 1995460.16000000 PA USD 1884386.94000000 0.166200119018 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.00000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBJ8 105000.00000000 PA USD 87304.55000000 0.007700131163 Long DBT US N 2 2028-01-31 Fixed 1.50000000 N N N N N N Change Healthcare Holdings LLC 549300GHXFJ3EKF50583 15911AAC7 113689.96000000 PA USD 110847.71000000 0.009776602779 Long LON CORP US N 2 2024-03-01 Floating 4.16600000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BG3 365000.00000000 PA USD 344659.86000000 0.030398485861 Long DBT CORP US N 2 2028-02-01 Fixed 3.40000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 155000.00000000 PA USD 125937.50000000 0.011107499762 Long DBT CORP IL Y 2 2031-03-30 Fixed 5.87500000 N N N N N N Angel Oak Mortgage Trust N/A 034651AA7 357051.16000000 PA USD 344632.92000000 0.030396109793 Long ABS-MBS CORP US N 2 2053-04-25 Variable 0.99000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CU7 800000.00000000 PA USD 534639.82000000 0.047154435126 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDC7 95000.00000000 PA USD 93312.93000000 0.008230061322 Long DBT CORP US N 2 2033-04-26 Fixed 4.58600000 N N N N N N UBS AG LONDON N/A 000000000 1000000.00000000 PA USD 1000000.00000000 0.088198509281 Long STIV CORP US N 2 2023-03-23 Floating 2.09000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SN9 11030000.00000000 PA USD 7017837.50000000 0.618962805882 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N BRAVO Residential Funding Trust N/A 10569TAA6 245449.47000000 PA USD 229413.35000000 0.020233915479 Long ABS-MBS CORP US N 2 2049-02-25 Variable 0.94100000 N N N N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 29452E101 151957.00000000 NS USD 3961518.99000000 0.349400069409 Long EC CORP US N 1 N N N Credit Suisse First Boston Mortgage Securities N/A 225458RW0 895.20000000 PA USD 896.82000000 0.000079098187 Long ABS-MBS CORP US N 2 2037-04-15 Fixed 4.87700000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RN0 19040000.00000000 PA USD 17296650.00000000 1.525538745569 Long DBT UST US N 2 2045-08-15 Fixed 2.87500000 N N N N N Shell PLC 21380068P1DRHMJ8KU70 780259305 349015.00000000 NS USD 18249994.35000000 1.609622296072 Long EC CORP GB N 1 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CG2 115000.00000000 PA USD 92007.12000000 0.008114890827 Long DBT CORP US N 2 2052-03-15 Fixed 4.62500000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621X108 9210.00000000 NS USD 1591948.50000000 0.140407484553 Long EC CORP US N 1 N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST 549300ZGMKIELA840327 07326TAA6 299709.02000000 PA USD 294184.60000000 0.025946643173 Long ABS-O CORP US N 2 2058-01-28 Variable 3.50000000 N N N N N N Salesforce Inc RCGZFPDMRW58VJ54VR07 79466L302 28511.00000000 NS USD 4705455.44000000 0.415014155300 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BHAD9 368327.98000000 PA USD 79346.94000000 0.006998281824 Long ABS-MBS USGSE US N 2 2039-04-15 Fixed 6.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SH5 600000.00000000 PA USD 566128.61000000 0.049931699463 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396UCL2 74950.93000000 PA USD 80013.00000000 0.007057027323 Long ABS-MBS USGSE US N 2 2036-07-15 Fixed 6.50000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AU8 130000.00000000 PA USD 112775.00000000 0.009946586884 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAJ0 165000.00000000 PA USD 129746.10000000 0.011443412605 Long DBT CORP US N 2 2031-04-01 Fixed 3.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGLE7 587228.67000000 PA USD 512478.02000000 0.045199797403 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431109 11808.00000000 NS USD 2853993.60000000 0.251717981019 Long EC CORP US N 1 N N N Hyatt Hotels Corp T27JQIMTYSH41TCD5186 448579102 23264.00000000 NS USD 1719442.24000000 0.151652242364 Long EC CORP US N 1 N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBE2 425000.00000000 PA USD 406829.01000000 0.035881712214 Long DBT CORP US N 2 2027-05-15 Fixed 3.49000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DW5 220000.00000000 PA USD 182337.18000000 0.016081867462 Long DBT NUSS CL N 2 2052-01-31 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F032674 125000.00000000 PA USD 120205.08000000 0.010601908864 Long ABS-MBS USGSE US N 2 2052-07-15 Fixed 3.50000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBF9 155000.00000000 PA USD 141375.99000000 0.012469151566 Long DBT CORP US N 2 2054-10-15 Fixed 4.95000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BA7 60000.00000000 PA USD 52180.36000000 0.004602229965 Long DBT CORP US N 2 2045-02-09 Fixed 3.45000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VBJ5 225000.00000000 PA USD 224191.27000000 0.019773335808 Long DBT CORP US N 2 2024-08-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379XH52 237405.43000000 PA USD 11168.07000000 0.000985007125 Long ABS-MBS USGA US N 2 2029-05-20 Fixed 4.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761J3R8 180000.00000000 PA USD 171710.17000000 0.015144581022 Long DBT CORP US N 2 2026-07-27 Fixed 3.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418XDE5 5761.17000000 PA USD 5890.30000000 0.000519515679 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PNN5 523910.75000000 PA USD 482202.11000000 0.042529507274 Long ABS-MBS USGSE US N 2 2059-08-25 Fixed 2.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 5493007OD9MH69ES1S63 95000HBF8 890000.00000000 PA USD 846775.10000000 0.074684301516 Long ABS-MBS CORP US N 2 2049-10-15 Fixed 2.94200000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AG2 720000.00000000 PA USD 567900.00000000 0.050087933421 Long DBT CORP US N 2 2030-07-15 Fixed 4.37500000 N N N N N N OZLM Ltd N/A 67108WBE8 277296.33000000 PA USD 274040.59000000 0.024169971520 Long ABS-CBDO CORP KY N 2 2029-07-17 Floating 2.05400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WQA9 2036828.78000000 PA USD 1871115.89000000 0.165029632191 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N NBC Global Finance Limited 549300KWU8YQOYSK5Y64 000000000 2010000.00000000 PA USD 2010000.00000000 0.177279003656 Long RA CORP US N 2 Repurchase Y 1.74000000 2022-07-07 21043.12000000 USD 2234679.60000000 USD EQT N N GSR Mortgage Loan Trust N/A 3622MPBG2 451317.31000000 PA USD 132307.60000000 0.011669333086 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.92400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAXY5 353960.32000000 PA USD 363990.43000000 0.032103413318 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WNE4 613460.46000000 PA USD 563590.84000000 0.049707871932 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466CAC0 735000.00000000 PA USD 685431.60000000 0.060454045334 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCY5 30000.00000000 PA USD 24656.81000000 0.002174693885 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMN9 251000.00000000 PA USD 193853.01000000 0.017097546501 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3E9 445000.00000000 PA USD 354952.12000000 0.031306247850 Long DBT CORP US N 2 2031-10-04 Fixed 2.64600000 N N N N N N Alnylam Pharmaceuticals Inc 529900S3ZI14OWRJII50 02043Q107 2275.00000000 NS USD 331808.75000000 0.029265037116 Long EC CORP US N 1 N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAW4 55000.00000000 PA USD 54680.29000000 0.004822720065 Long DBT CORP US N 2 2033-03-15 Fixed 4.60000000 N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCB9 335000.00000000 PA USD 314223.30000000 0.027714026641 Long DBT CORP US N 2 2025-07-15 Fixed 3.30000000 N N N N N N Cabot Corp K05C0SER542GQ6VLRO68 127055101 45069.00000000 NS USD 2874951.51000000 0.253566437439 Long EC CORP US N 1 N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAB1 390000.00000000 PA USD 314535.00000000 0.027741518116 Long DBT CORP KY N 2 2028-11-29 Fixed 6.25000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCT0 345000.00000000 PA USD 338774.97000000 0.029879447336 Long DBT CORP US N 2 2033-05-10 Fixed 5.26800000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 900000.00000000 PA USD 900000.00000000 0.079378658353 Long RA CORP US N 2 Repurchase Y 1.67000000 2022-07-07 10934.00000000 USD 1000643.25000000 USD EQT N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAM8 525000.00000000 PA USD 491060.16000000 0.043310774079 Long DBT CORP US N 2 2029-01-23 Fixed 3.50900000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X0Z76 504905.70000000 PA USD 502320.51000000 0.044303920163 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 3.00000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442RAB7 320000.00000000 PA USD 297273.68000000 0.026219095424 Long DBT CORP US N 2 2044-03-30 Fixed 4.37500000 N N N N N N CREDIT AGRICOLE CIB, NY N/A 000000000 2000000.00000000 PA USD 2000000.00000000 0.176397018563 Long STIV CORP US N 2 2022-07-01 Fixed 1.56000000 N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJW0 580000.00000000 PA USD 454782.80000000 0.040111165007 Long DBT CORP US N 2 2042-04-22 Fixed 3.31100000 N N N N N N Residential Accredit Loans, Inc. N/A 761118PY8 133824.74000000 PA USD 119788.89000000 0.010565201526 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 6.00000000 N N N N N N LUNDIN ENERGY FI 549300JSNI1KL271GM17 55037AAA6 200000.00000000 PA USD 178633.19000000 0.015755181066 Long DBT CORP NL N 2 2026-07-15 Fixed 2.00000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BG8 455000.00000000 PA USD 436769.45000000 0.038522414389 Long DBT CORP US N 2 2024-11-01 Fixed 2.70000000 N N N N N N UMBS, TBA N/A 01F012676 2125000.00000000 PA USD 1763417.97000000 0.155530836194 Long ABS-MBS USGSE US N 2 2052-07-15 Fixed 1.50000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040Q104 47249.00000000 NS USD 3890955.15000000 0.343176443912 Long EC US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJVM9 5400.59000000 PA USD 5144.60000000 0.000453746050 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 3.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GS6 315000.00000000 PA USD 279119.45000000 0.024617919401 Long DBT CORP US N 2 2029-08-01 Fixed 2.85000000 N N N N N N Sprint Corp 549300ZTTY7CXOLJ6539 85207UAH8 100000.00000000 PA USD 102625.00000000 0.009051372015 Long DBT CORP US N 2 2024-06-15 Fixed 7.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379QFZ3 13894.86000000 PA USD 558.40000000 0.000049250047 Long ABS-MBS USGA US N 2 2026-12-16 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AXP33 188976.09000000 PA USD 39417.63000000 0.003476576205 Long ABS-MBS USGSE US N 2 2047-09-25 Fixed 6.00000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829NAA2 350370.19000000 PA USD 339740.06000000 0.029964566835 Long ABS-MBS CORP US N 2 2057-05-25 Variable 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378MSZ9 63193.72000000 PA USD 3405.99000000 0.000300403240 Long ABS-MBS USGA US N 2 2027-03-20 Fixed 3.50000000 N N N N N N CPT MORTGAGE TRUST N/A 12654YAA7 585000.00000000 PA USD 510816.79000000 0.045053279394 Long ABS-MBS CORP US N 2 2039-11-13 Fixed 2.86500000 N N N N N N COMM Mortgage Trust 549300YJIXJB9DCDOI21 12626BAD6 175000.00000000 PA USD 174790.16000000 0.015416231549 Long ABS-MBS CORP US N 2 2046-08-10 Variable 4.21000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGVA9 11887.38000000 PA USD 12513.74000000 0.001103693213 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 5.00000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17323VBF1 3777336.14000000 PA USD 86712.91000000 0.007647949397 Long ABS-MBS CORP US N 2 2048-04-10 Variable 1.15800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P76P3 253803.95000000 PA USD 254045.44000000 0.022406429097 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AKXK4 205203.42000000 PA USD 10010.42000000 0.000882904121 Long ABS-MBS USGSE US N 2 2044-08-25 Variable 1.34300000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAB3 410000.00000000 PA USD 390324.03000000 0.034425997582 Long DBT CORP US N 2 2031-01-15 Fixed 4.95000000 N N N N N N Bumble Inc N/A 12047B105 129976.00000000 NS USD 3658824.40000000 0.322702857804 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ASAD8 351509.34000000 PA USD 67590.04000000 0.005961340770 Long ABS-MBS USGSE US N 2 2043-12-25 Fixed 5.00000000 N N N N N N Republic of Senegal 549300NP14ZLQGWIUZ97 000000000 245000.00000000 PA 207914.33000000 0.018337733964 Long DBT NUSS SN Y 2 2028-03-13 Fixed 4.75000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 1320000.00000000 PA 1054947.04000000 0.093044756299 Long DBT NUSS HU Y 2 2032-04-28 Fixed 1.62500000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69360FAA3 574942.60000000 PA USD 535861.05000000 0.047262145792 Long ABS-MBS CORP US N 2 2026-07-25 Variable 1.79300000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CJ3 795000.00000000 PA USD 734521.06000000 0.064783662528 Long DBT CORP US N 2 2052-04-13 Fixed 3.95000000 N N N N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 92532F100 10018.00000000 NS USD 2822972.22000000 0.248981941548 Long EC CORP US N 1 N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207105 148240.00000000 NS USD 9204221.60000000 0.811798624219 Long EC CORP US N 1 N N N Okta Inc 549300N8J06I8MRHU620 679295105 2982.00000000 NS USD 269572.80000000 0.023775919102 Long EC CORP US N 1 N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 74839XAF6 122187.50000000 PA USD 115199.84000000 0.010160454157 Long LON CORP US N 2 2027-02-01 Floating 4.29100000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F82T9 962844.32000000 PA USD 56047.46000000 0.004943302421 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 0.97300000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 215000.00000000 PA USD 172316.10000000 0.015198023145 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBD8 32000.00000000 PA USD 28800.00000000 0.002540117067 Long DBT CORP AU N 2 2030-04-15 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371G2B5 16412.48000000 PA USD 17046.79000000 0.001503501466 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 5.50000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BT8 175000.00000000 PA USD 177194.44000000 0.015628285461 Long DBT CORP US N 2 2040-05-01 Fixed 5.15000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 296000.00000000 PA USD 217411.04000000 0.019175329629 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 15000.00000000 PA USD 14156.25000000 0.001248560147 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SGL5 89183.07000000 PA USD 87912.29000000 0.007753732925 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 55903VAQ6 1460000.00000000 PA USD 1225451.00000000 0.108082951397 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BH1 165000.00000000 PA USD 139270.19000000 0.012283423145 Long DBT CORP US N 2 2038-02-01 Fixed 3.80000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128287D6 683668.15000000 PA USD 662904.40000000 0.058467179876 Long DBT UST US N 2 2029-07-15 Fixed 0.25000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DV7 200000.00000000 PA USD 177808.78000000 0.015682469333 Long DBT NUSS CL N 2 2034-01-31 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AAF59 277911.83000000 PA USD 255792.88000000 0.022560550700 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WXGZ4 26461.69000000 PA USD 26004.56000000 0.002293563426 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 7941.00000000 NS USD 4078735.83000000 0.359738419960 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQKA9 191727.29000000 PA USD 193790.10000000 0.017091997933 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 4.00000000 N N N N N N Exact Sciences Corp 549300VM3X1FYD4N9Z14 30063P105 6548.00000000 NS USD 257925.72000000 0.022748664009 Long EC CORP US N 1 N N COMM Mortgage Trust 549300NGGFIEJ2ER3D22 12625KAE5 260000.00000000 PA USD 258915.54000000 0.022835964657 Long ABS-MBS CORP US N 2 2046-06-10 Variable 3.61200000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 660000.00000000 PA USD 533713.16000000 0.047072705096 Long DBT CORP US N 2 2032-07-21 Fixed 2.38300000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362UAD6 65000.00000000 PA USD 54354.95000000 0.004794025562 Long DBT CORP US N 2 2029-05-01 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417FY44 65557.82000000 PA USD 62632.68000000 0.005524109008 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A6DE1 12765.50000000 PA USD 1291.11000000 0.000113873977 Long ABS-MBS USGSE US N 2 2042-05-25 Variable 5.52100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KXXW1 394632.20000000 PA USD 345868.00000000 0.030505042008 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Chicago Transit Authority Sales Tax Receipts Fund N/A 16772PCX2 170000.00000000 PA USD 156149.42000000 0.013772146069 Long DBT MUN US N 2 2040-12-01 Fixed 3.91200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMV68 216356.70000000 PA USD 202155.89000000 0.017829848140 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172109 82349.00000000 NS USD 8131140.26000000 0.717154449693 Long EC CORP US N 1 N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAB2 660000.00000000 PA USD 598290.00000000 0.052768286118 Long DBT CORP ID N 2 2032-04-14 Fixed 5.31500000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 682051AJ6 665000.00000000 PA USD 572099.50000000 0.050458323060 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N Medline Borrower, LP 254900QT3R363TVK6F09 58503UAC7 219450.00000000 PA USD 203931.81000000 0.017986481637 Long LON CORP US N 2 2028-10-23 Floating 4.91600000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579BM9 39639.59000000 PA USD 35483.45000000 0.003129587394 Long ABS-MBS CORP US N 2 2034-09-25 Floating 1.92400000 N N N N N N Fleetcor Technologies Operating Company, LLC 549300FKKKZCXLK48427 33903RAY5 198249.62000000 PA USD 191328.53000000 0.016874891129 Long LON CORP US N 2 2028-04-28 Floating 3.41600000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3G4 735000.00000000 PA USD 624210.88000000 0.055054469093 Long DBT CORP US N 2 2029-01-07 Fixed 2.71700000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAA7 780000.00000000 PA USD 715026.00000000 0.063064227297 Long DBT CORP US N 2 2028-07-15 Fixed 4.62500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397UKE8 97498.24000000 PA USD 79661.21000000 0.007025999969 Long ABS-MBS USGSE US N 2 2041-06-25 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382E5F0 797312.98000000 PA USD 48789.49000000 0.004303160286 Long ABS-MBS USGA US N 2 2035-05-20 Fixed 3.00000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 110000.00000000 PA USD 102681.70000000 0.009056372870 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N UMBS, TBA N/A 01F012478 1976000.00000000 PA USD 1796770.63000000 0.158472491087 Long ABS-MBS USGSE US N 2 2037-07-15 Fixed 1.50000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AN7 1290000.00000000 PA USD 1180350.00000000 0.104105110430 Long DBT CORP US N 2 2027-07-15 Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ADEM7 487435.65000000 PA USD 465234.95000000 0.041033029055 Long ABS-MBS USGSE US N 2 2043-04-25 Fixed 3.00000000 N Y N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAH0 550000.00000000 PA USD 495000.00000000 0.043658262094 Long DBT CORP US N 2 2029-05-15 Fixed 5.12500000 N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAQ6 280000.00000000 PA USD 245422.80000000 0.021645925103 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GQQ2 107596.86000000 PA USD 102806.79000000 0.009067405622 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Verus Securitization Trust N/A 92538FAA2 268776.03000000 PA USD 242950.47000000 0.021427869283 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.03100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L83D7 308458.04000000 PA USD 301882.39000000 0.026625576776 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9PN4 69453.59000000 PA USD 71506.72000000 0.006306786107 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 31000.00000000 PA USD 23540.85000000 0.002076267877 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585A102 36928.00000000 NS USD 3035850.88000000 0.267757522018 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXHP0 375801.98000000 PA USD 375673.74000000 0.033133863844 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GMF0 35862.84000000 PA USD 35243.29000000 0.003108405640 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AE3 120000.00000000 PA USD 109994.46000000 0.009701347401 Long DBT CORP US N 2 2027-12-15 Fixed 4.62500000 N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFD1 30000.00000000 PA USD 25925.39000000 0.002286580750 Long DBT CORP US N 2 2050-03-22 Fixed 4.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCB9 225000.00000000 PA USD 159181.83000000 0.014039600110 Long DBT CORP US N 2 2061-03-25 Fixed 4.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGYT0 144619.05000000 PA USD 126037.89000000 0.011116354011 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W7G81 15530.79000000 PA USD 15231.88000000 0.001343429109 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573HAA8 203033.90000000 PA USD 193242.67000000 0.017043715423 Long ABS-MBS CORP US N 2 2065-05-25 Variable 0.94300000 N N N N N N Bank N/A 06541ABG4 565000.00000000 PA USD 473422.54000000 0.041755162288 Long ABS-MBS CORP US N 2 2054-02-15 Fixed 2.03600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M2CY6 286611.79000000 PA USD 259407.94000000 0.022879393603 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N SFAVE Commercial Mortgage Securities Trust 549300FIGODFFTOAAU64 78413MAA6 150000.00000000 PA USD 121495.25000000 0.010715699934 Long ABS-MBS CORP US N 2 2043-01-05 Variable 3.87200000 N N N N N N Hostess Brands, LLC 549300SW7FLS4O41LD19 44108HAJ0 104049.86000000 PA USD 100050.39000000 0.008824295251 Long LON CORP US N 2 2025-08-03 Floating 3.91600000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BN3 85000.00000000 PA USD 72664.80000000 0.006408927037 Long DBT CORP US N 2 2030-07-15 Fixed 4.00000000 N N N N N N MFRA TRUST N/A 55283WAA9 360069.08000000 PA USD 326381.05000000 0.028786322067 Long ABS-MBS CORP US N 2 2064-11-25 Variable 1.02900000 N N N N N N CSAIL Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 12634NAV0 10999387.50000000 PA USD 177859.00000000 0.015686898662 Long ABS-MBS CORP US N 2 2057-06-15 Variable 0.86300000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 200000.00000000 PA USD 156124.02000000 0.013769905827 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KYEH3 440202.41000000 PA USD 383575.61000000 0.033830796998 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 2600000.00000000 PA USD 2600000.00000000 0.229316124132 Long RA CORP US N 2 Repurchase Y 1.50000000 2022-07-01 2702864.32000000 USD 2652994.51000000 USD UST N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBL3 470000.00000000 PA USD 444651.25000000 0.039217577400 Long DBT CORP US N 2 2030-04-06 Fixed 3.63300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36183RD91 202277.89000000 PA USD 191963.17000000 0.016930865431 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BPXD6 81269.51000000 PA USD 86828.77000000 0.007658168076 Long ABS-MBS USGSE US N 2 2046-06-15 Fixed 5.50000000 N N N N N N Genmab A/S 529900MTJPDPE4MHJ122 372303206 12223.00000000 NS USD 397125.27000000 0.035025856812 Long EC CORP DK N 1 N N JetBlue Airways Corp 54930070J9H97ZO93T57 477143101 233227.00000000 NS USD 1952109.99000000 0.172173191072 Long EC CORP US N 1 N N N Schlumberger NV 213800ZUA17OK3QLGM62 806857108 73093.00000000 NS USD 2613805.68000000 0.230533764528 Long EC CORP CW N 1 N N N NMLT Trust N/A 62923JAA0 930260.78000000 PA USD 835263.57000000 0.073669001731 Long ABS-MBS CORP US N 2 2056-05-25 Variable 1.18500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M5VP1 67237.09000000 PA USD 67954.69000000 0.005993502356 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B0Q64 72664.28000000 PA USD 3293.41000000 0.000290473852 Long ABS-MBS USGSE US N 2 2028-03-15 Fixed 4.00000000 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAJ3 885000.00000000 PA USD 828941.66000000 0.073111418693 Long DBT CORP US N 2 2024-08-01 Fixed 1.55000000 N N N N N N Wells Fargo Commercial Mortgage Trust 5493002S7XBI8CVRR075 94989HAZ3 2723608.21000000 PA USD 62760.65000000 0.005535395771 Long ABS-MBS CORP US N 2 2048-05-15 Variable 1.21400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X55F0 22743.67000000 PA USD 23394.58000000 0.002063367081 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418NYJ3 7783.90000000 PA USD 7958.37000000 0.000701916370 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 122472.77000000 0.010801915741 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 10470000.00000000 BRL 2079072.26000000 USD 2022-09-21 122472.77000000 N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAB8 623000.00000000 PA USD 558993.95000000 0.049302433087 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W7GC2 204944.00000000 PA USD 195926.50000000 0.017280425228 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017DD8 345000.00000000 PA USD 345722.52000000 0.030492210889 Long DBT CORP US N 2 2025-08-16 Fixed 3.95000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 155000.00000000 PA USD 136803.00000000 0.012065820665 Long DBT CORP IL Y 2 2026-03-30 Fixed 4.87500000 N N N N N N agilon health Inc N/A 00857U107 110691.00000000 NS USD 2416384.53000000 0.213121513397 Long EC CORP US N 1 N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CH6 5000.00000000 PA USD 4550.00000000 0.000401303217 Long DBT CORP US N 2 2026-04-15 Fixed 3.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307DH58 204288.88000000 PA USD 203052.62000000 0.017908938389 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 3.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 1445000.00000000 PA USD 1152981.66000000 0.101691263641 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873AAA6 572161.89000000 PA USD 543447.20000000 0.047931232913 Long ABS-MBS CORP US N 2 2051-02-27 Variable 2.24000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BMM5 147226.53000000 PA USD 144328.22000000 0.012729533851 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KP7D9 1528829.09000000 PA USD 1333089.29000000 0.117576488117 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N ENERGO PRO AS 315700IQCL9IX158RO36 000000000 645000.00000000 PA USD 609615.30000000 0.053767160695 Long DBT CORP CZ N 2 2027-02-04 Fixed 8.50000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CF9 158000.00000000 PA USD 122469.76000000 0.010801650264 Long DBT CORP US N 2 2062-03-17 Fixed 3.04100000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAB9 335000.00000000 PA USD 297365.84000000 0.026227223799 Long DBT CORP US N 2 2027-05-04 Fixed 1.59300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AZ68 802894.86000000 PA USD 760669.58000000 0.067089923012 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380KPS8 309153.68000000 PA USD 62388.11000000 0.005502538298 Long ABS-MBS USGA US N 2 2043-12-20 Fixed 5.00000000 N N N N N N Soundview Home Equity Loan Trust N/A 83612HAD0 424143.69000000 PA USD 398847.29000000 0.035177736409 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.12400000 N N N N N N CSAIL Commercial Mortgage Trust 549300C2HE5FJAWYZL57 12636MAG3 1511418.81000000 PA USD 83610.33000000 0.007374306466 Long ABS-MBS CORP US N 2 2049-01-15 Variable 2.02900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DWR9 228374.97000000 PA USD 199154.48000000 0.017565128252 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GFP6 128323.35000000 PA USD 122623.93000000 0.010815247828 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498106 15649.00000000 NS USD 1076181.73000000 0.094917624302 Long EC CORP US N 1 N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WHL60 11646.76000000 PA USD 11027.40000000 0.000972600241 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N MAJORDRIVE HOLDINGS IV LLC N/A 56085UAB9 99000.00000000 PA USD 89677.47000000 0.007909419170 Long LON CORP US N 2 2028-06-01 Floating 5.62500000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KC0 155000.00000000 PA USD 134530.46000000 0.011865386025 Long DBT CORP US N 2 2032-03-01 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6GM3 461319.88000000 PA USD 462778.60000000 0.040816382647 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAA1 200000.00000000 PA USD 186944.97000000 0.016488267671 Long DBT CORP US N 2 2026-09-23 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKP28 2016678.42000000 PA USD 1817537.38000000 0.160304087480 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RK6 6480000.00000000 PA USD 5495850.00000000 0.484725777236 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B16D9 145573.41000000 PA USD 8349.13000000 0.000736380819 Long ABS-MBS USGSE US N 2 2028-03-15 Fixed 3.00000000 N N N N N N XEROX HOLDINGS CORP 5493000Y33XDVO2CXC18 98421MAB2 90000.00000000 PA USD 75246.14000000 0.006636597377 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAB9 265000.00000000 PA USD 235196.18000000 0.020743952464 Long DBT CORP US N 2 2029-09-23 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RU4 1200000.00000000 PA USD 1094062.50000000 0.096494681561 Long DBT UST US N 2 2046-11-15 Fixed 2.87500000 N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 126858.09000000 OU Notional Amount USD 0.00000000 0.000000 N/A DCR US N 3 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 PrimeX.ARM.2 7B579YAB1 Y sell protection 2037-12-25 3559.77000000 USD 0.00000000 USD 126858.09000000 USD -3559.77000000 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDH1 460000.00000000 PA USD 403172.05000000 0.035559173794 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGCK3 193023.21000000 PA USD 181779.17000000 0.016032651812 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AJUU6 333350.63000000 PA USD 337197.03000000 0.029740275380 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 4.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617GGRM9 60836.03000000 PA USD 61059.01000000 0.005385313660 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N Aclaris Therapeutics Inc 5493000B2LQ9QTW1DF52 00461U105 9585.00000000 NS USD 133806.60000000 0.011801542652 Long EC CORP US N 1 N N N Countrywide Alternative Loan Trust N/A 12668APP4 365114.09000000 PA USD 235829.93000000 0.020799848270 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBQ0 504000.00000000 PA USD 408244.22000000 0.036006531626 Long DBT CORP US N 2 2042-07-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHBE6 480109.45000000 PA USD 433854.37000000 0.038265308679 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829GAA7 337165.76000000 PA USD 326551.71000000 0.028801374025 Long ABS-MBS CORP US N 2 2035-11-26 Variable 3.75000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAP4 170000.00000000 PA USD 143908.40000000 0.012692506353 Long DBT CORP CA N 2 2029-02-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GBB1 32570.45000000 PA USD 31119.78000000 0.002744718205 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CM9 340000.00000000 PA USD 298583.11000000 0.026334585198 Long DBT CORP GB N 2 2027-05-24 Fixed 1.58900000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 310000.00000000 PA USD 292125.40000000 0.025765024803 Long DBT US N 2 2032-05-15 Fixed 5.12500000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBB9 255000.00000000 PA USD 232026.77000000 0.020464415227 Long DBT CORP US N 2 2029-03-01 Fixed 2.70000000 N N N N N N CLECO CORPORATE HOLDINGS 5493002H80P81B3HXL31 18551PAE9 255000.00000000 PA USD 227520.97000000 0.020067010384 Long DBT CORP US N 2 2029-09-15 Fixed 3.37500000 N N N N N N Credit Suisse Mortgage Trust N/A 22946DAA0 460669.95000000 PA USD 399153.33000000 0.035204728680 Long ABS-MBS CORP US N 2 2066-05-25 Variable 0.93800000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2381.14000000 0.000210012998 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 599333.68000000 EUR 631439.39000000 USD 2022-07-29 2381.14000000 N N N MASTR Adjustable Rate Mortgages Trust N/A 576433UM6 39392.37000000 PA USD 37502.92000000 0.003307701637 Long ABS-MBS CORP US N 2 2034-11-21 Variable 3.05200000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 71360HAB3 106657.37000000 PA USD 100457.91000000 0.008860237907 Long LON CORP US N 2 2028-02-01 Floating 5.41600000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KD8 115000.00000000 PA USD 94720.49000000 0.008354206016 Long DBT CORP US N 2 2052-03-01 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6GA3 332493.60000000 PA USD 325192.75000000 0.028681515779 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.50000000 N N N N N N OVINTIV INC N/A 292505AD6 85000.00000000 PA USD 88717.33000000 0.007824736253 Long DBT CORP US N 2 2034-08-15 Fixed 6.50000000 N N N N N N Bear Stearns Mortgage Funding Trust N/A 07400HAA1 81837.63000000 PA USD 70010.46000000 0.006174818206 Long ABS-MBS CORP US N 2 2036-10-25 Floating 1.80400000 N N N N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498AS5 1060000.00000000 PA USD 1051716.10000000 0.092759792207 Long DBT CORP US N 2 2023-11-15 Fixed 4.00000000 N N N N N N COMM Mortgage Trust N/A 12624XAD0 145000.00000000 PA USD 144293.47000000 0.012726468953 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 3.10100000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322VAY2 3125150.03000000 PA USD 48718.90000000 0.004296934353 Long ABS-MBS CORP US N 2 2047-07-10 Variable 1.05800000 N N N N N N Morgan Stanley BAML Trust N/A 61763BAT1 160061.17000000 PA USD 157972.26000000 0.013932917839 Long ABS-MBS CORP US N 2 2046-11-15 Fixed 3.76600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7K40 215627.29000000 PA USD 210572.65000000 0.018572193825 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAF4 755000.00000000 PA USD 654441.69000000 0.057720781469 Long DBT CORP US N 2 2028-03-08 Fixed 1.80000000 N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1498.42000000 -0.00013215841 N/A DFE MX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 185314.37000000 USD 3750000.00000000 MXN 2022-09-21 -1498.42000000 N N N Countrywide Alternative Loan Trust N/A 12668AZX6 81478.89000000 PA USD 70391.51000000 0.006208426248 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.42400000 N N N N N N GS Mortgage Securities Trust N/A 36252WAE8 465000.00000000 PA USD 280414.86000000 0.024732172632 Long ABS-MBS CORP US N 2 2047-04-10 Variable 5.16800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A9T64 253252.64000000 PA USD 251013.36000000 0.022139004161 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.00000000 N N N N N N Teradyne Inc C3X4YJ278QNZHRJULN75 880770102 32990.00000000 NS USD 2954254.50000000 0.260560842939 Long EC CORP US N 1 N N UMBS, TBA N/A 01F030678 5285000.00000000 PA USD 4921243.39000000 0.434046330811 Long ABS-MBS USGSE US N 2 2052-07-15 Fixed 3.00000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BB9 200000.00000000 PA USD 156830.62000000 0.013832226893 Long DBT NUSS PA N 2 2053-04-29 Fixed 4.30000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AQ2 195000.00000000 PA USD 168173.58000000 0.014832659056 Long DBT US N 2 2031-01-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241K4Z8 341353.48000000 PA USD 361598.66000000 0.031892462770 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XAP9 84002.49000000 PA USD 86373.65000000 0.007618027171 Long ABS-MBS USGSE US N 2 2024-11-25 Floating 6.52400000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 265000.00000000 PA USD 262470.99000000 0.023149550047 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N Towd Point Mortgage Trust N/A 89173UAA5 385268.71000000 PA USD 375565.56000000 0.033124322529 Long ABS-O CORP US N 2 2057-06-25 Variable 2.75000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162VAF5 6094536.29000000 PA USD 349603.93000000 0.030834545465 Long ABS-MBS CORP US N 2 2062-03-15 Variable 1.38600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419FVT0 306497.43000000 PA USD 309972.23000000 0.027339088604 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 10000.00000000 PA USD 7689.08000000 0.000678165393 Long DBT CORP US N 2 2033-02-15 Fixed 2.60000000 N N N N N N ICE Futures Europe - Financial Products Division N/A 000000000 -39.00000000 NC 68195.41000000 0.006014733501 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short Long Gilt Future G U2 Comdty 2022-09-28 -4501241.85000000 GBP 68195.41000000 N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBW4 900000.00000000 PA USD 799907.77000000 0.070550672876 Long DBT CORP US N 2 2032-03-16 Fixed 4.74200000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CE0 180000.00000000 PA USD 169990.43000000 0.014992902518 Long DBT CORP US N 2 2048-11-01 Fixed 5.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RT7 910000.00000000 PA USD 733758.59000000 0.064716413810 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ANMB0 116126.82000000 PA USD 9577.66000000 0.000844735334 Long ABS-MBS USGSE US N 2 2030-05-25 Fixed 3.50000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AJ8 650000.00000000 PA USD 649907.15000000 0.057320841801 Long DBT CORP US N 2 2023-06-15 Fixed 3.85000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAE0 442174.50000000 PA USD 360672.56000000 0.031810782130 Long DBT CORP JE N 2 2040-09-30 Fixed 2.94000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAD2 509255.80000000 PA USD 432678.15000000 0.038161567828 Long DBT CORP JE N 2 2034-03-31 Fixed 2.16000000 N N N N N N Bain Capital Credit CLO, Limited N/A 05683HAN5 1325000.00000000 PA USD 1281399.55000000 0.113017530104 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 2.36400000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBE8 2000.00000000 PA USD 1955.42000000 0.000172465129 Long DBT CORP US N 2 2025-06-15 Fixed 3.95000000 N N N N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846U101 31157.00000000 NS USD 3700516.89000000 0.326380073270 Long EC CORP US N 1 N N N HashiCorp Inc N/A 418100103 27482.00000000 NS USD 809070.08000000 0.071358774960 Long EC CORP US N 1 N N INVEST ENERGY RES LTD 254900A71Y7WHN7L5K89 46143NAB6 200000.00000000 PA USD 169016.82000000 0.014907031567 Long DBT CORP BM N 2 2029-04-26 Fixed 6.25000000 N N N N N N Verus Securitization Trust N/A 92538GAA0 604017.54000000 PA USD 543759.48000000 0.047958775543 Long ABS-MBS CORP US N 2 2066-11-25 Variable 1.82400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042679 4610000.00000000 PA USD 4677709.38000000 0.412566994169 Long ABS-MBS USGA US N 2 2052-07-21 Fixed 4.50000000 N N N N N N GCAT N/A 36167YAA6 453092.19000000 PA USD 430840.61000000 0.037999499540 Long ABS-MBS CORP US N 2 2066-08-25 Variable 1.91500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ARE46 163149.43000000 PA USD 145777.00000000 0.012857314087 Long ABS-MBS USGSE US N 2 2046-04-25 Fixed 3.50000000 N Y N N N N LSTAR Securities Investment Ltd N/A 54912JAA0 497254.14000000 PA USD 487176.79000000 0.042968266634 Long ABS-MBS CORP US N 2 2024-05-01 Floating 4.56200000 N N N N N N UMBS, TBA N/A 01F022675 22708000.00000000 PA USD 20417685.43000000 1.800809417911 Long ABS-MBS USGSE US N 2 2052-07-15 Fixed 2.50000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XBF0 67386.60000000 PA USD 70351.70000000 0.006204915065 Long ABS-MBS USGSE US N 2 2028-04-25 Floating 7.32400000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AU2 250000.00000000 PA USD 198948.12000000 0.017546927608 Long DBT CORP CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAD9 20000.00000000 PA USD 19809.40000000 0.001747159549 Long DBT CORP US N 2 2023-03-15 Fixed 3.87500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJEV9 111399.83000000 PA USD 105610.41000000 0.009314680726 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 67971.00000000 NS USD 3757436.88000000 0.331400331536 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810SC3 2465000.00000000 PA USD 2385561.53000000 0.210402970746 Long DBT UST US N 2 2048-05-15 Fixed 3.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UV82 330867.88000000 PA USD 323645.86000000 0.028545082387 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XHBF7 69394.13000000 PA USD 71449.09000000 0.006301703227 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.50000000 N N N N N N AON CORP/AON GLOBAL HOLD N/A 03740LAE2 160000.00000000 PA USD 130864.68000000 0.011542069693 Long DBT CORP US N 2 2052-02-28 Fixed 3.90000000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AR5 220000.00000000 PA USD 218463.78000000 0.019268179728 Long DBT CORP US N 2 2027-09-15 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396ULP3 60467.83000000 PA USD 64571.11000000 0.005695075644 Long ABS-MBS USGSE US N 2 2036-07-15 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCS8 8375000.00000000 PA USD 7209697.31000000 0.635884555115 Long DBT UST US N 2 2031-08-15 Fixed 1.25000000 N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAH3 30000.00000000 PA USD 27894.01000000 0.002460210099 Long DBT CORP US N 2 2027-07-01 Fixed 6.50000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AZ7 715000.00000000 PA USD 703087.24000000 0.062011246463 Long DBT CORP US N 2 2023-09-01 Fixed 2.67000000 N N N N N N Wingstop Funding LLC N/A 974153AB4 164175.00000000 PA USD 145854.71000000 0.012864167993 Long ABS-O CORP US N 2 2050-12-05 Fixed 2.84100000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 3935000.00000000 OU Notional Amount USD 394554.58000000 0.034799125786 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.EM.S35 2I65BZEC2 Y buy protection 2027-06-20 225546.35000000 USD 0.00000000 USD 3935000.00000000 USD 169008.23000000 N N N Onslow Bay Financial LLC N/A 67114VAA1 1072911.72000000 PA USD 935202.43000000 0.082483460202 Long ABS-MBS CORP US N 2 2061-11-25 Variable 2.30500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QVVE8 91349.34000000 PA USD 92079.77000000 0.008121298449 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61762XAU1 115000.00000000 PA USD 114451.37000000 0.010094440219 Long ABS-MBS CORP US N 2 2046-10-15 Variable 4.25900000 N N N N N N Morgan Stanley BAML Trust N/A 61690VBA5 754002.10000000 PA USD 16343.90000000 0.001441507615 Long ABS-MBS CORP US N 2 2048-10-15 Variable 1.12400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HPEN0 76405.71000000 PA USD 75154.65000000 0.006628528095 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Bank N/A 06540YAN9 4993789.56000000 PA USD 536488.80000000 0.047317512406 Long ABS-MBS CORP US N 2 2063-03-15 Variable 1.89700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132Y2HF6 43317.22000000 PA USD 43396.65000000 0.003827519837 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N NORTH MACEDONIA 635400RD1N6RVNCE4958 000000000 425000.00000000 PA 402007.77000000 0.035456486033 Long DBT NUSS MK Y 2 2025-01-18 Fixed 2.75000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AD8 740000.00000000 PA USD 622821.00000000 0.054931883749 Long DBT CORP CA N 2 2029-12-01 Fixed 3.87500000 N N N N N N Linde PLC 8945002PAZHZLBGKGF02 000000000 18071.00000000 NS USD 5195954.63000000 0.458275452662 Long EC CORP IE N 1 N N N New Residential Mortgage Loan Trust N/A 64828EAA3 95227.25000000 PA USD 92060.87000000 0.008119631497 Long ABS-MBS CORP US N 2 2059-09-25 Variable 2.49200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ANHJ9 290390.81000000 PA USD 10431.59000000 0.000920050687 Long ABS-MBS USGSE US N 2 2055-04-25 Floating 1.24000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AFXT6 61189.28000000 PA USD 3049.06000000 0.000268922546 Long ABS-MBS USGSE US N 2 2028-06-25 Fixed 2.50000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAX2 40000.00000000 PA USD 39111.20000000 0.003449549536 Long DBT CORP US N 2 2052-06-15 Fixed 4.95000000 N N N N N N Chubb Ltd E0JAN6VLUDI1HITHT809 000000000 25657.00000000 NS USD 5043653.06000000 0.444842681226 Long EC CORP CH N 1 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FREK3 2486251.71000000 PA USD 167702.65000000 0.014791123732 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 1.24500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GFB22 211116.92000000 PA USD 222176.97000000 0.019595677550 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AP3 340000.00000000 PA USD 336474.48000000 0.029676547547 Long DBT CORP CH N 2 2028-05-12 Fixed 4.75100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMYL3 323121.61000000 PA USD 291129.67000000 0.025677202901 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 101205.00000000 NS USD 6437650.05000000 0.567791137688 Long EC CORP US N 1 N N N Wells Fargo Commercial Mortgage Trust N/A 94988HAC5 25690.88000000 PA USD 25662.32000000 0.002263378368 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 2.91800000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 290000.00000000 PA USD 321152.35000000 0.028325158522 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAF4 50000.00000000 PA USD 40405.75000000 0.003563726916 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394GXJ7 28073.02000000 PA USD 29824.68000000 0.002630492315 Long ABS-MBS USGSE US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Towd Point Mortgage Trust N/A 89173HAA4 65137.25000000 PA USD 64718.34000000 0.005708061111 Long ABS-O CORP US N 2 2057-04-25 Variable 2.75000000 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 31944TAA8 585000.00000000 PA USD 505141.74000000 0.044552748444 Long DBT CORP US N 2 2030-01-01 Fixed 5.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H020675 1160000.00000000 PA USD 1029953.13000000 0.090840330696 Long ABS-MBS USGA US N 2 2052-07-21 Fixed 2.00000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475105 35826.00000000 NS USD 5652268.02000000 0.498521613425 Long EC CORP US N 1 N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 000000000 1100000.00000000 PA 632626.46000000 0.055796710704 Long DBT NUSS CL N 2 2051-01-22 Fixed 1.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M8VW0 115301.49000000 PA USD 116614.15000000 0.010285194191 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550108 17434.00000000 NS USD 3857272.50000000 0.340205684393 Long EC CORP US N 1 N N N MONDELEZ INTERNATIONAL 549300DV9GIB88LZ5P30 609207BB0 300000.00000000 PA USD 260852.75000000 0.023006823692 Long DBT CORP US N 2 2032-03-17 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLS2 88615.04000000 PA USD 87129.63000000 0.007684703480 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MABU2 260521.49000000 PA USD 263725.84000000 0.023260225947 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.00000000 N N N N N N COMM Mortgage Trust N/A 12630DAZ7 2586200.04000000 PA USD 17574.52000000 0.001550046465 Long ABS-MBS CORP US N 2 2047-02-10 Variable 0.67500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYN8 75000.00000000 PA USD 61802.78000000 0.005450913065 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N Chicago Board of Education 54930099NR6T9V7LVB43 167505KH8 325000.00000000 PA USD 329519.52000000 0.029063130443 Long DBT MUN US N 2 2039-12-01 Fixed 6.13800000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BR5 225000.00000000 PA USD 161450.39000000 0.014239683720 Long DBT NUSS CO N 2 2044-02-26 Fixed 5.62500000 N N N N N N MFRA Trust N/A 55282YAA6 815337.23000000 PA USD 784827.96000000 0.069220656114 Long ABS-O CORP US N 2 2060-03-25 Variable 2.36300000 N N N N N N COMM Mortgage Trust N/A 12624QAS2 289528.89000000 PA USD 168.82000000 0.000014889672 Long ABS-MBS CORP US N 2 2045-10-15 Variable 1.81600000 N N N N N N Verus Securitization Trust N/A 92538QAA8 1192783.49000000 PA USD 1071605.28000000 0.094513988234 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.82900000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAG7 115000.00000000 PA USD 102069.67000000 0.009002392736 Long DBT CORP US N 2 2027-01-15 Fixed 2.15000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 200000.00000000 PA USD 200000.00000000 0.017639701856 Long RA CORP US N 2 Repurchase Y 1.62000000 2022-07-01 2819.87000000 USD 222274.42000000 USD EQT N N New Residential Mortgage Loan Trust N/A 64828FCQ3 474305.39000000 PA USD 464361.48000000 0.040955990303 Long ABS-MBS CORP US N 2 2048-01-25 Floating 2.37400000 N N N N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 775109CD1 310000.00000000 PA USD 272228.90000000 0.024010183163 Long DBT CORP CA N 2 2052-03-15 Fixed 4.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FFLC3 131733.50000000 PA USD 129144.61000000 0.011390362083 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 460000.00000000 PA 345683.07000000 0.030488731457 Long DBT NUSS CI Y 2 2032-01-30 Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GTW6 7365.51000000 PA USD 7035.53000000 0.000620523258 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 295000.00000000 PA USD 256384.44000000 0.022612725411 Long DBT CORP US N 2 2026-08-18 Fixed 3.50000000 N N N N N N AVSC Holding Corp. 549300CLJBQ9YSR4U689 00241YAT1 168827.31000000 PA USD 146035.62000000 0.012880123986 Long LON CORP US N 2 2025-03-03 Floating 5.11100000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2L7 465000.00000000 PA USD 429275.31000000 0.037861442413 Long DBT CORP FR N 2 2026-06-09 Fixed 2.21900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9WN8 76860.25000000 PA USD 82601.46000000 0.007285325636 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GAS5 184284.07000000 PA USD 176080.12000000 0.015530004098 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Chicago Board of Education 54930099NR6T9V7LVB43 167505NG7 480000.00000000 PA USD 502442.26000000 0.044314658332 Long DBT MUN US N 2 2029-11-01 Fixed 6.31900000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CP5 360000.00000000 PA USD 309108.08000000 0.027262871862 Long DBT CORP US N 2 2027-12-02 Fixed 2.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381TR23 335181.21000000 PA USD 49581.21000000 0.004372988810 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.50000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAB7 30000.00000000 PA USD 25708.50000000 0.002267451375 Long DBT CORP US N 2 2052-04-15 Fixed 4.95000000 N N N N N N Celanese Corp 549300FHJQTDPPN41627 150870103 21680.00000000 NS USD 2549784.80000000 0.224887218349 Long EC CORP US N 1 N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506107 25048.00000000 NS USD 2863988.32000000 0.252599500424 Long EC CORP US N 1 N N N Aurora Innovation Inc N/A 051774107 87391.00000000 NS USD 166916.81000000 0.014721813816 Long EC CORP US N 1 N N Mercury Financial Credit Card Master Trust N/A 58940BAA4 495000.00000000 PA USD 470968.54000000 0.041538723146 Long ABS-O CORP US N 2 2026-03-20 Fixed 1.54000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92930RBB7 195433.49000000 PA USD 195082.26000000 0.017205964519 Long ABS-MBS CORP US N 2 2045-11-15 Fixed 2.87000000 N N N N N N Ellington Financial Mortgage Trust N/A 31573CAA3 612563.25000000 PA USD 558376.52000000 0.049247976681 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.20600000 N N N N N N Firstkey Homes Trust N/A 33767PAA6 1190000.00000000 PA USD 1172693.51000000 0.103429819426 Long ABS-O CORP US N 2 2039-07-17 Fixed 4.25000000 N N N N N N CSAIL Commercial Mortgage Trust 549300FU8TZDHFLQZL50 12636LBA7 722787.35000000 PA USD 17428.21000000 0.001537142141 Long ABS-MBS CORP US N 2 2048-11-15 Variable 1.07100000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AU7 95000.00000000 PA USD 91845.89000000 0.008100670581 Long DBT CORP US N 2 2028-07-15 Fixed 4.55000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CU7 425000.00000000 PA USD 419801.54000000 0.037025870022 Long DBT CORP US N 2 2027-05-01 Fixed 5.04000000 N N N N N N DEN NORSKE BANK OSLO N/A 000000000 2000764.00000000 PA USD 2000764.00000000 0.176464402224 Long STIV CORP US N 2 2022-09-07 Floating 2.07000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36186NMD8 7901.45000000 PA USD 7497.42000000 0.000661261267 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAY2 90000.00000000 PA USD 76217.30000000 0.006722252241 Long DBT CORP US N 2 2062-03-15 Fixed 4.02500000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DD4 140000.00000000 PA USD 119077.51000000 0.010502458870 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AN7 65000.00000000 PA USD 56712.50000000 0.005001957957 Long DBT CORP US N 2 2026-01-15 Fixed 1.60000000 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 03852JAR2 93250.00000000 PA USD 88626.39000000 0.007816715481 Long LON CORP US N 2 2027-01-15 Floating 3.41600000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CJ1 505000.00000000 PA USD 450883.11000000 0.039767218162 Long DBT CORP US N 2 2033-04-01 Fixed 4.40000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CN8 210000.00000000 PA USD 202276.69000000 0.017840502520 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N Verus Securitization Trust N/A 92538HAA8 392900.98000000 PA USD 343853.54000000 0.030327369639 Long ABS-MBS CORP US N 2 2066-07-25 Variable 0.93800000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BJ2 405000.00000000 PA USD 398677.55000000 0.035162765594 Long DBT CORP US N 2 2025-07-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312932ZG4 3347.29000000 PA USD 3526.73000000 0.000311052328 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ALJW8 17789.92000000 PA USD 18595.35000000 0.001640082149 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829JAA1 621183.62000000 PA USD 613072.39000000 0.054072070879 Long ABS-MBS CORP US N 2 2057-02-25 Variable 4.00000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161N101 105641.00000000 NS USD 4787650.12000000 0.422263603547 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B5PK5 343964.38000000 PA USD 328706.43000000 0.028991417117 Long ABS-MBS USGSE US N 2 2049-08-25 Fixed 3.00000000 N N N N N N Progress Residential Trust N/A 74332YAA7 217000.00000000 PA USD 216617.99000000 0.019105383801 Long ABS-O CORP US N 2 2039-06-17 Fixed 4.45100000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AL3 235000.00000000 PA USD 224451.06000000 0.019796248898 Long DBT US N 2 2029-01-15 Fixed 5.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SEH6 374657.83000000 PA USD 369062.63000000 0.032550773797 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYB2 3049466.16000000 PA USD 2650716.56000000 0.233789249120 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAG8 335000.00000000 PA USD 249783.65000000 0.022030545572 Long DBT CORP US N 2 2051-06-01 Fixed 3.00200000 N N N N N N Brookfield WEC Holdings Inc. 5493002M6GRSU1IWMG57 11284EAM5 96530.00000000 PA USD 91522.51000000 0.008072148947 Long LON CORP US N 2 2025-08-01 Floating 4.41600000 N N N N N N Countrywide Home Loans N/A 12669GE49 5753.17000000 PA USD 5507.21000000 0.000485727712 Long ABS-MBS CORP US N 2 2035-06-20 Variable 3.03000000 N N N N N N Verus Securitization Trust N/A 92538DAA7 317255.81000000 PA USD 306625.42000000 0.027043904951 Long ABS-MBS CORP US N 2 2064-02-25 Variable 0.91800000 N N N N N N COLT Funding LLC N/A 19685GAA4 195648.54000000 PA USD 193257.83000000 0.017045052513 Long ABS-MBS CORP US N 2 2067-03-25 Variable 4.30100000 N N N N N N Buckhorn Park CLO, Ltd. N/A 118382AQ3 555000.00000000 PA USD 537052.41000000 0.047367221968 Long ABS-CBDO CORP KY N 2 2034-07-18 Floating 2.16400000 N N N N N N WF-RBS Commercial Mortgage Trust 549300FCX3YXSYSLU895 92938VAQ8 335000.00000000 PA USD 334392.31000000 0.029492903257 Long ABS-MBS CORP US N 2 2047-03-15 Fixed 4.10100000 N N N N N N Horizon Therapeutics Plc 529900P0GSQ79OOZEV53 000000000 4687.00000000 NS USD 373835.12000000 0.032971700301 Long EC CORP IE N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGGN1 106837.71000000 PA USD 95509.08000000 0.008423758478 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 2.00000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 75513ECN9 110000.00000000 PA USD 93087.20000000 0.008210152273 Long DBT CORP US N 2 2032-03-15 Fixed 2.37500000 N N N N N N Seagen Inc N/A 81181C104 4886.00000000 NS USD 864528.84000000 0.076250154919 Long EC CORP US N 1 N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AF1 853000.00000000 PA USD 755621.52000000 0.066644691645 Long DBT CORP US N 2 2028-06-15 Fixed 4.00000000 N N N N N FleetCor Technologies Inc 549300DG6RR0NQSFLN74 339041105 10110.00000000 NS USD 2124212.10000000 0.187352340618 Long EC CORP US N 1 N N N STATE STREET INST US GOVT FUND N/A 000000000 5000000.00000000 NS USD 5000000.00000000 0.440992546409 Long STIV RF US N 1 N N Advanced Micro Devices Inc R2I72C950HOYXII45366 007903107 66879.00000000 NS USD 5114237.13000000 0.451068090979 Long EC CORP US N 1 N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AP2 150000.00000000 PA USD 118875.00000000 0.010484597790 Long DBT CORP US N 2 2030-09-01 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHZU9 29993.51000000 PA USD 30853.79000000 0.002721258283 Long ABS-MBS USGSE US N 2 2041-09-01 Floating 2.34400000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAU1 50000.00000000 PA USD 40369.18000000 0.003560501496 Long DBT CORP US N 2 2030-04-30 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFBM2 435055.26000000 PA USD 409945.98000000 0.036156624322 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 50147.00000000 NS USD 7705086.55000000 0.679577147597 Long EC CORP US N 1 N N N Avantor Funding, Inc. 5493003VM0XB4U8YD238 05350NAL8 205966.24000000 PA USD 197899.16000000 0.017454410900 Long LON CORP US N 2 2027-11-08 Floating 3.91600000 N N N N N N Starwood Residential Mortgage Trust N/A 85573GAA0 513916.03000000 PA USD 482749.80000000 0.042577812716 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.21900000 N N N N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 000000000 430000.00000000 PA USD 339717.20000000 0.029962550617 Long DBT NUSS JO Y 2 2030-07-07 Fixed 5.85000000 N N N N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 26500.00000000 NS USD 5424550.00000000 0.478437223524 Long EC CORP US N 1 N N N Preston Ridge Partners Mortgage Trust N/A 69358DAA2 593416.16000000 PA USD 555332.67000000 0.048979513649 Long ABS-MBS CORP US N 2 2026-06-25 Variable 1.79300000 N N N N N N Pretium Mortgage Credit Partners LLC N/A 69362GAA9 516894.38000000 PA USD 483311.13000000 0.042627321185 Long ABS-O CORP US N 2 2051-07-25 Variable 2.48700000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XEP5 207173.40000000 PA USD 211588.14000000 0.018661758529 Long ABS-MBS USGSE US N 2 2029-07-25 Floating 5.17400000 N N N N N N Inari Medical Inc N/A 45332Y109 14590.00000000 NS USD 991974.10000000 0.087490636866 Long EC CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACA1 545000.00000000 PA USD 473163.50000000 0.041732315346 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BQ4 130000.00000000 PA USD 106600.00000000 0.009401961089 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754PAC4 205986.05000000 PA USD 200131.10000000 0.017651264680 Long ABS-MBS USGSE US N 2 2039-11-25 Floating 3.77400000 N N N N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450Y103 4944.00000000 NS USD 345288.96000000 0.030453971543 Long EC CORP US N 1 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 267000.00000000 PA USD 185473.76000000 0.016358509142 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LQA80 448796.32000000 PA USD 437969.40000000 0.038628248191 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.00000000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15135B101 45567.00000000 NS USD 3855423.87000000 0.340042637983 Long EC CORP US N 1 N N N CHARTER COMM OPT LLC/CAP N/A 161175BN3 5000.00000000 PA USD 4481.77000000 0.000395285432 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBQ2 200000.00000000 PA USD 147755.91000000 0.013031850999 Long DBT CORP US N 2 2061-02-08 Fixed 3.37900000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BJ7 50000.00000000 PA USD 41578.31000000 0.003667144960 Long DBT CORP US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 12808.00000000 NS USD 27911962.08000000 2.461793446587 Long EC CORP US N 1 N N N Countrywide Alternative Loan Trust N/A 12668A3N3 74132.55000000 PA USD 67238.16000000 0.005930305478 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.16400000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAQ3 340000.00000000 PA USD 268713.81000000 0.023700157465 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBA7 100000.00000000 PA USD 85812.50000000 0.007568534577 Long LON CORP US N 2 2029-01-20 Floating 6.91600000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 000000000 1135000.00000000 PA 887642.78000000 0.078288769970 Long DBT NUSS PH N 2 2033-04-28 Fixed 1.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WEDN9 76927.83000000 PA USD 75289.59000000 0.006640429602 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3SL5 619221.20000000 PA USD 605612.02000000 0.053414077367 Long ABS-MBS USGSE US N 2 2058-12-25 Fixed 3.50000000 N N N N N N GCAT N/A 36166XAA9 442666.26000000 PA USD 401201.93000000 0.035385412147 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.03600000 N N N N N N COMM Mortgage Trust N/A 12626GAF0 95140.34000000 PA USD 95096.39000000 0.008387359836 Long ABS-MBS CORP US N 2 2046-08-10 Fixed 4.20500000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AS4 45000.00000000 PA USD 38152.14000000 0.003364961873 Long DBT CORP US N 2 2048-08-01 Fixed 3.65000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AK5 270000.00000000 PA USD 263736.00000000 0.023261122043 Long DBT US N 2 2028-06-01 Fixed 5.75000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DQ5 200000.00000000 PA USD 135409.84000000 0.011942946030 Long DBT NUSS CO N 2 2049-05-15 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KHE7 10133.77000000 PA USD 11107.80000000 0.000979691401 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.00000000 N N N N N N Bank N/A 06540VBC8 2254393.34000000 PA USD 87045.73000000 0.007677303625 Long ABS-MBS CORP US N 2 2062-11-15 Variable 0.76100000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BS2 200000.00000000 PA USD 153657.58000000 0.013552369495 Long DBT NUSS PA N 2 2063-01-19 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKVB1 813153.72000000 PA USD 733015.41000000 0.064650866442 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VBG8 85000.00000000 PA USD 72470.36000000 0.006391777719 Long DBT CORP US N 2 2042-11-01 Fixed 3.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZF0 300928.10000000 PA USD 284914.88000000 0.025129067688 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 95000.00000000 PA USD 83098.88000000 0.007329197338 Long DBT CORP US N 2 2029-08-15 Fixed 3.87500000 N N N N N RR Ltd 549300FLUOZC8QYYKL96 74971CAA1 1175000.00000000 PA USD 1137100.38000000 0.100290558419 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 2.15400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371K3A7 20601.57000000 PA USD 22035.57000000 0.001943504425 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -117.00000000 NC USD 204977.65000000 0.018078723166 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT US Long Bond Future USM2 COMDTY 2022-09-21 -16424102.65000000 USD 204977.65000000 N N N IndyMac INDX Mortgage Loan Trust N/A 45660LYF0 11577.83000000 PA USD 10417.85000000 0.000918838839 Long ABS-MBS CORP US N 2 2035-10-25 Variable 3.00500000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 23210.00000000 NS USD 4569816.90000000 0.403051038271 Long EC CORP US N 1 N N N McAfee, LLC 2549009UKR8UEZYVCR93 57906HAD9 145000.00000000 PA USD 131913.75000000 0.011634596103 Long LON CORP US N 2 2029-03-01 Floating 5.14500000 N N N N N N Sound Point CLO LTD N/A 83614VAC9 1300000.00000000 PA USD 1259319.10000000 0.111070067330 Long ABS-CBDO CORP KY N 2 2034-04-25 Floating 2.25400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YR6D5 94562.38000000 PA USD 95043.61000000 0.008382704718 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.00000000 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 55903VAL7 535000.00000000 PA USD 478152.22000000 0.042172313013 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N Ascendis Pharma A/S 549300B66JN3W3J8GH73 04351P101 4134.00000000 NS USD 384296.64000000 0.033894390770 Long EC CORP DK N 1 N N Freddie Mac - STACR N/A 35564XAH4 343974.73000000 PA USD 338391.02000000 0.029845583518 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 3.47400000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978V103 23532.00000000 NS USD 4044915.48000000 0.356755515507 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H6C80 71785.25000000 PA USD 70191.92000000 0.006190822707 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WNF1 807985.34000000 PA USD 763065.52000000 0.067301241348 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 3.00000000 N N N N N N Avalara Inc 549300Q16CMW239SS315 05338G106 3923.00000000 NS USD 276963.80000000 0.024427794285 Long EC CORP US N 1 N N N UMBS, TBA N/A 01F042673 7450000.00000000 PA USD 7478228.50000000 0.659568605769 Long ABS-MBS USGSE US N 2 2052-07-15 Fixed 4.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 245610.83000000 0.021662509069 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 11372000.00000000 EUR 12229221.36000000 USD 2022-09-21 245610.83000000 N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137107 100135.00000000 NS USD 3732031.45000000 0.329159610482 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AP2P6 33301.37000000 PA USD 2318.20000000 0.000204461784 Long ABS-MBS USGSE US N 2 2030-08-25 Fixed 3.50000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AF1 380000.00000000 PA USD 331588.21000000 0.029245585817 Long DBT CORP US N 2 2028-04-15 Fixed 2.45000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BE2 57000.00000000 PA USD 59542.09000000 0.005251523577 Long DBT CORP US N 2 2031-01-15 Fixed 6.35000000 N N N N N N Pretium Mortgage Credit Partners LLC N/A 69362NAA4 1210880.09000000 PA USD 1127282.14000000 0.099424604288 Long ABS-O CORP US N 2 2052-01-25 Variable 2.98100000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05552YAE6 245000.00000000 PA USD 250213.85000000 0.022068488571 Long ABS-MBS CORP US N 2 2055-06-15 Variable 4.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFX71 394953.14000000 PA USD 369485.44000000 0.032588065009 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Gainwell Acquisition Corp. N/A 59909TAC8 98997.48000000 PA USD 94171.35000000 0.008305772687 Long LON CORP US N 2 2027-10-01 Floating 6.25000000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752103 9370.00000000 NS USD 4521774.60000000 0.398813779028 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ARZW7 27941.02000000 PA USD 28840.13000000 0.002543656473 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ARFZ6 55853.99000000 PA USD 2781.53000000 0.000245326799 Long ABS-MBS USGSE US N 2 2031-02-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AP2M3 81403.12000000 PA USD 8481.17000000 0.000748026550 Long ABS-MBS USGSE US N 2 2035-09-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379BCS5 114658.69000000 PA USD 110110.54000000 0.009711585484 Long ABS-MBS USGA US N 2 2039-12-16 Fixed 2.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 555000.00000000 PA USD 444272.70000000 0.039184189854 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N UMBS, TBA N/A 01F040677 9619000.00000000 PA USD 9485047.92000000 0.836567087010 Long ABS-MBS USGSE US N 2 2052-07-15 Fixed 4.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2T0 455000.00000000 PA USD 409265.98000000 0.036096649335 Long DBT CORP FR N 2 2028-01-20 Fixed 2.59100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380TE93 215323.28000000 PA USD 31743.09000000 0.002799693217 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 4.00000000 N N N N N N Apellis Pharmaceuticals Inc 254900HS0ZFRXXSB9D42 03753U106 5006.00000000 NS USD 226371.32000000 0.019965612968 Long EC CORP US N 1 N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062X103 4848.00000000 NS USD 988701.12000000 0.087201964909 Long EC CORP US N 1 N N N COMM Mortgage Trust N/A 12630DAY0 190000.00000000 PA USD 189752.54000000 0.016735891160 Long ABS-MBS CORP US N 2 2047-02-10 Variable 4.23600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H040673 -2230000.00000000 PA USD -2220200.20000000 -0.19581834794 Short ABS-MBS USGA US N 2 2052-07-21 Fixed 4.00000000 N N N N N N Block Inc 549300OHIIUWSTIZME52 852234103 25320.00000000 NS USD 1556167.20000000 0.137251627233 Long EC CORP US N 1 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -2604.87000000 -0.00022974565 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 518958.12000000 USD 490000.00000000 EUR 2022-09-21 -2604.87000000 N N N Jazz Financing Lux S.a.r.l. N/A 000000000 123750.00000000 PA USD 118291.76000000 0.010433156892 Long LON CORP LU N 2 2028-05-05 Floating 5.16600000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020107 71304.00000000 NS USD 4509264.96000000 0.397710447428 Long EC CORP US N 1 N N N VCAT Asset Securitization, LLC N/A 91824MAA2 537830.48000000 PA USD 503677.28000000 0.044423585255 Long ABS-O CORP US N 2 2051-05-25 Variable 1.74300000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A 07331UAA6 228070.22000000 PA USD 226423.96000000 0.019970255737 Long ABS-O CORP US N 2 2057-06-28 Variable 3.50000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAK4 1173150.00000000 PA USD 994363.11000000 0.087701343986 Long ABS-O CORP US N 2 2051-06-15 Fixed 2.37000000 N N N N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AQ1 913000.00000000 PA USD 636817.50000000 0.056166354184 Long DBT CORP US N 2 2031-10-01 Fixed 3.87500000 N N N N N Bear Stearns Mortgage Funding Trust N/A 07401MAG6 311201.07000000 PA USD 282447.37000000 0.024911436984 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.02400000 N N N N N N Bank N/A 06540XBH3 4562401.61000000 PA USD 161479.82000000 0.014242279403 Long ABS-MBS CORP US N 2 2062-11-15 Variable 0.71200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XHA68 96794.04000000 PA USD 99666.42000000 0.008790429669 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHW2 485000.00000000 PA USD 461964.42000000 0.040744573185 Long DBT CORP US N 2 2025-10-22 Fixed 2.45600000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBR0 30000.00000000 PA USD 27010.19000000 0.002382258493 Long DBT CORP US N 2 2026-03-01 Fixed 1.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZB9 153536.95000000 PA USD 145367.47000000 0.012821194152 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GK3 69000.00000000 PA USD 56766.75000000 0.005006742726 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X0BV9 124773.66000000 PA USD 122621.05000000 0.010814993816 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379V5S9 185194.04000000 PA USD 39791.35000000 0.003509537752 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 6.00000000 N N N N N N VIPER ENERGY PARTNERS LP 5299009LINL232255G03 92763MAA3 535000.00000000 PA USD 511359.38000000 0.045101135023 Long DBT CORP US N 2 2027-11-01 Fixed 5.37500000 N N N N N Freddie Mac - SCRT N/A 35563PKJ7 227547.06000000 PA USD 223009.43000000 0.019669099281 Long ABS-MBS USGSE US N 2 2058-08-25 Fixed 3.50000000 N N N N N N VCAT Asset Securitization, LLC N/A 91822YAA8 167326.26000000 PA USD 159481.70000000 0.014066048197 Long ABS-MBS CORP US N 2 2051-03-27 Variable 2.11500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGGS2 267835.21000000 PA USD 241498.12000000 0.021299774178 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N NORTONLIFELOCK INC YF6ZV0M6AU4FY94MK914 871503AU2 905000.00000000 PA USD 882375.00000000 0.077824159627 Long DBT CORP US N 2 2025-04-15 Fixed 5.00000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A5P34 140513.98000000 PA USD 8080.75000000 0.000712710103 Long ABS-MBS USGSE US N 2 2027-05-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJQK2 107509.16000000 PA USD 9817.77000000 0.000865912678 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 4.00000000 N N N N N N Caesars Resort Collection, LLC 549300V3UCT773B1KR38 12769LAD1 127725.00000000 PA USD 123613.79000000 0.010902552004 Long LON CORP US N 2 2025-07-21 Floating 5.16600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJTR1 359795.08000000 PA USD 370816.56000000 0.032705467809 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.50000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 1185000.00000000 PA USD 1105012.50000000 0.097460455237 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066NAG9 535000.00000000 PA USD 521934.23000000 0.046033821029 Long ABS-O CORP US N 2 2025-09-18 Fixed 2.58000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WBA2 240000.00000000 PA USD 238583.49000000 0.021042708157 Long DBT CORP US N 2 2032-06-01 Fixed 4.45000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBG2 100000.00000000 PA USD 83519.00000000 0.007366251296 Long DBT CORP US N 2 2030-07-01 Fixed 4.12500000 N N N N N N Organon & Co 549300AMCKY57OK2CO56 68621XAE3 116354.16000000 PA USD 112184.84000000 0.009894535652 Long LON CORP US N 2 2028-06-02 Floating 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B2JF8 40077.47000000 PA USD 2062.10000000 0.000181874145 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380WH28 410501.44000000 PA USD 75546.14000000 0.006663056929 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 4.50000000 N N N N N N Polaris Newco LLC 254900LEPDAG7EDOA064 73108RAB4 104212.50000000 PA USD 96543.09000000 0.008514956619 Long LON CORP US N 2 2028-06-02 Floating 5.66600000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DK3 155000.00000000 PA USD 135291.37000000 0.011932497152 Long DBT CORP US N 2 2040-04-01 Fixed 4.12500000 N N N N N N Bank N/A 065402BD0 2884987.56000000 PA USD 136831.79000000 0.012068359900 Long ABS-MBS CORP US N 2 2062-05-15 Variable 1.04100000 N N N N N N COMM Mortgage Trust 549300FVY7JUBJ0PIH53 12625FAE6 171029.23000000 PA USD 169988.06000000 0.014992693487 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 3.21300000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 130000.00000000 PA USD 107108.67000000 0.009446825025 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N United Therapeutics Corp 5299005C4HZL4UWROC14 91307C102 1534.00000000 NS USD 361471.76000000 0.031881270379 Long EC CORP US N 1 N N N Caesars Resort Collection, LLC 549300V3UCT773B1KR38 12769LAB5 106282.23000000 PA USD 102606.67000000 0.009049755336 Long LON CORP US N 2 2024-12-23 Floating 4.41600000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 94984NAA0 51409.12000000 PA USD 47878.43000000 0.004222806152 Long ABS-MBS CORP US N 2 2036-10-25 Variable 2.24000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBL2 516000.00000000 PA USD 361461.02000000 0.031880323127 Long DBT CORP US N 2 2055-09-15 Fixed 4.00000000 N N N N N Finastra USA, Inc. 549300ZB2RO6QC7YTK71 02034DAC1 112943.30000000 PA USD 101966.57000000 0.008993299470 Long LON CORP US N 2 2024-06-13 Floating 4.73900000 N N N N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 775109CC3 255000.00000000 PA USD 233174.55000000 0.020565647712 Long DBT CORP CA N 2 2032-03-15 Fixed 3.80000000 N N N N N N Nokia OYJ 549300A0JPRWG1KI7U06 654902AC9 100000.00000000 PA USD 98875.00000000 0.008720627605 Long DBT CORP FI N 2 2039-05-15 Fixed 6.62500000 N N N N N N Wells Fargo Commercial Mortgage Trust 5493002S7XBI8CVRR075 94989HBM1 80000.00000000 PA USD 72771.47000000 0.006418335172 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.28800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B05Q3 77669.39000000 PA USD 7115.79000000 0.000627602070 Long ABS-MBS USGSE US N 2 2033-03-15 Fixed 3.00000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 150000.00000000 PA USD 129750.00000000 0.011443756579 Long DBT CORP US N 2 2030-02-01 Fixed 4.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380CF81 186030.35000000 PA USD 31036.52000000 0.002737374797 Long ABS-MBS USGA US N 2 2047-02-16 Fixed 5.50000000 N N N N N N Froneri International Ltd. N/A 000000000 98000.00000000 PA USD 90568.37000000 0.007987995222 Long LON CORP US N 2 2027-01-29 Floating 3.91600000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAV0 50000.00000000 PA USD 38575.00000000 0.003402257495 Long DBT CORP LU N 2 2038-06-04 Fixed 7.72100000 N N N N N N Workday Inc 549300J0DYC0N31V7G13 98138H101 10753.00000000 NS USD 1500903.74000000 0.132377472443 Long EC CORP US N 1 N N N Dupont De Nemours Inc 5493004JF0SDFLM8GD76 26078JAB6 625000.00000000 PA USD 628762.24000000 0.055455892260 Long DBT CORP US N 2 2023-11-15 Fixed 4.20500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ABBJ7 4259.10000000 PA USD 4229.76000000 0.000373058526 Long ABS-MBS USGSE US N 2 2041-03-01 Floating 2.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A6DC8 22428.14000000 PA USD 23758.85000000 0.002095495152 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 5.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZM9 270000.00000000 PA USD 230600.56000000 0.020338625631 Long DBT CORP US N 2 2033-02-24 Fixed 3.10200000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAQ2 35000.00000000 PA USD 30475.75000000 0.002687915719 Long DBT CORP US N 2 2045-05-15 Fixed 5.35000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46652BAY5 305000.00000000 PA USD 289461.84000000 0.025530102781 Long ABS-MBS CORP US N 2 2037-01-16 Fixed 2.81200000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 171144.00000000 NS USD 43954913.52000000 3.876757848076 Long EC CORP US N 1 N N N Progress Residential Trust N/A 74333TAA7 810000.00000000 PA USD 721175.32000000 0.063606588154 Long ABS-O CORP US N 2 2038-10-17 Fixed 1.51000000 N N N N N N COLT Funding LLC N/A 19688EAA6 517632.42000000 PA USD 457741.93000000 0.040372155861 Long ABS-MBS CORP US N 2 2066-06-25 Variable 0.91000000 N N N N N N Insulet Corp 549300TZTYD2PYN92D43 45784P101 6927.00000000 NS USD 1509670.38000000 0.133150677022 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GGM0 110000.00000000 PA USD 121874.82000000 0.010749177442 Long DBT CORP US N 2 2041-02-01 Fixed 6.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YER2 710000.00000000 PA USD 694135.93000000 0.061221754264 Long DBT CORP US N 2 2028-04-20 Fixed 4.21000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A7GL0 107958.81000000 PA USD 3484.56000000 0.000307332997 Long ABS-MBS USGSE US N 2 2027-02-25 Fixed 3.00000000 N N N N N N Chicago Board of Education 54930099NR6T9V7LVB43 167505KG0 85000.00000000 PA USD 86814.90000000 0.007656944763 Long DBT MUN US N 2 2029-12-01 Fixed 6.03800000 N N N N N N CAMB Commercial Mortgage Trust N/A 12482HAQ7 665000.00000000 PA USD 633264.54000000 0.055852988409 Long ABS-MBS CORP US N 2 2037-12-15 Floating 3.87400000 N N N N N N Align Technology Inc 549300N5YSE0U3LCP840 016255101 6422.00000000 NS USD 1519894.74000000 0.134052450333 Long EC CORP US N 1 N N N Toorak Mortgage Corp. N/A 89053BAA2 670000.00000000 PA USD 627754.42000000 0.055367004039 Long ABS-MBS CORP US N 2 2024-06-25 Variable 2.24000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 433674AA6 122739.55000000 PA USD 116537.77000000 0.010278457589 Long ABS-O CORP US N 2 2025-12-25 Fixed 3.84400000 N N N N N N AON CORP/AON GLOBAL HOLD N/A 03740LAD4 55000.00000000 PA USD 51583.41000000 0.004549579865 Long DBT CORP US N 2 2027-05-28 Fixed 2.85000000 N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BG8 65000.00000000 PA USD 61456.20000000 0.005420345226 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -36075000.00000000 NC USD -4289.32000000 -0.00037831162 N/A DCR AD N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 36075000.00000000 OU Notional Amount N/A -4289.32000000 0.00000000 DCR AD CDX.NA.IG.S38 2I65BYEA9 buy protection 2027-06-20 0.00000000 N/A 0.00000000 N/A 36075000.00000000 USD 1.00000000 85.00000000 USD 2022-07-20 XXXX 73271.93000000 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDW8 157000.00000000 PA USD 107085.45000000 0.009444777055 Long DBT CORP US N 2 2063-11-01 Fixed 2.98700000 N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 15244.00000000 NS USD 3896213.96000000 0.343640263115 Long EC US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398SBC6 394851.90000000 PA USD 64104.09000000 0.005653885176 Long ABS-MBS USGSE US N 2 2040-11-25 Fixed 5.50000000 N N N N N N Mill City Mortgage Trust N/A 59980XAC1 391580.48000000 PA USD 383046.30000000 0.033784112645 Long ABS-O CORP US N 2 2058-08-25 Variable 3.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PHE2 851307.60000000 PA USD 829546.65000000 0.073164777909 Long ABS-MBS USGSE US N 2 2058-03-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RXF1 42796.51000000 PA USD 44847.66000000 0.003955496756 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SV1 416343.75000000 PA USD 320487.10000000 0.028266484464 Long DBT UST US N 2 2051-02-15 Fixed 0.12500000 N N N N N N Syneos Health Inc 549300F1ZGKDS8P6GU13 87166B102 28920.00000000 NS USD 2072985.60000000 0.182834239682 Long EC CORP US N 1 N N N Ashtead Capital Inc 213800J1134IW58IC398 045054AF0 1000000.00000000 PA USD 929574.53000000 0.081987087812 Long DBT CORP US N 2 2027-08-15 Fixed 4.37500000 N N N N N N REVOLUTION Medicines Inc 549300JU3X0LBCQ65892 76155X100 5811.00000000 NS USD 113256.39000000 0.009989044764 Long EC CORP US N 1 N N RR 1 Ltd N/A 78108YAL6 1365000.00000000 PA USD 1324807.58000000 0.116846053641 Long ABS-CBDO CORP KY N 2 2035-07-15 Floating 2.19400000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBT6 405000.00000000 PA USD 349983.78000000 0.030868047668 Long DBT CORP US N 2 2052-03-14 Fixed 4.95000000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAG9 385000.00000000 PA USD 337004.48000000 0.029723292757 Long DBT CORP US N 2 2040-04-01 Fixed 3.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBR1 1555000.00000000 PA USD 1440855.82000000 0.127081335414 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 1170000.00000000 PA 870941.58000000 0.076815749027 Long DBT NUSS ID N 2 2033-03-12 Fixed 1.10000000 N N N N N N Surgery Center Holdings, Inc. 54930054EVI5HWPPW113 86880NAX1 188100.00000000 PA USD 175697.06000000 0.015496218777 Long LON CORP US N 2 2026-08-31 Floating 4.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJJQ6 231531.33000000 PA USD 216266.29000000 0.019074364385 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Morgan Stanley Mortgage Loan Trust N/A 61749CAG6 152258.29000000 PA USD 85606.69000000 0.007550382442 Long ABS-MBS CORP US N 2 2036-05-25 Variable 3.31800000 N N N N N N GreenPoint Mortgage Funding Trust N/A 39538WBW7 141309.05000000 PA USD 112771.90000000 0.009946313468 Long ABS-MBS CORP US N 2 2045-10-25 Floating 1.87600000 N N N N N N Bank N/A 06541RBC6 3643882.44000000 PA USD 148879.93000000 0.013130987887 Long ABS-MBS CORP US N 2 2052-12-15 Variable 0.81100000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 059895AV4 840000.00000000 PA USD 702024.62000000 0.061917524963 Long DBT CORP TH N 2 2036-09-23 Fixed 3.46600000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBL5 720000.00000000 PA USD 687209.66000000 0.060610867576 Long DBT CORP FR N 2 2033-06-15 Fixed 6.22100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9T42 22549.03000000 PA USD 23215.00000000 0.002047528392 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBA4 590000.00000000 PA USD 542092.08000000 0.047811713349 Long DBT CORP US N 2 2027-01-26 Fixed 2.05000000 N N N N N TARGA RESOURCES PARTNERS N/A 87612BBS0 65000.00000000 PA USD 59254.16000000 0.005226128580 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N TELFON CELUAR DEL PARAGU 254900R8A8IKGF4THL54 87936VAB3 730000.00000000 PA USD 669446.70000000 0.059044200983 Long DBT CORP PY N 2 2027-04-15 Fixed 5.87500000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 1600000.00000000 PA USD 1600000.00000000 0.141117614850 Long RA CORP US N 2 Repurchase Y 1.60000000 2022-07-01 22559.13000000 USD 1778195.56000000 USD EQT N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAP5 440000.00000000 PA USD 419754.45000000 0.037021716754 Long DBT CORP US N 2 2029-04-15 Fixed 3.95000000 N N N N N N Moderna Inc 549300EI6OKH5K5Q2G38 60770K107 1792.00000000 NS USD 255987.20000000 0.022577689435 Long EC CORP US N 1 N N N Metlife Securitization Trust N/A 59166DAA5 340071.20000000 PA USD 331234.21000000 0.029214363545 Long ABS-MBS CORP US N 2 2057-03-25 Variable 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RLQ0 326112.71000000 PA USD 329223.40000000 0.029037013100 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 4.00000000 N N N N N N Constellation Energy Corp 549300F8Y20RYGNGV346 21037T109 37483.00000000 NS USD 2146276.58000000 0.189298394862 Long EC CORP US N 1 N N N Morgan Stanley Capital I Trust N/A 61760RAS1 265000.00000000 PA USD 139974.40000000 0.012345533417 Long ABS-MBS CORP US N 2 2049-07-15 Variable 5.25400000 N N N N N N NBM US Holdings Inc 5493008K1QMSP0J8UC24 62877VAA9 635000.00000000 PA USD 644525.00000000 0.056846144194 Long DBT CORP US N 2 2026-05-14 Fixed 7.00000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667101 18586.00000000 NS USD 3697312.98000000 0.326097493184 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378JXN7 67612.10000000 PA USD 11540.30000000 0.001017837256 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380BAQ8 59047.98000000 PA USD 3172.23000000 0.000279785957 Long ABS-MBS USGA US N 2 2028-09-20 Fixed 3.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46638UAX4 400000.00000000 PA USD 232032.88000000 0.020464954120 Long ABS-MBS CORP US N 2 2045-10-15 Variable 2.73300000 N N N N N N CDK Global Inc 5493000L10CYRTHIJ385 12508EAJ0 967000.00000000 PA USD 947452.07000000 0.083563860190 Long DBT CORP US N 2 2029-05-15 Fixed 5.25000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAP7 215000.00000000 PA USD 166282.36000000 0.014665856271 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N Onslow Bay Financial LLC N/A 67114BAA5 624066.43000000 PA USD 586575.95000000 0.051735124370 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.07200000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036P108 36980.00000000 NS USD 8618558.80000000 0.760144038318 Long EC CORP US N 1 N N N NXP BV/NXP FUNDING LLC 724500RKKW4NOJ9YQF60 62947QBB3 100000.00000000 PA USD 101876.72000000 0.008985374834 Long DBT CORP XX N 2 2026-03-01 Fixed 5.35000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BJ2 25000.00000000 PA USD 21920.56000000 0.001933360714 Long DBT US N 2 2028-06-15 Fixed 2.20000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ABXV6 9429.54000000 PA USD 9530.99000000 0.000840619109 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4.00000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 14720.00000000 NS USD 2231404.80000000 0.196806576964 Long EC CORP US N 1 N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAV8 50000.00000000 PA USD 42785.70000000 0.003773634958 Long DBT CORP US N 2 2052-03-15 Fixed 3.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A8GE4 51275.12000000 PA USD 2760.65000000 0.000243485214 Long ABS-MBS USGSE US N 2 2027-09-25 Fixed 3.00000000 N N N N N N Dun & Bradstreet Corporation (The) RI37BMPWE56BCJ747E14 26483NAN0 294022.50000000 PA USD 278218.79000000 0.024538482532 Long LON CORP US N 2 2026-02-06 Floating 4.87400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394DEV8 200531.96000000 PA USD 214495.66000000 0.018918197459 Long ABS-MBS USGSE US N 2 2035-04-25 Fixed 5.50000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBE6 20000.00000000 PA USD 18000.00000000 0.001587573167 Long DBT CORP AU N 2 2032-04-15 Fixed 6.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8FN0 252745.21000000 PA USD 247053.23000000 0.021789726599 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CT3 63000.00000000 PA USD 56416.71000000 0.004975869720 Long DBT CORP US N 2 2049-01-15 Fixed 4.12500000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 000000000 49933.00000000 NS USD 2390792.04000000 0.210864293930 Long EC CORP IE N 1 N N N Barclays Commercial Mortgage Securities LLC N/A 07332VBJ3 5216082.99000000 PA USD 264620.24000000 0.023339110693 Long ABS-MBS CORP US N 2 2050-02-15 Variable 1.60200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XYTF6 120710.64000000 PA USD 118020.63000000 0.010409243630 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Legacy Mortgage Asset Trust N/A 52475WAA4 213109.74000000 PA USD 197544.25000000 0.017423108367 Long ABS-MBS CORP US N 2 2060-11-25 Variable 1.65000000 N N N N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724F101 4889.00000000 NS USD 1789667.34000000 0.157845991498 Long EC CORP US N 1 N N N Willis North America Inc 5493004KVU1HWZCP0C66 970648AF8 335000.00000000 PA USD 329969.62000000 0.029102828592 Long DBT CORP US N 2 2024-05-15 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7GK9 620950.28000000 PA USD 610239.27000000 0.053822193919 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBG6 10000.00000000 PA USD 9426.86000000 0.000831434999 Long DBT CORP US N 2 2050-03-19 Fixed 4.32700000 N N N N N N COMM Mortgage Trust N/A 12592GBD4 225000.00000000 PA USD 222604.20000000 0.019633358599 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 3.79600000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KA8 55000.00000000 PA USD 53863.23000000 0.004750656591 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988LAH0 98750.00000000 PA USD 94223.99000000 0.008310415456 Long LON CORP US N 2 2027-12-15 Floating 4.23800000 N N N N N N Ryman Hospitality Properties Inc 529900GCCWW9SRMPJR11 78377T107 32266.00000000 NS USD 2453183.98000000 0.216367170030 Long EC US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFM32 2130435.63000000 PA USD 1919860.41000000 0.169328826191 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAJ2 210000.00000000 PA USD 161101.59000000 0.014208920080 Long DBT CORP US N 2 2050-08-15 Fixed 3.36100000 N N N N N N Westlake Automobile Receivables Trust N/A 96042QAL4 415000.00000000 PA USD 399016.23000000 0.035192636665 Long ABS-O CORP US N 2 2026-02-17 Fixed 1.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SWX1 431758.04000000 PA USD 425614.80000000 0.037538590888 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.50000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAP9 130000.00000000 PA USD 116182.70000000 0.010247140944 Long DBT CORP US N 2 2052-04-01 Fixed 4.00000000 N N N N N N LAMAR MEDIA CORP N/A 513075BR1 398000.00000000 PA USD 353316.54000000 0.031161992132 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YUH8 84829.23000000 PA USD 85796.04000000 0.007567082830 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042HAL4 765000.00000000 PA USD 758878.01000000 0.066931909208 Long ABS-O CORP US N 2 2024-11-15 Fixed 2.72000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9EE6 13797.36000000 PA USD 13560.79000000 0.001196041462 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AYYN5 70138.96000000 PA USD 2612.00000000 0.000230374506 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 3.00000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69357PAA6 464901.79000000 PA USD 438299.13000000 0.038657329885 Long ABS-MBS CORP US N 2 2026-04-25 Variable 1.86700000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBH1 110000.00000000 PA USD 94886.55000000 0.008368852260 Long DBT CORP US N 2 2028-12-01 Fixed 3.27600000 N N N N N N Celldex Therapeutics Inc 529900F018DMYWH38923 15117B202 4714.00000000 NS USD 127089.44000000 0.011209099153 Long EC CORP US N 1 N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVC0 534738.73000000 PA USD 478028.89000000 0.042161435491 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61761QAE3 433055.76000000 PA USD 432298.39000000 0.038128073562 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.13400000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBF7 60000.00000000 PA USD 51724.40000000 0.004562014973 Long DBT CORP US N 2 2052-03-15 Fixed 4.10000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAB8 470000.00000000 PA USD 410725.20000000 0.036225350364 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 95000.00000000 PA USD 80585.65000000 0.007107534199 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92927XAA2 71543.40000000 PA USD 64603.19000000 0.005697905052 Long ABS-MBS CORP US N 2 2037-06-25 Variable 3.18800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5Z63 40911.98000000 PA USD 41079.48000000 0.003623148898 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.00000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AK8 360000.00000000 PA USD 334612.12000000 0.029512290171 Long DBT CORP US N 2 2030-06-15 Fixed 4.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418QGR8 1579.74000000 PA USD 1615.15000000 0.000142453822 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.50000000 N N N N N N Harriman Park CLO N/A 413717AN9 1655000.00000000 PA USD 1604529.12000000 0.141517076483 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 2.18300000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAR0 261000.00000000 PA USD 243631.93000000 0.021487973039 Long DBT CORP US N 2 2028-03-20 Fixed 3.95000000 N N N N N N Fluor Corp CQ7WZ4NOFWT7FAE6Q943 343412102 61440.00000000 NS USD 1495449.60000000 0.131896425426 Long EC CORP US N 1 N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353108 58248.00000000 NS USD 3848445.36000000 0.339427143804 Long EC CORP GB N 1 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -11266.18000000 -0.00099366028 N/A DFE XX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 462284.94000000 USD 428000.00000000 EUR 2022-09-21 -11266.18000000 N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 600000.00000000 PA USD 600000.00000000 0.052919105569 Long RA CORP US N 2 Repurchase Y 1.62000000 2022-07-01 8459.69000000 USD 666823.31000000 USD EQT N N Kennametal Inc 549300GZDSG25XUV0Y08 489170100 28454.00000000 NS USD 660986.42000000 0.058298016899 Long EC CORP US N 1 N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 65000.00000000 PA USD 51948.71000000 0.004581798781 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 300000.00000000 PA USD 256235.43000000 0.022599582951 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A 07332CAA5 471430.99000000 PA USD 459528.06000000 0.040529689865 Long ABS-O CORP US N 2 2057-07-28 Variable 3.50000000 N N N N N N Renaissance Home Equity Loan Trust N/A 75971EAH9 239267.26000000 PA USD 106828.45000000 0.009422110038 Long ABS-MBS CORP US N 2 2036-11-25 Variable 6.12000000 N N N N N N Pretium Mortgage Credit Partners LLC N/A 74140QAA6 939415.80000000 PA USD 879736.22000000 0.077591423165 Long ABS-MBS CORP US N 2 2061-02-25 Variable 1.99200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAN26 251345.98000000 PA USD 254887.31000000 0.022480680776 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.87500000 N N N N N N Ceridian HCM Holding Inc 549300T64GVCHFJ8L449 15677J108 34978.00000000 NS USD 1646764.24000000 0.145242151106 Long EC CORP US N 1 N N N MARVELL TECHNOLOGY INC N/A 573874AJ3 375000.00000000 PA USD 314461.48000000 0.027735033762 Long DBT CORP US N 2 2031-04-15 Fixed 2.95000000 N N N N N N Clarios Global LP 549300474L1ZLXZY2P98 000000000 145012.79000000 PA 137814.30000000 0.012155015817 Long LON CORP CA N 2 2026-04-30 Floating 3.25000000 N N N N N N Zelis Healthcare Corporation 549300U8NGLZN5R1Y309 98932TAD5 220393.73000000 PA USD 208088.49000000 0.018353094616 Long LON CORP US N 2 2026-09-30 Floating 4.56200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJQ3 120000.00000000 PA USD 107547.47000000 0.009485526531 Long DBT CORP US N 2 2027-03-11 Fixed 1.65800000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAT6 190000.00000000 PA USD 162978.03000000 0.014374419291 Long DBT CORP US N 2 2047-09-20 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KFF6 28937.06000000 PA USD 31718.58000000 0.002797531472 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUA1 113865.53000000 PA USD 111897.03000000 0.009869151239 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 3.50000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 94984DAB0 50230.81000000 PA USD 47606.89000000 0.004198856729 Long ABS-MBS CORP US N 2 2036-09-25 Variable 2.66400000 N N N N N N HOWARD UNIVERSITY N/A 442851AT8 260000.00000000 PA USD 230273.90000000 0.020309814706 Long DBT CORP US N 2 2029-10-01 Fixed 2.70100000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CP2 370000.00000000 PA USD 319303.40000000 0.028162083888 Long DBT CORP DE N 2 2027-11-16 Fixed 2.31100000 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AC0 130000.00000000 PA USD 107635.55000000 0.009493295055 Long DBT CORP US N 2 2031-12-01 Fixed 4.12500000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 89788KAA4 375000.00000000 PA USD 313991.32000000 0.027693566351 Long DBT CORP US N 2 2030-03-11 Fixed 2.25000000 N N N N N N Madison Park Funding Ltd N/A 55821KAC0 1330000.00000000 PA USD 1285103.19000000 0.113344185631 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 2.16400000 N N N N N N TD Prime Services LLC 549300ZBQI1JB1844X09 000000000 4000000.00000000 PA USD 4000000.00000000 0.352794037127 Long RA CORP US N 2 Repurchase Y 1.65000000 2022-07-01 53562.98000000 USD 4400201.76000000 USD EQT N N Sunshine Luxembourg VII SARL N/A 000000000 201153.75000000 PA USD 186821.55000000 0.016477382211 Long LON CORP LU N 2 2026-10-01 Floating 6.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FVNJ7 3040290.48000000 PA USD 217643.75000000 0.019195854304 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.21200000 N N N N N N WEX Inc. T9M5IGROL1TL1G5OV478 96208UAT8 338975.00000000 PA USD 326263.44000000 0.028775949041 Long LON CORP US N 2 2028-03-31 Floating 3.91600000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBM7 205000.00000000 PA USD 158915.33000000 0.014016095208 Long DBT CORP US N 2 2041-04-22 Fixed 3.10900000 N N N N N N Morgan Stanley Capital I Trust N/A 61691JAW4 1508361.22000000 PA USD 65430.30000000 0.005770854921 Long ABS-MBS CORP US N 2 2050-06-15 Variable 1.49500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBA3 1360000.00000000 PA USD 1326884.52000000 0.117029236653 Long DBT CORP US N 2 2027-01-29 Fixed 3.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7QD2 364556.60000000 PA USD 356367.50000000 0.031431082256 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46639NAP6 296719.52000000 PA USD 294155.09000000 0.025944040435 Long ABS-MBS CORP US N 2 2045-07-15 Fixed 3.36300000 N N N N N N JBS FINANCE LUXEMBOURG N/A 46592QAB5 410000.00000000 PA USD 356643.07000000 0.031455387119 Long DBT CORP LU N 2 2027-01-15 Fixed 2.50000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAA9 290000.00000000 PA USD 262695.15000000 0.023169320625 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N Birkenstock GmbH & Co. KG 5299000ZMFOERHT5OW39 000000000 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2028-04-28 Floating 5.09800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B2GA4 282558.44000000 PA USD 55151.88000000 0.004864313600 Long ABS-MBS USGSE US N 2 2048-06-25 Fixed 5.50000000 N N N N N N BINOM Securitization Trust N/A 05552UAA2 382416.13000000 PA USD 350538.92000000 0.030917010189 Long ABS-MBS CORP US N 2 2056-06-25 Variable 2.03400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4TQ9 157303.09000000 PA USD 158485.16000000 0.013978154855 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.50000000 N N N N N N LSTAR Securities Investment Ltd N/A 54912PAA6 784120.41000000 PA USD 758876.44000000 0.066931770737 Long ABS-MBS CORP US N 2 2026-03-02 Floating 2.76200000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 840000.00000000 PA USD 642542.76000000 0.056671313581 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69360XAA4 1139612.66000000 PA USD 1069873.04000000 0.094361207248 Long ABS-MBS CORP US N 2 2026-10-25 Variable 2.36300000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 70000.00000000 PA USD 60550.00000000 0.005340419737 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AC1 386000.00000000 PA USD 354427.13000000 0.031259944515 Long DBT CORP US N 2 2028-07-01 Fixed 4.50000000 N N N N N N Freddie Mac - STACR 549300KB1O80CETXGJ21 35564TAH3 329522.90000000 PA USD 327675.46000000 0.028900487100 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 3.67400000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDJ7 6620000.00000000 PA USD 5741815.63000000 0.506419579137 Long DBT UST US N 2 2031-11-15 Fixed 1.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H032670 3650000.00000000 PA USD 3546203.16000000 0.312769832322 Long ABS-MBS USGA US N 2 2052-07-21 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBN5 185000.00000000 PA USD 135589.14000000 0.011958760022 Long DBT CORP US N 2 2051-04-22 Fixed 3.10900000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 23408.00000000 NS USD 3634092.00000000 0.320521496993 Long EC CORP US N 1 N N N Verisure Holding AB 549300VQQCWGISM3N408 000000000 185000.00000000 PA 177512.91000000 0.015656374040 Long LON CORP SE N 2 2026-07-20 Floating 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A8CC2 244032.59000000 PA USD 29935.14000000 0.002640234723 Long ABS-MBS USGSE US N 2 2042-01-25 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X4PM6 3681.94000000 PA USD 3717.98000000 0.000327920293 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Mirati Therapeutics Inc 529900GYRW59IDQV6N54 60468T105 2619.00000000 NS USD 175813.47000000 0.015506485965 Long EC CORP US N 1 N N HOWARD UNIVERSITY N/A 442851AY7 115000.00000000 PA USD 94022.83000000 0.008292673444 Long DBT CORP US N 2 2041-10-01 Fixed 3.47600000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 26443TAC0 335000.00000000 PA USD 237184.92000000 0.020919356368 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N Varonis Systems Inc 549300SHIVNRRH7STS26 922280102 14920.00000000 NS USD 437454.40000000 0.038582825958 Long EC CORP US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B2DL3 396155.00000000 PA USD 70582.54000000 0.006225274809 Long ABS-MBS USGSE US N 2 2048-06-25 Fixed 5.00000000 N N N N N N Bluemountain CLO Ltd N/A 09609NAL9 825000.00000000 PA USD 792216.15000000 0.069872283459 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 2.16300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9VL3 21249.34000000 PA USD 22836.71000000 0.002014163778 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394VV56 13303.29000000 PA USD 11437.34000000 0.001008756338 Long ABS-MBS USGSE US N 2 2036-03-25 None 0.00000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBU1 443000.00000000 PA USD 450396.97000000 0.039724341339 Long DBT CORP US N 2 2039-01-23 Fixed 5.45000000 N N N N N N APX Group, Inc. 549300OMQVKPRU98OE64 00213NAM4 99500.00000000 PA USD 94214.06000000 0.008309539645 Long LON CORP US N 2 2028-07-10 Floating 7.25000000 N N N N N N GMAC Mortgage Corporation Loan Trust N/A 361856DG9 12505.30000000 PA USD 12570.91000000 0.001108735522 Long ABS-O CORP US N 2 2034-10-25 Floating 2.12400000 N N N N N N New Residential Mortgage Loan Trust N/A 64828MAA5 505910.18000000 PA USD 495032.40000000 0.043661119726 Long ABS-MBS CORP US N 2 2057-04-25 Variable 4.00000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 000000000 124375.00000000 PA USD 111937.50000000 0.009872720632 Long LON CORP PA N 2 2028-10-18 Floating 6.12700000 N N N N N N Puget Energy Inc SYBSJ96YIDMIUY7WDR33 745310AH5 270000.00000000 PA USD 264329.60000000 0.023313476679 Long DBT CORP US N 2 2025-05-15 Fixed 3.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JN7C5 23764.11000000 PA USD 24491.90000000 0.002160149069 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N GoDaddy Inc 549300J8H1TB0I2CB447 380237107 37046.00000000 NS USD 2576919.76000000 0.227280481370 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617GCKE3 29802.22000000 PA USD 30301.43000000 0.002672540955 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N EVERGY INC 549300PGTHDQY6PSUI61 30034WAA4 165000.00000000 PA USD 158650.21000000 0.013992712019 Long DBT CORP US N 2 2024-09-15 Fixed 2.45000000 N N N N N N Residential Accredit Loans, Inc. N/A 75114RAE5 474180.25000000 PA USD 414309.26000000 0.036541459113 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.22400000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612KAC6 225000.00000000 PA USD 225709.60000000 0.019907250250 Long DBT CORP US N 2 2052-07-01 Fixed 6.25000000 N N N N N N New York Transportation Development Corp N/A 650117AA2 1280000.00000000 PA USD 1263575.81000000 0.111445502806 Long DBT MUN US N 2 2035-09-01 Fixed 4.24800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AAKA2 31594.92000000 PA USD 3989.89000000 0.000351902350 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ALQU8 1190688.15000000 PA USD 75360.68000000 0.006646699634 Long ABS-MBS USGSE US N 2 2034-03-25 Fixed 3.50000000 N N N N N N Ares Management Corp 529900JUV61FH7B8VW38 03990B101 100172.00000000 NS USD 5695779.92000000 0.502359298141 Long EC CORP US N 1 N N N Upstart Securitization Trust N/A 91679LAA0 194442.44000000 PA USD 188807.77000000 0.016652563854 Long ABS-O CORP US N 2 2031-07-20 Fixed 0.83000000 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 33767DAB1 758000.00000000 PA USD 654608.80000000 0.057735520322 Long DBT CORP US N 2 2028-09-01 Fixed 4.62500000 N N N N N N Myovant Sciences Ltd N/A 000000000 70974.00000000 NS USD 882206.82000000 0.077809326402 Long EC CORP BM N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELLB7 37785.01000000 PA USD 37094.60000000 0.003271688422 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392FT0 245000.00000000 PA USD 193825.21000000 0.017095094583 Long DBT CORP US N 2 2049-10-01 Fixed 3.45000000 N N N N N N DCert Buyer, Inc. 549300EF826JEEUCHZ67 24022KAB5 206013.66000000 PA USD 195369.55000000 0.017231303069 Long LON CORP US N 2 2026-10-16 Floating 5.66600000 N N N N N N Go Daddy Operating Company, LLC 5493005GJOH8HLL11157 38017BAQ9 112700.00000000 PA USD 108312.70000000 0.009553018676 Long LON CORP US N 2 2027-08-10 Floating 3.66600000 N N N N N N COMM Mortgage Trust N/A 12591RBA7 115000.00000000 PA USD 114531.64000000 0.010101519913 Long ABS-MBS CORP US N 2 2047-02-10 Variable 4.07400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022671 5365000.00000000 PA USD 4908975.05000000 0.432964281511 Long ABS-MBS USGA US N 2 2052-07-21 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL2S5 210687.04000000 PA USD 190545.76000000 0.016805851981 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N ONSLOW BAY FINANCIAL LLC N/A 67114JAA8 553812.90000000 PA USD 478645.76000000 0.042215842506 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.05400000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AN1 100000.00000000 PA USD 84000.00000000 0.007408674779 Long DBT CORP US N 2 2031-03-15 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GWY8 115957.71000000 PA USD 110795.43000000 0.009771991761 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 126858.09000000 OU Notional Amount USD 0.00000000 0.000000 N/A DCR GB N 3 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PrimeX.ARM.2 7B579YAB1 Y buy protection 2037-12-25 0.00000000 USD -256.40000000 USD 126858.09000000 USD 256.40000000 N N N Clydesdale Acquisition Holdings Inc N/A 18972FAC6 100000.00000000 PA USD 94052.10000000 0.008295255014 Long LON CORP US N 2 2029-04-13 Floating 5.87500000 N N N N N N Drive Auto Receivables Trust N/A 26209AAG6 465000.00000000 PA USD 460144.14000000 0.040584027202 Long ABS-O CORP US N 2 2027-02-16 Fixed 2.70000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -36075000.00000000 NC USD -275786.16000000 -0.02432392819 N/A DCR AD N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 36075000.00000000 OU Notional Amount N/A -275786.16000000 -0.02000000 DCR AD CDX.NA.IG.S38 2I65BYEA9 sell protection 2027-06-20 0.00000000 N/A 0.00000000 N/A 36075000.00000000 USD 1.00000000 85.00000000 USD 2022-07-20 XXXX -158903.16000000 N N N PENSKE TRUCK LEASING/PTL N/A 709599BN3 285000.00000000 PA USD 279375.95000000 0.024640542319 Long DBT CORP US N 2 2027-07-01 Fixed 4.40000000 N N N N N N Airbnb Inc 549300HMUDNO0RY56D37 009066101 64433.00000000 NS USD 5739691.64000000 0.506232246385 Long EC CORP US N 1 N N N PACCAR Inc KDTEY8BWE486IKZ3CC07 693718108 24020.00000000 NS USD 1977806.80000000 0.174439611407 Long EC CORP US N 1 N N N Freddie Mac - SCRT N/A 35563PLK3 227635.64000000 PA USD 223332.03000000 0.019697552120 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6QS3 68574.85000000 PA USD 67069.93000000 0.005915467843 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 93363RAA4 128150.00000000 PA USD 112362.54000000 0.009910208527 Long ABS-MBS CORP US N 2 2046-10-25 Floating 1.35600000 N N N N N N Adevinta ASA 529900W8V3YLHRSZH763 000000000 100000.00000000 PA 98297.71000000 0.008669711487 Long LON CORP NO N 2 2028-06-26 Floating 3.25000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FN3 10000.00000000 PA USD 6921.38000000 0.000610455398 Long DBT CORP US N 2 2062-09-16 Fixed 2.97300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XF3N9 269576.28000000 PA USD 241190.37000000 0.021272631087 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N American Builders & Contractors Supply Co., Inc. 549300H5GQ4C1BEKG397 02474RAH6 537.13000000 PA USD 508.71000000 0.000044867463 Long LON CORP US N 2 2027-01-15 Floating 3.66600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31379FN75 614.38000000 PA USD 645.20000000 0.000056905678 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 6.00000000 N N N N N N Guidewire Software Inc 549300WXSG0J8IXZCK32 40171V100 9466.00000000 NS USD 671991.34000000 0.059268634438 Long EC CORP US N 1 N N Etsy Inc 54930089Q7XT501AEA40 29786A106 81849.00000000 NS USD 5992165.29000000 0.528500045948 Long EC CORP US N 1 N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AR7 130000.00000000 PA USD 112129.58000000 0.009889661802 Long DBT CORP US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Angel Oak Mortgage Trust N/A 03465EAA9 633272.83000000 PA USD 573631.76000000 0.050593466108 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.06800000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 200000.00000000 PA USD 156000.00000000 0.013758967447 Long DBT CORP US N 2 2030-12-01 Fixed 4.12500000 N N N N N N Residential Funding Mtg Sec I N/A 76111XVZ3 52008.29000000 PA USD 27013.39000000 0.002382540728 Long ABS-MBS CORP US N 2 2035-08-25 Variable 2.96400000 N N N N N N Pathway Vet Alliance LLC N/A 70323KAE8 244495.43000000 PA USD 227686.37000000 0.020081598417 Long LON CORP US N 2 2027-03-31 Floating 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5SH7 107713.01000000 PA USD 105331.15000000 0.009290050410 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XEC4 358694.83000000 PA USD 370877.61000000 0.032710852328 Long ABS-MBS USGSE US N 2 2029-05-25 Floating 5.97400000 N N N N N N Imperial Fund LLC N/A 45276PAA4 1278173.32000000 PA USD 1217524.25000000 0.107383823864 Long ABS-MBS CORP US N 2 2067-03-25 Variable 3.63800000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCZ0 205000.00000000 PA USD 189130.46000000 0.016681024631 Long DBT CORP US N 2 2042-10-01 Fixed 4.62500000 N N N N N N Countrywide Alternative Loan Trust N/A 12667F4T9 142062.19000000 PA USD 115845.54000000 0.010217403934 Long ABS-MBS CORP US N 2 2038-03-01 Floating 2.07400000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBA1 150000.00000000 PA USD 140400.47000000 0.012383112156 Long DBT CORP US N 2 2027-03-01 Fixed 2.45000000 N N N N N N Flowserve Corp 6Y0GK87T6V7NJKZJVM41 34354P105 52905.00000000 NS USD 1514670.15000000 0.133591649283 Long EC CORP US N 1 N N N UBS-Barclays Commercial Mortgage Trust N/A 90270RBE3 192151.47000000 PA USD 192032.28000000 0.016936960829 Long ABS-MBS CORP US N 2 2045-12-10 Fixed 2.85000000 N N N N N N SBA Tower Trust N/A 78403DAN0 545000.00000000 PA USD 525970.56000000 0.046389819318 Long DBT US N 2 2025-01-15 Fixed 2.83600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X4QC7 17819.94000000 PA USD 18004.09000000 0.001587933898 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.50000000 N N N N N N USI, Inc. N/A 90351NAE5 100012.50000000 PA USD 95949.49000000 0.008462601984 Long LON CORP US N 2 2024-05-16 Floating 5.25000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGN8 455000.00000000 PA USD 377258.10000000 0.033273602034 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N Credit Suisse Mortgage Trust N/A 126416AA4 1294072.29000000 PA USD 1146222.85000000 0.101095146674 Long ABS-MBS CORP US N 2 2066-11-25 Variable 2.26500000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 70719.95000000 OU Notional Amount USD -5186.13000000 -0.00045740893 N/A DCR GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ABX-HE-PENAAA 06 0A08AWAB5 Y sell protection 2046-05-25 0.00000000 USD -1788.64000000 USD 70719.95000000 USD -3397.49000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 270000.00000000 PA USD 153900.00000000 0.013573750578 Long DBT NUSS EG Y 2 2048-02-21 Fixed 7.90300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QG4T1 444429.23000000 PA USD 387592.63000000 0.034185092174 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N DISH DBS Corp N/A 25470XAW5 130000.00000000 PA USD 109525.00000000 0.009659941729 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N Assured Guaranty Ltd 549300BBOQUJEPH87M14 000000000 39236.00000000 NS USD 2188976.44000000 0.193064458861 Long EC CORP BM N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGQ7 290000.00000000 PA USD 268786.16000000 0.023706538627 Long DBT CORP US N 2 2045-11-17 Fixed 4.90000000 N N N N N N Arroyo Mortgage Trust N/A 042858AA8 436218.80000000 PA USD 423549.92000000 0.037356471550 Long ABS-MBS CORP US N 2 2049-04-25 Variable 3.34700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617G1SM1 84788.51000000 PA USD 85099.50000000 0.007505649040 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N Cantor Fitzgerald & Co. 5493004J7H4GCPG6OB62 000000000 2000000.00000000 PA USD 2000000.00000000 0.176397018563 Long RA CORP US N 2 Repurchase Y 1.55000000 2022-07-01 19138.85000000 USD 10662.11000000 USD ABS 5704.39000000 USD 4430.92000000 USD ADAS 4741721.43000000 USD 1902180.88000000 USD AMBS 143906.61000000 USD 122726.05000000 USD ACMO N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 170000.00000000 PA USD 142415.17000000 0.012560805693 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N Marvell Technology Inc N/A 573874104 58439.00000000 NS USD 2543849.67000000 0.224363748731 Long EC CORP US N 1 N N N Apex Credit CLO LLC 549300RQCC84IFW6Y440 03755FAC1 996275.47000000 PA USD 983612.81000000 0.086753183552 Long ABS-CBDO CORP KY N 2 2029-04-24 Floating 2.18400000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAJ9 675500.00000000 PA USD 658586.83000000 0.058086376638 Long ABS-O CORP US N 2 2048-07-25 Fixed 4.11600000 N N N N N N WF-RBS Commercial Mortgage Trust 549300QGM7D5K3CV2643 96221TAE7 40000.00000000 PA USD 39830.04000000 0.003512950152 Long ABS-MBS CORP US N 2 2047-03-15 Fixed 4.04500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDA1 780000.00000000 PA USD 767150.32000000 0.067661514619 Long DBT CORP US N 2 2028-04-26 Fixed 4.32300000 N N N N N N Knollwood CDO Ltd 549300E24U6UCPJEUI87 499169AD2 770711.48000000 PA USD 77.07000000 0.000006797459 Long ABS-CBDO CORP KY N 2 2039-01-10 Floating 4.18600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416RHU0 25723.13000000 PA USD 26299.69000000 0.002319593452 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.50000000 N N N N N N Deephaven Residential Mortgage Trust N/A 24381WAA6 238185.41000000 PA USD 210366.71000000 0.018554030224 Long ABS-MBS CORP US N 2 2066-04-25 Variable 0.89900000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BH4 245000.00000000 PA USD 239712.93000000 0.021142323081 Long DBT CORP US N 2 2039-03-15 Fixed 4.75000000 N N N N N N Summit Issuer, LLC N/A 86613XAA3 320000.00000000 PA USD 290479.58000000 0.025619865932 Long ABS-O CORP US N 2 2050-12-20 Fixed 2.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHM77 2201409.66000000 PA USD 1919222.27000000 0.169272543194 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWM2 735000.00000000 PA USD 734776.46000000 0.064806188427 Long DBT CORP US N 2 2023-07-24 Fixed 2.90500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFB32 741174.12000000 PA USD 675643.23000000 0.059590725692 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Intra-Cellular Therapies Inc 5299002U2KGF193IJA20 46116X101 11938.00000000 NS USD 681421.04000000 0.060100319921 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FJB36 114029.13000000 PA USD 111499.31000000 0.009834072927 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Staples, Inc. XQM2JINI1UL7642TU573 855031AQ3 124523.72000000 PA USD 109069.45000000 0.009619762898 Long LON CORP US N 2 2026-04-16 Floating 6.28600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WQAV4 641504.47000000 PA USD 613144.83000000 0.054078459979 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N State of California N/A 13063A7D0 180000.00000000 PA USD 232849.21000000 0.020536953209 Long DBT MUN US N 2 2039-10-01 Fixed 7.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M9X51 486500.36000000 PA USD 439683.31000000 0.038779412498 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KTYL8 576156.68000000 PA USD 515044.44000000 0.045426151821 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379LG91 106410.11000000 PA USD 20125.55000000 0.001775043508 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2CX8 182168.66000000 PA USD 199349.92000000 0.017582365769 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 5.50000000 N N N N N N Regatta VI Funding Ltd. 2549001NU08X5ZRD6A39 75887NAW9 1200000.00000000 PA USD 1149230.40000000 0.101360408101 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 2.22300000 N N N N N N Credit Suisse Mortgage Trust N/A 12659FAA3 558035.66000000 PA USD 500271.44000000 0.044123195244 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.84100000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AY9 210000.00000000 PA USD 185389.50000000 0.016351077536 Long DBT CORP US N 2 2029-09-01 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X53X3 74205.14000000 PA USD 75857.69000000 0.006690535175 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHJ29 34128.33000000 PA USD 35049.32000000 0.003091297775 Long ABS-MBS USGSE US N 2 2041-06-01 Floating 2.47000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYM6 482657.07000000 PA USD 457581.57000000 0.040358012348 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419BBT1 42948.83000000 PA USD 43436.84000000 0.003831064535 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 1000000.00000000 PA USD 1000000.00000000 0.088198509281 Long RA CORP US N 2 Repurchase Y 1.66000000 2022-07-01 12148.91000000 USD 1111825.84000000 USD EQT N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAZ2 20000.00000000 PA USD 18634.62000000 0.001643545705 Long DBT CORP US N 2 2043-10-01 Fixed 5.95000000 N N N N N N Angel Oak Mortgage Trust N/A 03465MAA1 568108.37000000 PA USD 513720.74000000 0.045309403455 Long ABS-MBS CORP US N 2 2066-11-25 Variable 1.82000000 N N N N N N Lorca Holdco Limited 549300PONZMYNJTH6970 000000000 180000.00000000 PA 172361.58000000 0.015202034413 Long LON CORP GB N 2 2027-09-17 Floating 4.49900000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAP5 780000.00000000 PA USD 738392.96000000 0.065125158336 Long DBT CORP GB N 2 2028-03-16 Fixed 4.44800000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEK7 455000.00000000 PA USD 413614.05000000 0.036480142628 Long DBT CORP US N 2 2028-01-21 Fixed 2.47500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNA94 190245.66000000 PA USD 165622.82000000 0.014607685827 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Michaels Companies, Inc. 549300H9LWMBP7HYLR98 59408UAB3 99000.00000000 PA USD 82335.03000000 0.007261826907 Long LON CORP US N 2 2028-04-15 Floating 6.50000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830CAA3 511721.21000000 PA USD 503667.90000000 0.044422757953 Long ABS-MBS CORP US N 2 2057-09-25 Variable 3.95600000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BS2 305000.00000000 PA USD 252454.94000000 0.022266149368 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBX0 105000.00000000 PA USD 91924.98000000 0.008107646201 Long DBT CORP US N 2 2030-01-31 Fixed 2.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379VRH9 161135.30000000 PA USD 10076.13000000 0.000888699645 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 3.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BB8 240000.00000000 PA USD 206333.56000000 0.018198312406 Long DBT CORP US N 2 2030-03-15 Fixed 3.10000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CC4 335000.00000000 PA USD 284397.54000000 0.025083439071 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 114407.00000000 NS USD 6389630.95000000 0.563555924651 Long EC CORP US N 1 N N N Incyte Corp 549300Z4WN6JVZ3T4680 45337C102 6842.00000000 NS USD 519786.74000000 0.045844415612 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419A3M7 248685.73000000 PA USD 256616.63000000 0.022633204222 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36198KLS8 815756.24000000 PA USD 774493.05000000 0.068309132459 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 3.00000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFK5 245000.00000000 PA USD 202287.11000000 0.017841421548 Long DBT CORP US N 2 2049-09-01 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HLE25 84275.92000000 PA USD 85316.70000000 0.007524805756 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N Legacy Mortgage Asset Trust N/A 52474XAA3 419518.75000000 PA USD 385863.57000000 0.034032591660 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.75000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 163000.00000000 PA USD 121809.89000000 0.010743450713 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GT7A2 104520.01000000 PA USD 102202.80000000 0.009014134604 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBG4 85000.00000000 PA USD 61707.23000000 0.005442485697 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N Monster Beverage Corp 52990090AP0E7HCB6F33 61174X109 40452.00000000 NS USD 3749900.40000000 0.330735625235 Long EC CORP US N 1 N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KQ3 170000.00000000 PA USD 170451.04000000 0.015033527633 Long DBT CORP US N 2 2032-05-15 Fixed 4.70000000 N N N N N N Crown Finance US, Inc. N/A 22834KAJ0 3491.62000000 PA USD 3631.28000000 0.000320273482 Long LON CORP US N 2 2025-02-28 Floating 10.07600000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -350.00000000 NC USD -406433.26000000 -0.03584680765 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year US Treasury Note TYM2 COMDTY 2022-09-21 -41079504.24000000 USD -406433.26000000 N N N FORESIGHT ENERGY LLC 549300HM3UR1W0JJ7F28 000000000 1358.87000000 NS USD 21741.92000000 0.001917604932 Long EC CORP US N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DGM6 43612.26000000 PA USD 47235.04000000 0.004166060113 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440AM3 1035000.00000000 PA USD 968501.25000000 0.085420366487 Long DBT CORP US N 2 2028-02-01 Fixed 4.62500000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A 90270YBF5 227823.82000000 PA USD 226692.79000000 0.019993966142 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 3.18500000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92937EAZ7 180010.41000000 PA USD 179303.22000000 0.015814276713 Long ABS-MBS CORP US N 2 2045-03-15 Fixed 3.07100000 N N N N N N Brown Group Holding, LLC 25490094PF4HHK9QS109 11565HAB2 173595.33000000 PA USD 165729.38000000 0.014617084260 Long LON CORP US N 2 2028-06-07 Floating 4.16600000 N N N N N N Crown Finance US, Inc. N/A 22834KAB7 79970.32000000 PA USD 50861.12000000 0.004485874964 Long LON CORP US N 2 2025-02-28 Floating 4.00000000 N N N N N N NORTH MACEDONIA 635400RD1N6RVNCE4958 000000000 515000.00000000 PA 479287.35000000 0.042272429787 Long DBT NUSS MK N 2 2026-06-03 Fixed 3.67500000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866108 20852.00000000 NS USD 4486516.32000000 0.395704051292 Long EC CORP US N 1 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDU2 54000.00000000 PA USD 37524.31000000 0.003309588203 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N Angel Oak Mortgage Trust N/A 03465HAA2 809431.96000000 PA USD 720416.46000000 0.063539657834 Long ABS-MBS CORP US N 2 2066-07-25 Variable 0.95100000 N N N N N N OneMain Holdings Inc 549300E3VEW8SMS5XW09 68268W103 26600.00000000 NS USD 994308.00000000 0.087696483367 Long EC CORP US N 1 N N N KFC HLD/PIZZA HUT/TACO N/A 48250NAC9 60000.00000000 PA USD 57702.00000000 0.005089230382 Long DBT CORP US N 2 2027-06-01 Fixed 4.75000000 N N N N N N Morgan Stanley BAML Trust N/A 61690KAE2 130000.00000000 PA USD 129266.15000000 0.011401081730 Long ABS-MBS CORP US N 2 2046-02-15 Fixed 2.91800000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JAE0 200000.00000000 PA USD 127956.00000000 0.011285528453 Long DBT NUSS EG N 2 2033-09-30 Fixed 7.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AMVN4 37107.46000000 PA USD 1676.04000000 0.000147824229 Long ABS-MBS USGSE US N 2 2027-03-15 Fixed 3.50000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAG4 70000.00000000 PA USD 62798.45000000 0.005538729675 Long DBT CORP US N 2 2032-04-05 Fixed 3.90000000 N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 880000.00000000 PA USD 692205.03000000 0.061051451763 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ARZH2 24033.54000000 PA USD 1357.00000000 0.000119685377 Long ABS-MBS USGSE US N 2 2027-07-15 Fixed 4.00000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92939KAV0 86805.84000000 PA USD 5209.44000000 0.000459464842 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.01600000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEH1 390000.00000000 PA USD 386295.44000000 0.034070681950 Long DBT CORP US N 2 2029-05-15 Fixed 4.00000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59261AG76 1390000.00000000 PA USD 1434200.61000000 0.126494355813 Long DBT MUN US N 2 2049-11-15 Fixed 5.17500000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -36075000.00000000 NC USD -124815.89000000 -0.01100857543 N/A DCR KY N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Written Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 36075000.00000000 OU Notional Amount N/A -124815.89000000 -0.01000000 DCR KY CDX.NA.IG.S38 2I65BYEA9 sell protection 2027-06-20 0.00000000 N/A 0.00000000 N/A 36075000.00000000 USD 1.00000000 97.50000000 USD 2022-07-20 XXXX -8474.01000000 N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AA7 914065.42000000 PA USD 897970.19000000 0.079199632137 Long ABS-MBS CORP US N 2 2036-10-15 Floating 2.24400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419FFW1 101751.81000000 PA USD 102911.22000000 0.009076616192 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08160JAE7 1600000.00000000 PA USD 1570467.04000000 0.138512851804 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.01600000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -199.00000000 NC USD -138332.97000000 -0.01220076173 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year US Treasury Note Future TUU2 Comdty 2022-09-30 -41654776.60000000 USD -138332.97000000 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F83S0 1659000.62000000 PA USD 108615.43000000 0.009579719011 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 1.12000000 N N N N N N COMM Mortgage Trust 549300YJIXJB9DCDOI21 12626BAF1 626871.73000000 PA USD 3391.25000000 0.000299103194 Long ABS-MBS CORP US N 2 2046-08-10 Variable 0.86500000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111GC1 250000.00000000 PA USD 189455.95000000 0.016709732364 Long DBT CORP US N 2 2051-12-01 Fixed 3.20000000 N N N N N N Affirm Asset Securitization Trust N/A 00832PAA6 91521.63000000 PA USD 91155.92000000 0.008039816256 Long ABS-O CORP US N 2 2024-10-15 Fixed 3.46000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDGU4 133400.02000000 PA USD 125029.01000000 0.011027372298 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N Diamond (BC) B.V. 549300SWLHWJF3D4N658 000000000 149250.00000000 PA USD 138280.13000000 0.012196101329 Long LON CORP NL N 2 2028-09-29 Floating 3.98900000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452152KJ9 70000.00000000 PA USD 70432.01000000 0.006211998287 Long DBT MUN US N 2 2023-01-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GPSA7 131731.50000000 PA USD 132173.89000000 0.011657540063 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N SG Commercial Mortgage Securities Trust N/A 78397FAA1 1230000.00000000 PA USD 1164833.62000000 0.102736588845 Long ABS-MBS CORP US N 2 2037-03-15 Fixed 2.63200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJFD8 229074.09000000 PA USD 217074.33000000 0.019145632309 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05552EAA8 1802000.00000000 PA USD 1764595.89000000 0.155634726982 Long ABS-MBS CORP US N 2 2036-08-15 Floating 2.17400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A9GA0 90873.20000000 PA USD 5839.84000000 0.000515065182 Long ABS-MBS USGSE US N 2 2027-10-25 Fixed 3.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08161HAG5 4267289.42000000 PA USD 84253.36000000 0.007431020753 Long ABS-MBS CORP US N 2 2051-07-15 Variable 0.65800000 N N N N N N GCAT N/A 36167HAA3 597007.51000000 PA USD 524892.70000000 0.046294753672 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.09100000 N N N N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 410345AL6 140000.00000000 PA USD 129676.40000000 0.011437265169 Long DBT CORP US N 2 2026-05-15 Fixed 4.87500000 N N N N N HOWARD UNIVERSITY N/A 442851AV3 100000.00000000 PA USD 86726.85000000 0.007649178884 Long DBT CORP US N 2 2031-10-01 Fixed 2.90100000 N N N N N N Freddie Mac - SCRT N/A 35563PJH3 1161290.98000000 PA USD 1139256.18000000 0.100480696766 Long ABS-MBS USGSE US N 2 2058-07-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X8NY3 14852.70000000 PA USD 15018.11000000 0.001324574914 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Bank N/A 06540RAF1 947550.03000000 PA USD 30996.64000000 0.002733857440 Long ABS-MBS CORP US N 2 2054-11-15 Variable 0.90800000 N N N N N N 510 Assets Backed Trust N/A 33835JAA8 901006.20000000 PA USD 840936.48000000 0.074169343936 Long ABS-MBS CORP US N 2 2061-06-25 Variable 2.11600000 N N N N N N PulteGroup Inc N/A 745867AW1 583000.00000000 PA USD 592762.53000000 0.052280771504 Long DBT CORP US N 2 2026-03-01 Fixed 5.50000000 N N N N N N Videotron Ltd 549300LW4GNJRBECSD81 92660FAG9 145000.00000000 PA USD 143912.50000000 0.012692867967 Long DBT CORP CA N 2 2024-06-15 Fixed 5.37500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NE7 415000.00000000 PA USD 336711.39000000 0.029697442656 Long DBT CORP US N 2 2032-11-03 Fixed 2.52000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396WJS6 110916.77000000 PA USD 97271.40000000 0.008579192475 Long ABS-MBS USGSE US N 2 2036-06-25 None 0.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 176764.00000000 NS USD 3704973.44000000 0.326773134336 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X5NJ2 83769.49000000 PA USD 85633.86000000 0.007552778796 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 05605HAC4 160000.00000000 PA USD 140400.00000000 0.012383070703 Long DBT CORP US N 2 2029-04-15 Fixed 4.12500000 N N N N N Cargurus Inc 54930027BKQN6B7X7G78 141788109 95818.00000000 NS USD 2059128.82000000 0.181612092343 Long EC CORP US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410K3E2 7537.56000000 PA USD 8109.90000000 0.000715281090 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KG1 400000.00000000 PA USD 386674.60000000 0.034104123297 Long DBT CORP US N 2 2032-06-15 Fixed 5.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378P4B1 31601.63000000 PA USD 5447.29000000 0.000480442857 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F8BQ9 28774.86000000 PA USD 28942.00000000 0.002552641255 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9TW0 59448.78000000 PA USD 61134.23000000 0.005391947952 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N ICON PLC 6354008SRQGEMC4XFI67 000000000 5720.00000000 NS USD 1239524.00000000 0.109324169019 Long EC CORP IE N 1 N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBF5 44000.00000000 PA USD 40587.46000000 0.003579753467 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AE7 420000.00000000 PA USD 357525.00000000 0.031533172030 Long DBT CORP US N 2 2030-10-01 Fixed 3.75000000 N N N N N UBS-Barclays Commercial Mortgage Trust 549300G1IXWLFE766Q13 90349GBF1 300119.00000000 PA USD 298081.70000000 0.026290361584 Long ABS-MBS CORP US N 2 2046-04-10 Fixed 3.24400000 N N N N N N Techem Verwaltungsgesellschaft 675 mbH 529900N0M7FQHNAV1A41 000000000 49290.65000000 PA 47263.53000000 0.004168572889 Long LON CORP DE N 2 2025-07-15 Floating 2.62500000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CV7 335000.00000000 PA USD 320567.94000000 0.028273614431 Long DBT CORP US N 2 2026-07-01 Fixed 3.25000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582CK6 120000.00000000 PA USD 92872.53000000 0.008191218699 Long DBT CORP NL N 2 2041-11-26 Fixed 2.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXJJ2 634445.10000000 PA USD 617983.90000000 0.054505258740 Long ABS-MBS USGSE US N 2 2058-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WUUT8 29793.03000000 PA USD 30528.43000000 0.002692562016 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXK3 781277.42000000 PA USD 681450.39000000 0.060102908547 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAV6 110000.00000000 PA USD 108539.75000000 0.009573044147 Long DBT CORP US N 2 2029-06-15 Fixed 4.35000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -106.00000000 NC USD 219201.66000000 0.019333259644 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10-Year US Treasury Note Futures UXYU2 Comdty 2022-09-21 -13720951.66000000 USD 219201.66000000 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACQ6 25000.00000000 PA USD 20974.67000000 0.001849934626 Long DBT CORP US N 2 2032-03-15 Fixed 2.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417FU30 192216.66000000 PA USD 183640.59000000 0.016196826281 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N LSTAR Securities Investment Ltd N/A 50220XAA4 248171.94000000 PA USD 247250.06000000 0.021807086711 Long ABS-MBS CORP US N 2 2024-04-01 Floating 4.56200000 N N N N N N Delta 2 (LUX) S.a.r.l. 549300BBG8Z3D6QSYP53 000000000 241686.32000000 PA USD 236032.55000000 0.020817719051 Long LON CORP LU N 2 2024-02-01 Floating 4.16600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJZT2 246435.24000000 PA USD 214851.14000000 0.018949550265 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 35000.00000000 PA USD 29908.20000000 0.002637858655 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N MFRA Trust N/A 55283FAA6 298849.25000000 PA USD 276927.88000000 0.024424626194 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.15300000 N N N N N N Snap Inc 549300JNC0L6VP8A2Q35 83304A106 105085.00000000 NS USD 1379766.05000000 0.121693308767 Long EC CORP US N 1 N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 90932RAJ3 98750.00000000 PA USD 91886.88000000 0.008104285838 Long LON CORP US N 2 2028-04-21 Floating 5.39200000 N N N N N N WF-RBS Commercial Mortgage Trust 549300QGM7D5K3CV2643 96221TAH0 1383011.91000000 PA USD 20193.50000000 0.001781036597 Long ABS-MBS CORP US N 2 2047-03-15 Variable 1.41500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXFR8 599002.15000000 PA USD 539314.43000000 0.047566728760 Long ABS-MBS USGSE US N 2 2057-01-01 Fixed 2.50000000 N N N N N N Towd Point Mortgage Trust N/A 89179TAA2 1266592.77000000 PA USD 1153893.88000000 0.101771720085 Long ABS-MBS CORP US N 2 2060-11-30 Variable 2.91800000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHV4 45000.00000000 PA USD 40340.43000000 0.003557965789 Long DBT CORP US N 2 2030-07-23 Fixed 3.19400000 N N N N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 7694.00000000 NS USD 5181293.48000000 0.456982361087 Long EC CORP US N 1 N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAV7 140000.00000000 PA USD 123984.03000000 0.010935206620 Long DBT CORP US N 2 2049-06-01 Fixed 4.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380CP80 228714.60000000 PA USD 43889.78000000 0.003871013168 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 6.00000000 N N N N N N PetSmart, Inc. N/A 71677HAL9 99250.00000000 PA USD 93574.09000000 0.008253095245 Long LON CORP US N 2 2028-02-11 Floating 4.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300ZVNWG0TX42H716 94989VAG4 4651977.35000000 PA USD 109501.50000000 0.009657869064 Long ABS-MBS CORP US N 2 2057-09-15 Variable 1.03100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQFE7 103777.47000000 PA USD 107087.50000000 0.009444957862 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36183QUL7 24444.16000000 PA USD 23209.60000000 0.002047052121 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCYW0 222068.36000000 PA USD 208604.51000000 0.018398606811 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GU1 150000.00000000 PA USD 125930.40000000 0.011106873553 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N Freddie Mac - SCRT N/A 35563PFJ3 423303.14000000 PA USD 416107.11000000 0.036700026803 Long ABS-MBS USGSE US N 2 2057-11-25 Fixed 3.50000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAD7 235000.00000000 PA USD 230034.57000000 0.020288706157 Long DBT CORP US N 2 2025-05-15 Fixed 3.62500000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92936CBA6 105000.00000000 PA USD 68844.76000000 0.006072005203 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08161CAE1 795000.00000000 PA USD 777774.50000000 0.068598551457 Long ABS-MBS CORP US N 2 2051-02-15 Variable 3.88200000 N N N N N N Oglethorpe Power Corp 3EERXCUSWMS9GV5D9M98 677050AN6 115000.00000000 PA USD 107652.88000000 0.009494823535 Long DBT CORP US N 2 2048-10-01 Fixed 5.05000000 N N N N N N Oaktown Re Ltd 2549008N2FD0KB1Y5E03 67400KAA8 61246.28000000 PA USD 61227.58000000 0.005400181282 Long ABS-MBS CORP US N 2 2029-07-25 Floating 3.02400000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BA1 1290000.00000000 PA USD 1254098.89000000 0.110609652590 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411BJ3 60000.00000000 PA USD 55200.00000000 0.004868557712 Long DBT CORP US N 2 2027-11-15 Fixed 4.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BVST5 120035.01000000 PA USD 120288.90000000 0.010609301663 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N 1011778 B.C. Unlimited Liability Company 549300RHSHNRWI5LLA86 000000000 1068.30000000 PA USD 1022.36000000 0.000090170627 Long LON CORP CA N 2 2026-11-19 Floating 3.41600000 N N N N N N New Residential Mortgage Loan Trust N/A 64831EAA8 249363.14000000 PA USD 240178.25000000 0.021183363611 Long ABS-MBS CORP US N 2 2058-10-25 Variable 0.94100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LVF0 48579.66000000 PA USD 51465.30000000 0.004539162739 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8KB0 223051.02000000 PA USD 218142.60000000 0.019239852130 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -91.00000000 NC 195850.36000000 0.017273709794 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Future RXU2 Comdty 2022-09-08 -13725869.03000000 EUR 195850.36000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AWF91 154475.63000000 PA USD 139621.15000000 0.012314377294 Long ABS-MBS USGSE US N 2 2042-10-15 Fixed 1.75000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAN0 335000.00000000 PA USD 216950.16000000 0.019134680700 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N NanoString Technologies Inc 549300G4CK0Y3WRDMY89 63009R109 55059.00000000 NS USD 699249.30000000 0.061672745876 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 307.00000000 NC USD -240978.50000000 -0.02125394446 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year US Treasury Note FVM2 COMDTY 2022-09-30 34701728.50000000 USD -240978.50000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810RV2 6040000.00000000 PA USD 5640085.92000000 0.497447170365 Long DBT UST US N 2 2047-02-15 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 565000.00000000 PA USD 501417.90000000 0.044224311307 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N Bank N/A 06540AAE1 4078214.63000000 PA USD 186834.43000000 0.016478518208 Long ABS-MBS CORP US N 2 2062-09-15 Variable 0.95500000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -3682.76000000 -0.00032481394 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 512659.53000000 USD 483000.00000000 EUR 2022-09-21 -3682.76000000 N N N Acrisure, LLC 549300R0Z1Q47XRTGO22 00488PAL9 132959.70000000 PA USD 122406.02000000 0.010796028491 Long LON CORP US N 2 2027-02-15 Floating 5.16600000 N N N N N N INTL AIRPORT FINANCE SA 959800M9M5LP0KXUP789 45900TAA0 928939.58000000 PA USD 901071.39000000 0.079473153354 Long DBT CORP ES N 2 2033-03-15 Fixed 12.00000000 N N N N N N Adjustable Rate Mortgage Trust N/A 007036SE7 50748.65000000 PA USD 50244.37000000 0.004431478533 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.16400000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCD6 915000.00000000 PA USD 710881.40000000 0.062698679756 Long DBT CORP US N 2 2042-04-22 Fixed 3.15700000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YF5 191000.00000000 PA USD 224176.95000000 0.019772072805 Long DBT MUN US N 2 2057-04-01 Fixed 6.63700000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CV8 80000.00000000 PA USD 72136.02000000 0.006362289429 Long DBT CORP US N 2 2050-02-15 Fixed 4.15000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CF9 785000.00000000 PA USD 642718.75000000 0.056686835637 Long DBT CORP US N 2 2030-08-15 Fixed 3.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378BM71 863707.09000000 PA USD 15609.43000000 0.001376728456 Long ABS-MBS USGA US N 2 2053-02-16 Variable 0.64800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDDV5 144049.10000000 PA USD 128770.44000000 0.011357360847 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 2.00000000 N N N N N N Fortune Brands Home & Security Inc 54930032LHW54PQUJD44 34964C106 12015.00000000 NS USD 719458.20000000 0.063455140730 Long EC CORP US N 1 N N N BENCHMARK Mortgage Trust N/A 08163AAF0 1326085.18000000 PA USD 117162.15000000 0.010333526974 Long ABS-MBS CORP US N 2 2053-07-15 Variable 1.91600000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 72152300.00000000 PA 3300215.60000000 0.291074096228 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 69073TAR4 100000.00000000 PA USD 99000.00000000 0.008731652418 Long DBT CORP US N 2 2023-08-15 Fixed 5.87500000 N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBL1 835000.00000000 PA USD 745012.05000000 0.065708952207 Long DBT CORP US N 2 2026-09-01 Fixed 3.12500000 N N N N N LSTAR Securities Investment Ltd N/A 54912MAA3 508855.09000000 PA USD 508395.62000000 0.044839735809 Long ABS-MBS CORP US N 2 2026-02-01 Floating 3.51300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D5G3 282120.61000000 PA USD 252197.87000000 0.022243476178 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 2.00000000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A 07332GAA6 462355.08000000 PA USD 455643.63000000 0.040187088929 Long ABS-O CORP US N 2 2057-10-28 Variable 3.50000000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62928CAA0 210000.00000000 PA USD 174959.92000000 0.015431204128 Long DBT CORP US N 2 2031-07-15 Fixed 3.25000000 N N N N N N Legacy Mortgage Asset Trust N/A 52474VAA7 542537.70000000 PA USD 541610.45000000 0.047769234301 Long ABS-MBS CORP US N 2 2059-06-25 Variable 3.00000000 N N N N N N Arista Networks Inc 635400H1WKBLOQERUU95 040413106 33186.00000000 NS USD 3110855.64000000 0.274372830039 Long EC CORP US N 1 N N N BLACK KNIGHT INFOSERV LL 549300H5PS5C68DAUX66 092174AA9 1658000.00000000 PA USD 1440503.56000000 0.127050266607 Long DBT CORP US N 2 2028-09-01 Fixed 3.62500000 N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEL2 60000.00000000 PA USD 60832.59000000 0.005365343753 Long DBT CORP US N 2 2062-05-15 Fixed 4.95000000 N N N N N N CIM Trust N/A 12553HAA6 109343.89000000 PA USD 109165.83000000 0.009628263470 Long ABS-MBS CORP US N 2 2057-04-25 Variable 3.00000000 N N N N N N IPALCO Enterprises Inc 5493000YFVK2DZX0JV43 462613AM2 335000.00000000 PA USD 331234.79000000 0.029214414700 Long DBT CORP US N 2 2024-09-01 Fixed 3.70000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 100000.00000000 PA USD 74790.00000000 0.006596366509 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N UGI Energy Services, LLC 5493001O7RUKEUP5XR11 90276DAB5 145500.00000000 PA USD 142468.80000000 0.012565535779 Long LON CORP US N 2 2026-08-13 Floating 5.41600000 N N N N N N New Residential Mortgage Loan Trust N/A 64829KBV1 640616.15000000 PA USD 623680.69000000 0.055007707125 Long ABS-MBS CORP US N 2 2057-03-25 Variable 4.00000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428X106 9256.00000000 NS USD 2098427.76000000 0.185078200267 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380CG23 118037.57000000 PA USD 20999.46000000 0.001852121067 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 5.50000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAN7 785000.00000000 PA USD 665248.25000000 0.058673903952 Long DBT CORP US N 2 2030-03-01 Fixed 5.00000000 N N N N N N BRAVO Residential Funding Trust N/A 10569EAA9 258194.94000000 PA USD 247485.17000000 0.021827823063 Long ABS-MBS CORP US N 2 2060-03-25 Variable 0.97000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 880000.00000000 PA USD 666591.20000000 0.058792350140 Long DBT CORP CO N 2 2031-11-02 Fixed 4.62500000 N N N N N N Hub International Limited 549300JQT6ATTUNS5E06 44332EAP1 115200.00000000 PA USD 109119.97000000 0.009624218686 Long LON CORP US N 2 2025-04-25 Floating 4.21400000 N N N N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370860 103653.00000000 NS USD 1153657.89000000 0.101750906119 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2AE2 432193.87000000 PA USD 450825.62000000 0.039762147630 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.50000000 N N N N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 73928QAB4 970000.00000000 PA USD 858172.03000000 0.075689493753 Long DBT CORP IN N 2 2030-04-23 Fixed 3.95000000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 000000000 2700000.00000000 PA USD 2700000.00000000 0.238135975061 Long RA CORP US N 2 Repurchase Y 1.70000000 2022-07-07 44124.99000000 USD 2688774.54000000 USD EQT 336729.43000000 USD 288804.20000000 USD UST N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AQ8 290000.00000000 PA USD 255657.50000000 0.022548610386 Long DBT CORP US N 2 2030-05-14 Fixed 2.95000000 N N N N N N GSR Mortgage Loan Trust N/A 362669AK9 139760.63000000 PA USD 103869.00000000 0.009161090960 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BPB6 13060.20000000 PA USD 13152.32000000 0.001160015017 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.00000000 N N N N N N Angel Oak Mortgage Trust N/A 03464MAA2 62495.32000000 PA USD 62241.34000000 0.005489593403 Long ABS-MBS CORP US N 2 2048-11-25 Variable 3.92000000 N N N N N N Washington Mutual Mortgage Pass-Through CTFS N/A 93934NAA3 59430.22000000 PA USD 39278.09000000 0.003464268985 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.22400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMXN8 256222.76000000 PA USD 253400.89000000 0.022349580748 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.00000000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAN7 60000.00000000 PA USD 54705.44000000 0.004824938257 Long DBT CORP US N 2 2028-03-15 Fixed 5.87500000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 480000.00000000 PA USD 443136.00000000 0.039083934609 Long DBT CORP IL Y 2 2027-06-30 Fixed 6.50000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBL8 635000.00000000 PA USD 527521.89000000 0.046526644311 Long DBT CORP US N 2 2031-06-15 Fixed 2.55000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 410000.00000000 PA USD 338965.13000000 0.029896219164 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N Match Group Inc 15OMOPB0A8K0EFUVD031 57667L107 25135.00000000 NS USD 1751658.15000000 0.154493637601 Long EC CORP US N 1 N N Towd Point Mortgage Trust N/A 89173FAA8 331843.56000000 PA USD 329181.35000000 0.029033304353 Long ABS-O CORP US N 2 2056-10-25 Variable 2.75000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AHAG5 230441.65000000 PA USD 228897.78000000 0.020188442973 Long ABS-MBS USGSE US N 2 2023-10-25 Variable 3.32900000 N N N N N N SS&C Technologies Inc. 549300KY09TR3J12JU49 78466DBF0 94468.24000000 PA USD 90276.21000000 0.007962227145 Long LON CORP US N 2 2025-04-16 Floating 3.41600000 N N N N N N LUNDIN ENERGY FI 549300JSNI1KL271GM17 55037AAB4 580000.00000000 PA USD 479822.99000000 0.042319672437 Long DBT CORP NL N 2 2031-07-15 Fixed 3.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNF73 728901.00000000 PA USD 635536.79000000 0.056053397471 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KELG1 239573.17000000 PA USD 208906.51000000 0.018425242761 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.00000000 N N N N N N Nuvei Corp N/A 67079A102 3789.00000000 NS USD 137048.13000000 0.012087440765 Long EC CORP CA N 1 N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAB6 1195000.00000000 PA USD 967526.86000000 0.085334426742 Long DBT CORP JE N 2 2036-03-31 Fixed 2.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H23B2 63824.33000000 PA USD 62406.88000000 0.005504193784 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6WG2 167114.58000000 PA USD 163462.39000000 0.014417139121 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Blueprint Medicines Corp 5299004CC60O9T5HVM83 09627Y109 2763.00000000 NS USD 139559.13000000 0.012308907222 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AYCZ2 77824.87000000 PA USD 3781.41000000 0.000333514724 Long ABS-MBS USGSE US N 2 2041-03-15 Fixed 3.50000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABH4 400000.00000000 PA USD 404683.39000000 0.035692471729 Long DBT CORP US N 2 2025-05-01 Fixed 4.70000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XHT76 79191.71000000 PA USD 81535.52000000 0.007191311317 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DU67 1076896.05000000 PA USD 962903.24000000 0.084926630350 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B2AV2 69198.25000000 PA USD 3498.94000000 0.000308601292 Long ABS-MBS USGSE US N 2 2028-05-15 Fixed 2.50000000 N N N N N N Artera Services, LLC 549300J2G34D0WX8Z443 73937UAK4 99000.00000000 PA USD 78655.50000000 0.006937297846 Long LON CORP US N 2 2025-03-06 Floating 5.75000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 50000.00000000 PA USD 45997.05000000 0.004056871241 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 175000.00000000 PA USD 145298.67000000 0.012815126094 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 70719.74000000 OU Notional Amount USD 5186.11000000 0.000457407170 N/A DCR US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 ABX-HE-PENAAA 06 0A08AWAB5 Y buy protection 2046-05-25 9115.14000000 USD 0.00000000 USD 70719.74000000 USD -3929.03000000 N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PEB0 1110000.00000000 PA USD 827818.89000000 0.073012392053 Long DBT NUSS DO N 2 2049-06-05 Fixed 6.40000000 N N N N N N CERAMTEC ACQUICO GMBH 9845001D9F4A861EIB39 000000000 92992.86000000 PA 88437.57000000 0.007800061838 Long LON CORP DE N 2 2029-03-16 Floating 3.75000000 N N N N N N KKR Financial CLO Ltd 5493008X0MRR4A6VYF15 48252KAA7 1230000.00000000 PA USD 1201455.39000000 0.105966574366 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 2.04400000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 535000.00000000 PA USD 444499.00000000 0.039204149177 Long DBT CORP US N 2 2032-11-08 Fixed 2.54500000 N N N N N N Ovintiv Inc N/A 292505AE4 340000.00000000 PA USD 356708.22000000 0.031461133252 Long DBT CORP US N 2 2037-08-15 Fixed 6.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L6NA5 5733.83000000 PA USD 5753.45000000 0.000507445713 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162PAY7 2154076.56000000 PA USD 47463.57000000 0.004186216119 Long ABS-MBS CORP US N 2 2051-01-15 Variable 0.62600000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BW3 285000.00000000 PA USD 278896.02000000 0.024598213208 Long DBT CORP US N 2 2032-06-22 Fixed 4.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKA9 355000.00000000 PA USD 277655.53000000 0.024488803839 Long DBT CORP US N 2 2051-06-01 Fixed 3.65000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573RAA6 872893.99000000 PA USD 768651.16000000 0.067793886469 Long ABS-MBS CORP US N 2 2066-11-25 Variable 1.92000000 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QBC1 165000.00000000 PA USD 167328.70000000 0.014758141900 Long DBT CORP XX N 2 2028-12-01 Fixed 5.55000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 820000.00000000 PA 656096.93000000 0.057866771170 Long DBT NUSS SA Y 2 2039-07-09 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6YJ4 131081.73000000 PA USD 128526.67000000 0.011335860696 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N GTP ACQUISITION PARTNERS N/A 36246MAU3 1355000.00000000 PA USD 1334293.57000000 0.117682703818 Long DBT CORP US N 2 2025-06-16 Fixed 3.48200000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 31395QCR9 77217.75000000 PA USD 3503.04000000 0.000308962905 Long ABS-MBS USGSE US N 2 2027-05-25 Fixed 4.00000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 20000.00000000 PA USD 16961.00000000 0.001495934915 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAP4 35000.00000000 PA USD 30359.86000000 0.002677694394 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69360HAA9 483796.94000000 PA USD 457086.56000000 0.040314353204 Long ABS-MBS CORP US N 2 2026-10-25 Variable 2.48700000 N N N N N N Kymera Therapeutics Inc N/A 501575104 4104.00000000 NS USD 80807.76000000 0.007127123970 Long EC CORP US N 1 N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BTKX8 302984.22000000 PA USD 295044.94000000 0.026022523879 Long ABS-MBS USGSE US N 2 2046-12-15 Fixed 3.50000000 N Y N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCA1 390000.00000000 PA USD 389361.33000000 0.034341088878 Long DBT CORP US N 2 2024-01-29 Fixed 3.90000000 N N N N N N Angel Oak Mortgage Trust N/A 03463WAA1 13606.79000000 PA USD 13558.71000000 0.001195858009 Long ABS-MBS CORP US N 2 2049-03-25 Variable 3.62800000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468C6 180000.00000000 PA USD 179848.21000000 0.015862344019 Long DBT CORP US N 2 2025-07-23 Fixed 4.00000000 N N N N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762P102 6184.00000000 NS USD 2940615.68000000 0.259357919346 Long EC CORP US N 1 N N N MIZUHO BANK LIMITED NEW YORK N/A 000000000 999891.00000000 PA USD 999891.00000000 0.088188895644 Long STIV CORP US N 2 2022-07-28 Floating 1.80000000 N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829107 74512.00000000 NS USD 6311911.52000000 0.556701186782 Long EC CORP US N 1 N N N Republic of Indonesia 529900FWX0GRR7WG5W79 000000000 100000.00000000 PA 105711.96000000 0.009323637285 Long DBT NUSS ID Y 2 2023-06-14 Fixed 2.62500000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 053484101 8735.00000000 NS USD 1696773.75000000 0.149652915338 Long EC US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SNV5 94715.89000000 PA USD 93548.62000000 0.008250848829 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 3136FGRW9 158747.96000000 PA USD 148018.60000000 0.013055019865 Long ABS-MBS USGSE US N 2 2039-09-25 Fixed 2.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 135000.00000000 PA USD 100107.66000000 0.008829346379 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 85000.00000000 PA USD 73387.61000000 0.006472677801 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBP4 245000.00000000 PA USD 175174.90000000 0.015450165043 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F1XN3 280563.43000000 PA USD 271726.89000000 0.023965906629 Long ABS-MBS USGSE US N 2 2046-05-15 Fixed 3.00000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CN5 350000.00000000 PA USD 292699.32000000 0.025815643691 Long DBT CORP US N 2 2031-06-15 Fixed 2.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y3XN6 149954.99000000 PA USD 147367.80000000 0.012997620276 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KEUJ2 137383.81000000 PA USD 137056.35000000 0.012088165757 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 3.00000000 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 64072UAE2 102867.23000000 PA USD 95923.69000000 0.008460326462 Long LON CORP US N 2 2025-07-17 Floating 3.57400000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAA6 81000.00000000 PA USD 77962.50000000 0.006876176279 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N Middleby Corp/The JDFO86U9VQRBKW5KYA35 596278101 7926.00000000 NS USD 993603.36000000 0.087634335169 Long EC CORP US N 1 N N SentinelOne Inc N/A 81730H109 12636.00000000 NS USD 294797.88000000 0.026000733555 Long EC CORP US N 1 N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 148955000.00000000 PA 230203.18000000 0.020303577307 Long DBT NUSS RU N 2 2031-03-12 Fixed 5.90000000 N Y N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AX4 605000.00000000 PA USD 579782.23000000 0.051135928394 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N Dexcom Inc 549300YSK3QDSFR5EU59 252131107 12108.00000000 NS USD 902409.24000000 0.079591149730 Long EC CORP US N 1 N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 000000000 640000.00000000 PA 486329.28000000 0.042893517516 Long DBT NUSS MA Y 2 2030-09-30 Fixed 2.00000000 N N N N N N GSR Mortgage Loan Trust N/A 3623414D8 182710.64000000 PA USD 181107.83000000 0.015973440625 Long ABS-MBS CORP US N 2 2036-01-25 Variable 2.86700000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BF8 330000.00000000 PA USD 330717.52000000 0.029168792257 Long DBT CORP US N 2 2024-03-15 Fixed 3.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RW0 1981779.75000000 PA USD 1830823.86000000 0.161475935209 Long DBT UST US N 2 2047-02-15 Fixed 0.87500000 N N N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 46.00000000 NC 23668.19000000 0.002087499075 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long MSE 10 Year Canadian Bond Future CNU2 Comdty 2022-09-20 5673074.30000000 CAD 23668.19000000 N N N Deutsche Bank Commercial Mortgage Trust N/A 233063AW6 1009908.23000000 PA USD 79167.41000000 0.006982447545 Long ABS-MBS CORP US N 2 2053-09-15 Variable 1.82800000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932107 135181.00000000 NS USD 5189598.59000000 0.457714859409 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FHLJ4 97333.41000000 PA USD 95181.53000000 0.008394869057 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N METINVEST BV 635400TMCKVEU87EJ582 000000000 355000.00000000 PA 201822.07000000 0.017800405714 Long DBT CORP NL N 2 2025-06-17 Fixed 5.62500000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017CW7 190000.00000000 PA USD 181225.24000000 0.015983796012 Long DBT CORP US N 2 2038-11-16 Fixed 4.45000000 N N N N N N Apollo Aviation Securitization Equity Trust N/A 00255UAA3 135632.14000000 PA USD 113765.55000000 0.010033951917 Long ABS-O CORP US N 2 2040-01-16 Fixed 3.35100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2EW8 336939.69000000 PA USD 345060.35000000 0.030433808482 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 4.00000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513105 143787.00000000 NS USD 9084462.66000000 0.801236064238 Long EC CORP US N 1 N N N COMM Mortgage Trust 549300CJNWCNIHR7IT87 12625CAC7 1065000.00000000 PA USD 1063282.47000000 0.093779928799 Long ABS-MBS CORP US N 2 2031-03-10 Fixed 3.42400000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 15000.00000000 PA USD 11408.31000000 0.001006195935 Long DBT CORP US N 2 2045-05-15 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M4MG0 972016.17000000 PA USD 876375.24000000 0.077294989739 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283H3M5 48407.90000000 PA USD 50803.36000000 0.004480780618 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 11104000.00000000 PA 1810729.94000000 0.159703681420 Long DBT NUSS BR N 2 2031-01-01 Fixed 10.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KXQ6 17958.33000000 PA USD 19022.94000000 0.001677794950 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.00000000 N N N N N N Countrywide Home Loans N/A 17025RAA3 197973.02000000 PA USD 179766.69000000 0.015855154076 Long ABS-MBS CORP US N 2 2047-09-25 Variable 2.92000000 N N N N N N Qualtrics International Inc 549300NW34K5PVZGTN68 747601201 27191.00000000 NS USD 340159.41000000 0.030001552880 Long EC CORP US N 1 N N N WF-RBS Commercial Mortgage Trust N/A 92937UAF5 100000.00000000 PA USD 99051.83000000 0.008736223747 Long ABS-MBS CORP US N 2 2045-05-15 Fixed 3.34500000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 64779.00000000 NS USD 6944956.59000000 0.612534818265 Long EC CORP US N 1 N N N Octagon Investment Partners 45, Ltd. N/A 67577MAN3 1155000.00000000 PA USD 1100828.65000000 0.097091445904 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 1.58400000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBF5 1304000.00000000 PA USD 1099493.45000000 0.096973683255 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BMP0 118090.58000000 PA USD 126533.44000000 0.011160060782 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AH0 145000.00000000 PA USD 106954.62000000 0.009433238044 Long DBT CORP US N 2 2031-01-15 Fixed 3.37500000 N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -71.00000000 NC USD 258740.62000000 0.022820536974 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CME Ultra Long Term US Treasury Bond Future WNU2 Comdty 2022-09-21 -11217146.87000000 USD 258740.62000000 N N N Bear Stearns Alt-A Trust N/A 07386HA92 325588.91000000 PA USD 320955.98000000 0.028307838981 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.10400000 N N N N N N Snowflake Inc 254900CJNSY1K7T53Z16 833445109 1502.00000000 NS USD 208868.12000000 0.018421856820 Long EC CORP US N 1 N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 76006.00000000 NS USD 12255967.50000000 1.080958063306 Long EC CORP US N 1 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 202793.00000000 NS USD 10632436.99000000 0.937765092551 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JGWZ4 181932.76000000 PA USD 181847.72000000 0.016038697820 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N COLT Funding LLC N/A 19688FAA3 875598.27000000 PA USD 757186.48000000 0.066782718784 Long ABS-MBS CORP US N 2 2066-09-27 Variable 0.95600000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAT8 450000.00000000 PA USD 453983.24000000 0.040040645006 Long DBT CORP DK N 2 2024-01-12 Fixed 5.37500000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAE9 160000.00000000 PA USD 147860.86000000 0.013041107433 Long DBT CORP US N 2 2029-04-05 Fixed 3.85000000 N N N N N N Bank N/A 06650AAF4 8055898.37000000 PA USD 251195.00000000 0.022155024539 Long ABS-MBS CORP US N 2 2050-11-15 Variable 0.85800000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAK3 455000.00000000 PA USD 393055.45000000 0.034666904755 Long DBT CORP US N 2 2030-02-15 Fixed 2.56500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CTT9 84191.94000000 PA USD 90138.57000000 0.007950087502 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.00000000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813CS6 1485000.00000000 PA USD 1253584.16000000 0.110564254171 Long DBT CORP US N 2 2032-02-01 Fixed 2.53900000 N N N N N Morgan Stanley Capital I Trust N/A 61764BAA1 1140000.00000000 PA USD 1106947.52000000 0.097631121117 Long ABS-MBS CORP US N 2 2032-09-09 Fixed 3.91200000 N N N N N N Waste Connections Inc 549300HDLRTPBQU69P29 94106B101 13814.00000000 NS USD 1712383.44000000 0.151029666726 Long EC CORP CA N 1 N N N CLECO CORPORATE HOLDINGS 5493002H80P81B3HXL31 18551PAD1 20000.00000000 PA USD 18840.92000000 0.001661741057 Long DBT CORP US N 2 2046-05-01 Fixed 4.97300000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98388MAD9 185000.00000000 PA USD 183475.29000000 0.016182247068 Long DBT CORP US N 2 2032-06-01 Fixed 4.60000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 738000.00000000 PA 549104.84000000 0.048430228327 Long DBT NUSS RO Y 2 2049-04-03 Fixed 4.62500000 N N N N N N Sarepta Therapeutics Inc 549300IKDPIED8J8IG21 803607100 2254.00000000 NS USD 168959.84000000 0.014902006016 Long EC CORP US N 1 N N N Great Outdoors Group, LLC 549300IYLDI2E8I2AU46 07014QAN1 128057.32000000 PA USD 117439.19000000 0.010357961489 Long LON CORP US N 2 2028-03-06 Floating 5.41600000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEJ7 195000.00000000 PA USD 194840.96000000 0.017184682219 Long DBT CORP US N 2 2032-05-15 Fixed 4.20000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513E101 60730.00000000 NS USD 5836760.30000000 0.514793557495 Long EC CORP US N 1 N N N Voya Financial Inc 549300T065Z4KJ686G75 929089100 14360.00000000 NS USD 854850.80000000 0.075396566218 Long EC CORP US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A6U85 27480.49000000 PA USD 1012.17000000 0.000089271885 Long ABS-MBS USGSE US N 2 2027-07-25 Fixed 4.50000000 N N N N N N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 28176E108 28006.00000000 NS USD 2663090.54000000 0.234880615710 Long EC CORP US N 1 N N N LANDSBANKI ISLANDS ESC N/A 515ESCAA9 320000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2049-08-25 None 0.00000000 Y N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 550000.00000000 PA USD 520671.93000000 0.045922488050 Long DBT CORP US N 2 2028-07-22 Fixed 3.59100000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582CH3 165000.00000000 PA USD 130008.80000000 0.011466582353 Long DBT CORP NL N 2 2050-04-06 Fixed 3.25000000 N N N N N N Philadelphia Authority for Industrial Development 549300DIY68KQZEW7M79 71781LBH1 1235000.00000000 PA USD 1403242.94000000 0.123763935468 Long DBT MUN US N 2 2028-10-15 Fixed 6.55000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03881EAA5 210000.00000000 PA USD 204126.93000000 0.018003690930 Long ABS-CBDO CORP KY N 2 2036-05-15 Floating 2.42400000 N N N N N N OZLM Ltd 5493005RYHNVNU6C8029 67109WAJ7 69502.97000000 PA USD 69349.99000000 0.006116565736 Long ABS-CBDO CORP KY N 2 2027-04-30 Floating 2.33600000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CA8 145000.00000000 PA USD 145555.00000000 0.012837734018 Long DBT CORP US N 2 2024-05-01 Fixed 4.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJBW0 69168.04000000 PA USD 65573.93000000 0.005783522873 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Horizon Therapeutics USA Inc. 254900IS87RLPXY88S03 44055UAD7 99000.00000000 PA USD 95782.50000000 0.008447873715 Long LON CORP US N 2 2028-03-15 Floating 3.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJCD8 158463.55000000 PA USD 162015.37000000 0.014289514114 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 4.50000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBR0 180000.00000000 PA USD 157428.31000000 0.013884942260 Long DBT US N 2 2026-09-15 Fixed 1.45000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B6WW9 2490508.78000000 PA USD 175141.05000000 0.015447179524 Long ABS-MBS USGSE US N 2 2029-05-25 Variable 1.55800000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 023551AM6 127000.00000000 PA USD 141350.72000000 0.012466922789 Long DBT CORP US N 2 2033-03-15 Fixed 7.12500000 N N N N N N GS Mortgage Securities Trust 549300WF5YRKNHB1FX69 36198EAG0 9940504.96000000 PA USD 4483.17000000 0.000395408910 Long ABS-MBS CORP US N 2 2046-07-10 Variable 0.08900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLD29 462535.69000000 PA USD 403200.88000000 0.035561716557 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N TELEFLEX INC UUL85LWXB4NGSWWXIQ25 879369AG1 125000.00000000 PA USD 112941.88000000 0.009961305451 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023105 16350.00000000 NS USD 2235372.00000000 0.197156478090 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X4PR5 26053.91000000 PA USD 26424.41000000 0.002330593570 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N MGIC Investment Corp 254900S8483WM4M98R28 552848AF0 90000.00000000 PA USD 91948.28000000 0.008109701227 Long DBT CORP US N 2 2023-08-15 Fixed 5.75000000 N N N N N N National Bank Financial Inc. 254900XZG349Z8CSZB72 000000000 8000000.00000000 PA USD 8000000.00000000 0.705588074254 Long RA CORP US N 2 Repurchase Y 1.57000000 2022-07-01 8723913.60000000 USD 8171227.13000000 USD UST N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHB89 334413.34000000 PA USD 301570.00000000 0.026598024444 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N UMBS, TBA N/A 01F022683 24230000.00000000 PA USD 21757070.69000000 1.918941201197 Long ABS-MBS USGSE US N 2 2052-08-15 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AG7H6 555958.74000000 PA USD 484668.87000000 0.042747071829 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X54U8 39728.47000000 PA USD 40908.67000000 0.003608083710 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N FS LUXEMBOURG SARL 222100EKR3JUJPGGOY81 30315XAB0 245000.00000000 PA USD 246985.18000000 0.021783724690 Long DBT CORP LU N 2 2025-12-15 Fixed 10.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379QGG4 24500.09000000 PA USD 1321.68000000 0.000116570205 Long ABS-MBS USGA US N 2 2027-02-16 Fixed 3.50000000 N N N N N N Adjustable Rate Mortgage Trust N/A 007036TQ9 71010.87000000 PA USD 66337.59000000 0.005850876547 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.12400000 N N N N N N WEX Inc T9M5IGROL1TL1G5OV478 96208T104 14244.00000000 NS USD 2215796.64000000 0.195429960519 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M2FC1 256383.98000000 PA USD 231158.70000000 0.020387852747 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ACR60 399972.03000000 PA USD 377230.02000000 0.033271125420 Long ABS-MBS USGSE US N 2 2043-03-25 Fixed 3.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WDS4 722114.29000000 PA USD 683792.26000000 0.060309457990 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WXEX1 26167.94000000 PA USD 25715.96000000 0.002268109336 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCP9 40000.00000000 PA USD 35082.44000000 0.003094218909 Long DBT CORP US N 2 2027-09-22 Fixed 1.47000000 N N N N N N LYB INT FINANCE III N/A 50249AAF0 157000.00000000 PA USD 142063.26000000 0.012529767755 Long DBT CORP US N 2 2025-10-01 Fixed 1.25000000 N N N N N N Firstkey Homes Trust N/A 33768NAA0 289754.44000000 PA USD 284791.93000000 0.025118223681 Long ABS-O CORP US N 2 2039-05-17 Fixed 4.14500000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -14.00000000 NC 117713.65000000 0.010382168452 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 30 Year Euro BUXL Future UBU2 Comdty 2022-09-08 -2402167.54000000 EUR 117713.65000000 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967ME8 155000.00000000 PA USD 144965.66000000 0.012785755109 Long DBT CORP US N 2 2030-03-20 Fixed 3.98000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167HAG3 315000.00000000 PA USD 310723.65000000 0.027405362728 Long ABS-O CORP US N 2 2025-12-15 Fixed 2.73000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 620000.00000000 PA USD 597631.45000000 0.052710202989 Long DBT CORP GB N 2 2029-06-19 Fixed 4.58300000 N N N N N N Mill City Mortgage Trust N/A 59980YAB1 824390.96000000 PA USD 799610.84000000 0.070524484093 Long ABS-O CORP US N 2 2066-04-25 Variable 3.49500000 N N N N N N Progress Residential Trust N/A 74332XAA9 765000.00000000 PA USD 756872.49000000 0.066755025334 Long ABS-O CORP US N 2 2041-05-17 Fixed 4.43800000 N N N N N N CROATIA 74780000O00QGQ7CER13 000000000 1025000.00000000 PA 918263.99000000 0.080989515045 Long DBT NUSS HR Y 2 2031-06-17 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJEU1 60681.65000000 PA USD 57477.82000000 0.005069458040 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380CEN9 164233.26000000 PA USD 28953.06000000 0.002553616731 Long ABS-MBS USGA US N 2 2039-03-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A9CW2 119592.03000000 PA USD 120951.81000000 0.010667769336 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12651RAA5 322265.09000000 PA USD 299821.49000000 0.026443808468 Long ABS-MBS CORP US N 2 2047-04-25 Variable 3.25000000 N N N N N N Voya CLO Ltd 54930085W413OSH6FR69 92914NAJ0 1184579.85000000 PA USD 1167801.46000000 0.102998347909 Long ABS-CBDO CORP KY N 2 2029-01-18 Floating 1.94400000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAJ1 120000.00000000 PA USD 99658.25000000 0.008789709087 Long DBT CORP US N 2 2030-08-01 Fixed 5.12500000 N N N N N N Allied Universal Holdco LLC 98450038B4549046D794 01957TAH0 111374.20000000 PA USD 102557.04000000 0.009045378044 Long LON CORP US N 2 2028-05-12 Floating 5.41600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ANV61 220747.31000000 PA USD 9091.01000000 0.000801813529 Long ABS-MBS USGSE US N 2 2055-06-25 Variable 1.13600000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362UAC8 90000.00000000 PA USD 79425.00000000 0.007005166599 Long DBT CORP US N 2 2028-04-15 Fixed 4.37500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 490000.00000000 PA USD 396950.24000000 0.035010419427 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 125000.00000000 PA USD 120867.50000000 0.010660333320 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 55000.00000000 PA USD 48801.70000000 0.004304237190 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAB9 80000.00000000 PA USD 73842.74000000 0.006512819589 Long DBT CORP US N 2 2029-10-01 Fixed 3.34700000 N N N N N N Countrywide Alternative Loan Trust N/A 12667GN33 176312.51000000 PA USD 151068.97000000 0.013324057952 Long ABS-MBS CORP US N 2 2035-08-25 Floating 1.82600000 N N N N N N IMOLA MERGER CORP N/A 45258LAA5 160000.00000000 PA USD 133865.60000000 0.011806746364 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAZ3 255000.00000000 PA USD 240983.36000000 0.021254373113 Long DBT US N 2 2025-03-15 Fixed 2.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030674 9910000.00000000 PA USD 9340949.27000000 0.823857800891 Long ABS-MBS USGA US N 2 2052-07-21 Fixed 3.00000000 N N N N N N Palo Alto Networks Inc 549300QXR2YVZV231H43 697435105 1379.00000000 NS USD 681143.26000000 0.060075820139 Long EC CORP US N 1 N N AT&T INC 549300Z40J86GGSTL398 00206RLJ9 1039000.00000000 PA USD 778460.36000000 0.068659043287 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N COMM Mortgage Trust N/A 12659DAA8 205000.00000000 PA USD 188322.33000000 0.016609748770 Long ABS-MBS CORP US N 2 2039-01-10 Fixed 2.81900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419A2H9 9450.87000000 PA USD 9578.21000000 0.000844783843 Long ABS-MBS USGSE US N 2 2040-12-01 Floating 2.21900000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 1035000.00000000 PA USD 765185.85000000 0.067488251293 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELE90 62246.88000000 PA USD 59495.11000000 0.005247380011 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F2LL8 2425032.02000000 PA USD 75338.23000000 0.006644719577 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 0.88800000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BR4 200000.00000000 PA USD 192492.08000000 0.016977514504 Long DBT CORP US N 2 2029-03-30 Fixed 5.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBB8 1127496.36000000 PA USD 982863.69000000 0.086687112285 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAB1 250119.49000000 PA USD 213730.61000000 0.018850721189 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.99000000 N N N N N N HOWARD UNIVERSITY N/A 442851AU5 100000.00000000 PA USD 88087.84000000 0.007769216173 Long DBT CORP US N 2 2030-10-01 Fixed 2.80100000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334JW2 365000.00000000 PA USD 317437.37000000 0.027997502824 Long DBT CORP US N 2 2042-03-15 Fixed 4.30000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 54400.00000000 NS USD 4155616.00000000 0.366519136347 Long EC CORP US N 1 N N N CSL Finance PLC 2549007CCNBNAF4HBC02 12661PAC3 325000.00000000 PA USD 317758.13000000 0.028025793378 Long DBT CORP GB N 2 2032-04-27 Fixed 4.25000000 N N N N N Credit Acceptance Auto Loan Trust N/A 22535GAA0 370000.00000000 PA USD 352068.99000000 0.031051960082 Long ABS-O CORP US N 2 2030-05-15 Fixed 1.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RDH9 372824.70000000 PA USD 406253.24000000 0.035830930158 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N EVERGY METRO 1128SIJQ26096WL7IO82 30037DAA3 10000.00000000 PA USD 8619.40000000 0.000760218230 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAL1 370000.00000000 PA USD 368486.60000000 0.032499968810 Long DBT CORP US N 2 2032-06-15 Fixed 4.70000000 N N N N N N LAMAR MEDIA CORP N/A 513075BZ3 130000.00000000 PA USD 106394.60000000 0.009383845115 Long DBT CORP US N 2 2031-01-15 Fixed 3.62500000 N N N N N N LCM Ltd Partnership 549300VQTTD2PAP2Y421 50188WAE8 425804.55000000 PA USD 421377.89000000 0.037164901742 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 2.10300000 N N N N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011104 7224.00000000 NS USD 574596.96000000 0.050678595309 Long EC CORP US N 1 N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAN3 840000.00000000 PA USD 655438.58000000 0.057808705681 Long DBT CORP GB N 2 2031-09-02 Fixed 2.15000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DZW5 686845.62000000 PA USD 620240.46000000 0.054704283968 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBR6 210000.00000000 PA USD 180276.72000000 0.015900137962 Long DBT US N 2 2028-05-15 Fixed 2.00000000 N N N N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 071734AC1 150000.00000000 PA USD 124256.25000000 0.010959216018 Long DBT CORP CA N 2 2027-08-15 Fixed 5.75000000 N N N N N N Golden Entertainment, Inc. 549300P8YYCKQVJ0Y638 38101JAC0 132812.50000000 PA USD 129768.84000000 0.011445418239 Long LON CORP US N 2 2024-10-21 Floating 4.63000000 N N N N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 038522AQ1 60000.00000000 PA USD 54372.60000000 0.004795582265 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X54P9 44080.28000000 PA USD 45389.59000000 0.004003294174 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N GS Mortgage Securities Trust N/A 36191YAA6 157161.35000000 PA USD 1.57000000 0.000000138471 Long ABS-MBS CORP US N 2 2044-08-10 Variable 0.09300000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BK5 275000.00000000 PA USD 196357.85000000 0.017318469655 Long DBT CORP US N 2 2060-02-15 Fixed 3.10000000 N N N N N N Sapphire Aviation Finance I Limited N/A 80307AAA7 195634.36000000 PA USD 171070.35000000 0.015088149852 Long ABS-O CORP US N 2 2040-03-15 Fixed 3.22800000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659BD2 165000.00000000 PA USD 132983.59000000 0.011728954396 Long DBT CORP US N 2 2031-05-15 Fixed 1.65000000 N N N N N N Science Applications International Corp 549300LZPNZIXQGZPZ48 808625107 18027.00000000 NS USD 1678313.70000000 0.148024766447 Long EC CORP US N 1 N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JJ0 325000.00000000 PA USD 275495.35000000 0.024298279184 Long DBT CORP US N 2 2046-06-15 Fixed 3.65000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBC7 190000.00000000 PA USD 169331.04000000 0.014934745303 Long DBT CORP US N 2 2032-03-01 Fixed 2.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KH4B9 258989.40000000 PA USD 235190.09000000 0.020743415335 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYY0 479600.72000000 PA USD 455572.18000000 0.040180787146 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N UMBS, TBA N/A 01F020687 14970000.00000000 PA USD 12974779.69000000 1.144356226918 Long ABS-MBS USGSE US N 2 2052-08-15 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X55B9 51983.08000000 PA USD 53527.09000000 0.004721009544 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCY0 445000.00000000 PA USD 384485.65000000 0.033911061170 Long DBT CORP US N 2 2030-06-21 Fixed 3.60000000 N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BC7 90000.00000000 PA USD 90449.28000000 0.007977491661 Long DBT CORP US N 2 2055-10-23 Fixed 6.83400000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAE9 400000.00000000 PA USD 367835.85000000 0.032442573630 Long DBT US N 2 2028-04-15 Fixed 4.95000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDT6 60000.00000000 PA USD 52313.04000000 0.004613932144 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFT6 65000.00000000 PA USD 47681.82000000 0.004205465443 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FX1 170000.00000000 PA USD 151321.26000000 0.013346309554 Long DBT CORP US N 2 2032-02-14 Fixed 2.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397CNW5 10788.88000000 PA USD 9223.50000000 0.000813498950 Long ABS-MBS USGSE US N 2 2036-11-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCEW4 233603.12000000 PA USD 212309.89000000 0.018725415803 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FUZX5 2359955.86000000 PA USD 214865.72000000 0.018950836199 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.53500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJGF3 323000.21000000 PA USD 291391.66000000 0.025700310029 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N UMBS, TBA N/A 01F030678 -9541000.00000000 PA USD -8884310.91000000 -0.78358297825 Short ABS-MBS USGSE US N 2 2052-07-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLQ9 491994.18000000 PA USD 465048.97000000 0.041016625897 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PU6 4660000.00000000 PA USD 5761107.02000000 0.508121050977 Long DBT UST US N 2 2037-05-15 Fixed 5.00000000 N N N N N N Home Re 2018-1 Ltd. 254900E6IUAJSN9WD709 43730MAA6 81950.75000000 PA USD 81807.64000000 0.007215311895 Long ABS-MBS CORP BM N 2 2028-10-25 Floating 3.22400000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 485000.00000000 PA USD 466178.42000000 0.041116241703 Long DBT CORP US N 2 2029-05-01 Fixed 4.22300000 N N N N N N Finance America Mortgage Loan Trust N/A 317350AC0 44059.61000000 PA USD 41954.22000000 0.003700299662 Long ABS-O CORP US N 2 2033-09-25 Floating 2.67400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LUN4 211637.09000000 PA USD 220813.77000000 0.019475445342 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWA52 323623.30000000 PA USD 281224.00000000 0.024803537574 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N KERNEL HOLDING SA 5493003GR6L4DZOS2U12 000000000 520000.00000000 PA USD 237566.16000000 0.020952981167 Long DBT CORP LU Y 2 2024-10-17 Fixed 6.50000000 N N N N N N Natwest Markets Securities Inc ZE2ZWJ5BTIQJ8M0C6K34 000000000 6554161.05000000 PA USD 6554161.05000000 0.578067234203 Long RA CORP US N 2 Repurchase Y 1.48000000 2022-07-01 7074565.35000000 USD 6685519.50000000 USD UST N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V4X5 90792.09000000 PA USD 88373.74000000 0.007794432127 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 3.50000000 N N N N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540R409 4667.00000000 NS USD 1093758.12000000 0.096467835698 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNDQ3 237247.03000000 PA USD 213912.75000000 0.018866785666 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B6XE8 4174762.96000000 PA USD 367988.66000000 0.032456051244 Long ABS-MBS USGSE US N 2 2034-06-25 Variable 1.32100000 N N N N N N Altice France S.A. 5493001ZMCICV4N02J21 000000000 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP FR N 2 2026-01-31 Floating 4.73200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T4P7 891526.99000000 PA USD 896047.17000000 0.079030024640 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WVQ61 36406.44000000 PA USD 34771.41000000 0.003066786527 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Sedgwick Claims Management Services, Inc. 549300BIN4DWJG5VWF64 81527CAM9 130950.00000000 PA USD 124795.35000000 0.011006763835 Long LON CORP US N 2 2026-09-03 Floating 5.41600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHDR5 214270.46000000 PA USD 201142.56000000 0.017740473945 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAX8 247124.96000000 PA USD 224729.26000000 0.019820785724 Long LON CORP US N 2 2026-12-23 Floating 4.91600000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 105155.00000000 NS USD 7998089.30000000 0.705419553363 Long EC CORP US N 1 N N N TD Prime Services LLC 549300ZBQI1JB1844X09 000000000 1000000.00000000 PA USD 1000000.00000000 0.088198509281 Long RA CORP US N 2 Repurchase Y 1.65000000 2022-07-01 12983.87000000 USD 1104762.89000000 USD EQT N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 5000.00000000 PA USD 5067.13000000 0.000446913312 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N Ulta Beauty Inc 529900CIV6HN8M28YM82 90384S303 18269.00000000 NS USD 7042334.12000000 0.621123371248 Long EC CORP US N 1 N N N WF-RBS Commercial Mortgage Trust N/A 92890NAU3 175000.00000000 PA USD 174687.75000000 0.015407199139 Long ABS-MBS CORP US N 2 2045-12-15 Fixed 2.87500000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 000000000 205000.00000000 PA USD 169822.00000000 0.014978047243 Long DBT NUSS AO Y 2 2028-05-09 Fixed 8.25000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 52428.86000000 0.004624147295 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 47600000.00000000 MXN 2385665.96000000 USD 2022-09-21 52428.86000000 N N N Pretium Mortgage Credit Partners LLC N/A 741386AA4 581204.02000000 PA USD 546427.85000000 0.048194121800 Long ABS-O CORP US N 2 2060-06-27 Variable 1.99200000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787107 12772.00000000 NS USD 2849177.76000000 0.251293231111 Long EC CORP US N 1 N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687V106 40942.00000000 NS USD 1722839.36000000 0.151951863284 Long EC CORP US N 1 N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EF3 80000.00000000 PA USD 58961.29000000 0.005200297883 Long DBT CORP US N 2 2051-02-08 Fixed 2.65000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEF9 400000.00000000 PA USD 387423.51000000 0.034170176042 Long DBT CORP US N 2 2027-01-20 Fixed 3.62500000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123101 10143.00000000 NS USD 1813162.68000000 0.159918245461 Long EC CORP US N 1 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5230000.00000000 OU Notional Amount USD 433373.49000000 0.038222895780 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 FED REPUBLIC OF BRAZIL FED REPUBLIC OF BRAZIL Y buy protection 2027-06-20 294838.59000000 USD 0.00000000 USD 5230000.00000000 USD 138534.90000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFPU9 1050220.86000000 PA USD 956825.58000000 0.084390589798 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N GSAA Home Equity Trust N/A 362375AC1 439922.75000000 PA USD 136184.86000000 0.012011301638 Long ABS-MBS CORP US N 2 2036-06-25 Variable 5.98500000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 596000.00000000 PA USD 564835.16000000 0.049817619101 Long DBT US N 2 2030-02-15 Fixed 4.95000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378H3E4 371434.08000000 PA USD 55075.21000000 0.004857551420 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 300000.00000000 PA USD 287963.42000000 0.025397944371 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643ABG7 2765295.62000000 PA USD 28848.95000000 0.002544434384 Long ABS-MBS CORP US N 2 2047-09-15 Variable 0.74900000 N N N N N N Sensata Technologies BV PUCKW5P5O3XMOZVH7T53 81725WAJ2 120000.00000000 PA USD 115200.00000000 0.010160468269 Long DBT CORP NL N 2 2025-10-01 Fixed 5.00000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 89364MBQ6 145025.45000000 PA USD 138177.06000000 0.012187010708 Long LON CORP US N 2 2025-05-30 Floating 3.91600000 N N N N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 50179JAB4 197878.56000000 PA USD 163290.97000000 0.014402020133 Long LON CORP US N 2 2027-12-17 Floating 5.41600000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGL2 180000.00000000 PA USD 134902.38000000 0.011898188814 Long DBT CORP US N 2 2041-09-03 Fixed 2.85000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RH3 6010000.00000000 PA USD 5692596.88000000 0.502078558758 Long DBT UST US N 2 2044-08-15 Fixed 3.12500000 N N N N N N Neurocrine Biosciences Inc 549300FECER0XBN49756 64125C109 2592.00000000 NS USD 252668.16000000 0.022284955054 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810SB5 298905.90000000 PA USD 285268.32000000 0.025160240569 Long DBT UST US N 2 2048-02-15 Fixed 1.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABB0 385000.00000000 PA USD 376545.40000000 0.033210742956 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AE8 60000.00000000 PA USD 52791.24000000 0.004656108671 Long DBT CORP US N 2 2027-05-15 Fixed 5.37500000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AQ4 275000.00000000 PA USD 226009.12000000 0.019933667468 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBC7 5000.00000000 PA USD 4065.52000000 0.000358572803 Long DBT CORP US N 2 2051-04-15 Fixed 3.45000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 60000.00000000 PA USD 58158.95000000 0.005129532691 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AP5 45000.00000000 PA USD 40271.04000000 0.003551845695 Long DBT CORP US N 2 2058-04-15 Fixed 4.75000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433EE2 49320.79000000 PA USD 46512.83000000 0.004102362268 Long ABS-MBS CORP US N 2 2033-09-25 Variable 2.76200000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KY6 210000.00000000 PA USD 199824.33000000 0.017624208024 Long DBT CORP US N 2 2026-10-21 Fixed 3.20000000 N N N N N N Proampac PG Borrower LLC 549300ZI6LTXYFEY1578 74274NAG8 99002.50000000 PA USD 92010.45000000 0.008115184528 Long LON CORP US N 2 2025-11-03 Floating 5.25600000 N N N N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 36.00000000 NC -3250.25000000 -0.00028666720 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Future XMU2 COMDTY 2022-09-15 4284927.00000000 AUD -3250.25000000 N N N HCA Healthcare Inc 529900PH4ZGUH2MNEU89 40412C101 15622.00000000 NS USD 2625433.32000000 0.231559305042 Long EC CORP US N 1 N N N Ingersoll-Rand Services Company 549300YHGS5RRRQQ4T26 365556AU3 455.24000000 PA USD 438.41000000 0.000038667108 Long LON CORP US N 2 2027-03-01 Floating 3.37500000 N N N N N N Legacy Mortgage Asset Trust N/A 52474MAA7 777942.00000000 PA USD 774181.97000000 0.068281695666 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.25000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286WAG1 140000.00000000 PA USD 134917.58000000 0.011899529431 Long ABS-O CORP US N 2 2027-01-15 Fixed 1.48000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BF2 320000.00000000 PA USD 303332.92000000 0.026753511360 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TEZ4 78260.23000000 PA USD 77014.86000000 0.006792595844 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617GGRL1 94099.06000000 PA USD 94444.35000000 0.008329850880 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EH9 70000.00000000 PA USD 61249.35000000 0.005402101364 Long DBT CORP US N 2 2028-08-05 Fixed 1.40000000 N N N N N N Freddie Mac - SCRT N/A 35563PLG2 693653.95000000 PA USD 675835.85000000 0.059607714489 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N Countrywide Home Loans N/A 126694M96 185149.16000000 PA USD 151773.28000000 0.013386177044 Long ABS-MBS CORP US N 2 2046-04-25 Floating 2.02400000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 000000000 300000.00000000 PA 211423.91000000 0.018647273688 Long DBT NUSS PH N 2 2041-04-28 Fixed 1.75000000 N N N N N N Carvana Auto Receivables Trust N/A 14686JAC4 970000.00000000 PA USD 963645.34000000 0.084992082464 Long ABS-O CORP US N 2 2027-04-12 Fixed 4.13000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480100 10330.00000000 NS USD 3296096.40000000 0.290710788929 Long EC CORP US N 1 N N N GO DADDY OPCO/FINCO N/A 38016LAA3 798000.00000000 PA USD 730170.00000000 0.064399905522 Long DBT CORP US N 2 2027-12-01 Fixed 5.25000000 N N N N N N Cirrus Funding 2018-1, Ltd N/A 17275GAA4 940000.00000000 PA USD 916184.16000000 0.080806077139 Long ABS-CBDO CORP KY N 2 2037-01-25 Fixed 4.80000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBG3 120000.00000000 PA USD 106912.11000000 0.009429488726 Long DBT CORP US N 2 2026-12-01 Fixed 2.67000000 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QBA5 659000.00000000 PA USD 665411.35000000 0.058688289129 Long DBT CORP XX N 2 2024-03-01 Fixed 4.87500000 N N N N N N Hartford Financial Services Group Inc/The IU7C3FTM7Y3BQM112U94 416515104 37900.00000000 NS USD 2479797.00000000 0.218714398721 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GVGT3 61789.41000000 PA USD 61151.18000000 0.005393442916 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N OZLM Ltd 5493002SZMQH8ZTTHX49 67112GAA6 900000.00000000 PA USD 881388.00000000 0.077737107698 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 2.06400000 N N N N N N Electronic Arts Inc 549300O7A67PUEYKDL45 285512109 7973.00000000 NS USD 969915.45000000 0.085545096819 Long EC CORP US N 1 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 6974.00000000 NS USD 2274988.54000000 0.200650597861 Long EC CORP US N 1 N N N Paragon Offshore Finance Company N/A 000000000 587.29000000 PA USD 0.00000000 0.000000 Long LON CORP KY N 3 2022-07-18 None 0.00000000 Y N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 59023VAA8 365000.00000000 PA USD 449722.31000000 0.039664837332 Long DBT CORP US N 2 2038-05-14 Fixed 7.75000000 N N N N N N Credit Suisse Mortgage Trust N/A 12662EAA1 685933.59000000 PA USD 649669.58000000 0.057299888481 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.17900000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AS3 200000.00000000 PA USD 199009.55000000 0.017552345642 Long DBT CORP US N 2 2029-09-15 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FUZE7 1485210.59000000 PA USD 146680.59000000 0.012937009378 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.68000000 N N N N N N Nokia OYJ 549300A0JPRWG1KI7U06 654902AE5 720000.00000000 PA USD 680182.12000000 0.059991049024 Long DBT CORP FI N 2 2027-06-12 Fixed 4.37500000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859102 16327.00000000 NS USD 7642178.89000000 0.674028785763 Long EC CORP US N 1 N N N NXP BV/NXP FDG/NXP USA 724500RKKW4NOJ9YQF60 62954HAV0 116000.00000000 PA USD 110666.83000000 0.009760649432 Long DBT CORP XX N 2 2029-06-18 Fixed 4.30000000 N N N N N N SRS Distribution Inc. 549300ZQ3XP75BCYM468 78466YAN8 109175.00000000 PA USD 100441.00000000 0.008858746470 Long LON CORP US N 2 2028-06-02 Floating 4.01900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FB47 7424.78000000 PA USD 7887.95000000 0.000695705431 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5.00000000 N N N N N N TOLL BROS FINANCE CORP N/A 88947EAR1 130000.00000000 PA USD 126480.94000000 0.011155430360 Long DBT CORP US N 2 2025-11-15 Fixed 4.87500000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 225000.00000000 PA USD 166348.61000000 0.014671699423 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 230000.00000000 PA USD 189706.76000000 0.016731853432 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 037389BD4 350000.00000000 PA USD 349224.00000000 0.030801036205 Long DBT CORP US N 2 2022-11-15 Fixed 2.20000000 N N N N N N GSAA Home Equity Trust N/A 362351AC2 49311.63000000 PA USD 27244.12000000 0.002402890770 Long ABS-MBS CORP US N 2 2046-12-25 Floating 1.72400000 N N N N N N Fannie Mae - CAS N/A 20753MAF5 39277.54000000 PA USD 39206.03000000 0.003457913400 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 3.77400000 N N N N N N Fortive Corp 549300MU9YQJYHDQEF63 34959J108 25267.00000000 NS USD 1374019.46000000 0.121186468096 Long EC CORP US N 1 N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BL7 1170000.00000000 PA USD 826117.55000000 0.072862336401 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QZ4 4470000.00000000 PA USD 4247023.84000000 0.374581171572 Long DBT UST US N 2 2043-02-15 Fixed 3.12500000 N N N N N Avant Loans Funding Trust N/A 05353LAA3 455000.00000000 PA USD 428884.14000000 0.037826941802 Long ABS-O CORP US N 2 2030-07-15 Fixed 1.21000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAP4 155000.00000000 PA USD 148025.00000000 0.013055584336 Long DBT CORP US N 2 2024-03-15 Fixed 6.12500000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452151LE1 242727.28000000 PA USD 244518.07000000 0.021566129266 Long DBT MUN US N 2 2023-06-01 Fixed 4.95000000 N N N N N N WMG ACQUISITION CORP 549300NAS11NXI33CP80 92933BAQ7 855000.00000000 PA USD 710975.25000000 0.062706957186 Long DBT CORP US N 2 2030-07-15 Fixed 3.87500000 N N N N N N Affirm Inc N/A 00834AAA7 205339.89000000 PA USD 201886.73000000 0.017806108629 Long ABS-O CORP US N 2 2025-01-15 Fixed 1.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376VPU5 261092.95000000 PA USD 55815.46000000 0.004922840366 Long ABS-MBS USGA US N 2 2040-02-16 Fixed 5.00000000 N N N N N N Rapid7 Inc 549300GNVG5D60KEYN14 753422104 4392.00000000 NS USD 293385.60000000 0.025876172564 Long EC CORP US N 1 N N NTT FINANCE CORP 3538007PR116187GD960 62954WAC9 640000.00000000 PA USD 574895.37000000 0.050704914627 Long DBT CORP JP N 2 2026-04-03 Fixed 1.16200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A9BW7 49306.05000000 PA USD 5809.99000000 0.000512432456 Long ABS-MBS USGSE US N 2 2042-03-25 Fixed 4.00000000 N N N N N N Angel Oak Mortgage Trust N/A 03465DAA1 338518.91000000 PA USD 307895.07000000 0.027155886189 Long ABS-MBS CORP US N 2 2066-04-25 Variable 0.98500000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 149615.00000000 NS USD 20455362.80000000 1.804132505779 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379GUD7 387856.17000000 PA USD 33381.04000000 0.002944157966 Long ABS-MBS USGA US N 2 2029-10-20 Fixed 3.50000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 023551AJ3 285000.00000000 PA USD 318963.36000000 0.028132092867 Long DBT CORP US N 2 2031-08-15 Fixed 7.30000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 000000000 200000.00000000 PA 161950.19000000 0.014283765335 Long DBT NUSS MX N 2 2030-01-17 Fixed 1.12500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DC0 630000.00000000 PA USD 581091.44000000 0.051251398764 Long DBT CORP GB N 2 2033-03-29 Fixed 4.76200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A5V66 8062.78000000 PA USD 8437.41000000 0.000744166984 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5.50000000 N N N N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 29971.00000000 NS USD 7598247.92000000 0.670154139697 Long EC CORP US N 1 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 200000.00000000 PA USD 118060.00000000 0.010412716005 Long DBT NUSS EG Y 2 2047-01-31 Fixed 8.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKQQ1 395797.41000000 PA USD 378383.08000000 0.033372823593 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RW3 175000.00000000 PA USD 166524.09000000 0.014687176497 Long DBT CORP US N 2 2026-04-22 Fixed 3.00000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBC0 12000.00000000 PA USD 9793.68000000 0.000863787976 Long DBT CORP AU N 2 2031-04-01 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AR4X3 264232.90000000 PA USD 10885.36000000 0.000960072524 Long ABS-MBS USGSE US N 2 2046-05-25 Variable 1.01000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBU5 100000.00000000 PA USD 85576.00000000 0.007547675630 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBQ5 135000.00000000 PA USD 113559.29000000 0.010015760093 Long DBT CORP US N 2 2048-02-15 Fixed 4.25000000 N N N N N N Roku Inc 549300KR6ITU0YIR1T71 77543R102 27580.00000000 NS USD 2265421.20000000 0.199806772735 Long EC CORP US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396VGT9 56655.91000000 PA USD 60088.49000000 0.005299715242 Long ABS-MBS USGSE US N 2 2037-04-25 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F032674 -7261000.00000000 PA USD -6982472.61000000 -0.61584367530 Short ABS-MBS USGSE US N 2 2052-07-15 Fixed 3.50000000 N N N N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 2544.00000000 NS USD 1503834.72000000 0.132635980510 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WQAX0 313999.19000000 PA USD 300065.74000000 0.026465350954 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDRV0 1769644.92000000 PA USD 1601685.09000000 0.141266237276 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYH9 351245.26000000 PA USD 314024.38000000 0.027696482194 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGCV9 424478.05000000 PA USD 370444.86000000 0.032672684423 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Kestrel Bidco Inc. N/A 000000000 97750.00000000 PA USD 88188.88000000 0.007778127751 Long LON CORP CA N 2 2026-12-11 Floating 5.03000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 180000.00000000 PA USD 169110.00000000 0.014915249904 Long DBT CORP IL Y 2 2024-03-30 Fixed 4.50000000 N N N N N N Builders FirstSource Inc 549300W0SKP6L3H7DP63 12008R107 36077.00000000 NS USD 1937334.90000000 0.170870050159 Long EC CORP US N 1 N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FU7 455000.00000000 PA USD 393152.77000000 0.034675488234 Long DBT CORP US N 2 2031-05-20 Fixed 2.37500000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HQ9 435000.00000000 PA USD 435781.84000000 0.038435308660 Long DBT CORP US N 2 2027-06-01 Fixed 4.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375GLU3 41466.64000000 PA USD 4934.58000000 0.000435222599 Long ABS-MBS USGA US N 2 2042-05-16 Fixed 4.00000000 N N N N N N TriNet Group Inc 5299003FJVBETSFKE990 896288107 15954.00000000 NS USD 1238349.48000000 0.109220578105 Long EC CORP US N 1 N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAN1 585000.00000000 PA USD 582985.94000000 0.051418490840 Long DBT CORP US N 2 2025-06-15 Fixed 3.95000000 N N N N N N Deutsche Alt-A Securities INC Mortgage Loan Trust N/A 25150MAC0 194582.11000000 PA USD 180154.96000000 0.015889398911 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.77400000 N N N N N N Bank 549300GL0Y86051URC66 065404BB0 1700000.00000000 PA USD 1651131.46000000 0.145627333400 Long ABS-MBS CORP US N 2 2061-02-15 Fixed 3.68800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378EAS2 52516.69000000 PA USD 2862.41000000 0.000252460294 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 3.50000000 N N N N N N Venture CLO 43 Limited 549300OLN5VHTMLSN650 92290CAB5 500000.00000000 PA USD 482608.50000000 0.042565350266 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 2.28400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JLA38 370798.39000000 PA USD 371127.24000000 0.032732869321 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380CNU3 60833.08000000 PA USD 12715.87000000 0.001121520778 Long ABS-MBS USGA US N 2 2047-01-16 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AFB27 29496.05000000 PA USD 1400.61000000 0.000123531714 Long ABS-MBS USGSE US N 2 2026-09-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KYBS2 826427.61000000 PA USD 719584.07000000 0.063466242276 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N WILLIAM CARTER TGI2A0HXEYNQPU7TYV27 96926JAC1 765000.00000000 PA USD 716353.65000000 0.063181324048 Long DBT CORP US N 2 2027-03-15 Fixed 5.62500000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 000000000 1330000.00000000 PA 950414.15000000 0.083825111230 Long DBT NUSS MX N 2 2033-10-25 Fixed 1.45000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAE8 415425.00000000 PA USD 391296.29000000 0.034511749465 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.88400000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WDL4 485000.00000000 PA USD 463911.22000000 0.040916278043 Long DBT CORP US N 2 2025-01-22 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410G4B6 26861.02000000 PA USD 29413.15000000 0.002594195983 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46628KAH3 12488.11000000 PA USD 10664.08000000 0.000940555958 Long ABS-MBS CORP US N 2 2036-05-25 Variable 3.23200000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDY5 315000.00000000 PA USD 245339.47000000 0.021638575522 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 879369106 7762.00000000 NS USD 1908287.70000000 0.168308130420 Long EC CORP US N 1 N N N Dominos Pizza Master Issuer LLC N/A 25755TAN0 514800.00000000 PA USD 448719.76000000 0.039576413917 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.66200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378JAS1 67478.55000000 PA USD 8913.95000000 0.000786197101 Long ABS-MBS USGA US N 2 2043-02-16 Fixed 3.00000000 N N N N N N Envision Healthcare Corporation 549300OL60X0LPKY8N60 29373UAC5 110855.27000000 PA USD 38700.35000000 0.003413313178 Long LON CORP US Y 2 2025-10-10 Floating 5.41600000 N N N N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 874039100 8070.00000000 NS USD 659722.50000000 0.058186541039 Long EC CORP TW N 1 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CG9 1190000.00000000 PA USD 1156778.46000000 0.102026135741 Long DBT CORP US N 2 2029-04-13 Fixed 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EWKL8 43335.69000000 PA USD 43604.27000000 0.003845831612 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMLL7 187157.65000000 PA USD 162934.93000000 0.014370617935 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EH6 55000.00000000 PA USD 51027.16000000 0.004500519444 Long DBT CORP US N 2 2032-04-01 Fixed 3.75000000 N N N N N WF-RBS Commercial Mortgage Trust 549300UVB571ELWL8972 92890FAT3 89264.62000000 PA USD 87817.16000000 0.007745342601 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 3.72300000 N N N N N N Axalta Coating Systems US Holdings Inc. 549300NZ43V4QV4UGN28 90347BAH1 0.01000000 PA USD 0.01000000 0.000000000881 Long LON CORP US N 2 2024-06-01 Floating 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M5G37 38903.91000000 PA USD 40142.87000000 0.003540541292 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.50000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 9282399.91000000 PA USD 9282399.91000000 0.818693834620 Long RA CORP US N 2 Repurchase N 0.35000000 2022-07-01 9478500.00000000 USD 9468130.52000000 USD UST N N N COMM Mortgage Trust N/A 12591UAF0 235125.00000000 PA USD 233771.90000000 0.020618333091 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 3.96100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AU88 17287.76000000 PA USD 17484.00000000 0.001542062736 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BLP93 94678.01000000 PA USD 91795.92000000 0.008096263302 Long ABS-MBS USGSE US N 2 2045-10-15 Fixed 3.50000000 N Y N N N N New York Times Co/The 529900J1WEMMIW7BOH57 650111107 50882.00000000 NS USD 1419607.80000000 0.125207291724 Long EC CORP US N 1 N N N HUMANA INC 529900YLDW34GJAO4J06 444859BT8 465000.00000000 PA USD 440189.64000000 0.038824070049 Long DBT CORP US N 2 2029-03-23 Fixed 3.70000000 N N N N N N Morgan Stanley BAML Trust N/A 61764PBV3 1777858.87000000 PA USD 30930.66000000 0.002728038103 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.10300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CG81 345826.10000000 PA USD 338161.48000000 0.029825338432 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 3.00000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 693583AA4 598205.14000000 PA USD 560006.63000000 0.049391749953 Long ABS-MBS CORP US N 2 2026-04-25 Variable 1.86700000 N N N N N N BANK OF MONTREAL CHICAGO N/A 000000000 1000000.00000000 PA USD 1000000.00000000 0.088198509281 Long STIV CORP US N 2 2022-10-04 Floating 1.90000000 N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AP2 25000.00000000 PA USD 22687.50000000 0.002001003679 Long DBT CORP US N 2 2029-07-15 Fixed 5.12500000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AV7 140000.00000000 PA USD 109589.38000000 0.009665619949 Long DBT CORP US N 2 2050-04-15 Fixed 3.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131YBFP8 186195.62000000 PA USD 181649.48000000 0.016021213347 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 3.50000000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 000000000 2200000.00000000 PA USD 2200000.00000000 0.194036720420 Long RA CORP US N 2 Repurchase Y 1.57000000 2022-07-07 2405016.35000000 USD 2247086.75000000 USD UST N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBV1 280000.00000000 PA USD 265896.82000000 0.023451703146 Long DBT US N 2 2027-03-15 Fixed 3.65000000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAR7 45000.00000000 PA USD 33188.16000000 0.002927146237 Long DBT CORP US N 2 2051-06-15 Fixed 4.12500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKQR2 114464.51000000 PA USD 102326.45000000 0.009025040350 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.00000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 400000.00000000 PA USD 315448.00000000 0.027822043355 Long DBT NUSS AO Y 2 2029-11-26 Fixed 8.00000000 N N N N N N COMM Mortgage Trust N/A 12659DAJ9 210000.00000000 PA USD 190135.37000000 0.016769656195 Long ABS-MBS CORP US N 2 2039-01-10 Variable 4.08400000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 100000.00000000 PA 103747.05000000 0.009150335152 Long DBT NUSS ID Y 2 2024-07-18 Fixed 2.15000000 N N N N N N Clean Harbors Inc 5493000SJVZVZJKHJF48 184496107 5764.00000000 NS USD 505329.88000000 0.044569342111 Long EC CORP US N 1 N N N New Residential Mortgage Loan Trust N/A 64830MAG8 368520.05000000 PA USD 359842.91000000 0.031737608237 Long ABS-MBS CORP US N 2 2059-08-25 Variable 3.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 305000.00000000 PA 186181.42000000 0.016420923699 Long DBT NUSS RO Y 2 2041-04-14 Fixed 2.75000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700BC9 130000.00000000 PA USD 109947.50000000 0.009697205599 Long DBT CORP US N 2 2027-02-15 Fixed 4.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBD7 390000.00000000 PA USD 362785.76000000 0.031997163220 Long DBT CORP US N 2 2030-05-06 Fixed 3.70200000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDY4 1755000.00000000 PA USD 1589920.31000000 0.140228601218 Long DBT UST US N 2 2032-02-15 Fixed 1.87500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYL2 365000.00000000 PA USD 349033.45000000 0.030784229979 Long DBT CORP US N 2 2024-10-21 Fixed 0.92500000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36192RAA0 1200000.00000000 PA USD 1190592.84000000 0.105008513649 Long ABS-MBS CORP US N 2 2034-11-05 Fixed 2.95400000 N N N N N N Trupanion Inc 549300J86GFKIDGMQP18 898202106 31174.00000000 NS USD 1878545.24000000 0.165684889786 Long EC CORP US N 1 N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAR7 410000.00000000 PA USD 392972.04000000 0.034659548117 Long DBT CORP US N 2 2029-04-23 Fixed 4.00500000 N N N N N N T-Mobile US Inc 549300QHIJYOHPACPG31 872590104 57322.00000000 NS USD 7712101.88000000 0.680195889245 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379F3V9 66660.93000000 PA USD 1872.59000000 0.000165159646 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JN3G0 14650.85000000 PA USD 15099.40000000 0.001331744571 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 310000.00000000 PA 217659.22000000 0.019197218735 Long DBT NUSS RO Y 2 2038-02-08 Fixed 3.37500000 N N N N N N Livent Corp 254900OOLQ2VNMZTJL47 53814L108 41310.00000000 NS USD 937323.90000000 0.082670570694 Long EC CORP US N 1 N N GCAT N/A 36168KAA5 1130377.40000000 PA USD 998352.48000000 0.088053200473 Long ABS-MBS CORP US N 2 2066-07-25 Variable 1.26200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXG55 1079308.66000000 PA USD 1051620.65000000 0.092751373660 Long ABS-MBS USGSE US N 2 2057-09-01 Fixed 3.50000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 535000.00000000 PA USD 528011.04000000 0.046569786612 Long DBT CORP US N 2 2025-12-15 Fixed 4.25000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBE7 283000.00000000 PA USD 254717.68000000 0.022465719663 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WVCS8 25484.10000000 PA USD 26066.96000000 0.002299067013 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CF7 255000.00000000 PA USD 212844.80000000 0.018772594068 Long DBT CORP US N 2 2027-11-01 Fixed 1.37500000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AG2 155000.00000000 PA USD 134287.35000000 0.011843944085 Long DBT CORP US N 2 2029-06-15 Fixed 3.62500000 N N N N N N Charter Communications Inc 0J0XRGZE3PBRFEZ7MV65 16119P108 12348.00000000 NS USD 5785408.44000000 0.510264399994 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KTMS6 83947.64000000 PA USD 75046.01000000 0.006618946209 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 2.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLV2 31000.00000000 PA USD 23217.38000000 0.002047738305 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FQXL2 1145641.43000000 PA USD 25284.19000000 0.002230027866 Long ABS-MBS USGSE US N 2 2026-10-25 Variable 0.75100000 N N N N N N UMBS, TBA N/A 01F020679 13645000.00000000 PA USD 11839169.53000000 1.044197103681 Long ABS-MBS USGSE US N 2 2052-07-15 Fixed 2.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJA8 1110000.00000000 PA USD 956663.40000000 0.084376285764 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N Westlake Automobile Receivables Trust N/A 96042VAE9 560000.00000000 PA USD 557609.92000000 0.049180363704 Long ABS-O CORP US N 2 2027-09-15 Fixed 4.31000000 N N N N N N Symphony CLO Ltd 54930085JMJSZBQ6N270 87159QBV9 185210.76000000 PA USD 184719.95000000 0.016292024224 Long ABS-CBDO CORP KY N 2 2026-07-14 Floating 1.98800000 N N N N N N BENIN INTL GOV BOND 635400Q11P6AE5A5Y230 000000000 620000.00000000 PA 421505.19000000 0.037176129412 Long DBT NUSS BJ N 2 2035-01-22 Fixed 4.95000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55284JAC3 685000.00000000 PA USD 650825.14000000 0.057401807151 Long ABS-CBDO CORP KY N 2 2037-02-19 Floating 2.54200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F4UB0 28064.17000000 PA USD 28221.58000000 0.002489101285 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LQCS4 297281.19000000 PA USD 290109.01000000 0.025587182211 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 3.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 95000.00000000 PA USD 86282.76000000 0.007610010808 Long DBT CORP US N 2 2032-11-15 Fixed 4.30000000 N N N N N N Rexford Industrial Realty Inc 549300MSLO0DF0EMX355 76169C100 59157.00000000 NS USD 3406851.63000000 0.300479235110 Long EC US N 1 N N N Barclays Commercial Mortgage Securities LLC N/A 05491UBJ6 475000.00000000 PA USD 442249.89000000 0.039005781028 Long ABS-MBS CORP US N 2 2051-12-15 Variable 5.13400000 N N N N N N UMBS, TBA N/A 01F042673 -3700000.00000000 PA USD -3714019.52000000 -0.32757098510 Short ABS-MBS USGSE US N 2 2052-07-15 Fixed 4.50000000 N N N N N N SUBURBAN PROPANE PARTNRS N/A 864486AK1 75000.00000000 PA USD 70740.75000000 0.006239228695 Long DBT CORP US N 2 2027-03-01 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6MR9 179045.43000000 PA USD 177487.85000000 0.015654163785 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ALXM1 20384.52000000 PA USD 19351.88000000 0.001706806967 Long ABS-MBS USGA US N 2 2044-12-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AKT45 269778.02000000 PA USD 52270.76000000 0.004610203111 Long ABS-MBS USGSE US N 2 2044-09-25 Fixed 5.50000000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAA1 1530000.00000000 PA USD 1354050.00000000 0.119425191493 Long DBT CORP US N 2 2028-09-01 Fixed 3.87500000 N N N N N N Progress Residential Trust 5493002EEQ4GX2578787 74331UAA6 280000.00000000 PA USD 264228.41000000 0.023304551871 Long ABS-O CORP US N 2 2039-04-17 Fixed 3.20000000 N N N N N N Blackhawk Network Holdings, Inc 549300LFU3K8UIR03132 09238FAK7 192482.36000000 PA USD 183002.60000000 0.016140556514 Long LON CORP US N 2 2025-06-15 Floating 5.05400000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17328DAA8 372508.41000000 PA USD 371997.29000000 0.032809606434 Long ABS-O CORP US N 2 2070-11-25 Variable 3.22800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379PN94 535919.41000000 PA USD 81279.79000000 0.007168756312 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 4.00000000 N N N N N N Telenet Financing USD LLC N/A 000000000 100000.00000000 PA USD 92958.30000000 0.008198783485 Long LON CORP US N 2 2028-04-30 Floating 3.32400000 N N N N N N Ellington Financial Mortgage Trust N/A 31572LAA4 209141.03000000 PA USD 189085.60000000 0.016677068046 Long ABS-MBS CORP US N 2 2066-06-25 Variable 0.93100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABFW8 316963.61000000 PA USD 16066.09000000 0.001417005187 Long ABS-MBS USGSE US N 2 2028-01-25 Fixed 3.00000000 N N N N N N Tricon Residential N/A 89616TAA3 773000.00000000 PA USD 772986.73000000 0.068176277280 Long ABS-O CORP US N 2 2040-07-17 Fixed 4.84900000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05492VAH8 1280000.00000000 PA USD 83278.21000000 0.007345013977 Long ABS-MBS CORP US N 2 2053-04-15 Variable 1.10100000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CS6 600000.00000000 PA USD 559455.68000000 0.049343156985 Long DBT CORP GB N 2 2025-05-24 Fixed 0.97600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR64 285189.52000000 PA USD 279100.15000000 0.024616217170 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 60000.00000000 PA USD 47927.32000000 0.004227118177 Long DBT CORP US N 2 2031-10-24 Fixed 1.92200000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 570000.00000000 PA USD 543652.94000000 0.047949378874 Long DBT CORP US N 2 2045-12-15 Fixed 6.12500000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 885000.00000000 PA USD 607125.06000000 0.053547525239 Long DBT CORP US N 2 2060-04-01 Fixed 3.85000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBJ7 105000.00000000 PA USD 86747.33000000 0.007650985190 Long DBT CORP US N 2 2031-12-01 Fixed 3.56900000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017DB2 7000.00000000 PA USD 6992.64000000 0.000616740423 Long DBT CORP US N 2 2023-08-16 Fixed 3.65000000 N N N N N N Performance Food Group Co 549300EUK8GR9IT1YK57 71377A103 306961.00000000 NS USD 14114066.78000000 1.244839649900 Long EC CORP US N 1 N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 24736CBS2 100000.00000000 PA USD 99187.50000000 0.008748189639 Long LON CORP KY N 2 2027-10-20 Floating 4.81300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQFD9 114303.68000000 PA USD 117961.48000000 0.010404026688 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N II-VI Incorporated 549300O5C25A0MMHHU33 000000000 100000.00000000 PA USD 96050.00000000 0.008471466816 Long LON CORP US N 2 2028-01-14 None 0.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 910000.00000000 PA USD 755514.05000000 0.066635212951 Long DBT CORP US N 2 2032-04-22 Fixed 2.61500000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAX6 625000.00000000 PA USD 603394.80000000 0.053218521868 Long DBT CORP NL N 2 2032-06-15 Fixed 5.00000000 N N N N N N Elanco Animal Health Inc 549300SHPNDCE059M934 28414H103 66319.00000000 NS USD 1301841.97000000 0.114820521074 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDC4 4067121.97000000 PA USD 3534187.94000000 0.311710107829 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Novartis AG 5493007HIVTX6SY6XD66 66987V109 37839.00000000 NS USD 3198530.67000000 0.282105636986 Long EC CORP CH N 1 N N N VNO Mortgage Trust N/A 91830CAA6 1105000.00000000 PA USD 1103397.75000000 0.097318036694 Long ABS-MBS CORP US N 2 2030-11-15 Fixed 2.99600000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 55000.00000000 PA USD 45443.99000000 0.004008092173 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2N3 235000.00000000 PA USD 207611.60000000 0.018311033629 Long DBT CORP FR N 2 2027-01-13 Fixed 1.32300000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BXR20 4096501.93000000 PA USD 99792.84000000 0.008801579725 Long ABS-MBS USGSE US N 2 2027-03-25 Variable 0.74000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59261AG35 505000.00000000 PA USD 510916.28000000 0.045062054263 Long DBT MUN US N 2 2045-11-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BYW0 66673.04000000 PA USD 66453.25000000 0.005861077586 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.00000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07388DAC2 149706.74000000 PA USD 133447.97000000 0.011769912020 Long ABS-MBS CORP US N 2 2036-07-25 Variable 3.25000000 N N N N N N FIN DEPT GOVT SHARJAH 254900ZNL8O3F1CLJO24 38381CAC6 550000.00000000 PA USD 470250.00000000 0.041475348989 Long DBT NUSS AE N 2 2033-03-10 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AT4Q4 80960.61000000 PA USD 14879.02000000 0.001312307383 Long ABS-MBS USGSE US N 2 2046-10-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X63P4 318007.71000000 PA USD 287086.60000000 0.025320610154 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EH3N0 198457.59000000 PA USD 215257.44000000 0.018985385319 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.50000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCH1 625000.00000000 PA USD 633531.65000000 0.055876547112 Long DBT CORP US N 2 2027-07-15 Fixed 4.62500000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 693587AA5 154666.62000000 PA USD 148023.18000000 0.013055423815 Long ABS-MBS CORP US N 2 2025-11-25 Variable 2.36300000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810ST6 3040000.00000000 PA USD 2189393.74000000 0.193101264099 Long DBT UST US N 2 2040-11-15 Fixed 1.37500000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 24019.00000000 NS USD 8095844.14000000 0.714041384526 Long EC CORP US N 1 N N N Vertical US Newco Inc 549300C2AFWPAYWS5574 000000000 244782.72000000 PA USD 230095.76000000 0.020294103024 Long LON CORP US N 2 2027-07-30 Floating 4.01900000 N N N N N N Wellfleet CLO Ltd 254900A99ZMAJM1OOV76 94949WAM8 1065000.00000000 PA USD 1031245.89000000 0.090954350201 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 2.23300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FHJ20 143286.68000000 PA USD 30385.20000000 0.002679929344 Long ABS-MBS USGSE US N 2 2048-02-15 Fixed 5.00000000 N N N N N N Tempo Acquisition LLC 549300VV0B2RPMHQGA61 88023HAF7 175746.00000000 PA USD 166739.02000000 0.014706133003 Long LON CORP US N 2 2028-08-31 Floating 4.52500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 635000.00000000 PA USD 503534.95000000 0.044411031961 Long DBT CORP US N 2 2032-04-28 Fixed 1.92800000 N N N N N N PTC Therapeutics Inc 549300UJLWOIWFDGB318 69366J200 4628.00000000 NS USD 185397.68000000 0.016351799000 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398EX82 246146.15000000 PA USD 254314.17000000 0.022430130683 Long ABS-MBS USGSE US N 2 2039-07-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FT6T9 375048.08000000 PA USD 51961.22000000 0.004582902144 Long ABS-MBS USGSE US N 2 2040-05-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLRC2 1041906.24000000 PA USD 942446.61000000 0.083122386079 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836BU1 270000.00000000 PA USD 258093.00000000 0.022763417856 Long DBT CORP US N 2 2027-11-15 Fixed 3.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379FK73 144062.60000000 PA USD 19121.73000000 0.001686508080 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 3.50000000 N N N N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC 24373.13000000 0.002149673732 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 23020000.00000000 MXN 1152757.96000000 USD 2022-09-21 24373.13000000 N N N Waters Corp 5T547R1474YC9HOD8Q74 941848103 5215.00000000 NS USD 1726060.70000000 0.152235980669 Long EC CORP US N 1 N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 36792.00000000 NS USD 11929070.16000000 1.052126205230 Long EC CORP US N 1 N N N UMBS, TBA N/A 01F050676 2160000.00000000 PA USD 2204550.00000000 0.194438023637 Long ABS-MBS USGSE US N 2 2052-07-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJJW3 1017890.82000000 PA USD 918261.10000000 0.080989260151 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 37940X102 53346.00000000 NS USD 5902201.44000000 0.520565368489 Long EC CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 345000.00000000 PA USD 321973.35000000 0.028397569498 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 253882.00000000 NS USD 26964807.22000000 2.378255799876 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AQ6X1 94164.15000000 PA USD 92584.19000000 0.008165787541 Long ABS-MBS USGSE US N 2 2041-11-15 Fixed 3.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378GRL4 139006.86000000 PA USD 22743.25000000 0.002005920746 Long ABS-MBS USGA US N 2 2041-10-16 Fixed 5.00000000 N N N N N N UiPath Inc 5493000YP61KBELDHT53 90364P105 21181.00000000 NS USD 385282.39000000 0.033981332450 Long EC CORP US N 1 N N N SS&C European Holdings Sarl 549300KY09TR3J12JU49 78466DBE3 0.10000000 PA USD 0.10000000 0.000000008819 Long LON CORP US N 2 2025-04-16 Floating 3.41600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AQUG0 168624.09000000 PA USD 151984.26000000 0.013404785166 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Westinghouse Air Brake Technologies Corp 06BTX5UWZD0GQ5N5Y745 929740108 43023.00000000 NS USD 3531327.84000000 0.311457851273 Long EC CORP US N 1 N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582CL4 155000.00000000 PA USD 116028.10000000 0.010233505454 Long DBT CORP NL N 2 2051-11-26 Fixed 3.00000000 N N N N N N Countrywide Home Loans N/A 12669GKF7 70813.99000000 PA USD 61783.17000000 0.005449183492 Long ABS-MBS CORP US N 2 2035-02-25 Floating 2.30400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KTS30 680206.56000000 PA USD 593123.00000000 0.052312564420 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 000000000 6094.00000000 NS USD 256191.76000000 0.022595731322 Long EC CORP GB N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912828ZZ6 1792566.00000000 PA USD 1709473.09000000 0.150772978195 Long DBT UST US N 2 2030-07-15 Fixed 0.12500000 N N N N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AP3 627000.00000000 PA USD 440279.40000000 0.038831986747 Long DBT CORP US N 2 2029-10-01 Fixed 3.62500000 N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 225000.00000000 PA USD 189315.91000000 0.016697381045 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCD5 330000.00000000 PA USD 283928.80000000 0.025042096902 Long DBT CORP US N 2 2028-03-25 Fixed 2.30000000 N N N N N N Morgan Stanley Capital Inc N/A 61748LAD4 8257.18000000 PA USD 7164.81000000 0.000631925561 Long ABS-MBS CORP US N 2 2036-06-25 Floating 1.92400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BCJ58 107655.09000000 PA USD 3726.52000000 0.000328673508 Long ABS-MBS USGSE US N 2 2027-07-15 Fixed 4.00000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -36075000.00000000 NC USD -55479.74000000 -0.00489323036 N/A DCR AD N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Call Written Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 36075000.00000000 OU Notional Amount N/A -55479.74000000 0.00000000 DCR AD CDX.NA.IG.S38 2I65BYEA9 buy protection 2027-06-20 0.00000000 N/A 0.00000000 N/A 36075000.00000000 USD 1.00000000 97.50000000 USD 2022-07-20 XXXX 40119.01000000 N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAH5 180000.00000000 PA USD 154769.42000000 0.013650432126 Long DBT CORP NO N 2 2050-04-06 Fixed 3.70000000 N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAG7 170000.00000000 PA USD 149075.80000000 0.013148263329 Long DBT CORP NO N 2 2040-04-06 Fixed 3.62500000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 635000.00000000 PA 386259.44000000 0.034067506804 Long DBT NUSS RO N 2 2040-12-02 Fixed 2.62500000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAK9 395000.00000000 PA USD 318644.02000000 0.028103927555 Long DBT CORP GB N 2 2030-09-02 Fixed 2.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HLX57 119224.57000000 PA USD 120568.55000000 0.010633966376 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAM6 275000.00000000 PA USD 253406.59000000 0.022350083480 Long DBT CORP US N 2 2041-12-15 Fixed 4.25000000 N N N N N N Credit Suisse Mortgage Trust N/A 12662GAC2 324142.02000000 PA USD 304821.50000000 0.026884801897 Long ABS-MBS CORP US N 2 2060-12-27 Variable 1.79600000 N N N N N N Tullow Oil PLC 2138003EYHWO75RKS857 899415AE3 500000.00000000 PA USD 406900.00000000 0.035887973426 Long DBT CORP GB N 2 2025-03-01 Fixed 7.00000000 N N N N N N GSAA Home Equity Trust N/A 362334BS2 561103.38000000 PA USD 331577.42000000 0.029244634155 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.22400000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAM1 99000.00000000 PA USD 98472.34000000 0.008685113593 Long DBT CORP US N 2 2024-03-13 Fixed 3.80000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FL7 225000.00000000 PA USD 198429.44000000 0.017501180805 Long DBT CORP US N 2 2044-08-15 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B9YL5 636010.00000000 PA USD 73661.34000000 0.006496820379 Long ABS-MBS USGSE US N 2 2039-11-25 Fixed 3.50000000 N N N N N N Sedgwick Claims Management Services, Inc. 549300BIN4DWJG5VWF64 81527CAL1 96500.00000000 PA USD 90710.00000000 0.008000486776 Long LON CORP US N 2 2025-12-31 Floating 4.91600000 N N N N N N WF-RBS Commercial Mortgage Trust 549300UVB571ELWL8972 92890FAU0 160281.00000000 PA USD 158208.17000000 0.013953724750 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 3.99500000 N N N N N N CSL FINANCE PLC 2549007CCNBNAF4HBC02 12661PAB5 325000.00000000 PA USD 319059.00000000 0.028140528172 Long DBT CORP GB N 2 2029-04-27 Fixed 4.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGJS9 947911.44000000 PA USD 884884.62000000 0.078045504370 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N TRANSCONT GAS PIPE LINE N/A 893574AP8 125000.00000000 PA USD 112255.11000000 0.009900733361 Long DBT CORP US N 2 2030-05-15 Fixed 3.25000000 N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBF8 355000.00000000 PA USD 335449.67000000 0.029586160833 Long DBT CORP US N 2 2040-03-19 Fixed 4.22700000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EG8 85000.00000000 PA USD 81797.88000000 0.007214451078 Long DBT CORP US N 2 2027-04-01 Fixed 3.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417FVE5 27470.65000000 PA USD 26258.32000000 0.002315944680 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276CAF8 843065.63000000 PA USD 33079.70000000 0.002917580227 Long ABS-MBS CORP US N 2 2050-08-15 Variable 1.15200000 N N N N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813109 52313.00000000 NS USD 3360063.99000000 0.296352635009 Long EC CORP US N 1 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 86669.00000000 NS USD 6673513.00000000 0.588593898273 Long EC CORP US N 1 N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90351HAD0 121562.50000000 PA USD 114511.88000000 0.010099777111 Long LON CORP US N 2 2026-09-13 Floating 3.57500000 N N N N N N Genpact Ltd 529900OSEC6Q0L4L5B35 000000000 39417.00000000 NS USD 1669704.12000000 0.147265414325 Long EC CORP BM N 1 N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBG3 517000.00000000 PA USD 442657.82000000 0.039041759845 Long DBT CORP US N 2 2049-05-15 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128UGL47 16991.53000000 PA USD 17104.21000000 0.001508565824 Long ABS-MBS USGSE US N 2 2041-02-01 Floating 2.40000000 N N N N N N COMM Mortgage Trust N/A 12624QAR4 152691.69000000 PA USD 152194.11000000 0.013423293623 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 2.85300000 N N N N N N Ingevity Corp 5493009UTFC4B5IMGF87 45688C107 17291.00000000 NS USD 1091753.74000000 0.096291052370 Long EC CORP US N 1 N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CE2 858000.00000000 PA USD 808399.02000000 0.071299588468 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EB82 4957760.05000000 PA USD 4308639.24000000 0.380015558001 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Legacy Mortgage Asset Trust N/A 52476DAA5 325054.01000000 PA USD 304723.54000000 0.026876161971 Long ABS-MBS CORP US N 2 2061-04-25 Variable 1.75000000 N N N N N N COMM Mortgage Trust N/A 12624PAY1 273830.65000000 PA USD 139571.48000000 0.012309996474 Long ABS-MBS CORP US N 2 2045-10-15 Variable 4.75000000 N N N N N N State Board of Administration Finance Corp 549300S34SOJ0RULXM35 341271AD6 975000.00000000 PA USD 912217.51000000 0.080456224522 Long DBT MUN US N 2 2025-07-01 Fixed 1.25800000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAJ2 50000.00000000 PA USD 42622.18000000 0.003759212738 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874784 75126.00000000 NS USD 3841192.38000000 0.338787441780 Long EC CORP US N 1 N N N HOWARD UNIVERSITY N/A 442851AQ4 100000.00000000 PA USD 92233.18000000 0.008134828982 Long DBT CORP US N 2 2026-10-01 Fixed 2.29100000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 500000.00000000 PA USD 500000.00000000 0.044099254640 Long RA CORP US N 2 Repurchase Y 1.50000000 2022-07-01 532932.70000000 USD 510191.25000000 USD UST N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WMWM9 257922.86000000 PA USD 246574.83000000 0.021747532432 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 617451CX5 12136.56000000 PA USD 4975.99000000 0.000438874900 Long ABS-MBS CORP US N 2 2052-10-12 Variable 5.74900000 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAF0 205000.00000000 PA USD 158952.55000000 0.014019377956 Long DBT CORP US N 2 2041-06-01 Fixed 2.81000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAL4 322575.00000000 PA USD 291964.89000000 0.025750868060 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.66800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XHAT8 38830.44000000 PA USD 39695.17000000 0.003501054819 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.50000000 N N N N N N Bluemountain CLO Ltd N/A 09631BAA1 1560000.00000000 PA USD 1507410.84000000 0.132951388963 Long ABS-CBDO CORP KY N 2 2034-04-19 Floating 2.19400000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B75H0 1891696.38000000 PA USD 32089.22000000 0.002830221368 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 0.41200000 N N N N N N Exeter Automobile Receivables Trust N/A 30167GAG5 1045000.00000000 PA USD 1032207.53000000 0.091039165415 Long ABS-O CORP US N 2 2025-09-15 Fixed 2.58000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAM0 45000.00000000 PA USD 33942.15000000 0.002993647031 Long DBT CORP LU N 2 2034-09-30 Fixed 6.00000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SS8 3460000.00000000 PA USD 2433488.27000000 0.214630037768 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DQ7 885000.00000000 PA USD 843447.08000000 0.074390775114 Long DBT CORP US N 2 2025-06-30 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BSAJ2 103555.18000000 PA USD 17269.26000000 0.001523122988 Long ABS-MBS USGSE US N 2 2033-09-15 Fixed 5.00000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AG9 200000.00000000 PA USD 166980.72000000 0.014727450582 Long DBT NUSS BM N 2 2030-08-20 Fixed 2.37500000 N N N N N GO DADDY OPCO/FINCO N/A 38016LAC9 170000.00000000 PA USD 143325.30000000 0.012641077802 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379AMX5 228196.20000000 PA USD 217657.26000000 0.019197045866 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 2.50000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XCB8 32973.25000000 PA USD 34264.80000000 0.003022104280 Long ABS-MBS USGSE US N 2 2028-09-25 Floating 7.62400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375C5T3 606983.55000000 PA USD 138348.61000000 0.012202141163 Long ABS-MBS USGA US N 2 2042-09-16 Fixed 4.00000000 N N N N N N Republic of Senegal 549300NP14ZLQGWIUZ97 000000000 485000.00000000 PA USD 370637.00000000 0.032689630884 Long DBT NUSS SN Y 2 2033-05-23 Fixed 6.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2X0 720000.00000000 PA USD 708109.47000000 0.062454199662 Long DBT CORP US N 2 2026-04-25 Fixed 3.90800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXGL0 685950.28000000 PA USD 700756.86000000 0.061805710421 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 4.50000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46639EAQ4 130000.00000000 PA USD 107971.25000000 0.009522903295 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.50900000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 72019.00000000 NS USD 6468026.39000000 0.570470285593 Long EC CORP US N 1 N N N Venture CDO Ltd 5493005OM8P21GK6YE73 923260AC7 1300000.00000000 PA USD 1248101.40000000 0.110080682912 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 2.17400000 N N N N N N Gardner Denver, Inc. 549300MJL50HVCB7RP74 365556AT6 170970.51000000 PA USD 164648.19000000 0.014521724913 Long LON CORP US N 2 2027-03-01 Floating 3.37500000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAE0 350000.00000000 PA USD 259132.37000000 0.022855088740 Long DBT CORP US N 2 2031-10-15 Fixed 3.15000000 N N N N N N 2022-07-18 Brighthouse Funds Trust II Alan Otis Alan Otis Treasurer